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

(Address of principal executive offices) (Zip code)

Timothy D. Barto, Esq.

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

Registrant’s telephone number, including area code: 610-676-1000

Date of fiscal year end: September 30, 2019

Date of reporting period: March 31, 2019

Item 1. Reports to Stockholders.

March 31, 2019

SEMI-ANNUAL REPORT

SEI Institutional Managed Trust

› Large Cap Fund

› Large Cap Value Fund

› Large Cap Growth Fund

› Large Cap Index 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

› Tax-Managed International Managed Volatility Fund

› Real Estate Fund

› Enhanced Income Fund

› Core Fixed Income Fund

› High Yield Bond Fund

› Conservative Income Fund

› Tax-Free Conservative Income Fund

› Real Return Fund

› Dynamic Asset Allocation Fund

› Multi-Strategy Alternative Fund

› Multi-Asset Accumulation Fund

› Multi-Asset Income Fund

› Multi-Asset Inflation Managed Fund

› Multi-Asset Capital Stability Fund

› Long/Short Alternative Fund

Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of the Funds’ shareholder reports like this one will no longer be sent by mail, unless you specifically request paper copies of the reports from the Funds or from your financial intermediary, such as a broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.

If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Funds electronically by contacting your financial intermediary.

You may elect to receive all future reports in paper free of charge. If you invest through a financial intermediary, you can follow the instructions included with this disclosure, if applicable, or you can contact your financial intermediary to inform it that you wish to continue receiving paper copies of your shareholder reports. If you invest directly with the Funds, you can inform the Funds that you wish to continue receiving paper copies of your shareholder reports by calling 1-800-DIAL-SEI. Your election to receive reports in paper will apply to all funds held with the SEI Funds or your financial intermediary.

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	248
Statements of Operations/Consolidated Statements of Operations	260
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	266
Consolidated Statement of Cash Flows	274
Financial Highlights/Consolidated Financial Highlights	275
Notes to Financial Statements/Consolidated Notes to Financial Statements	288
Disclosure of Fund Expenses	338
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	342

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The Trust’s Form N-PORT reports are available on the Commission’s website at http://www.sec.gov.

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)

March 31, 2019

Large Cap Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.9%
Communication Services — 7.1%
Alphabet Inc, Cl A *		1.3	%		24,804	$	29,192
Alphabet Inc, Cl C *		0.1			2,151		2,524
AT&T Inc		0.7			501,527		15,728
Facebook Inc, Cl A *		1.3			176,696		29,453
Omnicom Group Inc		0.7			211,517		15,439
Verizon Communications Inc		1.1			451,877		26,719
Other Securities		1.9					47,546
							166,601
Consumer Discretionary — 10.0%
Amazon.com Inc, Cl A *		2.3			30,715		54,696
Dollar General Corp		0.7			142,657		17,019
Lowe’s Cos Inc		0.7			139,789		15,303
Ross Stores Inc		0.8			192,997		17,968
Other Securities (A)		5.5					129,545
							234,531
Consumer Staples — 6.9%
JM Smucker Co/The		0.7			139,997		16,310
Kroger Co/The		0.7			641,242		15,775
Philip Morris International Inc		0.8			222,296		19,649
Unilever NV		0.6			257,120		14,987
Other Securities		4.1					94,363
							161,084
Energy — 6.3%
Chevron Corp		1.4			267,288		32,924
Marathon Petroleum Corp		0.8			330,584		19,785
Schlumberger Ltd, Cl A		0.8			401,281		17,484
Other Securities (A)		3.3					78,395
							148,588
Financials — 16.5%
Aflac Inc		0.7			348,811		17,441
Bank of America Corp		1.2			981,805		27,088
Berkshire Hathaway Inc, Cl B *		1.1			126,314		25,375
Citigroup Inc		1.4			513,200		31,931

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
JPMorgan Chase & Co		1.3	%		301,012	$	30,471
Markel Corp *		0.7			17,107		17,043
State Street Corp		0.6			205,088		13,497
US Bancorp		0.6			280,419		13,513
Other Securities ‡(A)(B)		8.9					210,428
							386,787
Health Care — 14.9%
Abbott Laboratories		1.4			424,218		33,912
AmerisourceBergen Corp, Cl A		0.8			243,656		19,375
Amgen Inc, Cl A		0.9			108,639		20,639
CVS Health Corp		0.6			282,416		15,231
Humana Inc		0.6			55,343		14,721
Johnson & Johnson		1.6			276,269		38,620
Merck & Co Inc		1.3			367,900		30,598
Pfizer Inc		0.7			404,922		17,197
Teleflex Inc		0.6			46,383		14,015
UnitedHealth Group Inc		1.4			135,344		33,465
Zimmer Biomet Holdings Inc		0.6			112,033		14,307
Other Securities		4.4					99,297
							351,377
Industrials — 10.0%
Honeywell International Inc		1.5			217,424		34,553
Roper Technologies Inc		0.7			47,516		16,249
Other Securities		7.8					185,379
							236,181
Information Technology — 18.0%
Adobe Inc *		1.2			105,389		28,085
Apple Inc		1.0			122,748		23,316
Cisco Systems Inc		0.7			321,695		17,368
Intel Corp		0.8			345,841		18,572
Intuit Inc		1.1			97,447		25,474
Microchip Technology Inc (A)		1.1			308,253		25,573
Microsoft Corp		1.9			370,704		43,721
Oracle Corp, Cl B		0.6			282,015		15,147
salesforce.com *		0.8			123,745		19,598
Visa Inc, Cl A		1.2			182,351		28,481
Other Securities		7.6					177,256
							422,591
Materials — 3.6%
DowDuPont Inc		0.6			258,426		13,777
Other Securities		3.0					70,043
							83,820
Real Estate — 2.9%
American Tower Corp, Cl A ‡		1.1			132,231		26,057
Crown Castle International Corp ‡		0.6			108,136		13,841
Other Securities ‡		1.2					28,774
							68,672

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 1.7%
Other Securities		1.7	%			$	40,205
Total Common Stock (Cost $1,866,690) ($ Thousands)							2,300,437
AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, L.P.
2.480% **†(C)		0.6			14,869,849		14,878
Total Affiliated Partnership (Cost $14,867) ($ Thousands)							14,878
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.0			46,074,280		46,074
Total Cash Equivalent (Cost $46,074) ($ Thousands)							46,074
Total Investments in Securities — 100.5% (Cost $1,927,631) ($ Thousands)						$	2,361,389

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		182		Jun-2019		$              25,401	$	25,824	$	423
S&P Mid Cap 400 Index E-MINI		12		Jun-2019		2,259		2,280		21
						$              27,660	$	28,104	$	444

Percentages are based on a Net Assets of $2,349,301 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $14,761 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $7,538 ($ Thousands), or 0.3% of Net Assets (See Note 2).

(C) 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, 2019 was $14,878 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

S&P — Standard & Poor’s

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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, 2019, 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	$	2,300,437	$	–	$	–	$	2,300,437
Affiliated Partnership		–		14,878		–		14,878
Cash Equivalent		46,074		–		–		46,074
Total Investments in Securities	$	2,346,511	$	14,878	$	–	$	2,361,389
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	444	$	–	$	–	$	444
Total Other Financial Instruments	$	444	$	–	$	–	$	444

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

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

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

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

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

Security Description	Value at 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Depreciation	Value 3/31/19	Income
SEI Daily Income Trust, Government Fund, Cl F	$ 57,680	$ 316,891	$ (328,497)	$ —	$ —	$ 46,074	$ 551
SEI Liquidity Fund, L.P.	52,638	125,593	(163,358)	5	—	14,878	52
Totals	$ 110,318	$ 442,484	$ (491,855)	$ 5	$ —	$ 60,952	$ 603

Amounts designated as “—” are either $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, 2019 3

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.5%
Communication Services — 6.3%
AT&T Inc		2.4	%		1,025,830	$	32,170
BCE Inc		0.7			219,735		9,754
Verizon Communications Inc		1.0			237,848		14,064
Other Securities		2.2					29,600
							85,588
Consumer Discretionary — 7.6%
General Motors Co		1.0			367,789		13,645
Genuine Parts Co		0.9			109,513		12,269
Target Corp, Cl A		0.6			105,907		8,500
Other Securities (A)		5.1					68,534
							102,948
Consumer Staples — 8.2%
Altria Group Inc		0.6			132,361		7,601
Diageo PLC ADR		0.7			61,169		10,008
Kimberly-Clark Corp		0.8			88,522		10,968
Philip Morris International Inc		1.0			156,750		13,855
Tyson Foods Inc, Cl A		0.6			107,097		7,436
Unilever NV		0.6			140,802		8,207
Walgreens Boots Alliance Inc		0.8			178,672		11,305
Walmart Inc		1.0			135,544		13,220
Other Securities		2.1					27,638
							110,238
Energy — 11.0%
Chevron Corp		2.1			235,172		28,969
ConocoPhillips		1.7			345,296		23,045
Exxon Mobil Corp		1.9			316,864		25,603
Marathon Petroleum Corp		0.7			153,825		9,206
Royal Dutch Shell PLC ADR, Cl A		0.6			139,866		8,754
Valero Energy Corp		0.7			104,174		8,837
Other Securities		3.3					44,466
							148,880
Financials — 19.9%
Aflac Inc		0.6			149,859		7,493
Allstate Corp/The		0.6			78,965		7,437
Bank of America Corp		1.2			591,845		16,329

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Berkshire Hathaway Inc, Cl B *		1.2	%		82,741	$	16,622
Chubb Ltd		0.8			73,483		10,294
Citigroup Inc		1.5			323,897		20,153
JPMorgan Chase & Co		2.9			384,576		38,931
KKR & Co Inc		0.6			321,877		7,561
SunTrust Banks Inc		1.0			234,504		13,894
Travelers Cos Inc/The		1.0			97,005		13,305
Wells Fargo & Co		1.1			312,120		15,082
Other Securities ‡(A)(B)		7.4					100,543
							267,644
Health Care — 14.2%
Bristol-Myers Squibb Co		0.6			176,482		8,420
Eli Lilly & Co		1.1			107,835		13,993
Johnson & Johnson		2.4			229,920		32,141
Merck & Co Inc		2.0			327,493		27,238
Novartis AG ADR		0.8			109,770		10,553
Pfizer Inc		2.7			859,268		36,493
Other Securities (C)		4.6					61,963
							190,801
Industrials — 7.2%
3M Co		0.6			40,786		8,475
Delta Air Lines Inc, Cl A		0.6			152,815		7,893
Johnson Controls International plc		0.7			242,079		8,942
Raytheon Co		0.7			54,023		9,837
Other Securities		4.6					61,339
							96,486
Information Technology — 11.2%
Cisco Systems Inc		2.5			617,328		33,330
Corning Inc, Cl B		0.9			386,238		12,784
Intel Corp		2.3			584,123		31,367
Microsoft Corp		1.2			135,407		15,970
Other Securities		4.3					57,534
							150,985
Materials — 3.9%
DowDuPont Inc		1.0			258,229		13,766
Other Securities		2.9					38,723
							52,489
Real Estate — 3.4%
HCP Inc ‡		0.7			284,637		8,909
Welltower Inc ‡		1.2			200,627		15,569
Other Securities ‡(A)		1.5					21,296
							45,774
Utilities — 4.6%
Exelon Corp		0.9			248,451		12,455
NextEra Energy Inc		1.3			91,339		17,658
Other Securities		2.4					31,897
							62,010
Total Common Stock (Cost $1,084,172) ($ Thousands)							1,313,843

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
2.480% **† (D)		0.3	%		4,536,876	$	4,538
Total Affiliated Partnership (Cost $4,536) ($ Thousands)							4,538

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.3	%		31,561,067	$	31,561
Total Cash Equivalent (Cost $31,561) ($ Thousands)							31,561
Total Investments in Securities — 100.1% (Cost $1,120,269) ($ Thousands)						$	1,349,942

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		71		Jun-2019	$	9,804	$	10,074	$	270
S&P Mid Cap 400 Index E-MINI		41		Jun-2019		7,672		7,794		122
					$	17,476	$	17,868	$	392

Percentages are based on a Net Assets of $1,348,144 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $4,377 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $5,817 ($ Thousands), or 0.4% of Net Assets (See Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,595 ($ Thousands) and represented 0.3% of Net Assets.

(D) 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, 2019 was $4,538 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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, 2019, in valuing the Fund’s investments carried and other financial instruments at value ($ Thousands):

Investments in Securities	Level 1	Level 2		Level 3		Total
Common Stock	$  1,313,843	$	–	$	–	$	1,313,843
Affiliated Partnership	–		4,538		–		4,538
Cash Equivalent	31,561		–		–		31,561
Total Investments in Securities	$  1,345,404	$	4,538	$	–	$	1,349,942
Other Financial Instruments	Level 1	Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$            392	$	–	$	–	$	392
Total Other Financial Instruments	$            392	$	–	$	–	$	392

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund (Concluded)

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Appreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 10,516		$ 93,706		$ (99,688)		$ 3		$ 1		$ 4,538		$ 24
SEI Daily Income Trust, Government Fund, Cl F		42,653		101,670		(112,762)		—		—		31,561		369
Totals		$ 53,169		$ 195,376		$ (212,450)		$ 3		$ 1		$ 36,099		$ 393

Amounts designated as “—” are either $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, 2019

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Growth Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 10.2%
Alphabet Inc, Cl A *		3.8	%		47,240	$	55,596
Alphabet Inc, Cl C *		0.9			10,824		12,700
Facebook Inc, Cl A *		2.2			198,862		33,148
T-Mobile US Inc *		0.7			147,591		10,199
Other Securities (A)		2.6					38,963
							150,606
Consumer Discretionary — 15.6%
Alibaba Group Holding Ltd ADR *		1.1			88,263		16,104
Amazon.com Inc, Cl A *		5.3			44,429		79,117
AutoZone Inc *		1.5			22,155		22,689
Lowe’s Cos Inc		0.8			102,559		11,227
Lululemon Athletica Inc *		0.7			63,993		10,486
NIKE Inc, Cl B		1.0			172,922		14,562
TJX Cos Inc/The		1.2			339,896		18,086
Other Securities		4.0					59,192
							231,463
Consumer Staples — 4.2%
Colgate-Palmolive Co		0.9			184,478		12,644
Hershey Co/The		0.7			92,045		10,569
PepsiCo Inc		1.3			157,598		19,314
Other Securities		1.3					18,870
							61,397
Energy — 0.3%
Other Securities		0.3					4,241
Financials — 7.8%
CME Group Inc		0.8			72,684		11,962
Moody’s Corp		1.6			129,490		23,449
MSCI Inc, Cl A		1.1			78,786		15,666
Progressive Corp/The		1.6			319,594		23,040
US Bancorp		0.9			273,464		13,178
Other Securities		1.8					28,577
							115,872
Health Care — 15.5%
Abbott Laboratories		1.1			205,567		16,433

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Becton Dickinson and Co		1.4	%		81,942	$	20,463
Danaher Corp, Cl A		0.8			89,177		11,773
Johnson & Johnson		1.4			150,630		21,057
Mettler-Toledo International Inc *		1.0			21,426		15,491
Regeneron Pharmaceuticals Inc *		0.7			26,257		10,782
UnitedHealth Group Inc		3.5			207,463		51,297
Varian Medical Systems Inc *		0.7			74,409		10,545
Vertex Pharmaceuticals Inc *		0.8			63,443		11,670
Other Securities (B)		4.1					60,638
							230,149
Industrials — 10.3%
3M Co		1.0			70,234		14,593
Boeing Co/The		1.8			67,507		25,749
Cintas Corp		1.0			75,177		15,194
Graco Inc		1.0			300,933		14,902
Middleby Corp/The *		0.8			87,227		11,342
Robert Half International Inc		0.7			157,721		10,277
Union Pacific Corp		1.1			97,386		16,283
United Technologies Corp		0.9			106,872		13,775
Other Securities		2.0					31,047
							153,162
Information Technology — 29.5%
Adobe Inc *		2.1			116,876		31,146
Analog Devices Inc		1.0			147,089		15,484
Apple Inc		2.7			214,018		40,653
Broadcom Inc		1.3			62,672		18,846
Mastercard Inc, Cl A		2.7			171,148		40,297
Microsoft Corp		5.8			731,873		86,317
Oracle Corp, Cl B		1.0			274,986		14,770
PayPal Holdings Inc *		0.7			104,842		10,887
salesforce.com *		1.5			137,437		21,766
Visa Inc, Cl A		3.0			283,381		44,261
VMware Inc, Cl A *		0.7			59,886		10,810
Zebra Technologies Corp, Cl A *		0.7			49,225		10,314
Other Securities (A)		6.3					91,846
							437,397
Materials — 3.1%
Linde PLC		0.8			64,004		11,260
Sherwin-Williams Co/The, Cl A		1.5			51,845		22,330
Other Securities		0.8					11,681
							45,271
Real Estate — 1.3%
EPR Properties, Cl A ‡		0.8			142,436		10,953
Other Securities ‡		0.5					8,024
							18,977

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Growth Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 0.4%
Other Securities		0.4	%			$	6,511
Total Common Stock (Cost $993,297) ($ Thousands)							1,455,046
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, L.P.
2.480% **†(C)		0.8			11,088,940		11,089
Total Affiliated Partnership (Cost $11,088) ($ Thousands)							11,089

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		1.4	%		21,242,105	$	21,242
Total Cash Equivalent (Cost $21,242) ($ Thousands)							21,242
Total Investments in Securities — 100.4% (Cost $1,025,627) ($ Thousands)						$	1,487,377

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount         (Thousands)		Value     (Thousands)		Unrealized Appreciation         (Thousands)
S&P 500 Index E-MINI		110		Jun-2019	$	15,305	$	15,608	$	303

Percentages are based on Net Assets of $1,481,763 ($ Thousands).

* Non-income producing security.

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

^†  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $11,014 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $5,576 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

(C) 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, 2019 was $11,089 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

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, 2019, in valuing the Fund’s investments and other financial instrument carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,455,046	$	–	$	–	$	1,455,046
Affiliated Partnership		–		11,089		–		11,089
Cash Equivalent		21,242		–		–		21,242
Total Investments in Securities	$	1,476,288	$	11,089	$	–	$	1,487,377
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	303	$	–	$	–	$	303
Total Other Financial Instruments	$	303	$	–	$	–	$	303

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

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

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

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

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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

Security Description	Value at 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Appreciation	Value 3/31/19	Income
SEI Daily Income Trust, Government Fund, Cl F	$ 46,852	$ 152,380	$ (177,990)	$ —	$ —	$ 21,242	$ 392
SEI Liquidity Fund, L.P.	18,951	70,563	(78,427)	—	2	11,089	187
Totals	$ 65,803	$ 222,943	$ (256,417)	$ —	$ 2	$ 32,331	$ 579

Amounts designated as “—” are either $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, 2019 9

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.9%
Communication Services — 9.3%
Alphabet Inc, Cl A *		1.3	%		3,425	$	4,031
Alphabet Inc, Cl C *		1.3			3,491		4,096
AT&T Inc		0.9			83,521		2,619
Comcast Corp, Cl A		0.7			51,701		2,067
Facebook Inc, Cl A *		1.5			27,345		4,558
Netflix Inc *		0.6			4,828		1,721
Verizon Communications Inc		0.9			47,515		2,810
Walt Disney Co/The		0.7			20,167		2,239
Other Securities		1.4					4,674
							28,815
Consumer Discretionary — 10.0%
Amazon.com Inc, Cl A *		2.7			4,718		8,402
Home Depot Inc/The		0.8			13,014		2,497
McDonald’s Corp		0.6			8,936		1,697
Other Securities		5.9					18,407
							31,003
Consumer Staples — 6.7%
Altria Group Inc		0.4			21,662		1,244
Coca-Cola Co/The		0.7			43,980		2,061
PepsiCo Inc		0.6			16,235		1,989
Philip Morris International Inc		0.5			17,950		1,587
Procter & Gamble Co/The		1.0			28,579		2,974
Walmart Inc		0.5			16,110		1,571
Other Securities		3.0					9,238
							20,664
Energy — 5.1%
Chevron Corp		0.9			21,928		2,701
Exxon Mobil Corp		1.3			48,657		3,931
Other Securities		2.9					9,025
							15,657
Financials — 12.6%
Bank of America Corp		0.9			103,564		2,857
Berkshire Hathaway Inc, Cl B *		1.5			22,309		4,482

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Citigroup Inc		0.6	%		27,322	$	1,700
JPMorgan Chase & Co		1.3			38,087		3,856
SEI Investments Co †		0.0			1,500		78
Wells Fargo & Co		0.8			47,610		2,301
Other Securities ‡(A)		7.5					23,709
							38,983
Health Care — 13.9%
Abbott Laboratories		0.5			19,636		1,570
AbbVie Inc		0.5			17,504		1,411
Amgen Inc, Cl A		0.5			7,308		1,388
Eli Lilly & Co		0.4			10,116		1,313
Johnson & Johnson		1.4			30,900		4,319
Medtronic PLC		0.5			15,659		1,426
Merck & Co Inc		0.8			29,910		2,488
Pfizer Inc		0.9			66,089		2,807
Thermo Fisher Scientific Inc		0.4			4,664		1,277
UnitedHealth Group Inc		0.9			10,975		2,714
Other Securities		7.1					22,422
							43,135
Industrials — 9.6%
3M Co		0.4			6,410		1,332
Boeing Co/The		0.8			6,138		2,341
Honeywell International Inc		0.4			8,379		1,332
Union Pacific Corp		0.5			8,340		1,394
Other Securities		7.5					23,223
							29,622
Information Technology — 21.1%
Accenture PLC, Cl A		0.4			7,437		1,309
Adobe Inc *		0.5			5,641		1,503
Apple Inc		3.4			54,666		10,384
Broadcom Inc		0.5			4,732		1,423
Cisco Systems Inc		0.9			52,076		2,812
Intel Corp		0.9			51,850		2,784
International Business Machines Corp		0.5			10,595		1,495
Mastercard Inc, Cl A		0.8			10,494		2,471
Microsoft Corp		3.3			87,225		10,287
Oracle Corp, Cl B		0.5			27,738		1,490
PayPal Holdings Inc *		0.5			13,436		1,395
salesforce.com Inc *		0.4			8,329		1,319
Visa Inc, Cl A		1.0			20,270		3,166
Other Securities		7.5					23,540
							65,378
Materials — 2.8%
DowDuPont Inc		0.5			26,019		1,387
Other Securities		2.3					7,327
							8,714
Real Estate — 3.7%
Other Securities ‡		3.7					11,402

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 3.1%
Other Securities		3.1	%			$	9,646
Total Common Stock (Cost $293,892) ($ Thousands)							303,019
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
2.480% **† (B)		0.0			867		1
Total Affiliated Partnership (Cost $1) ($ Thousands)							1

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.3	%		7,163,345	$	7,163
Total Cash Equivalent (Cost $7,163) ($ Thousands)							7,163
Total Investments in Securities — 100.2% (Cost $301,056) ($ Thousands)						$	310,183

A list of the open futures contracts held by the Fund at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		40		Jun-2019	$	5,539	$	5,676	$	137
S&P Mid Cap 400 Index E-MINI		3		Jun-2019		563		570		7
					$	6,102	$	6,246	$	144

Percentages are based on a Net Assets of $309,517 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

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

(A) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $43 ($ Thousands), or 0.0% of the Net Assets of the Fund (See Note 2).

(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, 2019 was $1 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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, 2019, 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	$	303,019	$	–	$	–	$	303,019
Affiliated Partnership		–		1		–		1
Cash Equivalent		7,163		–		–		7,163
Total Investments in Securities	$	310,182	$	1	$	–	$	310,183
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	144	$	–	$	–	$	144
Total Other Financial Instruments	$	144	$	–	$	–	$	144

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 11

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Concluded)

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Depreciation		Value 3/31/19		Income
SEI Investments Co		$ 73		$ 16		$ —		$ —		$ (11)		$ 78		$ —
SEI Daily Income Trust, Government Fund, Cl F		4,849		49,660		(47,346)		—		—		7,163		59
SEI Liquidity Fund, L.P.		173		1,629		(1,801)		—		—		1		3
Totals		$ 5,095		$ 51,305		$ (49,147)		$ —		$ (11)		$ 7,242		$ 62

Amounts designated as “—” are either $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, 2019

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 4.5%
Alphabet Inc, Cl A *		0.8	%		26,214	$	30,851
Alphabet Inc, Cl C *		0.8			26,751		31,387
AT&T Inc		0.6			755,611		23,696
Facebook Inc, Cl A *		0.8			173,490		28,919
Other Securities		1.5					62,825
							177,678
Consumer Discretionary — 10.7%
Amazon.com Inc, Cl A *		2.0			43,128		76,800
Dollar General Corp		1.3			420,873		50,210
Home Depot Inc/The		0.6			118,848		22,806
Lowe’s Cos Inc		1.3			461,327		50,501
NIKE Inc, Cl B		0.8			389,570		32,806
Ross Stores Inc		0.6			243,090		22,632
Other Securities		4.1					163,632
							419,387
Consumer Staples — 8.6%
Diageo PLC ADR		0.7			156,683		25,635
JM Smucker Co/The		0.6			188,990		22,017
PepsiCo Inc		0.6			208,706		25,577
Philip Morris International Inc		1.0			438,408		38,751
Procter & Gamble Co/The		0.6			233,806		24,328
Unilever NV		0.6			408,590		23,817
Other Securities		4.5					175,952
							336,077
Energy — 6.2%
Chevron Corp		1.1			357,036		43,980
Exxon Mobil Corp		0.6			287,776		23,252
Occidental Petroleum Corp		0.6			339,288		22,461
Other Securities		3.9					150,964
							240,657
Financials — 16.7%
Aflac Inc		0.7			525,317		26,266
Bank of America Corp		1.1			1,550,747		42,785
Citigroup Inc		0.6			379,987		23,643

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
JPMorgan Chase & Co		1.2	%		478,943	$	48,483
Moody’s Corp		1.3			288,575		52,258
MSCI Inc, Cl A		1.1			225,501		44,839
US Bancorp		0.7			529,468		25,515
Other Securities ‡(A)(B)		10.0					388,157
							651,946
Health Care — 16.5%
Abbott Laboratories		0.6			274,129		21,914
Amgen Inc, Cl A		0.7			145,948		27,727
Becton Dickinson and Co		1.6			250,061		62,448
Eli Lilly & Co		0.7			209,143		27,138
Johnson & Johnson		2.5			707,789		98,942
Merck & Co Inc		1.8			866,971		72,106
Pfizer Inc		0.9			861,349		36,581
UnitedHealth Group Inc		2.2			343,376		84,903
Other Securities (C)		5.5					212,674
							644,433
Industrials — 10.3%
3M Co		0.8			157,724		32,772
Graco Inc		0.7			568,764		28,165
Middleby Corp/The *		0.7			198,419		25,800
Roper Technologies Inc		0.6			67,713		23,156
Other Securities		7.5					293,794
							403,687
Information Technology — 16.5%
Adobe Inc *		0.9			137,412		36,619
Apple Inc		1.3			266,564		50,634
Cisco Systems Inc		0.8			569,792		30,763
Intel Corp		0.8			571,741		30,702
Intuit Inc		1.1			156,005		40,781
Mastercard Inc, Cl A		1.7			286,090		67,360
Microchip Technology Inc (A)		0.7			304,799		25,286
Microsoft Corp		1.8			592,146		69,838
Oracle Corp, Cl B		0.7			512,747		27,540
Visa Inc, Cl A		1.4			358,604		56,010
Other Securities		5.3					208,159
							643,692
Materials — 4.0%
Ecolab Inc		0.6			134,113		23,676
Sherwin-Williams Co/The, Cl A		1.0			89,695		38,633
Other Securities		2.4					94,079
							156,388
Real Estate — 2.9%
American Tower Corp, Cl A ‡		0.7			132,020		26,016
HCP Inc ‡		0.6			775,087		24,260
Other Securities ‡		1.6					64,475
							114,751

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 13

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.1%
Other Securities		2.1	%			$	81,060
Total Common Stock (Cost $2,141,705) ($ Thousands)							3,869,756
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
2.480% **†(D)		0.9			36,664,327		36,664
Total Affiliated Partnership (Cost $36,662) ($ Thousands)							36,664

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		0.9	%		36,551,380	$	36,551
Total Cash Equivalent (Cost $36,551) ($ Thousands)							36,551
Total Investments in Securities — 100.8% (Cost $2,214,918) ($ Thousands)						$	3,942,971

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		180		Jun-2019	$	25,019	$	25,540	$	521
S&P Mid Cap 400 Index E-MINI		11		Jun-2019		2,058		2,091		33
					$	27,077	$	27,631	$	554

Percentages are based on a Net Assets of $3,909,752 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $36,153 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,563 ($ Thousands), or 0.0% of Net Assets (See Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,397 ($ Thousands) and represented 0.1% of Net Assets.

(D) 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, 2019 was $36,664 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	3,869,756	$	–	$	–	$	3,869,756
Affiliated Partnership		–		36,664		–		36,664
Cash Equivalent		36,551		–		–		36,551
Total Investments in Securities	$	3,906,307	$	36,664	$	–	$	3,942,971
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	554	$	–	$	–	$	554
Total Other Financial Instruments	$	554	$	–	$	–	$	554

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

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

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

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

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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

Security Description	Value 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Appreciation	Value 3/31/19	Income
SEI Liquidity Fund, L.P.	$ 37,560	$ 178,454	$ (179,362)	$ 10	$ 2	$ 36,664	$ 44
SEI Daily Income Trust, Government Fund, Cl F	14,303	294,577	(272,329)	—	—	36,551	500
Totals	$ 51,863	$ 473,031	$ (451,691)	$ 10	$ 2	$ 73,215	$ 544

Amounts designated as “—” are either $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, 2019 15

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.5%
Communication Services — 9.9%
Alphabet Inc, Cl A *		1.5	%		10,300	$	12,122
Alphabet Inc, Cl C *		1.5			10,612		12,451
AT&T Inc		1.0			251,293		7,880
Comcast Corp, Cl A		0.8			155,896		6,233
Facebook Inc, Cl A *		1.7			82,309		13,720
Netflix Inc *		0.7			15,100		5,384
Verizon Communications Inc		1.0			142,596		8,432
Walt Disney Co/The		0.8			60,194		6,683
Other Securities		0.9					9,407
							82,312
Consumer Discretionary — 10.0%
Amazon.com Inc, Cl A *		3.1			14,252		25,379
Home Depot Inc/The		0.9			39,045		7,492
McDonald’s Corp		0.6			26,517		5,036
Other Securities		5.4					44,888
							82,795
Consumer Staples — 7.2%
Coca-Cola Co/The		0.8			133,549		6,258
PepsiCo Inc		0.7			48,515		5,945
Philip Morris International Inc		0.6			53,787		4,754
Procter & Gamble Co/The		1.1			86,308		8,980
Walmart Inc		0.6			49,461		4,824
Other Securities		3.4					29,099
							59,860
Energy — 5.4%
Chevron Corp		1.0			65,623		8,083
Exxon Mobil Corp		1.4			146,446		11,833
Other Securities		3.0					24,436
							44,352
Financials — 12.5%
Bank of America Corp		1.0			309,945		8,551
Berkshire Hathaway Inc, Cl B *		1.6			67,117		13,483
Citigroup Inc		0.6			81,651		5,080
JPMorgan Chase & Co		1.4			113,000		11,439
Wells Fargo & Co		0.8			141,215		6,823

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Other Securities		7.1	%			$	58,172
							103,548
Health Care — 14.4%
Abbott Laboratories		0.6			60,719		4,854
AbbVie Inc		0.5			50,868		4,099
Amgen Inc, Cl A		0.5			21,629		4,109
Eli Lilly & Co		0.5			29,906		3,881
Johnson & Johnson		1.5			91,954		12,854
Medtronic PLC		0.5			46,572		4,242
Merck & Co Inc		0.9			89,274		7,425
Pfizer Inc		1.0			191,556		8,135
Thermo Fisher Scientific Inc		0.5			13,952		3,819
UnitedHealth Group Inc		1.0			33,128		8,191
Other Securities		6.9					57,257
							118,866
Industrials — 9.3%
3M Co		0.5			20,001		4,156
Boeing Co/The		0.8			18,141		6,919
Honeywell International Inc		0.5			25,151		3,997
Union Pacific Corp		0.5			24,893		4,162
Other Securities		7.0					58,090
							77,324
Information Technology — 20.9%
Accenture PLC, Cl A		0.5			22,204		3,908
Adobe Inc *		0.5			16,841		4,488
Apple Inc		3.5			154,682		29,382
Broadcom Inc		0.5			13,646		4,103
Cisco Systems Inc		1.0			151,861		8,199
Intel Corp		1.0			155,163		8,332
International Business Machines Corp		0.5			30,933		4,365
Mastercard Inc, Cl A		0.9			31,217		7,350
Microsoft Corp		3.8			264,889		31,241
Oracle Corp, Cl B		0.6			88,523		4,755
PayPal Holdings Inc *		0.5			40,549		4,211
salesforce.com Inc *		0.5			26,609		4,214
Visa Inc, Cl A		1.1			60,418		9,437
Other Securities		6.0					48,924
							172,909
Materials — 2.6%
DowDuPont Inc		0.5			77,721		4,143
Other Securities		2.1					17,332
							21,475
Real Estate — 3.0%
Other Securities ‡		3.0					25,098
Utilities — 3.3%
Other Securities		3.3					27,159
Total Common Stock (Cost $331,078) ($ Thousands)							815,698

16 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATION — 0.1%
Other Securities (A)(B)		0.1	%			$	796
Total U.S. Treasury Obligation (Cost $796) ($ Thousands)							796
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
2.480% **†(C)		0.0			2,074		2
Total Affiliated Partnership (Cost $2) ($ Thousands)							2

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		1.3	%		10,857,162	$	10,857
Total Cash Equivalent (Cost $10,857) ($ Thousands)							10,857
Total Investments in Securities — 99.9% (Cost $342,733) ($ Thousands)						$	827,353

A list of the open futures contracts held by the Fund at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		88		Jun-2019	$	12,186	$	12,486	$	300

Percentages are based on Net Assets of $828,017 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

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

(B) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the 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, 2019 was $2 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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, 2019, 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	$	815,698	$	–	$	–	$	815,698
U.S. Treasury Obligation		–		796		–		796
Affiliated Partnership		–		2		–		2
Cash Equivalent		10,857		–		–		10,857
Total Investments in Securities	$	826,555	$	798	$	–	$	827,353
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	300	$	–	$	–	$	300
Total Other Financial Instruments	$	300	$	–	$	–	$	300

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 17

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Concluded)

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Depreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 1,791		$ 6,940		$ (8,729)		$ —		$ —		$ 2		$ 6
SEI Daily Income Trust, Government Fund, Cl F		18,431		61,940		(69,514)		—		—		10,857		112
Totals		$ 20,222		$ 68,880		$ (78,243)		$ —		$ —		$ 10,859		$ 118

Amounts designated as “—” are either $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, 2019

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.3%
Communication Services — 3.2%
Cable One Inc		0.4	%		2,531	$	2,484
Cogent Communications Holdings Inc		0.5			52,086		2,826
Nexstar Media Group Inc, Cl A		0.6			31,330		3,395
Other Securities (A)		1.7					11,020
							19,725
Consumer Discretionary — 12.8%
Big Lots Inc		0.8			126,909		4,825
Modine Manufacturing Co *		0.5			227,034		3,149
Pool Corp		0.5			18,001		2,970
Skechers U.S.A. Inc, Cl A *		0.8			138,228		4,646
Tractor Supply Co		0.4			26,898		2,630
Other Securities (A)		9.8					61,300
							79,520
Consumer Staples — 5.2%
Church & Dwight Co Inc		0.4			33,935		2,417
Hain Celestial Group Inc/The *		0.9			232,099		5,366
Pilgrim’s Pride Corp *		0.7			196,859		4,388
TreeHouse Foods Inc *		0.5			43,996		2,840
Other Securities		2.7					17,488
							32,499
Energy — 3.1%
Gulfport Energy Corp *		0.5			377,859		3,031
Range Resources Corp		0.5			252,291		2,836
Other Securities (A)(B)		2.1					13,188
							19,055
Financials — 16.1%
Affiliated Managers Group Inc		0.5			27,509		2,947
American Equity Investment Life Holding Co		0.7			165,173		4,463
Bank OZK		0.4			93,895		2,721

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
BankUnited Inc		1.1	%		197,240	$	6,588
CNO Financial Group Inc		0.7			277,492		4,490
First Commonwealth Financial Corp		0.6			284,206		3,581
FNB Corp/PA		1.1			620,026		6,572
Great Western Bancorp Inc		0.5			105,024		3,318
MarketAxess Holdings Inc		0.4			10,279		2,529
MSCI Inc, Cl A		0.4			12,477		2,481
National General Holdings Corp		0.8			204,145		4,844
Umpqua Holdings Corp		0.8			288,953		4,768
Other Securities ‡(A)		8.1					50,323
							99,625
Health Care — 12.6%
Ensign Group Inc/The		0.6			67,723		3,467
Integra LifeSciences Holdings Corp *		0.3			30,297		1,688
Ligand Pharmaceuticals Inc *		0.5			23,725		2,982
Magellan Health Inc *		0.8			70,639		4,657
STERIS PLC		0.4			19,822		2,538
Other Securities (A)		10.0					62,784
							78,116
Industrials — 15.8%
AECOM *		0.5			99,526		2,953
Apogee Enterprises Inc		0.8			127,895		4,795
Atlas Air Worldwide Holdings Inc *		0.8			95,014		4,804
Badger Meter Inc		0.5			49,771		2,769
BWX Technologies Inc, Cl W		0.5			61,980		3,073
KAR Auction Services Inc		0.5			53,585		2,749
Other Securities (A)(B)(D)		12.2					76,591
							97,734
Information Technology — 17.7%
Euronet Worldwide Inc *		0.4			18,940		2,701
FireEye Inc *		0.4			150,099		2,520
j2 Global Inc		0.6			40,014		3,465
MACOM Technology Solutions Holdings Inc *		0.4			161,371		2,696
NCR Corp *		0.4			95,181		2,597
Semtech Corp *		0.4			46,727		2,379
Super Micro Computer Inc *(D)		0.9			265,590		5,611
Trade Desk Inc/The, Cl A *		0.5			14,586		2,887
Other Securities (A)		13.7					85,144
							110,000
Materials — 5.2%
Commercial Metals Co, Cl A		0.5			193,282		3,301
Owens-Illinois Inc		0.9			276,467		5,247
United States Steel Corp		0.4			132,028		2,573
Other Securities (A)		3.4					21,098
							32,219
Real Estate — 3.5%
Other Securities ‡		3.5					21,909

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 19

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.1%
American States Water Co		0.4	%		35,874	$	2,558
Portland General Electric Co		0.5			51,351		2,662
Other Securities (A)		1.2					7,567
							12,787
Total Common Stock (Cost $557,214) ($ Thousands)							603,189
EXCHANGE TRADED FUND — 0.2%
Other Securities (A)		0.2					1,404
Total Exchange Traded Fund (Cost $1,505) ($ Thousands)							1,404
AFFILIATED PARTNERSHIP — 3.8%
SEI Liquidity Fund, L.P.
2.480% **†(C)		3.8			23,189,100		23,186
Total Affiliated Partnership (Cost $23,188) ($ Thousands)							23,186
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.4			14,894,231		14,894
Total Cash Equivalent (Cost $14,894) ($ Thousands)							14,894
Total Investments in Securities — 103.7% (Cost $596,801) ($ Thousands)						$	642,673

Percentages are based on a Net Assets of $619,789 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $22,756 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $3,254 ($ Thousands), or 0.5% of Net Assets (See Note 2).

(C) 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, 2019 was $23,186 ($ Thousands).

(D) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $6,184 ($ Thousands) and 1.0% of Net Assets.

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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.

20 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, 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	$	603,189	$	–	$	–	$	603,189
Exchange Traded Fund		1,404		–		–		1,404
Affiliated Partnership		–		23,186		–		23,186
Cash Equivalent		14,894		–		–		14,894
Total Investments in Securities	$	619,487	$	23,186	$	–	$	642,673

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

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

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

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2019	Income
SEI Liquidity Fund, L.P.	$ 50,875	$ 68,728	$ (96,420)	$ —	$ 3	$ 23,186	$ 97
SEI Daily Income Trust, Government Fund, CI F	16,607	66,474	(68,187)	—	—	14,894	127
Totals	$ 67,482	$ 135,202	$ (164,607)	$ —	$ 3	$ 38,080	$ 224

Amounts designated as “—” are either $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, 2019 21

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK — 92.6%
Communication Services — 2.5%
IAC/InterActiveCorp *		1.3	%		20,159	$	4,236
Other Securities		1.2					4,134
							8,370
Consumer Discretionary — 12.3%
Big Lots Inc		0.9			81,080		3,083
Extended Stay America Inc		0.5			96,511		1,732
Lithia Motors Inc, Cl A		0.6			20,345		1,887
Modine Manufacturing Co *		0.7			162,134		2,249
Six Flags Entertainment Corp		0.7			48,732		2,405
Skechers U.S.A. Inc, Cl A *		0.8			74,115		2,491
Wendy’s Co/The		0.6			105,507		1,887
Other Securities (A)		7.5					24,506
							40,240
Consumer Staples — 3.9%
Hain Celestial Group Inc/The *		0.7			98,747		2,283
Hostess Brands Inc, Cl A *		0.6			149,767		1,872
Pilgrim’s Pride Corp *		0.7			105,616		2,354
Spectrum Brands Holdings Inc (A)		0.5			30,699		1,682
Other Securities		1.4					4,606
							12,797
Energy — 4.3%
Gulfport Energy Corp *		0.7			269,372		2,160
PBF Energy Inc, Cl A		0.5			51,988		1,619
Other Securities (B)		3.1					10,488
							14,267
Financials — 24.5%
Affiliated Managers Group Inc		0.5			14,740		1,579
American Equity Investment Life Holding Co		0.8			92,081		2,488
BankUnited Inc		1.2			120,163		4,013
BGC Partners Inc, Cl A		0.6			354,191		1,881
CNO Financial Group Inc		1.1			228,963		3,705
Columbia Banking System Inc		0.8			80,757		2,640

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
First Commonwealth Financial Corp		0.9	%		221,075	$	2,786
FNB Corp/PA		1.0			298,350		3,162
Great Western Bancorp Inc		0.5			56,311		1,779
National General Holdings Corp		0.8			104,332		2,476
OFG Bancorp		0.5			86,492		1,712
PacWest Bancorp		1.3			114,937		4,323
Starwood Property Trust Inc ‡		0.8			113,711		2,541
Umpqua Holdings Corp		0.8			149,720		2,470
Other Securities ‡(A)		12.9					42,798
							80,353
Health Care — 4.6%
Ligand Pharmaceuticals Inc *(A)		0.9			23,421		2,944
Magellan Health Inc *		0.8			40,330		2,659
Syneos Health Inc, Cl A *		0.8			51,297		2,655
Other Securities (A)		2.1					6,830
							15,088
Industrials — 13.6%
AECOM *		0.5			53,318		1,582
Apogee Enterprises Inc		0.8			69,561		2,608
Atlas Air Worldwide Holdings Inc *		1.0			65,374		3,305
Genesee & Wyoming Inc, Cl A *		0.8			30,063		2,620
KAR Auction Services Inc		1.3			81,411		4,177
Teledyne Technologies Inc *		0.8			10,824		2,565
Other Securities (A)(C)		8.4					27,764
							44,621
Information Technology — 10.4%
ACI Worldwide Inc *		1.3			126,549		4,160
Insight Enterprises Inc *		0.6			34,330		1,890
j2 Global Inc		0.6			24,330		2,107
Super Micro Computer Inc *(C)		0.9			142,131		3,003
Tech Data Corp *		0.7			21,929		2,246
Other Securities		6.3					20,684
							34,090
Materials — 8.4%
Ashland Global Holdings Inc		0.5			21,090		1,648
Commercial Metals Co, Cl A		0.6			106,715		1,823
FMC Corp		1.3			55,002		4,225
Livent Corp *(A)		0.5			130,141		1,598
Owens-Illinois Inc		0.9			164,855		3,129
Silgan Holdings Inc		0.7			82,066		2,432
Other Securities		3.9					12,697
							27,552
Real Estate — 7.2%
Gaming and Leisure Properties Inc ‡		0.9			80,438		3,102
Medical Properties Trust Inc ‡		1.2			219,644		4,066
Other Securities ‡(A)		5.1					16,412
							23,580

22 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 0.9%
Portland General Electric Co		0.6	%		38,970	$	2,020
Other Securities		0.3					893
							2,913
Total Common Stock (Cost $282,185) ($ Thousands)							303,871

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 3.5%
SEI Liquidity Fund, L.P.
2.480% **†(D)		3.5	%		11,385,010	$	11,386
Total Affiliated Partnership (Cost $11,384) ($ Thousands)							11,386
CASH EQUIVALENT — 7.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		7.0			22,993,085		22,993
Total Cash Equivalent (Cost $22,993) ($ Thousands)							22,993
Total Investments in Securities — 103.1% (Cost $316,562) ($ Thousands)						$	338,250

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value   (Thousands)		Unrealized   Appreciation (Thousands)
Russell 2000 Index E-MINI		154		Jun-2019	$	11,754	$	11,887	$	133

Percentages are based on Net Assets of $328,005 ($ Thousands).

* Non-income producing security.

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

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $11,176 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,068 ($ Thousands), or 0.3% of the Net Assets of the Fund (see Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,277 ($ Thousands) and represented 1.0% of the Net Assets of the Fund.

(D) 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, 2019 was $11,386 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

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, 2019, 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	$	303,871	$	–	$	–	$	303,871
Affiliated Partnership		–		11,386		–		11,386
Cash Equivalent		22,993		–		–		22,993
Total Investments in Securities	$	326,864	$	11,386	$	–	$	338,250
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	133	$	–	$	–	$	133
Total Other Financial Instruments	$	133	$	–	$	–	$	133

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 23

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Concluded)

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Appreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 57,595		$ 31,480		$ (77,717)		$ 23		$ 5		$ 11,386		$ 113
SEI Daily Income Trust, Government Fund, Cl F		10,473		50,203		(37,683)		—		—		22,993		94
Totals		$ 68,068		$ 81,683		$ (115,400)		$ 23		$ 5		$ 34,379		$ 207

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

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

24 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 3.6%
Vonage Holdings Corp *		0.4	%		131,394	$	1,319
Other Securities		3.2					10,803
							12,122
Consumer Discretionary — 14.3%
Carter’s Inc		0.4			13,896		1,401
Eldorado Resorts Inc *		0.7			53,272		2,487
Grand Canyon Education Inc *		1.0			28,933		3,313
Jack in the Box Inc		0.6			25,675		2,081
PlayAGS Inc *		1.1			150,505		3,602
Sally Beauty Holdings Inc *(A)		0.7			123,589		2,275
Shutterstock Inc *		0.5			33,943		1,583
Skechers U.S.A. Inc, Cl A *		1.0			98,110		3,297
Strategic Education Inc		0.5			12,732		1,672
Other Securities (A)		7.8					26,556
							48,267
Consumer Staples — 1.7%
Other Securities (A)		1.7					5,868
Energy — 1.9%
ProPetro Holding Corp *		0.4			61,379		1,384
Other Securities (A)		1.5					4,981
							6,365
Financials — 9.0%
Other Securities ‡(A)(B)(C)(D)(E)		9.0					30,526
Health Care — 19.5%
BioTelemetry Inc *		0.7			36,323		2,275
Cardiovascular Systems Inc *		0.6			48,137		1,861
Integra LifeSciences Holdings Corp *		0.5			31,928		1,779
Ligand Pharmaceuticals Inc *(A)		0.7			17,707		2,226
Merit Medical Systems Inc *		0.8			45,746		2,828
NeoGenomics Inc *		0.6			94,313		1,930

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Omnicell Inc *		0.5	%		18,890	$	1,527
Syneos Health Inc, Cl A *		0.4			26,292		1,361
Veracyte Inc *		0.4			56,800		1,421
Other Securities (A)		14.3					48,666
							65,874
Industrials — 19.4%
ABM Industries Inc		0.5			41,424		1,506
ASGN Inc *		0.5			23,883		1,516
Brink’s Co/The		0.4			18,455		1,392
Clean Harbors Inc *		0.8			36,900		2,639
Fortress Transportation & Infrastructure Investors LLC (F)		0.5			104,624		1,790
Heartland Express Inc		0.4			68,691		1,324
Heritage-Crystal Clean Inc *		0.7			87,988		2,415
John Bean Technologies Corp, Cl A		0.6			20,861		1,917
Kennametal Inc		0.4			40,646		1,494
Kirby Corp *		0.6			27,176		2,041
MasTec Inc *		0.6			43,208		2,078
Matson Inc		0.5			42,691		1,541
Tennant Co		0.4			22,745		1,412
TriNet Group Inc *		0.6			35,688		2,132
TrueBlue Inc *		0.5			75,659		1,789
WageWorks Inc *		0.4			38,240		1,444
Other Securities (A)		11.0					36,840
							65,270
Information Technology — 21.5%
2U Inc *		0.6			28,503		2,020
Carbonite Inc *		0.6			81,044		2,011
Cornerstone OnDemand Inc *		0.7			40,655		2,227
Euronet Worldwide Inc *		0.4			9,935		1,417
Everbridge Inc *		0.6			27,496		2,063
Fabrinet *		0.4			27,096		1,419
FireEye Inc *		0.8			160,592		2,696
Five9 Inc *		0.8			48,007		2,536
LogMeIn Inc		0.9			38,853		3,112
MAXIMUS Inc		0.4			20,929		1,486
Perficient Inc *		0.5			61,124		1,674
Presidio Inc		0.4			93,410		1,383
Proofpoint Inc *		0.7			18,232		2,214
Other Securities (A)(B)(C)(D)		13.7					46,228
							72,486
Materials — 1.2%
Other Securities (A)		1.2					4,039
Real Estate — 4.3%
Medical Properties Trust Inc ‡		0.5			86,325		1,598
Other Securities ‡(A)		3.8					12,787
							14,385

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 25

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 1.2%
Other Securities (A)		1.2	%			$	3,933
Total Common Stock (Cost $297,215) ($ Thousands)							329,135
WARRANTS — 0.0%
Other Securities		0.0					108
Total Warrants (Cost $79) ($ Thousands)							108
AFFILIATED PARTNERSHIP — 6.0%
SEI Liquidity Fund, L.P.
2.480% **†(G)		6.0			20,173,837		20,172
Total Affiliated Partnership (Cost $20,173) ($ Thousands)							20,172
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.5			8,325,467		8,325
Total Cash Equivalent (Cost $8,325) ($ Thousands)							8,325
Total Investments in Securities — 106.1% (Cost $325,792) ($ Thousands)						$	357,740

Percentages are based on a Net Assets of $337,109 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $19,784 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,108 ($ Thousands) and 0.9% of Net Assets.

(C) 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, 2019 was $124 ($Thousands) and represented 0.0% of the Net Assets of the Fund.

(D) Level 3 security in accordance with fair value hierarchy.

(E) Securities considered restricted. The total market value of such securities as of March 31, 2019 was $57 ($ Thousands) and represented 0.0% of Net Assets.

(F) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,790 ($ Thousands), or 0.5% of Net Assets (See Note 2).

(G) 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, 2019 was $20,172 ($ Thousands).

Cl — Class

LLC — Limited Liability Company

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, 2019, 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	$	329,011	$	–	$	124	$	329,135
Warrants		108		–		–		108
Affiliated Partnership		–		20,172		–		20,172
Cash Equivalent		8,325		–		–		8,325
Total Investments in Securities	$	337,444	$	20,172	$	124	$	357,740

(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. Management has concluded that Level 3 investments are not material in relation to net assets.

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

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

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

26 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from     Sales	Realized Gain (Loss)	Change in Unrealized Appreciation	Value 3/31/2019	Income
SEI Liquidity Fund, L.P.	$ 25,165	$ 57,683	$ (62,682)	$ 5	$ 1	$ 20,172	$ 92
SEI Daily Income Trust, Government Fund, CI F	17,517	59,948	(69,140)	—	—	8,325	91
Totals	$ 42,682	$ 117,631	$ (131,822)	$ 5	$ 1	$ 28,497	$ 183

Amounts designated as “—” are either $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, 2019 27

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 97.2%
Communication Services — 3.7%
IAC/InterActiveCorp *		1.4	%		56,249	$	11,818
Nexstar Media Group Inc, Cl A (A)		0.6			47,039		5,098
Other Securities (A)		1.7					15,009
							31,925
Consumer Discretionary — 12.3%
Big Lots Inc		0.6			136,893		5,205
Cheesecake Factory Inc/The (A)		0.5			90,237		4,414
Lithia Motors Inc, Cl A (A)		0.6			56,842		5,272
Pool Corp		0.5			24,064		3,970
Six Flags Entertainment Corp		0.7			126,299		6,233
Skechers U.S.A. Inc, Cl A *		0.7			184,516		6,202
Wendy’s Co/The		0.5			220,433		3,944
Other Securities (A)		8.2					71,105
							106,345
Consumer Staples — 5.1%
Hain Celestial Group Inc/The *		0.5			178,101		4,118
Hostess Brands Inc, Cl A *		0.7			455,006		5,688
Pilgrim’s Pride Corp *		0.6			215,356		4,800
Spectrum Brands Holdings Inc (A)		0.4			63,363		3,471
Other Securities (A)		2.9					26,087
							44,164
Energy — 2.0%
Other Securities (A)		2.0					16,915
Financials — 17.8%
American Equity Investment
Life Holding Co		0.6			203,817		5,507
BankUnited Inc		0.7			179,461		5,994
BGC Partners Inc, Cl A		0.4			672,412		3,571
Columbia Banking System Inc (A)		0.7			196,637		6,428

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
National General Holdings Corp		0.7	%		257,621	$	6,113
OFG Bancorp		0.5			219,022		4,334
PacWest Bancorp		1.2			280,427		10,547
Starwood Property Trust Inc ‡		0.6			240,140		5,367
Umpqua Holdings Corp		0.6			294,810		4,864
Other Securities ‡(A)		11.8					101,684
							154,409
Health Care — 11.1%
Ligand Pharmaceuticals Inc *(A)		1.1			75,013		9,430
Magellan Health Inc *		0.5			63,448		4,183
Premier Inc, Cl A *		0.4			100,268		3,458
Syneos Health Inc, Cl A *(A)		0.7			108,524		5,617
Other Securities (A)		8.4					73,198
							95,886
Industrials — 14.2%
Atlas Air Worldwide Holdings Inc *		0.6			99,124		5,012
CoStar Group Inc *		0.5			9,928		4,631
Genesee & Wyoming Inc, Cl A *		0.9			87,615		7,635
KAR Auction Services Inc		1.3			226,271		11,610
Teledyne Technologies Inc *		0.8			27,753		6,578
Other Securities (A)(B)		10.1					87,312
							122,778
Information Technology — 15.4%
ACI Worldwide Inc *		1.6			428,876		14,097
Cadence Design Systems Inc *		0.4			54,862		3,484
Cypress Semiconductor Corp		0.6			345,310		5,152
j2 Global Inc (A)		1.0			95,339		8,256
MAXIMUS Inc		0.4			53,612		3,805
ON Semiconductor Corp *		0.4			178,810		3,678
Semtech Corp *		0.5			88,152		4,488
Super Micro Computer Inc *(B)		0.9			350,560		7,406
Trade Desk Inc/The, Cl A *(A)		0.6			25,821		5,111
Wix.com Ltd *		0.5			36,039		4,355
Other Securities (A)		8.5					73,831
							133,663
Materials — 5.9%
Ashland Global Holdings Inc		0.4			48,756		3,809
FMC Corp		1.3			141,171		10,845
Owens-Illinois Inc		0.6			248,936		4,725
Silgan Holdings Inc		0.7			207,309		6,143
United States Steel Corp		0.4			178,732		3,483
Valvoline Inc (A)		0.5			216,872		4,025
Other Securities (A)		2.0					18,177
							51,207
Real Estate — 6.4%
Gaming and Leisure Properties Inc ‡		0.8			179,643		6,929
Howard Hughes Corp/The *		0.4			31,604		3,476
Medical Properties Trust Inc ‡(A)		0.9			428,546		7,932

28 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Other Securities ‡(A)		4.3	%			$	36,580
							54,917
Utilities — 3.3%
Other Securities		3.3					28,732
Total Common Stock (Cost $616,414) ($ Thousands)							840,941
RIGHTS — 0.0%
Other Securities‡‡		0.0					103
Total Rights (Cost $–) ($ Thousands)							103
AFFILIATED PARTNERSHIP — 10.2%
SEI Liquidity Fund, L.P.
2.480% **†(C)		10.2			88,103,789		88,097
Total Affiliated Partnership (Cost $88,103) ($ Thousands)							88,097
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.4			20,889,500		20,890
Total Cash Equivalent (Cost $20,890) ($ Thousands)							20,890
Total Investments in Securities — 109.8% (Cost $725,407) ($ Thousands)						$	950,031

Percentages are based on a Net Assets of $865,349 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

^‡‡  Expiration date not available.

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

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019, was $86,388 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $8,424 ($ Thousands) and represented 1.0% of Net Assets.

(C) 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, 2019 was $88,097 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

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, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	840,941	$	–	$	–	$	840,941
Rights		103		–		–		103
Affiliated Partnership		–		88,097		–		88,097
Cash Equivalent		20,890		–		–		20,890
Total Investments in Securities	$	861,934	$	88,097	$	–	$	950,031

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

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

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

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

Security Description	Value 9/30/2018		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation		Value   3/31/2019		Income
SEI Liquidity Fund, L.P.	$	173,797	$	81,421	$	(167,184	)	$	54	$	9	$	88,097	$	251
SEI Daily Income Trust, Government Fund, CI F		32,302		70,814		(82,226	)		-		-		20,890		229
Total	$	206,099	$	152,235	$	(249,410	)	$	54	$	9	$	108,987	$	480

Amounts designated as “—” are either $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, 2019 29

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Mid-Cap Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 95.8%
Communication Services — 2.0%
Other Securities		2.0	%			$	2,136
Consumer Discretionary — 12.2%
Expedia Group Inc		0.7			6,000		714
Genuine Parts Co		0.7			7,000		784
Kohl’s Corp		0.7			11,783		810
Norwegian Cruise Line Holdings Ltd *		0.7			13,700		753
Ross Stores Inc		0.8			9,400		875
Royal Caribbean Cruises Ltd		0.8			7,100		814
Yum China Holdings Inc		0.8			19,600		880
Other Securities		7.0					7,659
							13,289
Consumer Staples — 5.4%
Archer-Daniels-Midland Co		0.8			21,100		910
JM Smucker Co/The		0.7			6,400		746
Kellogg Co		0.7			12,500		717
Tyson Foods Inc, Cl A		0.8			13,200		917
Other Securities		2.4					2,630
							5,920
Energy — 3.5%
Other Securities		3.5					3,810
Financials — 11.0%
Ameriprise Financial Inc		0.8			6,600		845
Citizens Financial Group Inc		0.7			23,100		751
Fifth Third Bancorp		0.7			30,500		769
Lincoln National Corp		0.6			12,200		716
Other Securities ‡		8.2					8,994
							12,075
Health Care — 11.2%
Agilent Technologies Inc		1.0			13,600		1,093
Centene Corp *		0.8			16,100		855
Edwards Lifesciences Corp, Cl A *		0.8			4,600		880
Incyte Corp *		0.9			11,000		946

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
IQVIA Holdings Inc *		0.8	%		6,100	$	877
Zimmer Biomet Holdings Inc		0.9			7,500		958
Other Securities		6.0					6,666
							12,275
Industrials — 12.0%
AMETEK Inc		0.8			10,900		904
Cummins Inc		1.0			6,600		1,042
Old Dominion Freight Line Inc, Cl A		0.7			5,100		736
PACCAR Inc		0.9			14,500		988
Other Securities		8.6					9,425
							13,095
Information Technology — 19.8%
Analog Devices Inc		1.0			10,300		1,084
Arista Networks Inc *		0.9			3,200		1,006
Autodesk Inc, Cl A *		1.0			6,700		1,044
Cadence Design Systems Inc *		0.9			16,300		1,035
CDW Corp/DE		0.9			9,800		944
DXC Technology Co		0.7			12,100		778
Fidelity National Information Services Inc, Cl B		1.0			9,500		1,074
Fortinet Inc *		0.8			10,800		907
Qorvo Inc *		0.7			10,100		725
SS&C Technologies Holdings Inc		0.8			13,600		866
Symantec Corp, Cl A		0.7			31,700		729
Synopsys Inc *		0.9			9,000		1,036
Xilinx Inc		1.0			9,000		1,141
Zebra Technologies Corp, Cl A *		0.8			4,300		901
Other Securities		7.7					8,436
							21,706
Materials — 4.6%
Nucor Corp		0.7			13,400		782
Other Securities		3.9					4,214
							4,996
Real Estate — 8.2%
CBRE Group Inc, Cl A *		0.9			19,600		969
Equity Residential ‡		0.9			13,300		1,002
Host Hotels & Resorts Inc ‡		0.7			38,700		731
SBA Communications Corp, Cl A *‡		0.8			4,300		859
Other Securities ‡		4.9					5,437
							8,998
Utilities — 5.9%
AES Corp/VA		0.8			51,600		933
CenterPoint Energy Inc		0.7			25,900		795
Eversource Energy		0.7			10,200		724
NRG Energy Inc		0.8			20,800		884
Public Service Enterprise Group Inc		0.8			14,600		867
UGI Corp		0.7			14,900		826

30 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Other Securities		1.4	%			$	1,465
							6,494
Total Common Stock (Cost $97,605) ($ Thousands)							104,794
CASH EQUIVALENT — 5.9%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		5.9			6,508,656		6,509
Total Cash Equivalent (Cost $6,509) ($ Thousands)							6,509
Total Investments in Securities — 101.7% (Cost $104,114) ($ Thousands)						$	111,303

Percentages are based on a Net Assets of $109,389 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

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

Cl — Class

Ltd. — Limited

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.

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

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

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

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

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2019	Income
SEI Liquidity Fund, L.P.	$  —	$  993	$  (993)	$ —	$ —	$ —	$ 4
SEI Daily Income Trust, Government Fund, CI F	5,737	30,850	(30,078)	—	—	6,509	43
Totals	$ 5,737	$ 31,843	$ (31,071)	$ —	$ —	$ 6,509	$ 47

Amounts designated as “—” are either $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, 2019 31

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.1%
Communication Services — 7.5%
AT&T Inc		1.0	%		560,800	$	17,587
Comcast Corp, Cl A		0.8			370,900		14,829
Omnicom Group Inc		0.7			162,121		11,833
Verizon Communications		1.8			537,900		31,806
Other Securities		3.2					58,571
							134,626
Consumer Discretionary — 6.6%
AutoZone Inc *		1.1			19,300		19,766
Target Corp, Cl A		1.4			320,200		25,699
Other Securities		4.1					72,675
							118,140
Consumer Staples — 14.1%
Altria Group Inc		1.2			370,054		21,252
Coca-Cola Co/The		0.7			264,548		12,397
Costco Wholesale Corp		0.6			46,980		11,376
Hershey Co/The		0.6			98,982		11,366
JM Smucker Co/The		0.6			96,000		11,184
Kroger Co/The		0.7			524,000		12,890
PepsiCo Inc		0.7			103,777		12,718
Procter & Gamble Co/The		0.7			120,821		12,571
Sysco Corp, Cl A		0.6			167,386		11,175
Tyson Foods Inc, Cl A		1.3			342,897		23,807
Walgreens Boots Alliance Inc		1.3			371,300		23,492
Walmart Inc		1.2			219,400		21,398
Other Securities		3.9					67,515
							253,141
Energy — 2.6%
Chevron Corp		0.7			97,600		12,022
Phillips 66		0.6			122,600		11,668
Other Securities		1.3					23,499
							47,189
Financials — 15.7%
Aflac Inc		1.1			402,300		20,115
Allstate Corp/The		1.3			253,100		23,837

Description	Percentage of Net Assets (%)	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American Financial Group Inc/OH	1.0%		177,246	$	17,053
Annaly Capital Management Inc ‡	0.9		1,635,604		16,340
Berkshire Hathaway Inc, Cl B *	1.3		112,100		22,520
Progressive Corp/The	0.7		172,924		12,466
Two Harbors Investment Corp ‡	0.6		819,851		11,093
Other Securities ‡	8.8				157,401
					280,825
Health Care — 10.2%
Eli Lilly & Co	1.0		132,000		17,128
HCA Healthcare Inc	0.7		94,000		12,256
Johnson & Johnson	1.7		223,100		31,187
Merck & Co Inc	2.3		489,157		40,683
Pfizer Inc	1.8		754,300		32,035
Other Securities	2.7				48,840
					182,129
Industrials — 9.1%
Eaton Corp PLC	0.6		137,400		11,069
Raytheon Co	1.2		119,671		21,790
Republic Services Inc	1.8		392,738		31,568
Waste Management Inc	1.8		305,558		31,751
Other Securities	3.7				67,364
					163,542
Information Technology — 14.6%
Amdocs Ltd	1.6		540,205		29,230
Apple Inc	0.7		62,100		11,796
Cisco Systems Inc	1.6		537,800		29,036
Intel Corp	1.3		440,000		23,628
International Business Machines Corp	0.7		90,300		12,741
Motorola Solutions Inc	0.9		119,339		16,758
Oracle Corp, Cl B	1.1		351,500		18,879
Western Union Co/The	0.7		715,900		13,223
Other Securities	6.0				105,657
					260,948
Materials — 2.7%
Sonoco Products Co	0.7		212,380		13,068
Other Securities	2.0				35,041
					48,109
Real Estate — 3.9%
Other Securities  ‡(A)	3.9				68,797
Utilities — 10.1%
Ameren Corp	1.3		310,564		22,842
American Electric Power Co Inc	0.8		172,521		14,449
Entergy Corp	1.4		261,300		24,988
Exelon Corp	1.4		496,900		24,910
NextEra Energy Inc	0.8		70,715		13,671

32 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)		Shares	Market Value   ($ Thousands)
COMMON STOCK (continued)
Other Securities		4.4%		$	80,141
					181,001
Total Common Stock (Cost $1,498,983) ($ Thousands)					1,738,447

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.5	%		44,714,082	$	44,714
Total Cash Equivalent (Cost $44,714) ($ Thousands)							44,714
Total Investments in Securities — 99.6% (Cost $1,543,697) ($ Thousands)						$	1,783,161

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		190		Jun-2019	$	26,202	$	26,959	$	757

Percentages are based on Net Assets of $1,789,829 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $9,803 ($ Thousands) and represented 0.5% of the Net Assets of the Fund.

Cl — Class

PLC — Public Limited Company

S&P — Standard & Poor’s

Ltd — Limited

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, 2019, 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	$	1,738,447	$	–	$	–	$	1,738,447
Cash Equivalent		44,714		–		–		44,714
Total Investments in Securities	$	1,783,161	$	–	$	–	$	1,783,161
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	757	$	–	$	–	$	757
Total Other Financial Instruments	$	757	$	–	$	–	$	757

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

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

For the period March 31, 2019, 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.

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

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

Security Description	Value 9/30/18			Purchases at Cost			Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value 3/31/19			Income
SEI Daily Income Trust, Government Fund, Cl F		$	28,046		$	403,501		$	(386,833)		$	-		$	-		$	44,714		$	425
Total		$	28,046		$	403,501		$	(386,833)		$	-		$	-		$	44,714		$	425

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 33

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.7%
Australia — 3.3%
Rio Tinto Ltd		0.8	%		140,374	$	9,763
Other Securities ‡		2.5					32,632
							42,395
Austria — 0.5%
Other Securities		0.5					6,548
Belgium — 0.4%
Other Securities		0.4					4,716
Canada — 7.2%
BCE Inc		0.7			205,126		9,105
Rogers Communications Inc, Cl B		1.1			274,000		14,740
Other Securities ‡		5.4					69,336
							93,181
Denmark — 0.8%
Carlsberg A/S, Cl B		0.6			60,035		7,505
Other Securities		0.2					2,311
							9,816
Finland — 0.1%
Other Securities		0.1					813
France — 1.2%
Other Securities		1.2					15,670
Germany — 1.8%
Other Securities		1.8					22,892
Guernsey — 0.1%
Other Securities		0.1					1,353

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hong Kong — 4.8%
CLP Holdings Ltd, Cl B		1.5	%		1,656,656	$	19,205
Link REIT ‡		0.6			710,000		8,303
Other Securities		2.7					34,884
							62,392
Ireland — 0.1%
Other Securities		0.1					1,650
Israel — 1.7%
Bank Hapoalim BM		0.6			1,179,985		7,824
Bank Leumi Le-Israel BM		0.8			1,523,061		9,948
Other Securities		0.3					3,965
							21,737
Italy — 0.4%
Other Securities		0.4					4,680
Japan — 10.0%
Japan Post Holdings Co Ltd		0.7			759,200		8,889
NTT DOCOMO Inc		0.7			377,500		8,361
Other Securities ‡(A)		8.6					111,759
							129,009
Netherlands — 0.4%
Other Securities		0.4					4,709
New Zealand — 1.8%
Fisher & Paykel Healthcare Corp Ltd		0.6			664,248		7,112
Other Securities ‡(A)		1.2					16,851
							23,963
Norway — 1.5%
Orkla ASA		0.7			1,121,458		8,621
Telenor ASA		0.8			522,333		10,475
Other Securities		0.0					860
							19,956
Panama — 0.1%
Other Securities		0.1					1,425
Portugal — 0.1%
Other Securities		0.1					1,218
Singapore — 1.5%
Other Securities ‡		1.5					19,342
Sweden — 1.9%
ICA Gruppen AB		0.8			278,598		11,204

34 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sweden (continued)
Swedish Match AB		0.6	%		153,240	$	7,829
Other Securities		0.5					6,108
							25,141
Switzerland — 5.4%
Nestle SA		0.7			100,371		9,564
Novartis AG		0.7			98,011		9,426
Roche Holding AG		1.1			50,791		13,992
Swisscom AG		0.9			22,788		11,143
Other Securities		2.0					25,141
							69,266
United Kingdom — 2.7%
Other Securities ‡		2.7					34,353
United States — 48.9%
AGNC Investment Corp ‡		0.8			547,865		9,862
Anthem Inc		0.8			34,447		9,886
Berkshire Hathaway Inc, Cl B *		0.6			37,787		7,591
CenterPoint Energy Inc		0.8			326,669		10,029
Chemed Corp		0.9			34,253		10,963
Citrix Systems Inc		0.6			81,465		8,119
Coca-Cola Co/The		1.0			260,355		12,200
Coca-Cola European Partners PLC		0.8			209,619		10,846
Colgate-Palmolive Co		0.7			127,114		8,712
Costco Wholesale Corp		0.7			38,004		9,202
Danaher Corp, Cl A		0.7			71,638		9,458
Darden Restaurants Inc		0.8			78,887		9,582
DTE Energy Co		0.6			56,193		7,010
Encompass Health Corp		0.6			127,627		7,453
Estee Lauder Cos Inc/The, Cl A		1.3			98,019		16,227
Exelon Corp		0.8			200,301		10,041
Home Depot Inc/The		0.9			62,784		12,048
Humana Inc		0.7			34,960		9,299
Lincoln National Corp		0.6			134,150		7,875
Motorola Solutions Inc		0.6			51,314		7,206
PepsiCo Inc		1.5			154,668		18,955
Procter & Gamble Co/The		1.4			177,532		18,472
Prudential Financial Inc		0.6			82,948		7,621
Starwood Property Trust Inc ‡		0.6			350,822		7,841
TJX Cos Inc/The		0.7			174,474		9,284
UnitedHealth Group Inc		0.7			36,206		8,952
Universal Health Services Inc, Cl B		0.6			61,528		8,231
Verizon Communications Inc		0.7			142,568		8,430
Waste Management Inc		0.6			75,811		7,878
Yum! Brands Inc		0.8			104,707		10,451

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
United States (continued)
Zoetis Inc, Cl A		0.6	%		78,822	$	7,935
Other Securities ‡(A)		24.8					323,253
							630,912
Total Common Stock (Cost $1,103,705) ($ Thousands)							1,247,137
PREFERRED STOCK — 0.1%
Germany — 0.1%
Other Securities (B)		0.1					890
Sweden — 0.0%
Other Securities (B)		0.0					339
Total Preferred Stock (Cost $1,443) ($ Thousands)							1,229
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.0			25,120,070		25,120
Total Cash Equivalent (Cost $25,120) ($ Thousands)							25,120
Total Investments in Securities — 98.8% (Cost $1,130,268) ($ Thousands)						$	1,273,486

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 35

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
DJ Euro Stoxx 50 Index		69		Jun-2019	$	2,506	$	2,535	$	35
FTSE 100 Index		16		Jun-2019		1,493		1,504		22
Hang Seng Index		3		Apr-2019		547		556		9
S&P 500 Index E-MINI		80		Jun-2019		11,103		11,351		248
SPI 200 Index		6		Jun-2019		658		658		–
TOPIX Index		13		Jun-2019		1,859		1,870		1
					$	18,166	$	18,474	$	315

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation     (Depreciation) (Thousands)
Brown Brothers Harriman		04/25/19	USD		92	DKK		604	$	(1	)
Brown Brothers Harriman		04/25/19	USD		17	SGD		23		—
Brown Brothers Harriman		04/25/19	USD		224	SGD		302		(1	)
Brown Brothers Harriman		04/25/19	USD		284	GBP		215		(4	)
Brown Brothers Harriman		04/25/19	USD		2	NOK		13		—
Brown Brothers Harriman		04/25/19	USD		355	NOK		3,020		(4	)
Brown Brothers Harriman		04/25/19	USD		433	SEK		3,983		(3	)
Brown Brothers Harriman		04/25/19	USD		718	HKD		5,633		—
Brown Brothers Harriman		04/25/19	USD		174	CHF		173		—
Brown Brothers Harriman		04/25/19	USD		832	CHF		823		(3	)
Brown Brothers Harriman		04/25/19	USD		1,058	EUR		931		(11	)
Brown Brothers Harriman		04/25/19	USD		891	CAD		1,194		3
Brown Brothers Harriman		04/25/19	USD		191	CAD		255		—
Brown Brothers Harriman		04/25/19	USD		923	JPY		102,150		2
Brown Brothers Harriman		04/25/19	USD		636	JPY		69,821		(4	)
Brown Brothers Harriman		04/25/19	SGD		13,413	USD		9,937		28
Brown Brothers Harriman		04/25/19	SGD		131	USD		97		—
Brown Brothers Harriman		04/25/19	GBP		13,802	USD		18,225		223
Brown Brothers Harriman		04/25/19	DKK		25,750	USD		3,925		44
Brown Brothers Harriman		04/25/19	CHF		565	USD		569		1
Brown Brothers Harriman		04/25/19	CHF		34,744	USD		34,910		(60	)
Brown Brothers Harriman		04/25/19	EUR		39,763	USD		45,238		508
Brown Brothers Harriman		04/25/19	CAD		58,057	USD		43,583		97
Brown Brothers Harriman		04/25/19	CAD		1,192	USD		889		(4	)
Brown Brothers Harriman		04/25/19	NOK		87,698	USD		10,277		81
Brown Brothers Harriman		04/25/19	NOK		1,621	USD		188		(1	)
Brown Brothers Harriman		04/25/19	SEK		121,304	USD		13,233		130
Brown Brothers Harriman		04/25/19	SEK		3,964	USD		427		(1	)
Brown Brothers Harriman		04/25/19	HKD		3,420	USD		436		—
Brown Brothers Harriman		04/25/19	HKD		261,179	USD		33,287		(11	)
Brown Brothers Harriman		04/25/19	JPY		48,552	USD		441		1
Brown Brothers Harriman		04/25/19	JPY		7,605,103	USD		68,391		(470	)
Brown Brothers Harriman		04/26/19	USD		28	NZD		42		—
Brown Brothers Harriman		04/26/19	USD		354	NZD		513		(4	)
Brown Brothers Harriman		04/26/19	USD		61	AUD		87		—

36 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation     (Depreciation) (Thousands)
Brown Brothers Harriman		04/26/19	USD		658	AUD		924	$	(1)
Brown Brothers Harriman		04/26/19	NZD		16,822	USD		11,520		45
Brown Brothers Harriman		04/26/19	NZD		418	USD		284		(1)
Brown Brothers Harriman		04/26/19	AUD		31,435	USD		22,284		(53)
									$	526

Percentages are based on a Net Assets of $1,289,481 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $5,715 ($ Thousands) and represented 0.4% of Net Assets.

(B) There is currently no rate available.

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DJ — Dow Jones

DKK — Danish Krone

EUR — Euro

FTSE — Financial Times and the London Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

Ltd — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

S&P — Standard & Poor’s

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX — Tokyo Price Index

USD — United States 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, 2019, 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	$	1,247,137	$	–	$	–	$	1,247,137
Preferred Stock		1,229		–		–		1,229
Cash Equivalent		25,120		–		–		25,120
Total Investments in Securities	$	1,273,486	$	–	$	–	$	1,273,486
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	315	$	–	$	–	$	315
Forwards Contracts *
Unrealized Appreciation		–		1,163		–		1,163
Unrealized Depreciation		–		(637)		–		(637)
Total Other Financial Instruments	$	315	$	526	$	–	$	841

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

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/19		Income
SEI Daily Income Trust, Government Fund, Cl F	$	26,205	$	125,128	$	(126,213)	$	-	$	-	$	25,120	$	139

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 37

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Managed Volatility Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.8%
Communication Services — 5.1%
Verizon Communications Inc		1.7	%		307,339	$	18,173
Walt Disney Co/The		1.0			93,498		10,381
Other Securities		2.4					25,316
							53,870
Consumer Discretionary — 4.8%
Darden Restaurants Inc		0.8			65,500		7,956
Other Securities		4.0					42,992
							50,948
Consumer Staples — 15.0%
Altria Group Inc		1.2			217,281		12,478
Church & Dwight Co Inc		0.7			102,803		7,323
Clorox Co/The		0.7			46,743		7,500
Costco Wholesale Corp		0.8			36,346		8,801
McCormick & Co Inc/MD		0.8			55,408		8,346
PepsiCo Inc		0.7			64,572		7,913
Tyson Foods Inc, Cl A		1.2			183,000		12,706
Walgreens Boots Alliance Inc		1.4			233,800		14,793
Walmart Inc		2.3			247,524		24,141
Other Securities		5.2					54,848
							158,849
Energy — 2.7%
Valero Energy Corp		0.8			95,870		8,133
Other Securities		1.9					20,304
							28,437
Financials — 15.7%
Berkshire Hathaway Inc, Cl B *		1.1			59,100		11,873
Cboe Global Markets Inc		0.7			80,058		7,641
Everest Re Group Ltd		0.9			43,466		9,387
Progressive Corp/The		0.8			115,800		8,348
RenaissanceRe Holdings Ltd		1.1			83,889		12,038
Travelers Cos Inc/The		1.1			83,472		11,449
Other Securities ‡		10.0					105,305
							166,041
Health Care — 17.0%
Anthem Inc		1.2			44,047		12,641

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Baxter International Inc		0.7	%		87,932	$	7,150
Eli Lilly & Co		1.9			156,104		20,256
Humana Inc		1.0			38,120		10,140
Johnson & Johnson		2.6			195,171		27,283
Merck & Co Inc		2.1			271,437		22,575
Pfizer Inc		2.4			600,276		25,494
UnitedHealth Group Inc		0.8			35,650		8,815
Other Securities (A)		4.3					44,748
							179,102
Industrials — 9.2%
Boeing Co/The		1.2			32,700		12,472
Lockheed Martin Corp		0.7			25,675		7,707
Northrop Grumman Corp		1.2			45,529		12,275
Raytheon Co		1.4			80,261		14,614
Republic Services Inc		1.1			146,100		11,743
Waste Management Inc		1.3			133,069		13,827
Other Securities		2.3					24,179
							96,817
Information Technology — 11.8%
Amdocs Ltd		0.9			171,424		9,276
Apple Inc		1.4			75,762		14,391
Cisco Systems Inc		1.6			306,400		16,543
Intel Corp		1.6			307,300		16,502
Microsoft Corp		1.0			85,745		10,113
Motorola Solutions Inc		1.2			89,937		12,629
Oracle Corp, Cl B		0.9			176,000		9,453
Synopsys Inc *		0.8			74,285		8,554
Other Securities		2.4					27,353
							124,814
Materials — 2.3%
Other Securities		2.3					24,170
Real Estate — 2.3%
Other Securities ‡		2.3					24,205
Utilities — 11.9%
American Electric Power Co Inc		1.0			126,917		10,629
Consolidated Edison Inc		1.3			160,960		13,651
Edison International		0.7			120,856		7,483
Entergy Corp		1.1			119,200		11,399
Eversource Energy		0.8			113,201		8,032
Exelon Corp		1.1			227,300		11,395
Public Service Enterprise Group
Inc		1.0			183,544		10,904
WEC Energy Group Inc		0.9			117,465		9,289
Other Securities		4.0					42,331
							125,113
Total Common Stock (Cost $654,658) ($ Thousands)							1,032,366

38 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **	2.0%		20,855,746	$	20,856
Total Cash Equivalent (Cost $20,856) ($ Thousands)					20,856
Total Investments in Securities — 99.8% (Cost $675,514) ($ Thousands)				$	1,053,222

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		67		Jun-2019	$	9,229	$	9,507	$	278
					$	9,229	$	9,507	$	278

Percentages are based on a Net Assets of $1,055,211 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,715 ($ Thousands) and represented 0.4% of Net Assets.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

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, 2019, 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		$  1,032,366	$	–	$	–	$	1,032,366
Cash Equivalent		20,856		–		–		20,856
Total Investments in Securities		$  1,053,222	$	–	$	–	$	1,053,222
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	278	$	–	$	–	$	278
Total Other Financial Instruments	$	278	$	–	$	–	$	278

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

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/19		Income
SEI Daily Income Trust, Government Fund, Cl F	$	17,479	$	137,335		$ (133,958)	$	-	$	-	$	20,856	$	273
Total	$	17,479	$	137,335		$ (133,958)	$	-	$	-	$	20,856	$	273

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 39

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK — 94.6%
Australia — 7.8%
AGL Energy Ltd		0.8	%		185,423	$	2,867
ASX Ltd		0.6			42,439		2,105
Coca-Cola Amatil Ltd		0.5			324,187		1,992
Macquarie Group Ltd		0.6			22,760		2,092
Rio Tinto Ltd		0.8			42,230		2,937
Woolworths Group Ltd		0.6			104,549		2,258
Other Securities ‡		3.9					14,337
							28,588
Austria — 1.2%
Other Securities		1.2					4,255
Belgium — 1.7%
Colruyt SA		0.8			41,376		3,062
Other Securities		0.9					3,297
							6,359
Canada — 2.3%
TELUS Corp		0.7			70,718		2,618
Toronto-Dominion Bank/The		0.7			48,192		2,616
Other Securities		0.9					3,254
							8,488
Denmark — 2.1%
Other Securities		2.1					7,604
Finland — 1.1%
Other Securities		1.1					3,870
France — 6.3%
Cie Generale des Etablissements
Michelin SCA		0.5			16,319		1,931
Engie SA		0.5			126,141		1,881
Orange SA		0.7			146,678		2,388
Sanofi		1.4			56,743		5,017

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
France (continued)
TOTAL SA		0.7	%		42,611	$	2,369
Other Securities (A)		2.5					9,215
							22,801
Germany — 5.5%
Deutsche Telekom AG		0.6			131,358		2,182
Hannover Rueck SE		0.5			12,686		1,823
Merck KGaA		0.8			25,871		2,953
METRO AG		0.5			112,029		1,861
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		0.8			12,870		3,049
Other Securities		2.3					8,332
							20,200
Hong Kong — 5.9%
CLP Holdings Ltd, Cl B		1.2			368,500		4,272
Kerry Properties Ltd		0.6			480,000		2,143
WH Group Ltd		0.7			2,423,000		2,593
Other Securities ‡(A)		3.4					12,504
							21,512
Ireland — 0.2%
Other Securities ‡		0.2					613
Israel — 1.6%
Bank Hapoalim BM		0.8			410,265		2,720
Other Securities		0.8					3,139
							5,859
Italy — 1.1%
Other Securities		1.1					3,825
Japan — 21.1%
Astellas Pharma Inc		0.8			201,500		3,019
ITOCHU		0.4			90,100		1,630
Japan Airlines Co Ltd		0.5			51,800		1,825
JXTG Holdings		0.3			249,000		1,139
KDDI Corp		0.7			115,200		2,482
Mizuho Financial Group Inc		0.9			2,085,300		3,227
Nippon Telegraph & Telephone Corp		1.2			102,000		4,334
Nissan Motor Co Ltd		0.5			225,200		1,848
NTT DOCOMO Inc		0.7			122,100		2,704
Other Securities ‡(A)		15.1					54,862
							77,070
Netherlands — 2.6%
Koninklijke Ahold Delhaize NV		0.9			126,640		3,374

40 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Netherlands (continued)
NN Group NV		0.8	%		68,275	$	2,839
Other Securities		0.9					3,138
							9,351
New Zealand — 2.0%
Fisher & Paykel Healthcare Corp Ltd		0.5			184,452		1,975
Other Securities ‡(A)		1.5					5,291
							7,266
Norway — 1.3%
Other Securities		1.3					4,621
Portugal — 0.1%
Other Securities		0.1					459
Singapore — 3.7%
CapitaLand Mall Trust ‡		0.6			1,336,100		2,348
DBS Group Holdings Ltd		0.9			167,700		3,124
Other Securities ‡(A)		2.2					7,899
							13,371
Spain — 1.9%
Endesa SA		0.9			130,857		3,341
Iberdrola SA		0.5			210,398		1,849
Other Securities		0.5					1,799
							6,989
Sweden — 2.6%
ICA Gruppen AB		0.9			77,256		3,107
Other Securities		1.7					6,543
							9,650
Switzerland — 9.4%
Roche Holding AG		1.9			24,986		6,883
Sonova Holding AG		0.6			10,159		2,010
Swiss Life Holding AG		1.3			10,494		4,621
Zurich Insurance Group AG		0.9			9,498		3,143
Other Securities		4.7					17,727
							34,384
United Kingdom — 12.1%
BAE Systems PLC		0.5			296,852		1,866
BP PLC		0.7			345,444		2,514
GlaxoSmithKline PLC		1.1			190,001		3,953
Imperial Brands PLC		0.8			89,525		3,062
Tate & Lyle PLC		0.6			215,499		2,038
Other Securities ‡		8.4					30,607
							44,040

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
United States — 1.0%
Coca-Cola European Partners PLC		0.6	%		43,981	$	2,276
Other Securities		0.4					1,442
							3,718
Total Common Stock (Cost $309,286) ($ Thousands)							344,893
PREFERRED STOCK — 0.2%
Germany — 0.2%
Other Securities (B)		0.2					820
Total Preferred Stock (Cost $880) ($ Thousands)							820
CASH EQUIVALENT — 3.4%
SEI Daily Income Trust,
Government Fund, Cl F
2.220% **†		3.4			12,316,988		12,317
Total Cash Equivalent (Cost $12,317) ($ Thousands)							12,317
Total Investments in Securities — 98.2% (Cost $322,483)($ Thousands)						$	358,030

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 41

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
DJ Euro Stoxx 50 Index		95		Jun-2019	$	3,430	$	3,490	$	60
FTSE 100 Index		22		Jun-2019		2,032		2,067		46
Hang Seng Index		1		Apr-2019		183		185		2
SPI 200 Index		8		Jun-2019		879		877		(3	)
TOPIX Index		17		Jun-2019		2,429		2,445		(3	)
					$	8,953	$	9,064	$	102

Percentages are based on a Net Assets of $364,622 ($ Thousands).

** The rate reported is the 7-day effective yield as of March 31, 2019.

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $1,675 ($ Thousands) and represented 0.5% of Net Assets.

(B) There is currently no rate available.

Cl — Class

DJ — Dow Jones

FTSE — Financial Times and Stock Exchange

Ltd. — Limited

PLC — Public Limited Company

SPI — Share Price Index

TOPIX — Tokyo Stock Price Index

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, 2019, 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	$	344,893	$	–	$	–	$	344,893
Preferred Stock		820		–		–		820
Cash Equivalent		12,317		–		–		12,317
Total Investments in Securities	$	358,030	$	–	$	–	$	358,030
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	108	$	–	$	–	$	108
Unrealized Depreciation		(6)		–		–		(6)
Total Other Financial Instruments	$	102	$	–	$	–	$	102

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

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

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

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

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

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

Security Description	Value 9/30/2018		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2019		Income
SEI Daily Income Trust, Government Fund, CI F		$ 6,054		$ 30,025		$ (23,762)		$ —		$ —		$ 12,317		$ 83
Totals		$ 6,054		$ 30,025		$ (23,762)		$ —		$ —		$ 12,317		$ 83

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

42 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Real Estate Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK — 98.5%
Consumer Discretionary — 0.8%
Hilton Worldwide Holdings Inc		0.8	%		13,020	$	1,082
Real Estate — 97.7%
Alexandria Real Estate Equities Inc ‡		2.4			22,362		3,188
American Homes 4 Rent, Cl A ‡		2.6			151,360		3,439
Americold Realty Trust ‡		1.0			45,530		1,389
AvalonBay Communities Inc ‡		4.7			31,420		6,307
Boston Properties Inc ‡		3.0			29,810		3,991
Brandywine Realty Trust ‡		0.7			59,335		941
Brixmor Property Group Inc ‡		1.4			105,390		1,936
Camden Property Trust ‡		2.8			37,390		3,795
Chesapeake Lodging Trust ‡		0.8			37,140		1,033
Columbia Property Trust Inc ‡		0.9			55,267		1,244
CoreSite Realty Corp ‡		0.6			7,820		837
CubeSmart ‡		2.3			95,230		3,051
CyrusOne Inc ‡		2.6			67,030		3,515
Duke Realty Corp ‡		2.0			88,810		2,716
Empire State Realty Trust Inc, Cl A ‡		1.4			119,810		1,893
Equinix Inc ‡		5.5			16,320		7,396
Equity Residential ‡		4.2			75,810		5,710
Essex Property Trust Inc ‡		1.3			5,830		1,686
Extra Space Storage Inc ‡		1.1			15,060		1,535
Federal Realty Investment Trust ‡		0.6			5,850		806
HCP Inc ‡		3.2			138,440		4,333
Healthcare Trust of America
Inc, Cl A ‡		2.0			95,976		2,744
Highwoods Properties Inc ‡		0.6			16,620		778
Host Hotels & Resorts Inc ‡		1.3			89,280		1,687
Invitation Homes Inc ‡		1.6			87,810		2,136
Iron Mountain Inc ‡		0.8			31,510		1,117
JBG SMITH Properties ‡		0.4			13,940		576
Kilroy Realty Corp ‡		2.8			49,980		3,796
Kite Realty Group Trust ‡		0.4			32,360		517
Liberty Property Trust ‡		1.7			47,789		2,314
Macerich Co/The ‡		1.5			45,930		1,991
Mack-Cali Realty Corp ‡		1.2			75,781		1,682
Park Hotels & Resorts Inc ‡		1.4			62,190		1,933
Prologis Inc ‡		6.4			119,800		8,620
Public Storage ‡		4.1			25,490		5,551
QTS Realty Trust Inc, Cl A ‡		0.2			6,790		306
Regency Centers Corp ‡		1.7			34,090		2,301

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Retail Opportunity Investments Corp ‡		0.5	%		41,941	$	727
Retail Properties of America Inc, Cl A ‡		1.5			160,520		1,957
Sabra Health Care REIT Inc ‡		1.1			73,650		1,434
Simon Property Group Inc ‡		6.0			44,524		8,113
Sun Communities Inc ‡		3.0			33,949		4,024
Sunstone Hotel Investors Inc ‡		1.0			98,160		1,414
Taubman Centers Inc ‡		1.0			25,670		1,357
UDR Inc ‡		1.3			38,250		1,739
Urban Edge Properties ‡		0.5			32,307		614
Ventas Inc ‡		5.3			111,520		7,116
Vornado Realty Trust ‡		1.2			24,570		1,657
WP Carey Inc ‡		2.1			36,355		2,848
							131,790
Total Common Stock (Cost $108,471) ($ Thousands)							132,872
CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		2.2			3,047,027		3,047
Total Cash Equivalent (Cost $3,047) ($ Thousands)							3,047
Total Investments in Securities — 100.7% (Cost $111,518)($ Thousands)						$	135,919

Percentages are based on Net Assets of $134,938 ($ Thousands).

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

^‡  Real Estate Investment Trust.

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

Cl — Class

L.P. — Limited Partnership

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 43

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Real Estate Fund (Concluded)

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

Security Description	Value 9/30/18			Purchases at Cost			Proceeds from Sales				Realized Gain			Change in Unrealized Depreciation			Value 3/31/19			Income
SEI Daily Income Trust, Government Fund, Cl F		$	2,582		$	27,006		$	(26,541	)		$	—		$	—		$	3,047		$	27
SEI Liquidity Fund, L.P.			668			809			(1,477	)			—			—			—			1
Totals		$	3,250		$	27,815		$	(28,018	)		$	—		$	—		$	3,047		$	28

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

44 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 29.0%
Communication Services — 1.0%
AT&T
3.531%, VAR ICE LIBOR USD 3 Month+0.930%, 06/30/2020	$	300	$	302
Comcast
3.032%, VAR ICE LIBOR USD 3 Month+0.440%, 10/01/2021		300		300
Discovery Communications
2.200%, 09/20/2019		50		50
				652
Consumer Discretionary — 3.4%
AutoZone
1.625%, 04/21/2019		70		70
Daimler Finance North America
3.128%, VAR ICE LIBOR USD 3 Month+0.390%, 05/04/2020 (A)		175		175
Dollar Tree
3.473%, VAR ICE LIBOR USD 3 Month+0.700%, 04/17/2020		195		195
eBay
3.621%, VAR ICE LIBOR USD 3 Month+0.870%, 01/30/2023		300		299
Ford Motor Credit LLC
1.897%, 08/12/2019		350		349
General Motors Financial
3.727%, VAR ICE LIBOR USD 3 Month+0.930%, 04/13/2020		150		150
3.647%, VAR ICE LIBOR USD 3 Month+0.850%, 04/09/2021		150		149

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hyundai Capital America
3.744%, VAR ICE LIBOR USD 3 Month+0.940%, 07/08/2021 (A)	$	125	$	125
Marriott International
3.226%, VAR ICE LIBOR USD 3 Month+0.600%, 12/01/2020		300		300
Nissan Motor Acceptance MTN
3.687%, VAR ICE LIBOR USD 3 Month+0.890%, 01/13/2022 (A)		200		198
Volkswagen Group of America Finance
3.638%, VAR ICE LIBOR USD 3 Month+0.940%, 11/12/2021 (A)		300		301
				2,311
Consumer Staples — 2.5%
Alimentation Couche-Tard
3.108%, VAR ICE LIBOR USD 3 Month+0.500%, 12/13/2019 (A)		200		200
2.350%, 12/13/2019 (A)		200		199
Conagra Brands
3.511%, VAR ICE LIBOR USD 3 Month+0.750%, 10/22/2020		300		300
Constellation Brands Inc
3.384%, VAR ICE LIBOR USD 3 Month+0.700%, 11/15/2021		210		210
2.000%, 11/07/2019		125		124
Kraft Heinz Foods
3.517%, VAR ICE LIBOR USD 3 Month+0.820%, 08/10/2022		275		275
Molson Coors Brewing
1.450%, 07/15/2019		140		139
Reckitt Benckiser Treasury Services
3.162%, VAR ICE LIBOR USD 3 Month+0.560%, 06/24/2022 (A)		200		198
				1,645
Energy — 0.3%
Andeavor Logistics
5.500%, 10/15/2019		90		91
Phillips 66
3.537%, VAR ICE LIBOR USD 3 Month+0.750%, 04/15/2020 (A)		125		125
				216
Financials — 14.9%
ABN AMRO Bank MTN
3.209%, VAR ICE LIBOR USD 3 Month+0.570%, 08/27/2021 (A)		250		250
AIG Global Funding
3.080%, VAR ICE LIBOR USD 3 Month+0.480%, 07/02/2020 (A)		250		250

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 45

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Express
3.208%, VAR ICE LIBOR USD 3 Month+0.525%, 05/17/2021	$	200	$	200
Assurant
3.860%, VAR ICE LIBOR USD 3 Month+1.250%, 03/26/2021		130		130
Bank of America MTN
3.921%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		150		152
3.242%, VAR ICE LIBOR USD 3 Month+0.650%, 10/01/2021		225		225
BPCE MTN
3.883%, VAR ICE LIBOR USD 3 Month+1.220%, 05/22/2022 (A)		250		251
Canadian Imperial Bank of Commerce
3.335%, VAR ICE LIBOR USD 3 Month+0.720%, 06/16/2022		275		276
Capital One
3.901%, VAR ICE LIBOR USD 3 Month+1.150%, 01/30/2023		250		250
Citibank
3.097%, VAR ICE LIBOR USD 3 Month+0.500%, 06/12/2020		250		251
Citizens Bank
3.456%, VAR ICE LIBOR USD 3 Month+0.810%, 05/26/2022		275		275
Compass Bank
3.331%, VAR ICE LIBOR USD 3 Month+0.730%, 06/11/2021		250		249
Cooperatieve Rabobank UA
3.613%, VAR ICE LIBOR USD 3 Month+0.830%, 01/10/2022		300		303
Credit Agricole MTN
3.571%, VAR ICE LIBOR USD 3 Month+0.970%, 06/10/2020 (A)		250		252
Danske Bank
3.188%, VAR ICE LIBOR USD 3 Month+0.580%, 09/06/2019 (A)		200		200
Deutsche Bank MTN
2.850%, 05/10/2019		225		225
Fifth Third Bank
3.205%, VAR ICE LIBOR USD 3 Month+0.440%, 07/26/2021		200		199
3.001%, VAR ICE LIBOR USD 3 Month+0.250%, 10/30/2020		250		250
Goldman Sachs Group
3.875%, VAR ICE LIBOR USD 3 Month+1.110%, 04/26/2022		250		251
3.854%, VAR ICE LIBOR USD 3 Month+1.170%, 11/15/2021		275		278
3.811%, VAR ICE LIBOR USD 3 Month+1.040%, 04/25/2019		600		600

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings
3.247%, VAR ICE LIBOR USD 3 Month+0.650%, 09/11/2021	$	200	$	200
Huntington National Bank
3.111%, VAR ICE LIBOR USD 3 Month+0.510%, 03/10/2020		250		251
ING Bank
3.282%, VAR ICE LIBOR USD 3 Month+0.690%, 10/01/2019 (A)		200		201
Intesa Sanpaolo NY
3.403%, VAR ICE LIBOR USD 3 Month+0.630%, 07/17/2019		100		100
Jackson National Life Global Funding
3.339%, VAR ICE LIBOR USD 3 Month+0.730%, 06/27/2022 (A)		125		126
Manufacturers & Traders Trust
3.304%, VAR ICE LIBOR USD 3 Month+0.610%, 05/18/2022		250		248
Morgan Stanley
3.941%, VAR ICE LIBOR USD 3 Month+1.180%, 01/20/2022		175		177
National Bank of Canada MTN
3.157%, VAR ICE LIBOR USD 3 Month+0.560%, 06/12/2020		250		251
Nordea Bank
3.569%, VAR ICE LIBOR USD 3 Month+0.940%, 08/30/2023 (A)		200		197
PNC Bank
2.947%, VAR ICE LIBOR USD 3 Month+0.350%, 03/12/2021		250		250
Regions Bank
3.188%, VAR ICE LIBOR USD 3 Month+0.500%, 08/13/2021		300		298
Santander UK PLC
3.246%, VAR ICE LIBOR USD 3 Month+0.620%, 06/01/2021		300		300
Skandinaviska Enskilda Banken
3.113%, VAR ICE LIBOR USD 3 Month+0.430%, 05/17/2021 (A)		250		250
Standard Chartered
3.911%, VAR ICE LIBOR USD 3 Month+1.150%, 01/20/2023 (A)		200		199
Sumitomo Mitsui Banking
3.123%, VAR ICE LIBOR USD 3 Month+0.350%, 01/17/2020		250		250
SunTrust Bank
3.328%, VAR ICE LIBOR USD 3 Month+0.590%, 08/02/2022		250		248
3.274%, VAR ICE LIBOR USD 3 Month+0.530%, 01/31/2020		250		251
Svenska Handelsbanken MTN
3.121%, VAR ICE LIBOR USD 3 Month+0.470%, 05/24/2021		250		251

46 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Synchrony Financial
3.968%, VAR ICE LIBOR USD 3 Month+1.230%, 02/03/2020	$	200	$	201
Wells Fargo
3.889%, VAR ICE LIBOR USD 3 Month+1.110%, 01/24/2023		150		152
3.272%, VAR ICE LIBOR USD 3 Month+0.500%, 07/23/2021		250		250
				9,968
Health Care — 2.4%
Amgen
3.147%, VAR ICE LIBOR USD 3 Month+0.450%, 05/11/2020		150		151
Anthem
2.500%, 11/21/2020		150		149
Bayer US Finance II
3.232%, VAR ICE LIBOR USD 3 Month+0.630%, 06/25/2021 (A)		200		198
Cardinal Health
3.381%, VAR ICE LIBOR USD 3 Month+0.770%, 06/15/2022		275		273
Cigna
3.265%, VAR ICE LIBOR USD 3 Month+0.650%, 09/17/2021 (A)		150		150
3.200%, 09/17/2020 (A)		150		151
CVS Health
3.321%, VAR ICE LIBOR USD 3 Month+0.720%, 03/09/2021		140		140
HCA
6.500%, 02/15/2020		150		154
UnitedHealth Group
2.871%, VAR ICE LIBOR USD 3 Month+0.260%, 06/15/2021		225		225
				1,591
Industrials — 1.5%
Air Lease
2.125%, 01/15/2020		250		249
Aviation Capital Group
3.421%, VAR ICE LIBOR USD 3 Month+0.670%, 07/30/2021 (A)		215		214
Equifax
3.554%, VAR ICE LIBOR USD 3 Month+0.870%, 08/15/2021		150		149
Fortive
1.800%, 06/15/2019		37		37
John Deere Capital MTN
2.350%, 01/08/2021		105		104

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
United Technologies
3.333%, VAR ICE LIBOR USD 3 Month+0.650%, 08/16/2021	$	275	$	275
				1,028
Information Technology — 1.2%
Broadcom
2.375%, 01/15/2020		300		299
DXC Technology
2.875%, 03/27/2020		105		105
Hewlett Packard Enterprise
3.515%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021		175		174
2.100%, 10/04/2019 (A)		250		249
				827
Materials — 0.9%
DowDuPont
3.394%, VAR ICE LIBOR USD 3 Month+0.710%, 11/15/2020		300		302
International Flavors & Fragrances
3.400%, 09/25/2020		100		100
Syngenta Finance
3.698%, 04/24/2020 (A)		200		201
				603
Utilities — 0.9%
DTE Energy
1.500%, 10/01/2019		260		258
Emera US Finance
2.150%, 06/15/2019		175		175
Sempra Energy
1.625%, 10/07/2019		155		154
Texas Energy (Escrow Security) 3.726%, 12/31/2034 (B)(C)		4		–
				587
Total Corporate Obligations (Cost $19,433) ($ Thousands)				19,428
ASSET-BACKED SECURITIES — 24.4%
Automotive — 7.8%
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl A
2.940%, 01/10/2022 (A)		88		88
American Credit Acceptance Receivables Trust, Ser 2018-3, Cl A
2.920%, 08/12/2021 (A)		67		67

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 47

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
American Credit Acceptance Receivables Trust, Ser 2019-1, Cl A
3.060%, 07/12/2022 (A)	$	195	$	195
AmeriCredit Automobile Receivables Trust, Ser 2018-1, Cl A2A
2.710%, 07/19/2021		68		68
Canadian Pacer Auto Receivables Trust, Ser 2018-1A, Cl A2A
2.700%, 08/19/2020 (A)		65		65
Chesapeake Funding II, Ser 2017-2A, Cl A1
1.990%, 05/15/2029 (A)		117		117
Chesapeake Funding II, Ser 2018-1A, Cl A1
3.040%, 04/15/2030 (A)		97		98
CIG Auto Receivables Trust, Ser 2017-1A, Cl A
2.710%, 05/15/2023 (A)		22		22
CPS Auto Receivables Trust, Ser 2018-D, Cl A
3.060%, 01/18/2022 (A)		126		126
CPS Auto Trust, Ser 2018-C, Cl A
2.870%, 09/15/2021 (A)		71		71
Credit Acceptance Auto Loan Trust, Ser 2017- 2A, Cl A
2.550%, 02/17/2026 (A)		250		249
Drive Auto Receivables Trust, Ser 2018-3, Cl A2
2.750%, 10/15/2020		7		7
Drive Auto Receivables Trust, Ser 2018-4, Cl A3
3.040%, 11/15/2021		85		85
DT Auto Owner Trust, Ser 2017-4A, Cl B
2.440%, 01/15/2021 (A)		76		76
DT Auto Owner Trust, Ser 2018-3A, Cl A
3.020%, 02/15/2022 (A)		190		190
DT Auto Owner Trust, Ser 2019-1A, Cl A
3.080%, 09/15/2022 (A)		108		108
Enterprise Fleet Financing, Ser 2016-2, Cl A2
1.740%, 02/22/2022 (A)		43		43
Enterprise Fleet Financing, Ser 2017-2, Cl A2
1.970%, 01/20/2023 (A)		58		58
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl A
2.900%, 01/18/2022 (A)		106		106
Exeter Automobile Receivables Trust, Ser 2018-4A, Cl A
3.050%, 12/15/2021 (A)		198		198
First Investors Auto Owner Trust, Ser 2017- 2A, Cl A1
1.860%, 10/15/2021 (A)		9		9
First Investors Auto Owner Trust, Ser 2018- 1A, Cl A1
2.840%, 05/16/2022 (A)		39		39
Flagship Credit Auto Trust, Ser 2017-2, Cl A
1.850%, 07/15/2021 (A)		24		24

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Flagship Credit Auto Trust, Ser 2017-3, Cl A
1.880%, 10/15/2021 (A)	$	47	$	47
Flagship Credit Auto Trust, Ser 2018-3, Cl A
3.070%, 02/15/2023 (A)		117		117
Flagship Credit Auto Trust, Ser 2019-1, Cl A
3.110%, 08/15/2023 (A)		132		132
Ford Credit Auto Lease Trust, Ser 2018-A, Cl A2A
2.710%, 12/15/2020		109		109
Ford Credit Floorplan Master Owner Trust, Ser 2016-5, Cl A1
1.950%, 11/15/2021		150		149
GLS Auto Receivables Trust, Ser 2017-1A, Cl A2
2.670%, 04/15/2021 (A)		38		38
GLS Auto Receivables Trust, Ser 2018-1A, Cl A
2.820%, 07/15/2022 (A)		96		96
GLS Auto Receivables Trust, Ser 2018-2A, Cl A
3.250%, 04/18/2022 (A)		153		153
GLS Auto Receivables Trust, Ser 2018-3A, Cl A
3.350%, 08/15/2022 (A)		125		125
GLS Auto Receivables Trust, Ser 2019-1A, Cl A
3.370%, 01/17/2023 (A)		101		101
GM Financial Automobile Leasing Trust, Ser 2019-1, Cl A2A
2.910%, 04/20/2021		130		130
OneMain Direct Auto Receivables Trust, Ser 2018-1A, Cl A
3.430%, 12/16/2024 (A)		300		303
Prestige Auto Receivables Trust, Ser 2018-1A, Cl A2
2.970%, 12/15/2021 (A)		122		122
Santander Drive Auto Receivables Trust, Ser 2016-3, Cl C
2.460%, 03/15/2022		150		150
Santander Drive Auto Receivables Trust, Ser 2018-2, Cl A2A
2.580%, 10/15/2020		58		58
Santander Drive Auto Receivables Trust, Ser 2018-3, Cl A2A
2.780%, 03/15/2021		69		69
Santander Drive Auto Receivables Trust, Ser 2019-1, Cl A2A
2.910%, 01/18/2022		350		350
Securitized Term Auto Receivables Trust, Ser 2017-2A, Cl A2A
1.775%, 01/27/2020 (A)		4		4
Securitized Term Auto Receivables Trust, Ser 2018-1A, Cl A2
2.807%, 12/29/2020 (A)		195		195
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (A)		230		231

48 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Skopos Auto Receivables Trust, Ser 2018-1A, Cl A
3.190%, 09/15/2021 (A)(C)	$	49	$	49
Toyota Auto Receivables Owner Trust, Ser 2016-B, Cl A3
1.300%, 04/15/2020		13		13
United Auto Credit Securitization Trust, Ser 2018-2, Cl A
2.890%, 03/10/2021 (A)		49		49
Westlake Automobile Receivables Trust, Ser 2018-2A, Cl A2A
2.840%, 09/15/2021 (A)		79		79
Westlake Automobile Receivables Trust, Ser 2018-3A, Cl A2A
2.980%, 01/18/2022 (A)		110		110
Westlake Automobile Receivables Trust, Ser 2019-1A, Cl A2A
3.060%, 05/16/2022 (A)		155		155
				5,243
Mortgage Related Securities — 0.2%
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (A)(D)		110		111
Other Asset-Backed Securities — 16.4%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
3.166%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035		87		87
Ajax Mortgage Loan Trust, Ser 2017-B, Cl A
3.163%, 09/25/2056 (A)(D)		139		138
ALM VI, Ser 2018-6A, Cl A1B3
3.987%, VAR ICE LIBOR USD 3 Month+1.200%, 07/15/2026 (A)		250		250
Babson CLO, Ser 2014-3RA, Cl A1
3.711%, VAR ICE LIBOR USD 3 Month+0.950%, 07/20/2029 (A)		250		247
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(D)		89		89
Bayview Opportunity Master Fund Trust IIb, Ser 2018-RN5, Cl A1
3.820%, 04/28/2033 (A)		32		33
BlueMountain CLO, Ser 2018-2A, Cl A1R
3.710%, VAR ICE LIBOR USD 3 Month+0.930%, 07/18/2027 (A)		270		267
BlueMountain CLO, Ser 2018-2A, Cl BR2
4.094%, VAR ICE LIBOR USD 3 Month+1.450%, 11/20/2028 (A)		250		247

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carlyle Global Market Strategies CLO, Ser 2018-2A, Cl A1R
3.545%, VAR ICE LIBOR USD 3 Month+0.780%, 04/27/2027 (A)	$	250	$	249
CIFC Funding, Ser 2017-1A, Cl A1R
4.029%, VAR ICE LIBOR USD 3 Month+1.250%, 07/16/2030 (A)		250		250
CLUB Credit Trust, Ser 2017-P2, Cl A
2.610%, 01/15/2024 (A)(C)		37		36
Cole Park CLO, Ser 2018-1A, Cl AR
3.811%, VAR ICE LIBOR USD 3 Month+1.050%, 10/20/2028 (A)		250		249
Colombia Cent CLO, Ser 2018-27A, Cl A1
3.640%, VAR ICE LIBOR USD 3 Month+1.150%, 10/25/2028 (A)		285		284
Credit Suisse Trust, Ser 2018-LD1
3.420%, 07/25/2024 (C)		52		52
Dryden 54 Senior Loan Fund, Ser 2017-54A, Cl A
3.961%, VAR ICE LIBOR USD 3 Month+1.200%, 10/19/2029 (A)		300		299
Dryden XXV Senior Loan Fund, Ser 2017-25A, Cl ARR
3.687%, VAR ICE LIBOR USD 3 Month+0.900%, 10/15/2027 (A)		250		249
Engs Commercial Finance Trust, Ser 2018- 1A, Cl A1
2.970%, 02/22/2021 (A)(C)		48		48
Finance of America Structured Securities Trust, Ser 2018-HB1, Cl A
3.375%, 09/25/2028 (A)(D)		102		102
Great American Auto Leasing, Ser 2019-1, Cl A2
2.970%, 06/15/2021 (A)		175		175
KKR CLO, Ser 2018-21, Cl A
3.787%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		250		245
Magnetite VII, Ser 2018-7A, Cl A1R2
3.587%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (A)		250		246
Magnetite VIII, Ser 2018-8A, Cl AR2
3.767%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (A)		250		248
Marlette Funding Trust, Ser 2017-3A, Cl A
2.360%, 12/15/2024 (A)(C)		19		19
Marlette Funding Trust, Ser 2018-1A, Cl A
2.610%, 03/15/2028 (A)(C)		37		37
Marlette Funding Trust, Ser 2018-2A, Cl A
3.060%, 07/17/2028 (A)(C)		85		85
Marlette Funding Trust, Ser 2018-4A, Cl A
3.710%, 12/15/2028 (A)(C)		134		135
Marlette Funding Trust, Ser 2019-1A, Cl A
3.440%, 04/16/2029 (A)		124		124

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 49

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(D)	$	72	$	71
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(D)		90		90
Nationstar HECM Loan Trust, Ser 2017-2A, Cl A1
2.038%, 09/25/2027 (A)(D)		28		28
Nationstar HECM Loan Trust, Ser 2018-1A, Cl A
2.760%, 02/25/2028 (A)(D)		35		35
Nationstar HECM Loan Trust, Ser 2018-2A, Cl A
3.188%, 07/25/2028 (A)(D)		54		55
New Residential Mortgage Loan Trust, Ser 2018-FNT1, Cl A
3.610%, 05/25/2023 (A)		180		181
New Residential Mortgage Loan Trust, Ser 2018-FNT2, Cl A
3.790%, 07/25/2054 (A)		119		120
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS1, Cl A
3.193%, 01/25/2023 (A)		88		88
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS2, Cl A
3.265%, 02/25/2023 (A)		76		76
NYCTL Trust, Ser 2017-A, Cl A
1.870%, 11/10/2030 (A)		39		39
NYCTL Trust, Ser 2018-A, Cl A
3.220%, 11/10/2031 (A)		332		332
Octagon Investment Partners, Ser 2017-1A, Cl AR
3.828%, VAR ICE LIBOR USD 3 Month+1.130%, 08/12/2026 (A)		185		185
OneMain Financial Issuance Trust, Ser 2016- 1A, Cl B
4.570%, 02/20/2029 (A)		100		101
OZLM VII, Ser 2018-7RA, Cl A1R
3.783%, VAR ICE LIBOR USD 3 Month+1.010%, 07/17/2029 (A)		250		247
OZLM XII, Ser 2018-12A, Cl A1R
3.801%, VAR ICE LIBOR USD 3 Month+1.050%, 04/30/2027 (A)		275		273
Palmer Square CLO, Ser 2018-3A, Cl A2
4.034%, VAR ICE LIBOR USD 3 Month+1.350%, 08/15/2026 (A)		250		245
Palmer Square Loan Funding, Ser 2017-1A, Cl A1
3.527%, VAR ICE LIBOR USD 3 Month+0.740%, 10/15/2025 (A)		269		269

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Pretium Mortgage Credit Partners I, Ser 2018-NPL2, Cl A1
3.700%, , 6.700%, 03/27/2021, 03/27/2033 (A)(E)	$	183	$	183
Prosper Marketplace Issuance Trust, Ser 2017-3A, Cl A
2.360%, 11/15/2023 (A)		8		8
Prosper Marketplace Issuance Trust, Ser 2018-1A, Cl A
3.110%, 06/17/2024 (A)		131		131
PRPM, Ser 2018-1A, Cl A1
3.750%, 04/25/2023 (A)(D)		88		88
Regional Management Issuance Trust, Ser 2018-1, Cl A
3.830%, 07/15/2027 (A)(C)		110		110
Shackleton, Ser 2018-6RA, Cl A
3.793%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2028 (A)		250		249
SLM Student Loan Trust, Ser 2005-4, Cl A3
2.891%, VAR ICE LIBOR USD 3 Month+0.120%, 01/25/2027		86		85
SLM Student Loan Trust, Ser 2008-5, Cl A4
4.471%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023		142		144
SLM Student Loan Trust, Ser 2008-9, Cl A
4.271%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023		67		68
SLM Student Loan Trust, Ser 2011-1, Cl A1
3.006%, VAR ICE LIBOR USD 1 Month+0.520%, 03/25/2026		94		94
SoFi Consumer Loan Program, Ser 2016-2, Cl A
3.090%, 10/27/2025 (A)(C)		124		124
SoFi Consumer Loan Program, Ser 2016-3, Cl A
3.050%, 12/26/2025 (A)(C)		132		132
SoFi Consumer Loan Program, Ser 2017-1, Cl A
3.280%, 01/26/2026 (A)(C)		141		142
SoFi Consumer Loan Program, Ser 2017-6, Cl A1
2.200%, 11/25/2026 (A)		19		19
SoFi Consumer Loan Program, Ser 2018-1, Cl A1
2.550%, 02/25/2027 (A)		40		39
SoFi Consumer Loan Program, Ser 2018-2, Cl A1
2.930%, 04/26/2027 (A)		57		57
SoFi Consumer Loan Program, Ser 2018-3, Cl A1
3.200%, 08/25/2027 (A)		69		69

50 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SoFi Consumer Loan Program, Ser 2019-1, Cl A
3.240%, 02/25/2028 (A)	$	138	$	138
Sofi Professional Loan Program, Ser 2014-A, Cl A1
4.086%, VAR ICE LIBOR USD 1 Month+1.600%, 06/25/2025 (A)		37		37
Springleaf Funding Trust, Ser 2016-AA, Cl A
2.900%, 11/15/2029 (A)		264		264
Stanwich Mortgage Loan Trust, Ser 2018- NPB1, Cl A1
4.016%, , 7.516%, 05/16/2021, 05/16/2023 (A)(E)		206		206
Towd Point Mortgage Trust, Ser 2015-4, Cl A1B
2.750%, 04/25/2055 (A)(D)		65		64
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (A)(D)		73		72
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B
2.750%, 02/25/2055 (A)(D)		68		68
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(D)		156		154
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(D)		263		257
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(D)		80		79
Treman Park CLO, Ser 2018-1A, Cl ARR
3.831%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2028 (A)		275		275
Tryon Park CLO, Ser 2018-1A, Cl A1SR
3.677%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (A)		270		268
Venture XIX CLO, Ser 2018-19A, Cl X
3.437%, VAR ICE LIBOR USD 3 Month+0.650%, 01/15/2032 (A)		125		125
VOLT LXIV, Ser 2017-NP11, Cl A1
3.375%, , 6.375%, 10/25/2020, 10/25/2047 (A)(E)		89		88
VOLT LXX, Ser 2018-NPL6, Cl A1A
4.115%, , 7.115%, 09/25/2021, 09/25/2048 (A)(E)		132		132
VOLT LXXI, Ser 2018-NPL7, Cl A1A
3.967%, , 6.967%, 09/25/2021, 09/25/2048 (A)(E)		87		88
				10,982
Total Asset-Backed Securities (Cost $16,385) ($ Thousands)				16,336

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER (F) — 14.2%
ABN AMRO Funding USA LLC
2.473%, 04/15/2019	$	300	$	300
Barton Capital
2.524%, 04/15/2019		1,500		1,498
Chariot Funding
2.451%, 04/02/2019		625		625
CRC Funding LLC
2.482%, 04/08/2019		650		650
Fairway Finance
2.453%, 04/15/2019		625		624
Group BPCE
2.556%, 05/01/2019		450		449
Hydro-Quebec
2.467%, 05/06/2019		300		299
John Deere
2.465%, 04/22/2019		300		299
Novartis Finance Corp.
0.070%, 05/09/2019		1,500		1,496
NRW Bank
2.522%, 04/12/2019		500		500
Ontario Teachers Finance Trust
2.537%, 05/06/2019		350		349
2.456%, 04/29/2019		350		349
Pfizer
2.452%, 04/05/2019		625		625
Santander UK PLC
2.568%, 05/07/2019		300		299
Thunder Bay Funding LLC
2.474%, 04/23/2019		650		649
Walmart Stores
2.467%, 05/06/2019		475		474
Total Commercial Paper (Cost $9,486) ($ Thousands)				9,485
MORTGAGE-BACKED SECURITIES — 10.7%
Agency Mortgage-Backed Obligations — 1.2%
FHLMC
6.000%, 09/01/2026		31		34
FNMA
6.500%, 09/01/2026		23		26
6.000%, 11/01/2026 to 04/01/2040		201		218
5.000%, 02/01/2023 to 03/01/2025		33		34
FREMF Mortgage Trust, Ser 2010-K7, Cl B
5.502%, 04/25/2020 (A)(D)		95		97
FREMF Mortgage Trust, Ser 2012-K712, Cl B
3.359%, 05/25/2045 (A)(D)		30		30
FREMF Mortgage Trust, Ser 2014-K503, Cl C
3.042%, 10/25/2047 (A)(D)		155		154

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 51

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FREMF Multifamily Aggregation Risk Transfer Trust, Ser 2017-KT01, Cl A
2.811%, VAR LIBOR USD 1 Month+0.320%, 02/25/2020	$	65	$	65
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
2.931%, VAR ICE LIBOR USD 1 Month+0.450%, 10/07/2020		116		116
NCUA Guaranteed Notes, Ser 2011-R3, Cl 1A
2.892%, VAR ICE LIBOR USD 1 Month+0.400%, 03/11/2020		46		46
				820
Non-Agency Mortgage-Backed Obligations — 9.5%
Angel Oak Mortgage Trust, Ser 2017-3, Cl A1
2.708%, 11/25/2047 (A)(D)		39		39
Angel Oak Mortgage Trust, Ser 2018-3, Cl A1
3.649%, 09/25/2048 (A)(D)		122		123
Arroyo Mortgage Trust, Ser 2019-1, Cl A1
3.805%, 01/25/2049 (A)(D)		113		114
BAMLL Commercial Mortgage Securities Trust, Ser 2018-DSNY, Cl A
3.334%, VAR LIBOR USD 1 Month+0.850%, 09/15/2034 (A)		300		298
Banc of America Mortgage Securities, Ser 2004-J, Cl 2A1
4.559%, 11/25/2034 (D)		21		21
Banc of America Mortgage Securities, Ser 2005-C, Cl 2A2
4.364%, 04/25/2035 (D)		106		101
Banc of America Mortgage Securities, Ser 2005-I, Cl 2A1
4.447%, 10/25/2035 (D)		76		75
Barclays Commercial Mortgage Securities, Ser 2017-DELC, Cl A
3.334%, VAR LIBOR USD 1 Month+0.850%, 08/15/2036 (A)		250		249
BX Commercial Mortgage Trust, Ser 2018- IND, Cl A
3.234%, VAR LIBOR USD 1 Month+0.750%, 11/15/2035 (A)		106		106
BX Trust, Ser 2018-MCSF, Cl A
3.061%, VAR LIBOR USD 1 Month+0.577%, 04/15/2035 (A)		140		138
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (A)(D)		121		120
Citigroup Commercial Mortgage Trust, Ser 2019-SST2, Cl A
3.404%, 12/15/2036		225		224
Citigroup Mortgage Loan Trust, Ser 2004- HYB3, Cl 1A
4.469%, 09/25/2034 (D)		19		19

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Ser 2018- RP2, Cl A1
3.500%, 02/25/2058 (A)(D)	$	109	$	110
COLT Mortgage Loan Trust, Ser 2016-3, Cl A3
3.750%, 12/26/2046 (A)(D)		46		46
COLT Mortgage Loan Trust, Ser 2017-1, Cl A1
2.614%, 05/27/2047 (A)(D)		56		56
COLT Mortgage Loan Trust, Ser 2018-1, Cl A1
2.930%, 02/25/2048 (A)(D)		48		47
COLT Mortgage Loan Trust, Ser 2018-2, Cl A1
3.470%, 07/27/2048 (A)(D)		131		131
COLT Mortgage Loan Trust, Ser 2018-3, Cl A1
3.692%, 10/26/2048 (A)(D)		85		85
COLT Mortgage Loan Trust, Ser 2018-4, Cl A1
4.006%, 12/28/2048 (A)(D)		185		186
Deephaven Residential Mortgage Trust, Ser 2017-1A, Cl A1
2.725%, 12/26/2046 (A)(D)		27		26
Deephaven Residential Mortgage Trust, Ser 2017-2A, Cl A1
2.453%, 06/25/2047 (A)(D)		39		39
Deephaven Residential Mortgage Trust, Ser 2017-3A, Cl A1
2.577%, 10/25/2047 (A)(D)		42		42
Deephaven Residential Mortgage Trust, Ser 2018-1A, Cl A1
2.976%, 12/25/2057 (A)(D)		52		52
Deephaven Residential Mortgage Trust, Ser 2018-2A, Cl A1
3.479%, 04/25/2058 (A)(D)		131		132
Deephaven Residential Mortgage Trust, Ser 2018-3A, Cl A1
3.789%, 08/25/2058 (A)(D)		227		228
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M2
4.136%, VAR ICE LIBOR USD 1 Month+1.650%, 04/25/2024		101		101
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M3
6.286%, VAR ICE LIBOR USD 1 Month+3.800%, 03/25/2025		246		259
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2
5.286%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028		218		223
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA3, Cl M2
4.486%, VAR ICE LIBOR USD 1 Month+2.000%, 12/25/2028		278		280
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA1, Cl M1
3.686%, VAR ICE LIBOR USD 1 Month+1.200%, 08/25/2029		161		162

52 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2018-SPI2, Cl M1
3.819%, 05/25/2048 (A)(D)	$	126	$	126
Flagstar Mortgage Trust, Ser 2018-5, Cl A7
4.000%, 09/25/2048 (A)(D)		128		130
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M1
3.436%, VAR ICE LIBOR USD 1 Month+0.950%, 05/25/2024		12		12
FNMA Connecticut Avenue Securities, Ser 2017-C02, Cl 2M1
3.636%, VAR ICE LIBOR USD 1 Month+1.150%, 09/25/2029		57		58
FNMA Connecticut Avenue Securities, Ser 2018-C04, Cl 2M1
3.236%, VAR ICE LIBOR USD 1 Month+0.750%, 12/25/2030		115		115
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1M1
3.206%, VAR ICE LIBOR USD 1 Month+0.720%, 01/25/2031		80		80
GS Mortgage Securities Corp., Ser 2010-C2, Cl A1
3.849%, 12/10/2043 (A)		25		25
GS Mortgage Securities Trust, Ser 2017- 500K, Cl A
3.184%, VAR LIBOR USD 1 Month+0.700%, 07/15/2032 (A)		135		135
Impac CMB Trust, Ser 2005-1, Cl 1A1
3.006%, VAR ICE LIBOR USD 1 Month+0.520%, 04/25/2035		114		111
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
3.240%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (A)		155		155
LSTAR Securities Investment, Ser 2017-8, Cl A
4.152%, VAR ICE LIBOR USD 1 Month+1.650%, 11/01/2022 (A)		45		45
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(D)		80		79
MFA Trust, Ser 2017-RPL1, Cl A1
2.588%, 02/25/2057 (A)(D)		60		59
MortgageIT Trust, Ser 2005-5, Cl A1
2.746%, VAR ICE LIBOR USD 1 Month+0.260%, 12/25/2035		285		283
MSCG Trust, Ser 2018-SELF, Cl A
3.384%, VAR LIBOR USD 1 Month+0.900%, 10/15/2037 (A)		105		105
MTRO Commercial Mortgage Trust, Ser 2019- TECH, Cl A
3.384%, VAR LIBOR USD 1 Month+0.900%, 12/15/2033 (A)		150		150

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (A)(D)	$	83	$	85
Sequoia Mortgage Trust, Ser 2004-10, Cl A2
3.128%, VAR ICE LIBOR USD 1 Month+0.640%, 11/20/2034		67		66
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
3.088%, VAR ICE LIBOR USD 1 Month+0.600%, 12/20/2034		47		46
Sequoia Mortgage Trust, Ser 2005-2, Cl A1
2.708%, VAR ICE LIBOR USD 1 Month+0.220%, 03/20/2035		29		28
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(D)		122		125
SG Residential Mortgage Trust, Ser 2018-1, Cl A1
3.425%, 04/27/2048 (A)(D)		122		122
Verus Securitization Trust, Ser 2018-2, Cl A1
3.677%, 06/01/2058 (A)(D)		181		182
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
4.259%, 03/25/2036 (D)		140		136
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
4.940%, 01/25/2035 (D)		62		63
				6,353
Total Mortgage-Backed Securities (Cost $7,174) ($ Thousands)				7,173
U.S. TREASURY OBLIGATION — 3.7%
U.S. Treasury Notes
2.540%, VAR US Treasury 3 Month Bill Money Market Yield+0.115%, 01/31/2021		2,500		2,498
Total U.S. Treasury Obligation (Cost $2,499) ($ Thousands)				2,498
LOAN PARTICIPATIONS — 0.1%
BPA Laboratories, Term Loan, 2nd Lien
10.553%, 04/29/2020 (B)(C)		44		40
Diebold Nixdorf, Term Loan B, 1st Lien
5.313%, VAR LIBOR+2.750%, 11/06/2023 (G)		2		2

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 53

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Enhanced Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Gardner Denver Inc., Term Loan B, 1st Lien
5.243%, VAR LIBOR+2.750%, 07/30/2024	$	2	$	2
Total Loan Participations (Cost $37) ($ Thousands)				44
	Shares
PREFERRED STOCK — 0.1%
TE Holdcorp, 0.000% *(B)(C)		17,950		40
Total Preferred Stock (Cost $156) ($ Thousands)				40
COMMON STOCK — 0.0%
Boart Longyear *(C)		694,591		2
TE Holdcorp *(C)		11,340		4
Total Common Stock (Cost $381) ($ Thousands)				6

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 4.2%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		2,792,886	$	2,793
Total Cash Equivalent (Cost $2,793) ($ Thousands)				2,793
	Face Amount (Thousands)
REPURCHASE AGREEMENT — 9.5%
Goldman Sachs
2.550%, dated 03/29/2019, to be repurchased on 04/01/2019, repurchase price $6,401,360 (collateralized by U.S. Government obligations, ranging in par value $1,890,488 - $5,127,424, 2.500% - 5.000%, 12/15/2035 - 09/20/2047; total market value $6,528,000) (H)	$	6,400		6,400
Total Repurchase Agreement (Cost $6,400) ($ Thousands)				6,400
Total Investments in Securities — 95.9% (Cost $64,744) ($ Thousands)			$	64,203

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)		Unrealized Depreciation (Thousands)
U.S. 10-Year Treasury Notes		(8	)		Jun-2019	$	(980	)	$	(994)	$	(14	)
U.S. 2-Year Treasury Notes		(20	)		Jul-2019		(4,246	)		(4,262)		(16	)
						$	(5,226	)	$	(5,256)	$	(30	)

Percentages are based on Net Assets of $66,958 ($ Thousands).

* Non-income producing security.

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

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

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $23,649 ($ Thousands), representing 35.3% of the Net Assets of the Fund.

(B) Level 3 security in accordance with fair value hierarchy.

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $1,055 ($ Thousands) and represented 1.6% of the Net Assets of the Fund.

(D) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(E) Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(F) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

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

(H) Tri-Party Repurchase Agreement.

Cl — Class

CLO — Collateralized Loan Obligation

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

ICE— Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

NCUA — National Credit Union Association

PLC — Public Limited Company

Ser — Series

USD — United States Dollar

VAR — Variable Rate

54 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, 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	$	–	$	19,428	$	–	$	19,428
Asset-Backed Securities		–		16,336		–		16,336
Commercial Paper		–		9,485		–		9,485
Mortgage-Backed Securities		–		7,173		–		7,173
U.S. Treasury Obligation		–		2,498		–		2,498
Loan Participations		–		4		40		44
Preferred Stock		–		–		40		40
Common Stock		2		4		–		6
Cash Equivalent		2,793		–		–		2,793
Repurchase Agreement		–		6,400		–		6,400
Total Investments in Securities	$	2,795	$	61,328	$	80	$	64,203

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(30)	$	–	$	–	$	(30)
Total Other Financial Instruments	$	(30)	$	–	$	–	$	(30)

* 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 net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

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

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

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

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

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

Security Description	Value 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/19	Income
SEI Daily Income Trust, Government Fund, Cl F	$ 2,514	$ 24,695	$ (24,416)	$ -	$ -	$ 2,793	$ 24

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 55

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund

^†Percentages are based on total investments. Includes investments held as collateral for securities held on loan (see Note 10).

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES — 37.4%
Agency Mortgage-Backed Obligations — 31.6%
FHLMC
10.000%, 03/17/2026	$	7	$	7
7.500%, 05/01/2031 to 02/01/2038		460		510
7.000%, 05/01/2024 to 03/01/2039		210		232
6.500%, 10/01/2031 to 09/01/2039		296		332
6.000%, 03/01/2020 to 09/01/2038		640		683
5.500%, 06/01/2020 to 08/01/2037		334		357
5.000%, 06/01/2019 to 04/01/2049		18,102		19,277
4.500%, 06/01/2027 to 10/01/2048		23,703		24,887
4.000%, 04/01/2019 to 01/01/2049		63,591		66,144
3.500%, 12/01/2033 to 03/01/2049		119,065		121,449
3.000%, 03/01/2031 to 03/01/2049		51,997		51,842
2.500%, 09/01/2031 to 12/01/2031		2,445		2,435
FHLMC ARM
3.859%, VAR ICE LIBOR USD 12 Month+1.640%, 07/01/2048		628		649
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		235		249
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		73		85
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		386		424
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		1,054		1,186
FHLMC CMO, Ser 2007-3281, Cl AI, IO
3.946%, VAR LIBOR USD 1 Month+6.430%, 02/15/2037		77		12

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037	$	129	$	141
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037 (A)		2		2
FHLMC CMO, Ser 2008-3451, Cl SB, IO
3.546%, VAR LIBOR USD 1 Month+6.030%, 05/15/2038		33		3
FHLMC CMO, Ser 2010-3621, Cl SB, IO
3.746%, VAR LIBOR USD 1 Month+6.230%, 01/15/2040		55		8
FHLMC CMO, Ser 2011-3947, Cl SG, IO
3.466%, VAR LIBOR USD 1 Month+5.950%, 10/15/2041		780		117
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		3,129		3,119
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		659		657
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		547		49
FHLMC CMO, Ser 2012-4054, Cl SA, IO
3.566%, VAR LIBOR USD 1 Month+6.050%, 08/15/2039		737		91
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		787		70
FHLMC CMO, Ser 2013-4174, Cl SA, IO
3.716%, VAR LIBOR USD 1 Month+6.200%, 05/15/2039		218		19
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		352		53
FHLMC CMO, Ser 2013-4203, Cl PS, IO
3.766%, VAR LIBOR USD 1 Month+6.250%, 09/15/2042		546		79
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		233		217
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		407		36
FHLMC CMO, Ser 2014-326, Cl 300
3.000%, 03/15/2044		2,515		2,508
FHLMC CMO, Ser 2014-328, Cl S4, IO
1.681%, 02/15/2038 (B)		31		2
FHLMC CMO, Ser 2014-4335, Cl SW, IO
3.516%, VAR LIBOR USD 1 Month+6.000%, 05/15/2044		116		19
FHLMC CMO, Ser 2014-4415, Cl IO, IO
1.522%, 04/15/2041 (B)		421		21
FHLMC CMO, Ser 2016-353, Cl S1, IO
3.516%, VAR LIBOR USD 1 Month+6.000%, 12/15/2046		647		115
FHLMC CMO, Ser 2016-4639, Cl HZ
2.750%, 04/15/2053		1,610		1,594
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,003		999

56 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2017-360, Cl 300
3.000%, 11/15/2047	$	2,214	$	2,215
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		1,586		1,679
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		7,233		7,224
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		417		423
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		1,922		1,943
FHLMC CMO, Ser 2018-4786, Cl DP
4.500%, 07/15/2042		1,171		1,212
FHLMC CMO, Ser 2018-4787, Cl AK
3.000%, 05/15/2048		3,215		3,174
FHLMC CMO, Ser 2018-4793, Cl CM
3.000%, 05/15/2048		1,021		1,006
FHLMC CMO, Ser 2018-4796, Cl AK
3.000%, 05/15/2048		4,102		4,050
FHLMC CMO, Ser 2018-4802, Cl A
3.000%, 06/15/2048		3,872		3,833
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		2,382		2,357
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		2,932		2,899
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		774		802
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K015, Cl X1, IO
1.569%, 07/25/2021 (B)		1,274		39
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.479%, 10/25/2021 (B)		260		8
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.103%, 05/25/2023 (B)		33,619		149
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.608%, 03/25/2027 (B)		4,956		207
FHLMC Multifamily Structured Pass-Through Certificates, Ser K158, Cl A3
3.900%, 10/25/2033 (B)		2,000		2,147
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
0.951%, 08/25/2023 (B)		7,561		254
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF52, Cl A
2.910%, VAR LIBOR USD 1 Month+0.420%, 09/25/2028		2,235		2,222
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF57, Cl A
3.030%, VAR LIBOR USD 1 Month+0.540%, 12/25/2028		360		360

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q006, Cl APT2
2.483%, 09/25/2026 (B)	$	4,478	$	4,774
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		328
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		475		472
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M2
4.686%, VAR ICE LIBOR USD 1 Month+2.200%, 02/25/2024		324		329
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2
5.086%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027		154		156
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1
3.686%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029		550		553
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
2.471%, 10/25/2037 (B)		126		133
FHLMC TBA
5.000%, 04/01/2036		600		635
4.500%, 04/13/2039		7,015		7,321
4.000%, 04/15/2045		3,500		3,603
FNMA
7.500%, 10/01/2037 to 04/01/2039		162		192
7.000%, 09/01/2026 to 02/01/2039		695		767
6.500%, 05/01/2027 to 05/01/2040		248		276
6.000%, 10/01/2019 to 10/01/2040		2,244		2,460
5.500%, 02/01/2021 to 09/01/2056		1,089		1,179
5.000%, 01/01/2020 to 03/01/2049		36,951		39,856
4.500%, 04/01/2025 to 09/01/2057		113,747		119,492
4.360%, 05/01/2021		929		963
4.350%, 04/01/2021		723		747
4.300%, 04/01/2021		228		236
4.200%, 04/01/2021		645		666
4.000%, 08/01/2020 to 06/01/2057		118,036		122,192
3.715%, 11/25/2017		611		92
3.590%, 12/01/2020		425		432
3.500%, 09/01/2033 to 03/01/2057		64,625		65,963
3.490%, 02/01/2033		1,315		1,351
3.480%, 08/01/2028		2,025		2,108
3.410%, 10/01/2030		805		832
3.390%, 05/01/2030		6,902		7,097
3.340%, 07/01/2030		600		612
3.290%, 10/01/2020 to 09/01/2032		972		983
3.260%, 10/01/2030		705		719
3.240%, 06/01/2029		955		974
3.190%, 05/01/2030		1,267		1,278

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 57

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.120%, 06/01/2035	$	850	$	835
3.110%, 02/01/2028		465		471
3.080%, 04/01/2030		492		494
3.040%, 04/01/2030		492		493
3.000%, 02/01/2032 to 09/01/2047		38,348		38,417
2.900%, 11/01/2029		500		491
2.820%, 07/01/2027		590		588
2.510%, 08/01/2026		1,283		1,267
2.500%, 10/01/2042		806		787
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.419%, 09/25/2022 (B)		14,764		174
FNMA ACES, Ser 2014-M12, Cl FA
2.781%, VAR LIBOR USD 1 Month+0.300%, 10/25/2021		232		232
FNMA ACES, Ser 2014-M2, Cl A2
3.513%, 12/25/2023 (B)		1,726		1,786
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027 (B)		440		441
FNMA ARM
4.281%, VAR 12 Month Treas Avg+1.944%, 11/01/2035		146		151
4.223%, VAR 12 Month Treas Avg+1.917%, 11/01/2035		567		586
4.137%, VAR 12 Month Treas Avg+1.833%, 10/01/2035		599		617
4.112%, VAR 12 Month Treas Avg+1.808%, 10/01/2035		97		100
3.855%, VAR ICE LIBOR USD 12 Month+1.620%, 10/01/2048		931		962
3.752%, VAR ICE LIBOR USD 12 Month+1.620%, 08/01/2048		589		607
3.734%, VAR ICE LIBOR USD 12 Month+1.620%, 07/01/2048		1,052		1,083
3.727%, VAR ICE LIBOR USD 12 Month+1.620%, 08/01/2048		1,182		1,217
3.672%, VAR ICE LIBOR USD 12 Month+1.611%, 12/01/2048		713		731
3.126%, VAR ICE LIBOR USD 12 Month+1.620%, 03/01/2047		1,243		1,260
2.953%, VAR ICE LIBOR USD 12 Month+1.599%, 08/01/2047		863		873
FNMA CMO STRIPS, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		407		82
FNMA CMO STRIPS, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		498		35
FNMA CMO STRIPS, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		393		73
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		223		229
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		525		546
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		214		240

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035	$	1,235	$	239
FNMA CMO, Ser 2006-112, Cl ST, IO
4.215%, VAR LIBOR USD 1 Month+6.700%, 11/25/2036		963		77
FNMA CMO, Ser 2008-22, Cl SI, IO
3.945%, VAR LIBOR USD 1 Month+6.430%, 03/25/2037		1,018		17
FNMA CMO, Ser 2009-103, Cl MB
4.315%, 12/25/2039 (B)		52		56
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037 (A)		1,332		1,208
FNMA CMO, Ser 2010-150, Cl SK, IO
4.045%, VAR LIBOR USD 1 Month+6.530%, 01/25/2041		320		56
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,926		2,134
FNMA CMO, Ser 2011-87, Cl SG, IO
4.065%, VAR LIBOR USD 1 Month+6.550%, 04/25/2040		270		32
FNMA CMO, Ser 2011-90, Cl QI, IO
5.000%, 05/25/2034		238		9
FNMA CMO, Ser 2011-96, Cl SA, IO
4.065%, VAR LIBOR USD 1 Month+6.550%, 10/25/2041		1,090		173
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		90		7
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		400		29
FNMA CMO, Ser 2012-118, Cl CI, IO
3.500%, 12/25/2039		429		40
FNMA CMO, Ser 2012-133, Cl CS, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 12/25/2042		343		59
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		39		42
FNMA CMO, Ser 2012-35, Cl SC, IO
4.015%, VAR LIBOR USD 1 Month+6.500%, 04/25/2042		201		35
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		269		291
FNMA CMO, Ser 2012-70, Cl YS, IO
4.165%, VAR LIBOR USD 1 Month+6.650%, 02/25/2041		73		8
FNMA CMO, Ser 2012-74, Cl SA, IO
4.165%, VAR LIBOR USD 1 Month+6.650%, 03/25/2042		340		46
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042 (A)		26		23
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042 (A)		52		46
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		375		350

58 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-124, Cl SB, IO
3.465%, VAR LIBOR USD 1 Month+5.950%, 12/25/2043	$	543	$	100
FNMA CMO, Ser 2013-126, Cl CS, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 09/25/2041		456		58
FNMA CMO, Ser 2013-30, Cl CA
1.500%, 04/25/2043		412		395
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,799
FNMA CMO, Ser 2013-54, Cl BS, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 06/25/2043		218		42
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		548		54
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		122		10
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		300		343
FNMA CMO, Ser 2013-9, Cl SA, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 03/25/2042		419		53
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		2,321		2,552
FNMA CMO, Ser 2014-40, Cl EP
3.500%, 10/25/2042		668		690
FNMA CMO, Ser 2014-47, Cl AI, IO
1.647%, 08/25/2044 (B)		250		13
FNMA CMO, Ser 2015-55, Cl IO, IO
1.465%, 08/25/2055 (B)		617		31
FNMA CMO, Ser 2015-56, Cl AS, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 08/25/2045		67		14
FNMA CMO, Ser 2016-60, Cl QS, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 09/25/2046		375		55
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		1,220		1,234
FNMA CMO, Ser 2017-76, Cl SB, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 10/25/2057		2,025		354
FNMA CMO, Ser 2018-12, Cl P
3.000%, 03/25/2046		1,385		1,385
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		2,157		2,204
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		505		501
FNMA CMO, Ser 2018-38, Cl LA
3.000%, 06/25/2048		4,055		4,013
FNMA CMO, Ser 2018-4, Cl HC
2.500%, 12/25/2047		1,189		1,173
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		3,864		3,826

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2018-45, Cl GA
3.000%, 06/25/2048	$	8,383	$	8,301
FNMA CMO, Ser 2018-50, Cl BA
3.000%, 07/25/2048		8,231		8,098
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		2,373		2,425
FNMA CMO, Ser 2018-56, Cl CH
3.000%, 08/25/2048		1,900		1,880
FNMA CMO, Ser 2018-57, Cl PT
3.000%, 08/25/2048		1,647		1,624
FNMA CMO, Ser 2018-59, Cl DA
3.000%, 08/25/2048		4,189		4,130
FNMA CMO, Ser 2018-63, Cl DA
3.500%, 09/25/2048		1,185		1,216
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		727		713
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		3,065		3,144
FNMA TBA
5.000%, 04/30/2037 to 05/01/2038		8,570		9,055
4.500%, 04/14/2033		15,915		16,582
4.000%, 04/01/2039		12,115		12,461
3.500%, 04/01/2041		60,065		61,051
3.000%, 04/25/2026 to 05/15/2045		9,335		9,316
FNMA, Ser 141, Cl 1
2.964%, 05/01/2027		1,824		1,848
FNMA, Ser 2014-M8, Cl X2, IO
0.381%, 06/25/2024 (B)		8,010		126
FNMA, Ser 2015-M10, Cl A2
3.092%, 04/25/2027 (B)		544		548
FNMA, Ser M10, Cl A2
3.385%, 07/25/2028 (B)		6,100		6,290
FNMA, Ser M12, Cl A1
3.546%, 02/25/2030		2,460		2,574
FNMA, Ser M13, Cl A1
3.697%, 03/25/2030 (B)		1,052		1,119
FREMF Mortgage Trust, Ser 2010-K8, Cl B
5.279%, 09/25/2043 (B)(C)		290		297
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045 (C)		11,995		62
FREMF Mortgage Trust, Ser 2014-K503, Cl B
3.042%, 10/25/2047 (B)(C)		795		794
FRESB Mortgage Trust, Ser 2018-SB50, Cl A10F
3.350%, 04/25/2028 (B)		100		101
GNMA
8.000%, 11/15/2029 to 09/15/2030		46		50
7.500%, 03/15/2029 to 10/15/2037		81		95
7.000%, 09/15/2031		31		35
6.500%, 07/15/2028 to 12/15/2035		1,646		1,839
6.000%, 12/15/2028 to 10/20/2040		2,776		3,061

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 59

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.075%, 07/20/2060 (B)	$	248	$	253
5.000%, 12/20/2039 to 05/20/2049		51,214		53,778
4.500%, 04/20/2041 to 03/20/2049		44,061		45,911
4.000%, 08/20/2047 to 05/20/2049		27,624		28,538
3.500%, 06/20/2044 to 06/15/2048		49,263		50,398
3.375%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.500%, 02/20/2034		209		217
3.000%, 09/15/2042 to 04/20/2048		34,938		35,126
GNMA CMO, Ser 2007-17, Cl IB, IO
3.762%, VAR LIBOR USD 1 Month+6.250%, 04/20/2037		540		66
GNMA CMO, Ser 2007-51, Cl SG, IO
4.092%, VAR LIBOR USD 1 Month+6.580%, 08/20/2037		71		12
GNMA CMO, Ser 2007-78, Cl SA, IO
4.048%, VAR LIBOR USD 1 Month+6.530%, 12/16/2037		632		78
GNMA CMO, Ser 2009-66, Cl XS, IO
4.318%, VAR LIBOR USD 1 Month+6.800%, 07/16/2039		646		79
GNMA CMO, Ser 2010-31, Cl GS, IO
4.012%, VAR LIBOR USD 1 Month+6.500%, 03/20/2039		35		1
GNMA CMO, Ser 2010-4, Cl NS, IO
3.908%, VAR LIBOR USD 1 Month+6.390%, 01/16/2040		4,971		834
GNMA CMO, Ser 2010-85, Cl HS, IO
4.162%, VAR LIBOR USD 1 Month+6.650%, 01/20/2040		55		5
GNMA CMO, Ser 2010-H11, Cl FA
3.479%, VAR ICE LIBOR USD 1 Month+1.000%, 06/20/2060		446		453
GNMA CMO, Ser 2010-H27, Cl FA
2.889%, VAR ICE LIBOR USD 1 Month+0.380%, 12/20/2060		1,224		1,220
GNMA CMO, Ser 2010-H28, Cl FE
2.909%, VAR ICE LIBOR USD 1 Month+0.400%, 12/20/2060		593		591
GNMA CMO, Ser 2011-H08, Cl FG
2.989%, VAR ICE LIBOR USD 1 Month+0.480%, 03/20/2061		713		713
GNMA CMO, Ser 2011-H08, Cl FD
3.009%, VAR ICE LIBOR USD 1 Month+0.500%, 02/20/2061		295		295
GNMA CMO, Ser 2011-H09, Cl AF
3.009%, VAR ICE LIBOR USD 1 Month+0.500%, 03/20/2061		496		497
GNMA CMO, Ser 2012-141, Cl WA
4.530%, 11/16/2041 (B)		378		409
GNMA CMO, Ser 2012-34, Cl SA, IO
3.562%, VAR LIBOR USD 1 Month+6.050%, 03/20/2042		551		79

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2012-43, Cl SN, IO
4.118%, VAR LIBOR USD 1 Month+6.600%, 04/16/2042	$	101	$	21
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		426		28
GNMA CMO, Ser 2012-98, Cl SA, IO
3.618%, VAR LIBOR USD 1 Month+6.100%, 08/16/2042		258		42
GNMA CMO, Ser 2012-H25, Cl FA
3.209%, VAR ICE LIBOR USD 1 Month+0.700%, 12/20/2061		115		115
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.763%, VAR ICE LIBOR USD 1 Month+0.000%, 10/20/2062		1,523		75
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		276		37
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		479		75
GNMA CMO, Ser 2014-117, Cl SJ, IO
3.112%, VAR LIBOR USD 1 Month+5.600%, 08/20/2044		168		22
GNMA CMO, Ser 2014-5, Cl SP, IO
3.668%, VAR LIBOR USD 1 Month+6.150%, 06/16/2043		363		38
GNMA CMO, Ser 2014-H10, Cl TA
3.109%, VAR ICE LIBOR USD 1 Month+0.600%, 04/20/2064		601		603
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		181		34
GNMA CMO, Ser 2015-H10, Cl FC
2.989%, VAR ICE LIBOR USD 1 Month+0.480%, 04/20/2065		386		386
GNMA CMO, Ser 2015-H18, Cl FA
2.959%, VAR ICE LIBOR USD 1 Month+0.450%, 06/20/2065		276		275
GNMA CMO, Ser 2015-H20, Cl FA
2.979%, VAR ICE LIBOR USD 1 Month+0.470%, 08/20/2065		282		282
GNMA CMO, Ser 2016-135, Cl SB, IO
3.618%, VAR LIBOR USD 1 Month+6.100%, 10/16/2046		329		89
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		1,744		1,742
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.228%, VAR ICE LIBOR USD 12 Month+0.000%, 07/20/2067		895		119
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.578%, VAR ICE LIBOR USD 12 Month+0.000%, 09/20/2067		5,689		523
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.001%, VAR ICE LIBOR USD 12 Month+0.000%, 10/20/2067		398		45

60 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.174%, VAR ICE LIBOR USD 12 Month+0.000%, 11/20/2067	$	182	$	21
GNMA CMO, Ser 2018-H04, Cl FJ
3.061%, VAR ICE LIBOR USD 12 Month+0.040%, 03/20/2068		613		605
GNMA CMO, Ser 2018-H06, Cl PF
2.809%, VAR ICE LIBOR USD 1 Month+0.300%, 02/20/2068		632		629
GNMA CMO, Ser 2018-H07, Cl FD
2.809%, VAR ICE LIBOR USD 1 Month+0.300%, 05/20/2068		1,117		1,111
GNMA CMO, Ser 2018-H13, Cl DF
2.850%, VAR ICE LIBOR USD 12 Month+0.020%, 07/20/2068		3,726		3,669
GNMA CMO, Ser 2019-20, Cl JK
3.500%, 02/20/2049		4,073		4,130
GNMA TBA
4.500%, 04/01/2039		7,240		7,520
4.000%, 04/01/2040 to 05/01/2042		19,600		20,231
3.500%, 04/15/2045		22,900		23,395
3.000%, 04/15/2043		3,100		3,113
GNMA, Ser 2012-112, Cl IO, IO
0.277%, 02/16/2053 (B)		942		18
GNMA, Ser 2012-152, Cl IO, IO
0.789%, 01/16/2054 (B)		7,357		377
GNMA, Ser 2012-27, Cl IO, IO
0.955%, 04/16/2053 (B)		1,351		40
GNMA, Ser 2013-145, Cl IO, IO
1.066%, 09/16/2044 (B)		1,142		55
GNMA, Ser 2013-96, Cl IO, IO
0.520%, 10/16/2054 (B)		1,889		48
GNMA, Ser 2014-47, Cl IA, IO
0.243%, 02/16/2048 (B)		239		5
GNMA, Ser 2014-50, Cl IO, IO
0.838%, 09/16/2055 (B)		699		37
GNMA, Ser 2014-92, Cl IX, IO
0.628%, 05/16/2054 (B)		5,927		164
GNMA, Ser 2015-5, Cl IK, IO
0.667%, 11/16/2054 (B)		6,151		245
GNMA, Ser 28, Cl AB
3.150%, 06/16/2060 (B)		670		665
GNMA, Ser 98, Cl A
3.000%, 10/16/2050		109		108
GNMA, Ser 99, Cl A
3.200%, 01/16/2052		168		168
				1,264,690
Non-Agency Mortgage-Backed Obligations — 5.8%
1211 Avenue of the Americas Trust, Ser 2015- 1211, Cl A1A2
3.901%, 08/10/2035 (C)		805		842

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
A10 Term Asset Financing, Ser 1A, Cl A1FX
2.340%, 03/15/2036 (C)	$	153	$	153
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
3.511%, 02/25/2035 (B)		581		563
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
2.626%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		1,517		1,403
Alternative Loan Trust, Ser 2006-18CB, Cl A6
18.658%, VAR ICE LIBOR USD 1 Month+28.600%, 07/25/2036		244		349
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
4.812%, VAR ICE LIBOR USD 6 Month+2.000%, 02/25/2045		280		284
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
4.704%, VAR ICE LIBOR USD 6 Month+2.000%, 06/25/2045		1,985		2,005
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
4.435%, VAR ICE LIBOR USD 6 Month+1.750%, 11/25/2045		1,219		898
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
2.886%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2046		4,397		4,202
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (B)(C)		675		675
AOA Mortgage Trust, Ser 2015-1177, Cl A
2.957%, 12/13/2029 (C)		930		930
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038 (B)(C)		1,790		1,912
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.779%, 08/10/2045 (B)(C)		1,661		1,168
Banc of America Funding Trust, Ser 2004-C, Cl 1A1
4.961%, 12/20/2034 (B)		13		13
Banc of America Funding Trust, Ser 2006-G, Cl 2A4
2.778%, VAR ICE LIBOR USD 1 Month+0.290%, 07/20/2036		692		691
BANK, Ser 2017-BNK5, Cl A3
3.020%, 06/15/2060		500		501
BBCMS Trust, Ser CBM, Cl A
3.484%, VAR LIBOR USD 1 Month+1.000%, 07/15/2037 (C)		375		373
BB-UBS Trust, Ser 2012-SHOW, Cl A
3.430%, 11/05/2036 (C)		600		610

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 61

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BB-UBS Trust, Ser 2012-TFT, Cl A
2.892%, 06/05/2030 (C)	$	150	$	149
BCAP LLC Trust, Ser 2009-RR5, Cl 8A1
5.500%, 11/26/2034 (B)(C)		58		59
BCAP Trust, Ser 2015-RR2, Cl 21A1
4.052%, 03/28/2037 (B)(C)		897		874
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
4.444%, 05/25/2034 (B)		12		12
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
2.388%, 05/25/2034 (B)		76		71
Bear Stearns ALT-A Trust, Ser 2004-6, Cl 1A
3.126%, VAR ICE LIBOR USD 1 Month+0.640%, 07/25/2034		47		46
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
4.749%, 10/25/2033 (B)		442		447
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035 (B)		1,032		1,035
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
5.165%, VAR ICE LIBOR USD 1 Month+7.650%, 11/25/2035		3,365		943
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.212%, 06/11/2041 (B)(C)		22		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
2.626%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		5,055		4,871
Benchmark Mortgage Trust, Ser 2018-B1, Cl ASB
3.602%, 01/15/2051 (B)		349		361
Benchmark Mortgage Trust, Ser 2019-B10, Cl A3
3.455%, 03/15/2062		726		741
Benchmark Mortgage Trust, Ser 2019-B9, Cl A5
4.016%, 03/15/2052		1,630		1,730
Benchmark Mortgage Trust, Ser 2019-B9, Cl A4
3.751%, 03/15/2052		772		803
Benchmark Mortgage Trust, Ser B8, Cl A5
4.232%, 01/15/2052		595		641
Bunker Hill Loan Depositary Trust, Ser 2019- 1, Cl A1
3.613%, 10/26/2048 (C)		448		449
BX Commercial Mortgage Trust, Ser IND, Cl H
5.484%, VAR LIBOR USD 1 Month+3.000%, 11/15/2035 (C)		4,792		4,807

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Trust, Ser 2017-APPL, Cl A
3.364%, VAR LIBOR USD 1 Month+0.880%, 07/15/2034 (C)	$	501	$	500
BX Trust, Ser 2017-IMC, Cl A
3.534%, VAR LIBOR USD 1 Month+1.050%, 10/15/2032 (C)		920		917
Cali Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2029		1,280		1,345
CAMB Commercial Mortgage Trust, Ser 2019- LIFE, Cl A
3.554%, VAR LIBOR USD 1 Month+1.070%, 12/15/2037 (C)		725		726
CD Commercial Mortgage Trust, Ser 2007- CD4, Cl AJ
5.398%, 12/11/2049 (B)		6		4
CD Commercial Mortgage Trust, Ser 2016- CD1, Cl A1
1.443%, 08/10/2049		213		209
CD Commercial Mortgage Trust, Ser 2017- CD3, Cl A4
3.631%, 02/10/2050		310		320
CD Commercial Mortgage Trust, Ser 2017- CD4, Cl ASB
3.317%, 05/10/2050		474		481
CD Commercial Mortgage Trust, Ser 2017- CD5, Cl XA, IO
0.909%, 08/15/2050 (B)		8,676		473
CD Commercial Mortgage Trust, Ser 2017- CD6, Cl ASB
3.332%, 11/13/2050		1,156		1,172
CD Mortgage Trust, Ser 2017-CD4, Cl A4
3.514%, 05/10/2050 (B)		522		535
CFCRE Commercial Mortgage Trust, Ser 2016-C3, Cl A1
1.793%, 01/10/2048		304		301
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%, 05/10/2058		605		604
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl ASB
3.091%, 05/10/2058		615		619
CFCRE Commercial Mortgage Trust, Ser 2016-C7, Cl A2
3.585%, 12/10/2054		622		638
CFCRE Commercial Mortgage Trust, Ser 2016-C7, Cl A3
3.839%, 12/10/2054		467		486
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A1
1.965%, 06/15/2050		283		279
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		494		503

62 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050	$	371	$	378
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035 (C)		660		674
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
4.478%, 02/25/2037 (B)		21		22
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
4.510%, 02/25/2037 (B)		14		14
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
4.263%, 07/25/2037 (B)		30		30
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
3.414%, VAR LIBOR USD 1 Month+0.930%, 11/15/2036 (C)		790		789
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035 (C)		895		905
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A2
2.674%, 04/10/2048		863		860
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl AS
3.457%, 04/10/2048		289		293
Citigroup Commercial Mortgage Trust, Ser 2015-GC33, Cl A4
3.778%, 09/10/2058		30		31
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
4.740%, 09/25/2033 (B)		16		16
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046 (B)(C)		406		–
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2007-CD4, Cl XC, IO
0.614%, 12/11/2049 (B)(C)		36		–
CityLine Commercial Mortgage Trust, Ser 2016-CLNE, Cl A
2.778%, 11/10/2031 (B)(C)		720		716
Cold Storage Trust, Ser 2017-ICE3, Cl A
3.484%, VAR LIBOR USD 1 Month+1.000%, 04/15/2036 (C)		1,050		1,050
Cold Storage Trust, Ser 2017-ICE3, Cl B
3.734%, VAR LIBOR USD 1 Month+1.250%, 04/15/2036 (C)		1,740		1,740
COLT Mortgage Loan Trust, Ser 2019-1, Cl A1
3.705%, 03/25/2049 (B)(C)		692		695
COLT Mortgage Loan Trust, Ser 2019-2, Cl A1
3.337%, 05/25/2049 (B)(C)		1,250		1,250

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2010-C1, Cl XWB, IO
0.785%, 07/10/2046 (B)(C)(D)	$	13,060	$	139
COMM Mortgage Trust, Ser 2012-CR4, Cl A2
1.801%, 10/15/2045		98		95
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		77		78
COMM Mortgage Trust, Ser 2013-300P, Cl A1
4.353%, 08/10/2030 (C)		835		881
COMM Mortgage Trust, Ser 2013-CR10, Cl A2
2.972%, 08/10/2046		14		15
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		502		524
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.084%, 10/10/2046 (B)		70		73
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (B)		120		126
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		136
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046 (C)		299		296
COMM Mortgage Trust, Ser 2013-LC6, Cl AM
3.282%, 01/10/2046		315		318
COMM Mortgage Trust, Ser 2014-CR18, Cl XA, IO
1.145%, 07/15/2047 (B)		3,441		129
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		247
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.217%, 03/10/2047 (B)		1,956		86
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		292
COMM Mortgage Trust, Ser 2014-UBS4, Cl AM
3.968%, 08/10/2047		661		678
COMM Mortgage Trust, Ser 2014-UBS6, Cl A5
3.644%, 12/10/2047		903		933
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%, 02/10/2048		696		705
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.167%, 02/10/2048 (B)		6,115		323
COMM Mortgage Trust, Ser 2016-787S, Cl A
3.545%, 02/10/2036 (C)		960		980
COMM Mortgage Trust, Ser 2016-COR1, Cl ASB
2.972%, 10/10/2049		480		478
COMM Mortgage Trust, Ser 2016-GCT, Cl A
2.681%, 08/10/2029 (C)		370		368
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029 (C)		410		413

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 63

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045	$	489	$	487
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		583
Commercial Mortgage Pass-Through Certificates, Ser CR14, Cl B
4.643%, 02/10/2047 (B)		850		892
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
4.786%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (C)		2,880		2,899
Core Industrial Trust, Ser 2015-CALW, Cl A
3.040%, 02/10/2034 (C)		1,119		1,127
Core Industrial Trust, Ser 2019-CORE, Cl A
3.380%, 12/15/2031		2,200		2,201
Credit Suisse Commercial Mortgage Trust, Ser 2006-C3, Cl AJ
6.159%, 06/15/2038 (B)		42		23
Credit Suisse Commercial Mortgage Trust, Ser 2006-C5, Cl AJ
5.373%, 12/15/2039		244		161
Credit Suisse Commercial Mortgage Trust, Ser 2007-C5, Cl AM
5.869%, 09/15/2040 (B)		104		78
Credit Suisse First Boston Mortgage Securities, Ser 2003-27, Cl 5A3
5.250%, 11/25/2033		45		46
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		46		50
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
4.668%, 10/25/2033 (B)		922		920
Credit Suisse Group Funding Guernsey, Ser 2015-3GNA, Cl A1
3.408%, 03/12/2020 (D)	GBP	1,072		1,362
Credit Suisse Group Funding Guernsey, Ser 2015-3GNA, Cl A2
4.675%, 03/12/2020 (D)		377		479
Credit Suisse Mortgage Trust, Ser 2016- NXSR, Cl A4
3.795%, 12/15/2049 (B)	$	1,089		1,127
CSAIL Commercial Mortgage Trust, Ser 2014- C3, Cl A4
3.718%, 08/15/2048		651		674
CSAIL Commercial Mortgage Trust, Ser 2015- C2, Cl A4
3.504%, 06/15/2057		508		520
CSAIL Commercial Mortgage Trust, Ser 2015- C3, Cl A3
3.447%, 08/15/2048		490		500

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSAIL Commercial Mortgage Trust, Ser 2015- C4, Cl A4
3.808%, 11/15/2048	$	1,046	$	1,087
CSAIL Commercial Mortgage Trust, Ser 2016- C5, Cl ASB
3.533%, 11/15/2048		202		207
CSAIL Commercial Mortgage Trust, Ser 2019- C15, Cl A4
4.053%, 03/15/2052		508		537
CSMC Trust, Ser 2017-CHOP, Cl G
8.104%, VAR LIBOR USD 1 Month+5.620%, 07/15/2032 (C)		1,000		983
CSMC Trust, Ser 2017-PFHP, Cl A
3.434%, VAR LIBOR USD 1 Month+0.950%, 12/15/2030 (C)		1,190		1,186
CSMC Trust, Ser 2017-RPL3, Cl A1
4.000%, 08/01/2057 (B)(C)		1,116		1,130
CSMC, Ser 2009-2R, Cl 1A14
4.618%, 09/26/2034 (B)(C)		503		510
CSMC, Ser 2009-2R, Cl 1A16
4.618%, 09/26/2034 (B)(C)		444		449
CSMC, Ser 2014-11R, Cl 9A2
2.630%, VAR ICE LIBOR USD 1 Month+0.140%, 10/27/2036 (C)		2,620		2,033
CSMC, Ser 2014-7R, Cl 8A1
3.785%, 07/27/2037 (B)(C)		384		383
CSMC, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (C)		290		266
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037 (C)		2,065		2,129
CSMC, Ser 2015-4R, Cl 3A1
3.110%, VAR ICE LIBOR USD 1 Month+0.310%, 10/27/2036 (C)		44		39
CSMC, Ser 2015-5R, Cl 1A1
3.172%, 09/27/2046 (B)(C)		518		515
CSMC, Ser 2018-J1, Cl A2
3.500%, 02/25/2048 (B)(C)		8,669		8,458
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034 (C)		1,175		1,226
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
4.935%, 01/10/2034 (B)(C)		315		320
DBJPM Mortgage Trust, Ser 2017-C6, Cl ASB
3.121%, 06/10/2050		281		283
DBUBS Mortgage Trust, Ser 2011-LC2A, Cl A4
4.537%, 07/10/2044 (C)		100		103
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
3.282%, VAR ICE LIBOR USD 1 Month+0.800%, 11/19/2044		683		641
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048 (B)(C)		844		842

64 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M2
4.136%, VAR ICE LIBOR USD 1 Month+1.650%, 04/25/2024	$	171	$	172
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
7.136%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		360		402
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048 (B)(C)		3,564		3,537
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
5.486%, VAR ICE LIBOR USD 1 Month+3.000%, 07/25/2024		4,098		4,351
GS Mortgage Securities II, Ser 2010-C1, Cl A2
4.592%, 08/10/2043 (C)		750		761
GS Mortgage Securities II, Ser 2013-KING, Cl A
2.706%, 12/10/2027 (C)		95		95
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032 (C)		1,310		1,328
GS Mortgage Securities II, Ser GC30, Cl B
4.013%, 05/10/2050 (B)		480		491
GS Mortgage Securities II, Ser GS10, Cl A5
4.155%, 07/10/2051 (B)		1,000		1,067
GS Mortgage Securities Trust, Ser 2006-GG8, Cl AJ
5.622%, 11/10/2039		261		224
GS Mortgage Securities Trust, Ser 2006-GG8, Cl X, IO
0.871%, 11/10/2039 (B)(C)		307		2
GS Mortgage Securities Trust, Ser 2012-GC6, Cl A3
3.482%, 01/10/2045		435		441
GS Mortgage Securities Trust, Ser 2012-GCJ7, Cl AAB
2.935%, 05/10/2045		66		66
GS Mortgage Securities Trust, Ser 2013- GC16, Cl B
5.161%, 11/10/2046 (B)		270		292
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A3
3.801%, 01/10/2047		388		400
GS Mortgage Securities Trust, Ser 2014- GC26, Cl B
4.215%, 11/10/2047 (B)		680		693
GS Mortgage Securities Trust, Ser 2015- GC34, Cl A4
3.506%, 10/10/2048		2,339		2,398
GS Mortgage Securities Trust, Ser 2016-GS3, Cl A4
2.850%, 10/10/2049		413		406

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049	$	619	$	616
GS Mortgage Securities Trust, Ser 2017-GS7, Cl A4
3.430%, 08/10/2050		522		528
GS Mortgage Securities Trust, Ser 2018-SRP5
3.281%, 06/09/2021		2,900		2,854
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (C)		5,237		5,316
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (B)(C)		17		17
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
4.297%, 10/25/2033 (B)		234		241
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		20		21
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		9		9
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
4.702%, 05/19/2034 (B)		970		992
Impac Secured Assets Trust, Ser 2006-2, Cl 2A1
2.840%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		29		28
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (C)		1,866		2,021
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.892%, 01/15/2047 (B)		130		139
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.561%, 09/15/2047 (B)		120		120
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		541		559
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		2,581		2,566
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A2
2.773%, 10/15/2048		373		372
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C33, Cl A4
3.770%, 12/15/2048		272		283
JPMBB Commercial Mortgage Securities Trust, Ser 2016-C1, Cl A5
3.576%, 03/15/2049		348		358

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 65

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMCC Commercial Mortgage Securities Trust, Ser 2019-COR4, Cl A5
4.029%, 03/10/2052	$	966	$	1,023
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl A5
3.694%, 03/15/2050		875		908
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl ASB
3.492%, 03/15/2050		187		192
JPMDB Commercial Mortgage Securities Trust, Ser 2018-C8, Cl ASB
4.145%, 06/15/2051		575		612
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.369%, 06/12/2043 (B)		1,003		1
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP9, Cl A3SF
2.639%, VAR LIBOR USD 1 Month+0.155%, 05/15/2047		11		11
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB18, Cl AJ
5.502%, 06/12/2047 (B)		505		381
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB19, Cl AJ
5.607%, 02/12/2049 (B)		222		158
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.201%, 02/15/2051 (B)		4		3
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C5, Cl B
5.383%, 08/15/2046 (B)(C)		296		309
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-CBX, Cl A4
3.483%, 06/15/2045		785		796
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-HSBC, Cl A
3.093%, 07/05/2032 (C)		711		718
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-C13, Cl A2
2.665%, 01/15/2046		36		36
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.582%, 07/15/2047 (B)		380		391
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A2
2.872%, 07/15/2047		116		116
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-JP1, Cl ASB
3.733%, 01/15/2049		576		596
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl ASB
2.713%, 08/15/2049		600		595

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A1
1.324%, 08/15/2049	$	457	$	451
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl ASB
3.549%, 03/15/2050		1,373		1,413
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2017-JP6, Cl ASB
3.283%, 07/15/2050		529		537
JPMorgan Chase Commercial Mortgage Securities Trust, Ser WPT, Cl AFX
4.248%, 07/05/2033 (C)		160		168
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
4.628%, 11/25/2033 (B)		38		39
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
4.482%, 08/25/2034 (B)		83		85
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
3.271%, 05/25/2045 (B)(C)		186		185
JPMorgan Mortgage Trust, Ser 2016-5, Cl A1
2.638%, 12/25/2046 (B)(C)		1,388		1,374
JPMorgan Mortgage Trust, Ser 2017-5, Cl A1
3.175%, 10/26/2048 (B)(C)		3,200		3,198
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048 (B)(C)		4,501		4,511
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048 (B)(C)		1,751		1,742
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048 (B)(C)		5,955		5,924
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.377%, 02/15/2041 (B)(C)		323		–
Lehman XS Trust, Ser 2007-16N, Cl 2A2
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 09/25/2047		5,229		5,070
Liberty Street Trust, Ser 2016-225L, Cl A
3.597%, 02/10/2036 (C)		1,160		1,191
LMREC, Ser CRE2, Cl A
4.190%, VAR LIBOR USD 1 Month+1.700%, 11/24/2031 (C)		584		584
Lone Star Portfolio Trust, Ser 2015-LSP, Cl E
8.334%, VAR LIBOR USD 1 Month+5.850%, 09/15/2028 (C)		589		592
LSTAR Commercial Mortgage Trust, Ser 2015- 3, Cl A2
2.729%, 04/20/2048 (B)(C)		774		771
Madison Avenue Trust, Ser 2013-650M, Cl A
3.843%, 10/12/2032 (C)		245		247
Master Resecuritization Trust, Ser 2005-PO, Cl 3PO, PO
0.000%, 05/28/2035 (A)(C)(D)		5		4

66 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034 (C)	$	1,407	$	1,314
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
4.590%, 07/25/2033 (B)		17		17
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
5.125%, 02/25/2034 (B)		42		43
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
0.242%, 12/12/2049 (B)(C)		49		–
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048 (B)(C)		30		22
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048 (B)		230		166
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
5.920%, 09/12/2049 (B)		569		358
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2022		760		754
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		397
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		81
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		138		140
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		852		879
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C27, Cl A4
3.753%, 12/15/2047		155		161
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C28, Cl A4
3.544%, 01/15/2049		317		325
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C30, Cl A4
2.600%, 09/15/2049		927		895
Morgan Stanley Capital I Trust, Ser 2006- IQ12, Cl AJ
5.399%, 12/15/2043		250		187
Morgan Stanley Capital I Trust, Ser 2007- HQ11, Cl X, IO
0.401%, 02/12/2044 (B)(C)		80		–

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2007- IQ16, Cl AJ
6.113%, 12/12/2049 (B)	$	767	$	578
Morgan Stanley Capital I Trust, Ser 2007- T27, Cl AJ
5.947%, 06/11/2042 (B)		1,728		1,824
Morgan Stanley Capital I Trust, Ser 2014- CPT, Cl A
3.350%, 07/13/2029 (C)		590		597
Morgan Stanley Capital I Trust, Ser 2014- MP, Cl A
3.469%, 08/11/2033 (C)		440		446
Morgan Stanley Capital I Trust, Ser 2015- 420, Cl A
3.727%, 10/12/2050 (C)		440		450
Morgan Stanley Capital I Trust, Ser 2016- BNK2, Cl XA, IO
1.091%, 11/15/2049 (B)		3,425		198
Morgan Stanley Capital I Trust, Ser 2016- UB11, Cl ASB
2.606%, 08/15/2049		468		461
Morgan Stanley Capital I Trust, Ser 2016- UB11, Cl A1
1.445%, 08/15/2049		513		506
Morgan Stanley Capital I Trust, Ser 2016- UBS9, Cl A1
1.711%, 03/15/2049		303		299
Morgan Stanley Capital I Trust, Ser 2017- ASHF, Cl A
3.334%, VAR LIBOR USD 1 Month+0.850%, 11/15/2034 (C)		40		40
Morgan Stanley Capital Trust, Ser 2019-L3, Cl A4
4.071%, 02/15/2029		339		361
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035 (B)(C)		250		249
MSCG Trust, Ser 2016-SNR, Cl C
5.205%, 11/15/2034 (C)		255		255
NCUA Guaranteed Notes Trust CMO, Ser 2010-R3, Cl 3A
2.400%, 12/08/2020		97		97
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057 (B)(C)		1,432		1,457
New Residential Mortgage Loan Trust, Ser 2019-NQM2, Cl A1
3.600%, 04/25/2049 (B)(C)		648		650
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A3
5.957%, 03/25/2047		102		104
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4
6.138%, 03/25/2047		84		86

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 67

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2018-1, Cl A2
3.136%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (C)	$	565	$	560
OBX Trust, Ser 2019-INV1, Cl A8
4.000%, 11/25/2048 (B)(C)		1,757		1,786
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		21		22
Prime Mortgage Trust, Ser 2004-CL1, Cl 1PO, PO
0.000%, 02/25/2034 (A)(D)		6		5
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035 (C)		1,123		906
Radnor RE, Ser 2018-1, Cl M2
5.186%, VAR ICE LIBOR USD 1 Month+2.700%, 03/25/2028 (C)		7,270		7,263
RAMP Trust, Ser 2004-SL1, Cl A8
6.500%, 11/25/2031		245		256
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/15/2032 (B)(C)		920		950
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.458%, 12/25/2034 (B)		384		384
Rosslyn Portfolio Trust, Ser 2017-R17, Cl A
3.434%, VAR LIBOR USD 1 Month+0.950%, 06/15/2033 (C)		330		330
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055 (B)(C)		2,960		2,621
Seasoned Loans Structured Transaction, Ser 2018-2, Cl A1
3.500%, 11/25/2028		2,612		2,667
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043 (B)(C)		390		391
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
3.166%, VAR ICE LIBOR USD 3 Month+0.390%, 01/21/2070 (C)		256		255
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
2.676%, VAR ICE LIBOR USD 1 Month+0.190%, 09/25/2047		5,609		5,386
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
4.695%, 07/25/2033 (B)		73		73
Structured Asset Securities Mortgage Pass- Through Certificates, Ser 2003-37A, Cl 2A
4.448%, 12/25/2033 (B)		22		22
Structured Asset Securities Mortgage Pass- Through Certificates, Ser 2005-17, Cl 5A1
5.500%, 10/25/2035		584		445

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Funding, Ser 2016- V1A, Cl A1
2.059%, VAR ICE LIBOR GBP 3 Month+1.200%, 02/20/2054 (C)	GBP	557	$	727
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4
3.525%, 05/10/2063	$	452		462
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.480%, 12/10/2045 (B)(C)		670		639
Verus Securitization Trust, Ser 2019-1, Cl A1
3.836%, 02/25/2059 (B)(C)		587		592
Verus Securitization Trust, Ser 2019-INV1, Cl A1
3.402%, 12/25/2059 (B)(C)		831		831
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.337%, 11/15/2030 (B)(C)		987		983
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (C)		1,210		1,218
VNO Mortgage Trust, Ser 2013-PENN, Cl A
3.808%, 12/13/2029 (C)		1,335		1,353
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
4.481%, 10/25/2033 (B)		53		53
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
4.148%, 08/25/2033 (B)		27		27
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
4.346%, 09/25/2033 (B)		49		50
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
10.627%, VAR ICE LIBOR USD 1 Month+17.463%, 06/25/2033		7		8
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		117		119
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
4.050%, 06/25/2034 (B)		32		32
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		94		101
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
3.266%, VAR ICE LIBOR USD 1 Month+0.780%, 10/25/2045		454		473
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
2.746%, VAR ICE LIBOR USD 1 Month+0.260%, 11/25/2045		4,836		4,791

68 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
3.097%, VAR 12 Month Treas Avg+0.700%, 02/25/2047	$	2,011	$	1,893
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
3.097%, VAR 12 Month Treas Avg+0.700%, 01/25/2047		1,191		976
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022 (B)(C)		457		463
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045 (B)		780		797
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.287%, 07/15/2046 (B)		20		21
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		580
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.338%, 11/15/2059 (B)		5,588		408
Wells Fargo Commercial Mortgage Trust, Ser 2016-C37, Cl A5
3.794%, 12/15/2049		550		571
Wells Fargo Commercial Mortgage Trust, Ser 2016-LC24, Cl A4
2.942%, 10/15/2049		750		737
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
4.420%, 05/25/2035 (B)		2,237		2,269
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 2A1
4.558%, 12/25/2034 (B)		33		34
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl A1
4.437%, 06/25/2034 (B)		370		378
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-I, Cl 1A1
4.836%, 07/25/2034 (B)		57		58
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR8, Cl 2A1
4.903%, 06/25/2035 (B)		35		36
Wells Fargo Mortgage-Backed Securities Trust, Ser 2015-5R, Cl 2A1
4.500%, 03/26/2035 (B)(C)		262		269
WFRBS Commercial Mortgage Trust, Ser 2011-C3, Cl XA, IO
1.327%, 03/15/2044 (B)(C)		5,764		125
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A3
4.394%, 06/15/2044 (C)		58		58

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.387%, 06/15/2045 (B)(C)	$	636	$	21
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.200%, 05/15/2045 (B)(C)		899		37
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047 (B)		110		116
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl XA, IO
1.006%, 01/15/2024		2,739		108
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047 (B)		300		307
				231,493
Total Mortgage-Backed Securities (Cost $1,503,402) ($ Thousands)				1,496,183
CORPORATE OBLIGATIONS — 29.3%
Communication Services — 2.6%
America Movil
5.000%, 10/16/2019		1,050		1,063
5.000%, 03/30/2020		750		765
AT&T
6.000%, 08/15/2040		1,770		1,989
5.450%, 03/01/2047 (E)		247		264
5.250%, 03/01/2037		2,580		2,703
5.150%, 03/15/2042		25		25
5.150%, 02/15/2050		1,092		1,115
4.850%, 03/01/2039		1,431		1,440
4.800%, 06/15/2044		2,870		2,818
4.750%, 05/15/2046		986		963
4.500%, 03/09/2048		608		570
4.350%, 03/01/2029 (E)		1,049		1,072
4.350%, 06/15/2045		800		734
4.300%, 02/15/2030		1,721		1,741
3.950%, 01/15/2025		300		306
3.875%, 08/15/2021		70		72
3.400%, 05/15/2025 (E)		3,540		3,503
3.000%, 06/30/2022		180		181
CBS
3.700%, 08/15/2024		810		824
3.700%, 06/01/2028		300		292
3.375%, 02/15/2028		700		667
CCO Holdings
5.250%, 09/30/2022		50		51
5.125%, 05/01/2027 (C)(E)		480		483
5.000%, 02/01/2028 (C)(E)		110		108

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 69

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Charter Communications Operating
6.834%, 10/23/2055	$	70	$	79
6.484%, 10/23/2045		660		740
6.384%, 10/23/2035		850		948
5.750%, 04/01/2048 (E)		643		672
5.375%, 04/01/2038		1,024		1,030
5.375%, 05/01/2047 (E)		141		140
5.050%, 03/30/2029		1,565		1,649
4.908%, 07/23/2025 (E)		2,990		3,155
4.500%, 02/01/2024		750		780
4.464%, 07/23/2022		336		348
4.200%, 03/15/2028		973		965
3.750%, 02/15/2028		1,795		1,730
3.579%, 07/23/2020		400		403
Comcast
7.050%, 03/15/2033		90		119
6.500%, 11/15/2035		480		608
4.950%, 10/15/2058		608		671
4.700%, 10/15/2048		110		119
4.600%, 10/15/2038		4,506		4,823
4.400%, 08/15/2035		1,770		1,848
4.250%, 10/15/2030		700		744
4.200%, 08/15/2034		220		229
4.150%, 10/15/2028 (E)		3,004		3,162
4.000%, 03/01/2048		522		509
3.999%, 11/01/2049		199		194
3.969%, 11/01/2047		78		75
3.950%, 10/15/2025		624		653
3.900%, 03/01/2038		540		531
3.700%, 04/15/2024		1,864		1,925
3.450%, 10/01/2021		1,568		1,599
3.417%, VAR ICE LIBOR USD 3 Month+0.630%, 04/15/2024		870		871
3.300%, 10/01/2020		1,952		1,970
3.150%, 03/01/2026		160		159
2.350%, 01/15/2027		1,205		1,126
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		221
Comcast Cable Holdings
10.125%, 04/15/2022		45		54
Discovery Communications
5.200%, 09/20/2047		638		620
3.950%, 03/20/2028		537		522
DISH DBS
7.750%, 07/01/2026 (E)		130		113
5.875%, 11/15/2024 (E)		700		588
Fox
5.576%, 01/25/2049 (C)		559		629
5.476%, 01/25/2039 (C)		470		520
4.709%, 01/25/2029 (C)		3,218		3,450
4.030%, 01/25/2024 (C)		712		738

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NBCUniversal Enterprise
1.974%, 04/15/2019 (C)	$	200	$	200
NBCUniversal Media
5.950%, 04/01/2041		455		559
4.375%, 04/01/2021		270		279
Netflix
5.375%, 02/01/2021		120		125
Sprint
7.875%, 09/15/2023		340		356
7.250%, 09/15/2021		460		483
Sprint Capital
8.750%, 03/15/2032		190		201
Sprint Spectrum
4.738%, 03/20/2025 (C)		4,010		4,055
3.360%, 09/20/2021 (C)		3,200		3,199
Telecom Italia
5.303%, 05/30/2024 (C)		400		402
Telefonica Emisiones
5.877%, 07/15/2019		90		91
5.462%, 02/16/2021		23		24
5.213%, 03/08/2047		150		152
5.134%, 04/27/2020		662		677
4.103%, 03/08/2027		630		639
UPCB Finance IV
5.375%, 01/15/2025 (C)(E)		400		406
Verizon Communications
5.500%, 03/16/2047 (E)		568		665
5.250%, 03/16/2037		1,930		2,171
4.862%, 08/21/2046 (E)		290		309
4.672%, 03/15/2055		181		184
4.522%, 09/15/2048 (E)		778		798
4.500%, 08/10/2033		1,625		1,718
4.400%, 11/01/2034 (E)		3,288		3,420
4.329%, 09/21/2028		2,226		2,354
4.272%, 01/15/2036		1,927		1,949
4.125%, 08/15/2046 (E)		1,063		1,030
4.016%, 12/03/2029 (C)		1,074		1,105
3.875%, 02/08/2029		210		215
3.850%, 11/01/2042		550		517
3.500%, 11/01/2024		120		123
3.376%, 02/15/2025		218		221
2.625%, 08/15/2026		1,000		954
Viacom
5.850%, 09/01/2043		288		313
4.250%, 09/01/2023 (E)		1,380		1,435
3.875%, 04/01/2024		130		132
Vodafone Group
5.250%, 05/30/2048		490		486
4.375%, 05/30/2028 (E)		2,555		2,597
3.750%, 01/16/2024		664		669
Walt Disney
6.900%, 08/15/2039 (C)		10		14

70 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.750%, 01/09/2038 (C)	$	20	$	28
6.650%, 11/15/2037 (C)		235		324
6.200%, 12/15/2034 (C)		65		85
6.150%, 03/01/2037 (C)(E)		1,120		1,449
6.150%, 02/15/2041 (C)		15		20
4.950%, 10/15/2045 (C)		350		417
Walt Disney MTN
4.125%, 06/01/2044 (E)		180		192
				103,520
Consumer Discretionary — 1.4%
1011778 BC ULC / New Red Finance
4.250%, 05/15/2024 (C)(E)		130		129
Altice France
7.375%, 05/01/2026 (C)		820		804
Amazon.com
5.200%, 12/03/2025		570		647
4.950%, 12/05/2044		500		596
4.050%, 08/22/2047 (E)		380		402
3.875%, 08/22/2037		300		312
3.150%, 08/22/2027 (E)		680		685
2.800%, 08/22/2024 (E)		898		899
BMW US Capital
3.100%, 04/12/2021 (C)		780		785
2.150%, 04/06/2020 (C)		325		323
1.850%, 09/15/2021 (C)(E)		100		98
Cox Communications
3.250%, 12/15/2022 (C)		540		544
Daimler Finance North America
3.350%, 05/04/2021 (C)(E)		1,415		1,424
2.300%, 01/06/2020 (C)(E)		1,520		1,513
Fiat Chrysler Automobiles
4.500%, 04/15/2020		200		202
Ford Motor
5.291%, 12/08/2046		747		626
4.750%, 01/15/2043		304		238
Ford Motor Credit
8.125%, 01/15/2020		1,450		1,503
5.596%, 01/07/2022 (E)		3,740		3,857
5.584%, 03/18/2024 (E)		636		645
4.250%, 09/20/2022 (E)		1,000		993
3.815%, 11/02/2027 (E)		261		228
3.813%, 10/12/2021		390		386
3.810%, 01/09/2024 (E)		300		284
3.677%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		1,040		1,008
3.339%, 03/28/2022		1,035		1,005
2.597%, 11/04/2019		1,170		1,167
2.343%, 11/02/2020		2,770		2,708
General Motors
6.600%, 04/01/2036 (E)		670		701
6.250%, 10/02/2043		260		259

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.950%, 04/01/2049	$	811	$	786
5.150%, 04/01/2038 (E)		571		522
4.875%, 10/02/2023 (E)		1,995		2,074
3.539%, VAR ICE LIBOR USD 3 Month+0.800%, 08/07/2020		1,000		999
General Motors Financial
5.650%, 01/17/2029		462		477
4.375%, 09/25/2021		180		184
4.350%, 01/17/2027		110		107
4.250%, 05/15/2023 (E)		110		112
4.150%, 06/19/2023		83		84
3.450%, 04/10/2022 (E)		120		120
3.200%, 07/13/2020		118		118
2.450%, 11/06/2020		210		208
2.400%, 05/09/2019		530		530
Hanesbrands
4.875%, 05/15/2026 (C)(E)		210		207
4.625%, 05/15/2024 (C)(E)		30		30
Hilton Domestic Operating
5.125%, 05/01/2026 (C)		100		102
Hilton Worldwide Finance
4.875%, 04/01/2027 (E)		370		374
4.625%, 04/01/2025		20		20
Home Depot
4.500%, 12/06/2048		512		567
4.250%, 04/01/2046		48		51
3.900%, 12/06/2028 (E)		645		685
3.750%, 02/15/2024 (E)		66		69
Kohl’s
5.550%, 07/17/2045		910		881
Lennar
5.000%, 06/15/2027		30		30
4.750%, 11/29/2027		460		460
4.500%, 04/30/2024 (E)		170		173
McDonald’s MTN
4.875%, 12/09/2045		260		281
4.450%, 03/01/2047		240		245
4.450%, 09/01/2048		72		74
3.800%, 04/01/2028		1,355		1,398
3.700%, 01/30/2026 (E)		140		145
3.500%, 03/01/2027		400		405
Myriad International Holdings BV
4.850%, 07/06/2027 (C)(E)		550		565
NCL
4.750%, 12/15/2021 (C)		32		32
Newell Brands
4.200%, 04/01/2026		360		344
3.850%, 04/01/2023 (E)		420		415
NVR
3.950%, 09/15/2022		700		719
QVC
5.950%, 03/15/2043		30		28

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 71

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 03/15/2023	$	645	$	654
Sands China
5.400%, 08/08/2028		320		335
5.125%, 08/08/2025 (E)		650		677
4.600%, 08/08/2023 (E)		610		629
Sky PLC
3.750%, 09/16/2024 (C)		1,090		1,129
Starbucks
4.500%, 11/15/2048		14		14
3.800%, 08/15/2025		36		37
Time Warner Cable
8.250%, 04/01/2019		2,465		2,465
7.300%, 07/01/2038		530		617
6.550%, 05/01/2037		381		421
5.875%, 11/15/2040		130		133
5.500%, 09/01/2041		1,044		1,027
5.000%, 02/01/2020		320		325
Time Warner Entertainment
8.375%, 07/15/2033		270		352
TJX
2.250%, 09/15/2026		120		114
Toll Brothers Finance
4.375%, 04/15/2023		120		120
Toyota Motor Credit MTN
2.600%, 01/11/2022		1,205		1,206
VOC Escrow
5.000%, 02/15/2028 (C)		380		370
Warner Media
5.375%, 10/15/2041		577		612
5.350%, 12/15/2043		218		229
3.800%, 02/15/2027		1,497		1,491
3.550%, 06/01/2024		1,750		1,766
William Lyon Homes
7.000%, 08/15/2022		100		100
				54,415
Consumer Staples — 2.6%
Alimentation Couche-Tard
4.500%, 07/26/2047 (C)		63		59
3.550%, 07/26/2027 (C)		650		634
Altria Group
9.250%, 08/06/2019		2,370		2,423
6.200%, 02/14/2059		190		204
5.950%, 02/14/2049		310		333
5.800%, 02/14/2039		2,290		2,422
5.375%, 01/31/2044 (E)		180		180
4.800%, 02/14/2029		1,465		1,510
4.750%, 05/05/2021		200		208
4.400%, 02/14/2026 (E)		2,803		2,881
3.800%, 02/14/2024 (E)		390		397
3.490%, 02/14/2022 (E)		260		264
2.850%, 08/09/2022 (E)		190		189

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anheuser-Busch
4.900%, 02/01/2046 (C)	$	4,469	$	4,489
3.650%, 02/01/2026 (C)		1,851		1,856
Anheuser-Busch InBev Finance
3.300%, 02/01/2023		820		832
2.650%, 02/01/2021		274		273
Anheuser-Busch InBev Worldwide
5.800%, 01/23/2059		1,060		1,179
5.550%, 01/23/2049		2,432		2,669
5.450%, 01/23/2039		1,450		1,570
4.900%, 01/23/2031		608		656
4.750%, 01/23/2029 (E)		3,620		3,857
4.600%, 04/15/2048		940		903
4.150%, 01/23/2025		2,592		2,701
4.000%, 04/13/2028		680		691
3.750%, 07/15/2042		230		199
2.500%, 07/15/2022 (E)		630		624
Bacardi
4.700%, 05/15/2028 (C)		1,190		1,190
BAT Capital
4.540%, 08/15/2047		2,117		1,855
4.390%, 08/15/2037 (E)		71		64
3.557%, 08/15/2027		3,550		3,361
3.222%, 08/15/2024		167		163
2.764%, 08/15/2022		715		703
2.297%, 08/14/2020		653		646
Campbell Soup
3.300%, 03/15/2021		625		629
3.115%, VAR ICE LIBOR USD 3 Month+0.500%, 03/16/2020		1,000		997
Conagra Brands
5.400%, 11/01/2048		680		684
4.850%, 11/01/2028		500		525
Constellation Brands
4.650%, 11/15/2028		610		646
4.400%, 11/15/2025		469		492
4.250%, 05/01/2023 (E)		650		681
3.700%, 12/06/2026		292		291
3.600%, 02/15/2028		548		536
3.500%, 05/09/2027		248		242
3.200%, 02/15/2023		175		176
Costco Wholesale
3.000%, 05/18/2027		1,462		1,461
2.750%, 05/18/2024		1,071		1,078
Cott Holdings
5.500%, 04/01/2025 (C)		220		222
Danone
2.947%, 11/02/2026 (C)		2,902		2,782
2.589%, 11/02/2023 (C)		1,645		1,610
2.077%, 11/02/2021 (C)		230		225
Diageo Capital PLC
4.828%, 07/15/2020		1,450		1,490

72 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Diageo Investment
2.875%, 05/11/2022	$	580	$	583
General Mills
4.700%, 04/17/2048 (E)		525		524
4.200%, 04/17/2028		780		811
Keurig Dr Pepper
4.417%, 05/25/2025 (C)		280		290
Kraft Heinz Foods
6.500%, 02/09/2040		265		289
5.375%, 02/10/2020		331		338
5.200%, 07/15/2045		573		553
5.000%, 07/15/2035		30		29
5.000%, 06/04/2042		35		33
4.875%, 02/15/2025 (C)		1,761		1,801
4.625%, 01/30/2029 (E)		1,485		1,527
4.375%, 06/01/2046		1,358		1,175
4.000%, 06/15/2023		30		31
3.950%, 07/15/2025 (E)		1,030		1,038
3.500%, 07/15/2022		575		580
3.000%, 06/01/2026 (E)		696		649
2.800%, 07/02/2020		1,042		1,041
Kroger
5.400%, 01/15/2049		1,185		1,228
Lamb Weston Holdings
4.625%, 11/01/2024 (C)(E)		210		212
Land O’ Lakes
6.000%, 11/15/2022 (C)		1,020		1,053
Mars
4.125%, 04/01/2054 (C)		437		449
3.600%, 04/01/2034 (C)		437		437
3.200%, 04/01/2030 (C)		1,115		1,114
2.700%, 04/01/2025 (C)		370		368
Molson Coors Brewing
3.500%, 05/01/2022 (E)		100		101
Mondelez International Holdings
Netherlands BV
2.000%, 10/28/2021 (C)		2,970		2,895
Nestle Holdings
4.000%, 09/24/2048 (C)		476		498
3.900%, 09/24/2038 (C)		414		431
3.625%, 09/24/2028 (C)		402		419
3.500%, 09/24/2025 (C)		1,226		1,271
3.350%, 09/24/2023 (C)		1,489		1,534
3.100%, 09/24/2021 (C)		1,190		1,205
PepsiCo
4.250%, 10/22/2044		100		108
4.000%, 03/05/2042		160		167
3.100%, 07/17/2022		59		60
3.000%, 08/25/2021		31		31
Pernod Ricard
4.450%, 01/15/2022 (C)		550		571

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Philip Morris International
4.500%, 03/20/2042	$	130	$	128
2.900%, 11/15/2021		370		372
2.500%, 08/22/2022		590		585
2.500%, 11/02/2022		680		674
2.000%, 02/21/2020		685		681
1.875%, 11/01/2019		560		557
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (C)		1,860		1,828
Reynolds American
8.125%, 06/23/2019		1,390		1,406
8.125%, 05/01/2040		570		702
5.850%, 08/15/2045		1,332		1,367
3.250%, 06/12/2020 (E)		216		216
Spectrum Brands
5.750%, 07/15/2025 (E)		130		131
Sysco
3.550%, 03/15/2025		1,055		1,070
Tyson Foods
4.000%, 03/01/2026		540		552
Walgreens Boots Alliance
4.800%, 11/18/2044		1,100		1,054
3.450%, 06/01/2026		2,070		2,026
3.300%, 11/18/2021		912		922
Walmart
4.050%, 06/29/2048		181		192
3.950%, 06/28/2038 (E)		783		822
3.700%, 06/26/2028 (E)		3,732		3,931
3.550%, 06/26/2025		902		936
3.400%, 06/26/2023		223		230
3.300%, 04/22/2024 (E)		60		62
Wm Wrigley Jr
2.900%, 10/21/2019 (C)		670		669
				103,509
Energy — 3.5%
Anadarko Finance, Ser B
7.500%, 05/01/2031		870		1,086
Anadarko Petroleum
6.600%, 03/15/2046		360		438
6.450%, 09/15/2036 (E)		280		322
5.550%, 03/15/2026 (E)		220		239
4.850%, 03/15/2021		538		558
4.500%, 07/15/2044		525		494
Andeavor Logistics
5.200%, 12/01/2047		493		494
3.500%, 12/01/2022		398		402
Antero Resources
5.375%, 11/01/2021		200		201
Apache
5.250%, 02/01/2042		50		51
5.100%, 09/01/2040		285		280

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 73

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 04/15/2043	$	300	$	282
4.375%, 10/15/2028 (E)		310		312
4.250%, 01/15/2044		890		789
3.250%, 04/15/2022		86		86
BG Energy Capital PLC
4.000%, 10/15/2021 (C)		1,485		1,521
Blue Racer Midstream
6.125%, 11/15/2022 (C)		230		233
BP Capital Markets America
3.937%, 09/21/2028		2,405		2,520
3.796%, 09/21/2025		1,045		1,083
3.410%, 02/11/2026		2,053		2,090
3.245%, 05/06/2022		250		254
3.216%, 11/28/2023		2,565		2,595
3.119%, 05/04/2026		230		229
BP Capital Markets PLC
3.994%, 09/26/2023		95		100
3.561%, 11/01/2021 (E)		50		51
3.535%, 11/04/2024		100		103
3.506%, 03/17/2025 (E)		520		530
Canadian Natural Resources
6.450%, 06/30/2033		50		60
3.850%, 06/01/2027 (E)		462		463
Cenovus Energy
4.250%, 04/15/2027		1,260		1,239
Cheniere Corpus Christi Holdings
5.125%, 06/30/2027 (E)		200		210
Chesapeake Energy
8.000%, 06/15/2027 (E)		40		39
6.625%, 08/15/2020		50		51
6.125%, 02/15/2021		120		124
Chevron
3.191%, 06/24/2023		22		23
2.954%, 05/16/2026		680		685
2.895%, 03/03/2024 (E)		2,055		2,078
2.355%, 12/05/2022 (E)		15		15
Cimarex Energy
4.375%, 06/01/2024 (E)		799		830
4.375%, 03/15/2029		1,013		1,042
3.900%, 05/15/2027 (E)		666		664
CNOOC Finance 2015 USA
4.375%, 05/02/2028 (E)		360		385
CNOOC Nexen Finance
4.250%, 04/30/2024		200		209
3.500%, 05/05/2025		2,210		2,234
Concho Resources
4.375%, 01/15/2025		170		175
4.300%, 08/15/2028		610		629
3.750%, 10/01/2027		50		50
Conoco Funding
7.250%, 10/15/2031		180		245

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ConocoPhillips
5.900%, 10/15/2032	$	10	$	12
5.900%, 05/15/2038		420		528
4.150%, 11/15/2034		280		287
Continental Resources
4.500%, 04/15/2023 (E)		250		259
4.375%, 01/15/2028		310		318
3.800%, 06/01/2024		250		252
Devon Energy
5.850%, 12/15/2025		990		1,123
5.600%, 07/15/2041		1,055		1,163
5.000%, 06/15/2045 (E)		902		945
4.750%, 05/15/2042		37		37
3.250%, 05/15/2022 (E)		407		411
Devon Financing LLC
7.875%, 09/30/2031		660		863
Diamondback Energy
5.375%, 05/31/2025 (E)		110		115
Ecopetrol
5.875%, 05/28/2045		2,710		2,808
4.125%, 01/16/2025		203		205
Enbridge
2.900%, 07/15/2022		738		736
Enbridge Energy Partners
7.375%, 10/15/2045		199		275
Encana
6.625%, 08/15/2037		322		380
6.500%, 02/01/2038		537		630
Energy Transfer Operating
8.250%, 11/15/2029		1,990		2,480
6.500%, 02/01/2042		238		264
6.250%, 04/15/2049		1,055		1,182
6.125%, 12/15/2045		572		622
6.000%, 06/15/2048		41		44
5.500%, 06/01/2027 (E)		934		1,012
5.250%, 04/15/2029		2,086		2,237
5.150%, 03/15/2045 (E)		14		14
4.950%, 06/15/2028		110		115
4.500%, 04/15/2024 (E)		1,025		1,069
Energy Transfer Partners
4.500%, 11/01/2023		690		719
Eni
4.000%, 09/12/2023 (C)		1,940		1,990
Enterprise Products Operating
5.700%, 02/15/2042		40		47
4.150%, 10/16/2028 (E)		730		767
3.750%, 02/15/2025		346		357
EOG Resources
4.150%, 01/15/2026 (E)		320		339
2.625%, 03/15/2023		1,083		1,075
EQM Midstream Partners
5.500%, 07/15/2028		670		677

74 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinor
3.700%, 03/01/2024	$	565	$	591
Exxon Mobil
4.114%, 03/01/2046		533		577
3.043%, 03/01/2026 (E)		660		670
2.397%, 03/06/2022		100		100
Florida Gas Transmission
7.900%, 05/15/2019 (C)		1,350		1,358
Halliburton
5.000%, 11/15/2045 (E)		80		85
4.850%, 11/15/2035		60		63
3.800%, 11/15/2025		730		746
3.500%, 08/01/2023		50		51
Hess
6.000%, 01/15/2040		880		916
HollyFrontier
5.875%, 04/01/2026		452		484
KazMunayGas National JSC
5.750%, 04/19/2047 (C)		340		355
5.375%, 04/24/2030 (C)		760		796
Kerr-McGee
7.875%, 09/15/2031		610		773
6.950%, 07/01/2024		298		343
Kinder Morgan
5.550%, 06/01/2045		471		514
5.300%, 12/01/2034		500		542
5.200%, 03/01/2048		775		814
5.000%, 02/15/2021 (C)		1,062		1,098
4.300%, 06/01/2025		150		156
4.300%, 03/01/2028		1,150		1,188
3.150%, 01/15/2023 (E)		193		193
Kinder Morgan Energy Partners
5.500%, 03/01/2044		615		659
3.500%, 03/01/2021		190		192
Marathon Petroleum
4.750%, 09/15/2044		376		374
MPLX
5.500%, 02/15/2049		854		911
5.200%, 03/01/2047		83		84
4.875%, 12/01/2024 (E)		320		342
4.800%, 02/15/2029		330		348
4.700%, 04/15/2048		1,223		1,168
4.500%, 04/15/2038		990		940
4.125%, 03/01/2027		415		418
4.000%, 03/15/2028		440		437
Murphy Oil
5.875%, 12/01/2042		563		502
National Oilwell Varco
2.600%, 12/01/2022		1,025		1,005
Newfield Exploration
5.375%, 01/01/2026 (E)		1,134		1,222

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Noble Energy
5.250%, 11/15/2043	$	260	$	265
5.050%, 11/15/2044 (E)		29		29
4.950%, 08/15/2047 (E)		240		237
4.150%, 12/15/2021		920		942
3.850%, 01/15/2028		450		443
Northwest Pipeline
4.000%, 04/01/2027		219		221
Oasis Petroleum
6.875%, 01/15/2023 (E)		80		80
Occidental Petroleum
4.625%, 06/15/2045		280		306
4.400%, 04/15/2046		140		148
4.200%, 03/15/2048		170		177
4.100%, 02/15/2047		580		594
3.500%, 06/15/2025		45		46
3.400%, 04/15/2026 (E)		270		276
3.125%, 02/15/2022 (E)		330		335
3.000%, 02/15/2027 (E)		350		348
2.700%, 02/15/2023 (E)		129		129
Panhandle Eastern Pipeline
8.125%, 06/01/2019		2,000		2,014
Pertamina Persero
6.000%, 05/03/2042 (C)(E)		300		325
Petrobras Global Finance BV
7.375%, 01/17/2027		310		341
6.900%, 03/19/2049		1,550		1,534
6.850%, 06/05/2115		820		793
6.250%, 03/17/2024		1,394		1,497
6.125%, 01/17/2022		45		47
5.750%, 02/01/2029		300		297
5.299%, 01/27/2025 (E)		1,278		1,297
Petroleos del Peru
4.750%, 06/19/2032 (C)		1,220		1,252
Petroleos Mexicanos
6.625%, 06/15/2035		767		723
6.500%, 03/13/2027 (E)		1,165		1,173
6.500%, 01/23/2029 (C)		1,920		1,903
6.375%, 01/23/2045		990		874
6.350%, 02/12/2048 (C)		961		847
5.625%, 01/23/2046 (E)		480		396
5.500%, 06/27/2044		120		98
5.350%, 02/12/2028 (C)		585		543
4.875%, 01/18/2024		32		31
2.460%, 12/15/2025		1,292		1,286
2.378%, 04/15/2025		660		655
Petroleos Mexicanos MTN
6.875%, 08/04/2026 (E)		120		125
6.750%, 09/21/2047		1,104		1,013
4.625%, 09/21/2023		675		665
Plains All American Pipeline
4.650%, 10/15/2025		1,485		1,547

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 75

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount   (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.850%, 01/31/2023	$	250	$	244
QEP Resources
6.875%, 03/01/2021		230		236
Range Resources
5.875%, 07/01/2022		10		10
5.000%, 03/15/2023 (E)		340		333
4.875%, 05/15/2025 (E)		70		65
Ruby Pipeline
6.000%, 04/01/2022 (C)(E)		1,472		1,438
Sabine Pass Liquefaction
5.750%, 05/15/2024 (E)		1,485		1,636
5.625%, 03/01/2025		1,200		1,319
5.000%, 03/15/2027		690		732
Schlumberger Finance Canada
2.650%, 11/20/2022 (C)(E)		1,020		1,017
Schlumberger Holdings
4.000%, 12/21/2025 (C)		1,737		1,791
3.000%, 12/21/2020 (C)		2,690		2,701
Schlumberger Investment
3.650%, 12/01/2023		61		63
3.300%, 09/14/2021 (C)		47		48
Shell International Finance BV
4.550%, 08/12/2043		280		312
4.375%, 03/25/2020		830		844
4.375%, 05/11/2045		795		868
4.125%, 05/11/2035 (E)		1,761		1,876
4.000%, 05/10/2046 (E)		180		187
3.500%, 11/13/2023		579		599
3.250%, 05/11/2025		738		752
2.875%, 05/10/2026 (E)		900		896
2.125%, 05/11/2020		56		56
Sinopec Group Overseas Development
4.375%, 04/10/2024 (C)		1,240		1,301
Southern Natural Gas LLC
8.000%, 03/01/2032		170		231
Spectra Energy Partners
5.950%, 09/25/2043		30		35
3.500%, 03/15/2025		815		815
Sunoco Logistics Partners Operations
5.400%, 10/01/2047		1,833		1,831
Targa Resources Partners
6.875%, 01/15/2029 (C)(E)		220		239
6.500%, 07/15/2027 (C)		170		183
5.875%, 04/15/2026 (C)		150		159
5.375%, 02/01/2027 (E)		50		51
4.250%, 11/15/2023		140		139
TC PipeLines
3.900%, 05/25/2027 (E)		2,400		2,373
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		2,143		2,826
TransCanada PipeLines
4.625%, 03/01/2034		1,185		1,247

Description	Face Amount   (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transcontinental Gas Pipe Line
7.850%, 02/01/2026	$	1,070	$	1,338
Western Midstream Operating
5.500%, 08/15/2048		54		53
5.375%, 06/01/2021		25		26
5.300%, 03/01/2048		162		153
4.650%, 07/01/2026		40		41
4.000%, 07/01/2022		35		35
Whiting Petroleum
5.750%, 03/15/2021 (E)		220		222
Williams
7.875%, 09/01/2021		735		812
7.750%, 06/15/2031		841		1,071
7.500%, 01/15/2031 (E)		100		126
5.750%, 06/24/2044		263		289
5.400%, 03/04/2044 (E)		84		89
5.250%, 03/15/2020		230		235
4.550%, 06/24/2024		1,454		1,535
4.500%, 11/15/2023		45		47
3.900%, 01/15/2025		750		766
3.750%, 06/15/2027 (E)		124		123
3.700%, 01/15/2023		261		266
3.600%, 03/15/2022		600		609
WPX Energy
8.250%, 08/01/2023		50		56
6.000%, 01/15/2022		10		11
				139,373
Financials — 8.5%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		360		374
AIB Group MTN
4.750%, 10/12/2023 (C)		1,067		1,102
Ally Financial
7.500%, 09/15/2020 (E)		526		558
Ambac Assurance
5.100%, 06/07/2020 (C)		8		12
Ambac LSNI
7.592%, VAR ICE LIBOR USD 3 Month+5.000%, 02/12/2023 (C)		37		37
American Express
3.700%, 08/03/2023		381		390
3.400%, 02/27/2023		414		420
2.500%, 08/01/2022		1,825		1,804
American Express Credit MTN
2.375%, 05/26/2020		554		552
2.250%, 08/15/2019		190		190
American International Group
6.250%, 05/01/2036		397		456
6.250%, VAR ICE LIBOR USD 3 Month+2.056%, 03/15/2037		1,220		1,208
4.750%, 04/01/2048		130		129

76 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 07/16/2044	$	296	$	284
4.375%, 01/15/2055		268		240
4.200%, 04/01/2028 (E)		662		673
4.125%, 02/15/2024		107		110
3.900%, 04/01/2026		850		855
3.875%, 01/15/2035		30		28
Aon
6.250%, 09/30/2040		19		23
3.500%, 06/14/2024		65		66
Apollo Management Holdings
5.000%, 03/15/2048 (C)		885		875
4.400%, 05/27/2026 (C)		555		562
Athene Global Funding
2.750%, 04/20/2020 (C)		1,090		1,087
Athene Holding
4.125%, 01/12/2028		820		788
AXA Equitable Holdings
3.900%, 04/20/2023		770		789
Banco Santander
4.379%, 04/12/2028		1,400		1,416
3.917%, VAR ICE LIBOR USD 3 Month+1.120%, 04/12/2023		400		395
3.848%, 04/12/2023		600		605
3.800%, 02/23/2028		1,400		1,357
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month+3.705%, 09/29/2049		510		541
6.100%, VAR ICE LIBOR USD 3 Month+3.898%, 12/29/2049		210		222
3.946%, VAR ICE LIBOR USD 3 Month+1.190%, 01/23/2049		570		557
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		7,426		7,262
3.004%, VAR ICE LIBOR USD 3 Month+0.790%, 12/20/2023		5,660		5,637
Bank of America MTN
5.000%, 01/21/2044		1,010		1,135
4.450%, 03/03/2026		847		883
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/2050 (E)		875		900
4.271%, VAR ICE LIBOR USD 3 Month+1.310%, 07/23/2029		1,585		1,650
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/2038		562		575
4.200%, 08/26/2024 (E)		1,530		1,584
4.125%, 01/22/2024 (E)		290		304
4.100%, 07/24/2023 (E)		340		355
4.000%, 04/01/2024		2,661		2,776
4.000%, 01/22/2025		1,493		1,523
3.974%, VAR ICE LIBOR USD 3 Month+1.210%, 02/07/2030		2,226		2,269
3.864%, VAR ICE LIBOR USD 3 Month+0.940%, 07/23/2024		1,751		1,801

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028	$	524	$	531
3.705%, VAR ICE LIBOR USD 3 Month+1.512%, 04/24/2028		1,393		1,399
3.593%, VAR ICE LIBOR USD 3 Month+1.370%, 07/21/2028		2,464		2,457
3.550%, VAR ICE LIBOR USD 3 Month+0.780%, 03/05/2024		860		873
3.500%, 04/19/2026 (E)		780		787
3.499%, VAR ICE LIBOR USD 3 Month+0.630%, 05/17/2022		775		784
3.458%, VAR ICE LIBOR USD 3 Month+0.970%, 03/15/2025		2,570		2,596
3.300%, 01/11/2023 (E)		1,995		2,020
3.248%, 10/21/2027		26		25
3.093%, VAR ICE LIBOR USD 3 Month+1.090%, 10/01/2025		2,145		2,127
2.250%, 04/21/2020		100		99
Bank of New York Mellon
3.550%, 09/23/2021		34		34
3.400%, 05/15/2024		1,945		1,987
Bank of New York Mellon MTN
4.600%, 01/15/2020		40		41
3.250%, 09/11/2024		100		101
2.661%, VAR ICE LIBOR USD 3 Month+0.634%, 05/16/2023		685		682
2.500%, 04/15/2021		327		326
Bank of Nova Scotia
3.125%, 04/20/2021		1,590		1,601
1.850%, 04/14/2020		160		159
Barclays
4.610%, VAR ICE LIBOR USD 3 Month+1.400%, 02/15/2023		960		980
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month+1.902%, 05/16/2029		1,215		1,256
4.338%, VAR ICE LIBOR USD 3 Month+1.356%, 05/16/2024		700		708
BB&T
5.250%, 11/01/2019		200		203
BB&T MTN
3.875%, 03/19/2029		1,898		1,917
3.050%, 06/20/2022		1,201		1,208
Berkshire Hathaway
3.750%, 08/15/2021		500		515
Berkshire Hathaway Finance
4.400%, 05/15/2042		1,000		1,068
4.250%, 01/15/2049		870		911
4.200%, 08/15/2048		2,100		2,176
BGC Partners
5.375%, 07/24/2023		355		366

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 77

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BNP Paribas
6.625%, VAR USD Swap Semi 30/360 5 Yr Curr+4.149%, 09/25/2167 (C)	$	670	$	669
5.198%, VAR ICE LIBOR USD 3 Month+2.567%, 01/10/2030 (C)(E)		900		972
4.705%, VAR ICE LIBOR USD 3 Month+2.235%, 01/10/2025 (C)(E)		1,970		2,043
4.625%, 03/13/2027 (C)		200		205
4.400%, 08/14/2028 (C)(E)		1,447		1,489
3.375%, 01/09/2025 (C)		290		284
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr+1.483%, 03/01/2033 (C)		600		590
3.500%, 03/01/2023 (C)		464		464
Boeing Capital
4.700%, 10/27/2019		490		495
BPCE
5.150%, 07/21/2024 (C)		410		428
Brighthouse Financial
3.700%, 06/22/2027		358		325
Canadian Imperial Bank of Commerce
3.500%, 09/13/2023		1,330		1,362
3.100%, 04/02/2024		1,913		1,908
Capital One Financial
4.250%, 04/30/2025		807		838
3.800%, 01/31/2028		345		340
Chubb INA Holdings
3.350%, 05/03/2026		200		203
3.150%, 03/15/2025		74		75
2.875%, 11/03/2022		39		39
2.300%, 11/03/2020		210		209
CIT Group
5.250%, 03/07/2025		140		149
4.750%, 02/16/2024		450		467
Citibank
2.100%, 06/12/2020		3,995		3,966
Citigroup
8.500%, 05/22/2019		460		464
8.125%, 07/15/2039		1,214		1,825
6.675%, 09/13/2043		70		89
6.625%, 06/15/2032		100		123
6.300%, VAR ICE LIBOR USD 3 Month+3.423%, 12/29/2049		520		529
5.950%, VAR ICE LIBOR USD 3 Month+3.905%, 12/31/2049		1,250		1,275
5.950%, VAR ICE LIBOR USD 3 Month+4.068%, 12/29/2049		360		366
5.900%, VAR ICE LIBOR USD 3 Month+4.230%, 12/31/2049		140		143
5.500%, 09/13/2025 (E)		950		1,041
5.350%, VAR ICE LIBOR USD 3 Month+3.466%, 05/29/2049		390		384
5.300%, 05/06/2044		225		248

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 05/18/2046 (E)	$	100	$	104
4.650%, 07/30/2045		903		960
4.650%, 07/23/2048		1,350		1,447
4.500%, 01/14/2022		380		396
4.450%, 09/29/2027		1,815		1,865
4.400%, 06/10/2025		1,080		1,118
4.300%, 11/20/2026 (E)		240		244
4.125%, 07/25/2028 (E)		210		211
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/2029		81		83
4.050%, 07/30/2022		70		72
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/2030		2,881		2,929
3.887%, VAR ICE LIBOR USD 3 Month+1.563%, 01/10/2028		69		70
3.878%, VAR ICE LIBOR USD 3 Month+1.168%, 01/24/2039 (E)		59		57
3.700%, 01/12/2026		1,500		1,524
3.668%, VAR ICE LIBOR USD 3 Month+1.390%, 07/24/2028		1,355		1,351
3.500%, 05/15/2023 (E)		630		639
3.400%, 05/01/2026		260		258
3.300%, 04/27/2025 (E)		120		120
3.200%, 10/21/2026		2,787		2,730
3.142%, VAR ICE LIBOR USD 3 Month+0.722%, 01/24/2023		1,935		1,942
CME Group
3.000%, 03/15/2025		51		51
Commonwealth Bank of Australia MTN
5.000%, 10/15/2019 (C)		10		10
3.900%, 07/12/2047 (C)		210		211
Compass Bank
3.875%, 04/10/2025		430		426
Cooperatieve Rabobank UA
11.000%, VAR ICE LIBOR USD 3 Month+10.868%, 12/31/2167 (C)		920		937
5.250%, 08/04/2045		310		350
4.625%, 12/01/2023 (E)		1,630		1,703
4.375%, 08/04/2025		2,150		2,216
Cooperatieve Rabobank UA MTN
4.750%, 01/15/2020 (C)		730		741
3.875%, 02/08/2022		30		31
Credit Agricole
8.375%, VAR ICE LIBOR USD 3 Month+6.982%, 04/13/2167 (C)		1,260		1,291
Credit Agricole MTN
4.000%, VAR USD Swap Semi 30/360 5 Yr Curr+1.644%, 01/10/2033 (C)		500		483
2.500%, 04/15/2019 (C)		250		250
Credit Suisse Group
4.207%, VAR ICE LIBOR USD 3 Month+1.240%, 06/12/2024 (C)		1,085		1,111

78 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.869%, VAR ICE LIBOR USD 3 Month+1.410%, 01/12/2029 (C)	$	250	$	245
Credit Suisse Group Funding Guernsey
4.875%, 05/15/2045 (E)		1,920		2,083
Danske Bank
5.375%, 01/12/2024 (C)		650		676
5.000%, 01/12/2022 (C)		600		615
3.875%, 09/12/2023 (C)		1,010		992
Danske Bank MTN
4.375%, 06/12/2028 (C)		200		192
Discover Bank
4.650%, 09/13/2028		875		914
Farmers Exchange Capital
7.200%, 07/15/2048 (C)		1,021		1,203
7.050%, 07/15/2028 (C)		1,000		1,149
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month+3.744%, 11/01/2053 (C)		1,650		1,729
Fifth Third Bancorp
3.650%, 01/25/2024		1,000		1,024
Fifth Third Bank
3.950%, 07/28/2025		339		355
2.875%, 10/01/2021		730		731
First Union Capital II
7.950%, 11/15/2029		295		380
General Electric MTN
6.750%, 03/15/2032		130		150
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month+0.768%, 06/01/2043		10		8
Goldman Sachs Group
6.750%, 10/01/2037		30		37
6.250%, 02/01/2041		1,050		1,295
5.750%, 01/24/2022 (E)		110		118
5.250%, 07/27/2021		740		777
5.150%, 05/22/2045		960		1,015
4.750%, 10/21/2045 (E)		920		978
4.411%, VAR ICE LIBOR USD 3 Month+1.430%, 04/23/2039		1,207		1,209
4.250%, 10/21/2025 (E)		1,120		1,146
4.223%, VAR ICE LIBOR USD 3 Month+1.301%, 05/01/2029		1,885		1,926
3.814%, VAR ICE LIBOR USD 3 Month+1.158%, 04/23/2029		4,320		4,280
3.750%, 02/25/2026		560		562
3.691%, VAR ICE LIBOR USD 3 Month+1.510%, 06/05/2028		1,380		1,367
3.625%, 02/20/2024 (E)		343		347
3.500%, 11/16/2026		2,106		2,078
3.272%, VAR ICE LIBOR USD 3 Month+1.201%, 09/29/2025		4,450		4,393
3.200%, 02/23/2023		470		471

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.876%, VAR ICE LIBOR USD 3 Month+0.821%, 10/31/2022	$	379	$	376
2.750%, 09/15/2020		35		35
Goldman Sachs Group MTN
6.000%, 06/15/2020		1,050		1,089
5.375%, 03/15/2020		2,530		2,589
4.515%, VAR ICE LIBOR USD 3 Month+1.750%, 10/28/2027		1,470		1,485
4.000%, 03/03/2024 (E)		1,090		1,124
3.850%, 07/08/2024 (E)		951		969
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		880		870
Guardian Life Global Funding
1.950%, 10/27/2021 (C)		935		911
HSBC Bank
7.650%, 05/01/2025		340		402
HSBC Bank PLC
4.750%, 01/19/2021 (C)		1,760		1,814
4.125%, 08/12/2020 (C)		100		102
HSBC Bank USA NY
5.875%, 11/01/2034		610		729
HSBC Holdings
4.875%, 01/14/2022		100		105
4.583%, VAR ICE LIBOR USD 3 Month+1.535%, 06/19/2029		3,606		3,791
4.375%, 11/23/2026		345		353
4.300%, 03/08/2026		1,710		1,774
4.250%, 03/14/2024		510		522
4.250%, 08/18/2025		760		776
4.000%, 03/30/2022 (E)		536		552
3.950%, VAR ICE LIBOR USD 3 Month+0.987%, 05/18/2024		610		622
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025		2,483		2,517
3.400%, 03/08/2021		1,910		1,927
2.650%, 01/05/2022		200		198
HSBC USA
2.350%, 03/05/2020		100		100
ILFC E-Capital Trust II
4.850%, VAR N/A+1.800%, 12/21/2065 (C)		400		314
ING Bank
5.800%, 09/25/2023 (C)		2,220		2,393
Intercontinental Exchange
4.000%, 10/15/2023		65		68
Intesa Sanpaolo
3.375%, 01/12/2023 (C)		440		430
3.125%, 07/14/2022 (C)		600		584
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		2,320		2,242
John Deere Capital
1.700%, 01/15/2020		160		159

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 79

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
8.750%, 09/01/2030	$	320	$	437
4.950%, 06/01/2045		180		199
4.500%, 01/24/2022		840		879
4.452%, VAR ICE LIBOR USD 3 Month+1.330%, 12/05/2029		870		926
4.400%, 07/22/2020		210		215
4.350%, 08/15/2021		160		166
4.260%, VAR ICE LIBOR USD 3 Month+1.580%, 02/22/2048		84		86
4.250%, 10/15/2020		330		337
4.250%, 10/01/2027		720		748
4.203%, VAR ICE LIBOR USD 3 Month+1.260%, 07/23/2029		1,800		1,878
4.125%, 12/15/2026 (E)		520		537
4.032%, VAR ICE LIBOR USD 3 Month+1.460%, 07/24/2048		795		785
4.023%, VAR ICE LIBOR USD 3 Month+1.000%, 12/05/2024		6,909		7,170
4.005%, VAR ICE LIBOR USD 3 Month+1.120%, 04/23/2029		685		704
3.900%, 07/15/2025 (E)		2,490		2,587
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/2038		1,577		1,546
3.875%, 09/10/2024 (E)		2,080		2,132
3.625%, 05/13/2024		230		236
3.625%, 12/01/2027		360		358
3.540%, VAR ICE LIBOR USD 3 Month+1.380%, 05/01/2028		1,000		1,001
3.250%, 09/23/2022		285		289
3.220%, VAR ICE LIBOR USD 3 Month+1.155%, 03/01/2025		4,605		4,604
3.207%, VAR ICE LIBOR USD 3 Month+0.695%, 04/01/2023		2,225		2,238
3.200%, 01/25/2023		100		101
2.950%, 10/01/2026		377		368
2.776%, VAR ICE LIBOR USD 3 Month+0.935%, 04/25/2023		1,600		1,591
2.700%, 05/18/2023		1,180		1,168
KeyBank
3.300%, 02/01/2022		475		483
KKR Group Finance II
5.500%, 02/01/2043 (C)		80		86
KKR Group Finance III
5.125%, 06/01/2044 (C)		615		629
Lazard Group
4.500%, 09/19/2028		707		728
4.375%, 03/11/2029		108		109
Liberty Mutual Group
4.569%, 02/01/2029 (C)		964		1,002
4.250%, 06/15/2023 (C)		77		80
Lloyds Bank
3.300%, 05/07/2021		710		716

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lloyds Banking Group
4.550%, 08/16/2028 (E)	$	260	$	269
4.375%, 03/22/2028 (E)		1,125		1,152
4.344%, 01/09/2048		558		501
4.050%, 08/16/2023		200		204
3.900%, 03/12/2024 (E)		1,609		1,630
3.574%, VAR ICE LIBOR USD 3 Month+1.205%, 11/07/2028		200		192
3.100%, 07/06/2021		490		490
2.907%, VAR ICE LIBOR USD 3 Month+0.810%, 11/07/2023		1,915		1,868
Lloyds TSB Bank MTN
5.800%, 01/13/2020 (C)		310		317
Macquarie Group
6.250%, 01/14/2021 (C)		166		175
Massachusetts Mutual Life Insurance
8.875%, 06/01/2039 (C)		55		86
MetLife
6.400%, 12/15/2036 (E)		420		450
5.700%, 06/15/2035		15		18
MetLife Capital Trust IV
7.875%, 12/15/2037 (C)		800		976
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (C)		1,955		1,991
2.400%, 01/08/2021 (C)		890		885
Mitsubishi UFJ Financial Group
3.407%, 03/07/2024		1,565		1,593
3.218%, 03/07/2022		635		640
2.998%, 02/22/2022		230		231
Morgan Stanley MTN
7.300%, 05/13/2019		240		241
5.625%, 09/23/2019		150		152
4.431%, VAR ICE LIBOR USD 3 Month+1.628%, 01/23/2030 (E)		1,215		1,280
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/2038		119		117
3.875%, 04/29/2024		465		478
3.772%, VAR ICE LIBOR USD 3 Month+1.140%, 01/24/2029		1,450		1,455
3.691%, VAR ICE LIBOR USD 3 Month+0.930%, 07/22/2022		3,045		3,061
3.125%, 01/23/2023		1,120		1,124
3.125%, 07/27/2026		190		185
2.750%, 05/19/2022		5		5
2.625%, 11/17/2021		2,791		2,778
2.500%, 04/21/2021		280		278
MUFG Bank
4.100%, 09/09/2023 (C)		200		208
National City
6.875%, 05/15/2019		50		50
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3 Month+1.392%, 08/01/2024 (C)		300		305

80 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nationwide Mutual Insurance
4.901%, VAR ICE LIBOR USD 3 Month+2.290%, 12/15/2024 (C)	$	3,735	$	3,712
New York Life Global Funding
2.150%, 06/18/2019 (C)		73		73
New York Life Insurance
6.750%, 11/15/2039 (C)		390		535
Nordea Bank Abp
4.875%, 05/13/2021 (C)		250		256
Northwestern Mutual Life Insurance
6.063%, 03/30/2040 (C)		892		1,140
Ontario Teachers’ Cadillac Fairview Properties Trust
4.125%, 02/01/2029 (C)		430		451
Pipeline Funding
7.500%, 01/15/2030 (C)		423		506
PNC Bank
3.500%, 06/08/2023		464		477
1.450%, 07/29/2019		1,000		996
PNC Financial Services Group
3.500%, 01/23/2024		1,375		1,408
Prudential Financial MTN
5.625%, 05/12/2041		10		11
4.600%, 05/15/2044		177		188
4.350%, 02/25/2050		1,420		1,468
Raymond James Financial
4.950%, 07/15/2046		650		687
Reliance Standard Life Global Funding II MTN
2.500%, 01/15/2020 (C)		160		159
Royal Bank of Canada
1.875%, 02/05/2020		180		179
Royal Bank of Canada MTN
3.200%, 04/30/2021		480		485
2.150%, 10/26/2020		420		417
Royal Bank of Scotland Group
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/2025		650		657
Royal Bank of Scotland Group PLC
6.125%, 12/15/2022		390		415
6.100%, 06/10/2023		550		584
6.000%, 12/19/2023		860		918
5.125%, 05/28/2024		490		503
5.076%, VAR ICE LIBOR USD 3 Month+1.905%, 01/27/2030		436		459
4.892%, VAR ICE LIBOR USD 3 Month+1.754%, 05/18/2029		808		839
4.519%, VAR ICE LIBOR USD 3 Month+1.550%, 06/25/2024		830		849
3.875%, 09/12/2023		720		723
Santander Holdings USA
4.500%, 07/17/2025		80		83
4.450%, 12/03/2021		1,325		1,365

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Santander UK
5.000%, 11/07/2023 (C)	$	260	$	266
3.400%, 06/01/2021		1,930		1,945
2.375%, 03/16/2020		260		259
Santander UK Group Holdings
4.796%, VAR ICE LIBOR USD 3 Month+1.570%, 11/15/2024		1,105		1,137
3.373%, VAR ICE LIBOR USD 3 Month+1.080%, 01/05/2024		760		745
2.875%, 08/05/2021		3,255		3,227
Standard Chartered
5.700%, 03/26/2044 (C)(E)		1,360		1,477
State Street
3.300%, 12/16/2024		70		72
Sumitomo Mitsui Financial Group
2.058%, 07/14/2021		340		334
SunTrust Bank
4.050%, 11/03/2025		535		564
Svenska Handelsbanken MTN
3.350%, 05/24/2021		500		506
Synchrony Financial
5.150%, 03/19/2029		720		732
4.375%, 03/19/2024		501		508
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (C)		124		171
4.900%, 09/15/2044 (C)		240		268
Torchmark
4.550%, 09/15/2028		1,045		1,103
Toronto-Dominion Bank MTN
3.250%, 06/11/2021		590		597
2.125%, 04/07/2021		820		811
UBS
2.450%, 12/01/2020 (C)		820		815
UBS MTN
4.500%, 06/26/2048 (C)		200		224
UBS Group Funding Switzerland
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%, 07/31/2167 (C)		1,640		1,665
4.253%, 03/23/2028 (C)		1,130		1,175
4.125%, 09/24/2025 (C)		200		206
3.491%, 05/23/2023 (C)		1,650		1,658
2.650%, 02/01/2022 (C)		1,303		1,291
UniCredit MTN
6.572%, 01/14/2022 (C)		1,000		1,046
US Bancorp MTN
2.950%, 07/15/2022 (E)		25		25
US Bank
3.150%, 04/26/2021		550		555
Validus Holdings
8.875%, 01/26/2040		430		632

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 81

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Voya Financial
3.125%, 07/15/2024	$	305	$	301
Wachovia Capital Trust III
5.570%, VAR ICE LIBOR USD 3 Month+0.930%, 12/31/2049		2,790		2,754
WEA Finance
4.750%, 09/17/2044 (C)		230		243
3.750%, 09/17/2024 (C)		990		1,011
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month+3.990%, 06/15/2167		120		128
5.375%, 11/02/2043		400		450
3.000%, 04/22/2026 (E)		5,865		5,731
3.000%, 10/23/2026		2,240		2,184
2.100%, 07/26/2021		1,945		1,914
Wells Fargo MTN
4.900%, 11/17/2045 (E)		1,034		1,101
4.750%, 12/07/2046		1,075		1,128
4.650%, 11/04/2044		261		268
4.600%, 04/01/2021		160		165
4.400%, 06/14/2046 (E)		1,370		1,365
4.300%, 07/22/2027		2,510		2,613
4.150%, 01/24/2029		1,775		1,856
4.125%, 08/15/2023		900		933
3.750%, 01/24/2024		250		257
3.500%, 03/08/2022		430		438
3.450%, 02/13/2023		660		667
2.625%, 07/22/2022		8,371		8,310
2.150%, 01/30/2020		70		70
Wells Fargo Bank
3.625%, 10/22/2021		1,930		1,966
Westpac Banking
4.875%, 11/19/2019		170		172
3.300%, 02/26/2024		866		876
2.600%, 11/23/2020		500		499
2.300%, 05/26/2020		50		50
Willis North America
4.500%, 09/15/2028		1,082		1,125
				341,237
Health Care — 3.3%
Abbott Laboratories
4.900%, 11/30/2046		1,448		1,674
4.750%, 11/30/2036		260		291
3.875%, 09/15/2025		143		150
3.750%, 11/30/2026		1,094		1,137
3.400%, 11/30/2023		2,506		2,558
AbbVie
4.875%, 11/14/2048		844		830
4.500%, 05/14/2035		715		700
4.450%, 05/14/2046		500		464
4.250%, 11/14/2028		1,452		1,483

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.600%, 05/14/2025	$	610	$	611
3.200%, 11/06/2022		44		44
2.900%, 11/06/2022 (E)		10		10
2.500%, 05/14/2020		2,629		2,621
Aetna
4.125%, 06/01/2021		1,000		1,021
3.875%, 08/15/2047		90		78
2.800%, 06/15/2023		2,650		2,602
Allergan Finance
4.625%, 10/01/2042		38		36
3.250%, 10/01/2022		513		513
Allergan Funding SCS
4.750%, 03/15/2045 (E)		125		124
4.550%, 03/15/2035 (E)		270		265
3.850%, 06/15/2024		500		506
3.800%, 03/15/2025		620		628
3.450%, 03/15/2022 (E)		370		373
Allergan Sales
5.000%, 12/15/2021 (C)		535		557
Amgen
5.150%, 11/15/2041		660		707
4.663%, 06/15/2051		646		650
4.400%, 05/01/2045		1,812		1,776
3.875%, 11/15/2021		150		154
3.625%, 05/22/2024 (E)		130		133
2.125%, 05/01/2020		110		110
Anthem
4.625%, 05/15/2042		41		42
3.650%, 12/01/2027		590		589
3.500%, 08/15/2024		590		597
3.350%, 12/01/2024		1,425		1,435
3.125%, 05/15/2022		468		472
2.950%, 12/01/2022		661		661
AstraZeneca
3.500%, 08/17/2023		805		821
3.375%, 11/16/2025		500		505
3.125%, 06/12/2027		355		347
Bausch Health
9.000%, 12/15/2025 (C)(E)		140		152
7.000%, 03/15/2024 (C)(E)		210		222
6.125%, 04/15/2025 (C)(E)		570		565
5.625%, 12/01/2021 (C)		59		59
Bausch Health Americas
8.500%, 01/31/2027 (C)		30		32
Baxalta
3.600%, 06/23/2022		546		549
2.875%, 06/23/2020		149		149
Bayer US Finance
3.375%, 10/08/2024 (C)(E)		2,300		2,249
Bayer US Finance II
4.375%, 12/15/2028 (C)		3,200		3,177
3.500%, 06/25/2021 (C)		630		633

82 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Becton Dickinson
4.685%, 12/15/2044	$	931	$	961
3.734%, 12/15/2024		1,970		2,000
3.700%, 06/06/2027		767		764
3.476%, VAR ICE LIBOR USD 3 Month+0.875%, 12/29/2020 (E)		726		726
3.363%, 06/06/2024		2,423		2,423
3.250%, 11/12/2020		600		602
2.404%, 06/05/2020		1,434		1,424
Biogen
3.625%, 09/15/2022		430		437
Boston Scientific
4.700%, 03/01/2049		378		402
4.000%, 03/01/2029		766		791
3.750%, 03/01/2026		567		578
Cardinal Health
3.079%, 06/15/2024		350		342
2.616%, 06/15/2022 (E)		270		266
Celgene
5.250%, 08/15/2043		40		43
5.000%, 08/15/2045		1,930		2,025
4.550%, 02/20/2048		166		168
4.350%, 11/15/2047		51		50
3.900%, 02/20/2028		1,737		1,773
3.875%, 08/15/2025		430		440
3.625%, 05/15/2024 (E)		69		70
3.550%, 08/15/2022 (E)		360		368
2.875%, 02/19/2021		423		423
2.750%, 02/15/2023		1,539		1,524
2.250%, 08/15/2021		420		413
Centene
6.125%, 02/15/2024		210		220
5.625%, 02/15/2021		50		51
4.750%, 05/15/2022		110		112
4.750%, 01/15/2025 (E)		130		132
Centene Escrow I
5.375%, 06/01/2026 (C)(E)		480		501
Cigna
4.900%, 12/15/2048 (C)(E)		1,674		1,727
4.800%, 08/15/2038 (C)		78		80
4.375%, 10/15/2028 (C)		3,003		3,115
4.125%, 11/15/2025 (C)(E)		290		300
3.750%, 07/15/2023 (C)(E)		1,970		2,020
3.400%, 09/17/2021 (C)(E)		1,163		1,175
3.200%, 09/17/2020 (C)		320		322
Cigna Holding
3.050%, 10/15/2027		1,745		1,648
CVS Health
5.125%, 07/20/2045		1,556		1,582
5.050%, 03/25/2048 (E)		3,284		3,308
4.780%, 03/25/2038		2,146		2,125
4.300%, 03/25/2028 (E)		4,835		4,899

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.100%, 03/25/2025	$	1,590	$	1,633
4.000%, 12/05/2023		518		532
3.875%, 07/20/2025 (E)		515		521
3.700%, 03/09/2023		3,306		3,359
3.500%, 07/20/2022		160		162
3.350%, 03/09/2021		1,140		1,149
2.750%, 12/01/2022 (E)		510		503
CVS Pass-Through Trust
5.926%, 01/10/2034 (C)		78		86
Edwards Lifesciences
4.300%, 06/15/2028		553		580
Eli Lilly
3.100%, 05/15/2027 (E)		150		151
EMD Finance
2.400%, 03/19/2020 (C)		1,425		1,418
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (C)(E)		170		180
5.625%, 07/31/2019 (C)(E)		1,750		1,761
Gilead Sciences
5.650%, 12/01/2041		35		41
4.750%, 03/01/2046		790		827
4.500%, 02/01/2045		10		10
4.150%, 03/01/2047		70		68
3.700%, 04/01/2024		410		423
3.650%, 03/01/2026		460		469
3.250%, 09/01/2022		670		683
2.550%, 09/01/2020		130		130
1.850%, 09/20/2019		140		139
GlaxoSmithKline Capital
2.850%, 05/08/2022		170		171
HCA
5.625%, 09/01/2028		50		53
5.500%, 06/15/2047		60		64
5.250%, 04/15/2025		820		880
5.250%, 06/15/2026		30		32
5.000%, 03/15/2024		1,100		1,166
4.500%, 02/15/2027		20		21
Humana
4.950%, 10/01/2044		60		64
4.800%, 03/15/2047		30		32
4.625%, 12/01/2042		170		175
3.950%, 03/15/2027		70		71
3.850%, 10/01/2024		1,470		1,498
3.150%, 12/01/2022		560		562
2.900%, 12/15/2022		750		744
2.500%, 12/15/2020		1,015		1,007
Johnson & Johnson
4.500%, 12/05/2043		150		169
3.700%, 03/01/2046		170		172
3.625%, 03/03/2037		260		263
3.500%, 01/15/2048 (E)		92		90
3.400%, 01/15/2038		1,023		1,006

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 83

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.625%, 01/15/2025	$	86	$	86
Medtronic
4.625%, 03/15/2045		11		13
4.375%, 03/15/2035		76		83
3.625%, 03/15/2024		1,055		1,095
3.500%, 03/15/2025		1,040		1,072
Medtronic Global Holdings SCA
3.350%, 04/01/2027 (E)		520		529
Merck
4.000%, 03/07/2049		581		603
3.400%, 03/07/2029		616		632
2.750%, 02/10/2025		330		330
2.400%, 09/15/2022		29		29
Mylan
3.950%, 06/15/2026		620		591
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		708
Pfizer
4.400%, 05/15/2044		345		375
4.200%, 09/15/2048		843		899
4.100%, 09/15/2038		196		206
4.000%, 12/15/2036		815		845
3.450%, 03/15/2029		757		776
2.950%, 03/15/2024		860		871
2.800%, 03/11/2022		1,032		1,041
Providence St. Joseph Health Obligated Group
2.746%, 10/01/2026		1,700		1,614
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		1,023
Sanofi
3.375%, 06/19/2023		951		975
Shire Acquisitions Investments Ireland DAC
2.400%, 09/23/2021		500		494
1.900%, 09/23/2019		1,500		1,493
Stryker
4.625%, 03/15/2046		675		726
Takeda Pharmaceutical
5.000%, 11/26/2028 (C)		800		867
4.400%, 11/26/2023 (C)		1,580		1,659
Teva Pharmaceutical Finance BV
3.650%, 11/10/2021		720		706
Teva Pharmaceutical Finance IV BV
3.650%, 11/10/2021		200		196
Teva Pharmaceutical Finance Netherlands III BV
2.800%, 07/21/2023 (E)		120		107
2.200%, 07/21/2021		1,260		1,201
1.700%, 07/19/2019		130		130
UnitedHealth Group
5.800%, 03/15/2036		280		344
4.750%, 07/15/2045		1,150		1,300

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 07/15/2035	$	523	$	586
4.450%, 12/15/2048		288		312
4.250%, 04/15/2047		450		471
3.875%, 10/15/2020		710		721
3.875%, 12/15/2028		170		178
3.750%, 07/15/2025 (E)		70		73
3.700%, 12/15/2025		385		401
3.500%, 02/15/2024		578		595
3.375%, 11/15/2021		75		76
3.350%, 07/15/2022 (E)		28		29
2.875%, 12/15/2021		290		292
2.875%, 03/15/2023		50		50
2.700%, 07/15/2020		440		441
Wyeth LLC
5.950%, 04/01/2037		470		598
Zimmer Biomet Holdings
3.375%, VAR ICE LIBOR USD 3 Month+0.750%, 03/19/2021		1,500		1,495
				131,394
Industrials — 2.4%
ABB Finance USA
4.375%, 05/08/2042		110		119
AerCap Ireland Capital DAC
5.000%, 10/01/2021		1,250		1,297
4.875%, 01/16/2024 (E)		1,500		1,560
4.625%, 07/01/2022		210		217
4.500%, 05/15/2021		2,140		2,186
3.750%, 05/15/2019		520		520
3.500%, 01/15/2025		232		224
Air Lease
4.750%, 03/01/2020		1,765		1,793
3.625%, 04/01/2027		526		495
3.625%, 12/01/2027		1,125		1,051
3.500%, 01/15/2022		2,385		2,407
Allison Transmission
5.000%, 10/01/2024 (C)		40		40
Aviation Capital Group
6.750%, 04/06/2021 (C)		120		128
BAE Systems
4.750%, 10/11/2021 (C)		2,100		2,185
Beacon Roofing Supply
4.875%, 11/01/2025 (C)(E)		100		94
Boeing
4.875%, 02/15/2020		210		214
3.850%, 11/01/2048		69		68
3.625%, 03/01/2048		23		22
3.550%, 03/01/2038		217		209
3.500%, 03/01/2039		367		351
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		125
5.400%, 06/01/2041		50		60

84 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.900%, 04/01/2044	$	196	$	224
4.150%, 12/15/2048		150		158
4.050%, 06/15/2048		124		128
3.450%, 09/15/2021		91		92
Canadian Pacific Railway
6.125%, 09/15/2115		44		54
Caterpillar Financial Services MTN
2.750%, 08/20/2021		1,025		1,027
Cintas No. 2
3.700%, 04/01/2027		400		411
2.900%, 04/01/2022		400		401
CommonSpirit Health
4.350%, 11/01/2042		110		106
Continental Airlines Pass-Through Trust, Ser 1999-2, Cl C2
7.256%, 03/15/2020		141		142
Continental Airlines Pass-Through Trust, Ser 2000-1
8.048%, 11/01/2020		120		124
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022		1,723		1,813
Continental Airlines Pass-Through Trust, Ser 2009-2
7.250%, 11/10/2019		118		120
Crowley Conro
4.181%, 08/15/2043		496		529
CSX
4.750%, 11/15/2048		248		268
4.250%, 03/15/2029		352		374
3.950%, 05/01/2050		21		20
DAE Funding
5.750%, 11/15/2023 (C)(E)		190		195
Delta Air Lines
4.375%, 04/19/2028		398		390
3.800%, 04/19/2023		241		243
Delta Air Lines Pass-Through Trust, Ser 2007- 1, Cl A
6.821%, 08/10/2022		411		449
DP World MTN
5.625%, 09/25/2048 (C)		990		1,029
Eaton
7.625%, 04/01/2024		75		87
4.150%, 11/02/2042		550		551
2.750%, 11/02/2022		900		896
Equifax
3.950%, 06/15/2023		1,612		1,650
FedEx
4.950%, 10/17/2048		651		671
4.550%, 04/01/2046		384		370
4.050%, 02/15/2048		980		879

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035	$	2,354	$	2,176
2.342%, 11/15/2020		4,960		4,899
General Electric
4.500%, 03/11/2044		2,127		1,943
2.100%, 12/11/2019		30		30
General Electric MTN
6.875%, 01/10/2039		1,216		1,438
6.150%, 08/07/2037		394		431
6.000%, 08/07/2019		185		187
5.875%, 01/14/2038		803		854
5.550%, 01/05/2026		1,740		1,842
5.500%, 01/08/2020		2,935		2,998
5.300%, 02/11/2021		293		303
4.650%, 10/17/2021		1,235		1,280
4.625%, 01/07/2021		2,515		2,582
4.375%, 09/16/2020		40		41
3.164%, VAR ICE LIBOR USD 3 Month+0.480%, 08/15/2036		2,400		1,845
2.200%, 01/09/2020		43		43
Harris
5.054%, 04/27/2045		270		298
4.854%, 04/27/2035		80		86
IHS Markit
5.000%, 11/01/2022 (C)		750		782
4.750%, 02/15/2025 (C)		355		370
4.750%, 08/01/2028		1,215		1,271
Ingersoll-Rand Luxembourg Finance
3.800%, 03/21/2029		743		753
3.500%, 03/21/2026		559		564
International Lease Finance
8.625%, 01/15/2022		180		204
5.875%, 04/01/2019		400		400
L3 Technologies
4.400%, 06/15/2028		2,190		2,298
Lockheed Martin
4.500%, 05/15/2036		90		98
4.090%, 09/15/2052		289		294
4.070%, 12/15/2042		702		715
3.550%, 01/15/2026		1,410		1,455
3.100%, 01/15/2023		50		50
Northrop Grumman
4.030%, 10/15/2047		602		594
3.250%, 08/01/2023		2,983		3,019
3.250%, 01/15/2028 (E)		3,296		3,241
2.930%, 01/15/2025		862		850
2.550%, 10/15/2022		1,425		1,409
Park Aerospace Holdings
5.500%, 02/15/2024 (C)		100		104
5.250%, 08/15/2022 (C)		360		369
4.500%, 03/15/2023 (C)		40		40

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 85

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Raytheon
3.125%, 10/15/2020	$	430	$	433
Republic Services
3.950%, 05/15/2028		935		980
Siemens Financieringsmaatschappij
2.900%, 05/27/2022 (C)		1,045		1,048
2.000%, 09/15/2023 (C)		1,030		992
Union Pacific
4.500%, 09/10/2048		1,030		1,093
4.300%, 03/01/2049		928		959
3.950%, 09/10/2028 (E)		2,780		2,914
3.750%, 07/15/2025		340		354
3.700%, 03/01/2029 (E)		1,143		1,175
3.150%, 03/01/2024		756		767
2.950%, 03/01/2022		984		992
United Business Media
5.750%, 11/03/2020 (C)		490		507
United Parcel Service
3.050%, 11/15/2027		160		160
2.500%, 04/01/2023		230		229
United Rentals North America
6.500%, 12/15/2026		180		190
5.500%, 07/15/2025 (E)		150		153
4.875%, 01/15/2028		150		146
United Technologies
8.875%, 11/15/2019		110		114
4.625%, 11/16/2048		435		462
4.500%, 06/01/2042		170		176
4.450%, 11/16/2038		525		543
4.150%, 05/15/2045		59		58
4.125%, 11/16/2028		1,766		1,835
3.950%, 08/16/2025		1,977		2,053
3.750%, 11/01/2046		685		629
3.650%, 08/16/2023		1,752		1,798
3.350%, 08/16/2021		700		709
1.950%, 11/01/2021		85		83
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		653		681
Valmont Industries
5.250%, 10/01/2054		10		9
5.000%, 10/01/2044		336		316
Wabtec
4.950%, 09/15/2028		758		769
4.400%, 03/15/2024		572		582
Waste Management
7.375%, 05/15/2029		330		425
4.600%, 03/01/2021		90		93
3.500%, 05/15/2024		370		379

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
XPO Logistics
6.500%, 06/15/2022 (C)	$	170	$	173
				95,901
Information Technology — 1.2%
Apple
4.650%, 02/23/2046		270		305
4.500%, 02/23/2036		348		390
4.375%, 05/13/2045		682		742
4.250%, 02/09/2047		640		683
3.450%, 02/09/2045		31		30
3.200%, 05/13/2025		281		286
3.200%, 05/11/2027		1,536		1,549
2.850%, 05/06/2021		113		114
2.850%, 05/11/2024		653		655
2.450%, 08/04/2026 (E)		1,410		1,362
2.150%, 02/09/2022		82		81
2.000%, 11/13/2020		500		496
1.550%, 08/04/2021		230		225
Avnet
3.750%, 12/01/2021		1,000		1,010
Broadcom
4.750%, 04/15/2029		872		868
4.250%, 04/15/2026 (C)		3,631		3,604
3.125%, 04/15/2021		1,135		1,134
3.125%, 01/15/2025		420		402
2.375%, 01/15/2020		3,005		2,989
CommScope Technologies
5.000%, 03/15/2027 (C)		130		115
Dell International
8.350%, 07/15/2046 (C)		910		1,098
6.020%, 06/15/2026 (C)		39		42
4.420%, 06/15/2021 (C)		1,890		1,939
First Data
5.000%, 01/15/2024 (C)		230		236
Fiserv
4.200%, 10/01/2028		59		61
Hewlett Packard Enterprise
6.350%, 10/15/2045		515		540
Intel
3.734%, 12/08/2047		130		131
3.700%, 07/29/2025		223		234
3.300%, 10/01/2021		35		36
3.100%, 07/29/2022		35		35
International Business Machines
4.700%, 02/19/2046 (E)		289		316
Lam Research
4.875%, 03/15/2049		463		486
4.000%, 03/15/2029		1,338		1,366
3.750%, 03/15/2026		1,493		1,520
Marvell Technology Group
4.200%, 06/22/2023		810		826

86 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mastercard
3.375%, 04/01/2024	$	250	$	258
Microsoft
4.750%, 11/03/2055		43		52
4.500%, 02/06/2057		421		482
4.250%, 02/06/2047		889		990
4.100%, 02/06/2037 (E)		1,108		1,205
4.000%, 02/12/2055		482		505
3.950%, 08/08/2056		240		250
3.750%, 02/12/2045 (E)		130		133
3.700%, 08/08/2046		170		174
3.625%, 12/15/2023		89		93
3.500%, 02/12/2035		1,012		1,026
3.450%, 08/08/2036		30		30
3.300%, 02/06/2027 (E)		2,250		2,310
2.875%, 02/06/2024 (E)		1,010		1,021
2.700%, 02/12/2025		250		250
2.400%, 02/06/2022 (E)		600		599
2.400%, 08/08/2026 (E)		1,700		1,648
2.375%, 02/12/2022		20		20
2.375%, 05/01/2023 (E)		20		20
1.550%, 08/08/2021		400		391
NXP BV
5.350%, 03/01/2026 (C)		355		382
4.875%, 03/01/2024 (C)		418		441
4.625%, 06/01/2023 (C)		753		782
Oracle
3.900%, 05/15/2035		1,720		1,758
3.800%, 11/15/2037		258		258
2.950%, 11/15/2024		252		253
2.625%, 02/15/2023		471		471
QUALCOMM
2.600%, 01/30/2023		910		899
salesforce.com
3.700%, 04/11/2028 (E)		670		701
3.250%, 04/11/2023		480		492
Tencent Holdings MTN
3.595%, 01/19/2028 (C)		570		562
Texas Instruments
4.150%, 05/15/2048		300		322
3.875%, 03/15/2039		514		532
Visa
4.300%, 12/14/2045 (E)		690		761
3.650%, 09/15/2047 (E)		235		236
3.150%, 12/14/2025		1,410		1,432
2.800%, 12/14/2022		40		40
2.200%, 12/14/2020		80		80
				47,765
Materials — 1.0%
Air Liquide Finance
2.250%, 09/27/2023 (C)		590		571

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alcoa Nederland Holding BV
6.750%, 09/30/2024 (C)	$	270	$	286
6.125%, 05/15/2028 (C)		200		206
Amcor Finance USA
4.500%, 05/15/2028 (C)		360		378
3.625%, 04/28/2026 (C)		2,425		2,375
Anglo American Capital
4.750%, 04/10/2027 (C)		720		734
4.000%, 09/11/2027 (C)		200		194
3.750%, 04/10/2022 (C)		280		281
3.625%, 09/11/2024 (C)		710		703
ArcelorMittal
7.000%, 10/15/2039 (E)		120		137
6.250%, 02/25/2022 (E)		120		129
6.125%, 06/01/2025 (E)		100		111
4.550%, 03/11/2026 (E)		300		306
Avery Dennison
4.875%, 12/06/2028		238		255
Barrick
5.250%, 04/01/2042		80		86
Barrick North America Finance
5.750%, 05/01/2043 (E)		555		643
5.700%, 05/30/2041 (E)		924		1,056
Berry Global
4.500%, 02/15/2026 (C)(E)		50		47
BHP Billiton Finance USA
6.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.093%, 10/19/2075 (C)		830		919
5.000%, 09/30/2043 (E)		410		482
4.125%, 02/24/2042		40		42
2.875%, 02/24/2022		50		50
Dow Chemical
5.250%, 11/15/2041		25		26
3.000%, 11/15/2022		1,780		1,781
DowDuPont
5.419%, 11/15/2048		394		449
4.725%, 11/15/2028		357		386
4.493%, 11/15/2025		2,235		2,381
4.205%, 11/15/2023		527		551
3.766%, 11/15/2020		1,155		1,176
EI du Pont de Nemours
3.266%, VAR ICE LIBOR USD 3 Month+0.530%, 05/01/2020		855		857
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (C)		780		787
Freeport-McMoRan
6.875%, 02/15/2023 (E)		50		53
5.450%, 03/15/2043		195		171
4.550%, 11/14/2024 (E)		40		39
4.000%, 11/14/2021		700		703
3.875%, 03/15/2023 (E)		20		20

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 87

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freeport-McMoRan Copper
3.550%, 03/01/2022	$	130	$	129
Glencore Funding
4.125%, 05/30/2023 (C)(E)		200		204
4.125%, 03/12/2024 (C)		1,170		1,181
4.000%, 03/27/2027 (C)(E)		1,240		1,203
3.875%, 10/27/2027 (C)		410		392
3.000%, 10/27/2022 (C)(E)		320		315
2.875%, 04/16/2020 (C)		140		139
Huntsman International
5.125%, 11/15/2022		286		299
4.500%, 05/01/2029		683		681
International Flavors & Fragrances
5.000%, 09/26/2048 (E)		1,720		1,806
International Paper
4.350%, 08/15/2048		295		275
LyondellBasell Industries
5.750%, 04/15/2024		200		218
Nacional del Cobre de Chile
3.625%, 08/01/2027 (C)(E)		680		681
Nutrien
4.875%, 03/30/2020		280		286
OCP
4.500%, 10/22/2025 (C)		1,940		1,918
Resolute Forest Products
5.875%, 05/15/2023 (E)		680		673
Reynolds Group
6.875%, 02/15/2021		62		63
Reynolds Group Issuer
5.125%, 07/15/2023 (C)(E)		170		173
Southern Copper
6.750%, 04/16/2040 (E)		170		204
5.875%, 04/23/2045 (E)		450		504
5.250%, 11/08/2042 (E)		2,030		2,112
3.875%, 04/23/2025		396		401
Suzano Austria GmbH
6.000%, 01/15/2029 (C)		220		234
Syngenta Finance
3.933%, 04/23/2021 (C)		650		653
Teck Resources
6.250%, 07/15/2041		637		678
6.000%, 08/15/2040		30		31
Vale Overseas
6.875%, 11/21/2036 (E)		874		1,000
6.250%, 08/10/2026 (E)		1,222		1,328
Westlake Chemical
5.000%, 08/15/2046		199		194
WestRock MWV
7.375%, 09/01/2019		750		763
WestRock RKT
4.000%, 03/01/2023 (E)		70		71
3.500%, 03/01/2020		320		322

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WRKCo
4.900%, 03/15/2029 (E)	$	1,165	$	1,261
3.000%, 09/15/2024 (E)		750		737
				40,500
Real Estate — 0.8%
Alexandria Real Estate Equities
3.450%, 04/30/2025		750		746
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,368
3.625%, 11/15/2027		745		728
Boston Properties
4.500%, 12/01/2028		697		739
3.800%, 02/01/2024		1,250		1,284
3.200%, 01/15/2025		495		491
Brandywine Operating Partnership
3.950%, 11/15/2027		17		17
CC Holdings GS V
3.849%, 04/15/2023		700		717
Crown Castle International
5.200%, 02/15/2049		394		415
CubeSmart
4.375%, 02/15/2029		365		374
Digital Realty Trust
3.625%, 10/01/2022		1,260		1,278
Duke Realty
4.375%, 06/15/2022		50		52
ERP Operating
4.625%, 12/15/2021		64		67
4.150%, 12/01/2028		385		410
GLP Capital
5.375%, 04/15/2026		2,410		2,518
5.300%, 01/15/2029		1,882		1,964
5.250%, 06/01/2025		80		84
HCP
4.250%, 11/15/2023		2,080		2,167
4.200%, 03/01/2024		765		792
4.000%, 12/01/2022		450		462
3.150%, 08/01/2022 (E)		1,000		1,001
Healthcare Realty Trust
3.875%, 05/01/2025		200		200
3.750%, 04/15/2023		1,400		1,409
Life Storage
3.875%, 12/15/2027		915		896
Mid-America Apartments
4.300%, 10/15/2023		365		380
4.000%, 11/15/2025		436		449
3.950%, 03/15/2029		154		156
3.750%, 06/15/2024		851		867
3.600%, 06/01/2027		243		242

88 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Public Storage
3.094%, 09/15/2027	$	751	$	732
Realty Income
3.250%, 10/15/2022		70		71
Reckson Operating Partnership
7.750%, 03/15/2020		2,350		2,450
Regency Centers
4.125%, 03/15/2028		242		249
3.600%, 02/01/2027		346		344
Simon Property Group
4.375%, 03/01/2021		38		39
SITE Centers
4.625%, 07/15/2022		303		312
4.250%, 02/01/2026 (E)		159		160
STORE Capital
4.625%, 03/15/2029		446		453
4.500%, 03/15/2028		1,341		1,352
Tanger Properties
3.875%, 12/01/2023		465		467
3.750%, 12/01/2024		422		415
UDR
3.700%, 10/01/2020		675		682
Ventas Realty
4.875%, 04/15/2049		346		361
4.125%, 01/15/2026 (E)		29		30
3.850%, 04/01/2027		500		502
Welltower
4.950%, 01/15/2021		820		845
4.500%, 01/15/2024		102		107
4.000%, 06/01/2025		625		643
3.750%, 03/15/2023		500		513
				33,000
Utilities — 2.0%
AEP Texas
6.650%, 02/15/2033		500		642
AEP Texas Central Transition Funding II
5.306%, 07/01/2020		273		277
Alabama Power
3.700%, 12/01/2047		1,810		1,764
Alliant Energy Finance
4.250%, 06/15/2028 (C)		21		21
American Transmission Systems
5.000%, 09/01/2044 (C)		68		74
Appalachian Power
3.300%, 06/01/2027		229		226
Arizona Public Service
2.200%, 01/15/2020		20		20
Berkshire Hathaway Energy
3.750%, 11/15/2023		156		162
Boston Gas
4.487%, 02/15/2042 (C)		35		37

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Carolina Power & Light
2.800%, 05/15/2022	$	25	$	25
CenterPoint Energy
4.250%, 11/01/2028		514		531
3.850%, 02/01/2024		240		245
3.600%, 11/01/2021		595		604
2.500%, 09/01/2022		72		70
Cleco Power
6.000%, 12/01/2040		700		824
Comision Federal de Electricidad
4.750%, 02/23/2027 (C)		240		242
Commonwealth Edison
4.000%, 03/01/2049		659		676
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,651
4.450%, 03/15/2044		1,500		1,581
Dominion Energy
3.176%, VAR ICE LIBOR USD 3 Month+0.550%, 06/01/2019 (C)		1,000		1,001
2.000%, 08/15/2021		501		489
1.600%, 08/15/2019		658		655
Dominion Energy Gas Holdings
4.800%, 11/01/2043		51		55
DTE Energy
1.500%, 10/01/2019		885		879
Duke Energy
3.950%, 08/15/2047		130		125
3.550%, 09/15/2021		76		77
3.150%, 08/15/2027		540		530
2.400%, 08/15/2022		340		336
1.800%, 09/01/2021		930		908
Duke Energy Carolinas
4.300%, 06/15/2020		39		40
4.250%, 12/15/2041		628		666
4.000%, 09/30/2042		1,000		1,028
3.750%, 06/01/2045		680		673
Duke Energy Florida
3.850%, 11/15/2042		380		380
3.200%, 01/15/2027 (E)		1,080		1,088
Duke Energy Indiana
4.200%, 03/15/2042		30		31
3.750%, 07/15/2020		52		53
3.750%, 05/15/2046		170		165
Duke Energy Progress
4.100%, 05/15/2042		425		438
3.450%, 03/15/2029		562		576
Duquesne Light Holdings
6.400%, 09/15/2020 (C)		1,950		2,035
Electricite de France
5.000%, 09/21/2048 (C)		295		304
4.875%, 09/21/2038 (C)		590		601

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 89

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Emera US Finance
4.750%, 06/15/2046	$	539	$	559
2.150%, 06/15/2019		2,049		2,045
Enel Finance International
4.625%, 09/14/2025 (C)		1,310		1,355
Entergy
5.125%, 09/15/2020		400		409
Eversource Energy
2.900%, 10/01/2024		1,610		1,598
Exelon
5.625%, 06/15/2035		760		862
3.950%, 06/15/2025		375		388
2.850%, 06/15/2020		1,090		1,089
FirstEnergy
4.850%, 07/15/2047		33		35
4.250%, 03/15/2023		340		355
3.900%, 07/15/2027		940		954
FirstEnergy, Ser C
7.375%, 11/15/2031		3,685		4,875
FirstEnergy Transmission
5.450%, 07/15/2044 (C)		184		208
4.550%, 04/01/2049 (C)		68		69
Fortis
3.055%, 10/04/2026		169		161
Indiana Michigan Power
4.550%, 03/15/2046		676		722
IPALCO Enterprises
3.700%, 09/01/2024		651		654
ITC Holdings
4.050%, 07/01/2023		1,152		1,175
3.650%, 06/15/2024		633		637
Jersey Central Power & Light
4.700%, 04/01/2024 (C)		700		745
Kansas City Power & Light
5.300%, 10/01/2041		100		117
4.125%, 04/01/2049		85		88
KCP&L Greater Missouri Operations
8.270%, 11/15/2021		2,700		3,034
KeySpan Gas East
2.742%, 08/15/2026 (C)		1,025		981
Louisville Gas & Electric
4.250%, 04/01/2049		170		179
Metropolitan Edison
4.300%, 01/15/2029 (C)		625		654
3.500%, 03/15/2023 (C)		2,775		2,806
MidAmerican Energy
4.800%, 09/15/2043		830		944
4.250%, 05/01/2046		700		742
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (C)		845		867
Mississippi Power
3.950%, 03/30/2028		874		885

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.259%, VAR ICE LIBOR USD 3 Month+0.650%, 03/27/2020	$	2,100	$	2,099
NextEra Energy Capital Holdings
3.500%, 04/01/2029		371		370
3.218%, VAR ICE LIBOR USD 3 Month+0.480%, 05/04/2021		4,400		4,398
3.150%, 04/01/2024		739		742
2.300%, 04/01/2019		500		500
NiSource
5.800%, 02/01/2042		149		171
2.650%, 11/17/2022		600		591
Oncor Electric Delivery
5.750%, 03/15/2029		565		675
5.250%, 09/30/2040		250		300
4.550%, 12/01/2041		690		766
Pacific Gas & Electric
3.500%, 10/01/2020 (E)(F)		310		285
PacifiCorp
4.150%, 02/15/2050		411		426
PECO Energy
4.150%, 10/01/2044		1,140		1,183
Pennsylvania Electric
5.200%, 04/01/2020		200		204
Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (C)		500		556
5.450%, 05/21/2028 (C)		250		267
4.125%, 05/15/2027 (C)		670		659
PPL Capital Funding
3.100%, 05/15/2026		515		497
Progress Energy
3.150%, 04/01/2022		280		282
Public Service Electric & Gas MTN
3.700%, 05/01/2028		1,545		1,606
Public Service of New Hampshire
3.500%, 11/01/2023		515		532
San Diego Gas & Electric
4.150%, 05/15/2048		240		240
Sempra Energy
4.000%, 02/01/2048		732		666
3.400%, 02/01/2028		197		190
2.900%, 02/01/2023		841		829
Southern
4.400%, 07/01/2046		515		518
Southern California Edison
4.125%, 03/01/2048 (E)		2,016		1,922
4.050%, 03/15/2042		5		5
4.000%, 04/01/2047		62		58
3.700%, 08/01/2025		511		508
3.650%, 03/01/2028 (E)		72		70
3.500%, 10/01/2023		288		286
Southern Gas Capital
4.400%, 05/30/2047		500		503

90 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southwestern Electric Power
3.900%, 04/01/2045	$	229	$	217
3.850%, 02/01/2048		148		139
Texas-New Mexico Power
9.500%, 04/01/2019 (C)		1,100		1,100
Union Electric
3.500%, 03/15/2029		685		702
Virginia Electric & Power
4.650%, 08/15/2043		585		638
2.950%, 01/15/2022		330		331
2.750%, 03/15/2023		500		499
WEC Energy Group
3.375%, 06/15/2021		1,000		1,012
Wisconsin Public Service
3.350%, 11/21/2021		410		416
				80,955
Total Corporate Obligations (Cost $1,144,440) ($ Thousands)				1,171,569
U.S. TREASURY OBLIGATIONS — 24.0%
U.S. Treasury Bills
2.435%, 07/25/2019 (A)		8,915		8,848
2.413%, 06/20/2019 (A)		1,521		1,513
2.379%, 04/09/2019 (A)		30,400		30,384
U.S. Treasury Bonds
6.250%, 08/15/2023		5,068		5,906
3.750%, 11/15/2043		19,059		22,343
3.375%, 11/15/2048		9,716		10,813
3.125%, 05/15/2048		1,080		1,145
3.000%, 11/15/2045		472		490
3.000%, 05/15/2047		13,500		13,990
3.000%, 02/15/2048		14,874		15,389
3.000%, 08/15/2048		29,658		30,701
3.000%, 02/15/2049		106,808		110,663
2.875%, 08/15/2045		39,890		40,421
2.750%, 08/15/2047		6,967		6,868
2.750%, 11/15/2047		13,933		13,732
2.500%, 02/15/2045		35,745		33,726
2.500%, 02/15/2046		33,390		31,404
2.500%, 05/15/2046		7,382		6,938
2.250%, 08/15/2046		5,680		5,065
U.S. Treasury Inflation Protected Securities
1.375%, 02/15/2044		2,819		3,113
1.000%, 02/15/2049		3,991		4,091
0.750%, 07/15/2028		4,187		4,278
0.750%, 02/15/2042		2,417		2,352
0.625%, 02/15/2043		1,500		1,410
0.375%, 07/15/2025		2,654		2,651
0.125%, 07/15/2024		366		361

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Notes
3.125%, 11/15/2028	$	3,452	$	3,662
2.875%, 10/31/2020		2,735		2,757
2.875%, 10/15/2021		410		416
2.875%, 11/15/2021		13,835		14,051
2.875%, 09/30/2023		70		72
2.875%, 08/15/2028		2,831		2,941
2.750%, 09/30/2020		3,731		3,752
2.750%, 08/15/2021		7,542		7,626
2.625%, 07/31/2020		9,167		9,196
2.625%, 05/15/2021		20,347		20,489
2.625%, 12/31/2023		2,300		2,339
2.625%, 02/15/2029		58,594		59,670
2.500%, 05/31/2020		10,670		10,683
2.500%, 06/30/2020		11,774		11,789
2.500%, 01/31/2021		32,325		32,436
2.500%, 02/28/2021		32,525		32,651
2.500%, 01/15/2022		19,618		19,751
2.500%, 02/15/2022		679		684
2.500%, 01/31/2024		8,595		8,695
2.500%, 02/28/2026		11,700		11,833
2.375%, 04/30/2020		4,180		4,179
2.375%, 04/15/2021		2,688		2,693
2.375%, 03/15/2022		2,878		2,891
2.375%, 02/29/2024		42,504		42,781
2.250%, 03/31/2021		1,830		1,829
2.250%, 01/31/2024		5		5
2.250%, 11/15/2025		3,659		3,642
2.250%, 08/15/2027		23,977		23,748
2.125%, 01/31/2021		263		262
2.125%, 08/15/2021		716		714
2.125%, 03/31/2024		95,072		94,545
2.000%, 08/31/2021		5,840		5,803
2.000%, 10/31/2022		278		276
2.000%, 08/15/2025		1,265		1,241
2.000%, 11/15/2026		7,233		7,057
1.875%, 12/31/2019		1,745		1,738
1.875%, 08/31/2022		320		316
1.625%, 06/30/2020		1,280		1,268
1.625%, 10/15/2020		1,299		1,285
1.625%, 08/31/2022		4,954		4,855
1.625%, 04/30/2023		3,127		3,052
1.625%, 02/15/2026		16,199		15,478
1.500%, 05/31/2020		19,500		19,297
1.500%, 06/15/2020		16,520		16,343
1.500%, 07/15/2020		99		98
1.500%, 01/31/2022		275		269
1.375%, 04/30/2020		955		944
1.375%, 05/31/2020		8,680		8,578
1.375%, 09/30/2020		12,997		12,808
1.375%, 05/31/2021		570		559

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 91

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
1.125%, 02/28/2021	$	19,779	$	19,344
Total U.S. Treasury Obligations (Cost $947,601) ($ Thousands)				961,986
ASSET-BACKED SECURITIES — 8.1%
Automotive — 1.2%
Ally Auto Receivables Trust, Ser 2015-2, Cl A4
1.840%, 06/15/2020		157		157
Ally Auto Receivables Trust, Ser 2017-1, Cl A3
1.700%, 06/15/2021		827		824
Americredit Automobile Receivables Trust, Ser 2018-1, Cl A3
3.070%, 12/19/2022		540		543
Avis Budget Rental Car Funding AESOP, Ser 2017-1A, Cl A
3.070%, 09/20/2023 (C)		333		333
Avis Budget Rental Car Funding AESOP, Ser 2019-1A, Cl A
3.450%, 03/20/2023 (C)		1,650		1,667
Avis Budget Rental Car Funding AESOP, Ser 2019-1A, Cl C
4.530%, 03/20/2023 (C)		1,140		1,154
BMW Vehicle Lease Trust, Ser 2019-1, Cl A2
2.790%, 03/22/2021		550		551
Capital Auto Receivables Asset Trust, Ser 2016-1, Cl A4
1.980%, 10/20/2020		267		267
Capital Auto Receivables Asset Trust, Ser 2016-2, Cl A4
1.630%, 01/20/2021		170		170
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (C)		1,325		1,329
Drive Auto Receivables Trust, Ser 2016-CA, Cl C
3.020%, 11/15/2021 (C)		1,833		1,834
Ford Credit Auto Lease Trust, Ser 2017-A, Cl A3
1.880%, 04/15/2020		249		249
Ford Credit Auto Owner Trust, Ser 2014-1, Cl A
2.260%, 11/15/2025 (C)		1,665		1,664
Ford Credit Auto Owner Trust, Ser 2014-2, Cl A
2.310%, 04/15/2026 (C)		1,705		1,700
Ford Credit Auto Owner Trust, Ser 2015-1, Cl A
2.120%, 07/15/2026 (C)		2,295		2,283
Ford Credit Auto Owner Trust, Ser 2017-1, Cl A
2.620%, 08/15/2028 (C)		444		441

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (C)	$	1,674	$	1,646
Ford Credit Auto Owner Trust, Ser 2017-A, Cl A4
1.920%, 04/15/2022		774		766
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (C)		1,806		1,807
Ford Credit Auto Owner Trust, Ser 2018-2, Cl A
3.470%, 01/15/2030 (C)		1,453		1,478
Ford Credit Auto Owner Trust, Ser 2019-1, Cl A
3.520%, 07/15/2030 (C)		1,975		2,013
Ford Credit Auto Owner Trust, Ser 2019-A, Cl A2A
2.780%, 02/15/2022		1,680		1,681
Ford Credit Floorplan Master Owner Trust, Ser 2016-5, Cl A1
1.950%, 11/15/2021		395		393
Foursight Capital Automobile Receivables Trust, Ser 2018-1, Cl A3
3.240%, 09/15/2022 (C)		800		802
GM Financial Automobile Leasing Trust, Ser 2019-1, Cl A2A
2.910%, 04/20/2021		360		360
GM Financial Consumer Automobile Receivables Trust, Ser 2018-3, Cl A2A
2.740%, 07/16/2021		838		838
GM Financial Consumer Automobile Receivables Trust, Ser 2019-1, Cl A2
2.990%, 03/16/2022		1,375		1,379
Hertz Fleet Lease Funding, Ser 2017-1, Cl A2
2.130%, 04/10/2031 (C)		432		431
Hertz Vehicle Financing II, Ser 2015-1A, Cl A
2.730%, 03/25/2021 (C)		1,160		1,156
Hertz Vehicle Financing II, Ser 2015-1A, Cl C
4.350%, 03/25/2021 (C)		650		650
Hertz Vehicle Financing II, Ser 2015-3A, Cl A
2.670%, 09/25/2021 (C)		902		896
Hertz Vehicle Financing II, Ser 2016-2A, Cl A
2.950%, 03/25/2022 (C)		810		806
Hertz Vehicle Financing II, Ser 2016-3A, Cl B
3.110%, 07/25/2020 (C)		487		486
Hertz Vehicle Financing II, Ser 2017-1A, Cl A
2.960%, 10/25/2021 (C)		1,016		1,013
Hertz Vehicle Financing II, Ser 2017-2A, Cl A
3.290%, 10/25/2023 (C)		739		738
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (C)		1,790		1,782
Hertz Vehicle Financing II, Ser 2019-1A, Cl A
3.710%, 03/25/2023 (C)		1,508		1,527

92 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing, Ser 2018-2A, Cl A
3.650%, 06/27/2022 (C)	$	1,028	$	1,037
Hertz Vehicle Financing, Ser 2018-3A, Cl A
4.030%, 07/25/2024 (C)		996		1,021
Hyundai Auto Lease Securitization Trust, Ser 2019-A, Cl A2
2.920%, 07/15/2021 (C)		430		431
Hyundai Auto Receivables Trust, Ser 2018-B, Cl A2
3.040%, 06/15/2021		300		301
Mercedes-Benz Auto Lease Trust, Ser 2017-A, Cl A3
1.790%, 04/15/2020		1,389		1,387
Mercedes-Benz Auto Lease Trust, Ser 2019-A, Cl A3
3.100%, 11/15/2021		675		679
Nissan Auto Receivables Owner Trust, Ser 2018-C, Cl A2A
3.070%, 10/15/2021		455		457
Prestige Auto Receivables Trust, Ser 2017-1A, Cl B
2.390%, 05/16/2022 (C)		3,335		3,320
World Omni Auto Receivables Trust, Ser 2016-A, Cl A4
1.950%, 05/16/2022		1,052		1,044
				47,491
Credit Cards — 0.3%
American Express Credit Account Master Trust, Ser 2017-4, Cl A
1.640%, 12/15/2021		1,390		1,388
American Express Credit Account Master Trust, Ser 2019-1, Cl A
2.870%, 10/15/2024		1,556		1,570
Capital One Multi-Asset Execution Trust, Ser 2017-A1, Cl A1
2.000%, 01/17/2023		475		472
Capital One Multi-Asset Execution Trust, Ser 2017-A4, Cl A4
1.990%, 07/17/2023		1,100		1,091
Citibank Credit Card Issuance Trust, Ser 2017-A3, Cl A3
1.920%, 04/07/2022		2,715		2,696
Synchrony Card Funding, Ser 2019-A1, Cl A
2.950%, 03/17/2025		1,855		1,867
World Financial Network Credit Card Master Trust, Ser 2016-A, Cl A
2.030%, 04/15/2025		2,798		2,753
World Financial Network Credit Card Master Trust, Ser 2016-C, Cl A
1.720%, 08/15/2023		661		657

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Financial Network Credit Card Master Trust, Ser 2019-A, Cl A
3.140%, 12/15/2025	$	257	$	259
				12,753
Mortgage Related Securities — 0.6%
ACE Securities Home Equity Loan Trust, Ser 2006-NC1, Cl A1
2.926%, VAR ICE LIBOR USD 1 Month+0.440%, 12/25/2035		232		232
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
3.540%, VAR ICE LIBOR USD 1 Month+1.050%, 10/27/2008		505		477
Aegis Asset-Backed Securities Trust, Ser 2005-5, Cl 2A
2.736%, VAR ICE LIBOR USD 1 Month+0.250%, 12/25/2035		808		806
Argent Securities, Ser 2003-W5, Cl M1
3.540%, VAR ICE LIBOR USD 1 Month+1.050%, 10/25/2033		149		149
Bear Stearns Asset-Backed Securities Trust, Ser 2004-HE10, Cl M1
3.461%, VAR ICE LIBOR USD 1 Month+0.975%, 12/25/2034		424		424
Centex Home Equity, Ser 2006-A, Cl AV4
2.736%, VAR ICE LIBOR USD 1 Month+0.250%, 06/25/2036		1,695		1,689
Citifinancial Mortgage Securities, Ser 2004- 1, Cl AF4
5.070%, 04/25/2034		289		296
Citigroup Global Markets Mortgage Securities VII, Ser 2003-UP1, Cl A
3.950%, 04/25/2032 (C)		10		9
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl A2D
2.726%, VAR ICE LIBOR USD 1 Month+0.240%, 08/25/2036		5,405		5,382
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl M1
2.776%, VAR ICE LIBOR USD 1 Month+0.290%, 08/25/2036		4,960		4,849
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
2.766%, VAR ICE LIBOR USD 1 Month+0.280%, 05/25/2037		5,500		4,708
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
3.161%, VAR ICE LIBOR USD 1 Month+0.675%, 12/25/2034		566		553

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 93

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
New Century Home Equity Loan Trust, Ser 2003-A, Cl A
3.206%, VAR ICE LIBOR USD 1 Month+0.720%, 10/25/2033 (C)	$	121	$	118
New Century Home Equity Loan Trust, Ser 2005-3, Cl M2
3.221%, VAR ICE LIBOR USD 1 Month+0.735%, 07/25/2035		348		348
Option One Mortgage Loan Trust, Ser 2005- 4, Cl M1
2.926%, VAR ICE LIBOR USD 1 Month+0.440%, 11/25/2035		636		636
Option One Mortgage Loan Trust, Ser 2006- 1, Cl 1A1
2.706%, VAR ICE LIBOR USD 1 Month+0.220%, 01/25/2036		1,631		1,616
Saxon Asset Securities Trust, Ser 2003-1, Cl AF6
4.675%, 06/25/2033		4		4
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		25		24
				22,320
Other Asset-Backed Securities — 6.0%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
3.586%, VAR ICE LIBOR USD 1 Month+1.100%, 12/27/2044 (C)		1,802		1,810
Airspeed, Ser 2007-1A, Cl G2
2.764%, VAR LIBOR USD 1 Month+0.280%, 06/15/2032 (C)		60		58
American Tower Trust, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (C)		350		349
Ameriquest Mortgage Security Asset-Backed Pass-Through Certificates, Ser 2005-R10, Cl M1
2.896%, VAR ICE LIBOR USD 1 Month+0.410%, 01/25/2036		1,173		1,174
Babson CLO, Ser 2017-IA, Cl AR
3.561%, VAR ICE LIBOR USD 3 Month+0.800%, 01/20/2028 (C)		1,175		1,163
Brazos Higher Education Authority, Ser 2010- 1, Cl A2
3.851%, VAR ICE LIBOR USD 3 Month+1.200%, 02/25/2035		3,050		3,089
Brazos Higher Education Authority, Ser 2011- 2, Cl A3
3.771%, VAR ICE LIBOR USD 3 Month+1.000%, 10/27/2036		2,150		2,150
BSPRT Issuer, Ser 2018-FL4, Cl A
3.534%, VAR ICE LIBOR USD 1 Month+1.050%, 09/15/2035 (C)		1,135		1,131

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Business Loan Express Business Loan Trust, Ser 2004-A, Cl A
2.916%, VAR ICE LIBOR USD 1 Month+0.430%, 02/25/2031 (C)	$	58	$	57
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
5.041%, 11/25/2034		57		59
CIT Education Loan Trust, Ser 2007-1, Cl A
2.692%, VAR ICE LIBOR USD 3 Month+0.090%, 03/25/2042 (C)		1,340		1,291
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.349%, 03/25/2037		1,970		2,052
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.349%, 03/25/2037		1,430		1,485
College Avenue Student Loans, Ser 2017-A, Cl A1
4.136%, VAR ICE LIBOR USD 1 Month+1.650%, 11/26/2046 (C)		891		911
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (C)		300		312
Commonbond Student Loan Trust, Ser 2018- BGS, Cl A1
3.560%, 09/25/2045 (C)		5,112		5,141
Commonbond Student Loan Trust, Ser 2018- CGS, Cl A1
3.870%, 02/25/2046 (C)		2,356		2,388
Community Funding CLO, Ser 2015-1A, Cl A
5.750%, 11/01/2027 (C)(D)		1,487		1,542
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
2.986%, VAR ICE LIBOR USD 1 Month+0.500%, 10/25/2034		495		490
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
3.026%, VAR ICE LIBOR USD 1 Month+0.540%, 12/25/2034		374		371
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
3.286%, VAR ICE LIBOR USD 1 Month+0.800%, 10/25/2047		2,087		2,012
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
2.624%, VAR ICE LIBOR USD 1 Month+0.140%, 07/15/2036		492		473
CSMC Trust, Ser 2017-RPL1, Cl M2
3.091%, 07/25/2057 (B)(C)		1,760		1,431
CWABS Revolving Home Equity Loan Trust, Ser 2004-K, Cl 2A
2.784%, VAR ICE LIBOR USD 1 Month+0.300%, 02/15/2034		108		108

94 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
DRB Prime Student Loan Trust, Ser 2015-D, Cl A2
3.200%, 01/25/2040 (C)	$	209	$	208
Dryden 61 CLO, Ser 2018-61A, Cl A1
3.597%, VAR ICE LIBOR USD 3 Month+1.160%, 01/17/2032 (C)		1,250		1,243
Dryden 71 CLO, Ser 2019-71A, Cl A
3.843%, VAR ICE LIBOR USD 3 Month+1.150%, 01/15/2029 (C)		3,000		3,002
Dryden XXVI Senior Loan Fund, Ser 2018- 26A, Cl AR
3.687%, VAR ICE LIBOR USD 3 Month+0.900%, 04/15/2029 (C)		1,150		1,139
Earnest Student Loan Program, Ser 2016-D, Cl A2
2.720%, 01/25/2041 (C)		460		457
Educational Funding of the South, Ser 2011- 1, Cl A2
3.421%, VAR ICE LIBOR USD 3 Month+0.650%, 04/25/2035		1,017		1,012
Encore Credit Receivables Trust, Ser 2005-3, Cl M2
3.221%, VAR ICE LIBOR USD 1 Month+0.735%, 10/25/2035		153		153
Finance of America Structured Securities Trust, Ser 2018-HB1, Cl M2
4.087%, 09/25/2028 (B)(C)		2,000		1,972
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
3.486%, VAR ICE LIBOR USD 1 Month+1.000%, 08/25/2034		525		510
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2005-FF8, Cl M1
3.221%, VAR ICE LIBOR USD 1 Month+0.735%, 09/25/2035		871		874
Ford Credit Floorplan Master Owner Trust A, Ser 2016-3, Cl A1
1.550%, 07/15/2021		1,350		1,345
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,938
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (C)		901		889
GoldenTree Loan Opportunities IX, Ser 2018- 9A, Cl AR2
3.862%, VAR ICE LIBOR USD 3 Month+1.110%, 10/29/2029 (C)		3,000		2,992
Greenpoint Manufactured Housing, Ser 2001-2, Cl IA2
5.631%, 02/20/2032 (B)		25		25
GSAMP Trust, Ser 2003-SEA, Cl A1
2.886%, VAR ICE LIBOR USD 1 Month+0.400%, 02/25/2033		838		827

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GSAMP Trust, Ser 2006-HE1, Cl A2D
2.796%, VAR ICE LIBOR USD 1 Month+0.310%, 01/25/2036	$	525	$	525
GSAMP Trust, Ser 2006-HE3, Cl A2D
2.736%, VAR ICE LIBOR USD 1 Month+0.250%, 05/25/2046		3,300		3,111
GSAMP Trust, Ser 2006-NC1, Cl A3
2.776%, VAR ICE LIBOR USD 1 Month+0.290%, 02/25/2036		2,027		2,024
Higher Education Funding, Ser 2014-1, Cl A
3.701%, VAR ICE LIBOR USD 3 Month+1.050%, 05/25/2034 (C)		1,955		1,969
Hilton Grand Vacations Trust, Ser 2017-AA, Cl A
2.660%, 12/26/2028 (C)		925		918
HSI Asset Securitization Trust, Ser 2006- OPT3, Cl 3A3
2.666%, VAR ICE LIBOR USD 1 Month+0.180%, 02/25/2036		244		243
HSI Asset Securitization Trust, Ser 2006- OPT4, Cl 1A1
2.656%, VAR ICE LIBOR USD 1 Month+0.170%, 03/25/2036		1,328		1,319
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (C)		980		1,014
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (C)		1,321		1,339
LCM XXI, Ser 2018-21A, Cl AR
3.641%, VAR ICE LIBOR USD 3 Month+0.880%, 04/20/2028 (C)		1,290		1,278
Lehman Manufactured Housing Contract Trust, Ser 2001-B, Cl A4
5.270%, 04/15/2040		7		7
Magnetite VII, Ser 2018-7A, Cl A1R2
3.587%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (C)		1,000		983
Magnetite XI, Ser 2017-11A, Cl A1R
3.900%, VAR ICE LIBOR USD 3 Month+1.120%, 01/18/2027 (C)		1,730		1,731
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		2,306		2,416
Mill City Mortgage Trust, Ser 2015-2, Cl A2
3.000%, 09/25/2057 (B)(C)		2,185		2,180
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
8.956%, 02/26/2029 (B)(C)		930		1,010
Nationstar HECM Loan Trust, Ser 2018-1A, Cl M2
3.469%, 02/25/2028 (B)(C)		1,115		1,107
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
4.084%, VAR ICE LIBOR USD 1 Month+1.600%, 10/15/2031 (C)		1,330		1,368

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 95

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Loan Trust, Ser 2014-CTA, Cl A
3.184%, VAR ICE LIBOR USD 1 Month+0.700%, 09/16/2024 (C)	$	266	$	267
Navient Private Education Loan Trust, Ser 2015-CA, Cl B
3.250%, 05/15/2040 (C)		489		489
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
4.634%, VAR ICE LIBOR USD 1 Month+2.150%, 12/15/2045 (C)		637		661
Navient Private Education Loan Trust, Ser 2017-A, Cl A2B
3.384%, VAR ICE LIBOR USD 1 Month+0.900%, 12/16/2058 (C)		1,884		1,881
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (C)		423		431
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (C)		475		476
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (C)		526		533
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (C)		1,816		1,884
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (C)		2,108		2,137
Navient Student Loan Trust, Ser 2014-1, Cl A3
2.996%, VAR ICE LIBOR USD 1 Month+0.510%, 06/25/2031		4,601		4,566
Navient Student Loan Trust, Ser 2014-2, Cl A
3.126%, VAR ICE LIBOR USD 1 Month+0.640%, 03/25/2083		2,757		2,730
Navient Student Loan Trust, Ser 2014-3, Cl A
3.106%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		2,821		2,795
Navient Student Loan Trust, Ser 2014-4, Cl A
3.106%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		1,951		1,920
Navient Student Loan Trust, Ser 2015-1, Cl A2
3.086%, VAR ICE LIBOR USD 1 Month+0.600%, 04/25/2040		2,259		2,254
Navient Student Loan Trust, Ser 2016-1A, Cl A
3.186%, VAR ICE LIBOR USD 1 Month+0.700%, 02/25/2070 (C)		2,063		2,057
Navient Student Loan Trust, Ser 2016-2A, Cl A3
3.986%, VAR ICE LIBOR USD 1 Month+1.500%, 06/25/2065 (C)		1,270		1,305

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2016-3A, Cl A2
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 06/25/2065 (C)	$	482	$	485
Navient Student Loan Trust, Ser 2017-1A, Cl A3
3.636%, VAR ICE LIBOR USD 1 Month+1.150%, 07/26/2066 (C)		1,000		1,015
Navient Student Loan Trust, Ser 2017-3A, Cl A3
3.536%, VAR ICE LIBOR USD 1 Month+1.050%, 07/26/2066 (C)		2,900		2,929
Navient Student Loan Trust, Ser 2017-5A, Cl A
3.286%, VAR ICE LIBOR USD 1 Month+0.800%, 07/26/2066 (C)		719		720
Navient Student Loan Trust, Ser 2018-EA, Cl A2
4.000%, 12/15/2059 (C)		1,170		1,217
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (C)		1,416		1,416
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
2.951%, VAR ICE LIBOR USD 3 Month+0.180%, 10/27/2036		802		789
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
2.931%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2037		1,438		1,414
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
2.881%, VAR ICE LIBOR USD 3 Month+0.110%, 10/25/2033		3,424		3,384
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
2.707%, VAR ICE LIBOR USD 3 Month+0.100%, 03/23/2037		3,093		3,067
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
2.727%, VAR ICE LIBOR USD 3 Month+0.120%, 12/24/2035		3,993		3,975
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
2.787%, VAR ICE LIBOR USD 3 Month+0.180%, 03/22/2032		596		577
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
2.952%, VAR ICE LIBOR USD 3 Month+0.350%, 03/25/2026 (C)		71		70
Nelnet Student Loan Trust, Ser 2010-2A, Cl A
3.452%, VAR ICE LIBOR USD 3 Month+0.850%, 09/25/2048 (C)		2,946		2,953
Nelnet Student Loan Trust, Ser 2011-1A, Cl A
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 02/25/2048 (C)		399		403
Nelnet Student Loan Trust, Ser 2012-4A, Cl A
3.186%, VAR ICE LIBOR USD 1 Month+0.700%, 09/27/2038 (C)		2,371		2,367

96 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2014-1A, Cl A
3.056%, VAR ICE LIBOR USD 1 Month+0.570%, 09/25/2041 (C)	$	492	$	490
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 07/27/2037 (C)		950		947
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
3.436%, VAR ICE LIBOR USD 1 Month+0.950%, 11/25/2048 (C)		2,155		2,135
Nelnet Student Loan Trust, Ser 2015-2A, Cl A2
3.086%, VAR ICE LIBOR USD 1 Month+0.600%, 09/25/2047 (C)		975		970
Nelnet Student Loan Trust, Ser 2016-1A, Cl A
3.286%, VAR ICE LIBOR USD 1 Month+0.800%, 09/25/2065 (C)		1,717		1,723
Nelnet Student Loan Trust, Ser 2017-2A, Cl A
3.256%, VAR ICE LIBOR USD 1 Month+0.770%, 09/25/2065 (C)		1,876		1,883
Nelnet Student Loan Trust, Ser 2017-3A, Cl A
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 02/25/2066 (C)		1,597		1,591
Nelnet Student Loan Trust, Ser 2018-3A, Cl A2
2.926%, VAR ICE LIBOR USD 1 Month+0.440%, 09/27/2066 (C)		486		485
Octagon Investment Partners 25, Ser 2018- 1A, Cl AR
3.561%, VAR ICE LIBOR USD 3 Month+0.800%, 10/20/2026 (C)		910		905
Origen Manufactured Housing, Ser 2006-A, Cl A2
4.322%, 10/15/2037 (B)		1,518		1,426
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.880%, 08/25/2035 (B)(C)		1,412		1,394
RAMP Trust, Ser 2006-RZ1, Cl M1
2.886%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2036		275		275
RAMP Trust, Ser 2006-RZ3, Cl M1
2.836%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		6,530		6,464
RMF Buyout Issuance Trust, Ser 2018-1, Cl A
3.436%, 11/25/2028 (B)(C)		1,694		1,696
SBA Small Business Investment, Ser 2018- 10B, Cl 1
3.548%, 09/11/2028		637		658
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		840		852
Scholar Funding Trust, Ser 2011-A, Cl A
3.665%, VAR ICE LIBOR USD 3 Month+0.900%, 10/28/2043 (C)		708		707

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLC Student Loan Trust, Ser 2005-3, Cl A4
2.761%, VAR ICE LIBOR USD 3 Month+0.150%, 12/15/2039	$	1,240	$	1,176
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
2.921%, VAR ICE LIBOR USD 3 Month+0.310%, 12/15/2038		1,560		1,509
SLM Student Loan Trust, Ser 2003-1, Cl A5C
3.361%, VAR ICE LIBOR USD 3 Month+0.750%, 12/15/2032 (C)		825		802
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
3.811%, VAR ICE LIBOR USD 3 Month+1.200%, 12/15/2033 (C)		2,719		2,720
SLM Student Loan Trust, Ser 2005-4, Cl A4
2.941%, VAR ICE LIBOR USD 3 Month+0.170%, 07/25/2040		3,000		2,858
SLM Student Loan Trust, Ser 2006-1, Cl A5
2.881%, VAR ICE LIBOR USD 3 Month+0.110%, 07/26/2021		2,617		2,583
SLM Student Loan Trust, Ser 2006-10, Cl A6
2.921%, VAR ICE LIBOR USD 3 Month+0.150%, 03/25/2044		4,805		4,637
SLM Student Loan Trust, Ser 2006-2, Cl A6
2.941%, VAR ICE LIBOR USD 3 Month+0.170%, 01/25/2041		511		499
SLM Student Loan Trust, Ser 2006-3, Cl A5
2.871%, VAR ICE LIBOR USD 3 Month+0.100%, 01/25/2021		1,537		1,523
SLM Student Loan Trust, Ser 2006-8, Cl A6
2.931%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2041		2,440		2,367
SLM Student Loan Trust, Ser 2007-2, Cl A4
2.831%, VAR ICE LIBOR USD 3 Month+0.060%, 07/25/2022		2,126		2,085
SLM Student Loan Trust, Ser 2007-7, Cl B
3.521%, VAR ICE LIBOR USD 3 Month+0.750%, 10/27/2070		1,050		981
SLM Student Loan Trust, Ser 2008-2, Cl A3
3.240%, VAR ICE LIBOR USD 3 Month+0.750%, 04/25/2023		1,023		1,013
SLM Student Loan Trust, Ser 2008-2, Cl B
3.971%, VAR ICE LIBOR USD 3 Month+1.200%, 01/25/2083		685		658
SLM Student Loan Trust, Ser 2008-3, Cl B
3.971%, VAR ICE LIBOR USD 3 Month+1.200%, 04/26/2083		685		655
SLM Student Loan Trust, Ser 2008-4, Cl A4
4.140%, VAR ICE LIBOR USD 3 Month+1.650%, 07/25/2022		834		844
SLM Student Loan Trust, Ser 2008-4, Cl B
4.621%, VAR ICE LIBOR USD 3 Month+1.850%, 04/25/2073		685		692

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 97

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-5, Cl A4
4.471%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023		$             154		$              156
SLM Student Loan Trust, Ser 2008-5, Cl B
4.621%, VAR ICE LIBOR USD 3 Month+1.850%, 07/25/2073		685		695
SLM Student Loan Trust, Ser 2008-6, Cl A4
3.871%, VAR ICE LIBOR USD 3 Month+1.100%, 07/25/2023		4,074		4,074
SLM Student Loan Trust, Ser 2008-6, Cl B
4.621%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		696
SLM Student Loan Trust, Ser 2008-7, Cl B
4.621%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		694
SLM Student Loan Trust, Ser 2008-8, Cl B
5.021%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2075		685		700
SLM Student Loan Trust, Ser 2008-9, Cl A
4.271%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023		1,903		1,925
SLM Student Loan Trust, Ser 2008-9, Cl B
5.021%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2083		685		701
SLM Student Loan Trust, Ser 2009-3, Cl A
3.538%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2045 (C)		686		683
SLM Student Loan Trust, Ser 2010-1, Cl A
2.886%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2025		461		451
SLM Student Loan Trust, Ser 2012-1, Cl A3
3.436%, VAR ICE LIBOR USD 1 Month+0.950%, 09/25/2028		2,242		2,231
SLM Student Loan Trust, Ser 2012-2, Cl A
3.186%, VAR ICE LIBOR USD 1 Month+0.700%, 01/25/2029		1,904		1,876
SLM Student Loan Trust, Ser 2012-6, Cl A3
3.236%, VAR ICE LIBOR USD 1 Month+0.750%, 05/26/2026		430		426
SLM Student Loan Trust, Ser 2013-B, Cl A2B
3.584%, VAR ICE LIBOR USD 1 Month+1.100%, 06/17/2030 (C)		60		60
SLM Student Loan Trust, Ser 2013-C, Cl A2A
2.940%, 10/15/2031 (C)		51		51
SLM Student Loan Trust, Ser 2013-M1, Cl M1
3.500%, 10/28/2029 (C)		483		477
SMB Private Education Loan Trust, Ser 2015-A, Cl A2B
3.484%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2027 (C)		902		907

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2015-C, Cl A2B
3.884%, VAR ICE LIBOR USD 1 Month+1.400%, 07/15/2027 (C)		$             440		$              447
SMB Private Education Loan Trust, Ser 2016-A, Cl A2A
2.700%, 05/15/2031 (C)		1,572		1,563
SMB Private Education Loan Trust, Ser 2016-A, Cl A2B
3.984%, VAR ICE LIBOR USD 1 Month+1.500%, 05/15/2031 (C)		2,142		2,183
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (C)		766		753
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
3.934%, VAR ICE LIBOR USD 1 Month+1.450%, 02/17/2032 (C)		2,459		2,500
SMB Private Education Loan Trust, Ser 2016-C, Cl A2A
2.340%, 09/15/2034 (C)		2,134		2,092
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
3.584%, VAR ICE LIBOR USD 1 Month+1.100%, 09/15/2034 (C)		829		833
SMB Private Education Loan Trust, Ser 2017-A, Cl A2B
3.384%, VAR ICE LIBOR USD 1 Month+0.900%, 09/15/2034 (C)		2,699		2,704
SMB Private Education Loan Trust, Ser 2017-B, Cl A2B
3.234%, VAR ICE LIBOR USD 1 Month+0.750%, 10/15/2035 (C)		1,738		1,738
SMB Private Education Loan Trust, Ser 2018-A, Cl A2B
3.284%, VAR ICE LIBOR USD 1 Month+0.800%, 02/15/2036 (C)		426		425
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (C)		337		346
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B
3.234%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2035 (C)		862		860
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (C)		1,593		1,617
SoFi Consumer Loan Program Trust, Ser 2017-4, Cl A
2.500%, 05/26/2026 (C)		2,354		2,337
Sofi Consumer Loan Program Trust, Ser 2018-1, Cl A2
3.140%, 02/25/2027 (C)		100		100

98 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Sofi Consumer Loan Program Trust, Ser 2018-2, Cl A2
3.350%, 04/26/2027 (C)		$              425		$              426
SoFi Consumer Loan Program Trust, Ser 2018-4, Cl A
3.540%, 11/26/2027 (C)		2,024		2,036
SoFi Consumer Loan Program, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (C)		220		219
Sofi Consumer Loan Program, Ser 2018-1, Cl A1
2.550%, 02/25/2027 (C)		613		612
Sofi Consumer Loan Program, Ser 2018-3, Cl A1
3.200%, 08/25/2027 (C)		1,947		1,948
SoFi Professional Loan Program, Ser 2016-D, Cl A1
3.436%, VAR ICE LIBOR USD 1 Month+0.950%, 01/25/2039 (C)		138		139
SoFi Professional Loan Program, Ser 2016-E, Cl A1
3.336%, VAR ICE LIBOR USD 1 Month+0.850%, 07/25/2039 (C)		312		313
SoFi Professional Loan Program, Ser 2017-A, Cl A1
3.186%, VAR ICE LIBOR USD 1 Month+0.700%, 03/26/2040 (C)		297		298
SoFi Professional Loan Program, Ser 2017-E, Cl A1
2.986%, VAR ICE LIBOR USD 1 Month+0.500%, 11/26/2040 (C)		240		240
SoFi Professional Loan Program, Ser 2017-E, Cl A2B
2.720%, 11/26/2040 (C)		2,162		2,137
Sofi Professional Loan Program, Ser 2019-A, Cl A2FX
3.690%, 06/15/2048 (C)		485		498
South Carolina Student Loan, Ser 2015-A, Cl A
3.986%, VAR ICE LIBOR USD 1 Month+1.500%, 01/25/2036		1,456		1,467
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
3.036%, VAR ICE LIBOR USD 1 Month+0.550%, 09/25/2034		495		485
Structured Asset Investment Loan Trust, Ser 2005-HE1, Cl M1
2.956%, VAR ICE LIBOR USD 1 Month+0.470%, 07/25/2035		834		834

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2005-WF4, Cl M2
3.131%, VAR ICE LIBOR USD 1 Month+0.645%, 11/25/2035		$                24		$                24
TCI-Flatiron CLO, Ser 2016-1A, Cl AR
3.733%, VAR ICE LIBOR USD 3 Month+1.220%, 07/17/2028 (C)		1,500		1,499
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(C)		2,094		2,060
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
3.086%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (C)		1,764		1,750
Verizon Owner Trust, Ser 2016-1A, Cl A
1.420%, 01/20/2021 (C)		667		665
Verizon Owner Trust, Ser 2016-2A, Cl A
1.680%, 05/20/2021 (C)		1,799		1,793
Verizon Owner Trust, Ser 2017-1A, Cl A
2.060%, 09/20/2021 (C)		1,725		1,720
Verizon Owner Trust, Ser 2017-2A, Cl A
1.920%, 12/20/2021 (C)		1,780		1,770
Verizon Owner Trust, Ser 2019-A, Cl A1A
2.930%, 09/20/2023		543		547
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl A4
2.736%, VAR ICE LIBOR USD 1 Month+0.250%, 07/25/2036		836		834
				241,160
Total Asset-Backed Securities (Cost $318,442) ($ Thousands)				323,724
SOVEREIGN DEBT — 2.1%
Abu Dhabi Government International Bond
2.500%, 10/11/2022 (C)		1,850		1,832
Argentine Bonos del Tesoro
18.200%, 10/03/2021		ARS    19,870		320
Argentine Republic Government International Bond
7.625%, 04/22/2046 (E)		$180		142
7.500%, 04/22/2026		470		399
7.125%, 07/06/2036		220		169
6.875%, 04/22/2021		190		173
6.875%, 01/11/2048		2,950		2,168
5.625%, 01/26/2022		1,300		1,121
2.500%, 5.250%, 03/31/2029, 12/31/2038 (G)		240		139
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2021		BRL    23,399		6,274
10.000%, 01/01/2023		3,994		1,083
10.000%, 01/01/2027		571		155

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 99

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Brazilian Government International Bond
5.625%, 01/07/2041		$           1,120		$            1,123
5.000%, 01/27/2045		3,400		3,131
4.625%, 01/13/2028		4,440		4,476
2.625%, 01/05/2023		200		194
China Government Bond
3.390%, 05/21/2025		CNY     2,000		302
3.310%, 11/30/2025		11,500		1,722
Colombia Government International Bond
5.625%, 02/26/2044		$           1,510		1,702
5.200%, 05/15/2049		526		566
5.000%, 06/15/2045		830		871
Ecuador Government International Bond
7.875%, 01/23/2028 (C)		380		361
Egypt Government International Bond
5.577%, 02/21/2023 (C)		410		407
Export-Import Bank of India
3.375%, 08/05/2026 (C)		350		337
Indonesia Government International Bond
5.875%, 03/13/2020		240		247
5.875%, 01/15/2024 (C)		840		926
5.250%, 01/08/2047 (C)		400		433
5.125%, 01/15/2045 (C)		400		426
4.450%, 02/11/2024		482		502
4.350%, 01/11/2048 (E)		460		453
3.850%, 07/18/2027 (C)		800		800
3.750%, 04/25/2022 (C)		740		749
3.500%, 01/11/2028 (E)		400		389
Japan Finance Organization for Municipalities
4.000%, 01/13/2021		1,800		1,844
Kazakhstan Government International Bond
4.875%, 10/14/2044 (C)		660		702
Kenya Government International Bond
7.250%, 02/28/2028 (C)		200		202
6.875%, 06/24/2024		200		205
Korea International Bond
3.875%, 09/20/2048		440		469
3.500%, 09/20/2028		605		629
Kuwait International Government Bond
3.500%, 03/20/2027 (C)		1,230		1,256
Mexico Government International Bond
6.050%, 01/11/2040 (E)		1,210		1,384
4.750%, 03/08/2044		9,200		9,039
4.600%, 02/10/2048		1,045		1,011
4.500%, 04/22/2029		1,707		1,768
3.750%, 01/11/2028 (E)		390		385
3.600%, 01/30/2025		3,300		3,300
Nigeria Government International Bond
7.143%, 02/23/2030 (C)		240		240
6.500%, 11/28/2027 (C)		220		217

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Panama Government International Bond
6.700%, 01/26/2036		$              440		$              574
4.500%, 05/15/2047		640		675
Paraguay Government International Bond
5.400%, 03/30/2050 (C)		841		881
Peruvian Government International Bond
6.550%, 03/14/2037		1,220		1,642
5.625%, 11/18/2050		600		770
Province of Quebec Canada
2.625%, 02/13/2023		620		622
Provincia de Buenos Aires
9.125%, 03/16/2024 (C)		230		190
7.875%, 06/15/2027 (C)		250		182
6.500%, 02/15/2023 (C)		300		244
Qatar Government International Bond
4.817%, 03/14/2049 (C)		1,962		2,063
4.000%, 03/14/2029 (C)		880		907
3.875%, 04/23/2023		430		442
3.375%, 03/14/2024 (C)		1,736		1,753
3.250%, 06/02/2026		200		198
Republic of Poland Government International Bond
5.000%, 03/23/2022		100		106
4.000%, 01/22/2024		3,067		3,206
Russian Federal Bond - OFZ
8.150%, 02/03/2027		RUB  315,940		4,836
7.000%, 01/25/2023		34,160		506
7.000%, 08/16/2023		231,430		3,410
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030 (C)		$              745		830
5.625%, 04/04/2042		1,800		1,946
4.875%, 09/16/2023		200		210
Saudi Government International Bond MTN
2.875%, 03/04/2023 (C)		360		357
Uruguay Government International Bond
5.100%, 06/18/2050 (E)		650		694
Total Sovereign Debt (Cost $83,970) ($ Thousands)				83,987
LOAN PARTICIPATIONS — 0.6%
1011778 BC ULC / New Red Finance, Term Loan B3, 1st Lien
4.749%, VAR LIBOR+2.250%, 02/16/2024		159		157
4.743%, VAR LIBOR+2.250%, 02/16/2024		128		126
Air Medical Group Holdings Inc., Term Loan B, 1st Lien
5.739%, VAR LIBOR+3.250%, 04/28/2022		471		443

100 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Albertson’s LLC, 218 Term B-7 Loan, 1st Lien
5.499%, 11/17/2025		$            184		$              182
Albertson’s LLC, Term B-6 Loan, 1st Lien, Ser 2017-1
5.479%, VAR LIBOR+3.000%, 06/22/2023		201		199
American Axle & Manufacturing, Inc., Term Loan B, 1st Lien
4.740%, VAR LIBOR+2.250%, 04/06/2024		197		192
American Builders & Contractors Supply, Term Loan B2, 1st Lien
4.499%, VAR LIBOR+2.000%, 10/31/2023		266		259
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
4.249%, VAR LIBOR+1.750%, 03/11/2025		424		420
Asurion LLC, Term Loan B, 1st Lien
5.499%, 11/03/2024		410		407
Asurion, Cov-Lite, Term Loan B4, 1st Lien
5.499%, VAR LIBOR+2.750%, 08/04/2022		370		368
Athenahealth, Inc. Term Loan B, 1st Lien
7.197%, 02/11/2026		530		522
Atlantic Aviation FBO, Term Loan B, 1st Lien
6.240%, 12/06/2025		160		161
Avolon TLB Borrower 1 (US) LLC, Term Loan B3, 1st Lien
4.488%, VAR LIBOR+2.000%, 01/15/2025		268		265
Bausch Health Companies Inc., Term Loan B, 1st Lien
5.481%, VAR LIBOR+3.000%, 06/02/2025		210		208
Beacon Roofing Supply, Inc., Term Loan B, 1st Lien
4.749%, VAR LIBOR+2.250%, 01/02/2025		446		434
Berry Global, Inc. (fka Berry Plastics Corporation), Term Q Loan, 1st Lien
4.610%, VAR LIBOR+2.000%, 10/01/2022		490		487
Boyd Gaming Corporation, Refinancing Term B Loan
4.658%, VAR LIBOR+2.500%, 09/15/2023		155		153
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
5.000%, 08/15/2025		159		158

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Caesars Resort Collection LLC, Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 12/23/2024		$              419		$              413
Catalent Pharma Solutions, Term Loan B, 1st Lien
4.743%, 05/20/2024		150		149
CBS Radio Inc., Additional Term B-1 Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 11/18/2024		48		47
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/01/2024		1,265		1,247
Charter Communications Operating LLC, Term Loan B, 1st Lien
4.500%, VAR LIBOR+2.000%, 04/30/2025		218		216
CityCenter Holdings, LLC, Term B Loan, 1st Lien
4.749%, VAR LIBOR+2.250%, 04/18/2024		58		56
Dell International LLC (EMC Corporation), Refinancing Term B Loan
4.500%, VAR LIBOR+2.000%, 09/07/2023		196		193
Delos Finance, New Loan (2018), 1st Lien
4.553%, VAR LIBOR+1.750%, 10/06/2023		810		809
Edelman Financial Center, Term Loan B
6.037%, 06/26/2025 (H)		420		416
Envision Healthcare Corp., Term Loan, 1st Lien
6.249%, 10/10/2025		170		159
First Data Corporation, 2022D New Dollar Term Loan, Ser 2022-D
4.486%, VAR LIBOR+2.000%, 07/08/2022		30		30
First Data Corporation, Term Loan, 1st Lien, Ser 2024-A
4.486%, VAR LIBOR+2.000%, 04/26/2024		420		419
First Eagle Holdings, Inc. (fka Arnhold and S. Bleichroeder Holdings, Inc.), Refinancing Term Loan
5.351%, 12/26/2024		180		179
Flying Fortress Holdings, LLC (fka Flying Fortress Inc.), New Loan (2018), 1st Lien
4.553%, VAR LIBOR+1.750%, 10/30/2022 (H)		560		558

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 101

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)	Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Focus Financial Partners, LLC, 1st Lien
4.999%, 07/03/2024	$                40		$                40
Four Seasons, 1st Lien
4.499%, 11/30/2023	268		266
Golden Nugget Inc., Term Loan B, 1st Lien
5.234%, VAR LIBOR+2.750%, 10/04/2023	139		137
Golden Nugget, Inc., Term Loan B, 1st Lien
5.249%, 10/04/2023	174		172
HCA Inc., Tranche B-10 Term Loan
4.499%, VAR LIBOR+2.000%, 03/13/2025	336		335
Hilton Worldwide Holdings Inc., Term Loan, 1st Lien
4.236%, VAR LIBOR+1.750%, 10/25/2023	428		427
Intelset Jackson Holdings S.A., Term Loan B3, 1st Lien
6.240%, 11/27/2023	250		246
Intrawest ULC, Term Loan, 1st Lien
5.493%, VAR LIBOR+3.250%, 07/31/2024	580		576
Jaguar Holding Co I, Term Loan, 1st Lien
4.993%, VAR LIBOR+2.500%, 08/18/2022	395		390
Level 3 Financing, Inc., Term Loan B, 1st Lien
4.736%, VAR LIBOR+2.250%, 02/22/2024	488		482
LPL Holdings, Term Loan B (2017)
4.641%, 09/11/2024	110		109
McAfee, LLC, Term B USD Loan
6.249%, 09/30/2024	260		260
MGM Growth Properties, Term B Loan, 1st Lien
4.499%, VAR LIBOR+2.000%, 04/25/2023	376		370
Michaels Stores, Inc., 2018 New Replacement Term B Loan
4.993%, VAR LIBOR+2.500%, 01/30/2023	319		313
4.991%, VAR LIBOR+2.500%, 01/30/2023	114		111
Micro Focus, MA FinanceCo
4.999%, 06/21/2024	12		12
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
5.351%, VAR LIBOR+2.750%, 06/07/2023	686		663
Numericable U.S. LLC, Term Loan B, 1st Lien
6.171%, 01/31/2026	289		274

Description	Face Amount (Thousands)	Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
ON Semiconductor Corporation, Term Loan B3, 1st Lien
4.243%, VAR LIBOR+1.750%, 03/31/2023	$              159		$              157
Panther BF Aggregator 2 Power Solutions, Term Loan, 1st Lien
0.000%, 03/18/2026 (H)	1,010		998
Party City Holdings Inc., 2018 Replacement Term Loan
5.000%, 08/19/2022	257		255
PetSmart Inc., Term Loan B2, 1st Lien
5.490%, VAR LIBOR+3.000%, 03/11/2022	538		482
Post Holdings, Inc., Series A Incremental Term Loan
4.490%, VAR LIBOR+2.000%, 05/24/2024	439		434
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions), Refinancing Term B-1 Loan
5.249%, VAR LIBOR+2.750%, 05/02/2022	452		447
Prime Security Services, Term Loan
5.243%, 05/02/2022	31		30
Quikrete Holdings, Inc., Initial Loan
2.499%, VAR LIBOR+2.750%, 11/15/2023	103		100
RegionalCare Hospital Partners Holdings, Term Loan, 1st Lien
6.982%, 11/16/2025	440		435
Reynolds Group Holdings Inc., Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 02/05/2023	632		624
RPI Finance Trust, Initial Term Loan B-6
4.499%, VAR LIBOR+2.000%, 03/27/2023	39		39
Scientific Games International Inc., Term Loan B, 1st Lien
5.329%, VAR LIBOR+2.750%, 08/14/2024	1,053		1,024
5.249%, VAR LIBOR+2.750%, 08/14/2024	253		246
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
4.999%, VAR LIBOR+2.750%, 06/21/2024	82		80
Sprint Communications, Inc., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+2.500%, 02/02/2024	62		60

102 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
The Servicemaster Company LLC, Term Loan, 1st Lien
4.993%, 11/08/2023		$                21		$                21
Trans Union, LLC, Term Loan B3, 1st Lien
4.499%, VAR LIBOR+2.000%, 04/10/2023		316		313
Unitymedia Finance LLC, Term Loan D, 1st Lien
4.734%, VAR LIBOR+2.250%, 01/15/2026		470		464
Univision Communications Inc., Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/15/2024		1,069		1,005
UPC Financing Partnership, Term Loan, 1st Lien
4.984%, VAR LIBOR+2.500%, 01/15/2026		321		320
VICI Properties 1 LLC, Term Loan B, 1st Lien
4.491%, VAR LIBOR+2.000%, 12/20/2024		125		122
Virgin Media Bristol LLC, K Facility, Term Loan, 1st Lien
4.984%, VAR LIBOR+2.500%, 01/15/2026		147		145
Western Digital Corporation, Term Loan B-4
4.249%, VAR LIBOR+1.750%, 04/29/2023		164		160
XPO Logistics, Inc., Term Loan B, 1st Lien
4.499%, VAR LIBOR+2.000%, 02/24/2025		159		156
Ziggo Secured Finance Partnership, Term Loan E Facility, 1st Lien
4.984%, VAR LIBOR+2.500%, 04/15/2025		121		118
Total Loan Participations (Cost $23,810)     ($ Thousands)				23,450
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State, Build America Project, GO
6.650%, 03/01/2022		250		275
California State, GO
7.600%, 11/01/2040		335		520
Los Angeles, Community College District, GO
6.750%, 08/01/2049		1,048		1,584
San Jose, Redevelopment Agency Successor Agency, Ser A-T, TA
3.176%, 08/01/2026		1,000		1,011
				3,390

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Illinois — 0.0%
Carlyle City, GO
4.762%, 07/15/2019		$                  4		$                  4
Illinois State, GO
5.100%, 06/01/2033 (E)		225		221
				225
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,101
New York — 0.2%
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		1,460		1,636
New York City, GO
Callable 12/01/2020 @ 100
6.646%, 12/01/2031		900		958
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		275		334
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser A-5, RB
Callable 08/01/2027 @ 100
3.280%, 08/01/2029		595		591
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser F-2, RB
2.900%, 05/01/2026		1,250		1,252
New York City, Water & Sewer System, RB
5.952%, 06/15/2042		750		1,023
New York State, Dormitory Authority, RB
5.500%, 03/15/2030		400		466
5.289%, 03/15/2033		850		995
				7,255
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		501
Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049 (E)		632		940
Total Municipal Bonds (Cost $11,954) ($ Thousands)				13,412

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 103

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.3%
FHLB
2.125%, 02/11/2020	$	430	$	429
1.375%, 11/15/2019		1,370		1,361
FHLB DN
2.441%, 04/22/2019 (A)		2,630		2,626
FNMA
3.040%, 10/09/2019 (A)		5,040		4,976
Tennessee Valley Authority
3.875%, 02/15/2021		1,510		1,551
Total U.S. Government Agency Obligations (Cost $10,904) ($ Thousands)				10,943
COMMERCIAL PAPER — 0.2%
Banco Santander SA
2.729%, 05/01/2019 (A)		7,680		7,663
Total Commercial Paper (Cost $7,663) ($ Thousands)				7,663
	Shares
PREFERRED STOCK — 0.0%
Citigroup Capital XIII, 9.121%		18,975		519
Total Preferred Stock (Cost $491) ($ Thousands)				519
AFFILIATED PARTNERSHIP — 3.0%
SEI Liquidity Fund, L.P.
2.480% **†(I)		120,961,533		120,929
Total Affiliated Partnership (Cost $120,935) ($     Thousands)				120,929

Description	Shares			Market Value   ($ Thousands)
CASH EQUIVALENT — 3.7%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		150,063,675		$	150,064
Total Cash Equivalent (Cost $150,064) ($ Thousands)					150,064
	Face Amount (Thousands)
REPURCHASE AGREEMENT — 0.4%
Deutsche Bank
2.550%, dated 03/29/2019, to be repurchased on 04/01/2019, repurchase price $15,003,188 (collateralized by Treasury Inflation Protected Security, par value $14,523,000, 0.125%, 04/15/2021; total market value $15,309,921) (J)	$	15,000			15,000
Total Repurchase Agreement (Cost $15,000) ($ Thousands)					15,000
Total Investments in Securities — 109.4% (Cost $4,338,676) ($ Thousands)				$	4,379,429
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options(K)
(Cost $560) ($ Thousands)		11,977,314		$	384
WRITTEN OPTIONS* — 0.0%
Total Written Options(K) (Premiums Received     $411) ($ Thousands)		(2,111	)	$	(759	)

A list of the exchange traded option contracts held by the Fund at March 31, 2019, is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
June 2019, U.S. 10 Year Future Option*		242	$	30,061		$120.00		05/18/19	$	7
May 2019, U.S. 10 Year Future Option*		702		87,202		123.00		04/20/19		77
May 2019, U.S. 5 Year Future Option*		569		65,906		115.00		04/20/19		36
May 2019, U.S. 5 Year Future Option*		1,023		118,492		115.25		04/20/19		112
May 2019, U.S. Bond Future Option*		330		49,386		143.00		04/20/19		10
May 2019, U.S. Bond Future Option*		204		30,530		147.00		04/20/19		45

104 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Number of Contracts		Notional Amount (Thousands)				Exercise Price	Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
				$	381,577						$	287
Call Options
June 2019, U.S. 5 Year Future Option*		198			22,934		$120.75		05/18/19			5
June 2019, U.S. 5 Year Future Option*		1,331			154,167		121.25		05/18/19			21
					177,101							26
Total Purchased Options				$	558,678						$	313
WRITTEN OPTIONS — 0.0%
Put Options
May 2019, U.S. 10 Year Future Option*		(234)		$	(29,067	)	$124.00		04/20/19		$	(99	)
May 2019, U.S. 5 Year Future Option*		(569)			(65,906	)	114.00		04/20/19			(4	)
May 2019, U.S. 5 Year Future Option*		(341)			(39,497	)	115.75		04/20/19			(104	)
May 2019, U.S. Bond Future Option*		(68)			(10,177	)	149.00		04/20/19			(54	)
					(144,647	)						(261	)
Call Options
May 2019, U.S. 5 Year Future Option*		(569)			(65,906	)	118.00		04/20/19			(18	)
May 2019, U.S. Bond Future Option*		(330)			(49,387	)	149.00		04/20/19			(480	)
					(115,293	)						(498	)
Total Written Options					$        (259,940	)					$	(759	)

A list of the OTC option contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty		Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
June 2019, USD Put EUR Call*		Goldman Sachs		10,200,000	$	9,091		$1.16		06/22/19	$	34
Call Options
November 2019, USD Call EUR Put*		Citigroup		1,772,715		1,580		1.14		11/16/19		37
Total Purchased Option					$	10,671					$	71

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Appreciation/     (Depreciation) (Thousands)
90-Day Euro$	74		Mar-2021	$	17,965		$	18,108		$	143
90-Day Euro$	218		Jun-2020		52,908			53,287			379
90-Day Euro$	1,337		Dec-2019		324,793			326,128			1,335
Euro	(18)		Jun-2019		(2,571	)		(2,540	)		31
Euro-Bob	(184)		Jun-2019		(27,484	)		(27,507	)		(226	)
Euro-BTP	94		Jun-2019		13,519			13,665			330
Euro-Bund	(730)		Jun-2019		(135,392	)		(136,346	)		(2,497	)
Euro-Buxl 30 Year Bond	(5)		Jun-2019		(1,031	)		(1,076	)		(53	)
U.S. 2-Year Treasury Note	2,484		Jul-2019		527,367			529,325			1,958
U.S. 5-Year Treasury Note	1,055		Jul-2019		121,044			122,199			1,155
U.S. 5-Year Treasury Note	(2,156)		Jul-2019		(249,391	)		(249,725	)		(334	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 105

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Continued)

Type of Contract	Number of Contracts Long (Short)	Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
U.S. 10-Year Treasury Note	2,505		Jun-2019	$	308,620		$	311,168		$	2,548
U.S. Long Treasury Bond	(896)		Jun-2019		(131,585	)		(134,092	)		(2,507	)
U.S. Ultra Long Treasury Bond	775		Jun-2019		125,701			130,200			4,499
U.S. Ultra Long Treasury Bond	(194)		Jun-2019		(31,467	)		(32,592	)		(1,125	)
Ultra 10-Year U.S. Treasury Note	587		Jun-2019		76,327			77,943			1,616
Ultra 10-Year U.S. Treasury Note	(266)		Jun-2019		(34,526	)		(35,320	)		(794	)
				$	954,797		$	962,825		$	6,458

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation                (Depreciation) (Thousands)
Citigroup		04/16/19	USD		4,277	INR		301,350	$	61
Citigroup		04/17/19	GBP		1,835	USD		2,355		(38)
Citigroup		04/17/19	USD		2,323	EUR		2,017		(55)
Citigroup		04/17/19	AUD		3,958	USD		2,832		20
Citigroup		04/17/19	EUR		4,540	USD		5,153		49
Citigroup		04/17/19	USD		4,569	KRW		5,123,175		(58)
Citigroup		04/17/19	USD		5,399	AUD		7,522		(55)
Citigroup		04/17/19	USD		6,929	RUB		470,078		207
Citigroup		04/17/19	USD		7,713	JPY		828,591		(215)
Citigroup		04/17/19	USD		9,490	IDR		138,186,080		181
Citigroup		04/17/19	USD		1,826	IDR		25,658,270		(30)
Citigroup		04/17/19 - 07/17/19	USD		32,732	BRL		123,945		(981)
Citigroup		04/17/19	USD		10,189	CAD		13,612		5
Citigroup		04/17/19	USD		25,317	CAD		33,439		(274)
Citigroup		04/17/19	BRL		38,670	USD		9,979		51
Citigroup		04/17/19	CNY		68,783	USD		10,024		(214)
Citigroup		04/17/19	JPY		828,591	USD		7,713		214
Citigroup		04/17/19	COP		5,189,635	USD		1,621		(8)
Citigroup		09/23/19	USD		690	ARS		34,070		(60)
Deutsche Bank		05/15/19	PHP		180,380	USD		3,420		8
Deutsche Bank		05/15/19	PHP		120,240	USD		2,263		(10)
Goldman Sachs		04/17/19	CNH		13,759	USD		2,008		(40)
Goldman Sachs		04/17/19	KRW		5,123,175	USD		4,596		85
									$	(1,157)

A list of the OTC swap agreements held by the Fund at March 31, 2019 is as follows:

				Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments (Thousands)		Net Unrealized Appreciation (Thousands)
Citigroup	1-DAY BRL - CETIP		8.41%		Annually		01/03/2020		BRL		16,400	$	60	$	8	$	52
Citigroup	1-DAY BRL - CETIP		8.41%		Annually		01/03/2020		BRL		10,800		39		3		36
Citigroup	1-DAY BRL - CETIP		8.41%		Annually		01/03/2020		BRL		5,011		18		3		15
Citigroup	1-DAY BRL - CETIP		8.41%		Annually		01/03/2020		BRL		47,489		173		–		173
Citigroup	1-DAY BRL - CETIP		8.41%		Annually		01/03/2020		BRL		9,700		35		1		34
												$	325	$	15	$	310

106 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
3 MONTH USD - LIBOR		3.0708		Semi-Annually		02/21/2021		USD		63,180	$	992		$	–		$	992
6M GBP LIBOR		1.271%		Semi-Annually		10/26/2021		GBP		10,354		(81	)		5			(86	)
6M GBP LIBOR		1.385%		Annually		10/30/2021		GBP		50,975		(295	)		(16	)		(279	)
3.0818		3 MONTH USD-LIBOR		Quarterly		02/21/2024		USD		25,975		(987	)		–			(987	)
3M LIBOR		1D FEDL01		Quarterly		06/19/2024		USD		51,525		11			–			11
2.25%		FEDL01		Annually		12/31/2025		USD		37,013		(446	)		(225	)		(221	)
2.25%		3MLIBOR		Quarterly		12/31/2025		USD		13,392		56			18			38
2.5%		3MLIBOR		Quarterly		01/31/2026		USD		57,849		(638	)		(778	)		140
3MLIBOR		3.00%		Semi-Annually		02/15/2036		USD		18,209		1,095			10			1,085
3.33%		3M USD LIBOR -BBA		Quarterly		02/15/2044		USD		13,959		(1,880	)		(1	)		(1,879	)
3.00%		3MLIBOR		Quarterly		05/15/2044		USD		13,468		(986	)		10			(996	)
2.875%		3M LIBOR		Quarterly		05/15/2044		USD		11,544		(571	)		48			(619	)
2.75%		3MLIBOR		Quarterly		08/15/2044		USD		13,311		(339	)		(45	)		(294	)
1.498		6-MONTH EUR - EURIBOR		Semi-Annually		08/23/2047		EUR		678		(86	)		(1	)		(85	)
											$	(4,155	)	$	(975	)	$	(3,180	)

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.32		Sell		5.00%		Quarterly		06/20/2024		(16,130	)	$	1,077	$	983	$	94
CDX.NA.IG.32		Sell		1.00%		Quarterly		06/20/2024		(90,190	)		1,619		1,451		168
												$	2,696	$	2,434	$	262

Percentages are based on Net Assets of $4,004,472 ($ Thousands).

* Non-income producing security.

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

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

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(B) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $499,387 ($ Thousands), representing 12.5% of the Net Assets of the Fund.

(D) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,531 ($ Thousands) and represented 0.1% of the Net Assets of the Fund.

(E) Certain securities or partial positions of certain securities are on loan at March 31, 2019. The total market value of securities on loan at March 31, 2019 was $118,052 ($ Thousands).

(F) Security is in default on interest payment.

(G) Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(H) Unsettled bank loan. Interest rate may not be available.

(I) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2019 was $120,929 ($ Thousands).

(J) Tri-Party Repurchase Agreement.

(K) Refer to table below for details on Options Contracts.

ABS — Asset-Backed Security

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

ARS — Argentine Peso

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

DN — Discount Note

EUR — Euro

EURIBOR — Euro London Interbank Offered Rate

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 107

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Core Fixed Income Fund (Concluded)

JSC — Joint-Stock Company

KRW — Korean Won

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Association

PHP — Philippine Peso

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TA — Tax Allocation

TBA — To Be Announced

TLB — Term Loan B

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of March 31, 2019, 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	$	–	$	1,496,183	$	–	$	1,496,183
Corporate Obligations		–		1,171,569		–		1,171,569
U.S. Treasury Obligations		–		961,986		–		961,986
Asset-Backed Securities		–		323,724		–		323,724
Sovereign Debt		–		83,987		–		83,987
Loan Participations		–		23,450		–		23,450
Municipal Bonds		–		13,412		–		13,412
U.S. Government Agency Obligations		–		10,943		–		10,943
Commercial Paper		–		7,663		–		7,663
Preferred Stock		519		–		–		519
Affiliated Partnership		–		120,929		–		120,929
Cash Equivalent		150,064		–		–		150,064
Repurchase Agreement		–		15,000		–		15,000
Total Investments in Securities	$	150,583	$	4,228,846	$	–	$	4,379,429

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Purchased Options	$	384	$	–	$	–	$	384
Written Options		(759)		–		–		(759)
Futures Contracts*
Unrealized Appreciation		13,994		–		–		13,994
Unrealized Depreciation		(7,536)		–		–		(7,536)
Forwards Contracts*
Unrealized Appreciation		–		881		–		881
Unrealized Depreciation		–		(2,038)		–		(2,038)
OTC Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		310		–		310
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		2,266		–		2,266
Unrealized Depreciation		–		(5,446)		–		(5,446)
Credit Default Swaps*
Unrealized Appreciation		–		262		–		262
Total Other Financial Instruments	$	6,083	$	(3,765)	$	–	$	2,318

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

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

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

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

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

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Appreciation	Value 3/31/2019	Income
SEI Liquidity Fund, L.P.	$106,255	$808,778	$(794,112)	$—	$8	$120,929	$88
SEI Daily Income Trust, Government Fund, CI F	198,093	1,351,011	(1,399,040)	—	—	150,064	1,043
Totals	$304,348	$2,159,789	$(2,193,152)	$—	$8	$270,993	$1,131

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

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

108 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 71.7%
Communication Services — 12.0%
Altice France
6.250%, 05/15/2024 (A)	$	1,000	$	1,007
AMC Entertainment Holdings
5.875%, 11/15/2026		19		17
5.750%, 06/15/2025		415		388
AMC Networks
5.000%, 04/01/2024		865		869
4.750%, 08/01/2025		3,725		3,697
C&W Senior Financing DAC
7.500%, 10/15/2026 (A)		1,185		1,221
C&W Senior Financing Designated Activity
6.875%, 09/15/2027 (A)		810		812
CB Escrow
8.000%, 10/15/2025 (A)		2,280		2,080
CCO Holdings
5.875%, 04/01/2024 (A)		1,785		1,865
5.750%, 02/15/2026 (A)		4,352		4,553
5.500%, 05/01/2026 (A)		3,720		3,841
5.375%, 05/01/2025 (A)		2,020		2,086
5.125%, 05/01/2027 (A)		4,168		4,194
5.000%, 02/01/2028 (A)		1,080		1,065
CenturyLink
7.500%, 04/01/2024		2,375		2,511
6.750%, 12/01/2023		3,130		3,267
5.800%, 03/15/2022		1,044		1,064
5.625%, 04/01/2025		2,342		2,266
Cincinnati Bell
7.000%, 07/15/2024 (A)		150		138
Cinemark USA
4.875%, 06/01/2023		435		442

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clear Channel Worldwide Holdings
9.250%, 02/15/2024 (A)	$	3,970	$	4,208
6.500%, 11/15/2022		3,085		3,153
Cogent Communications Finance
5.625%, 04/15/2021 (A)		940		952
Cogent Communications Group
5.375%, 03/01/2022 (A)		610		624
Digicel
6.000%, 04/15/2021 (A)		1,525		1,270
Digicel Group
6.750%, 03/01/2023 (A)		1,040		666
DISH DBS
7.750%, 07/01/2026		3,557		3,095
5.875%, 07/15/2022		670		648
5.875%, 11/15/2024		10,759		9,038
5.000%, 03/15/2023		3,080		2,772
DISH Network
3.375%, 08/15/2026		425		361
DKT Finance ApS
9.375%, 06/17/2023 (A)		4,450		4,764
EW Scripps
5.125%, 05/15/2025 (A)		1,570		1,495
Frontier Communications
11.000%, 09/15/2025		3,377		2,223
10.500%, 09/15/2022		4,331		3,302
8.500%, 04/01/2026 (A)		1,480		1,377
8.000%, 04/01/2027 (A)		1,483		1,531
7.625%, 04/15/2024		1,890		1,035
7.125%, 01/15/2023		2,255		1,364
6.875%, 01/15/2025		4,535		2,443
Gannett
5.500%, 09/15/2024 (A)		1,425		1,439
Gray Television
7.000%, 05/15/2027 (A)		3,282		3,487
5.125%, 10/15/2024 (A)		2,129		2,138
Inmarsat Finance
6.500%, 10/01/2024 (A)		1,041		1,093
4.875%, 05/15/2022 (A)		2,325		2,360
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)		780		792
8.500%, 10/15/2024 (A)		3,000		2,917
8.000%, 02/15/2024 (A)		1,165		1,215
5.500%, 08/01/2023		3,737		3,317
Intelsat Luxembourg
8.125%, 06/01/2023		822		571
Lee Enterprises
9.500%, 03/15/2022 (A)		1,581		1,615
Level 3 Financing
5.625%, 02/01/2023		265		268
5.375%, 01/15/2024		2,575		2,623
5.375%, 05/01/2025		6,095		6,170

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 109

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Live Nation Entertainment
5.625%, 03/15/2026 (A)	$	504	$	520
4.875%, 11/01/2024 (A)		2,320		2,335
McClatchy
9.000%, 07/15/2026 (A)		1,853		1,848
Meredith
6.875%, 02/01/2026 (A)		395		415
Netflix
5.875%, 02/15/2025		1,845		1,994
5.875%, 11/15/2028 (A)		470		496
4.875%, 04/15/2028		3,032		3,002
Nexstar Broadcasting
6.125%, 02/15/2022 (A)		160		162
5.625%, 08/01/2024 (A)		1,366		1,387
Qwest
6.875%, 09/15/2033		510		507
Qwest Capital Funding
7.750%, 02/15/2031		305		275
Radiate Holdco
6.625%, 02/15/2025 (A)		4,507		4,349
Sinclair Television Group
6.125%, 10/01/2022		715		727
5.625%, 08/01/2024 (A)		100		101
5.125%, 02/15/2027 (A)		2,991		2,864
Sirius XM Radio
6.000%, 07/15/2024 (A)		1,308		1,356
5.375%, 04/15/2025 (A)		2,250		2,309
5.375%, 07/15/2026 (A)		2,240		2,288
5.000%, 08/01/2027 (A)		513		513
Sprint
7.875%, 09/15/2023		7,768		8,137
7.625%, 02/15/2025		8,278		8,444
7.625%, 03/01/2026		2,038		2,065
7.250%, 09/15/2021		2,341		2,458
7.125%, 06/15/2024		913		927
Sprint Capital
8.750%, 03/15/2032		2,455		2,590
Sprint Communications
6.000%, 11/15/2022		2,963		2,986
Telecom Italia
5.303%, 05/30/2024 (A)		1,160		1,166
Telecom Italia Capital
6.375%, 11/15/2033		400		386
6.000%, 09/30/2034		1,365		1,263
T-Mobile USA
6.500%, 01/15/2024		535		556
6.500%, 01/15/2026		1,370		1,463
6.375%, 03/01/2025		2,445		2,546
5.375%, 04/15/2027		305		315
4.750%, 02/01/2028		5,806		5,755
0.000%, 01/15/2024 (B)		535		–
0.000%, 03/01/2025 (B)		1,905		–

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.000%, 01/15/2026 (B)(C)	$	3,126	$	–
Townsquare Media
6.500%, 04/01/2023 (A)		1,940		1,858
Tribune Media
5.875%, 07/15/2022		2,290		2,337
United States Cellular
6.700%, 12/15/2033		1,289		1,374
UPCB Finance IV
5.375%, 01/15/2025 (A)		1,630		1,654
Videotron
5.375%, 06/15/2024 (A)		660		689
5.125%, 04/15/2027 (A)		240		245
Wind Tre
5.000%, 01/20/2026 (A)		535		487
Windstream Services
10.500%, 06/30/2024 (A)(D)		320		236
9.000%, 06/30/2025 (A)(D)		3,358		2,283
8.625%, 10/31/2025 (A)(D)		100		95
7.750%, 10/15/2020 (D)		443		111
				193,583
Consumer Discretionary — 13.3%
1011778 BC ULC / New Red Finance
5.000%, 10/15/2025 (A)		1,638		1,618
4.250%, 05/15/2024 (A)		1,975		1,955
Adelphia Communications (Escrow Security)
10.250%, 06/15/2011 (C)(D)		150		1
9.500%, 02/15/2004 (C)(D)		25		–
7.875%, 01/15/2009 (C)(D)		225		–
Adient Global Holdings
4.875%, 08/15/2026 (A)		1,733		1,269
Altice
7.750%, 05/15/2022 (A)		2,634		2,634
7.625%, 02/15/2025 (A)		4,587		4,025
Altice Financing
7.500%, 05/15/2026 (A)		6,912		6,822
6.625%, 02/15/2023 (A)		345		353
Altice France
8.125%, 02/01/2027 (A)		3,289		3,326
7.375%, 05/01/2026 (A)		6,471		6,342
Altice Luxembourg
7.625%, 02/15/2025		784		688
American Axle & Manufacturing
6.625%, 10/15/2022		53		54
6.500%, 04/01/2027		964		933
6.250%, 04/01/2025		615		599
6.250%, 03/15/2026		560		540
Aramark Services
5.000%, 02/01/2028 (A)		2,489		2,479
Ashtead Capital
4.125%, 08/15/2025 (A)		375		368

110 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aventine (Escrow Security)
0.000%, 10/15/2049 (C)(D)(E)	$	2,750	$	–
Bon-Ton Department Stores
8.000%, 06/15/2021 (D)		2,985		239
Boyd Gaming
6.000%, 08/15/2026		300		308
Boyne USA
7.250%, 05/01/2025 (A)		125		134
Cablevision Systems
5.875%, 09/15/2022		1,500		1,568
Caesars Resort Collection
5.250%, 10/15/2025 (A)		1,525		1,469
CBS Radio
7.250%, 11/01/2024 (A)		3,580		3,562
CCM Merger
6.000%, 03/15/2022 (A)		695		713
Cedar Fair
5.375%, 06/01/2024		2,019		2,062
Cengage Learning
9.500%, 06/15/2024 (A)		3,340		2,756
Churchill Downs
5.500%, 04/01/2027 (A)		1,490		1,511
4.750%, 01/15/2028 (A)		542		515
Cirsa Finance International Sarl
7.875%, 12/20/2023 (A)		1,920		1,982
Constellation
8.500%, 09/15/2025 (A)		485		443
Cooper-Standard Automotive
5.625%, 11/15/2026 (A)		875		768
CSC Holdings
10.875%, 10/15/2025 (A)		1,647		1,901
7.750%, 07/15/2025 (A)		1,330		1,426
7.500%, 04/01/2028 (A)		1,750		1,875
6.750%, 11/15/2021		1,250		1,336
6.625%, 10/15/2025 (A)		420		445
6.500%, 02/01/2029 (A)		3,305		3,520
5.500%, 05/15/2026 (A)		960		987
5.500%, 04/15/2027 (A)		856		874
5.375%, 07/15/2023 (A)		1,946		1,983
5.250%, 06/01/2024		1,182		1,200
Dana
6.000%, 09/15/2023		575		589
Dana Financing Luxembourg Sarl
6.500%, 06/01/2026 (A)		730		745
Delphi Technologies
5.000%, 10/01/2025 (A)		5,873		5,171
Diamond Resorts International
10.750%, 09/01/2024 (A)		2,290		2,161
Enterprise Development Authority
12.000%, 07/15/2024 (A)		1,240		1,259
ESH Hospitality
5.250%, 05/01/2025 (A)		3,910		3,884

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fontainebleau Las Vegas Holdings
0.000%, 06/15/2015 (A)(C)(D)	$	3,108	$	–
Ford Motor
7.450%, 07/16/2031		786		838
Ford Motor Credit
4.687%, 06/09/2025		1,155		1,103
4.250%, 09/20/2022		997		990
Getty Images
9.750%, 03/01/2027 (A)		220		221
Golden Nugget
8.750%, 10/01/2025 (A)		2,951		3,099
Group 1 Automotive
5.250%, 12/15/2023 (A)		194		195
5.000%, 06/01/2022		1,875		1,880
Guitar Center
5.000% cash/8.000% PIK,
04/15/2022 (A)		5,698		4,644
Guitar Center Escrow Issuer
9.500%, 10/15/2021 (A)		2,490		2,390
Hanesbrands
4.875%, 05/15/2026 (A)		260		257
Herc Rentals
7.750%, 06/01/2024 (A)		588		624
7.500%, 06/01/2022 (A)		174		181
Hilton Domestic Operating
5.125%, 05/01/2026 (A)		562		571
Hilton Worldwide Finance
4.875%, 04/01/2027		960		971
4.625%, 04/01/2025		430		434
iHeartCommunications
14.000%, 02/01/2021 (D)		6,076		805
10.625%, 03/15/2023 (D)		951		670
9.000%, 12/15/2019 (D)		2,859		2,030
9.000%, 03/01/2021 (D)		1,210		853
9.000%, 09/15/2022 (D)		2,173		1,532
IHO Verwaltungs GmbH
4.500% cash/5.250% PIK, 09/15/2023 (A)		510		506
Inn of the Mountain Gods Resort & Casino
9.250% cash/9.250% PIK, 11/30/2020		2,482		2,457
International Game Technology
6.500%, 02/15/2025 (A)		625		650
6.250%, 01/15/2027 (A)		3,234		3,315
IRB Holding
6.750%, 02/15/2026 (A)		4,272		4,016
Jack Ohio Finance
6.750%, 11/15/2021 (A)		2,150		2,215
JC Penney
6.375%, 10/15/2036 (B)		3,915		1,370
KFC Holding
5.250%, 06/01/2026 (A)		660		666
5.000%, 06/01/2024 (A)		1,587		1,619

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 111

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
L Brands
6.875%, 11/01/2035	$	362	$	313
6.750%, 07/01/2036		1,225		1,029
5.250%, 02/01/2028		1,010		900
Liberty Interactive
8.250%, 02/01/2030		2,205		2,249
Marriott Ownership Resorts
6.500%, 09/15/2026 (A)		520		545
Mattamy Group
6.500%, 10/01/2025 (A)		2,390		2,346
Mattel
6.750%, 12/31/2025 (A)		3,379		3,324
McGraw-Hill Global Education Holdings
7.875%, 05/15/2024 (A)		595		476
Men’s Wearhouse
7.000%, 07/01/2022		2,224		2,191
Merlin Entertainments
5.750%, 06/15/2026 (A)		355		366
MGM Resorts International
6.000%, 03/15/2023		2,185		2,305
5.750%, 06/15/2025		2,570		2,660
5.500%, 04/15/2027		1,142		1,154
4.625%, 09/01/2026		1,572		1,529
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)(C)(D)		175		–
Monitronics International
9.125%, 04/01/2020		5,936		1,187
Neiman Marcus Group
8.750% cash/9.500% PIK, 10/15/2021(A)		2,016		1,078
8.000%, 10/15/2021 (A)		1,720		912
Newell Brands
4.200%, 04/01/2026		1,054		1,006
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		428		429
6.250%, 05/15/2026 (A)		1,748		1,783
Party City Holdings
6.625%, 08/01/2026 (A)		2,211		2,200
6.125%, 08/15/2023 (A)		964		976
Penske Automotive Group
5.500%, 05/15/2026		976		961
PetSmart
8.875%, 06/01/2025 (A)		420		314
7.125%, 03/15/2023 (A)		1,225		912
5.875%, 06/01/2025 (A)		340		285
PulteGroup
5.000%, 01/15/2027		987		980
Quebecor Media
5.750%, 01/15/2023		460		480
QVC
4.450%, 02/15/2025		889		887

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rivers Pittsburgh Borrower
6.125%, 08/15/2021 (A)	$	2,075	$	2,075
Sally Holdings
5.625%, 12/01/2025		528		525
Scientific Games International
8.250%, 03/15/2026 (A)		809		826
5.000%, 10/15/2025 (A)		3,037		2,976
Service International
7.500%, 04/01/2027		1,295		1,489
ServiceMaster
5.125%, 11/15/2024 (A)		621		623
Six Flags Entertainment
5.500%, 04/15/2027 (A)		1,675		1,656
4.875%, 07/31/2024 (A)		3,203		3,165
Staples
8.500%, 09/15/2025 (A)		1,030		1,124
Stars Group Holdings BV
7.000%, 07/15/2026 (A)		3,660		3,816
Station Casinos
5.000%, 10/01/2025 (A)		1,980		1,940
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		3,705		3,661
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		1,000		980
Tempur Sealy International
5.625%, 10/15/2023		455		463
5.500%, 06/15/2026		455		455
Tenneco
5.375%, 12/15/2024		170		153
5.000%, 07/15/2026		940		752
Uber Technologies
8.000%, 11/01/2026 (A)		5,232		5,566
Univision Communications
5.125%, 02/15/2025 (A)		1,186		1,104
Urban One
7.375%, 04/15/2022 (A)		4,652		4,489
Viking Cruises
6.250%, 05/15/2025 (A)		1,850		1,878
Virgin Media Secured Finance
5.500%, 08/15/2026 (A)		480		488
5.250%, 01/15/2026 (A)		2,955		2,974
Vista Outdoor
5.875%, 10/01/2023		1,105		1,028
Weight Watchers International
8.625%, 12/01/2025 (A)		2,481		2,227
William Carter
5.625%, 03/15/2027 (A)		225		233
Williams Scotsman International
6.875%, 08/15/2023 (A)		1,480		1,480
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,265		1,249

112 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Yum! Brands
6.875%, 11/15/2037	$	1,915	$	1,934
5.350%, 11/01/2043		130		113
Ziggo Bond BV
6.000%, 01/15/2027 (A)		2,273		2,182
Ziggo BV
5.500%, 01/15/2027 (A)		3,520		3,476
				215,371
Consumer Staples — 3.3%
Albertsons
7.500%, 03/15/2026 (A)		2,925		3,009
5.750%, 03/15/2025		1,207		1,145
Avon International Operations
7.875%, 08/15/2022 (A)		1,699		1,761
B&G Foods
5.250%, 04/01/2025		3,597		3,449
Central Garden & Pet
6.125%, 11/15/2023		495		516
5.125%, 02/01/2028		765		702
Clearwater Seafoods
6.875%, 05/01/2025 (A)		1,275		1,262
Cott Holdings
5.500%, 04/01/2025 (A)		2,455		2,476
Coty
6.500%, 04/15/2026 (A)		670		655
Energizer Holdings
7.750%, 01/15/2027 (A)		350		373
6.375%, 07/15/2026 (A)		110		113
5.500%, 06/15/2025 (A)		670		663
First Quality Finance
5.000%, 07/01/2025 (A)		1,716		1,669
High Ridge Brands
8.875%, 03/15/2025 (A)		445		178
HLF Financing Sarl
7.250%, 08/15/2026 (A)		1,425		1,468
Kronos Acquisition Holdings
9.000%, 08/15/2023 (A)		290		249
New Albertsons
8.700%, 05/01/2030		1,030		948
8.000%, 05/01/2031		5,020		4,524
7.750%, 06/15/2026		325		296
7.450%, 08/01/2029		2,895		2,562
NVA Holdings
6.875%, 04/01/2026 (A)		1,440		1,424
Pilgrim’s Pride
5.875%, 09/30/2027 (A)		3,198		3,222
Post Holdings
5.750%, 03/01/2027 (A)		995		999
5.500%, 03/01/2025 (A)		565		571
5.000%, 08/15/2026 (A)		3,628		3,528

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Revlon Consumer Products
6.250%, 08/01/2024	$	287	$	148
5.750%, 02/15/2021		196		169
Rite Aid
7.700%, 02/15/2027		2,915		1,822
6.875%, 12/15/2028 (A)		600		348
6.125%, 04/01/2023 (A)		3,940		3,250
Sigma Holdco BV
7.875%, 05/15/2026 (A)		2,360		2,177
Simmons Foods
7.750%, 01/15/2024 (A)		450		479
5.750%, 11/01/2024 (A)		1,800		1,580
Spectrum Brands
5.750%, 07/15/2025		1,409		1,420
TreeHouse Foods
6.000%, 02/15/2024 (A)		630		654
Vector Group
10.500%, 11/01/2026 (A)		2,860		2,695
				52,504
Energy — 9.6%
Andeavor Logistics
6.375%, 05/01/2024		250		262
6.250%, 10/15/2022		95		97
Antero Midstream Partners
5.750%, 03/01/2027 (A)		767		779
5.375%, 09/15/2024		280		282
Antero Resources
5.625%, 06/01/2023		420		426
5.125%, 12/01/2022		455		457
Archrock Partners
6.875%, 04/01/2027 (A)		949		968
Blue Racer Midstream
6.625%, 07/15/2026 (A)		205		209
6.125%, 11/15/2022 (A)		2,466		2,503
Brazos Valley Longhorn
6.875%, 02/01/2025		535		538
Bruin E&P Partners
8.875%, 08/01/2023 (A)		1,463		1,401
Calfrac Holdings
8.500%, 06/15/2026 (A)		2,748		2,130
California Resources
8.000%, 12/15/2022 (A)		3,600		2,827
Calumet Specialty Products Partners
6.500%, 04/15/2021		3,021		2,961
Carrizo Oil & Gas
8.250%, 07/15/2025		1,733		1,785
6.250%, 04/15/2023		1,177		1,158
Centennial Resource Production
6.875%, 04/01/2027 (A)		2,639		2,665
5.375%, 01/15/2026 (A)		1,030		987

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 113

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024	$	845	$	954
5.875%, 03/31/2025		360		392
5.125%, 06/30/2027		4,213		4,418
Cheniere Energy Partners
5.625%, 10/01/2026 (A)		549		563
Chesapeake Energy
8.000%, 01/15/2025		2,445		2,494
8.000%, 06/15/2027		2,428		2,392
7.500%, 10/01/2026		140		137
Citgo Holding
10.750%, 02/15/2020 (A)		676		693
CITGO Petroleum
6.250%, 08/15/2022 (A)		1,181		1,174
CNX Midstream Partners
6.500%, 03/15/2026 (A)		2,400		2,322
Continental Resources
4.375%, 01/15/2028		864		887
Covey Park Energy
7.500%, 05/15/2025 (A)		485		449
Crestwood Midstream Partners
6.250%, 04/01/2023		565		579
5.750%, 04/01/2025		1,495		1,532
DCP Midstream Operating
8.125%, 08/16/2030		1,285		1,502
Delek Logistics Partners
6.750%, 05/15/2025		811		803
Denbury Resources
9.250%, 03/31/2022 (A)		484		467
9.000%, 05/15/2021 (A)		1,628		1,583
Energy Transfer
5.500%, 06/01/2027		1,564		1,658
EnLink Midstream Partners
4.850%, 07/15/2026		1,610		1,598
4.400%, 04/01/2024		365		362
Ensco
5.750%, 10/01/2044		1,705		1,095
EP Energy
9.375%, 05/01/2020		972		437
9.375%, 05/01/2024 (A)		1,017		361
8.000%, 11/29/2024 (A)		370		205
8.000%, 02/15/2025 (A)		653		225
7.750%, 05/15/2026 (A)		2,855		2,320
6.375%, 06/15/2023		669		131
Exterran Energy Solutions
8.125%, 05/01/2025		2,791		2,847
Extraction Oil & Gas
7.375%, 05/15/2024 (A)		589		492
5.625%, 02/01/2026 (A)		4,233		3,249
FTS International
6.250%, 05/01/2022		2,586		2,502

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Genesis Energy
6.500%, 10/01/2025	$	805	$	783
Great Western Petroleum
9.000%, 09/30/2021 (A)		154		116
Gulfport Energy
6.375%, 05/15/2025		115		104
6.375%, 01/15/2026		1,073		949
6.000%, 10/15/2024		165		150
Halcon Resources
6.750%, 02/15/2025		3,455		2,073
Hess Infrastructure Partners
5.625%, 02/15/2026 (A)		1,670		1,699
Hilcorp Energy I
6.250%, 11/01/2028 (A)		596		598
5.750%, 10/01/2025 (A)		601		590
5.000%, 12/01/2024 (A)		2,291		2,229
IronGate Energy Services
11.000%, 07/01/2018 (A)(D)		400		140
Jagged Peak Energy
5.875%, 05/01/2026		215		213
KCA Deutag UK Finance
9.875%, 04/01/2022 (A)		2,015		1,733
9.625%, 04/01/2023 (A)		265		222
Laredo Petroleum
5.625%, 01/15/2022		1,355		1,238
McDermott Technology Americas
10.625%, 05/01/2024 (A)		390		323
MEG Energy
7.000%, 03/31/2024 (A)		1,075		1,003
6.500%, 01/15/2025 (A)		1,192		1,174
6.375%, 01/30/2023 (A)		375		347
Midstates Petroleum
10.750%, 10/15/2020 (D)		2,540		–
10.000%, 06/01/2020 (D)		720		–
9.250%, 06/01/2021 (D)		360		–
Murphy Oil
5.750%, 08/15/2025		894		922
Murray Energy
9.000% cash/3.000% PIK, 04/15/2024 (A)		1,253		526
Nabors Industries
5.750%, 02/01/2025		1,284		1,151
NGL Energy Partners
7.500%, 11/01/2023		705		729
6.125%, 03/01/2025		1,148		1,108
NGPL PipeCo
4.875%, 08/15/2027 (A)		95		96
Noble Holding International
8.950%, 04/01/2045		1,755		1,369
7.750%, 01/15/2024		2,295		2,066
Northern Oil and Gas
8.500% cash/1.000% PIK, 05/15/2023		1,355		1,402

114 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oasis Petroleum
6.875%, 03/15/2022	$	35	$	35
6.875%, 01/15/2023		790		790
6.250%, 05/01/2026(A)		1,550		1,477
Parker Drilling
7.500%, 08/01/2020 (C)(D)		130		70
6.750%, 07/15/2022 (C)(D)		3,360		1,638
Parsley Energy
5.375%, 01/15/2025 (A)		1,889		1,884
5.250%, 08/15/2025 (A)		1,995		1,965
PBF Holding
7.000%, 11/15/2023		805		828
Peabody Energy
6.375%, 03/31/2025 (A)		4,195		4,086
Precision Drilling
7.750%, 12/15/2023		280		288
7.125%, 01/15/2026 (A)		285		283
6.500%, 12/15/2021		39		39
Pride International
7.875%, 08/15/2040		930		744
Range Resources
5.000%, 03/15/2023		953		915
4.875%, 05/15/2025		615		570
Rowan
7.375%, 06/15/2025		4,703		4,115
5.850%, 01/15/2044		2,915		1,866
5.400%, 12/01/2042		370		227
SemGroup
5.625%, 07/15/2022		2,565		2,536
SESI
7.750%, 09/15/2024		985		815
Seven Generations Energy
5.375%, 09/30/2025 (A)		2,787		2,724
Seventy Seven Energy (Escrow)
6.500%, 10/15/2020 (D)		305		–
Seventy Seven Operating (Escrow)
0.000%, 10/15/2020 (C)(D)		1,869		–
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)		428		407
SM Energy
6.625%, 01/15/2027		258		245
6.125%, 11/15/2022		105		105
5.625%, 06/01/2025		295		273
5.000%, 01/15/2024		1,288		1,191
Southwestern Energy
7.750%, 10/01/2027		744		760
7.500%, 04/01/2026		744		759
6.200%, 01/23/2025		357		350
SRC Energy
6.250%, 12/01/2025		1,873		1,672
Summit Midstream Holdings
5.750%, 04/15/2025		1,786		1,683

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 08/15/2022	$	1,548	$	1,533
Sunoco
5.875%, 03/15/2028		1,585		1,573
5.500%, 02/15/2026		1,515		1,500
Tallgrass Energy Partners
5.500%, 01/15/2028 (A)		430		431
Targa Resources Partners
6.875%, 01/15/2029 (A)		1,558		1,692
6.750%, 03/15/2024		3,375		3,535
6.500%, 07/15/2027 (A)		1,103		1,190
5.875%, 04/15/2026 (A)		1,024		1,082
5.000%, 01/15/2028		2,056		2,028
4.250%, 11/15/2023		65		65
Transocean
9.000%, 07/15/2023 (A)		2,369		2,526
7.500%, 01/15/2026 (A)		355		350
7.500%, 04/15/2031		2,711		2,318
7.250%, 11/01/2025 (A)		305		302
Transocean Guardian
5.875%, 01/15/2024 (A)		595		604
Transocean Pontus
6.125%, 08/01/2025 (A)		503		509
Transocean Poseidon
6.875%, 02/01/2027 (A)		877		912
USA Compression Partners
6.875%, 04/01/2026		1,805		1,852
6.875%, 09/01/2027 (A)		336		342
Vine Oil & Gas
9.750%, 04/15/2023 (A)		1,824		1,505
Weatherford International
9.875%, 02/15/2024		2,655		1,912
9.875%, 03/01/2025		275		194
9.875%, 03/01/2039		495		314
5.950%, 04/15/2042		2,015		1,128
Whiting Petroleum
6.625%, 01/15/2026		350		343
6.250%, 04/01/2023		350		352
WPX Energy
8.250%, 08/01/2023		560		630
6.000%, 01/15/2022		76		79
5.750%, 06/01/2026		199		202
				154,654
Financials — 4.3%
Acrisure
8.125%, 02/15/2024 (A)		3,201		3,317
7.000%, 11/15/2025 (A)		1,150		1,035
AHP Health Partners
9.750%, 07/15/2026 (A)		992		1,069
Alliant Holdings Intermediate
8.250%, 08/01/2023 (A)		1,930		1,978

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 115

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ally Financial
5.750%, 11/20/2025	$	2,096	$	2,233
4.625%, 05/19/2022		905		923
ASP AMC
8.000%, 05/15/2025 (A)		3,720		1,674
AssuredPartners
7.000%, 08/15/2025 (A)		1,419		1,313
BCD Acquisition
9.625%, 09/15/2023 (A)		1,890		2,003
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+3.905%, 12/31/2049		50		51
5.875%, VAR ICE LIBOR USD 3 Month+4.059%, 12/29/2049		280		283
5.800%, VAR ICE LIBOR USD 3 Month+4.093%, 11/29/2049		280		282
City National Bank
9.000%, 08/12/2019 (B)(C)		3,384		3,454
Credit Acceptance
6.625%, 03/15/2026 (A)		1,520		1,545
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.598%, 12/31/2049 (A)		765		809
CTR Partnership
5.250%, 06/01/2025		2,110		2,118
Donnelley Financial Solutions
8.250%, 10/15/2024		1,206		1,215
Fidelity & Guaranty Life Holdings
5.500%, 05/01/2025 (A)		2,075		2,083
Freedom Mortgage
8.250%, 04/15/2025 (A)		3,450		3,062
8.125%, 11/15/2024 (A)		840		745
FS Energy & Power Fund
7.500%, 08/15/2023 (A)		1,945		1,995
Genworth Holdings
4.900%, 08/15/2023		768		647
HUB International
7.000%, 05/01/2026 (A)		2,003		1,983
Hunt
6.250%, 02/15/2026 (A)		937		874
Lions Gate Capital Holdings
6.375%, 02/01/2024 (A)		810		849
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.760%, 12/01/2099		1,965		2,024
LPL Holdings
5.750%, 09/15/2025 (A)		1,722		1,744
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027 (A)		606		627
5.625%, 05/01/2024		1,130		1,175
4.500%, 09/01/2026		2,461		2,394

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 01/15/2028	$	95	$	89
MSCI
5.375%, 05/15/2027 (A)		300		317
Nationstar Mortgage Holdings
9.125%, 07/15/2026 (A)		3,876		3,934
8.125%, 07/15/2023 (A)		995		1,025
Navient
7.250%, 09/25/2023		576		608
Quicken Loans
5.250%, 01/15/2028 (A)		3,386		3,170
Refinitiv US Holdings
6.250%, 05/15/2026 (A)		2,639		2,675
Royal Bank of Scotland Group PLC
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.720%, 12/29/2049		740		794
Springleaf Finance
7.125%, 03/15/2026		3,085		3,141
6.875%, 03/15/2025		1,715		1,769
6.125%, 05/15/2022		810		838
6.125%, 03/15/2024		1,342		1,372
Starwood Property Trust
4.750%, 03/15/2025		940		935
WeWork
7.875%, 05/01/2025 (A)		4,225		3,887
				70,058
Health Care — 7.8%
21st Century Oncology
10.000% cash/12.000% PIK, 04/30/2023 (B)(C)		370		281
Acadia Healthcare
5.625%, 02/15/2023		2,890		2,908
5.125%, 07/01/2022		536		537
Air Medical Group Holdings
6.375%, 05/15/2023 (A)		3,726		3,130
Avantor
9.000%, 10/01/2025 (A)		1,124		1,218
6.000%, 10/01/2024 (A)		1,468		1,523
Bausch Health
9.000%, 12/15/2025 (A)		1,216		1,321
7.000%, 03/15/2024 (A)		495		524
6.500%, 03/15/2022 (A)		900		932
6.125%, 04/15/2025 (A)		4,920		4,871
5.875%, 05/15/2023 (A)		1,091		1,105
5.750%, 08/15/2027 (A)		1,036		1,062
5.500%, 03/01/2023 (A)		2,479		2,491
5.500%, 11/01/2025 (A)		1,340		1,368
Bausch Health Americas
9.250%, 04/01/2026 (A)		4,674		5,115
8.500%, 01/31/2027 (A)		3,096		3,282
BioScrip
8.875%, 02/15/2021		3,211		3,243

116 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Centene
6.125%, 02/15/2024	$	200	$	209
4.750%, 01/15/2025		5,030		5,131
Centene Escrow I
5.375%, 06/01/2026 (A)		887		926
Charles River Laboratories International
5.500%, 04/01/2026 (A)		1,720		1,784
CHS
8.625%, 01/15/2024 (A)		2,105		2,108
8.000%, 03/15/2026 (A)		1,888		1,812
6.875%, 02/01/2022		540		359
6.250%, 03/31/2023		955		899
DaVita
5.000%, 05/01/2025		1,687		1,617
Encompass Health
5.750%, 09/15/2025		672		683
Endo
6.000%, 07/15/2023 (A)		2,619		2,017
Endo Finance
5.750%, 01/15/2022 (A)		981		934
Envision Healthcare
8.750%, 10/15/2026 (A)		2,210		1,970
Gates Global
6.000%, 07/15/2022 (A)		555		557
Hadrian Merger Sub
8.500%, 05/01/2026 (A)		1,325		1,224
HCA
5.875%, 05/01/2023		1,485		1,583
5.875%, 02/15/2026		3,765		4,066
5.875%, 02/01/2029		3,569		3,846
5.625%, 09/01/2028		130		138
5.375%, 02/01/2025		11,039		11,701
5.375%, 09/01/2026		1,856		1,956
5.250%, 06/15/2026		550		589
Hill-Rom Holdings
5.750%, 09/01/2023 (A)		2,235		2,305
5.000%, 02/15/2025 (A)		625		634
Hologic
4.375%, 10/15/2025 (A)		440		438
inVentiv Group Holdings
7.500%, 10/01/2024 (A)		424		446
IQVIA
5.000%, 10/15/2026 (A)		3,233		3,308
Kinetic Concepts
7.875%, 02/15/2021 (A)		612		627
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)		315		262
5.500%, 04/15/2025 (A)		630		491
Molina Healthcare
5.375%, 11/15/2022		1,983		2,059
4.875%, 06/15/2025 (A)		3,019		2,985

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MPH Acquisition Holdings
7.125%, 06/01/2024 (A)	$	2,483	$	2,477
Ortho-Clinical Diagnostics
6.625%, 05/15/2022 (A)		1,585		1,504
Par Pharmaceutical
7.500%, 04/01/2027 (A)		4,464		4,526
Prestige Brands
6.375%, 03/01/2024 (A)		400		407
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (A)		1,615		1,676
8.250%, 05/01/2023 (A)		1,057		1,124
Sotera Health Holdings
6.500%, 05/15/2023 (A)		1,785		1,798
Surgery Center Holdings
6.750%, 07/01/2025 (A)		403		365
Tenet Healthcare
8.125%, 04/01/2022		450		484
7.000%, 08/01/2025		3,139		3,173
6.750%, 06/15/2023		4,150		4,274
6.250%, 02/01/2027 (A)		2,358		2,448
5.125%, 05/01/2025		1,524		1,532
4.625%, 07/15/2024		3,492		3,497
4.500%, 04/01/2021		580		589
WellCare Health Plans
5.250%, 04/01/2025		1,865		1,930
				126,379
Industrials — 7.6%
ACCO Brands
5.250%, 12/15/2024 (A)		420		412
Actuant
5.625%, 06/15/2022		3,000		3,026
Allison Transmission
5.875%, 06/01/2029 (A)		210		212
4.750%, 10/01/2027 (A)		1,365		1,302
American Tire Distributors
10.250%, 03/01/2022 (A)(C)(D)		205		32
American Woodmark
4.875%, 03/15/2026 (A)		455		445
AMN Healthcare
5.125%, 10/01/2024 (A)		909		897
Arconic
5.900%, 02/01/2027		535		556
Avis Budget Car Rental
6.375%, 04/01/2024 (A)		1,270		1,291
5.250%, 03/15/2025 (A)		70		67
Avolon Holdings Funding
5.250%, 05/15/2024 (A)		682		703
5.125%, 10/01/2023 (A)		2,077		2,113
Bombardier
7.875%, 04/15/2027 (A)		1,956		2,018
7.500%, 12/01/2024 (A)		2,113		2,195

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 117

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.500%, 03/15/2025 (A)	$	475	$	488
6.000%, 10/15/2022 (A)		1,490		1,503
BWX Technologies
5.375%, 07/15/2026 (A)		1,433		1,455
CDW
5.000%, 09/01/2025		550		564
Cloud Crane
10.125%, 08/01/2024 (A)		1,295		1,392
Colfax
6.375%, 02/15/2026 (A)		85		91
6.000%, 02/15/2024 (A)		35		36
Core & Main
6.125%, 08/15/2025 (A)		3,958		3,870
CPG Merger
8.000%, 10/01/2021 (A)		765		761
DAE Funding
5.750%, 11/15/2023 (A)		1,095		1,125
4.500%, 08/01/2022 (A)		660		665
EnPro Industries
5.750%, 10/15/2026 (A)		328		330
Fortress Transportation & Infrastructure Investors
6.750%, 03/15/2022 (A)		1,975		2,010
6.500%, 10/01/2025 (A)		640		632
Garda World Security
8.750%, 05/15/2025 (A)		795		755
GFL Environmental
5.375%, 03/01/2023 (A)		4,633		4,378
Global A&T Electronics
8.500%, 01/12/2023		5,269		4,898
H&E Equipment Services
5.625%, 09/01/2025		2,006		2,001
Hertz
7.625%, 06/01/2022 (A)		785		804
6.250%, 10/15/2022		310		293
5.500%, 10/15/2024 (A)		1,630		1,367
Hillman Group
6.375%, 07/15/2022 (A)		3,338		2,988
Hulk Finance
7.000%, 06/01/2026 (A)		2,660		2,520
Icahn Enterprises
5.875%, 02/01/2022		1,499		1,518
James Hardie International Finance DAC
5.000%, 01/15/2028 (A)		1,224		1,184
4.750%, 01/15/2025 (A)		200		197
JELD-WEN
4.875%, 12/15/2027 (A)		1,872		1,765
4.625%, 12/15/2025 (A)		494		469
KAR Auction Services
5.125%, 06/01/2025 (A)		451		446
Kratos Defense & Security Solutions
6.500%, 11/30/2025 (A)		110		116

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LTF Merger
8.500%, 06/15/2023 (A)	$	830	$	852
Mueller Water Products
5.500%, 06/15/2026 (A)		195		198
Multi-Color
4.875%, 11/01/2025 (A)		1,319		1,362
New Enterprise Stone & Lime
10.125%, 04/01/2022 (A)		1,945		1,969
6.250%, 03/15/2026 (A)		2,935		2,855
Nielsen Finance
5.000%, 04/15/2022 (A)		1,582		1,562
Nielsen Luxembourg Sarl
5.000%, 02/01/2025 (A)		1,549		1,489
Novelis
6.250%, 08/15/2024 (A)		200		205
5.875%, 09/30/2026 (A)		3,453		3,440
PGT Escrow Issuer
6.750%, 08/01/2026 (A)		300		311
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		864		864
5.250%, 04/15/2024 (A)		1,345		1,345
RBS Global
4.875%, 12/15/2025 (A)		3,008		2,970
Remington Arms
0.000%, 12/31/2049 (B)		1,245		–
RR Donnelley & Sons
6.000%, 04/01/2024		1,990		2,014
Sensata Technologies
5.000%, 10/01/2025 (A)		1,083		1,110
4.875%, 10/15/2023 (A)		1,600		1,648
Sensata Technologies UK Financing
6.250%, 02/15/2026 (A)		1,595		1,691
SPX FLOW
5.875%, 08/15/2026 (A)		360		362
5.625%, 08/15/2024 (A)		170		171
Standard Industries
5.000%, 02/15/2027 (A)		590		571
4.750%, 01/15/2028 (A)		725		692
Stevens Holding
6.125%, 10/01/2026 (A)		210		216
Summit Materials
6.125%, 07/15/2023		817		834
5.125%, 06/01/2025 (A)		2,523		2,428
Teck Resources
6.125%, 10/01/2035		676		719
Terex
5.625%, 02/01/2025 (A)		530		527
Titan International
6.500%, 11/30/2023		2,105		1,939
TransDigm
6.500%, 07/15/2024		450		462
6.500%, 05/15/2025		1,336		1,356

118 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.375%, 06/15/2026	$	623	$	617
6.250%, 03/15/2026 (A)		2,921		3,042
TransDigm UK Holdings
6.875%, 05/15/2026 (A)		780		776
TriMas
4.875%, 10/15/2025 (A)		205		202
Triumph Group
7.750%, 08/15/2025		2,395		2,287
4.875%, 04/01/2021		355		346
Tutor Perini
6.875%, 05/01/2025 (A)		5,000		4,982
United Rentals North America
6.500%, 12/15/2026		4,145		4,363
5.875%, 09/15/2026		1,355		1,401
5.750%, 11/15/2024		300		308
5.500%, 05/15/2027		991		1,001
4.875%, 01/15/2028		1,621		1,577
4.625%, 10/15/2025		1,660		1,639
Vertiv Group
9.250%, 10/15/2024 (A)		1,915		1,905
Wabash National
5.500%, 10/01/2025 (A)		340		317
Weekley Homes
6.625%, 08/15/2025		3,395		3,242
Welbilt
9.500%, 02/15/2024		240		259
XPO Logistics
6.750%, 08/15/2024 (A)		1,531		1,562
6.500%, 06/15/2022 (A)		240		244
6.125%, 09/01/2023 (A)		220		222
				122,344
Information Technology — 4.2%
ACI Worldwide
5.750%, 08/15/2026 (A)		379		388
Amkor Technology
6.625%, 09/15/2027 (A)		1,576		1,600
6.375%, 10/01/2022		1,175		1,195
Anixter
6.000%, 12/01/2025 (A)		225		236
5.500%, 03/01/2023		230		238
Ascend Learning
6.875%, 08/01/2025 (A)		530		526
Banff Merger Sub
9.750%, 09/01/2026 (A)		2,263		2,195
Cardtronics
5.500%, 05/01/2025 (A)		671		656
CDK Global
5.875%, 06/15/2026		686		719
CommScope Finance
8.250%, 03/01/2027 (A)		4,365		4,529
6.000%, 03/01/2026 (A)		2,120		2,193

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 03/01/2024 (A)	$	2,075	$	2,122
CommScope Technologies
6.000%, 06/15/2025 (A)		2,650		2,576
Dell International
6.020%, 06/15/2026 (A)		3,250		3,496
Entegris
4.625%, 02/10/2026 (A)		1,858		1,839
First Data
5.750%, 01/15/2024 (A)		2,415		2,483
5.375%, 08/15/2023 (A)		1,489		1,521
5.000%, 01/15/2024 (A)		1,290		1,323
Gartner
5.125%, 04/01/2025 (A)		245		248
GCI
6.875%, 04/15/2025		2,370		2,474
6.750%, 06/01/2021		640		643
Genesys Telecommunications Laboratories
10.000%, 11/30/2024 (A)		1,245		1,357
GTT Communications
7.875%, 12/31/2024 (A)		1,650		1,444
Harland Clarke Holdings
6.875%, 03/01/2020 (A)		945		933
Hughes Satellite Systems
7.625%, 06/15/2021		1,200		1,290
6.625%, 08/01/2026		140		137
5.250%, 08/01/2026		900		893
Infor Software Parent
7.125% cash/7.875% PIK, 05/01/2021 (A)		880		879
Infor US
6.500%, 05/15/2022		2,360		2,392
Informatica
7.125%, 07/15/2023 (A)		735		749
MagnaChip Semiconductor
6.625%, 07/15/2021		405		385
NCR
6.375%, 12/15/2023		1,420		1,459
5.000%, 07/15/2022		2,405		2,399
Nuance Communications
5.625%, 12/15/2026		2,570		2,641
Rackspace Hosting
8.625%, 11/15/2024 (A)		4,520		4,027
Solera
10.500%, 03/01/2024 (A)		1,220		1,322
SS&C Technologies
5.500%, 09/30/2027 (A)		2,307		2,330
Symantec
5.000%, 04/15/2025 (A)		3,185		3,190
TIBCO Software
11.375%, 12/01/2021 (A)		1,374		1,463
VeriSign
4.750%, 07/15/2027		539		539

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 119

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Zayo Group
6.375%, 05/15/2025	$	2,885	$	2,899
6.000%, 04/01/2023		415		420
5.750%, 01/15/2027 (A)		1,080		1,078
				67,426
Materials — 6.9%
AK Steel
7.625%, 10/01/2021		135		135
7.000%, 03/15/2027		1,444		1,210
Alcoa Nederland Holding BV
7.000%, 09/30/2026 (A)		285		307
6.750%, 09/30/2024 (A)		495		524
6.125%, 05/15/2028 (A)		1,098		1,131
Alpha 2 BV
8.750% cash/9.500% PIK, 06/01/2023 (A)		1,475		1,434
Alpha 3 BV
6.250%, 02/01/2025 (A)		1,800		1,737
ARD Finance
7.125% cash/7.875% PIK, 09/15/2023		2,224		2,216
ARD Securities Finance SARL
8.750% cash/8.750% PIK, 01/31/2023 (A)		732		691
Ardagh Packaging Finance
7.250%, 05/15/2024 (A)		2,450		2,581
6.000%, 02/15/2025 (A)		2,155		2,155
Axalta Coating Systems
4.875%, 08/15/2024 (A)		290		290
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		2,435		2,444
Berry Global
5.500%, 05/15/2022		640		649
4.500%, 02/15/2026 (A)		1,953		1,856
Boart Longyear Management Pty
10.000%, 12/31/2022 (B)		1,843		1,603
BWAY Holding
7.250%, 04/15/2025 (A)		979		944
5.500%, 04/15/2024 (A)		1,350		1,340
CENVO Corp (Escrow)
0.000%, 09/15/2022 (B)(C)(F)		5,650		77
CF Industries
5.150%, 03/15/2034		1,255		1,192
Chemours
6.625%, 05/15/2023		525		543
5.375%, 05/15/2027		511		507
Clearwater Paper
5.375%, 02/01/2025 (A)		910		846
Cleveland-Cliffs
4.875%, 01/15/2024 (A)		998		986
Constellium
6.625%, 03/01/2025 (A)		350		357

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.875%, 02/15/2026 (A)	$	1,601	$	1,572
5.750%, 05/15/2024 (A)		1,299		1,295
Cornerstone Chemical
6.750%, 08/15/2024 (A)		4,285		4,028
Crown Americas
4.750%, 02/01/2026		3,670		3,688
CVR Partners
9.250%, 06/15/2023 (A)		1,385		1,451
Eldorado
6.125%, 12/15/2020 (A)		2,060		2,016
Element Solutions
5.875%, 12/01/2025 (A)		2,050		2,057
First Quantum Minerals
7.500%, 04/01/2025 (A)		2,885		2,762
7.250%, 04/01/2023 (A)		955		934
6.875%, 03/01/2026 (A)		1,380		1,280
6.500%, 03/01/2024 (A)		560		524
Flex Acquisition
7.875%, 07/15/2026 (A)		822		793
6.875%, 01/15/2025 (A)		2,259		2,158
FMG Resources August 2006 Pty
5.125%, 05/15/2024 (A)		1,485		1,489
Freeport-McMoRan
5.450%, 03/15/2043		2,936		2,569
5.400%, 11/14/2034		685		623
4.550%, 11/14/2024		70		69
4.000%, 11/14/2021		728		732
3.875%, 03/15/2023		1,908		1,881
GCP Applied Technologies
5.500%, 04/15/2026 (A)		485		493
Greif
6.500%, 03/01/2027 (A)		345		353
HB Fuller
4.000%, 02/15/2027		1,150		1,018
Hexion
10.000%, 04/15/2020		1,604		1,339
6.625%, 04/15/2020		6,020		5,072
INEOS Group Holdings
5.625%, 08/01/2024 (A)		1,340		1,337
Kraton Polymers
7.000%, 04/15/2025 (A)		2,274		2,297
LSB Industries
9.625%, 05/01/2023 (A)		1,935		2,003
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		2,250		2,244
New Gold
6.375%, 05/15/2025 (A)		644		521
6.250%, 11/15/2022 (A)		2,252		1,982
Noranda Aluminum Acquistion Escrow
11.000%, 06/01/2019 (D)		355		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		225		221

120 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 05/01/2025 (A)	$	1,700	$	1,666
4.875%, 06/01/2024 (A)		300		295
OI European Group BV
4.000%, 03/15/2023 (A)		1,346		1,321
Owens-Brockway Glass Container
6.375%, 08/15/2025 (A)		600		632
5.875%, 08/15/2023 (A)		1,015		1,063
Rain CII Carbon
7.250%, 04/01/2025 (A)		5,105		4,518
Reichhold Industries
9.000%, 05/08/2017 (A)(C)(D)		859		–
Reynolds Group
7.000%, 07/15/2024 (A)		1,594		1,642
5.750%, 10/15/2020		1,061		1,063
Reynolds Group Issuer
6.287%, VAR ICE LIBOR USD 3 Month+3.500%, 07/15/2021 (A)		600		602
Scotts Miracle-Gro
6.000%, 10/15/2023		730		757
5.250%, 12/15/2026		705		695
Starfruit Finco BV
8.000%, 10/01/2026 (A)		2,819		2,840
SunCoke Energy Partners
7.500%, 06/15/2025 (A)		1,980		2,005
Taseko Mines
8.750%, 06/15/2022 (A)		978		900
TPC Group
8.750%, 12/15/2020 (A)		3,324		3,274
Trident Merger Sub
6.625%, 11/01/2025 (A)		1,596		1,492
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		675		640
Tronox
6.500%, 04/15/2026 (A)		914		872
Tronox Finance
5.750%, 10/01/2025 (A)		2,001		1,851
United States Steel
6.875%, 08/15/2025		792		770
6.250%, 03/15/2026		1,324		1,235
Vale Overseas
4.375%, 01/11/2022		811		827
Venator Finance Sarl
5.750%, 07/15/2025 (A)		761		666
Warrior Met Coal
8.000%, 11/01/2024 (A)		1,650		1,723
				111,905
Real Estate — 1.4%
CoreCivic
5.000%, 10/15/2022		245		241
4.625%, 05/01/2023		475		457

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinix
5.875%, 01/15/2026	$	940	$	990
5.750%, 01/01/2025		70		73
GEO Group
6.000%, 04/15/2026		1,370		1,148
5.875%, 01/15/2022		1,165		1,124
5.125%, 04/01/2023		1,225		1,087
GLP Capital
5.750%, 06/01/2028		410		440
5.250%, 06/01/2025		410		430
Iron Mountain
5.750%, 08/15/2024		1,480		1,495
5.250%, 03/15/2028 (A)		1,809		1,748
4.875%, 09/15/2027 (A)		1,535		1,473
Kennedy-Wilson
5.875%, 04/01/2024		350		348
Lamar Media
5.750%, 02/01/2026 (A)		715		747
MPT Operating Partnership
5.000%, 10/15/2027		998		1,015
Newmark Group
6.125%, 11/15/2023		1,576		1,624
Realogy Group
9.375%, 04/01/2027 (A)		325		333
4.875%, 06/01/2023 (A)		4,014		3,743
RHP Hotel Properties
5.000%, 04/15/2021		530		530
Sabra Health Care
5.125%, 08/15/2026		866		848
SBA Communications
4.875%, 09/01/2024		485		490
Uniti Group
8.250%, 10/15/2023		870		785
7.125%, 12/15/2024 (A)		775		667
6.000%, 04/15/2023 (A)		700		663
VICI Properties 1
8.000%, 10/15/2023		590		646
				23,145
Utilities — 1.3%
AES
6.000%, 05/15/2026		140		148
5.500%, 04/15/2025		155		161
AmeriGas Partners
5.875%, 08/20/2026		485		484
5.750%, 05/20/2027		1,182		1,167
5.500%, 05/20/2025		1,988		1,981
Calpine
5.250%, 06/01/2026 (A)		783		779
Clearway Energy Operating
5.750%, 10/15/2025 (A)		814		817

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 121

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
FirstEnergy Solutions
6.050%, 08/15/2021 (D)	$	755	$	659
NextEra Energy Operating Partners
4.500%, 09/15/2027 (A)		2,139		2,085
NRG Energy
7.250%, 05/15/2026		1,795		1,975
NSG Holdings
7.750%, 12/15/2025 (A)		1,524		1,631
Talen Energy Supply
6.500%, 06/01/2025		161		142
TerraForm Power Operating
5.000%, 01/31/2028 (A)		3,844		3,709
4.250%, 01/31/2023 (A)		529		523
Texas Energy (Escrow Security)
3.726%, 12/31/2034 (B)(C)		167		11
Vistra Operations
5.625%, 02/15/2027 (A)		2,294		2,386
5.500%, 09/01/2026 (A)		1,924		2,001
				20,659
Total Corporate Obligations (Cost $1,192,770)     ($ Thousands)				1,158,028
LOAN PARTICIPATIONS — 11.0%
1011778 BC ULC / New Red Finance, Term Loan B3, 1st Lien
4.749%, VAR LIBOR+2.250%, 02/16/2024		482		474
4.743%, VAR LIBOR+2.250%, 02/16/2024		391		384
Academy Ltd., Term Loan, 1st Lien
6.490%, VAR LIBOR+4.000%, 07/01/2022		1,394		999
6.489%, VAR LIBOR+4.000%, 07/01/2022		2,978		2,136
Accudyne Industries Borrower S.C.A., Term Loan, 1st Lien
5.499%, VAR LIBOR+3.250%, 08/18/2024		688		688
Acrisure, Term Loan B, 1st Lien
6.379%, 11/22/2023		2		2
Acrisure, Term Loan B2, 1st Lien
6.879%, 11/22/2023		1,342		1,332
Air Medical Group Holdings Inc., Term Loan B, 1st Lien
5.739%, VAR LIBOR+3.250%, 04/28/2022		758		713
Air Medical Group Holdings Inc., Term Loan, 1st Lien
6.740%, VAR LIBOR+4.250%, 03/14/2025		1,029		966

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Akorn Inc., Loan Loan, 1st Lien
8.000%, VAR LIBOR+4.250%, 04/16/2021	$	783	$	632
AkzoNobel, Term Loan B, 1st Lien
5.740%, 10/01/2025		761		749
Aleris International, Term Loan, 1st Lien
7.243%, 02/27/2023		1,944		1,940
Alvogen Pharma, Tem Loan, 1st Lien
7.240%, 04/01/2022		1,334		1,295
AMC Entertainment, Term Loan B, 1st Lien
0.000%, 03/20/2026 (G)		1,085		1,076
American Tire Distributors, Term Loan, 1st Lien
10.129%, VAR LIBOR+4.250%, 09/02/2024		1,844		1,641
Arby’s Restaurant Group Inc., Term Loan B, 1st Lien
5.739%, 02/05/2025		947		922
Arby’s Restaurant Group Inc.. Term Loan B, 1st Lien
5.690%, 02/05/2025		2		2
Ascend Learning, Term Loan B, 1st Lien
5.499%, VAR LIBOR+3.250%, 07/12/2024		143		140
Asurion LLC, Term Loan B, 2nd Lien
8.999%, VAR LIBOR+6.000%, 08/04/2025		2,313		2,341
Avaya Inc., Term Loan B, 1st Lien
6.849%, 12/15/2024		323		321
6.734%, 12/15/2024		536		533
Bausch Health Companies Inc., Term Loan B, 1st Lien
5.481%, VAR LIBOR+3.000%, 06/02/2025		565		561
Big River Steel LLC, Term Loan, 1st Lien
7.601%, VAR LIBOR+5.000%, 08/23/2023		1,305		1,309
Bison Midstream, Term Loan B, 1st Lien
6.487%, 05/21/2025		673		638
Boart Longyear, Term Loan, 1st Lien
11.000%, 10/23/2020 (B)(C)		163		163
BPA Laboratories, Term Loan, 2nd Lien
10.553%, 04/29/2020 (B)(C)		181		166
Broadriders, Term Loan B, 1st Lien
8.999%, 04/23/2024		1,583		1,570
Brookfield Property REIT Inc., Term Loan B, 1st Lien
4.996%, 08/27/2025		1,386		1,332
4.993%, 08/27/2025		344		331
Builders FirstSource Inc., Term Loan B, 1st Lien
5.601%, 02/29/2024		1,015		981

122 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Burlington Coat Factory Warehouse Corp., Term Loan B, 1st Lien
4.490%, 11/17/2024	$	794	$	786
BWAY Holding Company, Term Loan B, 1st Lien
6.033%, VAR LIBOR+3.250%, 04/03/2024		4,071		3,967
Caesars Resort Collection LLC, Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 12/23/2024		967		953
California Resources Corp., Term Loan, 1st Lien
12.871%, VAR LIBOR+10.375%, 12/31/2021		3,262		3,436
7.246%, VAR LIBOR+4.750%, 12/31/2022		1,482		1,455
Camping World, Term Loan B, 1st Lien
5.240%, 11/08/2023		324		291
Carestream Health Inc., Extended Term Loan, 1st Lien
8.249%, 02/28/2021		1,030		1,004
Cengage Learning Inc., Term Loan B, 1st Lien
6.736%, VAR LIBOR+4.250%, 06/07/2023		3,576		3,209
CenturyLink Inc., Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 01/31/2025		933		914
Cenveo Corp., Term Loan, 1st Lien
11.487%, 06/07/2023		1,400		1,290
Ceridian HCM Holding Inc., Term Loan B, 1st Lien
5.743%, 04/30/2025		1,072		1,068
Charter Communications Operating LLC, Term Loan B, 1st Lien
4.500%, VAR LIBOR+2.000%, 04/30/2025		964		956
Claire’s Stores, Term Loan, 1st Lien
6.250%, 10/12/2038 (C)(F)		581		872
Clear Channel Communications Inc., Term Loan D, 1st Lien
11.243%, VAR LIBOR+6.750%, 01/30/2020 (D)		760		540
ClubCorp Club Operations Inc., Term Loan B, 1st Lien
5.553%, VAR LIBOR+3.250%, 09/18/2024		984		929
Contura Energy Inc., Term Loan, 1st Lien
7.493%, VAR LIBOR+5.000%, 11/10/2025 (C)		1,342		1,325
Cumulus Media New Holdings Inc., Term Loan, 1st Lien
7.000%, 05/13/2022		6,044		5,933

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
CWGS Group LLC, Term Loan B, 1st Lien
5.249%, 11/08/2023	$	2	$	2
Diebold Nixdorf, Term Loan A1, 1st Lien
11.750%, 08/31/2022		937		992
Diebold Nixdorf, Term Loan B, 1st Lien
5.313%, VAR LIBOR+2.750%, 11/06/2023 (G)		23		22
Ditech Holding Corporation, Term Loan, 1st Lien
12.500%, VAR LIBOR+6.000%, 06/30/2022 (D)		19		13
East Valley Tourist Development Authority, Term Loan, 1st Lien
10.601%, VAR LIBOR+8.000%, 09/30/2020 (C)		2,263		2,240
Envision Healthcare Corp., Term Loan, 1st Lien
6.249%, 10/10/2025		3,035		2,835
Epic Crude Services L.P., Term Loan B, 1st Lien
7.490%, 02/21/2026		1,720		1,698
EPIC Y-Grade Services, Term Loan, 1st Lien
7.999%, 06/13/2024 (C)		2,078		2,021
Equinox Holdings, Term Loan, 1st Lien
5.493%, 03/08/2024		1,846		1,833
Equitrans Midstream, Term Loan, 1st Lien
7.000%, 01/31/2024		600		600
Evergreen Skills Lux S.À R.L., Term Loan, 1st Lien
7.243%, VAR LIBOR+4.750%, 04/28/2021		1,920		1,606
Financial & Risk US Holdings Inc., Term Loan B, 1st Lien
6.249%, 10/01/2025		2,656		2,577
Flex Acquisition Company Inc., Term Loan, 1st Lien
5.626%, VAR LIBOR+3.000%, 12/29/2023		1,052		1,017
4.695%, 12/29/2023		3		3
Foresight Energy LLC, Term Loan, 1st Lien
8.379%, VAR LIBOR+5.750%, 03/28/2022		1,253		1,223
Formula One Management Ltd., Term Loan B, 1st Lien
4.999%, VAR LIBOR+2.500%, 02/01/2024		2,700		2,597
Forterra Finance LLC, Term Loan B, 1st Lien
5.499%, VAR LIBOR+3.000%, 10/25/2023		2,692		2,472
Frontier Communications Corp., Term Loan B1, 1st Lien
6.250%, VAR LIBOR+3.750%, 06/15/2024		1,537		1,499

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 123

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Frontier Communications Corp., Term Loan, 1st Lien
5.250%, 03/31/2021	$	249	$	249
Gardner Denver Inc., Term Loan B, 1st Lien
5.243%, VAR LIBOR+2.750%, 07/30/2024		1,361		1,359
General Nutrition Centers Inc., Term Loan, 1st Lien
9.500%, VAR LIBOR+7.000%, 12/31/2022		580		585
Go Wireless Inc., Term Loan B, 1st Lien
8.999%, 12/24/2022		743		726
Golden Nugget Inc., Term Loan B, 1st Lien
5.243%, VAR LIBOR+2.750%, 10/04/2023		1,446		1,431
5.234%, VAR LIBOR+2.750%, 10/04/2023		270		267
Green Energy Partners/Stonewall LLC, Term Loan B1, 1st Lien
8.303%, VAR LIBOR+5.500%, 11/13/2021		406		401
Gulf Finance LLC, Term Loan B, 1st Lien
8.060%, 08/25/2023		335		266
7.750%, VAR LIBOR+5.250%, 08/25/2023		928		737
Hillman Group, Term Loan B, 1st Lien
6.803%, 05/30/2025		505		481
Hub International Ltd., Term Loan B, 1st Lien
5.515%, 04/25/2025		1,026		991
5.375%, 04/25/2025		3		2
Husky IMS, Term Loan B, 1st Lien
5.499%, 03/28/2025		1,092		1,013
Indivior Finance S.a.r.l., Term Loan B, 1st Lien
7.250%, 12/19/2022		665		650
Intelsat Jackson Holdings S.A., Term Loan B4, 1st Lien
6.990%, 01/02/2024		325		326
Intelset Jackson Holdings S.A., Term Loan B3, 1st Lien
6.240%, 11/27/2023		209		206
Iron Mountain Inc., Term Loan, 1st Lien
4.231%, 06/04/2023 (C)		1,370		1,333
JBS USA Lux S.A., Term Loan B, 1st Lien
4.999%, VAR LIBOR+2.500%, 10/30/2022		146		145
4.982%, VAR LIBOR+2.500%, 10/30/2022		854		847
KCA, Term Loan B, 1st Lien
9.351%, 02/28/2023		234		199
KIK Custom Products, Term Loan, 1st Lien
6.493%, 05/15/2023		325		303

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Life Time Fitness Inc., Term Loan, 1st Lien
5.379%, VAR LIBOR+3.000%, 06/10/2022	$	1,579	$	1,558
5.243%, 06/10/2022		4		4
Lifescan, Term Loan, 1st Lien
8.797%, 10/01/2024		1,985		1,906
Ligado Networks LLC, Term Loan, 2nd Lien
15.270%, VAR LIBOR+12.500%, 12/07/2020 (C)(G)		36		9
MA Financeco LLC, Term Loan B2, 1st Lien
4.749%, VAR LIBOR+2.500%, 11/19/2021		1,350		1,316
Mashantucket (Western) Pequot Tribe, Term Loan A, 1st Lien
10.624%, VAR LIBOR+8.125%, 06/30/2020 (C)		7,012		6,959
Mashantucket (Western) Pequot Tribe, Term Loan, 1st Lien
5.999%, VAR LIBOR+3.750%, 06/30/2020 (C)		225		223
Mavenir Systems Inc., Term Loan B, 1st Lien
8.500%, 05/08/2025		2,987		2,965
McDermott International Inc., Term Loan B, 1st Lien
7.493%, 05/12/2025		1,322		1,264
McGraw-Hill Global Education Holdings LLC, Term Loan B, 1st Lien
6.499%, VAR LIBOR+4.000%, 05/04/2022		2,546		2,336
Medical Card System Inc., Term Loan, 1st Lien
5.500%, VAR LIBOR+0.500%, 09/02/2019 (B)(C)(F)		1,448		1,388
MEG Energy Corp., Term Loan, 1st Lien
6.000%, VAR LIBOR+3.500%, 12/31/2023		55		55
Metroflag, 2nd Lien
14.000%, 01/06/2009 (C)		300		–
MGM Resorts International, Term Loan A, 1st Lien
4.749%, 12/21/2023		385		381
Mitel Networks, Term Loan, 1st Lien
6.993%, 11/30/2025		820		804
Mohegan Tribal Gaming Authority, Term Loan B, 1st Lien
6.499%, VAR LIBOR+4.000%, 10/13/2023		1,620		1,530
Moneygram International Inc., Term Loan, 1st Lien
5.743%, VAR LIBOR+3.250%, 03/27/2020		1,191		1,114

124 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Monitronics International Inc., Term Loan B2, 1st Lien
8.101%, 09/30/2022	$	4,846	$	4,035
Murray Energy Corp., Term Loan B2, 1st Lien
9.879%, 10/17/2022		2,375		1,952
Navistar Inc., Term Loan B, 1st Lien
6.000%, 11/06/2024		2,835		2,822
Neiman Marcus Group Inc., Term Loan, 1st Lien
5.733%, VAR LIBOR+3.250%, 10/25/2020		2,059		1,909
New LightSquared LLC, Term Loan, 1st Lien
11.357%, VAR LIBOR+0.000%, 12/07/2020		107		79
New rue21 LLC, Term Loan, 1st Lien
12.500%, VAR FIXED+12.500%, 09/22/2022		135		108
Nielsen Finance LLC, Term Loan B4, 1st Lien
4.493%, 10/04/2023		373		365
Nine West Holdings Inc., Term Loan (Unsecured)
6.954%, VAR LIBOR+5.250%, 01/08/2020 (C)(D)		3,793		1,991
Nine West Holdings Inc., Term Loan, 1st Lien
0.000%, 03/19/2024 (G)		1,865		1,840
Onex Carestream Finance L.P., Term Loan, 2nd Lien
10.993%, VAR LIBOR+8.500%, 12/07/2019 (C)		1,621		1,578
P2 Upstream Acquisition Co., Term Loan, 1st Lien
6.740%, VAR LIBOR+4.000%, 10/30/2020		712		703
Panther BF Aggregator 2 Power Solutions, Term Loan, 1st Lien
0.000%, 03/18/2026 (G)		1,515		1,497
Paperworks, Term Loan, 1st Lien
13.000%, 02/22/2023 (C)		726		762
Patterson Companies, Term Loan B, 1st Lien
7.384%, 08/29/2022		3		3
Patterson Medical, Term Loan, 1st Lien
7.494%, 08/29/2022		1,992		1,907
Petco Animal Supplies Inc., Term Loan B1, 1st Lien
5.994%, VAR LIBOR+3.000%, 01/26/2023		2,551		1,933
PetSmart Inc., Term Loan B2, 1st Lien
5.490%, VAR LIBOR+3.000%, 03/11/2022		1,639		1,468
Plantronics Inc., Term Loan B, 1st Lien
4.993%, 07/02/2025		620		608
Prairie ECI Acquiroro L.P., Term Loan, 1st Lien
7.366%, 03/11/2026		1,399		1,401

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pure Fishing, Term Loan, 1st Lien
7.322%, 12/22/2025	$	1,540	$	1,523
Quorum Health Corp., Term Loan, 1st Lien
9.243%, VAR LIBOR+6.750%, 04/29/2022		922		905
Radio One Inc., Initial Term Loan, 1st Lien
6.500%, VAR LIBOR+4.000%, 04/18/2023		611		581
RegionalCare Hospital Partners Holdings, Term Loan, 1st Lien
6.982%, 11/16/2025		4,749		4,691
Revlon Consumer Products Corp., Term Loan B, 1st Lien
6.129%, VAR LIBOR+3.500%, 09/07/2023		2,073		1,496
6.101%, VAR LIBOR+3.500%, 09/07/2023		10		7
Schenectady International Group Inc., Term Loan, 1st Lien
7.537%, 10/15/2025		951		948
Scientific Games International Inc., Term Loan B, 1st Lien
5.329%, VAR LIBOR+2.750%, 08/14/2024		2,393		2,328
5.249%, VAR LIBOR+2.750%, 08/14/2024		430		418
5.243%, 08/14/2024		4		3
Sequa Mezzanine Holdings LLC, Term Loan, 1st Lien
7.776%, VAR LIBOR+5.000%, 11/28/2021		1,046		1,021
7.728%, VAR LIBOR+5.000%, 11/28/2021		3		3
SI Group, Term Loan, 1st Lien
7.537%, 10/15/2025		957		955
Sprint Communications Inc., Term Loan, 1st Lien
5.500%, 02/02/2024 (C)		1,276		1,255
Staples Inc., Term Loan B, 1st Lien
6.489%, VAR LIBOR+4.000%, 09/12/2024		1,948		1,931
Starfruit Finco BV, Term Loan B, 1st Lien
5.740%, 10/01/2025		148		146
Steinway Musical Instruments Inc., Term Loan B, 1st Lien
6.232%, 02/14/2025		1,340		1,306
Syniverse Holdings Inc., Term Loan, 1st Lien
7.484%, VAR LIBOR+5.000%, 03/09/2023		2,971		2,721
Team Health Holdings, Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 02/06/2024		2,700		2,394

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 125

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Thor Industries, Term Loan B, 1st Lien
6.250%, 02/01/2026	$	1,473	$	1,402
TransDigm Inc., Term Loan E, 1st Lien
4.999%, 05/30/2025		248		241
Traverse Midstream Partners LLC, Term Loan B, 1st Lien
6.500%, VAR LIBOR+4.000%, 09/27/2024		1,106		1,104
Ultra Resources, Term Loan, 1st Lien
6.481%, 04/12/2024		1,484		1,281
Vistra Operations Company LLC, Term Loan B3, 1st Lien
4.493%, 12/31/2025		122		120
4.482%, 12/31/2025		332		326
Weight Watchers International Inc., Term Loan B, 1st Lien
7.560%, 11/29/2024		798		758
Weight Watchers International, Term Loan B, 1st Lien
7.150%, 11/29/2024		11		10
Windstream Services LLC, Term Loan B, 1st Lien
10.500%, VAR LIBOR+4.000%, 03/29/2021		2,069		2,071
9.750%, VAR LIBOR+3.250%, 02/17/2024		579		573
Woodford Express, Term Loan B, 1st Lien
7.499%, 01/27/2025		1,249		1,207
Total Loan Participations (Cost $181,121) ($ Thousands)				177,530
ASSET-BACKED SECURITIES — 9.2%
Other Asset-Backed Securities — 9.2%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
3.005%, VAR ICE LIBOR USD 1 Month+0.550%, 03/15/2019 (A)(C)		587		20
B&M CLO, Ser 2014-1A, Cl E
8.529%, VAR ICE LIBOR USD 3 Month+5.750%, 04/16/2026 (A)(C)		2,480		2,130
Battalion CLO IV, Ser 2013-4A
0.000%, 10/22/2025 (A)(C)(H)		5,640		28
Battalion CLO V, Ser 2014-5A
0.000%, 04/17/2026 (A)(C)(H)		3,274		229
Battalion CLO VII, Ser 2014-7A
0.000%, 07/17/2028 (A)(C)(H)		4,490		1,931
Battalion CLO VIII, Ser 2015-8A
0.000%, 04/18/2030 (A)(C)(F)(H)		3,390		2,170
Battalion CLO X, Ser 2016-10A
0.000%, 01/24/2029 (A)(C)(F)(H)		4,450		3,693

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Battalion CLO XI, Ser 2017-11A
0.000%, 10/24/2029 (A)(C)(H)	$	5,857	$	4,569
Battalion CLO XII, Ser 2018-12A
0.000%, 05/17/2031 (A)(C)(H)		4,663		3,824
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (C)(H)		3,427		3,063
Benefit Street Partners CLO III, Ser 2013-IIIA
0.000%, 07/20/2029 (A)(C)(F)(H)		2,531		1,164
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(C)(H)		3		1,608
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(C)(H)		2,293		1,972
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(C)(H)		6,387		192
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (C)(H)		10,259		7,961
Benefit Street Partners CLO VI, Ser 2015-VIA
0.000%, 10/18/2029 (A)(C)(H)		7,502		5,326
Benefit Street Partners CLO VII, Ser 2015-VIII
0.000%, 07/18/2027 (C)(H)		6,715		5,000
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(C)(F)(H)		6,720		5,645
Benefit Street Partners CLO X, Ser 2016-10A
0.000%, 01/15/2029 (A)(C)(H)		6,228		4,360
Benefit Street Partners CLO XIV, Warehouse Note, Ser 2018-14A
0.000%, 04/20/2031 (A)(C)(H)		3,809		3,085
Benefit Street Partners Static CLO, Warehouse Note
0.000%, (C)(H)(I)		1,371		1,355
Cathedral Lake CLO, Ser 2015-3A
0.000%, 01/15/2026 (A)(C)(H)		1,869		1,514
Cathedral Lake V, Ser 2018-5A
0.000%, 10/21/2030 (A)(C)(H)		3,139		2,699
CVP Cascade CLO, Ser 2014-2A, Cl D
7.580%, VAR ICE LIBOR USD 3 Month+4.800%, 07/18/2026 (A)(C)		759		689
CVP Cascade CLO, Ser 2014-2A, Cl E
8.580%, VAR ICE LIBOR USD 3 Month+5.800%, 07/18/2026 (A)(C)		2,469		2,061
Dryden 75 CLO, Ser 2019-75A
0.000%, 01/15/2029 (A)(C)(H)		2,269		1,883
Fifth Street Senior Loan Fund, Ser 2015-1A, Cl E
9.961%, VAR ICE LIBOR USD 3 Month+7.200%, 01/20/2027 (A)(C)		3,890		3,754
Figueroa CLO, Ser 2013-2A
0.000%, 06/20/2027 (A)(C)(H)		2,907		1,197
Great Lakes CLO, Ser 2014-1A
0.000%, 10/15/2029 (A)(C)(H)		4,860		3,985
Great Lakes CLO, Ser 2015-1A
0.000%, 01/16/2030 (A)(C)(H)		4,519		3,344

126 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Great Lakes CLO, Ser 2015-1A, Cl ER
10.147%, VAR ICE LIBOR USD 3 Month+7.360%, 01/16/2030 (A)(C)	$	3,253	$	3,043
Great Lakes CLO, Ser 2015-1A, Cl FR
12.787%, VAR ICE LIBOR USD 3 Month+10.000%, 01/16/2030 (A)(C)		1,198		1,022
Great Lakes CLO, Ser 2017-1A, Cl ER
10.287%, VAR ICE LIBOR USD 3 Month+7.500%, 10/15/2029 (A)(C)		3,321		3,220
Great Lakes CLO, Ser 2017-1A, Cl FR
12.787%, VAR ICE LIBOR USD 3 Month+10.000%, 10/15/2029 (A)(C)		1,940		1,739
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A
0.000%, 10/20/2029 (A)(C)(H)		2,484		1,838
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A
0.000%, 07/20/2029 (A)(C)(H)		651		566
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl D
10.321%, VAR ICE LIBOR USD 3 Month+7.560%, 07/07/2029 (A)(C)		3,223		3,025
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A
0.000%, 04/18/2030 (A)(C)(H)		1,169		1,017
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
9.850%, VAR ICE LIBOR USD 3 Month+7.070%, 04/18/2030 (A)(C)		1,559		1,442
Lockwood Grove CLO, Ser 2014-1A
0.000%, 01/25/2030 (A)(C)(H)		3,797		2,886
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
8.621%, VAR ICE LIBOR USD 3 Month+5.850%, 01/25/2030 (A)(C)		2,499		2,299
Neuberger Berman CLO XVI-S, Ser 2018-16SA
0.000%, 01/15/2028 (A)(C)(H)		1,459		1,262
Neuberger Berman CLO XXII, Ser 2016-22A
0.000%, 10/17/2027 (A)(C)(H)		3,640		2,439
Neuberger Berman CLO XXII, Ser 2016-22A, Cl F
0.100%, 10/17/2030 (A)(C)		112		51
NewStar Clarendon Fund CLO, Ser 2015-1A, Cl E
8.821%, VAR ICE LIBOR USD 3 Month+6.050%, 01/25/2027 (A)(C)		3,439		3,370
NewStar Fairfield Fund CLO, Ser 2015-2A
0.000%, 04/20/2030 (A)(C)(H)		7,983		5,044
OCP CLO, Ser 2012-2A
0.000%, 11/22/2025 (A)(C)(H)		2,615		190
OCP CLO, Ser 2017-14A
0.000%, 11/20/2030 (A)(C)(H)		1,655		1,192
Shackleton CLO, Ser 2014-6A
0.000%, 07/17/2026 (A)(C)(H)		7,935		24

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (C)(H)	$	6,388	$	4,791
TCP Whitney CLO, Ser 2017-1I
0.000%, 08/20/2029 (C)(H)		9,085		7,806
TCW CLO, Ser 2017-1A
0.000%, 07/29/2029 (A)(C)(H)		4,194		3,083
TCW CLO, Ser 2018-1A
0.000%, 04/25/2031 (A)(C)(H)		2,978		2,198
Venture 35 CLO, Ser 2018-35A
0.000%, 10/22/2031 (A)(C)(H)		11,892		9,662
Venture CDO, Ser 2016-25A
0.000%, 04/20/2029 (A)(C)(H)		2,030		1,533
Venture XXVI CLO, Ser 2017-26A
0.000%, 01/20/2029 (A)(C)(H)		1,609		1,126
Venture XXVIII CLO, Ser 2017-28A
0.000%, 07/20/2030 (A)(C)(H)		3,228		2,647
Total Asset-Backed Securities (Cost $126,511) ($ Thousands)				148,966
	Shares
COMMON STOCK — 1.1%
21st Century Oncology *(B)(C)(F)		1,533		65
Amplify Energy Corp *(B)		87,414		595
Aspect Software, Cl CR1 *(B)(C)		27,500		—
Aspect Software, Cl CR2 *(B)(C)		11,134		—
Avaya Holdings Corp *		26,343		443
Berry Petroleum (Escrow Security) *(C)		3,278,000		—
Berry Petroleum Corp		323,765		3,736
Boart Longyear *(B)		66,285,402		188
Caesars Entertainment Corp *		38,612		336
Cenveo Corp *(B)		38,426		500
CEVA Holdings *(C)		561		12
CHC Group LLC *		1,075		—
CUI Acquisition *(B)(C)(F)		3		150
Cumulus Media Inc, Cl A *(B)		59,587		1,073
Global Aviation Holdings Inc, Cl A *(C)		97,655		—
Gymboree *(B)(C)		40,312		20
Halcon Resources Corp *		68,040		92
Jupiter Resources *(B)		317,569		992
Medical Card Systems *(B)(C)		284,758		—
Mmodal *(C)		148,769		785
Paperworks Industries, Inc. *(C)(F)		52,360		1,058
Quad/Graphics Inc		166		2
Reichhold Industries *(B)(C)(F)		1,427		1,234
Remington Outdoor Company Inc *(B)(C)(F)		12,794		22
Rue 21 *		55,057		143
SandRidge Energy *(B)		3,760,982		64
TE Holdcorp *(B)		50,160		16
Titan Energy LLC *		22,243		1
UCI International Holdings *(B)(C)(F)		27,268		539
VICI Properties Inc (B)		93,193		2,039

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 127

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vistra Energy Corp		114,326	$	2,976
Total Common Stock (Cost $23,571) ($ Thousands)				17,081
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.5%
Connecticut — 0.2%
Mohegan Tribal, Finance Authority, RB
Callable 02/01/2023 @ 100
7.000%, 02/01/2045 (A)(C)	$	3,540		3,663
Puerto Rico — 0.3%
Commonwealth of Puerto Rico, GDB Debt
Recovery Authority, RB
7.500%, 08/20/2040		1,449		1,090
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2022 @ 100
5.250%, 07/01/2023 (C)(D)		350		185
5.125%, 07/01/2037 (D)		340		178
5.000%, 07/01/2041 (D)		765		400
Puerto Rico Electric Power Authority, Ser TT, RB
5.000%, 07/01/2032 (D)		250		176
Puerto Rico Electric Power Authority, Ser WW, RB
5.500%, 07/01/2020 (C)(D)		165		117
5.500%, 07/01/2021 (C)(D)		170		121
Puerto Rico, Electric Power Authority, Ser A, RB
Callable 07/01/2022 @ 100
5.000%, 07/01/2042 (D)		345		243
Puerto Rico, Electric Power Authority, Ser AAA, RB
Callable 07/01/2020 @ 100
5.250%, 07/01/2025 (C)(D)		190		135
5.250%, 07/01/2027 (D)		245		173
Puerto Rico, Electric Power Authority, Ser CCC, RB
5.250%, 07/01/2026 (C)(D)		480		340
Puerto Rico, Electric Power Authority, Ser CCC, RB
Callable 07/01/2020 @ 100
5.250%, 07/01/2027 (D)		320		226
Puerto Rico, Electric Power Authority, Ser NN, RB
5.500%, 07/01/2020 (C)(D)		390		277
Puerto Rico, Electric Power Authority, Ser WW, RB
5.500%, 07/01/2038 (D)		75		53
5.250%, 07/01/2033 (D)		105		74

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Puerto Rico, Electric Power Authority, Ser XX, RB
5.250%, 07/01/2035 (C)(D)	$	60	$	42
				3,830
Total Municipal Bonds (Cost $7,370) ($ Thousands)				7,493
CONVERTIBLE BONDS — 0.4%
CHC Group CV to 125.0000
10.717%, 10/01/2020 (C)		55		19
Cheniere Energy CV to 83.03
4.250%, 03/15/2045		615		481
Chesapeake Energy CV to 116.7134
5.500%, 09/15/2026		100		93
DISH Network CV to 12.1630
2.375%, 03/15/2024		602		496
GenOn CV to 14.7167
0.000%, 06/15/2021 (C)		2,200		–
Liberty Media CV to 16.7764
3.750%, 02/15/2030		4,061		2,762
Liberty Media CV to 22.94686
4.000%, 11/15/2029		494		339
MagnaChip Semiconductor CV to 121.1387
5.000%, 03/01/2021		300		339
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (A)		1,710		2,199
Weatherford International CV to 129.1656
5.875%, 07/01/2021		425		343
Total Convertible Bonds (Cost $6,837) ($ Thousands)				7,071
	Shares
PREFERRED STOCK — 0.2%
21st Century Oncology, 0.000% *(B)(C)(F)		1,943		461
CEVA Holdings, 0.000% *(C)		1,214		26
Claire’s Stores, 0.000% *(B)(C)		739		793
Crestwood Equity Partners, 9.250%		82,000		764
FHLMC, 0.000% *		16,903		258
FNMA, 0.000% *		24,650		411
TE Holdcorp, 0.000% *(B)(C)		81,045		182
VICI Properties, 0.000% (B)		38,747		848
Total Preferred Stock (Cost $4,403) ($ Thousands)				3,743

128 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Number of Warrants		Market Value   ($ Thousands)
WARRANTS — 0.0%
Cumulus Media, Expires 12/30/2027 Strike Price $– *		10,632	$	178
Guitar Center, Expires 12/30/2027 Strike Price $– *(C)		12,965		–
Jack Cooper Holdings, Expires 04/26/2027 Strike Price $– *(B)(C)		2,496		–
Lion Holding, Expires 12/30/2027 Strike Price $– *(B)		1,575		–
Remington Arms, Expires Strike Price $– *(B)		12,902		–
SandRidge Energy, Expires 10/04/2022 Strike Price $42 *(B)		3,108		–
SandRidge Energy, Expires 10/04/2022 Strike Price $41 *(B)		7,382		–
Total Warrants (Cost $186) ($ Thousands)				178
	Number of Rights
RIGHTS — 0.0%
Texas Competitive Electric Holdings LLC
0.000 *‡‡(B)		218,213		157
Total Rights (Cost $295) ($ Thousands)				157
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
2.480% **†(J)		1,142		1
Total Affiliated Partnership (Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 5.7%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		91,287,078		91,287
Total Cash Equivalent (Cost $91,287) ($ Thousands)				91,287
Total Investments in Securities — 99.8% (Cost $1,634,352) ($ Thousands)			$	1,611,535

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 129

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

High Yield Bond Fund (Concluded)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)			Net Unrealized    Appreciation   (Thousands)
CDX NA.HY.29 5Y	Sell	5.00%	Quarterly	12/20/2022		(7,014	)	$	472	$	436		$	36
CDX.NA.HY.30.5Y	Sell	5.00%	Quarterly	06/20/2023		(2,100	)		144		138			6
CDX.NA.HY.31.5Y	Sell	5.00%	Quarterly	12/20/2023		(792	)		52		(43	)		95
								$	668	$	531		$	137

A list of the open OTC swap agreements held by the Fund at March 31, 2019 is as follows:

Total Return Swaps
Counterparty	Reference Entity/ Obligation		Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized    Depreciation   (Thousands)
Bank of America		IBOXHY_JUN19_280.40	IBOXX USD LIQUID HIGH YIELD		3-MONTH USD LIBOR		Quarterly		06/20/2019		USD		9,466	$	(137	)	$	50	$	(187	)
JPMorgan Chase		IBOXHY_JUN19_280.25	IBOXX USD LIQUID HIGH YIELD		3-MONTH USD LIBOR		Quarterly		06/20/2019		USD		8,650		(130	)		44		(174	)
JPMorgan Chase		IBOXHY_JUN19_281.25	IBOXX USD LIQUID HIGH YIELD		3-MONTH USD LIBOR		Quarterly		06/20/2019		USD		458		(6	)		2		(8	)
JPMorgan Chase		IBOXHY_JUN19_281.63	IBOXX USD LIQUID HIGH YIELD		3-MONTH USD LIBOR		Quarterly		06/20/2019		USD		458		(5	)		2		(7	)
														$	(278	)	$	98	$	(376	)

Percentages are based on Net Assets of $1,615,485 ($ Thousands).

* Non-income producing security.

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

^‡‡  Expiration date not available.

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

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $821,457 ($ Thousands), representing 50.8% of the Net Assets of the Fund.

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $18,389 ($ Thousands) and represented 1.1% of the Net Assets of the Fund.

(C) Level 3 security in accordance with fair value hierarchy.

(D) Security is in default on interest payment.

(E) Securities considered restricted. The total market value of such securities as of March 31, 2019 was $0 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(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, 2019 was $19,494 ($ Thousands) and represented 1.2% of the Net Assets of the Fund.

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

(H) Interest rate unavailable.

(I) Maturity date not available.

(J) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2019 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

FNMA — Federal National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

OTC — Over the counter

PIK — Payment-in-Kind

PLC — Public Limited Company

Pty — Proprietary

RB — Revenue Bond

Ser — Series

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

130 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in   Securities	Level 1		Level 2		Level 3		Total
Corporate Obligations	$	–	$	1,152,464	$	5,564	$	1,158,028
Loan Participations		–		155,245		22,285		177,530
Asset-Backed Securities		–		–		148,966		148,966
Common Stock		11,545		1,651		3,885		17,081
Municipal Bonds		–		2,614		4,879		7,493
Convertible Bonds		–		7,052		19		7,071
Preferred Stock		1,175		1,107		1,461		3,743
Warrants		–		178		–		178
Rights		–		157		–		157
Affiliated Partnership		–		1		–		1
Cash Equivalent		91,287		–		–		91,287
Total Investments in Securities	$	104,007	$	1,320,469	$	187,059	$	1,611,535

Other Financial   Instruments	Level 1	Level 2	Level 3	Total
Centrally Cleared Swaps
Credit Default Swaps *
Unrealized Appreciation	$        —	$        137	$        —	$	137
OTC Swaps
Total Return Swaps *
Unrealized Depreciation	—	(376)	—		(376	)
Total Other Financial Instruments	$        —	$      (239)	$        —		$      (239)

* Swap contracts are valued at the unrealized appreciation (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):

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Municipal Bonds			Investments in Convertible Bonds			Investments in Preferred Stock
Balance as of October 1, 2018	$	7,195		$	18,137		$	160,025		$	6,587		$	5,126		$	55		$	1,046
Accrued discounts/premiums		2			(81	)		92			–			–			9			–
Realized gain/(loss)		–			(2,481	)		4,766			3,945			21			–			871
Change in unrealized appreciation/ (depreciation)		(128	)		2,003			(6,866	)		(2,095	)		11			(45	)		(619	)
Purchases		–			729			18,682			–			–			–			163
Sales		–			(5,371	)		(27,733	)		(5,214	)		(1,495	)		–			–
Net transfer into Level 3		1,740			16,115			–			804			1,216			–			–
Net transfer out of Level 3		(3,245	)		(6,766	)		–			(142	)		–			–			–
Ending Balance as of March 31, 2019 (1)	$	5,564		$	22,285		$	148,966		$	3,885		$	4,879		$	19		$	1,461
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(4,310	)	$	1,895		$	(3,707	)	$	(511	)	$	134		$	(27	)	$	(581	)

(1) Of the $187,059 ($ Thousands) in Level 3 securities as of March 31, 2019, $6,822 ($ Thousands) or 0.4% of the Net Assets of the Fund 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. The value of these securities is immaterial and no further disclosure is required.

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

For the period ended March 31, 2019, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

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

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

Security Description	Value 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Depreciation	Value 3/31/19	Income
SEI Liquidity Fund, L.P.	$—	$1	$ —	$—	$ —	$1	$—
SEI Daily Income Trust, Government Fund, Cl F	70,705	380,284	(359,702)	—	—	91,287	717
Totals	$70,705	$380,285	$(359,702)	$ —	$ —	$91,288	$717

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 131

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Conservative Income Fund

^†Percentages are based on total investments.

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
COMMERCIAL PAPER — 45.4%
Banks — 3.8%
BPCE
2.689%, 10/01/2019 (A)(B)	$	1,500	$	1,480
Oversea-Chinese Banking
2.652%, 04/08/2019 (B)		4,000		4,000
United Overseas Bank
2.910%, 05/17/2019 (A)(B)		4,000		3,986
				9,466
Communication Services — 0.9%
Rogers Communications
2.709%, 04/22/2019 (A)(B)		2,200		2,196
Consumer Discretionary — 0.9%
Autozone
2.654%, 04/18/2019 (A)		2,300		2,296
Consumer Staples — 1.5%
Nestle Finance International
2.580%, 08/21/2019 (A)(B)		4,000		3,959
Financials — 35.4%
Albion Capital
2.531%, 04/05/2019 (A)		5,536		5,533
Atlantic Asset Securitization
2.420%, 04/01/2019 (A)		1,100		1,100
Australia & New Zealand Banking Group
2.893%, 01/10/2020 (B)		1,500		1,503
Bennington Stark Capital
2.501%, 04/03/2019 (A)		4,000		3,999
CAFCO
2.770%, 04/12/2019 (A)		5,000		4,995
2.608%, 05/14/2019 (A)		3,000		2,991
Chariot Funding
2.860%, 04/30/2019 (A)(B)		2,800		2,794
2.660%, 10/07/2019 (A)		4,000		3,945
2.451%, 04/02/2019 (A)		3,000		2,999
CPPIB Capital
2.701%, 03/09/2020 (A)		3,000		2,920
Crown Point Capital
2.501%, 04/01/2019 (A)(B)		4,500		4,499
Federation Des Caisses Desjardins
2.863%, 12/10/2019 (B)		2,000		2,003
2.728%, 04/12/2019 (A)		4,000		3,996

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
COMMERCIAL PAPER (continued)
Landesbank Baden-Wurttemberg
2.501%, 04/05/2019 (A)	$	7,000	$	6,997
Lexington Parker Capital
2.603%, 05/06/2019 (A)		2,000		1,995
Liberty Street Funding
2.597%, 05/13/2019 (A)		3,000		2,991
Manhattan Asset Funding
2.508%, 04/23/2019 (A)		4,000		3,993
Metlife Short Term Fund
2.624%, 09/09/2019 (A)		3,000		2,965
Old Line Funding
2.845%, 08/14/2019 (B)		4,000		3,961
2.840%, 04/26/2019 (A)(B)		2,000		1,996
Omers Finance Trust
2.668%, 05/06/2019 (A)(B)		8,000		7,979
Sumitomo Mitsui Trust Bank
2.579%, 07/09/2019 (A)		2,000		1,985
Suncorp-Metway
2.895%, 06/11/2019 (A)(B)		3,000		2,984
2.840%, 05/01/2019 (A)(B)		2,000		1,995
2.810%, 04/23/2019 (A)(B)		1,000		998
Swedbank
2.599%, 05/17/2019 (A)		5,000		4,984
UBS
2.945%, 12/19/2019 (B)	$	1,500		1,502
				90,602
Industrials — 2.0%
Coca-Cola
3.065%, 12/09/2019 (A)(B)		3,000		2,943
Eaton Corporation
2.663%, 04/10/2019 (A)		2,300		2,298
				5,241
Materials — 0.9%
Nutrien
2.681%, 04/03/2019 (A)		2,300		2,299
Total Commercial Paper (Cost $116,057) ($ Thousands)				116,059
CORPORATE OBLIGATIONS — 3.9%
Consumer Discretionary — 1.6%
Jets Stadium Development
2.490%, 04/01/2047 (B) (C)		4,000		4,000
Financials — 2.3%
Australia & New Zealand Banking Group MTN
1.600%, 07/15/2019		1,500		1,495
Bank of Montreal
3.129%, VAR ICE LIBOR USD 3 Month+0.330%, 07/11/2019		2,500		2,502

132 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
National Australia Bank
1.375%, 07/12/2019	$	2,000	$	1,993
				5,990
Total Corporate Obligations (Cost $9,988) ($ Thousands)				9,990
CERTIFICATES OF DEPOSIT — 43.1%
Bank of Montreal
2.893%, 12/10/2019		2,000		2,004
2.862%, 01/17/2020		1,500		1,503
Bank of Nova Scotia
2.833%, 09/20/2019		2,000		2,002
Bedford Row Funding
2.830%, 08/02/2019 (B)		2,000		2,000
BNP Paribas
2.930%, 04/18/2019		2,000		2,000
2.874%, 04/04/2019		1,500		1,500
2.799%, 09/27/2019		3,000		3,002
2.784%, 05/15/2019		2,000		2,001
Canadian Imperial Bank of Commerce
2.873%, 12/06/2019		1,000		1,002
2.792%, 07/16/2019		2,000		2,001
2.786%, 07/25/2019		2,500		2,502
2.653%, 04/10/2019		2,000		2,000
MUFG Bank
2.843%, 02/24/2020		1,500		1,500
Credit Agricole
2.763%, 03/20/2020		1,000		1,000
Credit Suisse Ag
2.830%, 07/12/2019		2,000		2,002
HSBC Bank
2.929%, 04/24/2019 (A)(B)		3,000		3,000
Ing Us Funding
2.860%, 10/04/2019		3,000		3,004
Landesbank Hessen Thueringen Giroz
2.450%, 04/04/2019		10,000		10,000
Mitsubishi Ufj Trust And Banking
2.650%, 06/07/2019		3,000		3,000
Mizuho Bank NY
2.930%, 04/18/2019 (B)		2,000		2,000
2.772%, 05/08/2019 (B)		6,000		6,002
2.761%, 07/30/2019 (B)		2,000		2,000
National Australia Bank
2.740%, 04/02/2019 (B)		3,000		3,000
National Bank Of Canada
2.623%, 12/11/2019		3,000		3,000
Royal Bank of Canada
2.930%, 01/09/2020		2,500		2,505
2.794%, 05/20/2019		2,000		2,001
2.792%, 08/16/2019		1,300		1,301

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Skandinaviska Enskilda Banken
2.713%, 06/14/2019	$	3,000	$	3,001
Standard Chartered Bank
3.009%, 04/24/2019		2,500		2,500
Sumitomo Mitsui Banking
2.897%, 04/15/2019		3,500		3,500
Sumitomo Mitsui Trust Bank
2.895%, 04/05/2019		2,000		2,000
2.841%, 02/25/2020		2,000		2,000
2.829%, 08/16/2019		1,500		1,501
Svenska Handelsbanken
2.887%, 06/07/2019 (B)		2,750		2,752
2.835%, 12/19/2019 (B)		2,500		2,503
2.731%, 05/07/2019 (B)		3,000		3,000
Swedbank
2.747%, 05/21/2019		3,500		3,501
UBS
3.124%, 04/04/2019 (B)		1,500		1,500
2.972%, 07/23/2019 (B)		2,500		2,501
2.913%, 05/31/2019 (B)		2,500		2,502
2.890%, 07/02/2019 (B)		1,000		1,001
2.756%, 08/28/2019 (B)		1,500		1,500
Westpac Banking
2.916%, 11/01/2019 (B)		1,000		1,000
2.812%, 11/08/2019 (B)		2,000		2,002
2.778%, 02/03/2020		3,000		3,000
Total Certificates of Deposit (Cost $110,051) ($ Thousands)				110,096
REPURCHASE AGREEMENTS — 7.8%
Goldman Sachs
2.550%, dated 03/29/2019, to be repurchased on 04/01/2019, repurchase price $2,000,425 (collateralized by FNMA obligations, par value $1,982,466, 4.000%, 11/20/2048; total market value $2,040,000) (D)		2,000		2,000
TD Securities
2.600%, dated 03/29/2019, to be repurchased on 04/01/2019, repurchase price $2,003,900 (collateralized by FNMA obligations, par value $18,275,414, 4.000%, 12/01/2048; total market value $18,540,001) (D)		18,000		18,000
Total Repurchase Agreements (Cost $20,000) ($ Thousands)				20,000
Total Investments in Securities — 100.2% (Cost $256,096) ($ Thousands)			$	256,145

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 133

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Conservative Income Fund (Concluded)

Percentages are based on Net Assets of $255,595 ($ Thousands).

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(B) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $93,041 ($ Thousands), representing 36.4% of the Net Assets of the Fund.

(C) Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(D) Tri-Party Repurchase Agreement.

Cl— Class

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

USD — United States Dollar

VAR — Variable Rate

As of March 31, 2019, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

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

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

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

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

134 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Free Conservative Income Fund

^†Percentages are based on total investments.

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS — 79.1%
Alaska — 1.8%
Alaska State, Housing Finance Authority, Ser B, RB
Callable 04/04/2019 @ 100
1.480%, 12/01/2041 (A)	$	3,300	$	3,300
Arizona — 1.1%
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
1.530%, 09/01/2035 (A)(B)		2,000		2,000
Connecticut — 3.1%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser A-3, RB
1.500%, 11/15/2045 (A)		1,150		1,150
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB
1.500%, 11/15/2045 (A)		1,000		1,000
Connecticut State, Ser C, GO
1.570%, 05/15/2034 (A)		3,570		3,570
				5,720
District of Columbia — 2.6%
District of Columbia, Community Connections Real Estate Foundation Project, Ser A, RB
Callable 04/01/2019 @ 100
1.550%, 07/01/2032 (A)(B)		2,400		2,400
District of Columbia, Georgetown University Project, RB
1.500%, 04/01/2041 (A)(B)		390		390
District of Columbia, Medlantic/Helix Project, Ser A, RB
Callable 04/01/2019 @ 100
1.470%, 08/15/2038 (A)(B)		50		50
RBC Municipal Products Trust, Ser 2018- G63, GO
1.530%, 12/01/2023 (A)(B)(C)		2,000		2,000
				4,840
Florida — 3.1%
Escambia County, Health Facilities Authority, Azalea Trace Project, Ser B, RB, AGC
Callable 04/01/2019 @ 100
1.600%, 11/15/2029 (A)		80		80

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
1.600%, 04/01/2032 (A)(B)	$	5,695	$	5,695
				5,775
Georgia — 1.1%
Monroe County, Development Authority, Oglethorpe Power Project, Ser B, RB
1.600%, 01/01/2036 (A)(B)		2,000		2,000
Illinois — 5.6%
Illinois State, Finance Authority, Advocate Healthcare Network Project, Sub-Ser C2B, RB
1.600%, 11/01/2038 (A)		1,800		1,800
Illinois State, Finance Authority, Sub-Ser C-1, RB
1.600%, 11/01/2038 (A)		700		700
Illinois State, Finance Authority, YMCA Metropolitan Chicago Project, RB
1.600%, 06/01/2029 (A)(B)		1,800		1,800
Illinois State, Housing Development Authority, Sub-Ser, RB
1.470%, 02/01/2038 (A)		1,000		1,000
Tender Option Bond Trust Receipts, Ser 2015- XF1043, RB
1.560%, 03/01/2033 (A)(C)		4,250		4,250
Tender Option Bond Trust Receipts, Ser 2017- XG0133, RB
1.540%, 01/04/2020 (A)(C)		840		840
				10,390
Indiana — 6.0%
Elkhart County, Multi-Family Housing Authority, Ashton Pines Apartments Project, Ser A, RB
1.490%, 09/01/2043 (A)(B)		4,100		4,100
Indiana State, Finance Authority, RB
1.550%, 02/01/2039 (A)		7,100		7,100
				11,200
Iowa — 5.7%
Iowa State, Finance Authority, Midwestern Disaster Area Economic Development, CJ Bio America Project, RB
1.920%, 04/01/2022 (A)(B)		6,300		6,300
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
Callable 04/01/2019 @ 100
1.520%, 09/01/2036 (A)		1,500		1,500

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 135

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB
1.520%, 05/01/2023 (A)	$	2,700	$	2,700
				10,500
Kansas — 1.1%
Manhattan, Industrial Development Authority, Florence Kansas Project, AMT, RB
1.560%, 04/01/2028 (A)(B)		2,000		2,000
Louisiana — 1.8%
Ascension Parish, Industrial Development Board, BASF Project, RB
Callable 04/01/2019 @ 100
1.560%, 10/01/2039 (A)		2,000		2,000
Saint Charles Parish, Pollution Control, Shell Oil Project, Ser B, RB
1.510%, 10/01/2022 (A)		1,400		1,400
				3,400
Maryland — 2.0%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
Callable 04/01/2019 @ 100
1.530%, 02/01/2041 (A)		1,070		1,070
Maryland State, Economic Development Authority, Academy of Sciences Project, RB
1.700%, 04/01/2033 (A)(B)		1,000		1,000
Maryland State, Industrial Development Financing Authority, RB
1.710%, 03/01/2030 (A)		1,600		1,600
				3,670
Massachusetts — 1.3%
Massachusetts State, Water Resources Authority, Sub-Ser A-3, RB
1.470%, 08/01/2037 (A)		1,600		1,600
University of Massachusetts, Building Authority, Ser 1, RB
1.520%, 11/01/2034 (A)		800		800
				2,400
Michigan — 4.1%
Central Michigan University, Ser A, RB
1.580%, 10/01/2032 (A)(B)		1,000		1,000
Michigan State University, Ser A, RB
1.580%, 02/15/2033 (A)		1,800		1,800

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Michigan State, Building Authority, Multi-Model Facilities Program, Ser I, RB
Callable 04/01/2019 @ 100
1.470%, 10/15/2052 (A)(B)	$	1,970	$	1,970
Michigan State, Housing Development Authority, Single Family Mortgage Project, Ser D-REM, RB
Callable 04/01/2019 @ 100
1.540%, 06/01/2030 (A)		2,900		2,900
				7,670
Missouri — 3.1%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
1.500%, 04/15/2034 (A)(B)		2,300		2,300
RBC Municipal Products Trust, Ser C-16, RB
1.560%, 09/01/2039 (A)(B)(C)		3,500		3,500
				5,800
New York — 12.5%
New York City, Housing Development Authority, Hewitt House Apartments Project, Ser A, RB
1.550%, 11/01/2048 (A)(B)		1,500		1,500
New York City, Sub-Ser A-3, GO
1.650%, 10/01/2040 (A)(B)		2,400		2,400
New York City, Sub-Ser J-8-R, GO
Callable 04/29/2019 @ 100
1.600%, 08/01/2021 (A)(B)		1,955		1,955
New York City, Water & Sewer System, RB
1.650%, 06/15/2048 (A)		1,100		1,100
1.490%, 06/15/2039 (A)		1,300		1,300
New York City, Water & Sewer System, Ser F-1, RB
Callable 04/15/2019 @ 100
1.650%, 06/15/2033 (A)		900		900
New York State, Energy Research & Development Authority, Consolidated Edison Project, AMT, RB
1.520%, 06/01/2036 (A)(B)		400		400
New York State, Energy Research & Development Authority, Sub-Ser A-1, RB
1.480%, 05/01/2039 (A)(B)		600		600
New York State, Housing Finance Agency, 600 W. 42nd Street Project, Ser A, RB
1.520%, 05/15/2041 (A)(B)		4,500		4,500
New York State, Local Government Assistance, Sub-Ser, RB
1.580%, 04/01/2019 (A)		400		400
Oneida County, Industrial Development Agency, Mohawk Valley Community College Dormitory Project, Ser A, RB
1.550%, 08/01/2038 (A)(B)		1,200		1,200

136 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Oswego County, Industrial Development
Agency, O.H. Properties Project, Ser A, RB
1.750%, 06/01/2024 (A)(B)	$	685	$	685
RBC Municipal Products Trust, Ser 2018-G5, GO
1.530%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts, Ser 2016- XF0499, RB
Callable 11/15/2026 @ 100
1.620%, 11/15/2056 (A)(C)		2,030		2,030
Tender Option Bond Trust Receipts, Ser 2017- XF0550, RB
Callable 02/15/2027 @ 100
1.550%, 02/15/2042 (A)(C)		2,000		2,000
Westchester County, Industrial Development Authority, Northern West Chester Hospital Project, RB
1.460%, 11/01/2024 (A)(B)		400		400
				23,270
North Carolina — 0.2%
Charlotte-Mecklenburg, Hospital Authority, Ser E, RB
1.450%, 01/15/2044 (A)(B)		300		300
Ohio — 5.9%
American Municipal Power, Electric System Improvement, Village of Holiday City Project, RB
3.000%, 04/30/2019		1,000		1,001
American Municipal Power, Electric System Improvement, Village of Jackson Center Project, RB
3.000%, 08/15/2019		280		282
Berea, GO
3.000%, 03/12/2020		3,445		3,482
Hamilton County, HealthCare Facilities Authority, Children’s Home Project, RB
1.500%, 03/01/2033 (A)(B)		800		800
Lakewood Ohio, Income Tax Revenue Notes, RB
3.000%, 03/26/2020		3,000		3,038
Lorain County, Various Purpose, GO
3.000%, 02/07/2020		2,400		2,423
				11,026
Pennsylvania — 0.4%
Montgomery County, Industrial Development Authority, Acts Retirement Life
Communities, RB, AGC
Callable 04/01/2019 @ 100
1.600%, 11/15/2029 (A)		195		195

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Philadelphia, Gas Works Authority, Ser D, RB
Callable 04/01/2019 @ 100
1.500%, 08/01/2031 (A)(B)	$	600	$	600
				795
Tennessee — 4.8%
Clarksville, Public Building Authority, Pooled Financing, RB
Callable 04/01/2019 @ 100
1.550%, 06/01/2029 (A)(B)		3,500		3,500
Shelby County, Health Educational & Housing Facilities Authority, Providence Place Apartments Project, RB
Callable 04/04/2019 @ 100
1.500%, 12/15/2042 (A)(B)		5,500		5,500
				9,000
Texas — 7.0%
Port Arthur, Navigation District, Industrial Development, Total Petrochemicals Project, Ser A, RB
Callable 04/01/2019 @ 100
1.560%, 12/01/2040 (A)		1,000		1,000
Port Arthur, Navigation District, Total Petrochemicals Project, RB
Callable 06/03/2019 @ 100
1.560%, 03/01/2039 (A)		5,300		5,300
Texas State, Tax Revenue Anticipation Notes, RB
4.000%, 08/29/2019		4,000		4,039
Texas State, Veterans Bonds, GO
Callable 04/01/2019 @ 100
1.540%, 12/01/2047 (A)		2,595		2,595
				12,934
Washington — 2.7%
Tender Option Bond Trust Receipts, Ser 2016- XL0007, RB
Callable 06/01/2019 @ 100
1.650%, 06/15/2033 (A)(C)		1,000		1,000
Washington State, Housing Finance Commission, RB
1.500%, 08/01/2049 (A)(B)		4,000		4,000
				5,000
Wisconsin — 2.1%
Oshkosh, Industrial Development Authority, Oshkosh Coil Spring Project, Ser A, AMT, RB
1.700%, 12/01/2020 (A)(B)		420		420

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 137

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Free Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
1.600%, 05/01/2046 (A)	$	2,000	$	2,000
1.490%, 03/01/2031 (A)		1,400		1,400
				3,820
Total Municipal Bonds (Cost $146,792) ($ Thousands)				146,810
TAX-EXEMPT COMMERCIAL PAPER — 20.7%
Fort Bend
1.860%, 05/24/2019		4,000		4,000
Garland
1.680%, 06/06/2019		2,000		2,000
Harris County
1.800%, 05/16/2019		6,000		6,001
1.650%, 05/13/2019		3,000		2,999
Lincoln
1.700%, 05/01/2019		5,000		5,000
Memphis
1.780%, 06/06/2019		2,000		2,000
Miami-Dade County
1.650%, 05/02/2019		1,000		1,000
1.650%, 05/16/2019		1,700		1,700
1.630%, 05/16/2019		2,000		2,000
Michigan State University
1.930%, 06/03/2019		6,000		6,001
Minneapolis, University Gateway Project
1.500%, 12/01/2040		500		500
San Antonio
1.810%, 06/06/2019		2,200		2,201
University of Minnesota
1.870%, 06/04/2019		3,000		3,001
Total Tax-Exempt Commercial Paper (Cost $38,400) ($ Thousands)				38,403
Total Investments in Securities — 99.8% (Cost $185,192) ($ Thousands)			$	185,213

Percentages are based on Net Assets of $185,566 ($ Thousands).

(A) Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(B) Securities are held in connection with a letter of credit issued by a major bank.

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $17,520 ($ Thousands), representing 9.4% of the Net Assets of the Fund.

AGC — Assured Guaranty Corporation

AMT — Alternative Minimum Tax

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of March 31, 2019, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

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

For 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.

138 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Real Return Fund

^†Percentages are based on total investments.

Description	Face Amount       (Thousands)		Market Value       ($ Thousands)
U.S.TREASURY OBLIGATIONS — 99.0%
U.S. Treasury Inflation Protected Securities
1.250%, 07/15/2020	$	15,170	$	15,392
1.125%, 01/15/2021		17,375		17,595
0.625%, 07/15/2021		18,456		18,619
0.625%, 04/15/2023		21,066		21,212
0.625%, 01/15/2024		20,889		21,087
0.375%, 07/15/2023		20,954		21,004
0.125%, 04/15/2020		25,415		25,295
0.125%, 04/15/2021		22,078		21,902
0.125%, 01/15/2022		20,358		20,195
0.125%, 04/15/2022		21,525		21,303
0.125%, 07/15/2022		21,016		20,903
0.125%, 01/15/2023		21,112		20,871
Total U.S. Treasury Obligations (Cost $245,666) ($ Thousands)				245,378

Description	Shares		Market Value       ($ Thousands)
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		2,462,155	$	2,462
Total Cash Equivalent (Cost $2,462) ($ Thousands)				2,462
Total Investments in Securities — 100.0% (Cost $248,128) ($ Thousands)			$	247,840

Percentages are based on Net Assets of $247,831 ($ Thousands).

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

^†  Investment in Affiliated Security (See Note 10).

Cl — Class

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	–	$	245,378	$	–	$	245,378
Cash Equivalent		2,462		–		–		2,462
Total Investments in Securities	$	2,462	$	245,378	$	–	$	247,840

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/19		Income
SEI Daily Income Trust, Government Fund, Cl F		$        101		$        13,100		$        (10,739)		$            -		$            -		$        2,462		$                9

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 139

CONSOLIDATED SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 92.9%
Communication Services — 9.4%
Alphabet Inc, Cl A *		1.4	%		9,369		$	11,026
Alphabet Inc, Cl C *		1.4			9,593			11,256
AT&T Inc		0.9			227,703			7,141
Comcast Corp, Cl A		0.7			141,080			5,640
Facebook Inc, Cl A *		1.6			74,671			12,447
Netflix Inc *		0.6			13,620			4,856
Verizon Communications Inc		1.0			129,198			7,640
Walt Disney Co/The		0.8			54,550			6,057
Other Securities		1.0						8,587
								74,650
Consumer Discretionary — 9.5%
Amazon.com Inc, Cl A *		2.9			12,936			23,036
Home Depot Inc/The		0.9			35,382			6,789
McDonald’s Corp		0.6			23,907			4,540
Other Securities		5.1						40,816
								75,181
Consumer Staples — 6.8%
Coca-Cola Co/The		0.7			120,782			5,660
PepsiCo Inc		0.7			43,840			5,373
Philip Morris International Inc		0.5			48,837			4,317
Procter & Gamble Co/The		1.0			78,409			8,158
Walmart Inc		0.5			44,476			4,338
Other Securities		3.4						26,331
								54,177
Energy — 5.0%
Chevron Corp		0.9			59,426			7,320
Exxon Mobil Corp		1.3			132,500			10,706
Other Securities		2.8						22,101
								40,127
Financials — 11.7%
Bank of America Corp		1.0			281,645			7,771
Berkshire Hathaway Inc, Cl B *		1.5			60,830			12,220
Citigroup Inc		0.6			73,445			4,570
JPMorgan Chase & Co		1.3			102,417			10,368
Wells Fargo & Co		0.8			128,333			6,201
Other Securities		6.5						51,867
								92,997

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Health Care — 13.6%
Abbott Laboratories		0.6	%		54,824		$	4,383
AbbVie Inc		0.5			46,325			3,733
Amgen Inc, Cl A		0.5			19,563			3,717
Eli Lilly & Co		0.4			27,066			3,512
Johnson & Johnson		1.5			83,344			11,651
Medtronic PLC		0.5			42,141			3,838
Merck & Co Inc		0.8			80,966			6,734
Pfizer Inc		0.9			173,557			7,371
UnitedHealth Group Inc		0.9			30,111			7,445
Other Securities (A)		7.0						55,422
								107,806
Industrials — 8.8%
3M Co		0.5			17,926			3,725
Boeing Co/The		0.8			16,409			6,259
Honeywell International Inc		0.5			22,752			3,616
Union Pacific Corp		0.5			22,719			3,799
Other Securities		6.5						52,756
								70,155
Information Technology — 19.7%
Accenture PLC, Cl A		0.4			20,048			3,529
Adobe Inc *		0.5			15,264			4,068
Apple Inc		3.3			140,230			26,637
Broadcom Inc		0.5			12,375			3,721
Cisco Systems Inc		0.9			138,072			7,455
Intel Corp		1.0			140,997			7,572
International Business Machines Corp		0.5			27,968			3,946
Mastercard Inc, Cl A		0.8			28,182			6,635
Microsoft Corp		3.6			240,196			28,329
Oracle Corp, Cl B		0.5			79,533			4,272
PayPal Holdings Inc *		0.5			36,885			3,830
salesforce.com Inc *		0.5			23,972			3,796
Visa Inc, Cl A		1.1			54,732			8,549
Other Securities		5.6						44,526
								156,865
Materials — 2.4%
DowDuPont Inc		0.5			70,875			3,778
Other Securities		1.9						15,689
								19,467
Real Estate — 2.9%
Other Securities ‡		2.9						22,876
Utilities — 3.1%
Other Securities		3.1						24,620
Total Common Stock (Cost $528,650) ($ Thousands)								738,921

140 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Percentage of Net Assets (%)	Shares	Market Value ($ Thousands)
EXCHANGE TRADED FUND — 3.9%
SPDR S&P 500 ETF Trust (B)	3.9%	109	$	30,910
Total Exchange Traded Fund (Cost $29,213) ($ Thousands)				30,910
Total Investments in Securities — 96.8% (Cost $557,863) ($ Thousands)			$	769,831

Description	Contracts		Market Value ($ Thousands)
PURCHASED OPTION(C) — 0.0%
Total Purchased Option (Cost $468) ($ Thousands)		185,586,452	$	155
PURCHASED SWAPTION(D) — 0.3%
Total Purchased Swaption (Cost $2,357) ($ Thousands)		864,868,000	$	2,720

A list of the OTC option contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty		Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Put Options
April 2019, EUR Put USD Call*		Bank of Montreal		185,586,452	$	208,154		$1.10		04/20/19	$	155
Total Purchased Options					$	208,154					$	155

A list of the open OTC swaption contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.3%
Call Swaptions — 0.3%
CMS One Look*	Bank of America Merrill Lynch		864,868,000		$0.14		07/17/21	$	2,720
Total Purchased Swaption (Cost $2,357) ($ Thousands)								$	2,720

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Amsterdam Index		(65)		Apr-2019	$	(7,782)	$	(7,998)	$	(214)
CAC40 10 Euro Index		(133)		Apr-2019		(7,829)		(7,979)		(147)
DAX Index		(25)		Jun-2019		(8,066)		(8,095)		(25)
FTSE MIB Index		(66)		Jun-2019		(7,434)		(7,685)		(251)
IBEX		(77)		Apr-2019		(7,855)		(7,944)		(87)
MSCI EAFE Index E-MINI		(338)		Jun-2019		(31,160)		(31,542)		(382)
MSCI Emerging Markets		2,274		Jun-2019		119,811		120,226		415
S&P 500 Index E-MINI		(185)		Jun-2019		(25,559)		(26,250)		(691)
					$	24,126	$	22,733	$	(1,382)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 141

CONSOLIDATED SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Concluded)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		01/09/20	USD		894	SAR		3,355	$	—
Bank of America		01/09/20	SAR		152,334	USD		40,507		(85)
Barclays PLC		04/09/19	USD		1,476	EUR		1,313		—
Barclays PLC		04/09/19	USD		74,878	JPY		8,004,844		(2,495)
Barclays PLC		04/09/19	JPY		223,304	USD		2,018		(2)
BNP Paribas		04/09/19	EUR		38,458	USD		43,881		667
Goldman Sachs		04/09/19	USD		5,799	JPY		626,187		(136)
JPMorgan Chase Bank		04/09/19	EUR		68,928	USD		79,013		1,562
RBC		04/09/19	USD		3,406	JPY		375,744		(9)
									$	(498)

A list of the open OTC swap agreements held by the Fund at March 31, 2019, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

BNP Paribas(B)

Bloomberg Commodity Index Total Return

USD T-BILL AUCTION HIGH RATE + 11 BPS

INDEX RETURN

Quarterly

05/10/2019

USD

(73,205)

$

1,295

$

—

$

1,295

HSBC

Russell 1000 Growth Total Return

INDEX RETURN

3-MONTH USD - LIBOR PLUS 16 BPS

Quarterly

04/23/2019

USD

41,873

(4,050)

—

(4,050)

HSBC

Russell 1000 Value Index Total Return

3-MONTH USD - LIBOR PLUS 20 BPS

INDEX RETURN

Quarterly

04/23/2019

USD

(41,002)

2,291

—

2,291

Morgan Stanley

Russell 1000 Growth Total Return

INDEX RETURN

3-MONTH USD - LIBOR PLUS 20 BPS

Quarterly

09/19/2019

USD

85,959

(621)

—

(621)

Morgan Stanley

Russell 1000 Value Index Total Return

3-MONTH USD - LIBOR PLUS 24 BPS

INDEX RETURN

Quarterly

09/19/2019

USD

(86,911)

(701)

—

(701)

$

(1,786)

$

—

$

(1,786)

Percentages are based on a Net Assets of $795,513 ($ Thousands).

* Non-income producing security.

‡ Real Estate Investment Trust.

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $1,917 ($ Thousands) and represented 0.2% of Net Assets.

(B) Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2019.

(C) Refer to table below for details on Option Contracts.

(D) Refer to table below for details on Swaption Contracts.

BPS — Basis Point

Cl — Class

CMS — Constant Maturity Swap

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times and Stock Exchange

IBEX — Spanish Exchange Index

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

MIB — Milano Indice di Borsa

MSCI — Morgan Stanley Capital International

OTC — Over-The-Counter

PLC — Public Limited Company

S&P— Standard & Poor’s

SAR — Saudi Riyal

SPDR — Standard & Poor’s Depositary Receipt

USD — United States 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.

142 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, 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	$	738,921	$	–	$	–	$	738,921
Exchange Traded Fund		30,910		–		–		30,910
Total Investments in Securities	$	769,831	$	–	$	–	$	769,831
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Purchased Option	$	155	$	—	$	—	$	155
Purchased Swaption		—		2,720		—		2,720
Futures Contracts *
Unrealized Appreciation		415		—		—		415
Unrealized Depreciation		(1,797)		—		—		(1,797)
Forwards Contracts *
Unrealized Appreciation		—		2,229		—		2,229
Unrealized Depreciation		—		(2,727)		—		(2,727)
OTC Swaps
Total Return Swaps *
Unrealized Appreciation		—		3,586		—		3,586
Unrealized Depreciation		—		(5,372)		—		(5,372)
Total Other Financial Instruments	$	(1,227)	$	436	$	—	$	(791)

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

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

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

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

Amounts designated as “—” are either $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, 2019 143

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund

^†Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 26.5%
Communication Services — 2.4%
Alphabet Inc, Cl A *		1,435	$	1,689
Cars.com Inc *		5,981		136
Charter Communications Inc, Cl A *		1,479		513
Cumulus Media Inc, Cl A *(A)		5,075		92
DISH Network Corp, Cl A *		25,140		797
Electronic Arts Inc *		8,464		860
Intelsat SA *		57,225		896
Madison Square Garden Co/The *		7,455		2,185
Nintendo Co Ltd		10,406		2,967
Walt Disney Co/The		14,409		1,600
				11,735
Consumer Discretionary — 7.4%
Adtalem Global Education Inc *		7,397		343
Advance Auto Parts Inc		7,000		1,194
American Axle & Manufacturing Holdings Inc *		99,790		1,428
Aramark		122,640		3,624
Caesars Entertainment Corp *		67,739		589
Callaway Golf Co		82,201		1,309
Capri Holdings Ltd *		26,134		1,196
Cedar Fair LP (B)(C)		36,256		1,908
Cenveo Corp *		2,777		36
Children’s Place Inc/The		14,654		1,425
Churchill Downs Inc		23,438		2,115
Delphi Automotive PLC *		8,168		649
Eldorado Resorts Inc *		20,494		957
Extended Stay America Inc		98,819		1,774
Gap Inc/The		55,847		1,462

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Groupon Inc, Cl A *		82,209	$	292
GrubHub Inc *		12,335		857
Jack in the Box Inc		1,195		97
Lennar Corp, Cl A		45,327		2,225
Melco Resorts & Entertainment Ltd ADR		18,251		412
Papa John’s International Inc, Cl A		17,468		925
Red Rock Resorts Inc, Cl A		15,033		389
Skyline Champion Corp *		87,087		1,655
Sotheby’s *		60,105		2,269
Target Corp, Cl A		783		63
Toll Brothers Inc		37,437		1,355
Veoneer Inc *		26,732		611
William Lyon Homes, Cl A *(B)		117,279		1,802
Wyndham Hotels & Resorts Inc (B)		39,713		1,985
Wynn Resorts Ltd		6,058		723
				35,669
Consumer Staples — 0.5%
Cott Corp		49,753		727
Nomad Foods Ltd *		18,166		372
Tyson Foods Inc, Cl A		15,182		1,054
				2,153
Energy — 0.2%
EQT Corp		34,941		725
Jupiter Resources *		24,396		76
				801
Financials — 1.3%
Genworth Financial Inc, Cl A *		51,834		199
Oaktree Capital Group LLC (C)		35,731		1,774
Raymond James Financial Inc		13,459		1,082
SunTrust Banks Inc		3,416		202
Texas Capital Bancshares Inc *		58,474		3,192
				6,449
Health Care — 1.1%
BioScrip Inc *		26,278		53
Bristol-Myers Squibb Co		115		5
Celgene Corp, Cl A *		1,874		177
Magellan Health Inc *		9,518		627
Spark Therapeutics Inc *		36,729		4,183
WellCare Health Plans Inc *		905		244
				5,289
Industrials — 3.1%
ADT Inc		72,660		464
Alaska Air Group Inc		8,457		475
American Airlines Group Inc		40,642		1,291
Builders FirstSource Inc *(B)		115,857		1,545
BWX Technologies Inc, Cl W (B)		40,825		2,024
Delta Air Lines Inc, Cl A		28,081		1,450

144 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gol Linhas Aereas Inteligentes SA ADR *		82,981	$	1,083
JetBlue Airways Corp *		108,766		1,779
Lyft Inc, Cl A *		13,815		995
Nielsen Holdings PLC		15,633		370
Quad/Graphics Inc		13,560		161
Senior PLC		303,012		862
United Continental Holdings Inc *(B)		21,870		1,745
WABCO Holdings Inc *		4,171		550
				14,794
Information Technology — 6.8%
Avaya Holdings Corp *		3,459		58
Avnet Inc		40,235		1,745
Finisar Corp *		18,714		434
First Data Corp, Cl A *		118,769		3,120
First Solar Inc *		36,456		1,926
Integrated Device Technology Inc *		11,146		546
KLA-Tencor Corp		624		75
Luxoft Holding Inc, Cl A *		26,220		1,540
Maxwell Technologies Inc *		112,125		501
Mellanox Technologies Ltd *		27,512		3,256
Microchip Technology Inc		13,119		1,088
Mmodal *(D)		6,952		36
Red Hat Inc *		24,908		4,551
Ultimate Software Group Inc/The *		23,800		7,857
Vishay Intertechnology Inc (B)		97,985		1,810
Worldpay Inc, Cl A *		36,363		4,127
				32,670
Materials — 2.5%
Allegheny Technologies Inc *(B)		76,028		1,944
Bemis Co Inc		52,790		2,929
Commercial Metals Co, Cl A		44,771		765
Constellium NV, Cl A *(B)		219,697		1,753
Graphic Packaging Holding Co		224,878		2,840
Ingevity Corp *(B)		17,159		1,812
Neo Lithium Corp *		117,002		75
				12,118
Real Estate — 0.8%
Braemar Hotels & Resorts Inc		146,001		1,783
Kimco Realty Corp ‡		41,524		768
RLJ Lodging Trust ‡		73,966		1,300
				3,851
Utilities — 0.4%
Clearway Energy Inc, Cl C (B)		138,338		2,090
Total Common Stock (Cost $127,820) ($ Thousands)				127,619

Description	Shares		Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES — 18.2%
AQR Managed Futures Strategy HV Fund Cl I *		539,169	$	4,254
ASG Managed Futures Strategy Fund Cl Y *		502,355		4,642
Merger Fund/The Cl L		3,016,513		50,225
SEI Institutional Managed Trust Long Short Alternative Fund Cl Y †		2,991,560		28,569
Total Registered Investment Companies (Cost $87,405) ($ Thousands)				87,690
EXCHANGE TRADED FUND — 8.2%
BlackRock Global Long/Short Credit Fund		4,000,634		39,366
Total Exchange Traded Fund (Cost $42,979) ($ Thousands)				39,366
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 7.0%
Communication Services — 0.9%
CenturyLink
5.625%, 04/01/2025	$	170		165
Digicel
6.000%, 04/15/2021 (E)		135		112
Digicel Group
6.750%, 03/01/2023 (E)		85		54
DISH DBS
5.875%, 11/15/2024		450		378
Frontier Communications
10.500%, 09/15/2022		165		126
8.500%, 04/01/2026 (E)		110		102
7.125%, 01/15/2023		240		145
6.875%, 01/15/2025		85		46
Inmarsat Finance
6.500%, 10/01/2024 (E)		126		132
McClatchy
9.000%, 07/15/2026 (E)		158		158
Netflix
5.875%, 02/15/2025		160		173
Sprint
7.875%, 09/15/2023		300		314
Telecom Italia
5.303%, 05/30/2024 (E)		85		85
Telecom Italia Capital
6.000%, 09/30/2034		85		79
T-Mobile USA
5.375%, 04/15/2027		15		15
4.750%, 02/01/2028		45		45
Tribune Media
5.875%, 07/15/2022		1,974		2,015
Windstream Services
10.500%, 06/30/2024 (E)(F)		25		18

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 145

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
9.000%, 06/30/2025 (E)(F)	$	70	$	48
				4,210
Consumer Discretionary — 0.9%
Altice
7.625%, 02/15/2025 (E)		160		140
Altice Financing
7.500%, 05/15/2026 (E)		170		168
Altice France
7.375%, 05/01/2026 (E)		185		181
Bon-Ton Department Stores
8.000%, 06/15/2021 (F)		255		20
CBS Radio
7.250%, 11/01/2024 (E)		125		124
Cengage Learning
9.500%, 06/15/2024 (E)		255		210
CSC Holdings
6.500%, 02/01/2029 (E)		165		176
Delphi Technologies
5.000%, 10/01/2025 (E)		180		159
Diamond Resorts International
10.750%, 09/01/2024 (E)		205		194
Getty Images
9.750%, 03/01/2027 (E)		20		20
Guitar Center
5.000% cash/0% PIK, 04/15/2022 (E)		575		469
Guitar Center Escrow Issuer
9.500%, 10/15/2021 (E)		120		115
Hilton Domestic Operating
4.250%, 09/01/2024		105		105
iHeartCommunications
14.000%, 02/01/2021 (F)		756		100
9.000%, 12/15/2019 (F)		105		75
9.000%, 03/01/2021 (F)		185		130
Inn of the Mountain Gods Resort & Casino
9.250% cash/0% PIK, 11/30/2020		153		152
Jacobs Entertainment
7.875%, 02/01/2024 (E)		115		121
JC Penney
6.375%, 10/15/2036		300		105
KFC Holding
5.250%, 06/01/2026 (E)		150		151
McGraw-Hill Global Education Holdings
7.875%, 05/15/2024 (E)		50		40
Monitronics International
9.125%, 04/01/2020 (F)		465		93
Penn National Gaming
5.625%, 01/15/2027 (E)		165		160
Rivers Pittsburgh Borrower
6.125%, 08/15/2021 (E)		170		170
Silversea Cruise Finance
7.250%, 02/01/2025 (E)		135		146

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (E)	$	375	$	371
Urban One
7.375%, 04/15/2022 (E)		335		323
Ziggo BV
5.500%, 01/15/2027 (E)		155		153
				4,371
Consumer Staples — 0.5%
Dean Foods
6.500%, 03/15/2023 (E)		965		630
New Albertsons
8.700%, 05/01/2030		100		92
8.000%, 05/01/2031		155		140
7.750%, 06/15/2026		5		4
7.450%, 08/01/2029		515		456
Rite Aid
7.700%, 02/15/2027		215		134
6.875%, 12/15/2028 (E)		70		41
6.125%, 04/01/2023 (E)		415		342
Vector Group
10.500%, 11/01/2026 (E)		250		236
				2,075
Energy — 1.1%
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		75		84
5.125%, 06/30/2027		80		84
Crestwood Midstream Partners
5.750%, 04/01/2025		155		159
Ensco
5.750%, 10/01/2044		165		106
EP Energy
7.750%, 05/15/2026 (E)		135		110
EP PetroEcuador via Noble Sovereign Funding I
8.240%, VAR ICE LIBOR USD 3 Month+5.630%, 09/24/2019		53		53
Extraction Oil & Gas
5.625%, 02/01/2026 (E)		130		100
KCA Deutag UK Finance
9.875%, 04/01/2022 (E)		160		138
9.625%, 04/01/2023 (E)		65		54
Noble Holding International
8.950%, 04/01/2045		180		140
7.750%, 01/15/2024		110		99
Parker Drilling
7.500%, 08/01/2020 (D)(F)		10		6
6.750%, 07/15/2022 (D)(F)		185		90
Petrobras Global Finance
8.750%, 05/23/2026		354		419

146 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Petrobras Global Finance BV
6.900%, 03/19/2049	$	362	$	358
6.250%, 03/17/2024		197		212
Petroleos de Venezuela
6.000%, 10/28/2022 (F)		367		63
Petroleos Mexicanos
5.500%, 01/21/2021		362		368
4.875%, 01/24/2022		587		592
3.500%, 01/30/2023		440		420
Petroleos Mexicanos MTN
4.625%, 09/21/2023		616		607
Pride International
7.875%, 08/15/2040		50		40
Rowan
5.850%, 01/15/2044		435		278
5.400%, 12/01/2042		55		34
Transocean
6.800%, 03/15/2038		290		225
USA Compression Partners
6.875%, 09/01/2027 (E)		145		147
Weatherford International
9.875%, 02/15/2024		190		137
9.875%, 03/01/2039		40		26
5.950%, 04/15/2042		90		50
				5,199
Financials — 0.5%
BCD Acquisition
9.625%, 09/15/2023 (E)		140		148
Freedom Mortgage
8.250%, 04/15/2025 (E)		240		213
8.125%, 11/15/2024 (E)		20		18
FS Energy & Power Fund
7.500%, 08/15/2023 (E)		125		128
HSBC Bank MTN
17.854%, 08/08/2019 (E)(G)	EGP	2,850		153
JPMorgan Chase
5.150%, VAR ICE LIBOR USD 3 Month+3.250%, 12/29/2049	$	150		151
Nationstar Mortgage Holdings
9.125%, 07/15/2026 (E)		125		127
Springleaf Finance
7.125%, 03/15/2026		150		153
6.875%, 03/15/2025		290		299
Travelport Corporate Finance
6.000%, 03/15/2026 (E)		359		388
VTB Bank Via VTB Capital
6.950%, 10/17/2022		453		466
WeWork
7.875%, 05/01/2025 (E)		305		280
				2,524

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 0.4%
Air Medical Group Holdings
6.375%, 05/15/2023 (E)	$	180	$	151
Bausch Health Americas
9.250%, 04/01/2026 (E)		150		164
8.500%, 01/31/2027 (E)		45		48
BioScrip
8.875%, 02/15/2021		679		686
Centene
4.750%, 01/15/2025		165		168
Endo
6.000%, 07/15/2023 (E)		98		76
Endo Finance
5.375%, 01/15/2023 (E)		75		62
HCA
5.875%, 02/01/2029		160		172
Par Pharmaceutical
7.500%, 04/01/2027 (E)		90		91
Tenet Healthcare
6.250%, 02/01/2027 (E)		155		161
				1,779
Industrials — 0.8%
Deck Chassis Acquisition
10.000%, 06/15/2023 (E)		791		837
Global A&T Electronics
8.500%, 01/12/2023		474		441
Icahn Enterprises
6.250%, 02/01/2022		145		149
Multi-Color
6.125%, 12/01/2022 (E)		152		157
4.875%, 11/01/2025 (E)		871		899
New Enterprise Stone & Lime
6.250%, 03/15/2026 (E)		220		214
Titan International
6.500%, 11/30/2023		160		147
Triumph Group
7.750%, 08/15/2025		180		172
Tutor Perini
6.875%, 05/01/2025 (E)		170		169
United Rentals North America
6.500%, 12/15/2026		250		263
USG
5.500%, 03/01/2025 (E)		43		44
Vertiv Group
9.250%, 10/15/2024 (E)		160		159
Weekley Homes
6.625%, 08/15/2025		230		220
				3,871

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 147

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 0.7%
CommScope Finance
8.250%, 03/01/2027 (E)	$	30	$	31
6.000%, 03/01/2026 (E)		175		181
CommScope Technologies
6.000%, 06/15/2025 (E)		40		39
First Data
5.750%, 01/15/2024 (E)		2,007		2,064
Rackspace Hosting
8.625%, 11/15/2024 (E)		390		347
Symantec
5.000%, 04/15/2025 (E)		200		200
Versum Materials
5.500%, 09/30/2024 (E)		576		606
				3,468
Materials — 0.9%
Aleris International
10.750%, 07/15/2023 (E)		1,629		1,710
Allegheny Technologies
7.875%, 08/15/2023		145		157
Alpha 3 BV
6.250%, 02/01/2025 (E)		100		96
Baffinland Iron Mines
8.750%, 07/15/2026 (E)		5		5
CENVO Corp (Escrow Security)
0.000%, 09/15/2022 (A)(D)(H)		505		7
Cornerstone Chemical
6.750%, 08/15/2024 (E)		305		287
Eldorado
6.125%, 12/15/2020 (E)		60		59
First Quantum Minerals
7.500%, 04/01/2025 (E)		135		129
7.250%, 04/01/2023 (E)		35		34
7.000%, 02/15/2021 (E)		47		48
Freeport-McMoRan
5.450%, 03/15/2043		170		149
Hexion
6.625%, 04/15/2020		475		400
LSB Industries
9.625%, 05/01/2023 (E)		160		166
Mountain Province Diamonds
8.000%, 12/15/2022 (E)		170		170
Northwest Acquisitions ULC
7.125%, 11/01/2022 (E)		305		268
Rain CII Carbon
7.250%, 04/01/2025 (E)		395		350
Starfruit Finco BV
8.000%, 10/01/2026 (E)		165		166

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TPC Group
8.750%, 12/15/2020 (E)	$	165	$	163
				4,364
Real Estate — 0.0%
Realogy Group
9.375%, 04/01/2027 (E)		35		36
Uniti Group
7.125%, 12/15/2024 (E)		50		43
6.000%, 04/15/2023 (E)		40		38
				117
Utilities — 0.3%
Eskom Holdings SOC
5.750%, 01/26/2021		400		394
Eskom Holdings SOC MTN
8.450%, 08/10/2028		595		624
NRG Energy
7.250%, 05/15/2026		155		171
Pacific Gas & Electric
3.300%, 03/15/2027 (F)		135		118
Vistra Operations
5.500%, 09/01/2026 (E)		260		270
				1,577
Total Corporate Obligations (Cost $35,058) ($ Thousands)				33,555
SOVEREIGN DEBT — 4.2%
Argentina POM Politica Monetaria
67.546%, VAR Argentina Central Bank 7 Day Repo Rate+0.000%, 06/21/2020	ARS	5,761		146
Argentina Treasury Bill
0.000%, 04/30/2020 (G)		12,929		326
0.000%, 07/31/2020 (G)		8,883		196
Argentine Republic Government International Bond
5.625%, 01/26/2022	$	1,559		1,345
4.625%, 01/11/2023		822		673
3.875%, 01/15/2022	EUR	776		737
3.380%, 4.740%, 03/31/2029, 12/31/2038 (I)		1,324		838
Bahrain Government International Bond
7.000%, 01/26/2026	$	400		430
Brazilian Government International Bond
4.875%, 01/22/2021		566		584
Ecuador Government International Bond
10.750%, 03/28/2022		263		294
Indonesia Government International Bond
4.450%, 02/11/2024		200		208

148 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
MDC-GMTN BV MTN
4.500%, 11/07/2028	$	200	$	213
National Highways Authority of India
7.300%, 05/18/2022	INR	30,000		422
Nigeria Government International Bond
7.625%, 11/21/2025	$	263		280
Paraguay Government International Bond
4.625%, 01/25/2023		733		755
Qatar Government International Bond
4.817%, 03/14/2049 (E)		353		371
4.000%, 03/14/2029 (E)		279		288
Republic of South Africa Government Bond
10.500%, 12/21/2026	ZAR	25,597		1,958
8.750%, 02/28/2048		23,203		1,453
Republic of South Africa Government International Bond
6.300%, 06/22/2048	$	677		688
5.500%, 03/09/2020		713		724
Russian Federal Bond - OFZ
7.250%, 05/10/2034	RUB	92,520		1,277
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$	2,000		2,012
5.100%, 03/28/2035 (E)		600		609
5.000%, 04/29/2020		300		305
4.500%, 04/04/2022		600		617
Saudi Government International Bond
5.250%, 01/16/2050		617		658
2.375%, 10/26/2021		633		622
Turkey Government International Bond
7.000%, 06/05/2020		879		887
5.625%, 03/30/2021		215		212
Total Sovereign Debt (Cost $20,743) ($ Thousands)				20,128
LOAN PARTICIPATIONS — 2.3%
84 Lumber, 1st Lien
7.736%, 10/25/2023		137		135
Academy Ltd., Term Loan, 1st Lien
6.490%, VAR LIBOR+4.000%, 07/01/2022		130		93
6.489%, VAR LIBOR+4.000%, 07/01/2022		277		198
Advantage Sales, Term B-2 Loan, 1st Lien
5.749%, 07/23/2021		—		—
Advantage Solutions, Term Loan B, 1st Lien
5.749%, 07/23/2021		105		89
Affinity Game, Term Loan 2, 2nd Lien
10.749%, 01/31/2025		300		286
AgroFresh, Term Loan, 1st Lien
7.553%, 07/31/2021 (D)		79		78

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Air Medical Group Holdings Inc., Term Loan B, 1st Lien
5.739%, VAR LIBOR+3.250%, 04/28/2022	$	173	$	163
American Tire Distributors, Term Loan, 1st Lien
10.129%, VAR LIBOR+4.250%, 09/02/2024		33		30
Apex Tool Group, Term Loan, 1st Lien
6.249%, VAR LIBOR+3.750%, 02/01/2022		—		—
Aptos, 1st Lien
7.993%, 07/23/2025		80		79
BMC Software Finance, Inc., Term Loan, 1st Lien
6.851%, 10/02/2025		130		127
Bright BIDCO BV, Term Loan B, 1st Lien
5.999%, 06/30/2024 (D)		22		17
Bright Bidco, Term Loan, 1st Lien
6.101%, 06/30/2024 (D)		106		81
5.999%, 06/30/2024 (D)		28		22
Broadriders, Term Loan B, 1st Lien
8.999%, 04/23/2024		129		128
Caesars Resort Collection LLC, Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 12/23/2024		125		123
Carestream Health Inc., Extended Term Loan, 1st Lien
8.249%, 02/28/2021		325		317
Cengage Learning Inc., Term Loan B, 1st Lien
6.736%, VAR LIBOR+4.250%, 06/07/2023		419		376
CenturyLink Inc., Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 01/31/2025		162		159
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/01/2024		156		154
Checkers Drive-In, Term Loan, 1st Lien
6.880%, 04/25/2024		118		99
6.750%, 04/25/2024		—		—
ConvergeOne Holdings, Corp., Initial Term Loan
7.499%, 01/04/2026		120		115
Coral, Term Loan B-4, 1st Lien
5.749%, 01/30/2026		160		159
Cumulus Media New Holdings Inc., Term Loan, 1st Lien
7.000%, 05/13/2022		346		339

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 149

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Doncasters, Cov-Lite, 1st Lien
6.101%, 04/09/2020	$	21	$	18
Doncasters, Term Loan, 1st Lien
6.101%, 04/09/2020		96		85
East Valley Tourist Development Authority, Term Loan, 1st Lien
10.601%, VAR LIBOR+8.000%, 09/30/2020 (D)		136		135
ELO Touch Solutions, Term Loan B, 1st Lien
9.093%, 12/14/2025		183		182
Envision Healthcare Corp., Term Loan, 1st Lien
6.249%, 10/10/2025		175		163
EPIC Y-Grade Services, Term Loan, 1st Lien
7.999%, 06/13/2024 (D)		237		231
Financial & Risk US Holdings Inc., Term Loan B, 1st Lien
6.249%, 10/01/2025		252		244
Forterra Finance LLC, Term Loan B, 1st Lien
5.499%, VAR LIBOR+3.000%, 10/25/2023		124		114
Gates Global LLC, Term Loan B, 1st Lien
5.249%, 04/01/2024		119		117
Glass Mountain, Term Loan B, 1st Lien
7.000%, 12/23/2024		69		67
Hoffmaster Group, Term Loan B, 1st Lien
6.493%, 11/21/2023		196		195
Horseshoe Baltimore, Cov-Lite, Term Loan B, 1st Lien
6.499%, 07/08/2024		212		211
Husky IMS, Term Loan B, 1st Lien
5.499%, 03/28/2025		144		134
Lantheus, 1st Lien
6.243%, 06/30/2022		89		89
Leap Legal Software, Term Loan B, 1st Lien
7.669%, 09/12/2022 (D)		296		210
7.633%, 09/12/2022 (D)		100		71
Libbey Glass, 1st Lien
5.493%, 04/09/2021 (D)		102		91
Lifescan, Term Loan, 1st Lien
8.797%, 10/01/2024		250		240
Mashantucket (Western) Pequot Tribe, Term Loan A, 1st Lien
10.624%, VAR LIBOR+8.125%, 06/30/2020 (D)		578		574
Mashantucket (Western) Pequot Tribe, Term Loan, 1st Lien
5.999%, VAR LIBOR+3.750%, 06/30/2020 (D)		21		21
Mavenir Systems Inc., Term Loan B, 1st Lien
8.500%, 05/08/2025		159		158

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
McGraw-Hill Global Education Holdings LLC, Term Loan B, 1st Lien
6.499%, VAR LIBOR+4.000%, 05/04/2022	$	295	$	271
Misys Ltd, Term Loan B, 1st Lien
6.101%, VAR LIBOR+3.500%, 06/13/2024		192		185
Mohegan Tribal Gaming Authority, Term Loan B, 1st Lien
6.499%, VAR LIBOR+4.000%, 10/13/2023		143		135
Nine West Holdings Inc., Term Loan, 1st Lien
0.000%, 03/19/2024 (J)		130		128
Numericable U.S. LLC (SFR), Term Loan B-13
6.484%, 08/14/2026		75		72
Ortho-Clinical Diagnostics, Inc., Term Loan B, 1st Lien
5.749%, 06/30/2025		136		131
Pacific Gas & Electric, Term Loan
1.125%, 12/31/2020		125		—
Patterson Companies, Term Loan B, 1st Lien
7.384%, 08/29/2022		1		1
Patterson Medical, Term Loan, 1st Lien
7.494%, 08/29/2022		394		378
Peak, Term Loan B, 1st Lien
6.101%, 08/01/2024		232		212
Rackspace Hosting, Inc., Term B Loan
5.738%, 11/03/2023		210		197
5.625%, 11/03/2023		—		—
Radio One Inc., Initial Term Loan, 1st Lien
6.500%, VAR LIBOR+4.000%, 04/18/2023		112		106
Red Lobster Management LLC, Initial Term Loan, 1st Lien
7.749%, 07/28/2021 (D)		145		143
RegionalCare Hospital Partners Holdings, Term Loan, 1st Lien
6.982%, 11/16/2025		130		128
Revlon Consumer Products Corp., Term Loan B, 1st Lien
6.129%, VAR LIBOR+3.500%, 09/07/2023		295		213
6.101%, VAR LIBOR+3.500%, 09/07/2023		—		—
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term B-1 Loan
6.750%, 07/16/2021 (D)		238		235
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 2nd Lien
10.750%, 06/29/2022		65		62

150 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Sprint Communications, Inc., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+2.500%, 02/02/2024	$	155	$	150
Syniverse Holdings Inc., Term Loan, 1st Lien
7.484%, VAR LIBOR+5.000%, 03/09/2023		418		383
Team Health Holdings, Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 02/06/2024		408		362
Thor Industries, Term Loan B, 1st Lien
6.250%, 02/01/2026		151		144
Transdigm Inc., New Tranche G Term Loan
4.999%, VAR LIBOR+2.500%, 08/22/2024		142		138
UPC Financing Partnership, Term Loan, 1st Lien
4.984%, VAR LIBOR+2.500%, 01/15/2026		117		116
Windstream Services LLC, Term Loan B, 1st Lien
10.500%, VAR LIBOR+4.000%, 03/29/2021		516		517
9.750%, VAR LIBOR+3.250%, 02/17/2024		50		49
Total Loan Participations (Cost $11,508) ($ Thousands)				11,173
MUNICIPAL BONDS — 0.6%
Puerto Rico — 0.6%
Commonwealth of Puerto Rico, GDB Debt Recovery Authority, RB
7.500%, 08/20/2040		240		180
Commonwealth of Puerto Rico, Ser A, GO
5.000%, 07/01/2020 (F)		5		3
Commonwealth of Puerto Rico, Ser A, GO
Callable 04/29/2019 @ 100
5.250%, 07/01/2025 (D)(F)		5		3
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2020 @ 100
8.000%, 07/01/2035 (F)		2,655		1,377
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2021 @ 100
5.750%, 07/01/2041 (F)		315		180
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2022 @ 100
5.500%, 07/01/2026 (D)(F)		5		3
5.500%, 07/01/2039 (F)		680		359
5.250%, 07/01/2023 (D)(F)		30		16
5.125%, 07/01/2037 (F)		20		10

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
5.000%, 07/01/2032 (F)	$	5	$	3
5.000%, 07/01/2041 (F)		705		368
Commonwealth of Puerto Rico, Ser B, GO
4.400%, 07/01/2020 (F)		10		5
4.250%, 07/01/2019 (F)		5		2
Commonwealth of Puerto Rico, Ser B, GO
Callable 07/01/2019 @ 100
5.750%, 07/01/2038 (F)		20		13
Commonwealth of Puerto Rico, Ser C, GO
Callable 04/29/2019 @ 100
6.000%, 07/01/2032 (D)(F)		5		3
Commonwealth of Puerto Rico, Ser C, GO
Callable 07/01/2019 @ 100
6.000%, 07/01/2039 (F)		5		3
Commonwealth of Puerto Rico, Ser C, GO
Callable 07/01/2021 @ 100
6.500%, 07/01/2040 (F)		5		3
Commonwealth of Puerto Rico, Ser D, GO
5.000%, 07/01/2019 (F)		5		3
5.000%, 07/01/2020 (D)(F)		5		3
Commonwealth of Puerto Rico, Ser E, GO
5.625%, 07/01/2032 (F)		5		3
Commonwealth of Puerto Rico, Ser E, GO
Callable 07/01/2021 @ 100
5.375%, 07/01/2030 (F)		5		3
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
4.239%, 07/01/2027 (G)		4		3
0.000%, 07/01/2024 (G)		1		1
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2025 @ 100
4.500%, 07/01/2034		4		4
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 30
7.771%, 07/01/2051 (G)		66		10
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 41
7.228%, 07/01/2046 (G)		86		18
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 86
6.253%, 07/01/2033 (G)		7		4
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 92
5.536%, 07/01/2031 (G)		4		2
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 99
4.744%, 07/01/2029 (G)		4		3

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 151

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-1, RB
Callable 07/01/2028 @ 100
5.000%, 07/01/2058	$	60	$	59
4.750%, 07/01/2053		22		21
4.550%, 07/01/2040		1		1
Puerto Rico Sales Tax Financing Sales Tax Revenue, Ser A-2, RB
Callable 07/01/2028 @ 100
5.000%, 07/01/2058		11		10
4.550%, 07/01/2040		32		28
Puerto Rico, Electric Power Authority, Ser A, RB
Callable 07/01/2022 @ 100
5.000%, 07/01/2042 (F)		35		25
Puerto Rico, Electric Power Authority, Ser AAA, RB
Callable 07/01/2020 @ 100
5.250%, 07/01/2021 (F)		10		7
5.250%, 07/01/2022 (D)(F)		10		7
5.250%, 07/01/2025 (D)(F)		15		11
5.250%, 07/01/2027 (F)		20		14
Puerto Rico, Electric Power Authority, Ser CCC, RB
Callable 04/29/2019 @ 100
5.250%, 07/01/2026 (D)(F)		45		32
Puerto Rico, Electric Power Authority, Ser CCC, RB
Callable 07/01/2020 @ 100
5.250%, 07/01/2027 (F)		30		21
5.250%, 07/01/2028 (D)(F)		5		4
Puerto Rico, Electric Power Authority, Ser NN, RB
5.500%, 07/01/2020 (D)(F)		35		25
Puerto Rico, Electric Power Authority, Ser TT, RB
Callable 04/29/2019 @ 100
5.000%, 07/01/2023 (D)(F)		10		7
5.000%, 07/01/2032 (F)		25		18
Puerto Rico, Electric Power Authority, Ser WW, RB
5.500%, 07/01/2020 (D)(F)		15		11
5.500%, 07/01/2021 (D)(F)		15		11
5.500%, 07/01/2038 (F)		5		3
5.250%, 07/01/2033 (F)		20		14
Puerto Rico, Electric Power Authority, RB
5.250%, 07/01/2035 (D)(F)		5		3
Puerto Rico, Electric Power Authority, RB

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
5.250%, 07/01/2040 (F)	$	30	$	21
Total Municipal Bonds (Cost $2,855) ($ Thousands)				2,941
	Shares
PREFERRED STOCK — 0.2%
Financials — 0.2%
FHLMC, 8.375% *		36,486		366
FNMA, 8.250% *		35,173		364
				730
Real Estate — 0.0%
Colony Capital, 7.150%		9,135		206
Total Preferred Stock (Cost $615) ($ Thousands)				936
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.2%
Other Asset-Backed Securities — 0.2%
CIFC Funding, Ser 2018-4RA, Cl C
5.973%, VAR ICE LIBOR USD 3 Month+3.200%, 10/17/2030 (E)	$	250		243
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
5.387%, VAR ICE LIBOR USD 3 Month+2.600%, 10/15/2027 (E)		250		241
Tryon Park CLO, Ser 2018-1A, Cl CR
5.487%, VAR ICE LIBOR USD 3 Month+2.700%, 04/15/2029 (E)		250		243
Venture XVII CLO, Ser 2018-17A, Cl DRR
5.607%, VAR ICE LIBOR USD 3 Month+2.820%, 04/15/2027 (E)		200		194
Total Asset-Backed Securities (Cost $946) ($ Thousands)				921
CONVERTIBLE BONDS — 0.2%
Liberty Media CV to 16.7764
3.750%, 02/15/2030		264		180
Liberty Media CV to 22.94686
4.000%, 11/15/2029		369		253
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (E)		230		296
Total Convertible Bonds (Cost $717) ($ Thousands)				729

152 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITY — 0.0%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser CSMO, Cl F
6.225%, VAR LIBOR USD 1 Month+3.741%, 11/15/2036 (D)(E)	$	175	$	175
Total Mortgage-Backed Security (Cost $175) ($ Thousands)				175
	Number of Warrants
WARRANT — 0.0%
Guitar Center, Expires 12/30/2027 Strike Price $– *(D)		1,360		–
Total Warrant (Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENTS — 24.6%
Morgan Stanley Institutional Liquidity Fund Government Portfolio
2.330%**		100,000		100
Morgan Stanley Institutional Liquidity Fund Prime Portfolio
2.540%**		99,873		100
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio
2.300%**		100,000		100
Morgan Stanley Institutional Liquidity Funds - Money Market Portfolio
2.540%***		99,896		100
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		117,894,710		117,895
Total Cash Equivalents (Cost $118,295) ($ Thousands)				118,295
Total Investments in Securities — 92.2% (Cost $449,116) ($ Thousands)			$	443,528
COMMON STOCK SOLD SHORT— (11.2)%
Communication Services — (2.0)%
CBS Corp, Cl B		(7,341)	$	(349)
Consolidated Communications Holdings Inc		(25,692)		(280)
DISH Network Corp, Cl A *		(13,134)		(416)
Facebook Inc, Cl A *		(3,195)		(533)
Netflix Inc *		(1,208)		(431)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
New York Times Co/The, Cl A		(27,133)	$	(891)
Nexstar Media Group Inc, Cl A		(5,633)		(610)
TEGNA Inc		(39,290)		(554)
Tribune Media Co, Cl A		(118,714)		(5,478)
				(9,542)
Consumer Discretionary — (3.0)%
adidas AG		(5,182)		(1,260)
CarMax Inc *		(17,466)		(1,219)
Carvana Co, Cl A *		(12,026)		(698)
Choice Hotels International Inc		(14,911)		(1,159)
Dick’s Sporting Goods Inc		(19,491)		(717)
Fossil Group Inc *		(9,057)		(124)
Gentex Corp		(35,154)		(727)
Hilton Worldwide Holdings Inc		(19,190)		(1,595)
Las Vegas Sands Corp		(14,712)		(897)
MGM Resorts International		(34,665)		(889)
Ross Stores Inc		(3,093)		(288)
Service Corp International/US		(8,836)		(355)
Sleep Number Corp *		(25,381)		(1,193)
Sodexo SA		(7,100)		(783)
Tiffany & Co		(8,592)		(907)
VF Corp		(16,599)		(1,443)
				(14,254)
Consumer Staples — (1.7)%
Brown-Forman Corp, Cl B		(14,266)		(753)
Clorox Co/The		(10,163)		(1,631)
Costco Wholesale Corp		(2,995)		(725)
Energizer Holdings Inc		(9,936)		(446)
Hershey Co/The		(10,134)		(1,164)
Hormel Foods Corp		(26,745)		(1,197)
Hostess Brands Inc, Cl A *		(37,877)		(474)
Pilgrim’s Pride Corp *		(35,715)		(796)
Sanderson Farms Inc		(3,490)		(460)
Walmart Inc		(7,299)		(712)
				(8,358)
Financials — (0.6)%
Ashmore Group PLC		(36,004)		(201)
BB&T Corp		(4,429)		(206)
Brookfield Asset Management Inc, Cl A		(19,659)		(917)
FactSet Research Systems Inc		(3,526)		(875)
Navigators Group Inc/The		(198)		(14)
Trupanion Inc *		(22,790)		(746)
				(2,959)
Health Care — (0.5)%
Align Technology Inc *		(1,416)		(403)
Centene Corp *		(763)		(41)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 153

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Cooper Cos Inc/The, Cl A		(1,797)	$	(532)
Demant A/S *		(20,168)		(597)
iRhythm Technologies Inc *		(4,154)		(311)
Pacific Biosciences of California Inc *		(72,638)		(525)
				(2,409)
Industrials — (1.1)%
ArcBest Corp		(4,272)		(131)
Axon Enterprise Inc *		(7,921)		(431)
Deere & Co		(4,433)		(708)
Kennametal Inc		(9,759)		(359)
LSC Communications Inc		(21,693)		(142)
PACCAR Inc		(10,460)		(713)
Robert Half International Inc		(8,116)		(529)
Snap-on Inc		(11,134)		(1,743)
Wesco Aircraft Holdings Inc *		(37,494)		(329)
				(5,085)
Information Technology — (2.2)%
Adobe Inc *		(2,713)		(723)
Blackbaud Inc, Cl A		(9,206)		(734)
Citrix Systems Inc		(3,533)		(352)
Fidelity National Information Services Inc, Cl B		(33,746)		(3,817)
Fiserv Inc, Cl A *		(35,914)		(3,170)
II-VI Inc *		(4,204)		(157)
KLA-Tencor Corp		(632)		(75)
MKS Instruments Inc		(1,825)		(170)
Nutanix Inc, Cl A *		(5,767)		(218)
SolarEdge Technologies Inc *		(4,688)		(177)
Teradyne Inc		(21,396)		(852)
Trimble Inc *		(2,320)		(94)
				(10,539)
Materials — (0.2)%
International Paper Co		(15,731)		(728)
Total Common Stock Sold Short (Proceeds $51,561) ($ Thousands)				(53,874)
EXCHANGE TRADED FUNDS SOLD SHORT— (1.6)%
Exchange Traded Fund — (1.6)%
iShares Russell 2000 ETF		(9,263)		(1,418)
SPDR S&P 500 ETF Trust		(22,887)		(6,465)
Total Exchange Traded Funds Sold Short (Proceeds $7,793) ($ Thousands)				(7,883)

Description	Shares		Market Value       ($ Thousands)
EXCHANGE TRADED FUNDS SOLD SHORT (continued)
Total Investments Sold Short — (12.9)% (Proceeds $59,354) ($ Thousands)			$	(61,757)
		Contracts
PURCHASED OPTIONS* — 0.1%
Total Purchased Options(K) (Cost $443) ($ Thousands)		4,659	$	271
WRITTEN OPTIONS* — 0.0%
Total Written Options(K) (Premiums Received $93) ($ Thousands)		(507)	$	(50)

154 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

A list of the open exchange traded options contracts for the Fund at March 31, 2019, is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.1%
Put Options
April 19 Puts on SPX*		31	$	8,787	$	2,800.00		04/20/19	$	57
April 19 Puts on SPX*		6		1,701		2,600.00		04/20/19		1
April 19 Puts on SPX*		31		8,787		2,600.00		04/20/19		5
April 19 Puts on SPX*		6		1,701		2,800.00		04/20/19		8
BB&T Corp*		9		42		47.00		06/22/19		2
Fifth Third Bancorp*		19		48		25.00		05/18/19		1
Fiserv Inc*		31		274		75.00		06/22/19		1
Harris Corp*		18		287		140.00		05/18/19		2
II-VI Inc*		31		115		30.00		04/20/19		–
KLA-Tencor Corp*		21		251		90.00		06/22/19		1
KLA-Tencor Corp*		38		454		95.00		06/22/19		2
Luxoft Holding Inc*		70		411		45.00		07/20/19		–
Nexstar Media Group Inc*		14		152		95.00		04/20/19		–
Nexstar Media Group Inc*		15		163		85.00		05/18/19		1
Nexstar Media Group Inc*		12		130		75.00		05/18/19		–
Nexstar Media Group Inc*		29		314		85.00		04/20/19		–
Nielsen Holdings PLC*		31		73		23.00		04/20/19		3
Nielsen Holdings PLC*		63		149		25.00		05/18/19		16
Nielsen Holdings PLC*		16		38		23.00		05/18/19		2
Red Hat Inc*		6		110		150.00		05/18/19		–
Red Hat Inc*		29		530		175.00		06/22/19		4
Red Hat Inc*		63		1,151		150.00		09/21/19		9
Spark Therapeutics Inc*		20		228		100.00		04/20/19		–
Spark Therapeutics Inc*		1		11		65.00		09/21/19		–
Spark Therapeutics Inc*		17		194		75.00		04/20/19		–
Spark Therapeutics Inc*		58		660		105.00		04/20/19		4
Spark Therapeutics Inc*		12		137		110.00		04/20/19		1
Spark Therapeutics Inc*		58		660		70.00		04/20/19		1
Spark Therapeutics Inc*		1,251		14,246		55.00		04/20/19		6
Spark Therapeutics Inc*		357		4,065		60.00		04/20/19		2
Spark Therapeutics Inc*		291		3,314		50.00		04/20/19		1
Symantec Corp*		43		99		21.00		04/20/19		–
Symantec Corp*		22		51		22.00		04/20/19		1
Technology Select Sector SPDR Fund*		94		696		70.00		06/22/19		11
Technology Select Sector SPDR Fund*		42		311		71.00		06/22/19		6
Tesla Inc*		6		168		245.00		04/20/19		–
T-Mobile US Inc*		29		200		67.50		05/18/19		7
T-Mobile US Inc*		8		55		70.00		05/18/19		3
T-Mobile US Inc*		30		207		65.00		05/18/19		4
TransDigm Group Inc*		8		363		370.00		05/18/19		1
Tribune Media Co*		63		291		45.00		01/18/20		1
VanEck Vectors Semiconductor ETF*		51		542		100.00		05/18/19		8
VanEck Vectors Semiconductor ETF*		12		128		95.00		04/20/19		–
Versum Materials Inc*		50		251		40.00		04/20/19		1
				49,143						173
Call Options
Avaya Holdings Corp*		31		52		17.50		04/20/19		3
Avaya Holdings Corp*		63		106		17.50		05/18/19		8
Bristol-Myers Squibb Co*		157		749		50.00		05/18/19		16
Bristol-Myers Squibb Co*		19		91		52.50		06/22/19		1

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 155

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
Bristol-Myers Squibb Co*		25		$	119			$60.00		04/20/19	$	–
Caesars Entertainment Corp*		284			247			10.00		06/22/19		10
Denbury Resources Inc*		73			15			2.00		06/22/19		3
Denbury Resources Inc*		81			17			2.50		06/22/19		2
Denbury Resources Inc*		70			14			2.50		01/18/20		3
Kraft Heinz Co/The*		29			95			35.00		07/20/19		3
Kraft Heinz Co/The*		29			95			37.50		10/19/19		3
Nielsen Holdings PLC*		63			149			25.00		06/22/19		10
Nielsen Holdings PLC*		16			38			27.00		04/20/19		1
Spark Therapeutics Inc*		16			182			115.00		04/20/19		–
SPDR S&P 500 ETF Trust*		56			1,582			287.00		04/20/19		4
SPDR S&P 500 ETF Trust*		38			1,073			286.00		04/20/19		4
SPDR S&P 500 ETF Trust*		307			8,672			289.00		04/20/19		2
SPDR S&P 500 ETF Trust*		83			2,345			285.00		04/20/19		13
SPDR S&P 500 ETF Trust*		42			1,186			287.00		04/20/19		1
Zayo Group Holdings Inc*		65			185			30.00		06/22/19		11
					16,863							98
Total Purchased Options				$	66,006						$	271
WRITTEN OPTIONS — 0.0%
Put Options
April 19 Puts on SPX*		(12	)	$	(3,401	)		2,700.00		04/20/19	$	(6	)
April 19 Puts on SPX*		(62	)		(17,573	)		2,700.00		04/20/19		(30	)
Papa John’s International Inc*		(55	)		(291	)		37.50		04/20/19		–
Tesla Inc*		(6	)		(168	)		225.00		04/20/19		–
					(18,032	)						(36	)
Call Options
Bristol-Myers Squibb Co*		(19	)		(91	)		60.00		06/22/19		–
Caesars Entertainment Corp*		(284	)		(247	)		13.00		06/22/19		(2	)
Papa John’s International Inc*		(55	)		(291	)		55.00		04/20/19		(5	)
Sanderson Farms Inc*		(14	)		(185	)		130.00		04/20/19		(7	)
					(814	)						(14	)
Total Written Options				$	(18,846	)					$	(50	)

A list of the open futures contracts held by the Fund at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Euro-Buxl 30 Year Bond		(2	)		Jun-2019	$	(412	)	$	(430	)	$	(21	)
S&P 500 Index E-MINI		(6	)		Jun-2019		(826	)		(851	)		(25	)
U.S. Long Treasury Bond		4			Jun-2019		583			599			16
						$	(655	)	$	(682	)	$	(30	)

156 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/02/19	BRL		3,495	USD		922	$	24
Barclays PLC		05/03/19	USD		1,671	BRL		6,564		13
Barclays PLC		04/02/19	USD		2,660	BRL		10,058		(76)
Barclays PLC		04/08/19	USD		1,310	PHP		68,561		(7)
Barclays PLC		04/08/19	PHP		68,561	USD		1,292		(12)
Barclays PLC		04/11/19	USD		655	IDR		9,297,455		(4)
Barclays PLC		05/13/19	USD		482	ARS		21,153		(22)
Barclays PLC		06/14/19	EUR		117	USD		133		1
Barclays PLC		06/14/19	AUD		395	USD		280		(1)
Barclays PLC		06/19/19	USD		226	COP		701,604		(6)
Barclays PLC		06/19/19	USD		384	TRY		2,278		(8)
Barclays PLC		06/19/19	USD		645	MXN		12,692		1
Barclays PLC		06/19/19	ZAR		838	USD		57		—
Barclays PLC		06/19/19	USD		1,034	HUF		283,598		(37)
Barclays PLC		06/19/19	USD		1,318	EUR		1,160		(7)
Barclays PLC		06/19/19	EUR		1,740	USD		1,987		20
Barclays PLC		06/19/19	TRY		4,630	USD		793		28
Barclays PLC		06/19/19	MXN		12,692	USD		649		3
Barclays PLC		06/19/19	INR		30,634	USD		425		(12)
Barclays PLC		06/19/19	RUB		32,588	USD		492		1
Barclays PLC		06/19/19	ZAR		35,887	USD		2,489		24
Barclays PLC		06/19/19	HUF		113,606	EUR		362		10
Barclays PLC		06/19/19	HUF		283,598	USD		1,016		19
Deutsche Bank		06/19/19	EUR		1,346	USD		1,546		25
Deutsche Bank		06/19/19	USD		1,605	COP		4,987,072		(45)
Merrill Lynch		04/11/19	IDR		9,297,455	USD		649		(3)
Merrill Lynch		06/19/19	EUR		3	USD		3		—
Merrill Lynch		06/19/19	USD		23	ZAR		341		—
Merrill Lynch		06/19/19	USD		643	IDR		9,297,455		2
Morgan Stanley		06/19/19	USD		202	TRY		1,212		(1)
Morgan Stanley		06/19/19	EUR		359	HUF		113,606		(7)
Morgan Stanley		06/19/19	RUB		31,994	USD		480		(2)
									$	(79)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 157

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Continued)

A list of the open OTC swap agreements held by the Fund at March 31, 2019 is as follows:

Interest Rate Swap

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Bank of America

6.6715

%

6M INR 1.0 X IN000/N + 0.0 BPS

Semi-Annually

06/20/2023

INR

47,112

$

(18)

$

–

$

(18)

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Bank of America

PAYB IBOXHY_JUN19_280.4

IBOXX USD LIQUID HIGH YIELD

3-MONTH USD LIBOR

Quarterly

06/20/2019

USD

1,093

$

(16

)

$

6

$

(22

)

Deutsche Bank

PAYB EGYTB 0% 8/13/19

CASH DEPOSIT OF NOTIONAL AMOUNT

PRICE RETURN

Monthly

08/13/2019

EGP

9,266

531

518

13

JPMorgan Chase

IBOXHY_JUN19_280.25

IBOXX USD LIQUID HIGH YIELD

3-MONTH USD LIBOR

Quarterly

06/20/2019

USD

962

(15

)

5

(20

)

JPMorgan Chase

IBOXHY_JUN19_281.63

IBOXX USD LIQUID HIGH YIELD

3-MONTH USD LIBOR

Quarterly

06/20/2019

USD

617

(6

)

3

(9

)

JPMorgan Chase

PAYB IBOXHY_JUN19_281.25

IBOXX USD LIQUID HIGH YIELD

3-MONTH USD LIBOR

Quarterly

06/20/2019

USD

617

(7

)

3

(10

)

JPMorgan Chase

PAYB IBOXHY_JUN19_282

IBOXX USD LIQUID HIGH YIELD

3-MONTH USD LIBOR

Quarterly

06/20/2019

USD

478

(4

)

3

(7

)

Morgan Stanley

AMCOR LIMITED

FEDEF-1D

AMCOR LIMITED

Monthly

08/07/2020

USD

2,479

(218

)

–

(218

)

Morgan Stanley

BTG PLC (S)

SONIA-1D

BTG PLC

Monthly

02/06/2021

GBP

976

(4

)

–

(4

)

Morgan Stanley

GEMALTO NV (S)

1 MONTH EUR - LIBOR

GEMALTO (SHORT)

Monthly

12/27/2019

EUR

1,045

(11

)

–

(11

)

Morgan Stanley

INNOGY SE

1 MONTH EUR - EURIBOR

INNOGY SE

Annually

11/06/2020

EUR

(20)

1

–

1

Morgan Stanley

INNOGY SE-NEW

1 MONTH EUR - EURIBOR

INNOGY SE

Annually

11/06/2020

EUR

(40)

1

–

1

Morgan Stanley

JARDINE LLOYD (S)

SONIA-1D

JARDINE LLOYDTHOMPSON GROUP

Annually

03/11/2021

GBP

–

–

–

–

Morgan Stanley

LEONI AG N

1 MONTH EUR - EURIBOR

LEONI AG N

Annually

12/18/2020

EUR

(117)

1

–

1

Morgan Stanley

OSRAM LICHT AG

1 MONTH EUR - EURIBOR

OSRAM LICHT AG

Annually

03/27/2021

EUR

(408)

(28

)

–

(28

)

Morgan Stanley

SCOUT24

1 MONTH EUR - EURIBOR

SCOUT24

Annually

12/17/2020

EUR

(3,838)

12

–

12

$

237

$

538

$

(301

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection		(Pays)/Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Mexico		Buy		1.00%		Quarterly		06/20/2023	$	1,211		$	(2	)	$	1		$	(3	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		458			2			5			(3	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		776			3			13			(10	)
Republic of Korea		Buy		1.00%		Quarterly		06/20/2024		1,345			(44	)		(45	)		1
Republic of South Africa		Buy		1.00%		Quarterly		06/20/2022		1,140			16			36			(20	)
Republic of South Africa		Buy		1.00%		Quarterly		12/20/2022		87			2			2			—
Republic of South Africa		Sell		1.00%		Quarterly		12/20/2022		(632	)		(13	)		(9	)		(4	)
Republic of South Africa		Buy		1.00%		Quarterly		06/20/2024		2,949			137			129			8
Republic of Turkey		Sell		1.00%		Quarterly		12/20/2022		(654	)		(65	)		(21	)		(44	)
Republic of Turkey		Buy		1.00%		Quarterly		06/20/2024		2,443			345			245			100
Russia		Sell		1.00%		Quarterly		06/20/2024		(2,857	)		(48	)		(44	)		(4	)
												$	333		$	312		$	21

158 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.0 X BZDIOVRA + 0.0 BPS	8.36%	Annually	01/02/2023	BRL		10,400	$	13	$	–	$	13
1.0 X BZDIOVRA + 0.0 BPS	8.33%	Annually	01/02/2023	BRL		10,419		10		–		10
28-DAY MXN - TIIE	7.91%	Monthly	09/13/2023	MXN		12,405		3		–		3
28-DAY MXN - TIIE	7.89%	Monthly	09/13/2023	MXN		13,148		2		–		2
28-DAY MXN - TIIE	7.945%	Monthly	09/13/2023	MXN		19,183		6		–		6
28D MXN MXIBTIIE	8.067%	Monthly	12/13/2023	MXN		15,371		9		–		9
1.0 X MXIBTIIE + 0.0 BPS	8.8125%	Monthly	12/13/2023	MXN		39,597		84		–		84
1.0 X MXIBTIIE + 0.0 BPS	8.08%	Monthly	03/13/2024	MXN		14,943		9		–		9
1.41%	6-MONTH GBP - LIBOR	Semi-Annually	08/04/2067	GBP		322		(20)		–		(20)
1.47%	1.0 X BP0006M + 0.0 BPS	Semi-Annually	09/18/2069	GBP		980		(78)		–		(78)
							$	38	$	–	$	38

Percentages are based on Net Assets of $480,981 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $98 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(B) Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements, securities sold short and open centrally cleared interest rate swap agreements.

(C) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $3,682 ($ Thousands), or 0.8% of the net assets of the Fund.

(D) Level 3 security in accordance with fair value hierarchy.

(E) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $20,951 ($ Thousands), representing 4.4% of the Net Assets of the Fund.

(F) Security is in default on interest payment.

(G) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(H) 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, 2019 was $7 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(I) Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(J) Unsettled bank loan. Interest rate may not be available.

(K) Refer to table below for details on Options Contracts.

ADR — American Depositary Receipt

ARS — Argentine Peso

AUD — Australian Dollar

BPS — Basis Point

BRL — Brazilian Real

Cl — Class

CLO — Collateralized Loan Obligation

COP — Colombian Peso

CV — Convertible Security

EGP — Egyptian Pound

ETF — Exchange-Traded Fund

EUR — Euro

EURIBOR — Euro Interbank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

HUF — Hungarian Forint

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

OTC — Over-the-counter

PHP— Philippine Peso

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

RUB — Russian Ruble

S&P— Standard & Poor’s

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

SPX — Standard & Poor’s 500 Index

TIIE — Interbank Equilibrium Interest Rate

TRY — Turkish Lira

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2019, 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	$	127,471	$	112	$	36	$	127,619
Registered Investment
Companies		87,690		–		–		87,690
Exchange Traded Fund		39,366		–		–		39,366
Corporate Obligations		–		33,452		103		33,555
Sovereign Debt		–		20,128		–		20,128
Loan Participations		–		9,264		1,909		11,173
Municipal Bonds		–		2,803		138		2,941
Preferred Stock		936		–		–		936

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 159

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Strategy Alternative Fund (Concluded)

Investments in Securities	Level 1			Level 2			Level 3^		Total
Asset-Backed Securities	$	–		$	921		$	–	$	921
Convertible Bonds		–			729			–		729
Mortgage-Backed Security		–			–			175		175
Warrant		–			–			–		–
Cash Equivalents		118,295			–			–		118,295
Total Investments in Securities	$	373,758		$	67,409		$	2,361	$	443,528
Securities Sold Short	Level 1			Level 2			Level 3		Total
Common Stock	$	(53,874	)	$	–		$	–	$	(53,874	)
Exchange Traded Funds		(7,883	)		–			–		(7,883	)
Total Securities Sold Short	$	(61,757	)	$	–		$	–	$	(61,757	)
Other Financial Instruments	Level 1			Level 2			Level 3		Total
Purchased Options	$	271		$	—		$	—	$	271
Written Options		(50	)		—			—		(50	)
Futures Contracts *
Unrealized Appreciation		16			—			—		16
Unrealized Depreciation		(46	)		—			—		(46	)
Forwards Contracts *
Unrealized Appreciation		—			171			—		171
Unrealized Depreciation		—			(250	)		—		(250	)
OTC Swaps
Interest Rate Swaps *
Unrealized Depreciation		—			(18	)		—		(18	)
Total Return Swaps *
Unrealized Appreciation		—			28			—		28
Unrealized Depreciation		—			(329	)		—		(329	)
Centrally Cleared Swaps
Credit Default Swaps *
Unrealized Appreciation		—			109			—		109
Unrealized Depreciation		—			(88	)		—		(88	)
Interest Rate Swaps *
Unrealized Appreciation		—			136			—		136
Unrealized Depreciation		—			(98	)		—		(98	)
Total Other Financial Instruments	$	191		$	(339	)	$	—	$	(148	)

^ A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.

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

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

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

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

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

Security Description	Value 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Depreciation	Value 3/31/19	Income
SEI Institutional Managed Trust Long/Short Alternative Fund, Class Y	$32,435	$—	$(2,024)	$510	$(2,352)	$28,569	$621
SEI Daily Income Trust, Government Fund, Cl F	107,257	338,520	(327,882)	—	—	117,895	1,232
Totals	$139,692	$338,520	$(329,906)	$510	$(2,352)	$146,464	$1,853

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

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

160 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund

^†Percentages are based on total investments.

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 48.0%
U.S. Treasury Bills
2.527%, 06/06/2019 (A)	$	5,379	$	5,356
2.517%, 06/20/2019 (A)		23,934		23,808
2.491%, 07/18/2019 (A)		99,246		98,543
2.481%, 08/01/2019 (A)		170,917		169,545
2.481%, 08/15/2019 (A)		20,150		19,969
2.471%, 07/11/2019 (A)		91,420		90,812
2.470%, 07/25/2019 (A)		90,000		89,320
2.470%, 08/08/2019 (A)		11,570		11,472
2.445%, 09/19/2019 (A)		2,639		2,609
2.445%, 09/26/2019 (A)		4,350		4,299
2.409%, 04/11/2019 (A)		53,171		53,136
2.408%, 05/02/2019 (A)		180,000		179,636
2.407%, 04/18/2019 (A)		30,000		29,966
2.400%, 04/30/2019 (A)		112,000		111,784
2.363%, 04/04/2019 (A)		12,623		12,621
United States Treasury Inflation Indexed Bonds
3.875%, 04/15/2029		4,471		5,905
3.625%, 04/15/2028		4,669		5,925
3.375%, 04/15/2032		2,127		2,865
2.500%, 01/15/2029		2,176		2,578
2.375%, 01/15/2025		3,297		3,660
2.375%, 01/15/2027		1,872		2,140
2.125%, 02/15/2040		5,823		7,260
2.125%, 02/15/2041		2,874		3,602
2.000%, 01/15/2026		3,912		4,315
1.875%, 07/15/2019		1,773		1,794
1.750%, 01/15/2028		1,170		1,292
1.375%, 01/15/2020		2,762		2,785
1.375%, 02/15/2044		1,080		1,193
1.250%, 07/15/2020		3,294		3,342
1.125%, 01/15/2021		2,108		2,135
1.000%, 02/15/2046		3,187		3,246
0.750%, 02/15/2042		1,615		1,572
0.750%, 02/15/2045		802		770

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.625%, 07/15/2021	$	3,551	$	3,583
0.625%, 04/15/2023		79,808		80,360
0.625%, 01/15/2024		3,560		3,594
0.625%, 01/15/2026		52,628		53,216
0.625%, 02/15/2043		3,011		2,830
0.375%, 07/15/2023		1,082		1,084
0.375%, 07/15/2025		31,068		31,040
0.375%, 07/15/2027		28,544		28,326
0.250%, 01/15/2025		4,038		3,994
0.125%, 04/15/2019		3,223		3,225
0.125%, 04/15/2021		2,124		2,107
0.125%, 01/15/2022		1,891		1,875
0.125%, 04/15/2022		106,938		105,832
0.125%, 07/15/2022		2,134		2,123
0.125%, 01/15/2023		1,799		1,779
0.125%, 07/15/2024		6,891		6,803
0.125%, 07/15/2026		57,021		55,766
Total U.S. Treasury Obligations (Cost $1,343,500) ($ Thousands)				1,346,792
SOVEREIGN DEBT — 16.0%
African Development Bank
2.125%, 11/16/2022 (B)		500		496
1.875%, 03/16/2020 (B)		500		497
1.375%, 02/12/2020 (B)		1,250		1,238
1.250%, 07/26/2021 (B)		1,750		1,707
Asian Development Bank MTN
2.625%, 01/12/2027 (B)		750		757
2.000%, 02/16/2022 (B)		500		496
2.000%, 04/24/2026 (B)		500		484
1.625%, 05/05/2020 (B)		500		495
1.625%, 08/26/2020 (B)		1,000		989
Chile Government International Bond
3.875%, 08/05/2020 (B)		250		254
Council of Europe Development Bank
1.625%, 03/16/2021 (B)		500		493
Deutsche Bundesrepublik Inflation Linked Bond
1.750%, 04/15/2020	EUR	6,028		7,002
0.500%, 04/15/2030		7,980		10,705
0.100%, 04/15/2023		39,070		46,865
0.100%, 04/15/2026		40,473		50,372
0.100%, 04/15/2046		2,849		4,107
European Bank for Reconstruction & Development MTN
2.125%, 03/07/2022 (B)	$	750		745
2.000%, 02/01/2021 (B)		1,000		993
1.750%, 06/14/2019 (B)		1,000		998
1.750%, 11/26/2019 (B)		1,000		995
1.625%, 05/05/2020 (B)		500		495

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 161

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
1.500%, 03/16/2020 (B)	$	250	$	248
1.125%, 08/24/2020 (B)		500		491
European Investment Bank
4.875%, 02/15/2036 (B)		250		316
3.250%, 01/29/2024 (B)		750		780
2.250%, 03/15/2022 (B)		750		748
2.125%, 10/15/2021 (B)		1,000		995
2.125%, 04/13/2026 (B)		500		490
Export Development Canada
2.000%, 05/17/2022 (B)		2,000		1,978
1.750%, 07/21/2020 (B)		1,000		991
1.625%, 01/17/2020 (B)		250		248
1.500%, 05/26/2021 (B)		1,000		982
1.375%, 10/21/2021 (B)		500		488
FMS Wertmanagement
2.000%, 08/01/2022 (B)		500		494
1.750%, 01/24/2020 (B)		500		497
1.750%, 03/17/2020 (B)		500		497
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	1,295		2,111
3.150%, 08/25/2032		5,781		9,983
2.250%, 07/25/2020		2,549		3,043
2.100%, 07/25/2023		2,510		3,236
1.850%, 07/25/2027		13,073		18,445
1.800%, 07/25/2040 (C)		2,446		4,066
1.300%, 07/25/2019		249		284
1.100%, 07/25/2022		1,264		1,554
0.700%, 07/25/2030 (C)		8,613		11,354
0.250%, 07/25/2024		14,841		18,187
0.100%, 03/01/2021		2,079		2,427
0.100%, 07/25/2021		1,253		1,461
0.100%, 03/01/2025		15,118		18,141
0.100%, 03/01/2028		8,063		9,785
Inter-American Development Bank
7.000%, 06/15/2025 (B)	$	500		615
3.000%, 10/04/2023 (B)		250		257
3.000%, 02/21/2024 (B)		250		257
2.125%, 11/09/2020 (B)		250		249
2.000%, 06/02/2026 (B)		500		485
1.875%, 03/15/2021 (B)		500		495
1.625%, 05/12/2020 (B)		500		496
International Bank for Reconstruction & Development
4.750%, 02/15/2035 (B)		250		309
2.500%, 11/25/2024 (B)		500		503
2.000%, 01/26/2022 (B)		500		496
1.875%, 10/07/2022 (B)		500		492
1.375%, 05/24/2021 (B)		500		490
International Finance MTN
2.125%, 04/07/2026 (B)		750		734
1.625%, 07/16/2020 (B)		1,000		990

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026 (C)	EUR	2,204	$	2,794
2.600%, 09/15/2023 (C)		2,336		2,853
2.550%, 09/15/2041 (C)		994		1,176
2.350%, 09/15/2019 (C)		2,301		2,657
2.350%, 09/15/2024 (C)		3,133		3,784
2.350%, 09/15/2035 (C)		2,490		2,991
2.100%, 09/15/2021 (C)		1,520		1,814
1.250%, 09/15/2032 (C)		5,114		5,311
Korea Development Bank
4.625%, 11/16/2021 (B)	$	250		262
Korea International Bond
2.750%, 01/19/2027 (B)		1,000		990
Nordic Investment Bank
2.125%, 02/01/2022 (B)		750		745
1.250%, 08/02/2021 (B)		500		487
North American Development Bank
2.400%, 10/26/2022 (B)		200		197
Province of Alberta Canada
2.200%, 07/26/2022 (B)		750		740
Province of British Columbia Canada
6.500%, 01/15/2026 (B)		250		305
2.650%, 09/22/2021 (B)		1,000		1,005
2.000%, 10/23/2022 (B)		750		739
Province of Manitoba Canada
3.050%, 05/14/2024 (B)		250		255
2.125%, 05/04/2022 (B)		250		247
Province of Ontario Canada
4.000%, 10/07/2019 (B)		500		504
2.450%, 06/29/2022 (B)		250		249
2.400%, 02/08/2022 (B)		750		748
2.250%, 05/18/2022 (B)		500		496
2.200%, 10/03/2022 (B)		500		494
Province of Quebec Canada
7.500%, 09/15/2029 (B)		200		282
2.500%, 04/20/2026 (B)		750		742
Svensk Exportkredit MTN
1.750%, 03/10/2021 (B)		1,000		987
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,446
2.500%, 04/16/2020		429		2,003
2.500%, 07/17/2024		340		1,617
2.000%, 01/26/2035		932		3,427
1.875%, 11/22/2022		1,651		2,528
1.250%, 11/22/2027		2,187		3,845
1.250%, 11/22/2032		748		1,505
1.250%, 11/22/2055		1,325		4,445
1.125%, 11/22/2037		1,091		2,438
0.750%, 03/22/2034		1,036		2,023
0.750%, 11/22/2047		1,362		3,498
0.625%, 03/22/2040		1,921		4,170
0.625%, 11/22/2042		1,365		3,130

162 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
0.500%, 03/22/2050	GBP		1,724	$	4,407
0.375%, 03/22/2062			1,132		3,496
0.250%, 03/22/2052			1,754		4,398
0.125%, 03/22/2024			40,275		59,697
0.125%, 03/22/2026			23,890		37,033
0.125%, 03/22/2029			1,788		2,952
0.125%, 03/22/2044			1,751		3,714
0.125%, 03/22/2058			1,659		4,449
0.125%, 11/22/2065			1,185		3,671
0.125%, 03/22/2068			453		1,482
Total Sovereign Debt
(Cost $439,063) ($ Thousands)					448,599
		Shares
COMMON STOCK — 3.3%
Communication Services — 0.3%
Activision Blizzard Inc			5,637		257
Alphabet Inc, Cl A *			225		265
Alphabet Inc, Cl C *			212		249
AT&T Inc			20,624		647
CBS Corp, Cl B			4,075		194
CenturyLink Inc			43,896		526
Charter Communications Inc, Cl A *			702		243
Comcast Corp, Cl A			6,389		255
Discovery Inc, Cl A *			9,297		251
Discovery Inc, Cl C *			11,324		288
DISH Network Corp, Cl A *			8,704		276
Electronic Arts Inc *			2,803		285
Facebook Inc, Cl A *			1,409		235
Fox Corp *			12,967		471
Interpublic Group of Cos Inc/The			13,924		293
Netflix Inc *			703		251
News Corp, Cl A			20,927		260
News Corp, Cl B			21,707		271
Omnicom Group Inc			4,167		304
Take-Two Interactive Software Inc, Cl A *			2,472		233
TripAdvisor Inc *			8,089		416
Twitter Inc *			8,010		263
Verizon Communications Inc			9,395		555
Viacom Inc, Cl B			8,692		244
Walt Disney Co/The			4,297		477
					8,009
Consumer Discretionary — 0.3%
Advance Auto Parts Inc			1,136		194
Amazon.com Inc, Cl A *			72		128
AutoZone Inc *			218		223
Best Buy Co Inc			2,195		156
Booking Holdings Inc *			80		140
BorgWarner Inc			4,754		183
Capri Holdings Ltd *			3,411		156

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CarMax Inc *		2,511	$	175
Chipotle Mexican Grill Inc, Cl A *		286		203
Darden Restaurants Inc		1,472		179
Delphi Automotive PLC *		1,925		153
Dollar General Corp		990		118
Dollar Tree Inc *		2,221		233
DR Horton Inc		3,316		137
eBay Inc		1,485		55
Expedia Group Inc		1,393		166
Foot Locker Inc, Cl A		3,089		187
Ford Motor Co		8,016		70
Gap Inc/The		5,746		150
General Motors Co		2,986		111
H&R Block Inc		4,731		113
Hanesbrands Inc		12,220		219
Harley-Davidson Inc, Cl A		4,066		145
Hasbro Inc		1,503		128
Hilton Worldwide Holdings Inc		1,532		127
Home Depot Inc/The		660		127
Kohl’s Corp		2,286		157
L Brands Inc		5,618		155
Leggett & Platt Inc		4,641		196
Lennar Corp, Cl A		3,927		193
LKQ Corp *		6,539		186
Lowe’s Cos Inc		1,189		130
Macy’s Inc		5,542		133
Marriott International Inc/MD, Cl A		1,166		146
Mattel Inc *		10,881		141
McDonald’s Corp		63		12
MGM Resorts International		6,494		167
Mohawk Industries Inc *		1,015		128
Newell Brands Inc, Cl B		7,690		118
NIKE Inc, Cl B		338		28
Nordstrom Inc		1,762		78
Norwegian Cruise Line Holdings Ltd *		2,900		159
O’Reilly Automotive Inc *		530		206
PVH Corp		1,907		233
Ralph Lauren Corp, Cl A		1,286		167
Ross Stores Inc		2,214		206
Royal Caribbean Cruises Ltd		1,248		143
Starbucks Corp		2,467		183
Tapestry Inc		3,725		121
Target Corp, Cl A		2,518		202
Tiffany & Co		1,465		155
TJX Cos Inc/The		4,144		221
Tractor Supply Co		2,314		226
Ulta Beauty Inc *		691		241
Under Armour Inc, Cl A *		5,297		112
Under Armour Inc, Cl C *		9,532		180
VF Corp		2,192		191
Whirlpool Corp		864		115

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 163

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wynn Resorts Ltd		1,040	$	124
				9,129
Consumer Staples — 0.4%
Altria Group Inc		7,264		417
Archer-Daniels-Midland Co		6,839		295
Brown-Forman Corp, Cl B		7,215		381
Campbell Soup Co		12,199		465
Church & Dwight Co Inc		5,724		408
Clorox Co/The		3,472		557
Coca-Cola European Partners PLC		1,540		80
Colgate-Palmolive Co		4,415		303
Conagra Brands Inc		13,514		375
Constellation Brands Inc, Cl A		1,639		287
Coty Inc, Cl A		22,172		255
Estee Lauder Cos Inc/The, Cl A		3,029		502
General Mills Inc		11,660		603
Hershey Co/The		5,283		607
Hormel Foods Corp		9,556		428
JM Smucker Co/The		4,668		544
Kellogg Co		5,138		295
Kimberly-Clark Corp		4,208		521
Kraft Heinz Co/The		6,717		219
Kroger Co/The		11,876		292
Lamb Weston Holdings Inc		2,857		214
McCormick & Co Inc/MD		2,763		416
Molson Coors Brewing Co, Cl B		6,673		398
Mondelez International Inc, Cl A		8,619		430
Monster Beverage Corp *		7,622		416
PepsiCo Inc		2,423		297
Philip Morris International Inc		4,052		358
Procter & Gamble Co/The		4,040		420
Sysco Corp, Cl A		4,913		328
Tyson Foods Inc, Cl A		6,591		458
Walgreens Boots Alliance Inc		4,912		311
Walmart Inc		1,858		181
				12,061
Energy — 0.3%
Anadarko Petroleum Corp, Cl A		4,928		224
Apache Corp		8,239		286
Baker Hughes a GE Co, Cl A		10,487		291
Cabot Oil & Gas Corp		9,943		260
Chevron Corp		2,251		277
Cimarex Energy Co		3,733		261
Concho Resources Inc		2,397		266
ConocoPhillips		5,566		371
Devon Energy Corp		5,871		185
Diamondback Energy Inc, Cl A		3,000		305
EOG Resources Inc		2,565		244
Exxon Mobil Corp		2,881		233
Halliburton Co		5,574		163

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Helmerich & Payne Inc		5,012	$	278
Hess Corp		3,251		196
HollyFrontier Corp		4,290		211
Kinder Morgan Inc/DE		14,279		286
Marathon Oil Corp		12,842		215
Marathon Petroleum Corp		4,163		249
National Oilwell Varco Inc, Cl A		7,252		193
Noble Energy Inc		10,357		256
Occidental Petroleum Corp		4,454		295
ONEOK Inc		5,808		406
Phillips 66		2,695		256
Pioneer Natural Resources Co		1,705		260
Schlumberger Ltd, Cl A		3,371		147
TechnipFMC PLC		11,797		277
Valero Energy Corp		2,503		212
Williams Cos Inc/The		11,377		327
				7,430
Financials — 0.2%
Affiliated Managers Group Inc		1,162		124
Allstate Corp/The		963		91
American Express Co		421		46
American International Group Inc		1,882		81
Ameriprise Financial Inc		614		79
Aon PLC		680		116
Assurant Inc		976		93
Bank of America Corp		3,101		86
Bank of New York Mellon Corp/The		1,593		80
BB&T Corp		2,425		113
BlackRock Inc		215		92
Brighthouse Financial Inc *		1,974		72
Capital One Financial Corp		1,140		93
Cboe Global Markets Inc		1,513		144
Charles Schwab Corp/The		1,358		58
Chubb Ltd		852		119
Cincinnati Financial Corp		2,017		173
Citizens Financial Group Inc		2,888		94
Comerica Inc		1,435		105
Discover Financial Services		1,159		83
E*TRADE Financial Corp		2,501		116
Fifth Third Bancorp		3,964		100
Franklin Resources Inc		2,773		92
Goldman Sachs Group Inc/The		641		123
Hartford Financial Services Group Inc/The		2,184		109
Huntington Bancshares Inc/OH		9,087		115
Intercontinental Exchange Inc		1,550		118
Invesco Ltd		6,593		127
Jefferies Financial Group Inc		4,320		81
JPMorgan Chase & Co		873		88
KeyCorp		8,346		131
Lincoln National Corp		1,000		59
Loews Corp		1,583		76

164 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
M&T Bank Corp		598	$	94
MetLife Inc		1,562		67
Morgan Stanley		1,873		79
MSCI Inc, Cl A		449		89
Nasdaq Inc, Cl A		1,585		139
Northern Trust Corp		1,046		95
People’s United Financial Inc		8,554		141
PNC Financial Services Group Inc/The		607		74
Principal Financial Group Inc, Cl A		1,498		75
Progressive Corp/The		2,497		180
Prudential Financial Inc		736		68
Raymond James Financial Inc		1,182		95
Regions Financial Corp		6,723		95
State Street Corp		770		51
SunTrust Banks Inc		2,220		132
SVB Financial Group, Cl B *		365		81
Synchrony Financial		3,561		114
T Rowe Price Group Inc		1,887		189
Torchmark Corp, Cl A		870		71
Travelers Cos Inc/The		849		116
Unum Group		4,210		142
US Bancorp		2,336		113
Wells Fargo & Co		1,955		94
Willis Towers Watson PLC		490		86
				5,757
Health Care — 0.3%
Abbott Laboratories		2,344		187
AbbVie Inc		1,754		141
ABIOMED Inc *		143		41
Agilent Technologies Inc		3,209		258
Alexion Pharmaceuticals Inc *		1,323		179
Allergan PLC		990		145
AmerisourceBergen Corp, Cl A		1,376		109
Amgen Inc, Cl A		840		160
Anthem Inc		458		131
Baxter International Inc		2,892		235
Becton Dickinson and Co		951		237
BeiGene Ltd ADR *		1,443		190
Boston Scientific Corp *		7,038		270
Bristol-Myers Squibb Co		2,871		137
Cardinal Health Inc		2,281		110
Centene Corp *		2,552		135
Cerner Corp *		3,217		184
Cooper Cos Inc/The, Cl A		642		190
Covetrus Inc *		1		—
CVS Health Corp		3,025		163
Danaher Corp, Cl A		1,722		227
DaVita Inc *		2,885		157
DENTSPLY SIRONA Inc		2,721		135
Edwards Lifesciences Corp, Cl A *		740		142
Gilead Sciences Inc		2,209		144

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HCA Healthcare Inc		1,320	$	172
Henry Schein Inc *		2,812		169
Hologic Inc *		3,960		192
Humana Inc		533		142
IDEXX Laboratories Inc *		915		205
Illumina Inc *		591		184
Incyte Corp *		1,195		103
Intuitive Surgical Inc *		369		210
Johnson & Johnson		894		125
Laboratory Corp of America Holdings *		1,268		194
McKesson Corp		792		93
Medtronic PLC		1,787		163
Mettler-Toledo International Inc *		275		199
Mylan NV *		3,267		93
Nektar Therapeutics, Cl A *		1,939		65
PerkinElmer Inc		2,942		283
Pfizer Inc		4,453		189
Quest Diagnostics Inc		2,292		206
Stryker Corp		1,159		229
Teva Pharmaceutical Industries Ltd ADR *		13,592		213
UnitedHealth Group Inc		559		138
Universal Health Services Inc, Cl B		1,151		154
Varian Medical Systems Inc *		1,691		240
Vertex Pharmaceuticals Inc *		910		167
Waters Corp *		930		234
Zimmer Biomet Holdings Inc		1,684		215
Zoetis Inc, Cl A		2,499		252
				8,836
Industrials — 0.3%
3M Co		677		141
Alaska Air Group Inc		850		48
Allegion PLC		1,615		146
American Airlines Group Inc		2,578		82
AMETEK Inc		2,335		194
AO Smith Corp		2,700		144
Arconic Inc		5,255		100
Boeing Co/The		456		174
CH Robinson Worldwide Inc		2,024		176
Cintas Corp		931		188
Copart Inc *		2,400		145
Cummins Inc		871		138
Delta Air Lines Inc, Cl A		3,091		160
Dover Corp		1,914		180
Emerson Electric Co		2,411		165
Equifax Inc		1,030		122
Expeditors International of Washington Inc		2,620		199
Fastenal Co, Cl A		1,391		89
Flowserve Corp		3,192		144
Fluor Corp		3,126		115
Fortive Corp		1,754		147
Fortune Brands Home & Security Inc		2,268		108

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 165

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Dynamics Corp		849	$	144
General Electric Co		5,173		52
Harris Corp		1,193		191
Honeywell International Inc		835		133
Huntington Ingalls Industries Inc, Cl A		757		157
IHS Markit Ltd *		3,200		174
Illinois Tool Works Inc		606		87
Ingersoll-Rand PLC		1,653		178
Jacobs Engineering Group Inc		1,976		149
JB Hunt Transport Services Inc		832		84
Johnson Controls International plc		3,007		111
Kansas City Southern		1,165		135
L3 Technologies Inc		894		184
Lockheed Martin Corp		518		155
Masco Corp		3,446		135
Nielsen Holdings PLC		5,302		126
Norfolk Southern Corp		1,093		204
Northrop Grumman Corp		572		154
PACCAR Inc		2,161		147
Parker-Hannifin Corp, Cl A		549		94
Pentair PLC		5,438		242
Quanta Services Inc		3,494		132
Raytheon Co		1,052		192
Robert Half International Inc		3,077		201
Rockwell Automation Inc		996		175
Snap-on Inc		986		154
Southwest Airlines Co, Cl A		2,241		116
Stanley Black & Decker Inc		854		116
Textron Inc		2,415		122
TransDigm Group Inc *		313		142
United Continental Holdings Inc *		579		46
United Technologies Corp		1,503		194
Verisk Analytics Inc, Cl A		1,825		243
Wabtec Corp		37		3
Waste Management Inc		830		86
Xylem Inc/NY		1,487		118
				8,181
Information Technology — 0.3%
Adobe Inc *		587		156
Advanced Micro Devices Inc *		3,357		86
Akamai Technologies Inc *		1,677		120
Alliance Data Systems Corp		609		107
Amphenol Corp, Cl A		1,663		157
Analog Devices Inc		1,714		180
Applied Materials Inc		3,039		121
Arista Networks Inc *		506		159
Autodesk Inc, Cl A *		1,057		165
Automatic Data Processing Inc		1,586		253
Broadcom Inc		452		136
Cadence Design Systems Inc *		2,281		145
CGI Inc, Cl A *		5,643		388

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cisco Systems Inc		4,373	$	236
Citrix Systems Inc		1,812		181
Cognizant Technology Solutions Corp, Cl A		2,178		158
Corning Inc, Cl B		4,549		151
DXC Technology Co		1,620		104
F5 Networks Inc, Cl A *		1,077		169
Fidelity National Information Services Inc, Cl B		1,370		155
Fiserv Inc, Cl A *		2,440		215
FleetCor Technologies Inc *		390		96
FLIR Systems Inc		2,599		124
Fortinet Inc *		818		69
Gartner Inc *		1,047		159
Global Payments Inc		1,650		225
Hewlett Packard Enterprise Co		8,829		136
HP Inc		7,329		142
Intel Corp		2,194		118
International Business Machines Corp		793		112
Intuit Inc		640		167
Juniper Networks Inc		4,939		131
KLA-Tencor Corp		1,572		188
Microchip Technology Inc		1,703		141
Microsoft Corp		1,573		186
Motorola Solutions Inc		1,647		231
NetApp Inc		2,629		182
Oracle Corp, Cl B		2,724		146
Paychex Inc		2,240		180
Qorvo Inc *		1,591		114
QUALCOMM Inc		2,828		161
Red Hat Inc *		772		141
salesforce.com Inc *		952		151
Seagate Technology PLC		1,886		90
Skyworks Solutions Inc		1,430		118
Symantec Corp, Cl A		7,762		178
Synopsys Inc *		1,972		227
Texas Instruments Inc		1,935		205
Total System Services Inc		1,556		148
VeriSign Inc *		1,056		192
Western Union Co/The		7,451		138
				8,138
Materials — 0.3%
Air Products & Chemicals Inc		2,754		526
Albemarle Corp		4,077		334
Avery Dennison Corp		4,309		487
CF Industries Holdings Inc		8,474		347
DowDuPont Inc		3,752		200
Eastman Chemical Co		4,183		318
Ecolab Inc		2,840		502
FMC Corp		4,104		315
Freeport-McMoRan Inc, Cl B		23,066		297
International Flavors & Fragrances Inc		2,340		301

166 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Linde PLC		2,704	$	476
Livent Corp *		3,838		47
Martin Marietta Materials Inc, Cl A		2,228		448
Mosaic Co/The		13,758		376
Newmont Mining Corp		14,038		502
Nucor Corp		6,312		368
Packaging Corp of America		4,149		412
PPG Industries Inc		3,051		344
Sealed Air Corp		4,758		219
Sherwin-Williams Co/The, Cl A		639		275
Vulcan Materials Co		4,404		522
Westrock Co		4,534		174
				7,790
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ‡		1,025		146
Apartment Investment & Management Co, Cl A ‡		2,812		141
Boston Properties Inc ‡		114		15
Digital Realty Trust Inc, Cl A ‡		1,000		119
Duke Realty Corp ‡		4,733		145
Equinix Inc ‡		207		94
Equity Residential ‡		1,670		126
Essex Property Trust Inc ‡		681		197
Federal Realty Investment Trust ‡		1,020		141
HCP Inc ‡		3,955		124
Host Hotels & Resorts Inc ‡		7,223		136
Kimco Realty Corp ‡		6,490		120
Macerich Co/The ‡		1,962		85
Mid-America Apartment Communities Inc ‡		1,107		121
Prologis Inc ‡		2,009		144
Realty Income Corp ‡		2,310		170
Regency Centers Corp ‡		1,875		126
SBA Communications Corp, Cl A *‡		900		180
SL Green Realty Corp ‡		1,090		98
UDR Inc ‡		2,944		134
Ventas Inc ‡		3,347		214
Vornado Realty Trust ‡		2,208		149
Welltower Inc ‡		1,515		117
Weyerhaeuser Co ‡		3,289		87
				3,129
Utilities — 0.5%
AES Corp/VA		25,990		470
Alliant Energy Corp		14,731		694
Ameren Corp		9,333		686
American Electric Power Co Inc		6,545		548
American Water Works Co Inc		4,182		436
CenterPoint Energy Inc		17,055		524
CMS Energy Corp		10,372		576
Consolidated Edison Inc		8,391		712
DTE Energy Co		5,956		743

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Duke Energy Corp		6,400	$	576
Edison International		7,889		488
Entergy Corp		5,814		556
Evergy Inc		7,600		441
Eversource Energy		9,458		671
Exelon Corp		12,325		618
FirstEnergy Corp		14,493		603
NextEra Energy Inc		2,742		530
NiSource Inc		20,884		599
NRG Energy Inc		9,094		386
Pinnacle West Capital Corp		2,937		281
PPL Corp		20,593		654
Public Service Enterprise Group Inc		11,012		654
Sempra Energy		4,307		542
Southern Co/The		10,786		557
WEC Energy Group Inc		8,658		685
Xcel Energy Inc		12,339		694
				14,924
Total Common Stock (Cost $68,972) ($ Thousands)				93,384
FOREIGN COMMON STOCK — 3.0%
Australia — 0.2%
AGL Energy Ltd		25,712		398
Amcor Ltd/Australia		2,573		28
APA Group		46,575		330
Aristocrat Leisure Ltd		3,092		54
ASX Ltd		2,472		123
Aurizon Holdings Ltd		21,309		69
AusNet Services		267,963		338
BHP Group Ltd		169		5
Brambles Ltd		6,302		53
Caltex Australia Ltd		12,394		231
CIMIC Group Ltd		2,946		101
Coca-Cola Amatil Ltd		21,108		130
Cochlear Ltd		1,412		174
Computershare Ltd		16,645		202
Crown Resorts Ltd		10,576		86
CSL Ltd		1,573		218
Domino’s Pizza Enterprises Ltd		2,369		73
Flight Centre Travel Group Ltd		2,687		80
Fortescue Metals Group Ltd		16,775		85
Harvey Norman Holdings Ltd		38,002		108
Incitec Pivot Ltd		29,314		65
Insurance Australia Group Ltd		17,240		94
Lendlease Group		3,959		35
Oil Search Ltd		38,708		216
Orica Ltd		2,883		36
Origin Energy Ltd		37,673		193
Ramsay Health Care Ltd		2,420		111

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 167

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
REA Group Ltd		2,759	$	146
Rio Tinto Ltd		197		14
Santos Ltd		17,669		86
Scentre Group		11,668		34
SEEK Ltd		7,445		93
Sonic Healthcare Ltd		9,228		161
Sydney Airport		20,066		106
Tabcorp Holdings Ltd		30,312		99
Telstra Corp Ltd, Cl B		100,746		237
TPG Telecom Ltd		39,201		193
Transurban Group		13,849		130
Treasury Wine Estates Ltd		13,519		143
Unibail-Rodamco-Westfield		16		—
Wesfarmers Ltd		4,242		104
Westpac Banking Corp		2,441		45
Woodside Petroleum Ltd		7,821		192
Woolworths Group Ltd		7,504		162
				5,581
Austria — 0.0%
ANDRITZ AG		2,783		120
Erste Group Bank AG		2,889		106
OMV AG		6,519		354
Raiffeisen Bank International AG		1,802		41
voestalpine AG		7,580		230
				851
Belgium — 0.1%
Ageas		2,714		131
Anheuser-Busch InBev SA/NV		2,858		240
Colruyt SA		13,720		1,015
Groupe Bruxelles Lambert SA		357		35
KBC Group NV		1,942		136
Proximus SADP		17,108		494
Solvay SA		4,567		494
Telenet Group Holding NV *		13,365		644
UCB SA, Cl A		3,328		286
Umicore SA		2,183		97
				3,572
Canada — 0.3%
Alimentation Couche-Tard Inc, Cl B		4,333		255
Atco Ltd/Canada, Cl I		6,462		218
Aurora Cannabis Inc *		14,989		136
Bank of Montreal		1,058		79
Bank of Nova Scotia/The, Cl C		1,590		85
Barrick Gold Corp		8,539		117
Bausch Health Cos Inc *		7,641		189
BCE Inc		4,971		221
BlackBerry Ltd *		10,863		109
Bombardier Inc, Cl B *		23,691		46
Cameco Corp		5,969		70

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Canadian Natural Resources Ltd		1,707	$	47
Canadian Pacific Railway Ltd		641		132
Canadian Tire Corp Ltd, Cl A		758		82
Canadian Utilities Ltd, Cl A		6,352		173
Canopy Growth Corp *		1,983		86
CCL Industries Inc, Cl B		2,224		90
CI Financial Corp		3,354		46
Constellation Software Inc/Canada		153		130
Dollarama Inc		1,227		33
Emera Inc		7,671		287
Empire Co Ltd, Cl A		8,687		188
Enbridge Inc		2,263		82
First Capital Realty Inc		4,150		66
First Quantum Minerals Ltd (Canada)		2,143		24
Fortis Inc/Canada		10,332		382
Franco-Nevada Corp		1,600		120
George Weston Ltd		1,233		89
Gildan Activewear Inc		3,594		129
H&R Real Estate Investment Trust		4,787		84
Hydro One Ltd		12,827		199
Imperial Oil Ltd		2,707		74
Loblaw Cos Ltd		4,092		202
Magna International Inc, Cl A		3,188		155
Methanex Corp		1,070		61
Metro Inc, Cl A		7,578		279
National Bank of Canada		2,170		98
Nutrien Ltd		1,762		93
Open Text Corp		5,957		229
PrairieSky Royalty Ltd		2,615		35
Restaurant Brands International Inc		1,026		67
Rogers Communications Inc, Cl B		3,483		187
Royal Bank of Canada		1,066		80
Saputo Inc		3,456		118
Shaw Communications Inc, Cl B		7,879		164
Shopify Inc, Cl A *		675		139
SNC-Lavalin Group Inc		3,554		90
Stars Group Inc/The *		2,951		52
Suncor Energy Inc		1,544		50
Teck Resources Ltd, Cl B		2,423		56
TELUS Corp		7,021		260
Toronto-Dominion Bank/The		1,857		101
TransCanada Corp		2,000		90
Turquoise Hill Resources Ltd *		33,850		56
Vermilion Energy Inc		2,483		61
Wheaton Precious Metals Corp		4,550		108
				6,899
China — 0.0%
Sands China Ltd		18,800		95
Denmark — 0.1%
AP Moller - Maersk A/S, Cl A		102		123

168 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
AP Moller - Maersk A/S, Cl B		47	$	60
Carlsberg A/S, Cl B		2,560		320
Chr Hansen Holding A/S		3,131		318
Coloplast A/S, Cl B		1,982		218
Danske Bank A/S		10,789		189
Demant A/S *		3,903		115
Genmab A/S *		1,899		330
H Lundbeck A/S, Cl H		4,565		198
Novo Nordisk A/S, Cl B		3,217		169
Novozymes A/S, Cl B		6,171		284
Orsted A/S (C)		5,565		422
Pandora A/S		4,686		220
Tryg A/S		13,990		384
Vestas Wind Systems A/S		1,356		114
				3,464
Finland — 0.1%
Elisa OYJ		10,169		459
Fortum OYJ		11,559		237
Kone OYJ, Cl B		2,993		151
Metso OYJ		2,878		99
Neste		3,921		418
Nokia OYJ		75,877		432
Nokian Renkaat OYJ		3,215		108
Orion Oyj, Cl B		6,931		260
Stora Enso OYJ, Cl R		7,053		86
UPM-Kymmene OYJ, Cl V		3,841		112
Wartsila OYJ Abp		6,954		113
				2,475
France — 0.2%
Aeroports de Paris, Cl A		373		72
Air Liquide SA		1,133		144
Atos SE		2,099		203
AXA SA		1,932		49
BioMerieux		1,418		117
Bouygues SA		892		32
Capgemini SE		1,472		179
Carrefour SA		6,251		117
CNP Assurances		1,903		42
Covivio		434		46
Credit Agricole SA		1,767		21
Dassault Systemes SE		2,182		325
Electricite de France SA		14,933		204
Engie SA		13,671		204
EssilorLuxottica SA		1,928		211
Eurofins Scientific SE		129		53
Eutelsat Communications SA		5,109		89
Gecina SA		699		103
Getlink SE		4,624		70
ICADE		512		43
Iliad SA		971		98

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Imerys SA		2,203	$	110
Ingenico Group SA		1,563		112
Ipsen SA		1,367		188
JCDecaux SA		1,173		36
L’Oreal SA		607		163
LVMH Moet Hennessy Louis Vuitton SE		396		146
Natixis SA		5,679		30
Orange SA		5,449		89
Pernod Ricard SA		240		43
Remy Cointreau SA		117		16
Renault SA		1,250		83
Rexel SA		3,641		41
Sanofi		1,510		134
Sartorius Stedim Biotech		1,305		165
Schneider Electric SE		577		45
SCOR SE		1,457		62
Societe BIC SA		447		40
STMicroelectronics NV		5,260		78
Suez		11,567		153
Thales SA, Cl A		440		53
TOTAL SA		2,499		139
Ubisoft Entertainment SA *		803		72
Valeo SA		2,727		79
Veolia Environnement SA		6,091		136
Vinci SA		822		80
Vivendi SA		5,328		155
Wendel SA		681		86
				4,956
Germany — 0.2%
1&1 Drillisch AG		1,551		55
adidas AG		369		90
Allianz SE		347		77
BASF SE		1,028		76
Bayer AG		1,449		94
Beiersdorf AG		1,293		135
Brenntag AG		527		27
Commerzbank AG		5,497		43
Continental AG		286		43
Covestro AG		1,507		83
Delivery Hero SE *(C)		1,703		62
Deutsche Bank AG		2,043		17
Deutsche Telekom AG		6,506		108
Deutsche Wohnen SE		1,750		85
E.ON SE		20,435		227
Fraport AG Frankfurt Airport Services Worldwide		1,521		117
Fresenius SE & Co KGaA		295		16
GEA Group AG		1,568		41
Hannover Rueck SE		619		89
HeidelbergCement AG		879		63
Henkel AG & Co KGaA		1,543		147

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 169

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
HUGO BOSS AG		1,366	$	93
Infineon Technologies AG		8,574		170
Innogy SE (C)		7,476		346
LANXESS AG		1,587		85
Merck KGaA		1,220		139
METRO AG		10,579		176
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		274		65
OSRAM Licht AG		1,575		54
Puma SE		32		19
QIAGEN NV *		4,245		172
RTL Group SA		1,417		77
RWE AG		3,134		84
SAP SE		1,978		229
Siemens Healthineers AG (C)		4,368		182
Symrise AG, Cl A		1,058		95
Telefonica Deutschland Holding AG		26,444		83
thyssenkrupp AG		3,604		50
Uniper SE		5,506		166
United Internet AG		3,201		117
Volkswagen AG		135		22
Wirecard AG		1,325		166
Zalando SE *(C)		1,425		56
				4,341
Hong Kong — 0.2%
AIA Group Ltd		13,800		137
ASM Pacific Technology Ltd		17,728		198
CK Asset Holdings Ltd		5,708		51
CK Hutchison Holdings Ltd		8,208		86
CK Infrastructure Holdings Ltd		41,339		339
CLP Holdings Ltd, Cl B		40,838		473
Galaxy Entertainment Group Ltd *		15,000		102
HK Electric Investments & HK Electric Investments Ltd		467,000		477
HKT Trust & HKT Ltd		450,010		723
Hong Kong & China Gas Co Ltd		119,234		286
Kerry Properties Ltd		13,000		58
MGM China Holdings Ltd		30,000		63
Minth Group Ltd		18,000		57
NWS Holdings Ltd		8,569		19
PCCW Ltd		745,000		463
Power Assets Holdings Ltd		41,474		288
Shangri-La Asia Ltd		82,000		117
SJM Holdings Ltd		122,000		139
Swire Pacific Ltd, Cl A		4,000		52
Swire Properties Ltd		18,400		79
Techtronic Industries Co Ltd		1,501		10
WH Group Ltd		341,000		365
Wynn Macau Ltd		27,600		65

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Yue Yuen Industrial Holdings Ltd		67,694	$	233
				4,880
Ireland — 0.1%
Accenture PLC, Cl A		1,029		181
AerCap Holdings NV *		2,475		115
AIB Group PLC		40,348		181
Bank of Ireland Group PLC		30,752		183
CRH PLC		8,115		252
Eaton Corp PLC		2,114		170
James Hardie Industries PLC		6,087		79
Kerry Group PLC, Cl A		3,687		412
Paddy Power Betfair PLC		12,744		984
Ryanair Holdings PLC ADR *		2,240		168
				2,725
Israel — 0.1%
Azrieli Group Ltd		1,204		71
Bank Leumi Le-Israel BM		3,728		24
Bezeq The Israeli Telecommunication Corp Ltd *		560,067		402
Check Point Software Technologies Ltd *		3,477		440
Elbit Systems Ltd		1,925		249
International Flavors & Fragrances Inc		1		—
Israel Chemicals Ltd		67,621		352
Nice Ltd *		3,452		407
Wix.com Ltd *		2,155		260
				2,205
Italy — 0.1%
Assicurazioni Generali SpA		2,134		40
Atlantia SpA		3,095		80
Davide Campari-Milano SpA		3,158		31
Enel SpA		35,087		225
Eni SpA		9,713		172
EXOR NV		1,900		123
Ferrari NV		904		121
Fiat Chrysler Automobiles NV		4,810		72
Intesa Sanpaolo SpA		31,593		77
Leonardo SpA		10,324		120
Mediobanca Banca di Credito Finanziario SpA		8,384		87
Moncler SpA		2,434		98
Poste Italiane SpA (C)		10,226		100
Prysmian SpA		5,661		107
Recordati SpA		5,489		214
Snam SpA		74,423		383
Telecom Italia SpA/Milano *		716,038		424
Tenaris SA		20,864		293
Terna Rete Elettrica Nazionale SpA		51,888		329
				3,096

170 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Japan — 0.3%
Air Water Inc		3,900	$	57
Aisin Seiki Co Ltd		1,500		54
Ajinomoto Co Inc		3,200		51
ANA Holdings Inc		2,000		73
Aozora Bank Ltd		3,100		77
Asahi Group Holdings Ltd		800		36
Asahi Kasei Corp		9,000		93
Astellas Pharma Inc		100		2
Calbee Inc		2,000		54
Canon Inc		2,600		75
Central Japan Railway Co		400		93
Chubu Electric Power Co Inc		3,300		52
Chugai Pharmaceutical Co Ltd		900		62
Chugoku Electric Power Co Inc/The		17,500		218
Credit Saison Co Ltd		5,700		75
Daicel Corp		3,800		41
Dentsu Inc		1,800		76
Eisai Co Ltd		1,200		67
Electric Power Development Co Ltd		6,100		149
FamilyMart UNY Holdings Co Ltd, Cl H		3,600		92
FUJIFILM Holdings Corp		3,100		141
Hankyu Hanshin Holdings Inc		1,400		52
Hino Motors Ltd		8,200		69
Hirose Electric Co Ltd		882		93
Hitachi Chemical Co Ltd		3,039		67
Idemitsu Kosan Co Ltd		14,398		482
Inpex Corp		22,100		211
J Front Retailing Co Ltd		5,200		62
Japan Post Bank Co Ltd		7,900		86
Japan Prime Realty Investment Corp, Cl A ‡		24		99
Japan Real Estate Investment Corp		16		94
Japan Retail Fund Investment Corp, Cl A		32		64
JXTG Holdings Inc		11,300		52
Kamigumi Co Ltd		4,000		93
Kaneka Corp		2,400		90
Kansai Electric Power Co Inc/The		14,400		212
Kansai Paint Co Ltd		3,000		57
Kao Corp		400		32
KDDI Corp		3,300		71
Keikyu Corp		4,000		68
Kyocera Corp		1,500		88
Kyushu Electric Power Co Inc		3,700		44
Lawson Inc		2,100		117
LIXIL Group Corp		3,000		40
Marubeni Corp		14,900		103
Maruichi Steel Tube Ltd		3,200		93
McDonald’s Holdings Co Japan Ltd		1,723		80
Mebuki Financial Group Inc		32,230		82
MEIJI Holdings Co Ltd		600		49
Mitsubishi Chemical Holdings Corp, Cl B		4,700		33
Mitsubishi Motors Corp		8,800		47

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Mitsubishi Tanabe Pharma Corp		7,400	$	99
Mitsui Chemicals Inc		1,800		43
Murata Manufacturing Co Ltd		1,500		75
NEC Corp		3,300		112
NGK Spark Plug Co Ltd		2,600		48
Nippon Building Fund Inc		13		88
Nippon Prologis REIT Inc ‡		36		77
Nippon Telegraph & Telephone Corp		2,200		93
Nisshin Seifun Group Inc		4,515		104
Nomura Research Institute Ltd		2,178		99
NTT Data Corp		10,000		110
NTT DOCOMO Inc		3,700		82
Obic Co Ltd		900		91
Odakyu Electric Railway Co Ltd		3,300		80
Oji Holdings Corp		12,000		74
Ono Pharmaceutical Co Ltd		500		10
Oracle Corp Japan *		1,200		81
Otsuka Holdings Co Ltd		600		24
Pan Pacific International Holdings Corp		2,800		185
Ryohin Keikaku Co Ltd		400		101
Sankyo Co Ltd		2,500		95
Sekisui Chemical Co Ltd		5,300		85
Seven & i Holdings Co Ltd		2,100		79
Shimizu Corp		8,200		71
Shizuoka Bank Ltd/The		12,000		91
SoftBank Group Corp		400		39
Subaru Corp		4,000		91
Sumitomo Corp		6,500		90
Sumitomo Rubber Industries Ltd		6,900		83
Sysmex Corp		1,700		103
Taisei Corp		1,000		46
Taisho Pharmaceutical Holdings Co Ltd		200		19
Takeda Pharmaceutical Co Ltd		4,318		176
Teijin Ltd		4,800		79
Terumo Corp		1,000		31
Tobu Railway Co Ltd		3,400		98
Toho Co Ltd/Tokyo		2,600		104
Toho Gas Co Ltd		2,512		113
Tohoku Electric Power Co Inc		12,200		156
Tokyo Electric Power Co Holdings Inc *		31,100		197
Tokyo Gas Co Ltd		6,300		170
Tokyu Corp		4,400		77
Toray Industries Inc		10,000		64
TOTO Ltd		1,000		42
Toyo Seikan Group Holdings Ltd		1,900		39
Toyo Suisan Kaisha Ltd		3,000		114
Toyota Industries Corp		1,900		95
Toyota Motor Corp		1,700		100
Trend Micro Inc/Japan		2,000		97
Unicharm Corp		1,200		40
United Urban Investment Corp		66		104
Yamaguchi Financial Group Inc		9,000		76

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 171

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Yamazaki Baking Co Ltd		5,000	$	81
				9,089
Luxembourg — 0.0%
SES SA, Cl A		5,154		80
Netherlands — 0.1%
ABN AMRO Group NV		1,275		29
Adyen NV *(C)		188		147
Aegon NV		1,120		5
Akzo Nobel NV		1,738		154
ArcelorMittal		2,789		57
ASML Holding NV		1,281		240
Heineken Holding NV		333		33
Heineken NV		1,392		147
ING Groep NV		10,046		122
Koninklijke Ahold Delhaize NV		4,320		115
Koninklijke DSM NV		1,275		139
Koninklijke KPN NV		126,877		403
Koninklijke Philips NV		6,834		279
Koninklijke Vopak NV		6,630		318
LyondellBasell Industries NV, Cl A		3,960		333
NXP Semiconductors NV		1,949		172
Randstad NV		1,641		80
Unibail-Rodamco-Westfield		139		23
Unilever NV		3,228		188
Wolters Kluwer NV		2,040		139
				3,123
New Zealand — 0.1%
a2 Milk Co Ltd *		30,385		297
Auckland International Airport Ltd		21,194		118
Fisher & Paykel Healthcare Corp Ltd		32,232		345
Fletcher Building Ltd		67,052		226
Meridian Energy Ltd		164,211		469
Ryman Healthcare Ltd		37,156		310
Spark New Zealand Ltd		103,227		267
				2,032
Norway — 0.1%
Aker BP ASA		3,935		140
DNB ASA, Cl A		9,226		170
Equinor ASA		8,101		178
Gjensidige Forsikring ASA		3,646		63
Mowi ASA		27,299		610
Norsk Hydro ASA		54,716		222
Orkla ASA		30,555		235
Schibsted ASA, Cl B		10,678		383
Telenor ASA		15,704		315
Yara International ASA		3,013		124
				2,440

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Panama — 0.0%
Carnival Corp		1,461	$	74
Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
EDP - Energias de Portugal SA		51,467		202
Galp Energia SGPS SA		12,892		207
Jeronimo Martins SGPS SA		8,743		129
				538
Singapore — 0.1%
CapitaLand Commercial Trust		53,667		77
CapitaLand Ltd		33,800		91
City Developments Ltd		7,600		51
ComfortDelGro Corp Ltd		64,800		123
Dairy Farm International Holdings Ltd		54,200		455
Genting Singapore Ltd		242,300		186
Golden Agri-Resources Ltd		1,474,000		305
Jardine Cycle & Carriage Ltd		9,300		223
Jardine Strategic Holdings Ltd		2,500		94
Keppel Corp Ltd		16,600		76
Oversea-Chinese Banking Corp Ltd		12,800		104
SATS Ltd		8,100		31
Sembcorp Industries Ltd		31,300		59
Singapore Airlines Ltd		4,200		30
Singapore Press Holdings Ltd		204,200		363
Singapore Technologies Engineering Ltd		25,400		70
Singapore Telecommunications Ltd		133,900		298
United Overseas Bank Ltd		5,300		99
UOL Group Ltd		7,072		36
Venture Corp Ltd		19,800		262
Wilmar International Ltd		116,800		285
Yangzijiang Shipbuilding Holdings Ltd		115,350		128
				3,446
Spain — 0.1%
ACS Actividades de Construccion y Servicios SA		2,833		125
Aena SME SA (C)		765		138
Amadeus IT Group SA, Cl A		2,397		192
Banco Bilbao Vizcaya Argentaria SA		10,923		63
Banco Santander SA		16,470		77
Bankia SA		20,227		52
Bankinter SA		7,228		55
Enagas SA		17,643		514
Endesa SA		8,610		220
Ferrovial SA		4,529		106
Grifols SA		9,996		280
Iberdrola SA		26,058		229
Industria de Diseno Textil SA		4,514		133
International Consolidated Airlines Group SA		11,138		74
Naturgy Energy Group SA		6,561		184

172 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Red Electrica Corp SA		10,145	$	216
Repsol SA, Cl A		6,235		107
Siemens Gamesa Renewable Energy SA		5,394		86
Telefonica SA		4,820		40
				2,891
Sweden — 0.1%
Alfa Laval AB		3,670		84
Atlas Copco AB, Cl A		1,818		49
Atlas Copco AB, Cl B		1,891		47
Boliden AB		1,050		30
Electrolux AB		10,068		259
Epiroc AB, Cl A		1,818		18
Epiroc AB, Cl B		1,891		18
Essity AB, Cl B		7,171		207
Hennes & Mauritz AB, Cl B		16,068		269
Hexagon AB, Cl B		2,068		108
Husqvarna AB, Cl B		17,924		147
ICA Gruppen AB		7,278		293
Industrivarden AB, Cl C		4,865		102
Kinnevik AB		1,565		41
Lundin Petroleum AB		7,477		254
Millicom International Cellular SA		1,589		97
Nordea Bank Abp		6,982		53
Skandinaviska Enskilda Banken AB, Cl A		7,936		69
Svenska Handelsbanken AB, Cl A		7,194		76
Swedbank AB, Cl A		4,910		70
Swedish Match AB		4,369		223
Tele2 AB, Cl B		6,112		82
Telefonaktiebolaget LM Ericsson, Cl B		42,385		390
Telia Co AB		63,713		288
Volvo AB, Cl B		6,277		97
				3,371
Switzerland — 0.2%
ABB Ltd		4,545		85
Adecco Group AG		1,187		63
Baloise Holding AG		496		82
Barry Callebaut AG		61		110
Chocoladefabriken Lindt & Spruengli AG		31		354
Cie Financiere Richemont SA		1,741		127
Clariant AG		1,232		26
Dufry AG		1,505		158
EMS-Chemie Holding AG		62		34
Geberit AG		215		88
Givaudan SA		28		72
Kuehne + Nagel International AG		661		91
LafargeHolcim Ltd		1,540		76
Lonza Group AG		312		97
Nestle SA		1,850		176
Novartis AG		1,161		112
Partners Group Holding AG		140		102

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Roche Holding AG		898	$	247
Schindler Holding AG		542		112
SGS SA, Cl B		41		102
Sonova Holding AG		638		126
Straumann Holding AG		271		221
Swatch Group AG/The		3,136		173
Swatch Group AG/The, Cl B		494		141
Swiss Life Holding AG		254		112
Swiss Re AG		978		96
Swisscom AG		920		450
TE Connectivity Ltd		1,862		150
Temenos AG		882		130
UBS Group AG		5,937		72
Vifor Pharma AG		721		97
Zurich Insurance Group AG		87		29
				4,111
United Kingdom — 0.2%
Admiral Group PLC		3,076		87
Associated British Foods PLC		2,191		70
AstraZeneca PLC		2,062		165
Aviva PLC		17,112		92
Barratt Developments PLC		14,410		113
BP PLC		32,264		235
British American Tobacco PLC		1,681		70
BT Group PLC, Cl A		31,533		92
Bunzl PLC		3,000		99
Burberry Group PLC		3,826		97
Centrica PLC		85,316		127
Coca-Cola HBC AG		3,429		117
ConvaTec Group PLC (C)		45,774		84
Diageo PLC		2,888		118
easyJet PLC		3,512		51
Experian PLC		2,610		71
G4S PLC		16,567		40
GlaxoSmithKline PLC		7,569		157
Imperial Brands PLC		3,182		109
Informa PLC		13,266		129
InterContinental Hotels Group PLC		1,158		70
Intertek Group PLC		544		34
ITV PLC		52,450		87
J Sainsbury PLC		21,670		67
John Wood Group PLC		27,090		179
Johnson Matthey PLC		1,866		76
Kingspan Group PLC		6,500		301
Marks & Spencer Group PLC		10,789		39
Micro Focus International PLC		9,338		243
National Grid PLC		24,779		275
NMC Health PLC		2,427		72
Pearson PLC		16,363		178
Persimmon PLC		1,979		56
Reckitt Benckiser Group PLC		1,075		89

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 173

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
RELX PLC		3,034	$	65
Rio Tinto PLC		2,159		125
Royal Dutch Shell PLC, Cl A		4,870		153
Royal Dutch Shell PLC, Cl B		4,366		138
Royal Mail PLC		6,924		21
RSA Insurance Group PLC		16,014		106
Sage Group PLC/The		25,020		229
Severn Trent PLC		8,989		231
Smith & Nephew PLC		8,008		159
Smiths Group PLC		4,570		85
Smurfit Kappa Group PLC		5,974		167
SSE PLC		11,068		171
Standard Life Aberdeen PLC		22,285		77
TUI AG		3,217		31
Unilever PLC		2,107		121
United Utilities Group PLC, Cl B		9,009		96
Vodafone Group PLC		42,865		78
Whitbread PLC		1,095		72
Wm Morrison Supermarkets PLC		34,659		103
WPP PLC		8,141		86
				6,203
Total Foreign Common Stock (Cost $71,230) ($ Thousands)				82,538
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 1.5%
Communication Services — 0.0%
Alphabet Inc
3.625%, 05/19/2021 (B)	$	150		154
Consumer Discretionary — 0.0%
Toyota Motor Credit MTN
3.200%, 01/11/2027 (B)		750		762
University of Southern California
5.250%, 10/01/2111 (B)		100		127
				889
Consumer Staples — 0.0%
Coca-Cola
3.200%, 11/01/2023 (B)		500		514
Colgate-Palmolive MTN
2.300%, 05/03/2022 (B)		250		249
Procter & Gamble
1.850%, 02/02/2021 (B)		250		247
				1,010
Energy — 0.1%
Chevron
2.954%, 05/16/2026 (B)		1,000		1,007

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinor
2.450%, 01/17/2023 (B)	$	250	$	248
Nexen Energy ULC
5.875%, 03/10/2035 (B)		100		120
Shell International Finance BV
3.250%, 05/11/2025 (B)		250		255
XTO Energy
6.750%, 08/01/2037 (B)		300		419
				2,049
Financials — 1.0%
African Development Bank MTN
2.375%, 09/23/2021 (B)		1,750		1,751
Australia & New Zealand Banking Group NY MTN
2.250%, 06/13/2019 (B)		1,300		1,299
Bank of Montreal MTN
2.550%, 11/06/2022 (B)		250		249
1.900%, 08/27/2021 (B)		750		737
1.500%, 07/18/2019 (B)		1,000		997
Bank of New York Mellon
3.550%, 09/23/2021 (B)		200		204
Bank of Nova Scotia
4.375%, 01/13/2021 (B)		250		257
2.700%, 03/07/2022 (B)		500		501
Berkshire Hathaway
3.400%, 01/31/2022 (B)		150		154
2.750%, 03/15/2023 (B)		1,000		1,006
Canadian Imperial Bank of Commerce
1.600%, 09/06/2019 (B)		1,000		996
CME Group
3.000%, 09/15/2022 (B)		100		101
3.000%, 03/15/2025 (B)		1,000		1,005
Commonwealth Bank of Australia NY
2.550%, 03/15/2021 (B)		1,750		1,741
HSBC Holdings
5.100%, 04/05/2021 (B)		250		261
JPMorgan Chase Bank
1.650%, 09/23/2019 (B)		1,000		995
Kreditanstalt fuer Wiederaufbau
2.375%, 08/25/2021 (B)		1,000		1,001
2.125%, 03/07/2022 (B)		500		497
2.125%, 06/15/2022 (B)		500		497
2.125%, 01/17/2023 (B)		500		495
1.875%, 11/30/2020 (B)		1,000		992
1.500%, 06/15/2021 (B)		500		491
Landwirtschaftliche Rentenbank
2.375%, 06/10/2025 (B)		250		249
2.250%, 10/01/2021 (B)		1,000		997
2.000%, 01/13/2025 (B)		250		244
1.750%, 04/15/2019 (B)		200		200
1.375%, 10/23/2019 (B)		500		497

174 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026 (B)	$	750	$	711
National Australia Bank
3.000%, 01/20/2023 (B)		200		200
1.875%, 07/12/2021 (B)		750		734
Nordic Investment Bank MTN
1.500%, 09/29/2020 (B)		1,000		987
Oesterreichische Kontrollbank
1.875%, 01/20/2021 (B)		750		743
Royal Bank of Canada MTN
1.500%, 07/29/2019 (B)		1,000		996
Svenska Handelsbanken MTN
2.450%, 03/30/2021 (B)		1,000		995
Toronto-Dominion Bank MTN
2.125%, 04/07/2021 (B)		500		495
US Bank
2.125%, 10/28/2019 (B)		400		399
Wells Fargo Bank
1.750%, 05/24/2019 (B)		1,000		999
Wells Fargo Bank MTN
2.150%, 12/06/2019 (B)		500		498
Westpac Banking
4.875%, 11/19/2019 (B)		200		203
2.600%, 11/23/2020 (B)		1,000		998
2.000%, 08/19/2021 (B)		750		737
				28,109
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037 (B)		300		390
3.375%, 12/05/2023 (B)		500		521
2.450%, 03/01/2026 (B)		1,000		977
Sanofi
4.000%, 03/29/2021 (B)		150		154
				2,042
Industrials — 0.0%
3M MTN
5.700%, 03/15/2037 (B)		150		189
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035 (B)		750		694
				883
Information Technology — 0.2%
Apple Inc
2.850%, 02/23/2023 (B)		1,000		1,009
2.500%, 02/09/2022 (B)		500		499
2.400%, 05/03/2023 (B)		250		248
Automatic Data Processing
2.250%, 09/15/2020 (B)		500		497

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Microsoft
3.700%, 08/08/2046 (B)	$	500	$	510
3.300%, 02/06/2027 (B)		1,000		1,027
2.125%, 11/15/2022 (B)		500		494
				4,284
Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026 (B)		1,000		989
Florida Power & Light
3.125%, 12/01/2025 (B)		1,000		1,015
Southern California Gas
5.125%, 11/15/2040 (B)		150		173
				2,177
Total Corporate Obligations (Cost $41,925) ($ Thousands)				41,597
	Shares
EXCHANGE TRADED FUND — 1.3%
iShares iBoxx $ Investment Grade Corporate Bond ETF		315,193		37,527
Total Exchange Traded Fund (Cost $36,402) ($ Thousands)				37,527
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE (D)		342		21
Volkswagen AG (D)		220		35
				56
Consumer Staples — 0.0%
Henkel AG & Co KGaA (D)		1,296		132
Health Care — 0.0%
Sartorius AG (D)		665		114
Materials — 0.0%
FUCHS PETROLUB SE (D)		1,520		63
Total Preferred Stock (Cost $365) ($ Thousands)				365
Total Investments in Securities — 73.1% (Cost $2,001,457) ($ Thousands)			$	2,050,802

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 175

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Amsterdam Index		96		Apr-2019	$	11,552	$	11,813	$	310
Australian 10-Year Bond		2,116		Jun-2019		203,401		208,264		4,159
Brent Crude**		663		Jun-2019		43,909		44,560		652
CAC40 10 Euro Index		530		Apr-2019		31,352		31,797		575
Canadian 10-Year Bond		1,980		Jun-2019		204,436		206,070		4,295
CBT 5-Year DSF		237		Jun-2019		24,254		24,498		244
CBT 10-Year DSF		952		Jun-2019		97,862		100,034		2,173
Coffee C		184		Jul-2019		6,835		6,696		(139	)
Copper		67		Jun-2019		4,674		4,918		244
Corn**		386		Jul-2019		7,360		7,069		(291	)
Cotton No. 2**		162		Jul-2019		6,234		6,343		109
Crude Oil**		996		May-2019		57,412		60,039		2,627
DAX Index		56		Jun-2019		18,216		18,132		(11	)
DAX Index		16		Jun-2019		5,201		5,181		—
DJ Euro Stoxx 50 Index		1,993		Jun-2019		72,379		73,222		1,143
Dow Jones-UBS Commodity Index		816		Jun-2019		6,588		6,626		38
Euro-Bob		676		Jun-2019		101,606		101,060		876
Euro-BTP		421		Jun-2019		60,618		61,203		1,441
Euro-Bund		3,544		Jun-2019		658,007		661,931		12,552
Euro-Buxl 30 Year Bond		117		Jun-2019		24,262		25,179		1,263
Feeder Cattle**		29		Aug-2019		2,202		2,266		64
Feeder Cattle		63		May-2019		4,725		4,686		(39	)
FTSE 100 Index		883		Jun-2019		81,585		82,975		1,803
FTSE MIB Index		99		Jun-2019		11,312		11,528		283
FTSE/JSE Top 40 Index		75		Jun-2019		2,634		2,641		5
Gasoline**		118		Jun-2019		9,060		9,258		198
Gold		113		Jun-2019		14,762		14,673		(89	)
Gold**		396		Jun-2019		51,310		51,421		111
Hang Seng China Enterprises Index		247		Apr-2019		17,778		17,894		120
Hang Seng Index		99		Apr-2019		18,099		18,335		240
IBEX 35 Index		63		Apr-2019		6,489		6,500		41
Japanese 10-Year Bond		457		Jun-2019		628,314		632,868		2,300
Japanese 10-Year Bond E-MINI		1,740		Jun-2019		236,958		240,961		1,412
KC HRW Wheat**		65		Jul-2019		1,435		1,423		(12	)
KOSPI 200 Index		158		Jun-2019		9,648		9,646		18
Lean Hogs		4		Aug-2019		125		149		24
Lean Hogs		224		Jun-2019		6,854		7,934		1,080
Live Cattle		364		Jul-2019		17,429		17,326		(103	)
LME Copper**		160		Jun-2019		24,380		25,946		1,566
LME Lead**		59		Jun-2019		2,964		2,975		11
LME Nickel**		170		Jun-2019		12,016		13,245		1,229
LME Primary Aluminum		208		Jun-2019		9,803		9,937		134
LME Zinc**		154		Jun-2019		10,156		11,299		1,143
Long Gilt 10-Year Bond		786		Jun-2019		130,833		132,500		1,931
Low Sulphur Gasoil		56		May-2019		3,424		3,401		(23	)
Low Sulphur Gasoil**		226		Jun-2019		13,758		13,775		16
MSCI Emerging Markets		1,334		Jun-2019		69,658		70,529		870
MSCI Taiwan Index		560		Apr-2019		21,651		21,879		228
Natural Gas**		202		Jun-2019		5,806		5,480		(326	)
Natural Gas		46		Jun-2019		1,297		1,275		(22	)
Natural Gas		199		May-2019		5,470		5,297		(173	)
NY Harbor ULSD**		142		Jun-2019		11,844		11,778		(66	)
NYMEX Cocoa		28		Sep-2019		614		636		21

176 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
NYMEX Cocoa**		147		Jul-2019	$	3,261	$	3,337	$	75
NYMEX Cocoa		196		Jul-2019		4,678		4,449		(229)
OMX Stockholm 30 Index		284		Apr-2019		4,647		4,734		42
Russell 2000 Index E-MINI		2,034		Jun-2019		155,873		157,004		1,132
S&P - Goldman Sachs Commodity Index		350		Apr-2019		36,996		37,958		961
S&P 500 Index E-MINI		3,270		Jun-2019		452,077		463,980		11,903
S&P Mid Cap 400 Index E-MINI		238		Jun-2019		44,639		45,244		605
S&P TSX 60 Index		291		Jun-2019		41,368		41,696		156
Silver		325		Jun-2019		25,967		24,554		(1,413)
Silver**		58		Aug-2019		4,409		4,409		–
Soybean**		314		Jul-2019		14,301		14,095		(207)
Soybean Meal		89		Jul-2019		2,836		2,759		(77)
Soybean Meal**		138		Jul-2019		4,248		4,278		30
Soybean Oil**		356		May-2019		6,503		6,058		(446)
Soybean Oil**		343		Jul-2019		6,030		5,904		(125)
SPI 200 Index		218		Jun-2019		23,859		23,890		4
SPI 200 Index		86		Jun-2019		9,456		9,425		(37)
Sugar No. 11**		783		Jul-2019		11,011		11,094		83
TOPIX Index		520		Jun-2019		74,355		74,792		(333)
U.S. 2-Year Treasury Note		1		Jul-2019		212		213		1
U.S. 10-Year Treasury Note		8,046		Jun-2019		984,623		999,464		14,841
U.S. Long Treasury Bond		527		Jun-2019		76,651		78,869		2,218
Wheat**		260		Jul-2019		5,786		6,026		240
Wheat		159		Jul-2019		3,743		3,685		(58)
					$	5,088,080	$	5,154,988	$	75,621

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/26/19	CHF		3,900	USD		3,933	$	6
BNP Paribas		04/26/19	CAD		9,700	USD		7,253		(13)
Brown Brothers Harriman		04/26/19	EUR		44	USD		49		—
Citigroup		06/19/19	CHF		117	USD		118		1
Citigroup		06/19/19	CHF		818	USD		824		(4)
Citigroup		06/19/19	USD		159	GBP		122		1
Citigroup		06/19/19	USD		1,934	GBP		1,464		(19)
Citigroup		06/19/19	USD		4,308	CLP		2,832,100		(142)
Citigroup		06/19/19	USD		4,462	CZK		100,550		(79)
Citigroup		06/19/19	INR		4,700	USD		65		(1)
Citigroup		06/19/19	USD		6,036	HUF		1,670,550		(165)
Citigroup		06/19/19	HKD		6,088	USD		778		1
Citigroup		06/19/19	HKD		2,449	USD		313		—
Citigroup		06/19/19	BRL		9,800	USD		2,537		33
Citigroup		06/19/19	USD		791	EUR		700		1
Citigroup		06/19/19	USD		10,484	EUR		9,173		(114)
Citigroup		06/19/19	USD		1,228	PLN		4,701		2
Citigroup		06/19/19	USD		11,026	PLN		41,799		(92)
Citigroup		06/19/19	PLN		11,950	USD		3,156		30
Citigroup		06/19/19	PLN		3,050	USD		796		(2)
Citigroup		06/19/19	USD		6,261	CNH		42,240		25

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 177

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/19/19	USD		10,135	CNH		67,810	$	(45)
Citigroup		06/19/19	HUF		18,200	USD		66		2
Citigroup		06/19/19	USD		21,092	ZAR		300,150		(475)
Citigroup		06/19/19	USD		21,656	BRL		82,150		(661)
Citigroup		06/19/19	USD		20,655	INR		1,485,550		542
Citigroup		06/19/19	USD		2,901	INR		201,600		(24)
Citigroup		06/19/19	USD		23,842	KRW		26,729,250		(273)
Citigroup		06/19/19	GBP		33,051	USD		43,630		397
Citigroup		06/19/19	GBP		2,428	USD		3,156		(20)
Citigroup		06/19/19	USD		8,396	MXN		165,962		52
Citigroup		06/19/19	USD		30,922	MXN		603,788		(187)
Citigroup		06/19/19	ZAR		48,050	USD		3,328		27
Citigroup		06/19/19	ZAR		14,150	USD		965		(7)
Citigroup		06/19/19	MXN		12,350	USD		630		1
Citigroup		06/19/19	MXN		50,150	USD		2,547		(6)
Citigroup		06/19/19	EUR		148,805	USD		170,082		1,872
Citigroup		06/19/19	KRW		3,867,875	USD		3,436		26
JPMorgan Chase Bank		04/26/19	JPY		1,009,700	USD		9,153		8
JPMorgan Chase Bank		06/19/19	CHF		117	USD		118		—
JPMorgan Chase Bank		06/19/19	CHF		818	USD		824		(5)
JPMorgan Chase Bank		06/19/19	USD		159	GBP		122		1
JPMorgan Chase Bank		06/19/19	USD		1,934	GBP		1,464		(19)
JPMorgan Chase Bank		06/19/19	USD		4,308	CLP		2,832,100		(143)
JPMorgan Chase Bank		06/19/19	USD		4,462	CZK		100,550		(79)
JPMorgan Chase Bank		06/19/19	INR		4,700	USD		65		(2)
JPMorgan Chase Bank		06/19/19	USD		6,036	HUF		1,670,550		(166)
JPMorgan Chase Bank		06/19/19	HKD		6,088	USD		778		—
JPMorgan Chase Bank		06/19/19	HKD		2,449	USD		313		—
JPMorgan Chase Bank		06/19/19	BRL		9,800	USD		2,537		32
JPMorgan Chase Bank		06/19/19	USD		791	EUR		700		—
JPMorgan Chase Bank		06/19/19	USD		10,484	EUR		9,173		(115)
JPMorgan Chase Bank		06/19/19	USD		1,228	PLN		4,701		1
JPMorgan Chase Bank		06/19/19	USD		11,026	PLN		41,799		(92)
JPMorgan Chase Bank		06/19/19	PLN		11,950	USD		3,156		30
JPMorgan Chase Bank		06/19/19	PLN		3,050	USD		796		(2)
JPMorgan Chase Bank		06/19/19	USD		6,261	CNH		42,240		24
JPMorgan Chase Bank		06/19/19	USD		10,135	CNH		67,810		(46)
JPMorgan Chase Bank		06/19/19	HUF		18,200	USD		66		1
JPMorgan Chase Bank		06/19/19	USD		21,092	ZAR		300,150		(475)
JPMorgan Chase Bank		06/19/19	USD		21,656	BRL		82,150		(661)
JPMorgan Chase Bank		06/19/19	USD		20,655	INR		1,485,550		542
JPMorgan Chase Bank		06/19/19	USD		2,901	INR		201,600		(25)
JPMorgan Chase Bank		06/19/19	USD		23,842	KRW		26,729,250		(273)
JPMorgan Chase Bank		06/19/19	GBP		33,051	USD		43,630		396
JPMorgan Chase Bank		06/19/19	GBP		2,428	USD		3,156		(21)
JPMorgan Chase Bank		06/19/19	USD		8,396	MXN		165,962		52
JPMorgan Chase Bank		06/19/19	USD		30,922	MXN		603,788		(188)
JPMorgan Chase Bank		06/19/19	ZAR		48,050	USD		3,328		27
JPMorgan Chase Bank		06/19/19	ZAR		14,150	USD		965		(8)

178 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		06/19/19	MXN		12,350	USD		630	$	1
JPMorgan Chase Bank		06/19/19	MXN		50,150	USD		2,547		(6	)
JPMorgan Chase Bank		06/19/19	EUR		148,805	USD		170,082		1,872
JPMorgan Chase Bank		06/19/19	KRW		3,867,875	USD		3,436		25
State Street		04/26/19	AUD		7,900	USD		5,645		31
State Street		04/26/19	HKD		38,400	USD		4,896		—
State Street		04/26/19	GBP		59,599	USD		78,680		937
State Street		04/26/19	EUR		108,925	USD		123,913		1,354
									$	3,698

A list of the open OTC swap agreements held by the Fund at March 31, 2019 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Merrill Lynch

TAIEX Index

Negative Price Return

Positive Price Return

At Maturity

04/17/2019

TWD

4,139

$

4,195

$

—

$

55

Bank of America

Bovespa Index

Negative Price Return

Positive Price Return

At Maturity

04/17/2019

BRL

18,826

17,920

—

(139

)

JPMorgan Chase

TAIEX Index

Negative Price Return

Positive Price Return

At Maturity

04/17/2019

TWD

943

963

—

17

Bank of America

H-Shares Index

Negative Price Return

Positive Price Return

At Maturity

04/29/2019

HKD

33,158

33,470

—

321

Bank of America

Hang Seng Index

Negative Price Return

Positive Price Return

At Maturity

04/29/2019

HKD

10,198

10,371

—

177

JPMorgan Chase

H-Shares Index

Negative Price Return

Positive Price Return

At Maturity

04/29/2019

HKD

24,943

25,211

—

272

Bank of America

KOSPI 200 Index

Negative Price Return

Positive Price Return

At Maturity

06/13/2019

KRW

6,176

6,166

—

1

JPMorgan Chase

KOSPI 200 Index

Negative Price Return

Positive Price Return

At Maturity

06/13/2019

KRW

11,498

11,539

—

31

Bank of America

Live Hog**

Negative Price Return

Positive Price Return

At Maturity

06/14/2019

USD

31

36

—

5

Bank of America

Swiss Market Index

Negative Price Return

Positive Price Return

At Maturity

06/21/2019

CHF

42,644

43,983

—

784

Merrill Lynch

Live Cattle**

Negative Price Return

Positive Price Return

At Maturity

06/28/2019

USD

2,449

2,428

—

(21

)

Merrill Lynch

Sugar**

Negative Price Return

Positive Price Return

At Maturity

06/28/2019

USD

111

114

—

3

Citigroup

Sugar**

Negative Price Return

Positive Price Return

At Maturity

06/28/2019

USD

14

14

—

–

Merrill Lynch

Cotton No.2**

Negative Price Return

Positive Price Return

At Maturity

07/09/2019

USD

415

431

—

16

Citigroup

Soybean**

Negative Price Return

Positive Price Return

At Maturity

07/12/2019

USD

15,520

15,306

—

(214

)

Citigroup

Soybean Mel**

Negative Price Return

Positive Price Return

At Maturity

07/12/2019

USD

464

465

—

1

Citigroup

Corn**

Negative Price Return

Positive Price Return

At Maturity

07/12/2019

USD

206

201

—

(5

)

Merrill Lynch

Corn**

Negative Price Return

Positive Price Return

At Maturity

07/12/2019

USD

353

348

—

(5

)

Merrill Lynch

Wheat**

Negative Price Return

Positive Price Return

At Maturity

07/12/2019

USD

607

625

—

18

Citigroup

Cocoa**

Negative Price Return

Positive Price Return

At Maturity

07/16/2019

USD

176

181

—

5

Merrill Lynch

Cocoa**

Negative Price Return

Positive Price Return

At Maturity

07/16/2019

USD

66

68

—

2

Citigroup

Coffee ‘C’**

Negative Price Return

Positive Price Return

At Maturity

07/19/2019

USD

150

145

—

(5

)

$

174,180

$

—

$

1,319

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Thousands)
3-MONTH USD - LIBOR		3.00%		Semi-Annually		06/19/2021		USD		73,000	$	947	$	512	$	435
3-MONTH USD - LIBOR		3.00%		Semi-Annually		09/18/2021		USD		319,196		4,473		2,955		1,517
3-MONTH USD - LIBOR		3.00%		Semi-Annually		06/19/2024		USD		114,334		3,904		579		3,325
											$	9,324	$	4,046	$	5,277

Percentages are based on Net Assets of $2,804,406 ($ Thousands).

* Non-income producing security.

** Futures and swap contracts held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2019.

^‡  Real Estate Investment Trust.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 179

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Accumulation Fund (Concluded)

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(B) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2019.

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $40,648 ($ Thousands), representing 1.4% of the Net Assets of the Fund.

(D) There is currently no rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CBT — Chicago Board of Trade

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Index

DJ — Dow Jones

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times and Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IBEX —Spanish Stock Exchange Index

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KOSPI — Korea Composite Stock Price Index

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LME — London Metal Exchange

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

NYMEX — New York Mercantile Exchange

OMX — Offset Market Exchange

OTC — Over the Counter

PLC — Public Limited Company

PLN — Polish Zloty

REIT — Real Estate investment Trust

S&P— Standard & Poor’s

Ser — Series

SPI — Share Price Index

TAIEX — Taiwan Capitalization Weighted Stock Index

TOPIX — Tokyo Stock Exchange

TSX — Toronto Stock Exchange

ULSD — Ultra-Low Sulfur Diesel

USD — United States Dollar

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	–	$	1,346,792	$	–	$	1,346,792
Sovereign Debt		–		448,599		–		448,599
Common Stock		93,384		–		–		93,384
Foreign Common Stock		82,538		–		–		82,538
Corporate Obligations		–		41,597		–		41,597
Exchange Traded Fund		37,527		–		–		37,527
Preferred Stock		365		–		–		365
Total Investments in Securities	$	213,814	$	1,836,988	$	–	$	2,050,802

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	79,840		$	–		$	–	$	79,840
Unrealized Depreciation		(4,219	)		–			–		(4,219	)
Forwards Contracts*
Unrealized Appreciation		–			8,353			–		8,353
Unrealized Depreciation		–			(4,655	)		–		(4,655	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			1,708			–		1,708
Unrealized Depreciation		–			(389	)		–		(389	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			5,277			–		5,277
Total Other Financial Instruments	$	75,621		$	10,294		$	–	$	85,915

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

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

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

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

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

180 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund

^†Percentages are based on total investments.

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS — 45.3%
Communication Services — 5.9%
21st Century Fox America
4.950%, 10/15/2045	$		250	$	297
Altice France
6.250%, 05/15/2024 (A)			1,250		1,259
AMC Entertainment Holdings
5.750%, 06/15/2025			1,000		935
AMC Networks
5.000%, 04/01/2024			400		402
American Media
10.500%, 12/31/2026			1,420		1,393
AT&T
4.250%, 03/01/2027			900		925
4.125%, 02/17/2026			400		409
3.600%, 02/17/2023			1,300		1,325
CCO Holdings
5.750%, 02/15/2026 (A)			675		706
5.125%, 02/15/2023			720		733
5.000%, 02/01/2028 (A)			1,640		1,617
CenturyLink
5.800%, 03/15/2022			1,200		1,222
Charter Communications Operating
5.375%, 04/01/2038			250		251
4.908%, 07/23/2025			2,175		2,295
4.464%, 07/23/2022			1,300		1,345
4.200%, 03/15/2028			320		318
Clear Channel Worldwide Holdings
9.250%, 02/15/2024 (A)			500		530
Cogent Communications Group
5.375%, 03/01/2022 (A)			660		675

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Comcast
3.950%, 10/15/2025	$		1,350	$	1,412
Comunicaciones Celulares Via Comcel Trust
6.875%, 02/06/2024			200		208
Digicel
6.000%, 04/15/2021			600		500
Digicel Group One
8.250%, 12/30/2022 (A)			61		37
Digicel Group Two
8.250%, 09/30/2022 (A)			263		88
DISH DBS
7.750%, 07/01/2026			2,600		2,262
6.750%, 06/01/2021			1,850		1,907
DISH Network
3.375%, 08/15/2026			490		416
Fox
5.476%, 01/25/2039 (A)			110		122
4.709%, 01/25/2029 (A)			600		643
4.030%, 01/25/2024 (A)			300		311
Frontier Communications
8.500%, 04/01/2026 (A)			1,300		1,209
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)			650		660
Level 3 Financing
5.625%, 02/01/2023			1,150		1,163
Match Group
5.000%, 12/15/2027 (A)			880		887
Mauritius Investments
6.500%, 10/13/2026 (A)			320		325
4.755%, 11/11/2024			400		380
Meredith
6.875%, 02/01/2026			825		866
Millicom International Cellular
6.625%, 10/15/2026 (A)			440		462
6.250%, 03/25/2029 (A)			530		539
5.125%, 01/15/2028 (A)			280		268
Netflix
6.375%, 05/15/2029 (A)			680		735
5.875%, 11/15/2028 (A)			560		592
4.875%, 04/15/2028			800		792
Nexstar Broadcasting
5.625%, 08/01/2024 (A)			1,150		1,167
Sirius XM Radio
5.375%, 04/15/2025 (A)			400		411
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr+4.226%, 12/31/2049			200		187
Sprint
7.875%, 09/15/2023			950		995
7.625%, 03/01/2026			1,310		1,328
7.250%, 09/15/2021			1,850		1,942

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 181

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint Capital
8.750%, 03/15/2032	$		650	$	686
6.875%, 11/15/2028			250		240
Sprint Communications
11.500%, 11/15/2021			650		749
7.000%, 08/15/2020			500		516
Telecom Italia
5.303%, 05/30/2024 (A)			3,440		3,457
Telecom Italia Capital
6.000%, 09/30/2034			500		463
Telefonica Europe BV
5.875%, VAR EUR Swap Annual 10 Yr+4.301%, 03/31/2049	EUR		1,100		1,371
T-Mobile USA
4.750%, 02/01/2028	$		570		565
4.500%, 02/01/2026			600		600
0.000%, 03/01/2025			300		–
0.000%, 01/15/2026			600		–
Verizon Communications
4.329%, 09/21/2028			1,971		2,084
3.875%, 02/08/2029			275		282
3.500%, 11/01/2024			625		640
3.376%, 02/15/2025			2,325		2,352
Vodafone Group
3.750%, 01/16/2024			800		807
Wind Tre
5.000%, 01/20/2026 (A)			340		310
2.625%, 01/20/2023 (A)	EUR		730		794
					55,367
Consumer Discretionary — 5.4%
1011778 BC ULC / New Red Finance
4.250%, 05/15/2024 (A)	$		880		871
Altice
7.750%, 05/15/2022 (A)			2,320		2,320
Altice Financing
7.500%, 05/15/2026 (A)			4,800		4,738
Altice France
7.375%, 05/01/2026 (A)			2,700		2,646
Amazon.com
3.150%, 08/22/2027			2,025		2,039
American Axle & Manufacturing
6.500%, 04/01/2027			780		755
6.250%, 04/01/2025			1,300		1,266
Ashtead Capital
4.375%, 08/15/2027 (A)			450		434
Boyd Gaming
6.000%, 08/15/2026			250		256
CalAtlantic Group
5.250%, 06/01/2026			330		338
Carriage Services
6.625%, 06/01/2026 (A)			840		859

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CSC Holdings
6.500%, 02/01/2029 (A)	$		2,370	$	2,524
Delphi Technologies
5.000%, 10/01/2025 (A)			1,200		1,057
Europcar Mobility Group
5.750%, 06/15/2022	EUR		420		483
4.125%, 11/15/2024 (A)			650		729
Ford Motor Credit
5.875%, 08/02/2021	$		350		362
Getty Images
9.750%, 03/01/2027 (A)			100		101
Gohl Capital
4.250%, 01/24/2027			320		318
Hanesbrands
4.875%, 05/15/2026 (A)			1,130		1,115
Hilton Domestic Operating
5.125%, 05/01/2026 (A)			380		386
Hilton Worldwide Finance
4.875%, 04/01/2027			1,090		1,102
4.625%, 04/01/2025			90		91
Jack Ohio Finance
10.250%, 11/15/2022 (A)			770		826
L Brands
5.625%, 10/15/2023			490		501
5.250%, 02/01/2028			1,440		1,283
Lennar
5.250%, 06/01/2026			750		772
4.750%, 11/29/2027			570		570
Levi Strauss
5.000%, 05/01/2025			370		381
MGM Resorts International
6.000%, 03/15/2023			1,450		1,530
Mohegan Gaming & Entertainment
7.875%, 10/15/2024 (A)			500		495
Myriad International Holdings BV
4.850%, 07/06/2027 (A)			1,140		1,170
NCL
4.750%, 12/15/2021 (A)			830		839
Panther BF Aggregator 2
6.250%, 05/15/2026 (A)			850		867
Sally Holdings
5.625%, 12/01/2025			180		179
Sands China
5.125%, 08/08/2025			700		730
Scientific Games International
10.000%, 12/01/2022			1,710		1,797
8.250%, 03/15/2026 (A)			700		714
5.000%, 10/15/2025 (A)			1,550		1,519
Service International
7.500%, 04/01/2027			70		80
Silversea Cruise Finance
7.250%, 02/01/2025 (A)			600		649

182 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Speedway Motorsports
5.125%, 02/01/2023	$		690	$	693
Starbucks
3.800%, 08/15/2025			875		902
Telecom Argentina
6.500%, 06/15/2021 (A)			150		149
Univision Communications
6.750%, 09/15/2022 (A)			230		233
5.125%, 05/15/2023 (A)			3,200		3,030
UPC Holding BV
5.500%, 01/15/2028 (A)			330		329
Viking Cruises
5.875%, 09/15/2027 (A)			1,260		1,226
Virgin Media Secured Finance
5.500%, 01/15/2025	GBP		243		324
5.000%, 04/15/2027			800		1,048
VOC Escrow
5.000%, 02/15/2028 (A)	$		1,970		1,916
Weight Watchers International
8.625%, 12/01/2025 (A)			800		718
William Carter
5.625%, 03/15/2027 (A)			320		331
WMG Acquisition
5.500%, 04/15/2026 (A)			200		205
ZF North America Capital
4.750%, 04/29/2025 (A)			440		427
					51,223
Consumer Staples — 1.6%
Altria Group
4.800%, 02/14/2029			380		392
4.400%, 02/14/2026			135		139
3.800%, 02/14/2024			875		890
Anheuser-Busch
3.650%, 02/01/2026 (A)			3,450		3,460
Anheuser-Busch InBev Finance
3.300%, 02/01/2023			2,475		2,510
Anheuser-Busch InBev Worldwide
5.800%, 01/23/2059			120		133
5.550%, 01/23/2049			1,450		1,592
Central American Bottling
5.750%, 01/31/2027 (A)			180		185
Constellation Brands
4.400%, 11/15/2025			325		341
Constellation Brands Inc
3.384%, VAR ICE LIBOR USD 3 Month+0.700%, 11/15/2021			950		950
Cott Holdings
5.500%, 04/01/2025 (A)			500		504
HLF Financing Sarl
7.250%, 08/15/2026 (A)			700		721

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kraft Heinz Foods
5.000%, 07/15/2035	$		300	$	296
Lamb Weston Holdings
4.875%, 11/01/2026 (A)			720		730
Lindley
4.625%, 04/12/2023			190		193
Performance Food Group
5.500%, 06/01/2024 (A)			300		303
Post Holdings
5.750%, 03/01/2027 (A)			600		602
5.625%, 01/15/2028 (A)			800		794
Prosperous Ray
4.625%, 11/12/2023			500		523
Reynolds American
4.450%, 06/12/2025			125		129
					15,387
Energy — 8.0%
Abu Dhabi Crude Oil Pipeline
4.600%, 11/02/2047 (A)			1,760		1,815
Anadarko Petroleum
6.600%, 03/15/2046			180		219
5.550%, 03/15/2026			300		327
Antero Resources
5.125%, 12/01/2022			1,050		1,056
Berry Petroleum
7.000%, 02/15/2026 (A)			1,000		990
Blue Racer Midstream
6.625%, 07/15/2026 (A)			480		490
BP Capital Markets America
3.224%, 04/14/2024			1,025		1,038
2.112%, 09/16/2021			350		345
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024			250		282
5.125%, 06/30/2027			850		892
Cheniere Energy Partners
5.250%, 10/01/2025			635		649
Chesapeake Energy
8.000%, 01/15/2025			750		765
8.000%, 06/15/2027			1,150		1,133
7.000%, 10/01/2024			50		50
6.125%, 02/15/2021			370		381
Concho Resources
4.300%, 08/15/2028			425		438
Continental Resources
4.500%, 04/15/2023			650		673
4.375%, 01/15/2028			100		103
Covey Park Energy
7.500%, 05/15/2025 (A)			1,340		1,239
DCP Midstream Operating
6.750%, 09/15/2037 (A)			770		793
5.375%, 07/15/2025			1,000		1,043

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 183

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Devon Energy
5.850%, 12/15/2025	$		1,021	$	1,158
5.000%, 06/15/2045			400		419
3.250%, 05/15/2022			200		202
Diamondback Energy Inc
4.750%, 11/01/2024 (A)			1,390		1,421
Endeavor Energy Resources
5.500%, 01/30/2026 (A)			400		410
Energy Transfer Operating
6.250%, 04/15/2049			110		123
4.950%, 06/15/2028			150		157
4.200%, 09/15/2023			3,225		3,333
Enterprise Products Operating
3.750%, 02/15/2025			500		516
3.700%, 02/15/2026			300		308
EQM Midstream Partners
4.750%, 07/15/2023			1,474		1,503
Eterna Capital Pte
8.000%, 12/11/2022			40		36
Exterran Energy Solutions
8.125%, 05/01/2025			700		714
Extraction Oil & Gas
7.375%, 05/15/2024 (A)			90		75
5.625%, 02/01/2026 (A)			930		714
Gazprom OAO Via Gaz Capital
5.150%, 02/11/2026 (A)			940		955
4.950%, 03/23/2027 (A)			800		801
Gazprom OAO Via Gaz Capital MTN
7.288%, 08/16/2037			300		350
Genesis Energy
6.000%, 05/15/2023			990		997
GNL Quintero
4.634%, 07/31/2029			400		413
Gulfport Energy
6.375%, 05/15/2025			1,800		1,629
Indigo Natural Resources
6.875%, 02/15/2026 (A)			30		27
KazMunayGas National JSC
4.750%, 04/19/2027 (A)			1,100		1,128
KazTransGas JSC
4.375%, 09/26/2027 (A)			1,190		1,154
Laredo Petroleum
5.625%, 01/15/2022			1,000		914
Lukoil International Finance BV
4.563%, 04/24/2023			220		224
Marathon Petroleum
3.800%, 04/01/2028 (A)			325		322
3.625%, 09/15/2024			350		353
MEG Energy
7.000%, 03/31/2024 (A)			2,160		2,014
Montage Resources
8.875%, 07/15/2023			290		276

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MPLX
4.800%, 02/15/2029	$		250	$	263
4.000%, 03/15/2028			950		944
Newfield Exploration
5.625%, 07/01/2024			650		710
NGPL PipeCo
7.768%, 12/15/2037 (A)			910		1,092
Noble Holding International
6.050%, 03/01/2041			900		562
Northern Oil and Gas
8.500% cash/0% PIK, 05/15/2023			50		52
Oasis Petroleum
6.875%, 03/15/2022			1,200		1,212
ONEOK
4.550%, 07/15/2028			800		827
Petrobras Global Finance
8.750%, 05/23/2026			300		355
Petrobras Global Finance BV
7.375%, 01/17/2027			220		242
6.900%, 03/19/2049			220		218
5.750%, 02/01/2029			570		564
5.299%, 01/27/2025			3,160		3,206
Petroleos de Venezuela
6.000%, 10/28/2022 (B)			8,860		1,533
6.000%, 05/16/2024 (B)			3,790		847
6.000%, 11/15/2026 (B)			1,110		247
5.500%, 04/12/2037 (B)			130		29
5.375%, 04/12/2027 (B)			2,570		582
Petroleos Mexicanos
6.625%, 06/15/2035			30		28
6.500%, 03/13/2027			630		634
6.375%, 01/23/2045			112		99
6.350%, 02/12/2048			120		106
Petroleos Mexicanos MTN
6.875%, 08/04/2026			400		417
6.750%, 09/21/2047			20		18
5.125%, 03/15/2023	EUR		1,040		1,273
4.875%, 02/21/2028			100		114
Phillips 66
3.900%, 03/15/2028	$		650		661
Plains All American Pipeline
4.500%, 12/15/2026			400		410
3.650%, 06/01/2022			1,700		1,711
3.600%, 11/01/2024			175		174
QEP Resources
5.625%, 03/01/2026			1,300		1,177
Range Resources
5.000%, 03/15/2023			900		882
Reliance Industries
4.125%, 01/28/2025			250		254
3.667%, 11/30/2027 (A)			490		477

184 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rockies Express Pipeline
7.500%, 07/15/2038 (A)	$		840	$	943
Sabine Pass Liquefaction
6.250%, 03/15/2022			700		757
5.625%, 03/01/2025			800		879
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)			870		827
SM Energy
6.750%, 09/15/2026			200		192
5.000%, 01/15/2024			1,075		994
Targa Resources Partners
6.875%, 01/15/2029 (A)			680		739
6.500%, 07/15/2027 (A)			400		431
5.250%, 05/01/2023			1,000		1,018
Transocean
7.500%, 01/15/2026 (A)			500		494
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)			1,250		1,176
Weatherford International
6.500%, 08/01/2036			150		85
Western Midstream Operating
4.000%, 07/01/2022			200		203
Whiting Petroleum
6.250%, 04/01/2023			950		955
5.750%, 03/15/2021			100		101
Williams
8.750%, 03/15/2032			1,660		2,310
3.600%, 03/15/2022			1,700		1,725
WPX Energy
8.250%, 08/01/2023			300		337
5.750%, 06/01/2026			380		386
YPF
8.500%, 03/23/2021			1,650		1,665
					75,504
Financials — 9.0%
AIA Group
3.900%, 04/06/2028 (A)			475		490
AIA Group MTN
3.200%, 03/11/2025 (A)			425		422
AIB Group MTN
4.750%, 10/12/2023 (A)			550		568
Akbank T.A.S.
6.797%, VAR USD Swap Semi 30/360 5 Yr Curr+4.029%, 04/27/2028			200		164
Alternative Loan Trust, Ser 2005-81, Cl A1
2.766%, VAR ICE LIBOR USD 1 Month+0.280%, 02/25/2037			861		782
American International Group
4.200%, 04/01/2028			275		280
3.900%, 04/01/2026			325		327

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Arch Capital Finance
4.011%, 12/15/2026	$		1,025	$	1,065
ASP AMC
8.000%, 05/15/2025 (A)			990		445
Banco Bilbao Vizcaya Argentaria
5.875%, VAR EUR Swap Annual 5 Yr+5.660%, 12/24/2167	EUR		800		872
Banco de Bogota
6.250%, 05/12/2026 (A)	$		780		842
Banco de Sabadell
6.500%, VAR EUR Swap Annual 5 Yr+6.414%, 08/18/2166	EUR		800		852
Banco do Brasil
9.000%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+6.362%, 06/29/2049	$		200		211
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.398%, 12/12/2049			1,140		1,027
Banco Mercantil del Norte
7.625%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.353%, 12/31/2049 (A)			200		200
Banco Santander
4.250%, 04/11/2027			400		400
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month+3.705%, 09/29/2049			150		159
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028			515		504
Bank of America MTN
4.200%, 08/26/2024			550		569
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028			1,525		1,546
3.248%, 10/21/2027			1,000		979
2.816%, VAR ICE LIBOR USD 3 Month+0.930%, 07/21/2023			575		571
Banque Centrale de Tunisie International Bond
6.750%, 10/31/2023 (A)	EUR		440		479
Barclays
8.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.672%, 09/15/2167	$		1,370		1,401
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%, 09/15/2023			370		371
7.625%, 11/21/2022			350		380
4.610%, VAR ICE LIBOR USD 3 Month+1.400%, 02/15/2023			1,225		1,250
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month+1.902%, 05/16/2029			500		517

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 185

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BBVA Bancomer
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.650%, 01/18/2033 (A)	$		410	$	377
BNP Paribas
7.375%, VAR USD Swap Semi 30/360 5 Yr Curr+5.150%, 02/19/2167 (A)			400		424
3.375%, 01/09/2025 (A)			1,000		980
BPCE
4.625%, 09/12/2028 (A)			500		522
4.000%, 09/12/2023 (A)			950		964
China Evergrande Group
8.250%, 03/23/2022			400		392
CIT Group
6.125%, 03/09/2028			195		217
5.250%, 03/07/2025			185		197
Citigroup
6.300%, VAR ICE LIBOR USD 3 Month+3.423%, 12/29/2049			1,250		1,272
6.250%, VAR ICE LIBOR USD 3 Month+4.517%, 02/15/2168			3,289		3,462
5.950%, VAR ICE LIBOR USD 3 Month+3.905%, 12/31/2049			124		126
5.950%, VAR ICE LIBOR USD 3 Month+4.095%, 12/29/2049			700		707
5.900%, VAR ICE LIBOR USD 3 Month+4.230%, 12/31/2049			675		688
4.125%, 07/25/2028			650		653
3.700%, 01/12/2026			825		838
3.400%, 05/01/2026			1,675		1,665
Cooperatieve Rabobank UA
4.625%, VAR EUR Swap Annual 5 Yr+4.098%, 12/29/2167	EUR		1,400		1,596
Country Garden Holdings
7.250%, 04/04/2021	$		500		506
Credit Agricole
8.125%, VAR USD Swap Semi 30/360 5 Yr Curr+6.185%, 12/31/2049 (A)			250		281
6.500%, VAR EUR Swap Annual 5 Yr+5.120%, 12/31/2049	EUR		490		588
Credit Bank of Moscow Via CBOM Finance
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.416%, 10/05/2027	$		470		390
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%, 01/17/2167 (A)			410		422
7.250%, VAR USD Swap Semi 30/360 5 Yr Curr+4.332%, 03/12/2167 (A)			200		201
6.250%, VAR USD Swap Semi 30/360 5 Yr Curr+3.455%, 12/31/2049 (A)			200		199
3.869%, VAR ICE LIBOR USD 3 Month+1.410%, 01/12/2029 (A)			600		588

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026	$		802	$	838
CTR Partnership
5.250%, 06/01/2025			280		281
Danske Bank
5.750%, VAR EUR Swap Annual 6 Yr+4.640%, 10/06/2167	EUR		550		617
5.375%, 01/12/2024 (A)	$		210		218
5.000%, 01/12/2022 (A)			200		205
Deutsche Bank
4.500%, 04/01/2025			950		909
Deutsche Bank NY
4.875%, VAR USD ICE Swap 11:00 NY 5 Yr+2.553%, 12/01/2032			1,200		1,057
Goldman Sachs Group
5.150%, 05/22/2045			700		740
HSBC Holdings
6.500%, VAR USD ICE Swap 11:00 NY 5 Yr+3.606%, 09/23/2166			500		495
5.250%, VAR EUR Swap Annual 5 Yr+4.383%, 03/16/2167	EUR		700		830
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025	$		700		710
Huarong Finance 2017
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%, 12/29/2049			200		199
Huarong Finance 2017 MTN
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.983%, 05/07/2166			310		299
Huarong Finance II MTN
5.000%, 11/19/2025			210		220
Hunt
6.250%, 02/15/2026 (A)			250		233
ICICI Bank
5.750%, 11/16/2020			420		435
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)			3,080		3,007
5.017%, 06/26/2024 (A)			500		483
Itau CorpBanca
3.875%, 09/22/2019			1,000		1,004
JPMorgan Chase & Co
5.300%, VAR ICE LIBOR USD 3 Month+3.800%, 12/31/2049			800		808
5.000%, VAR ICE LIBOR USD 3 Month+3.320%, 12/29/2049			900		895
3.782%, VAR ICE LIBOR USD 3 Month+1.337%, 02/01/2028			2,850		2,903
2.972%, 01/15/2023			900		900
Kaisa Group Holdings
9.375%, 06/30/2024			400		358
8.500%, 06/30/2022			200		185

186 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lloyds Banking Group
6.375%, VAR EUR Swap Annual 5 Yr+5.290%, 06/27/2049	EUR		1,000	$	1,154
4.650%, 03/24/2026	$		500		506
MGM Growth Properties Operating Partnership
5.625%, 05/01/2024			1,100		1,144
Morgan Stanley
5.550%, VAR ICE LIBOR USD 3 Month+3.810%, 12/29/2049			1,050		1,069
3.625%, 01/20/2027			900		902
Morgan Stanley MTN
3.950%, 04/23/2027			1,100		1,100
3.700%, 10/23/2024			2,675		2,722
Navient
6.625%, 07/26/2021			1,100		1,149
NE Property BV
3.750%, 02/26/2021	EUR		200		226
Nuveen
4.000%, 11/01/2028 (A)	$		575		613
Oversea-Chinese Banking MTN
4.250%, 06/19/2024			800		823
Prudential Financial MTN
3.878%, 03/27/2028			1,100		1,154
Quicken Loans
5.750%, 05/01/2025 (A)			1,770		1,776
Refinitiv US Holdings
8.250%, 11/15/2026 (A)			750		736
Royal Bank of Scotland Group
4.921%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2027			1,000		930
3.498%, VAR ICE LIBOR USD 3 Month+1.480%, 05/15/2023			700		695
Royal Bank of Scotland Group PLC
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.720%, 12/29/2049			750		804
Standard Chartered
4.247%, VAR ICE LIBOR USD 3 Month+1.150%, 01/20/2023 (A)			1,325		1,346
Swiss Re Finance Luxembourg
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.582%, 04/02/2049 (A)			400		405
TC Ziraat Bankasi MTN
5.125%, 09/29/2023 (A)			200		174
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024 (A)			260		245
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.866%, 12/29/2049			1,050		1,106
5.750%, VAR EUR Swap Annual 5 Yr+5.287%, 12/29/2049	EUR		750		918

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
UBS Group Funding Switzerland
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%, 07/31/2167 (A)	$		710	$	721
UniCredit
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.180%, 04/03/2049			1,050		982
UniCredit MTN
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr+4.914%, 04/02/2034 (A)			660		665
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month+3.990%, 06/15/2167			2,449		2,617
3.000%, 10/23/2026			675		658
Wells Fargo MTN
3.550%, 09/29/2025			600		610
Wells Fargo Bank
3.550%, 08/14/2023			1,100		1,129
Westpac Banking
5.000%, VAR USD ICE Swap 11:00 NY 5 Yr+2.888%, 09/21/2065			300		268
Yapi ve Kredi Bankasi MTN
8.250%, 10/15/2024 (A)			500		477
6.100%, 03/16/2023			200		181
					84,762
Health Care — 3.7%
AbbVie
3.600%, 05/14/2025			900		902
Acadia Healthcare
5.625%, 02/15/2023			1,200		1,208
Bausch Health
6.125%, 04/15/2025 (A)			240		237
5.875%, 05/15/2023 (A)			700		709
Bausch Health Americas
9.250%, 04/01/2026 (A)			1,500		1,642
8.500%, 01/31/2027 (A)			1,140		1,208
Bayer US Finance II
4.375%, 12/15/2028 (A)			300		298
4.250%, 12/15/2025 (A)			500		506
3.500%, 06/25/2021 (A)			1,325		1,330
Becton Dickinson
3.363%, 06/06/2024			1,200		1,200
2.894%, 06/06/2022			1,850		1,841
BioScrip
8.875%, 02/15/2021			1,510		1,525
Celgene
3.900%, 02/20/2028			100		102
Centene
6.125%, 02/15/2024			1,440		1,509
Centene Escrow I
5.375%, 06/01/2026 (A)			200		209

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 187

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CHS
8.000%, 03/15/2026 (A)	$		490	$	470
Cigna
3.750%, 07/15/2023 (A)			2,050		2,102
CVS Health
4.780%, 03/25/2038			1,130		1,119
4.300%, 03/25/2028			230		233
4.100%, 03/25/2025			2,750		2,823
3.875%, 07/20/2025			2,307		2,335
DaVita HealthCare Partners
5.125%, 07/15/2024			1,000		988
Endo Dac
6.000%, 02/01/2025 (A)			400		289
Envision Healthcare
8.750%, 10/15/2026 (A)			500		446
HCA
5.875%, 05/01/2023			950		1,013
5.625%, 09/01/2028			1,760		1,861
5.500%, 06/15/2047			1,280		1,361
5.375%, 02/01/2025			340		360
Immucor
11.125%, 02/15/2022 (A)			650		660
Magellan Health
4.900%, 09/22/2024			480		457
MPH Acquisition Holdings
7.125%, 06/01/2024 (A)			670		668
Polaris Intermediate
8.500% cash/0% PIK, 12/01/2022 (A)			300		296
RegionalCare Hospital Partners Holdings
8.250%, 05/01/2023 (A)			460		489
Tenet Healthcare
8.125%, 04/01/2022			1,440		1,549
Teva Pharmaceutical Finance Netherlands III BV
2.800%, 07/21/2023			750		669
					34,614
Industrials — 4.6%
AECOM
5.125%, 03/15/2027			950		918
AerCap Ireland Capital DAC
4.875%, 01/16/2024			400		416
4.625%, 07/01/2022			2,300		2,373
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)			350		358
Avis Budget Car Rental
6.375%, 04/01/2024 (A)			700		711
Avolon Holdings Funding
5.125%, 10/01/2023 (A)			690		702
Boeing
3.450%, 11/01/2028			375		382
3.250%, 03/01/2028			425		427

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.600%, 10/30/2025	$		475	$	463
Bombardier
7.500%, 03/15/2025 (A)			1,000		1,029
6.125%, 01/15/2023 (A)			2,050		2,078
Burlington Northern Santa Fe
3.650%, 09/01/2025			800		830
Cleaver-Brooks
7.875%, 03/01/2023 (A)			460		425
DAE Funding
5.750%, 11/15/2023 (A)			1,530		1,572
DP World MTN
5.625%, 09/25/2048 (A)			1,150		1,195
Embraer Netherlands Finance
5.050%, 06/15/2025			67		71
Embraer Netherlands Finance BV
5.400%, 02/01/2027			100		108
Embraer Overseas
5.696%, 09/16/2023			170		182
Fortune Brands Home & Security
4.000%, 09/21/2023			1,275		1,310
GE Capital International Funding Unlimited Co
3.373%, 11/15/2025			200		194
General Electric
2.700%, 10/09/2022			100		98
General Electric MTN
6.875%, 01/10/2039			1,200		1,419
3.100%, 01/09/2023			275		273
H&E Equipment Services
5.625%, 09/01/2025			750		748
Hertz
7.625%, 06/01/2022 (A)			450		461
5.875%, 10/15/2020			270		270
JB Poindexter
7.125%, 04/15/2026 (A)			910		913
Lockheed Martin
3.550%, 01/15/2026			325		335
Mexico City Airport Trust
5.500%, 10/31/2046 (A)			400		369
5.500%, 07/31/2047 (A)			892		821
4.250%, 10/31/2026 (A)			210		202
3.875%, 04/30/2028 (A)			1,190		1,075
MHP Lux
6.950%, 04/03/2026			220		207
Neovia Logistics Services
8.875%, 08/01/2020 (A)			840		798
Northrop Grumman
3.250%, 01/15/2028			1,950		1,918
2.930%, 01/15/2025			1,000		986
Novelis
5.875%, 09/30/2026 (A)			1,400		1,395

188 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Park Aerospace Holdings
5.250%, 08/15/2022 (A)	$		900	$	923
4.500%, 03/15/2023 (A)			170		169
Park-Ohio Industries
6.625%, 04/15/2027			1,570		1,562
Prime Security Services Borrower
9.250%, 05/15/2023 (A)			901		946
5.750%, 04/15/2026 (A)			460		460
5.250%, 04/15/2024 (A)			140		140
RBS Global
4.875%, 12/15/2025 (A)			400		395
Standard Industries
6.000%, 10/15/2025 (A)			1,100		1,152
Stanley Black & Decker
4.250%, 11/15/2028			650		698
Star Merger Sub
6.875%, 08/15/2026 (A)			1,150		1,176
Swire Pacific Financing MTN
4.500%, 10/09/2023			950		1,003
Titan Acquisition
7.750%, 04/15/2026 (A)			1,400		1,208
TransDigm
6.500%, 05/15/2025			200		203
6.375%, 06/15/2026			994		984
United Rentals North America
6.500%, 12/15/2026			1,310		1,379
4.875%, 01/15/2028			1,100		1,070
4.625%, 07/15/2023			140		142
United Technologies
3.333%, VAR ICE LIBOR USD 3 Month+0.650%, 08/16/2021			325		325
XPO CNW
6.700%, 05/01/2034			2,140		1,851
XPO Logistics
6.125%, 09/01/2023 (A)			150		151
					43,969
Information Technology — 2.0%
Amkor Technology
6.625%, 09/15/2027 (A)			780		792
Apple
3.200%, 05/11/2027			525		529
2.900%, 09/12/2027			2,075		2,046
Banff Merger Sub
9.750%, 09/01/2026 (A)			200		194
Broadcom
4.250%, 04/15/2026 (A)			625		620
3.625%, 01/15/2024			2,925		2,917
3.625%, 10/15/2024 (A)			800		794
3.125%, 10/15/2022 (A)			1,100		1,095
3.125%, 01/15/2025			50		48

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommScope Technologies
5.000%, 03/15/2027 (A)	$		390	$	346
Dell International
6.020%, 06/15/2026 (A)			475		511
5.450%, 06/15/2023 (A)			525		559
EIG Investors
10.875%, 02/01/2024			100		105
EMC
3.375%, 06/01/2023			1,650		1,601
First Data
5.000%, 01/15/2024 (A)			500		513
Fiserv
4.200%, 10/01/2028			500		515
3.800%, 10/01/2023			300		307
Hewlett Packard Enterprise
4.900%, 10/15/2025			865		919
3.515%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021			925		921
3.500%, 10/05/2021			500		507
j2 Cloud Services
6.000%, 07/15/2025 (A)			740		769
Micron Technology
4.975%, 02/06/2026			525		536
NXP BV
4.625%, 06/15/2022 (A)			1,000		1,035
Seagate HDD Cayman
4.750%, 06/01/2023			360		364
					18,543
Materials — 3.2%
ABJA Investment Pte
5.950%, 07/31/2024			200		204
5.450%, 01/24/2028			200		189
Alcoa Nederland Holding BV
6.125%, 05/15/2028 (A)			1,420		1,463
Anglo American Capital
4.000%, 09/11/2027 (A)			250		243
ARD Finance
7.125% cash/0% PIK, 09/15/2023			500		498
Ardagh Packaging Finance
4.750%, 07/15/2027	GBP		700		863
Barrick North America Finance
5.750%, 05/01/2043	$		250		290
BHP Billiton Finance USA
6.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.093%, 10/19/2075 (A)			830		919
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)			1,200		1,167
Constellium
5.750%, 05/15/2024 (A)			500		499
DowDuPont
4.493%, 11/15/2025			450		479

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 189

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.205%, 11/15/2023	$		725	$	758
First Quantum Minerals
7.250%, 04/01/2023 (A)			1,530		1,496
6.500%, 03/01/2024 (A)			290		271
Freeport-McMoRan
5.450%, 03/15/2043			2,760		2,415
3.550%, 03/01/2022			1,000		989
Glencore Funding
4.125%, 03/12/2024 (A)			400		404
4.000%, 04/16/2025 (A)			750		753
4.000%, 03/27/2027 (A)			1,275		1,237
Hudbay Minerals
7.625%, 01/15/2025 (A)			760		780
7.250%, 01/15/2023 (A)			10		10
Huntsman International
4.500%, 05/01/2029			375		374
Metinvest BV
7.750%, 04/23/2023 (A)			375		366
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)			410		361
Pactiv
8.375%, 04/15/2027			650		663
Phosagro OAO Via Phosagro Bond Funding DAC
3.949%, 04/24/2023 (A)			550		536
PQ
6.750%, 11/15/2022 (A)			900		934
Resolute Forest Products
5.875%, 05/15/2023			820		812
Samarco Mineracao
5.750%, 10/24/2023 (B)			200		132
SASOL Financing USA
5.875%, 03/27/2024			1,080		1,145
Sherwin-Williams
3.450%, 08/01/2025			875		875
3.450%, 06/01/2027			357		351
Sociedad Quimica y Minera de Chile
4.375%, 01/28/2025			220		221
Starfruit Finco BV
8.000%, 10/01/2026 (A)			650		655
Suzano Austria GmbH
6.000%, 01/15/2029 (A)			1,130		1,204
5.750%, 07/14/2026			400		426
Syngenta Finance
5.182%, 04/24/2028			220		224
Syngenta Finance MTN
1.250%, 09/10/2027	EUR		200		205
Teck Resources
6.000%, 08/15/2040	$		200		207
5.400%, 02/01/2043			480		473
Vale Overseas
6.250%, 08/10/2026			1,134		1,233

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Valvoline
5.500%, 07/15/2024	$		650	$	661
4.375%, 08/15/2025			500		479
Yamana
4.950%, 07/15/2024			1,837		1,888
					30,352
Real Estate — 0.8%
Alexandria Real Estate Equities
3.800%, 04/15/2026			350		355
American Tower
5.000%, 02/15/2024			1,000		1,076
3.375%, 05/15/2024			925		932
3.300%, 02/15/2021			350		353
CoreCivic
4.625%, 05/01/2023			1,000		962
Five Point Operating
7.875%, 11/15/2025 (A)			310		297
GLP Capital
5.750%, 06/01/2028			190		204
5.375%, 04/15/2026			40		42
iStar
4.625%, 09/15/2020			530		536
MPT Operating Partnership
6.375%, 03/01/2024			895		936
5.000%, 10/15/2027			710		723
Newmark Group
6.125%, 11/15/2023			350		360
VEREIT Operating Partnership
4.875%, 06/01/2026			1,000		1,041
					7,817
Utilities — 1.1%
Alliant Energy Finance
4.250%, 06/15/2028 (A)			125		128
3.750%, 06/15/2023 (A)			325		331
AmeriGas Partners
5.875%, 08/20/2026			75		75
Berkshire Hathaway Energy
3.250%, 04/15/2028			550		546
Duke Energy Carolinas
3.950%, 11/15/2028			700		745
Eskom Holdings SOC MTN
6.750%, 08/06/2023			230		227
Greenko Investment
4.875%, 08/16/2023 (A)			410		391
Minejesa Capital BV
4.625%, 08/10/2030			400		388
NiSource
3.650%, 06/15/2023			525		534
3.490%, 05/15/2027			1,325		1,321

190 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NRG Energy
7.250%, 05/15/2026	$		1,000	$	1,100
Pacific Gas & Electric
3.250%, 09/15/2021 (B)			260		237
Perusahaan Listrik Negara MTN
4.125%, 05/15/2027 (A)			1,190		1,171
Sempra Energy
3.400%, 02/01/2028			1,075		1,037
Southern
3.250%, 07/01/2026			700		686
Southern California Edison
4.200%, 03/01/2029			450		457
Suburban Propane Partners
5.500%, 06/01/2024			250		243
Vistra Energy
7.625%, 11/01/2024			900		952
					10,569
Total Corporate Obligations (Cost $426,568) ($ Thousands)					428,107
SOVEREIGN DEBT — 16.1%
Abu Dhabi Government International Bond
4.125%, 10/11/2047 (A)			1,500		1,513
3.125%, 05/03/2026			850		851
3.125%, 10/11/2027 (A)			810		804
Angolan Government International Bond
9.375%, 05/08/2048 (A)			400		432
8.250%, 05/09/2028 (A)			1,620		1,688
Argentina Bonar Bonds
45.325%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/01/2020	ARS		3,100		70
Argentina Treasury Bond BONCER
2.500%, 07/22/2021			1,575		67
Argentine Republic Government International Bond
8.280%, 12/31/2033	$		1,640		1,355
7.820%, 12/31/2033	EUR		491		476
7.125%, 07/06/2036	$		2,980		2,287
6.875%, 01/26/2027			830		672
6.875%, 01/11/2048			330		243
6.250%, 11/09/2047	EUR		110		88
5.875%, 01/11/2028	$		380		291
5.625%, 01/26/2022			1,100		949
5.250%, 01/15/2028	EUR		760		627
4.625%, 01/11/2023	$		1,050		860
3.750%, 5.250%, 03/31/2029, 12/31/2038 (C)			1,330		768
3.380%, 4.740%, 03/31/2029, 12/31/2038 (C)	EUR		70		44

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
3.375%, 01/15/2023	EUR		790	$	711
Bermuda Government International Bond
3.717%, 01/25/2027 (A)	$		240		237
Bonos de la Nacion Argentina con Ajuste por CER
4.000%, 03/06/2020	ARS		58,000		1,958
Bonos De La Nacion Argentina En Moneda Dua
4.500%, 06/21/2019	$		150		153
4.500%, 02/13/2020			330		314
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028			180		185
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2021	BRL		8,967		2,404
10.000%, 01/01/2027			11,500		3,130
Colombia Government International Bond
5.200%, 05/15/2049	$		620		667
4.500%, 01/28/2026			200		211
4.500%, 03/15/2029			610		644
3.875%, 04/25/2027			200		203
Costa Rica Government International Bond
7.158%, 03/12/2045			880		849
5.625%, 04/30/2043			400		339
Dominican Republic International Bond
6.850%, 01/27/2045			660		706
6.500%, 02/15/2048 (A)			1,270		1,308
6.000%, 07/19/2028 (A)			1,300		1,364
Eastern & Southern African Trade & Development Bank MTN
5.375%, 03/14/2022			210		214
Ecuador Government International Bond
10.750%, 01/31/2029 (A)			2,020		2,225
9.650%, 12/13/2026 (A)			990		1,037
9.625%, 06/02/2027 (A)			1,350		1,404
8.875%, 10/23/2027 (A)			1,500		1,500
8.750%, 06/02/2023 (A)			1,140		1,194
Egypt Government International Bond
8.700%, 03/01/2049 (A)			520		541
8.500%, 01/31/2047			650		663
7.903%, 02/21/2048 (A)			360		349
7.600%, 03/01/2029 (A)			510		523
5.625%, 04/16/2030 (A)	EUR		620		668
4.750%, 04/16/2026			680		752
Egypt Treasury Bills
19.354%, 06/04/2019 (D)	EGP		20,900		1,172
17.454%, 01/21/2020 (D)			32,400		1,645
El Salvador Government International Bond
5.875%, 01/30/2025	$		30		29
Gabon Government International Bond
6.375%, 12/12/2024			1,460		1,397
Ghana Government International Bond
10.750%, 10/14/2030			210		256

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 191

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
8.627%, 06/16/2049	$		1,070	$	1,043
8.125%, 01/18/2026			1,950		1,999
8.125%, 03/26/2032 (A)			1,650		1,642
7.875%, 03/26/2027 (A)			260		262
7.625%, 05/16/2029			1,180		1,154
Guatemala Government Bond
5.750%, 06/06/2022			700		731
4.875%, 02/13/2028			210		208
4.500%, 05/03/2026 (A)			970		947
4.375%, 06/05/2027 (A)			1,290		1,239
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023 (A)			1,930		1,816
Honduras Government International Bond
7.500%, 03/15/2024			660		724
Indonesia Government International Bond
5.250%, 01/17/2042			3,850		4,135
4.750%, 01/08/2026			2,270		2,398
4.350%, 01/08/2027 (A)			320		331
4.125%, 01/15/2025			300		307
3.850%, 07/18/2027 (A)			1,170		1,169
3.750%, 06/14/2028 (A)	EUR		200		260
3.375%, 07/30/2025			1,290		1,619
Indonesia Treasury Bond
7.000%, 05/15/2027	IDR		121,764,000		8,231
Ivory Coast Government International Bond
6.625%, 03/22/2048 (A)	EUR		420		449
5.250%, 03/22/2030			390		418
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025	$		1,300		1,417
Kenya Government International Bond
8.250%, 02/28/2048 (A)			260		263
Kuwait International Government Bond
3.500%, 03/20/2027 (A)			1,360		1,389
2.750%, 03/20/2022			380		380
Mexican Bonos
6.500%, 06/09/2022	MXN		16,290		809
Mexico Government International Bond
4.750%, 03/08/2044	$		440		432
3.600%, 01/30/2025			1,200		1,200
Nigeria Government International Bond
9.248%, 01/21/2049 (A)			260		288
8.747%, 01/21/2031 (A)			1,720		1,895
7.875%, 02/16/2032			230		239
7.696%, 02/23/2038 (A)			1,280		1,270
7.625%, 11/28/2047 (A)			1,580		1,537
North Macedonia Government International Bond
5.625%, 07/26/2023 (A)	EUR		700		907
2.750%, 01/18/2025 (A)			2,040		2,370
Oman Government International Bond
6.750%, 01/17/2048 (A)	$		1,910		1,695

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
5.625%, 01/17/2028 (A)	$		560	$	525
Pakistan Government International Bond
8.250%, 09/30/2025			370		396
Papua New Guinea Government International Bond
8.375%, 10/04/2028 (A)			290		313
Paraguay Government International Bond
6.100%, 08/11/2044			350		396
5.600%, 03/13/2048 (A)			560		599
5.400%, 03/30/2050 (A)			320		335
5.000%, 04/15/2026 (A)			440		463
4.700%, 03/27/2027 (A)			570		593
4.625%, 01/25/2023			550		567
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026 (A)			530		551
4.450%, 02/20/2029 (A)			330		339
4.400%, 03/01/2028 (A)			3,160		3,247
4.150%, 03/29/2027 (A)			1,090		1,101
Province of Santa Fe
7.000%, 03/23/2023 (A)			300		257
Provincia de Buenos Aires
54.893%, 05/31/2022 (D)			2,070		46
9.950%, 06/09/2021			600		559
9.125%, 03/16/2024 (A)			310		257
7.875%, 06/15/2027 (A)			400		291
6.500%, 02/15/2023 (A)			2,240		1,820
Provincia de la Rioja
9.750%, 02/24/2025 (A)			270		213
Qatar Government International Bond
5.103%, 04/23/2048 (A)			1,890		2,070
4.817%, 03/14/2049 (A)			1,130		1,188
4.500%, 04/23/2028			200		214
4.000%, 03/14/2029 (A)			470		484
Republic of Azerbaijan International Bond
3.500%, 09/01/2032 (A)			1,360		1,193
Republic of South Africa Government Bond
9.000%, 01/31/2040	ZAR		785		51
8.875%, 02/28/2035			3,910		255
8.750%, 01/31/2044			2,130		134
8.250%, 03/31/2032			2,480		157
8.000%, 01/31/2030			1,310		84
7.000%, 02/28/2031			6,370		370
6.500%, 02/28/2041			660		32
6.250%, 03/31/2036			2,220		112
Republic of South Africa Government International Bond
5.875%, 06/22/2030	$		220		225
5.650%, 09/27/2047			1,520		1,447
4.850%, 09/27/2027			640		624
4.300%, 10/12/2028			200		187
Republic of Suriname
9.250%, 10/26/2026 (A)			740		726

192 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
Republic of Uzbekistan Bond MTN
5.375%, 02/20/2029 (A)	$		250	$	248
4.750%, 02/20/2024 (A)			340		338
Romanian Government International Bond
5.125%, 06/15/2048 (A)			600		597
4.625%, 04/03/2049 (A)	EUR		180		210
3.875%, 10/29/2035			570		663
3.375%, 02/08/2038 (A)			330		359
2.875%, 05/26/2028			650		750
2.375%, 04/19/2027 (A)			230		262
2.000%, 12/08/2026 (A)			590		662
Russian Federal Bond - OFZ
7.050%, 01/19/2028	RUB		478,430		6,794
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$		200		201
4.750%, 05/27/2026			3,600		3,708
Senegal Government International Bond
6.750%, 03/13/2048 (A)			1,070		987
6.250%, 05/23/2033 (A)			1,070		1,027
4.750%, 03/13/2028 (A)	EUR		510		566
South Africa Government International Bond
5.875%, 09/16/2025	$		450		475
Sri Lanka Government International Bond
7.850%, 03/14/2029 (A)			440		459
6.850%, 03/14/2024 (A)			1,440		1,468
6.850%, 11/03/2025			790		795
6.825%, 07/18/2026 (A)			250		250
6.750%, 04/18/2028 (A)			920		906
6.250%, 10/04/2020			410		416
6.200%, 05/11/2027 (A)			380		365
6.125%, 06/03/2025			200		195
5.875%, 07/25/2022			470		470
5.750%, 01/18/2022 (A)			200		199
5.750%, 04/18/2023 (A)			1,240		1,223
Turkey Government International Bond
7.625%, 04/26/2029			780		772
7.375%, 02/05/2025			360		361
6.875%, 03/17/2036			130		118
6.625%, 02/17/2045			270		233
6.125%, 10/24/2028			200		182
6.000%, 01/14/2041			1,220		1,002
5.750%, 05/11/2047			1,550		1,228
5.200%, 02/16/2026	EUR		520		576
4.875%, 10/09/2026	$		210		181
4.250%, 04/14/2026			530		445
3.250%, 06/14/2025	EUR		740		749
Ukraine Government International Bond
9.750%, 11/01/2028 (A)	$		1,970		2,029
7.750%, 09/01/2023			230		224
7.750%, 09/01/2024			930		895
7.750%, 09/01/2025			870		828
7.750%, 09/01/2026			100		94

Description			Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
7.750%, 09/01/2027		$		840	$	783
7.375%, 09/25/2032 (A)				400		356
2.074%, 05/31/2040 (E)				590		376
Uruguay Government International Bond
4.375%, 10/27/2027				600		631
Zambia Government International Bond
8.970%, 07/30/2027				200		146
5.375%, 09/20/2022				760		543
Total Sovereign Debt (Cost $154,417) ($ Thousands)						151,976
	Shares
COMMON STOCK — 11.4%
Communication Services — 1.2%
Activision Blizzard Inc				3,482		159
Alphabet Inc, Cl A *				1,383		1,628
Alphabet Inc, Cl C *				1,414		1,659
AT&T Inc				33,397		1,047
CBS Corp, Cl B				1,447		69
CenturyLink Inc				4,030		48
Charter Communications Inc, Cl A *				798		277
Comcast Corp, Cl A				20,755		830
Discovery Inc, Cl A *				684		18
Discovery Inc, Cl C *				1,539		39
DISH Network Corp, Cl A *				966		31
Electronic Arts Inc *				1,331		135
Facebook Inc, Cl A *				10,905		1,818
Fox Corp *				2,366		86
Interpublic Group of Cos Inc/The				1,552		33
Netflix Inc *				1,997		712
News Corp, Cl A				1,532		19
News Corp, Cl B				450		6
Omnicom Group Inc				997		73
Take-Two Interactive Software Inc, Cl A *				492		46
TripAdvisor Inc *				414		21
Twitter Inc *				3,285		108
Verizon Communications Inc				18,964		1,121
Viacom Inc, Cl B				1,527		43
Walt Disney Co/The				7,997		888
						10,914
Consumer Discretionary — 1.2%
Advance Auto Parts Inc				313		53
Amazon.com Inc, Cl A *				1,885		3,357
AutoZone Inc *				114		117
Best Buy Co Inc				1,060		75
Booking Holdings Inc *				208		363
BorgWarner Inc				797		31
Capri Holdings Ltd *				608		28
CarMax Inc *				740		52
Carnival Corp				1,747		89

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 193

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Cengage Learning Holdings II Inc *		5,114	$	33
Chipotle Mexican Grill Inc, Cl A *		110		78
Darden Restaurants Inc		545		66
Delphi Automotive PLC *		1,217		97
Dollar General Corp		1,196		143
Dollar Tree Inc *		1,093		115
DR Horton Inc		1,500		62
eBay Inc		4,001		149
Expedia Group Inc		498		59
Foot Locker Inc, Cl A		455		28
Ford Motor Co		17,804		156
Gap Inc/The		932		24
Garmin Ltd		525		45
General Motors Co		6,015		223
Genuine Parts Co		649		73
H&R Block Inc		821		20
Hanesbrands Inc		1,495		27
Harley-Davidson Inc, Cl A		659		24
Hasbro Inc		462		39
Hilton Worldwide Holdings Inc		1,348		112
Home Depot Inc/The		5,182		994
Kohl’s Corp		759		52
L Brands Inc		995		27
Leggett & Platt Inc		534		23
Lennar Corp, Cl A		1,262		62
LKQ Corp *		1,349		38
Lowe’s Cos Inc		3,651		400
Macy’s Inc		1,471		35
Marriott International Inc/MD, Cl A		1,282		160
Mattel Inc *		1,637		21
McDonald’s Corp		3,520		669
MGM Resorts International		2,429		62
Mohawk Industries Inc *		261		33
Newell Brands Inc, Cl B		1,757		27
NIKE Inc, Cl B		5,804		489
Nordstrom Inc		454		20
Norwegian Cruise Line Holdings Ltd *		900		50
O’Reilly Automotive Inc *		360		140
PulteGroup Inc		1,166		33
PVH Corp		313		38
Ralph Lauren Corp, Cl A		219		28
Ross Stores Inc		1,689		157
Royal Caribbean Cruises Ltd		735		84
Starbucks Corp		5,645		420
Tapestry Inc		1,201		39
Target Corp, Cl A		2,368		190
Tiffany & Co		459		48
TJX Cos Inc/The		5,598		298
Tractor Supply Co		511		50
Ulta Beauty Inc *		241		84
Under Armour Inc, Cl A *		727		15
Under Armour Inc, Cl C *		920		17

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
VF Corp		1,477	$	128
Whirlpool Corp		271		36
Wynn Resorts Ltd		423		51
Yum! Brands Inc		1,395		139
				10,895
Consumer Staples — 0.8%
Altria Group Inc		8,564		492
Archer-Daniels-Midland Co		2,551		110
Brown-Forman Corp, Cl B		747		39
Campbell Soup Co		807		31
Church & Dwight Co Inc		1,095		78
Clorox Co/The		583		94
Coca-Cola Co/The		17,774		833
Colgate-Palmolive Co		3,961		271
Conagra Brands Inc		2,134		59
Constellation Brands Inc, Cl A		744		130
Costco Wholesale Corp		1,997		484
Coty Inc, Cl A		1,806		21
Estee Lauder Cos Inc/The, Cl A		996		165
General Mills Inc		2,708		140
Hershey Co/The		617		71
Hormel Foods Corp		1,192		53
JM Smucker Co/The		524		61
Kellogg Co		1,147		66
Kimberly-Clark Corp		1,576		195
Kraft Heinz Co/The		2,793		91
Kroger Co/The		3,564		88
Lamb Weston Holdings Inc		600		45
McCormick & Co Inc/MD		548		83
Molson Coors Brewing Co, Cl B		772		46
Mondelez International Inc, Cl A		6,653		332
Monster Beverage Corp *		1,765		96
PepsiCo Inc		6,451		791
Philip Morris International Inc		7,098		627
Procter & Gamble Co/The		11,556		1,202
Sysco Corp, Cl A		2,149		143
Tyson Foods Inc, Cl A		1,347		94
Walgreens Boots Alliance Inc		3,680		233
Walmart Inc		6,500		634
				7,898
Energy — 0.6%
Anadarko Petroleum Corp, Cl A		2,276		103
Apache Corp		1,761		61
Baker Hughes a GE Co, Cl A		2,273		63
Cabot Oil & Gas Corp		1,880		49
Chevron Corp		8,768		1,080
Cimarex Energy Co		475		33
Concho Resources Inc		903		100
ConocoPhillips		5,231		349
Devon Energy Corp		2,058		65

194 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Diamondback Energy Inc, Cl A		700	$	71
EOG Resources Inc		2,664		254
Exxon Mobil Corp		19,460		1,572
Halliburton Co		3,947		116
Helmerich & Payne Inc		451		25
Hess Corp		1,133		68
HollyFrontier Corp		665		33
Kinder Morgan Inc/DE		8,983		180
Marathon Oil Corp		3,620		60
Marathon Petroleum Corp		3,082		184
National Oilwell Varco Inc, Cl A		1,759		47
Noble Energy Inc		2,020		50
Occidental Petroleum Corp		3,418		226
ONEOK Inc		1,868		130
Phillips 66		1,919		183
Pioneer Natural Resources Co		752		115
Schlumberger Ltd, Cl A		6,375		278
TechnipFMC PLC		1,998		47
Titan Energy LLC *		12,743		1
Valero Energy Corp		1,928		164
Williams Cos Inc/The		5,368		154
				5,861
Financials — 1.4%
Affiliated Managers Group Inc		225		24
Aflac Inc		3,450		173
Allstate Corp/The		1,510		142
American Express Co		3,184		348
American International Group Inc		3,991		172
Ameriprise Financial Inc		630		81
Aon PLC		1,097		187
Arthur J Gallagher & Co		815		64
Aspect *(F)		57		–
Assurant Inc		273		26
Bank of America Corp		41,493		1,145
Bank of New York Mellon Corp/The		4,028		203
BB&T Corp		3,483		162
Berkshire Hathaway Inc, Cl B *		8,947		1,797
BlackRock Inc		559		239
Brighthouse Financial Inc *		401		15
Capital One Financial Corp		2,143		175
Cboe Global Markets Inc		463		44
Charles Schwab Corp/The		5,450		233
Chubb Ltd		2,110		296
Cincinnati Financial Corp		667		57
Citigroup Inc		10,862		676
Citizens Financial Group Inc		2,010		65
CME Group Inc		1,646		271
Comerica Inc		700		51
Discover Financial Services		1,504		107
E*TRADE Financial Corp		1,080		50
Everest Re Group Ltd		166		36

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Fifth Third Bancorp		3,620	$	91
First Republic Bank/CA		700		70
Franklin Resources Inc		1,278		42
Goldman Sachs Group Inc/The		1,578		303
Hartford Financial Services Group Inc/The		1,654		82
Huntington Bancshares Inc/OH		4,636		59
Intercontinental Exchange Inc		2,571		196
Invesco Ltd		1,887		36
Jefferies Financial Group Inc		1,216		23
JPMorgan Chase & Co		15,125		1,531
KeyCorp		4,537		71
Lincoln National Corp		899		53
Loews Corp		1,207		58
M&T Bank Corp		637		100
Marsh & McLennan Cos Inc		2,316		217
MetLife Inc		4,437		189
Moody’s Corp		735		133
Morgan Stanley		5,970		252
MSCI Inc, Cl A		375		75
Nasdaq Inc, Cl A		500		44
Northern Trust Corp		1,010		91
People’s United Financial Inc		1,719		28
PNC Financial Services Group Inc/The		2,086		256
Principal Financial Group Inc, Cl A		1,213		61
Progressive Corp/The		2,673		193
Prudential Financial Inc		1,865		171
Raymond James Financial Inc		535		43
Regions Financial Corp		4,531		64
S&P Global Inc		1,141		240
State Street Corp		1,716		113
SunTrust Banks Inc		2,054		122
SVB Financial Group, Cl B *		224		50
Synchrony Financial		2,941		94
T Rowe Price Group Inc		1,068		107
Torchmark Corp, Cl A		429		35
Travelers Cos Inc/The		1,204		165
Unum Group		910		31
US Bancorp		6,906		333
Wells Fargo & Co		18,914		914
Willis Towers Watson PLC		574		101
Zions Bancorp NA		884		40
				13,716
Health Care — 1.7%
Abbott Laboratories		8,019		641
AbbVie Inc		6,861		553
ABIOMED Inc *		200		57
Agilent Technologies Inc		1,449		116
Alexion Pharmaceuticals Inc *		1,015		137
Align Technology Inc *		311		88
Allergan PLC		1,433		210
AmerisourceBergen Corp, Cl A		686		55

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 195

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Amgen Inc, Cl A		2,879	$	547
Anthem Inc		1,176		338
Baxter International Inc		2,176		177
Becton Dickinson and Co		1,239		309
Biogen Inc *		905		214
Boston Scientific Corp *		6,364		244
Bristol-Myers Squibb Co		7,425		354
Cardinal Health Inc		1,321		64
Celgene Corp, Cl A *		3,276		309
Centene Corp *		1,806		96
Cerner Corp *		1,455		83
Cigna Corp (G)		1,749		281
Cooper Cos Inc/The, Cl A		204		60
Covetrus Inc *		1		–
CVS Health Corp		6,035		325
Danaher Corp, Cl A		2,902		383
DaVita Inc *		525		29
DENTSPLY SIRONA Inc		969		48
Edwards Lifesciences Corp, Cl A *		927		177
Eli Lilly & Co		3,896		506
Gilead Sciences Inc		5,886		383
HCA Healthcare Inc		1,196		156
Henry Schein Inc *		634		38
Hologic Inc *		1,116		54
Humana Inc		619		165
IDEXX Laboratories Inc *		398		89
Illumina Inc *		660		205
Incyte Corp *		814		70
Intuitive Surgical Inc *		527		301
IQVIA Holdings Inc *		701		101
Johnson & Johnson		12,176		1,702
Laboratory Corp of America Holdings *		438		67
McKesson Corp		886		104
Medtronic PLC		6,128		558
Merck & Co Inc		11,928		992
Mettler-Toledo International Inc *		111		80
Mylan NV *		2,195		62
Nektar Therapeutics, Cl A *		763		26
PerkinElmer Inc		524		51
Perrigo Co PLC		599		29
Pfizer Inc		25,645		1,089
Quest Diagnostics Inc		623		56
Regeneron Pharmaceuticals Inc *		348		143
ResMed Inc		633		66
Stryker Corp		1,423		281
Teleflex Inc		200		60
Thermo Fisher Scientific Inc		1,834		502
UnitedHealth Group Inc		4,417		1,092
Universal Health Services Inc, Cl B		355		48
Varian Medical Systems Inc *		372		53
Vertex Pharmaceuticals Inc *		1,172		216
Waters Corp *		319		80

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
WellCare Health Plans Inc *		219	$	59
Zimmer Biomet Holdings Inc		925		118
Zoetis Inc, Cl A		2,195		221
				15,718
Industrials — 1.1%
3M Co		2,656		552
Alaska Air Group Inc		494		28
Allegion PLC		415		38
American Airlines Group Inc		1,751		56
AMETEK Inc		1,047		87
AO Smith Corp		649		35
Arconic Inc		1,864		36
Boeing Co/The		2,423		924
Caterpillar Inc, Cl A		2,659		360
CH Robinson Worldwide Inc		578		50
Cintas Corp		387		78
Copart Inc *		900		55
CSX Corp		3,579		268
Cummins Inc		676		107
Deere & Co		1,462		234
Delta Air Lines Inc, Cl A		2,811		145
Dover Corp		613		57
Eaton Corp PLC		1,933		156
Emerson Electric Co		2,838		194
Equifax Inc		533		63
Expeditors International of Washington Inc		721		55
Fastenal Co, Cl A		1,298		83
FedEx Corp		1,100		200
Flowserve Corp		514		23
Fluor Corp		563		21
Fortive Corp		1,352		113
Fortune Brands Home & Security Inc		568		27
General Dynamics Corp		1,242		210
General Electric Co		39,579		395
Harris Corp		552		88
Honeywell International Inc		3,376		536
Huntington Ingalls Industries Inc, Cl A		177		37
IHS Markit Ltd *		1,632		89
Illinois Tool Works Inc		1,382		198
Ingersoll-Rand PLC		1,096		118
Jacobs Engineering Group Inc		501		38
JB Hunt Transport Services Inc		373		38
Johnson Controls International plc		4,158		154
Kansas City Southern		457		53
L3 Technologies Inc		353		73
Lockheed Martin Corp		1,125		338
Masco Corp		1,287		51
Nielsen Holdings PLC		1,634		39
Norfolk Southern Corp		1,227		229
Northrop Grumman Corp		778		210
PACCAR Inc		1,512		103

196 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Parker-Hannifin Corp, Cl A		572	$	98
Pentair PLC		658		29
Quanta Services Inc		570		21
Raytheon Co		1,281		233
Republic Services Inc		961		77
Robert Half International Inc		536		35
Rockwell Automation Inc		539		95
Rollins Inc		630		26
Roper Technologies Inc		463		158
Snap-on Inc		234		37
Southwest Airlines Co, Cl A		2,251		117
Stanley Black & Decker Inc		674		92
Textron Inc		1,087		55
TransDigm Group Inc *		216		98
Union Pacific Corp		3,362		562
United Continental Holdings Inc *		1,025		82
United Parcel Service Inc, Cl B		3,159		353
United Rentals Inc *		344		39
United Technologies Corp		3,698		477
Verisk Analytics Inc, Cl A		748		99
Wabtec Corp		598		44
Waste Management Inc		1,793		186
WW Grainger Inc		201		60
Xylem Inc/NY		838		66
				10,181
Information Technology — 2.4%
Accenture PLC, Cl A		2,905		511
Adobe Inc *		2,228		594
Advanced Micro Devices Inc *		3,891		99
Akamai Technologies Inc *		751		54
Alliance Data Systems Corp		193		34
Amphenol Corp, Cl A		1,353		128
Analog Devices Inc		1,684		177
ANSYS Inc *		354		65
Apple Inc		20,461		3,887
Applied Materials Inc		4,337		172
Arista Networks Inc *		232		73
Autodesk Inc, Cl A *		998		155
Automatic Data Processing Inc		2,006		320
Broadcom Inc		1,830		550
Broadridge Financial Solutions Inc		544		56
Cadence Design Systems Inc *		1,180		75
Cisco Systems Inc		20,334		1,098
Citrix Systems Inc		550		55
Cognizant Technology Solutions Corp, Cl A		2,604		189
Corning Inc, Cl B		3,652		121
DXC Technology Co		1,199		77
F5 Networks Inc, Cl A *		278		44
Fidelity National Information Services Inc, Cl B		1,461		165
Fiserv Inc, Cl A *		1,807		160

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
FleetCor Technologies Inc *		400	$	99
FLIR Systems Inc		564		27
Fortinet Inc *		600		50
Gartner Inc *		416		63
Global Payments Inc		734		100
Hewlett Packard Enterprise Co		6,201		96
HP Inc		6,973		135
Intel Corp		20,949		1,125
International Business Machines Corp		4,147		585
Intuit Inc		1,178		308
IPG Photonics Corp *		143		22
Jack Henry & Associates Inc		335		46
Juniper Networks Inc		1,505		40
Keysight Technologies Inc *		800		70
KLA-Tencor Corp		711		85
Lam Research Corp		692		124
Mastercard Inc, Cl A		4,167		981
Maxim Integrated Products Inc		1,200		64
Microchip Technology Inc		1,069		89
Micron Technology Inc *		5,034		208
Microsoft Corp		35,043		4,133
Motorola Solutions Inc		739		104
NetApp Inc		1,101		76
NVIDIA Corp		2,779		499
Oracle Corp, Cl B		11,632		625
Paychex Inc		1,437		115
PayPal Holdings Inc *		5,374		558
Qlik *(F)		3,600		—
Qlik, Cl A *(F)		56		57
Qlik, Cl B *(F)		13,812		—
Qorvo Inc *		515		37
QUALCOMM Inc		5,575		318
Red Hat Inc *		805		147
salesforce.com Inc *		3,490		553
Seagate Technology PLC		1,080		52
Skyworks Solutions Inc		770		63
Symantec Corp, Cl A		2,893		66
Synopsys Inc *		667		77
TE Connectivity Ltd		1,541		124
Texas Instruments Inc		4,377		464
Total System Services Inc		722		69
VeriSign Inc *		472		86
Visa Inc, Cl A		8,068		1,260
Western Digital Corp		1,350		65
Western Union Co/The		1,834		34
Xerox Corp		827		26
Xilinx Inc		1,152		146
				22,930
Materials — 0.3%
Air Products & Chemicals Inc		1,005		192
Albemarle Corp		448		37

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 197

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Avery Dennison Corp		356	$	40
Ball Corp		1,471		85
Celanese Corp, Cl A		588		58
CF Industries Holdings Inc		935		38
DowDuPont Inc		10,470		558
Eastman Chemical Co		653		50
Ecolab Inc		1,150		203
FMC Corp		544		42
Freeport-McMoRan Inc, Cl B		6,259		81
International Flavors & Fragrances Inc		445		57
International Paper Co		1,792		83
Linde PLC		2,509		441
LyondellBasell Industries NV, Cl A		1,423		120
Martin Marietta Materials Inc, Cl A		274		55
Mosaic Co/The		1,663		45
Newmont Mining Corp		2,379		85
Nucor Corp		1,430		84
Packaging Corp of America		383		38
PPG Industries Inc		1,075		121
Sealed Air Corp		652		30
Sherwin-Williams Co/The, Cl A		372		160
Vulcan Materials Co		596		71
Westrock Co		1,156		44
				2,818
Real Estate — 0.3%
Alexandria Real Estate Equities Inc ‡		534		76
American Tower Corp, Cl A ‡		2,003		395
Apartment Investment & Management Co,
Cl A ‡		659		33
AvalonBay Communities Inc ‡		606		122
Boston Properties Inc ‡		701		94
CBRE Group Inc, Cl A *‡		1,389		69
Crown Castle International Corp ‡		1,908		244
Digital Realty Trust Inc, Cl A ‡		939		112
Duke Realty Corp ‡		1,455		44
Equinix Inc ‡		381		173
Equity Residential ‡		1,677		126
Essex Property Trust Inc ‡		294		85
Extra Space Storage Inc ‡		559		57
Federal Realty Investment Trust ‡		325		45
HCP Inc ‡		2,116		66
Host Hotels & Resorts Inc ‡		3,427		65
Iron Mountain Inc ‡		1,253		44
Kimco Realty Corp ‡		1,773		33
Macerich Co/The ‡		418		18
Mid-America Apartment Communities Inc ‡		499		54
Prologis Inc ‡		2,887		208
Public Storage ‡		683		149
Realty Income Corp ‡		1,297		95
Regency Centers Corp ‡		713		48
SBA Communications Corp, Cl A *‡		507		101

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Simon Property Group Inc ‡		1,419	$	259
SL Green Realty Corp ‡		353		32
UDR Inc ‡		1,209		55
Ventas Inc ‡		1,615		103
Vornado Realty Trust ‡		717		48
Welltower Inc ‡		1,784		138
Weyerhaeuser Co ‡		3,478		92
				3,283
Utilities — 0.4%
AES Corp/VA		2,901		52
Alliant Energy Corp		1,029		48
Ameren Corp		1,093		80
American Electric Power Co Inc		2,257		189
American Water Works Co Inc		815		85
Atmos Energy Corp		500		51
CenterPoint Energy Inc		2,203		68
CMS Energy Corp		1,278		71
Consolidated Edison Inc		1,401		119
Dominion Energy Inc		3,692		283
DTE Energy Co		814		102
Duke Energy Corp		3,337		300
Edison International		1,465		91
Entergy Corp		832		80
Evergy Inc		1,200		70
Eversource Energy		1,437		102
Exelon Corp		4,447		223
FirstEnergy Corp		2,333		97
NextEra Energy Inc		2,176		421
NiSource Inc		1,591		46
NRG Energy Inc		1,306		55
Pinnacle West Capital Corp		451		43
PPL Corp		3,145		100
Public Service Enterprise Group Inc		2,297		136
Sempra Energy		1,249		157
Southern Co/The		4,833		250
WEC Energy Group Inc		1,451		115
Xcel Energy Inc		2,326		131
				3,565
Total Common Stock (Cost $76,883) ($ Thousands)				107,779
	Face Amount   (Thousands)
ASSET-BACKED SECURITIES — 7.9%
Other Asset-Backed Securities — 7.9%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
3.586%, VAR ICE LIBOR USD 1 Month+1.100%, 12/27/2044 (A)	$	1,158		1,164

198 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
3.416%, VAR ICE LIBOR USD 1 Month+0.930%, 11/25/2034	$	820	$	817
ACIS CLO, Ser 2014-4A, Cl A
4.156%, VAR ICE LIBOR USD 3 Month+1.420%, 05/01/2026 (A)		500		500
Aegis Asset Backed Securities Trust, Ser 2005-5, Cl M1
2.916%, VAR ICE LIBOR USD 1 Month+0.430%, 12/25/2035		990		956
American Tower Trust, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (A)		1,660		1,655
Ares XXV CLO, Ser 2013-3A, Cl SUB
0.000%, 01/17/2024 (A)(H)		750		1
Atlas Senior Loan Fund III, Ser 2017-1A, Cl AR
3.513%, VAR ICE LIBOR USD 3 Month+0.830%, 11/17/2027 (A)		1,000		995
Avery Point VI CLO, Ser 2018-6A, Cl DR
5.683%, VAR ICE LIBOR USD 3 Month+2.950%, 08/05/2027 (A)		860		840
BCAP Trust, Ser 2006-AA2, Cl A1
2.656%, VAR ICE LIBOR USD 1 Month+0.170%, 01/25/2037		596		557
BlueMountain CLO, Ser 2018-1A, Cl CR
4.611%, VAR ICE LIBOR USD 3 Month+1.850%, 04/20/2027 (A)		700		685
BlueMountain CLO, Ser 2018-2A, Cl ER
7.980%, VAR ICE LIBOR USD 3 Month+5.200%, 07/18/2027 (A)		1,000		933
BX Trust, Ser 2018-GWMZ, Cl MC
7.972%, VAR LIBOR USD 1 Month+5.488%, 05/15/2037 (A)		1,100		1,095
California Street CLO IX, Ser 2016-9A, Cl ER
9.959%, VAR ICE LIBOR USD 3 Month+7.180%, 10/16/2028 (A)		810		807
Carlyle US CLO, Ser 2017-1A, Cl A1B
3.991%, VAR ICE LIBOR USD 3 Month+1.230%, 04/20/2031 (A)		650		647
Catskill Park CLO, Ser 2017-1A, Cl D
8.761%, VAR ICE LIBOR USD 3 Month+6.000%, 04/20/2029 (A)		700		676
Cent CLO 24, Ser 2018-24A, Cl CR
5.937%, VAR ICE LIBOR USD 3 Month+3.150%, 10/15/2026 (A)		520		512
Copper River CLO, Ser 2007-1A, Cl INC
0.000%, 01/20/2021 (A)(H)		3,000		122
Crown Point CLO III, Ser 2017-3A, Cl A1BR
3.697%, VAR ICE LIBOR USD 3 Month+0.910%, 12/31/2027 (A)		2,000		1,988
Cumberland Park CLO, Ser 2018-2A, Cl ER
8.411%, VAR ICE LIBOR USD 3 Month+5.650%, 07/20/2028 (A)		600		590

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
DB Master Finance, Ser 2015-1A, Cl A2II
3.980%, 02/20/2045 (A)	$	1,008	$	1,007
Dryden 57 CLO, Ser 2018-57A, Cl B
4.034%, VAR ICE LIBOR USD 3 Month+1.350%, 05/15/2031 (A)		1,250		1,214
Dryden 57 CLO, Ser 2018-57A, Cl C
4.384%, VAR ICE LIBOR USD 3 Month+1.700%, 05/15/2031 (A)		1,250		1,191
ECMC Group Student Loan Trust, Ser 2016-1A, Cl A
3.840%, VAR ICE LIBOR USD 1 Month+1.350%, 07/26/2066 (A)		828		835
ECMC Group Student Loan Trust, Ser 2018-1A, Cl A
3.236%, VAR ICE LIBOR USD 1 Month+0.750%, 02/27/2068 (A)		3,379		3,346
EFS Volunteer No. 2, Ser 2012-1, Cl A2
3.836%, VAR ICE LIBOR USD 1 Month+1.350%, 03/25/2036 (A)		1,300		1,323
EFS Volunteer No. 3, Ser 2012-1, Cl A3
3.486%, VAR ICE LIBOR USD 1 Month+1.000%, 04/25/2033 (A)		789		791
FHLMC STACR Trust, Ser 2019-DNA1, Cl M2
5.136%, VAR ICE LIBOR USD 1 Month+2.650%, 01/25/2049 (A)		270		274
Flagship VII, Ser 2017-7A, Cl A1R
3.881%, VAR ICE LIBOR USD 3 Month+1.120%, 01/20/2026 (A)		316		315
Flagship VII, Ser 2017-7A, Cl CR
5.111%, VAR ICE LIBOR USD 3 Month+2.350%, 01/20/2026 (A)		1,500		1,487
Gilbert Park CLO, Ser 2017-1A, Cl E
9.187%, VAR ICE LIBOR USD 3 Month+6.400%, 10/15/2030 (A)		750		740
GMACM Mortgage Loan Trust, Ser 2005-AF2, Cl A1
6.000%, 12/25/2035		1,574		1,517
Great Lakes CLO, Ser 2012-1A, Cl SUB
0.000%, 01/15/2023 (A)(H)		1,000		–
Halcyon Loan Advisors Funding, Ser 2012- 1A, Cl B
5.684%, VAR ICE LIBOR USD 3 Month+3.000%, 08/15/2023 (A)		500		499
Halcyon Loan Advisors Funding, Ser 2013- 1A, Cl A1
3.937%, VAR ICE LIBOR USD 3 Month+1.150%, 04/15/2025 (A)		69		69
Hertz Vehicle Financing II, Ser 2016-2A, Cl C
4.990%, 03/25/2022 (A)		3,000		3,054
Jackson Mill CLO, Ser 2018-1A, Cl DR
5.587%, VAR ICE LIBOR USD 3 Month+2.800%, 04/15/2027 (A)		750		730

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 199

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Jamestown CLO X, Ser 2017-10A, Cl A1
4.023%, VAR ICE LIBOR USD 3 Month+1.250%, 07/17/2029 (A)	$	750	$	748
KKR CLO, Ser 2018-21, Cl A
3.787%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		500		490
LCM XXII, Ser 2018-22A, Cl DR
8.261%, VAR ICE LIBOR USD 3 Month+5.500%, 10/20/2028 (A)		600		568
Legacy Mortgage Asset Trust, Ser 2019-GS1, Cl A1
4.000%, 01/25/2059 (A)		810		815
Lone Star Portfolio Trust, Ser 2015-LSP, Cl F
9.634%, VAR LIBOR USD 1 Month+7.150%, 09/15/2028 (A)		768		771
Madison Park Funding XXIV, Ser 2016-24A, Cl D
6.611%, VAR ICE LIBOR USD 3 Month+3.850%, 01/20/2028 (A)		650		649
Marathon CLO II, Ser 2005-2A, Cl INC
0.000%, 12/20/2019 (A)(H)		750		–
Marathon CLO V, Ser 2017-5A, Cl A1R
3.511%, VAR ICE LIBOR USD 3 Month+0.870%, 11/21/2027 (A)		1,200		1,188
Marathon CLO V, Ser 2017-5A, Cl A2R
4.091%, VAR ICE LIBOR USD 3 Month+1.450%, 11/21/2027 (A)		1,000		995
Mariner CLO, Ser 2017-4A, Cl A
3.975%, VAR ICE LIBOR USD 3 Month+1.210%, 10/26/2029 (A)		2,650		2,640
MidOcean Credit CLO I, Ser 2018-1A, Cl A2RR
4.087%, VAR ICE LIBOR USD 3 Month+1.300%, 01/15/2024 (A)		1,000		986
MidOcean Credit CLO VII, Ser 2017-7A, Cl B
4.687%, VAR ICE LIBOR USD 3 Month+1.900%, 07/15/2029 (A)		750		745
Montana Higher Education Student Assistance, Ser 2012-1, Cl A3
3.530%, VAR ICE LIBOR USD 1 Month+1.050%, 07/20/2043		700		702
Motel 6 Trust, Ser 2017-MTL6, Cl F
6.734%, VAR LIBOR USD 1 Month+4.250%, 08/15/2034 (A)		1,353		1,358
Neuberger Berman CLO XVII, Ser 2017-17A, Cl ER
9.311%, VAR ICE LIBOR USD 3 Month+6.550%, 04/22/2029 (A)		250		243
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.564%, 05/25/2033 (E)		807		825
N-Star REL CDO VIII, Ser 2006-8A, Cl A2
2.849%, VAR LIBOR USD 1 Month+0.360%, 02/01/2041 (A)		650		649

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2017-13A, Cl A1A
4.047%, VAR ICE LIBOR USD 3 Month+1.260%, 07/15/2030 (A)	$	1,700	$	1,693
Octagon Investment Partners XIX, Ser 2017- 1A, Cl AR
3.887%, VAR ICE LIBOR USD 3 Month+1.100%, 04/15/2026 (A)		560		560
Octagon Investment Partners XXIII, Ser 2018- 1A, Cl ER
8.537%, VAR ICE LIBOR USD 3 Month+5.750%, 07/15/2027 (A)		450		444
OZLM VII, Ser 2018-7RA, Cl CR
5.773%, VAR ICE LIBOR USD 3 Month+3.000%, 07/17/2029 (A)		900		865
OZLM XI, Ser 2017-11A, Cl BR
5.051%, VAR ICE LIBOR USD 3 Month+2.300%, 10/30/2030 (A)		600		584
OZLM XII, Ser 2015-12A, Cl D
8.151%, VAR ICE LIBOR USD 3 Month+5.400%, 04/30/2027 (A)		700		676
Panhandle-Plains Higher Education Authority, Ser 2011-1, Cl A2
3.747%, VAR ICE LIBOR USD 3 Month+0.950%, 07/01/2024		164		164
Recette CLO, Ser 2017-1A, Cl BR
4.061%, VAR ICE LIBOR USD 3 Month+1.300%, 10/20/2027 (A)		1,000		986
Scholar Funding Trust, Ser 2011-A, Cl A
3.665%, VAR ICE LIBOR USD 3 Month+0.900%, 10/28/2043 (A)		1,124		1,123
Scholar Funding Trust, Ser 2012-B, Cl A2
3.596%, VAR ICE LIBOR USD 1 Month+1.100%, 03/28/2046 (A)		1,283		1,293
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057 (A)(E)		1,125		1,041
Shackleton VIII CLO, Ser 2017-8A, Cl A2R
3.696%, VAR ICE LIBOR USD 3 Month+0.920%, 10/20/2027 (A)		4,500		4,467
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036 (A)(E)		1,765		1,606
Sound Point CLO III, Ser 2018-2RA, Cl A1
3.737%, VAR ICE LIBOR USD 3 Month+0.950%, 04/15/2029 (A)		2,100		2,074
Stonemont Portfolio Trust, Ser 2017-MONT, Cl F
6.088%, VAR LIBOR USD 1 Month+3.600%, 08/20/2030 (A)		1,954		1,959
Tralee CLO III, Ser 2017-3A, Cl BRR
4.211%, VAR ICE LIBOR USD 3 Month+1.450%, 10/20/2027 (A)		2,300		2,266

200 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Tryon Park CLO, Ser 2018-1A, Cl A1SR
3.677%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (A)	$		2,100	$	2,088
Voya CLO, Ser 2018-2A, Cl ER
8.172%, VAR ICE LIBOR USD 3 Month+5.400%, 07/23/2027 (A)			750		729
Voya CLO, Ser 2018-3A, Cl A1A
3.610%, VAR ICE LIBOR USD 3 Month+1.150%, 10/15/2031 (A)			750		746
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
2.626%, VAR ICE LIBOR USD 1 Month+0.140%, 07/25/2037 (A)			472		442
Whitehorse XII, Ser 2018-12A, Cl D
6.076%, VAR ICE LIBOR USD 3 Month+3.650%, 10/15/2031 (A)			250		242
Total Asset-Backed Securities (Cost $80,480) ($ Thousands)					74,352
LOAN PARTICIPATIONS — 7.3%
1011778 BC ULC / New Red Finance, Term Loan B3, 1st Lien
4.749%, VAR LIBOR+2.250%, 02/16/2024			525		516
4.743%, VAR LIBOR+2.250%, 02/16/2024			423		416
Academy Ltd., Term Loan, 1st Lien
6.490%, VAR LIBOR+4.000%, 07/01/2022			165		118
6.489%, VAR LIBOR+4.000%, 07/01/2022			505		362
Acosta Inc., Term Loan, 1st Lien
7.750%, 09/26/2019 (F)			297		164
Acosta, Dollar Revolving Credit Loan, 1st Lien
5.758%, VAR LIBOR+3.250%, 09/26/2019 (F)			342		188
Acosta, Multicurrency Revolving Credit Loan, 1st Lien
7.750%, VAR LIBOR+3.250%, 09/26/2019 (F)			862		474
Air Medical Group Holdings Inc., Term Loan B, 1st Lien
5.739%, VAR LIBOR+3.250%, 04/28/2022			794		747
Air Medical Group Holdings Inc., Term Loan, 1st Lien
6.740%, VAR LIBOR+4.250%, 03/14/2025			948		890
AkzoNobel, Term Loan B, 1st Lien
5.740%, 10/01/2025			1,600		1,575

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Albany Molecular Research, Term Loan, 1st Lien
5.743%, 08/30/2024	$		744	$	731
Albertson’s LLC, Term B-6 Loan, 1st Lien, Ser 2017-1
5.479%, VAR LIBOR+3.000%, 06/22/2023			744		737
AMC Entertainment, Term Loan B, 1st Lien
0.000%, 03/20/2026 (H)			650		645
American Axle & Manufacturing, Inc., Term Loan B, 1st Lien
4.740%, VAR LIBOR+2.250%, 04/06/2024			494		482
American Builders & Contractors Supply, Term Loan B2, 1st Lien
4.499%, VAR LIBOR+2.000%, 10/31/2023			953		927
American Renal Associates, Term Loan, 1st Lien
5.743%, VAR LIBOR+3.250%, 06/21/2024			933		886
Arby’s Restaurant Group Inc., Term Loan B, 1st Lien
5.739%, 02/05/2025			1,190		1,159
Asurion, Cov-Lite, Term Loan B4, 1st Lien
5.499%, VAR LIBOR+2.750%, 08/04/2022			360		358
Athenahealth, Inc. Term Loan B, 1st LIen
7.197%, 02/11/2026			530		522
Avolon TLB Borrower 1 (US) LLC, Term Loan B3, 1st Lien
4.488%, VAR LIBOR+2.000%, 01/15/2025			1,656		1,641
Bausch Health Companies Inc., Term Loan, 1st Lien
5.231%, 11/27/2025			1,998		1,973
Berry Global, Inc. (fka Berry Plastics Corporation), Term Q Loan, 1st Lien
4.610%, VAR LIBOR+2.000%, 10/01/2022			826		820
Boyd Gaming Corporation, Refinancing Term B Loan
4.658%, VAR LIBOR+2.500%, 09/15/2023			496		491
Brookfield Property REIT Inc., Term Loan B, 1st Lien
4.996%, 08/27/2025			711		684
4.993%, 08/27/2025			237		227
BWAY Holding Company, Term Loan B, 1st Lien
6.033%, VAR LIBOR+3.250%, 04/03/2024			948		923

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 201

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Caesars Resort Collection LLC, Term Loan B, 1st Lien
5.249%, VAR LIBOR+2.750%, 12/23/2024	$		1,489	$	1,467
Camping World, Term Loan B, 1st Lien
5.240%, 11/08/2023			902		809
Catalent Pharma Solutions, Term Loan B, 1st Lien
4.743%, 05/20/2024			472		469
CBS Radio Inc., Additional Term B-1 Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 11/18/2024			670		651
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/01/2024			1,871		1,845
Charter NEX Films, Term Loan B, 1st Lien
5.243%, VAR LIBOR+3.250%, 05/16/2024			950		921
CityCenter Holdings, LLC, Term B Loan, 1st Lien
4.749%, VAR LIBOR+2.250%, 04/18/2024			744		730
CommScope, Inc., Term Loan B, 1st Lien
0.000%, 02/06/2026 (H)			525		524
Consolidated Communications, Term Loan B
5.500%, 10/05/2023			948		895
CPG International LLC (fka CPG International), New Term Loan, 1st Lien
6.633%, VAR LIBOR+3.750%, 05/05/2024 (F)			648		642
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
5.481%, VAR LIBOR+3.000%, 11/23/2020			1,217		1,184
Crown Finance US, Inc., Initial Dollar Tracnhe Term Loan
4.999%, 02/28/2025			1,465		1,429
CSC Holdings LLC, Term Loan B, 1st Lien
4.984%, 01/25/2026			450		440
CSC Holdings, LLC (fka CSC Holdings, Inc.), March 2017 Refinancing Term Loan
4.734%, VAR LIBOR+2.250%, 07/17/2025			500		485
CWGS Group LLC, Term Loan B, 1st Lien
5.249%, 11/08/2023			4		3
Dana Corp., Term Loan B, 1st Lien
4.749%, 11/14/2025			200		198
Digicert, Term Loan B-2
6.499%, 10/31/2024			948		929

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Financial & Risk US Holdings Inc., Term Loan B, 1st Lien
6.249%, 10/01/2025	$		748	$	726
First Data Corporation, 2022D New Dollar Term Loan, Ser 2022-D
4.486%, VAR LIBOR+2.000%, 07/08/2022			115		115
First Data Corporation, Term Loan, 1st Lien, Ser 2024-A
4.486%, VAR LIBOR+2.000%, 04/26/2024			1,160		1,156
Four Seasons, 1st Lien
4.499%, 11/30/2023			933		925
Getty Images, Term Loan, 1st Lien
7.063%, 02/19/2026			574		569
Golden Nugget Inc., Term Loan B, 1st Lien
5.234%, VAR LIBOR+2.750%, 10/04/2023			303		299
Golden Nugget, Inc., Term Loan B, 1st Lien
5.249%, 10/04/2023			381		377
Greatbatch Ltd, Term Loan
5.490%, 10/27/2022			12		12
Hoya Midco LLC, Term Loan B, 1st Lien
5.993%, 06/30/2024			948		915
Immucor, Term B-3 Loan, 1st Lien
7.803%, VAR LIBOR+5.000%, 06/15/2021			443		442
Intelset Jackson Holdings S.A., Term Loan B3, 1st Lien
6.240%, 11/27/2023			267		262
Intrawest ULC, Term Loan, 1st Lien
5.493%, VAR LIBOR+3.250%, 07/31/2024			496		493
Jaguar Holding Co I, Term Loan, 1st Lien
4.993%, VAR LIBOR+2.500%, 08/18/2022			943		932
Lineage Logistics LLC Term Loan, 2nd Lien
5.493%, 02/27/2025			397		385
Lions Gate Capital Holdings LLC, Term B Loan, 1st Lien
4.749%, 03/24/2025			496		489
MacDermid/Element Solutions, Term Loan B, 1st Lien
4.749%, 01/30/2026 (H)			299		296
McAfee, LLC, Term B USD Loan
6.249%, 09/30/2024			82		82
McGraw-Hill Global Education Holdings LLC, Term Loan B, 1st Lien
6.499%, VAR LIBOR+4.000%, 05/04/2022			504		462
McGraw-Hill Global Education Holdings LLC, Term Loan, 1st Lien
11.000%, 04/20/2022 (F)			300		254

202 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Michaels Stores, Inc., 2018 New Replacement Term B Loan
4.993%, VAR LIBOR+2.500%, 01/30/2023	$		705	$	690
4.991%, VAR LIBOR+2.500%, 01/30/2023			250		245
Misys Ltd, Term Loan B, 1st Lien
6.101%, VAR LIBOR+3.500%, 06/13/2024			457		440
Mitchell International, Inc., Initial Term Loan
5.749%, 11/29/2024			997		957
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
5.351%, VAR LIBOR+2.750%, 06/07/2023			914		884
Navistar Inc., Term Loan B, 1st Lien
6.000%, 11/06/2024			545		542
Panther BF Aggregator 2 Power Solutions, Term Loan, 1st Lien
0.000%, 03/18/2026 (H)			840		830
Parexel International Corporation, Term Loan, 1st Lien
5.243%, VAR LIBOR+2.750%, 09/27/2024			674		649
Party City Holdings Inc., 2018 Replacement Term Loan
5.000%, 08/19/2022			582		577
Petco Animal Supplies Inc., Term Loan B1, 1st Lien
5.994%, VAR LIBOR+3.000%, 01/26/2023			744		564
PetSmart Inc., Term Loan B2, 1st Lien
5.490%, VAR LIBOR+3.000%, 03/11/2022			992		889
Pisces Midco, Inc., Term Loan B, 1st Lien
6.547%, 04/12/2025			1,746		1,670
Post Holdings, Inc., Series A Incremental Term Loan
4.490%, VAR LIBOR+2.000%, 05/24/2024			388		385
PQ Corp, Term Loan B
5.244%, 02/08/2025			893		882
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions), Refinancing Term B-1 Loan
5.249%, VAR LIBOR+2.750%, 05/02/2022			443		437
Prime Security Services, Term Loan
5.243%, 05/02/2022			54		53
Quikrete Holdings, Inc., Initial Loan
2.499%, VAR LIBOR+2.750%, 11/15/2023			389		379

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Reynolds Group Holdings Inc., Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 02/05/2023	$		2,330	$	2,301
Robertshaw US Holding, Term Loan B, 1st Lien
6.000%, 02/28/2025			747		700
Scientific Games International Inc., Term Loan B, 1st Lien
5.329%, VAR LIBOR+2.750%, 08/14/2024			673		654
5.249%, VAR LIBOR+2.750%, 08/14/2024			161		157
Shearer’s Foods LLC, Term Loan, 2nd Lien
9.243%, VAR LIBOR+6.750%, 06/30/2022			810		780
6.743%, VAR LIBOR+3.938%, 06/30/2021			872		857
SS&C Technologies, Term Loan B3, 1st Lien
4.749%, 04/16/2025			822		815
SS&C Technologies, Term Loan B4, 1st Lien
4.749%, 04/16/2025			315		312
Staples Inc., Term Loan B, 1st Lien
6.489%, VAR LIBOR+4.000%, 09/12/2024			1,165		1,155
Sterigenics-Nordion Holdings LLC, Term Loan, 1st Lien
5.493%, VAR LIBOR+3.000%, 05/15/2022			948		930
Superior Vision/Davis Vision, Term Loan B, 1st Lien
5.499%, 12/02/2024			781		755
Travelport Finance (LUX), Term Loan, 1st Lien
0.000%, 03/18/2026 (H)			925		898
Travelport, Term Loan B, 1st Lien
5.184%, 03/17/2025			918		917
UFC Holdings, Term Loan, 1st Lien
5.750%, 08/18/2023			744		738
Unitymedia, Term Loan B, 1st Lien
4.734%, 09/30/2025			750		741
Univision Communications Inc., Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/15/2024			482		454
UPC Financing Partnership, Term Loan, 1st Lien
4.984%, VAR LIBOR+2.500%, 01/15/2026			766		764
USI, Inc. (fka Compass Investors Inc.), 2017 New Term Loan, 1st Lien
5.601%, 05/16/2024			948		918
Vertafore, Term Loan B, 1st Lien
6.053%, 07/02/2025 (H)			950		932

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 203

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Virgin Media Bristol LLC, K Facility, Term Loan, 1st Lien
4.984%, VAR LIBOR+2.500%, 01/15/2026	$		935	$	924
Welbilt, Inc., Term Loan B, 1st Lien
4.993%, 10/23/2025 (F)			350		345
Total Loan Participations (Cost $71,300) ($ Thousands)					69,588
MORTGAGE-BACKED SECURITIES — 5.5%
Agency Mortgage-Backed Obligations — 1.2%
FHLMC CMO, Ser 2014-4320, Cl SD, IO
3.616%, VAR LIBOR USD 1 Month+6.100%, 07/15/2039			607		88
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M3
7.286%, VAR ICE LIBOR USD 1 Month+4.800%, 05/25/2028			360		408
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA3, Cl M3
7.486%, VAR ICE LIBOR USD 1 Month+5.000%, 12/25/2028			250		283
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA4, Cl M3
6.286%, VAR ICE LIBOR USD 1 Month+3.800%, 03/25/2029			300		330
FNMA
3.500%, 02/01/2047			3,273		3,329
FNMA CMO, Ser 2012-115, Cl DS, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 10/25/2042			773		137
FNMA CMO, Ser 2015-30, Cl SJ, IO
3.115%, VAR LIBOR USD 1 Month+5.600%, 05/25/2045			979		129
FNMA CMO, Ser 2016-69, Cl BS, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 10/25/2046			1,385		204
FNMA Connecticut Avenue Securities, Ser 2017-C05, Cl 1M2
4.686%, VAR ICE LIBOR USD 1 Month+2.200%, 01/25/2030			1,275		1,291
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2C
4.636%, VAR ICE LIBOR USD 1 Month+2.150%, 10/25/2030			2,470		2,374
FNMA Connecticut Avenue Securities, Ser 2018-C06, Cl 1M2
4.486%, VAR ICE LIBOR USD 1 Month+2.000%, 03/25/2031			410		407

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2010-9, Cl XD, IO
4.118%, VAR LIBOR USD 1 Month+6.600%, 01/16/2040	$		3,077	$	501
GNMA CMO, Ser 2013-124, Cl CS, IO
3.562%, VAR LIBOR USD 1 Month+6.050%, 08/20/2043			329		52
GNMA CMO, Ser 2014-117, Cl SJ, IO
3.112%, VAR LIBOR USD 1 Month+5.600%, 08/20/2044			942		123
GNMA CMO, Ser 2014-158, Cl SA, IO
3.118%, VAR LIBOR USD 1 Month+5.600%, 10/16/2044			442		57
GNMA CMO, Ser 2015-110, Cl MS, IO
3.222%, VAR LIBOR USD 1 Month+5.710%, 08/20/2045			537		70
GNMA CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045			4,597		722
GNMA CMO, Ser 2015-126, Cl IQ, IO
4.000%, 09/20/2045			1,061		170
GNMA CMO, Ser 2015-126, Cl IM, IO
4.000%, 09/20/2045			1,061		149
GNMA CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045			1,922		211
GNMA CMO, Ser 2015-57, Cl AS, IO
3.112%, VAR LIBOR USD 1 Month+5.600%, 04/20/2045			3,695		434
GNMA CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045			2,578		362
GNMA CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045			1,425		195
					12,026
Non-Agency Mortgage-Backed Obligations — 4.3%
Bancorp Commercial Mortgage Trust, Ser 2018-CR3, Cl A
3.334%, VAR LIBOR USD 1 Month+0.850%, 01/15/2033 (A)			1,052		1,044
BCAP Trust, Ser 2007-AA2, Cl 2A7
6.000%, 04/25/2037			788		620
BX Commercial Mortgage Trust, Ser 2018- BIOA, Cl E
4.435%, VAR LIBOR USD 1 Month+1.951%, 03/15/2037 (A)			2,000		2,000
BX Trust, Ser 2017-IMC, Cl A
3.534%, VAR LIBOR USD 1 Month+1.050%, 10/15/2032 (A)			910		907
Capmark Military Housing Trust, Ser 2007- AET2, Cl A
6.063%, 10/10/2052 (A)			956		1,052
CGMS Commercial Mortgage Trust, Ser 2017- MDRA, Cl C
3.752%, 07/10/2030 (A)(E)			1,620		1,555

204 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A3
6.000%, 07/25/2037	$		1,253	$	936
Citigroup Mortgage Loan Trust, Ser 2005- OPT4, Cl M5
3.106%, VAR ICE LIBOR USD 1 Month+0.620%, 07/25/2035			500		498
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.886%, VAR ICE LIBOR USD 1 Month+2.400%, 04/25/2031 (A)			820		828
CSMC, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (A)			320		293
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M2
5.736%, VAR ICE LIBOR USD 1 Month+3.250%, 07/25/2029			1,570		1,685
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
2.646%, VAR ICE LIBOR USD 1 Month+0.160%, 11/25/2036			1,943		1,887
GAHR Commercial Mortgage Trust, Ser 2015-NRF, Cl GFX
3.382%, 12/15/2034 (A)(E)			3,177		3,113
GE Business Loan Trust, Ser 2007-1, Cl C
2.934%, VAR LIBOR USD 1 Month+0.450%, 04/16/2035 (A)			575		552
GreenPoint Mortgage Funding Trust, Ser 2005-AR1, Cl A2
2.926%, VAR ICE LIBOR USD 1 Month+0.440%, 06/25/2045			482		462
GreenPoint Mortgage Funding Trust, Ser 2006-AR1, Cl A1A
3.066%, VAR ICE LIBOR USD 1 Month+0.580%, 02/25/2036			1,203		1,192
GS Mortgage Securities Trust, Ser 2014-GSFL, Cl D
6.035%, VAR LIBOR USD 1 Month+3.900%, 07/15/2031 (A)			266		266
GS Mortgage Securities Trust, Ser 2017-STAY, Cl E
4.634%, VAR LIBOR USD 1 Month+2.150%, 07/15/2032 (A)			1,000		975
GS Mortgage Securities Trust, Ser 2018-SRP5
5.731%, 09/15/2031			1,970		1,972
HarborView Mortgage Loan Trust, Ser 2006- 10, Cl 2A1B
2.722%, VAR ICE LIBOR USD 1 Month+0.240%, 11/19/2036			3,310		2,811
Impac CMB Trust, Ser 2005-4, Cl 1M1
3.131%, VAR ICE LIBOR USD 1 Month+0.645%, 05/25/2035			1,859		1,767

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A5
2.746%, VAR ICE LIBOR USD 1 Month+0.260%, 06/25/2037	$		1,400	$	1,372
Lone Star Portfolio Trust, Ser 2015-LSP, Cl E
8.334%, VAR LIBOR USD 1 Month+5.850%, 09/15/2028 (A)			1,280		1,288
LSTAR Securities Investment, Ser 2017-9, Cl A
4.052%, VAR ICE LIBOR USD 1 Month+1.550%, 12/01/2022 (A)			2,327		2,328
Morgan Stanley Re-REMIC Trust, Ser 2010- R5, Cl 4B
3.883%, 06/26/2036 (A)			497		456
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
1.748%, VAR ICE LIBOR USD 1 Month+0.430%, 03/26/2036 (A)			665		641
PFP III, Ser 2017-3, Cl C
4.984%, VAR LIBOR USD 1 Month+2.500%, 01/14/2035 (A)			675		672
Popular ABS Mortgage Pass-Through Trust, Ser 2005-6, Cl A4
3.786%, 01/25/2036			1,000		998
RALI Series Trust, Ser 2006-QO2, Cl A2
2.756%, VAR ICE LIBOR USD 1 Month+0.270%, 02/25/2046			1,605		647
RALI Series Trust, Ser 2007-QO2, Cl A1
2.636%, VAR ICE LIBOR USD 1 Month+0.150%, 02/25/2047			1,202		682
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 2A1
2.786%, VAR ICE LIBOR USD 1 Month+0.300%, 10/25/2035			573		570
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
2.866%, VAR ICE LIBOR USD 1 Month+0.380%, 10/25/2036 (A)			2,490		2,467
WaMu Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 1A
3.097%, VAR 12 Month Treas Avg+0.700%, 03/25/2047			831		771
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR12, Cl 2A5
4.881%, 06/25/2035 (E)			253		260

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 205

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFCG Commercial Mortgage Trust, Ser 2015- BXRP, Cl C
4.255%, VAR LIBOR USD 1 Month+1.772%, 11/15/2029 (A)	$	844	$	844
				40,411
Total Mortgage-Backed Securities (Cost $51,550) ($ Thousands)				52,437
MUNICIPAL BONDS — 0.4%
Illinois — 0.2%
Illinois State, GO
7.350%, 07/01/2035		225		256
5.100%, 06/01/2033		1,895		1,862
				2,118
Puerto Rico — 0.2%
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser A, RB
6.130%, 08/01/2028 (B)		15		13
6.130%, 08/01/2029 (B)		10		8
6.130%, 08/01/2030 (B)		40		33
6.130%, 08/01/2037 (B)		120		100
6.130%, 08/01/2038 (B)		75		63
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser B, RB
6.050%, 08/01/2036 (B)		270		225
6.050%, 08/01/2037 (B)		30		25
6.050%, 08/01/2039 (B)		15		13
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser C, RB
5.000%, 08/01/2021 (B)		10		9
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser C, RB
6.000%, 08/01/2031 (B)		135		113
6.000%, 08/01/2032 (B)		35		29
6.000%, 08/01/2038 (B)		120		100
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser C, RB
Callable 08/01/2019 @ 100
5.750%, 08/01/2057 (B)		5		4
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser C, RB
Callable 08/01/2021 @ 100
5.250%, 08/01/2040 (B)		85		72
5.000%, 08/01/2040 (B)		65		55
5.000%, 08/01/2046 (B)		25		21
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Ser D, RB
Callable 08/01/2021 @ 100
4.850%, 08/01/2036 (B)		10		8

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Sub-Ser A, RB
6.500%, 08/01/2044 (B)	$	1,020	$	520
5.750%, 08/01/2037 (B)		240		122
5.500%, 08/01/2028 (B)		5		3
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Sub-Ser A, RB
Callable 02/01/2020 @ 100
5.500%, 08/01/2037 (B)		15		8
5.375%, 08/01/2039 (B)		210		107
Puerto Rico, Sales Tax Financing, Sales Tax Revenue, Sub-Ser A-1, RB
Callable 08/01/2021 @ 100
5.000%, 08/01/2043 (B)		20		10
				1,661
Total Municipal Bonds (Cost $3,637) ($ Thousands)				3,779
CONVERTIBLE BONDS — 0.4%
Chegg
0.125%, 03/15/2025 (A)		270		266
Cheniere Energy CV to 83.03
4.250%, 03/15/2045		200		156
DP World
1.750%, 06/19/2024		600		579
Innovate Capital Pte
6.000%, 12/11/2024		62		36
Liberty Media
2.125%, 03/31/2048 (A)		1,460		1,394
2.250%, 12/01/2048 (A)		90		101
Twitter
1.000%, 09/15/2021		580		546
0.250%, 06/15/2024 (A)		290		268
Western Digital
1.500%, 02/01/2024 (A)		190		167
Total Convertible Bonds (Cost $3,514) ($ Thousands)				3,513
	Shares
PREFERRED STOCK — 0.0%
Financials — 0.0%
B. Riley Financial, 6.875%		6,625		168
GSC Partners Fund V, Ser 2004-5I, 0.000% *(F)		100		–
Total Preferred Stock (Cost $204) ($ Thousands)				168

206 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount     (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATION — 0.0%
U.S. Treasury Bonds
3.375%, 11/15/2048	$	60	$	67
Total U.S. Treasury Obligation (Cost $64) ($ Thousands)				67
Total Investments in Securities — 94.3% (Cost $868,617) ($ Thousands)			$	891,766

Description	Contracts			Market Value       ($ Thousands)
PURCHASED OPTIONS* — 0.0%
Total Purchased Options(I) (Cost $301) ($ Thousands)		19,930,137		$	206
WRITTEN OPTIONS* — (0.4)%
Total Written Options(I) (Premiums Received $2,445) ($ Thousands)		(8,000,651	)	$	(3,460	)

A list of the open exchange traded options contracts for the Fund at March 31, 2019, is as follows:

Description	Number of Contracts			Notional Amount     (Thousands)			Exercise Price		Expiration Date		Value     (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
June 2019, BRL Call USD Put*		1,600,000		$	30	†		$3.82		06/22/19	$	23
May 2019, S&P 500 E-mini 3rd Week Option*		16			16	†		2,500.00		05/18/19		3
May 2019, S&P 500 E-mini 3rd Week Option*		32			28	†		2,550.00		05/18/19		10
May 2019, S&P 500 E-mini 3rd Week Option*		18			32	†		2,600.00		05/18/19		8
June 2019, S&P 500 E-mini Option*		71			82	†		2,600.00		06/22/19		71
					188							115
Call Options
June 2019, USD Call EUR Put*		3,200,000			22	†		1.14		06/22/19		26
Total Purchased Options				$	210						$	141
WRITTEN OPTIONS — (0.4)%
Put Options
May 2019, S&P 500 E-mini 3rd Week Option*		(32	)	$	(11	)†		2,350.00		05/18/19	$	(3	)
May 2019, S&P 500 E-mini 3rd Week Option*		(18	)		(15	)†		2,450.00		05/18/19		(3	)
June 2019, S&P 500 E-mini Option*		(71	)		(32	)†		2,400.00		06/22/19		(25	)
					(58	)						(31	)
Call Options
June 2019, USD Call BRL Put*		(1,600,000	)	$	(30	)†		4.02		06/22/19	$	(32	)
June 2019, USD Call CAD Put*		(3,200,000	)		(15	)†		1.37		06/22/19		(9	)
June 2019, USD Call EUR Put*		(1,600,000	)		(8	)†		1.11		06/22/19		(12	)
June 2019, USD Call EUR Put*		(1,600,000	)		(8	)†		1.10		06/22/19		(47	)
SPX US 4/18/19 C2780*		(260	)		(73,695	)		2,780.00		04/20/19		(1,738	)
SPX US 4/18/19 C2790*		(260	)		(73,694	)		2,790.00		04/20/19		(1,584	)
May 2019, U.S. 5 Year Future Option*		(10	)		(1,158	)		115.25		04/20/19		(7	)
					(148,547	)						(3,429	)
Total Written Options				$	(148,605	)					$	(3,460	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 207

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Continued)

A list of the open OTC options contracts for the Fund at March 31, 2019, is as follows:

Description	Counterparty		Number of Contracts		Notional Amount      (Thousands)†		Exercise Price		Expiration Date		Value     (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
April 2019, AUD Call USD Put*		JPMorgan Chase Bank		3,240,000	$	26		$0.74		04/20/19	$	–
Call Options
April 2019, USD Call CNH Put*		JPMorgan Chase Bank		8,650,000		30		6.78		04/20/19		18
May 2019, USD Call AUD Put*		JPMorgan Chase Bank		3,240,000		36		0.70		05/18/19		47
Total Purchased Option					$	92					$	65
† Represents cost.

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value       (Thousands)			Unrealized Appreciation/     (Depreciation) (Thousands)
90-Day Euro$		127			Dec-2019	$	30,809		$	30,978		$	170
90-Day Euro$		284			Jun-2020		68,871			69,420			550
Australian 10-Year Bond		21			Jun-2019		2,041			2,067			25
Euro-Bund		(76	)		Jun-2019		(14,062	)		(14,195	)		(301	)
Long Gilt 10-Year Bond		(12	)		Jun-2019		(1,997	)		(2,023	)		(31	)
S&P 500 Index E-MINI		262			Jun-2019		36,282			37,175			893
U.S. 2-Year Treasury Note		167			Jul-2019		35,458			35,587			129
U.S. 2-Year Treasury Note		(1	)		Jul-2019		(212	)		(213	)		(1	)
U.S. 5-Year Treasury Note		(726	)		Jul-2019		(83,612	)		(84,091	)		(479	)
U.S. 5-Year Treasury Note		190			Jul-2019		21,790			22,007			217
U.S. 10-Year Treasury Note		612			Jun-2019		75,270			76,022			752
U.S. Long Treasury Bond		(29	)		Jun-2019		(4,220	)		(4,340	)		(120	)
U.S. Long Treasury Bond		82			Jun-2019		11,944			12,272			328
U.S. Ultra Long Treasury Bond		158			Jun-2019		25,641			26,544			903
Ultra 10-Year U.S. Treasury Note		(113	)		Jun-2019		(14,693	)		(15,006	)		(313	)
						$	189,310		$	192,204		$	2,722

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation     (Depreciation) (Thousands)
Barclays PLC		04/01/19 - 04/17/19	USD		3,044	CAD		4,032	$	(25	)
Barclays PLC		04/16/19	USD		1,257	INR		89,201		27
Barclays PLC		04/17/19	USD		25	TWD		752		–
Barclays PLC		04/17/19	AUD		120	USD		86		–
Barclays PLC		04/17/19	GBP		10	USD		13		–
Barclays PLC		04/17/19	GBP		150	USD		195		–
Barclays PLC		04/17/19	USD		1,280	MXN		24,697		(10	)
Barclays PLC		04/17/19	CAD		2,640	USD		1,996		19
Barclays PLC		04/17/19	EUR		4,250	USD		4,922		143
Barclays PLC		04/17/19	RUB		127,580	USD		1,935		(2	)
Barclays PLC		05/15/19	ARS		32,011	USD		778		84
Citigroup		04/17/19	USD		609	BRL		2,360		(3	)
Citigroup		04/17/19	USD		993	AUD		1,380		(12	)
Citigroup		04/17/19	CAD		1,100	USD		830		7
Citigroup		04/17/19	USD		1,981	MXN		38,429		(5	)
Citigroup		04/17/19	USD		2,193	IDR		31,932,290		42

208 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
Citigroup		04/17/19	AUD		2,563	USD		1,838	$	17
Citigroup		04/17/19	AUD		65	USD		46		–
Citigroup		04/17/19	USD		2,874	JPY		308,715		(80	)
Citigroup		04/17/19	USD		1,155	GBP		900		18
Citigroup		04/17/19	USD		2,710	GBP		2,051		(35	)
Citigroup		04/17/19	USD		4,174	EUR		3,660		(59	)
Citigroup		04/17/19	EUR		4,386	USD		5,072		140
Citigroup		04/17/19	RUB		141,970	USD		2,093		(63	)
Citigroup		04/17/19	JPY		176,340	USD		1,591		(5	)
Citigroup		05/15/19	ARS		8,120	USD		198		22
Citigroup		07/17/19	BRL		2,360	USD		605		3
Goldman Sachs		04/26/19	EUR		17,765	USD		20,375		386
JPMorgan Chase Bank		04/01/19 - 04/17/19	CAD		2,210	USD		1,678		22
JPMorgan Chase Bank		04/03/19	ZAR		20,054	USD		1,432		42
JPMorgan Chase Bank		04/12/19	GBP		1,418	USD		1,828		(20	)
JPMorgan Chase Bank		04/17/19	GBP		50	USD		65		(1	)
JPMorgan Chase Bank		04/17/19	USD		648	CAD		870		4
JPMorgan Chase Bank		04/17/19	TWD		752	USD		24		–
JPMorgan Chase Bank		04/17/19	BRL		2,360	USD		630		24
JPMorgan Chase Bank		04/17/19 - 04/26/19	USD		3,485	EUR		3,086		(15	)
JPMorgan Chase Bank		04/17/19	EUR		9,869	USD		11,312		216
JPMorgan Chase Bank		04/26/19	EUR		1,288	USD		1,464		15
JPMorgan Chase Bank		07/17/19	USD		24	TWD		752		–
Standard Bank		04/26/19	USD		365	EUR		322		(3	)
									$	893

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/     Receives Rate		Payment     Frequency		Termination Date		Notional Amount     (Thousands)			Value     (Thousands)			Upfront Payments/     Receipts     (Thousands)			Net Unrealized     Appreciation     (Depreciation)     (Thousands)
CDX.NA.HY.30		Sell		5.00%		Quarterly		06/20/2023		$(24,075	)		$         1,657			$         1,573			$              84
CDX.NA.HY.31		Sell		5.00%		Quarterly		12/20/2023		(8,000	)		524			286			238
CDX.NA.HY.32		Buy		5.00%		Quarterly		06/20/2024		3,090			(207	)		(187	)		(19	)
CDX.NA.IG.31		Sell		1.00%		Quarterly		12/20/2023		(14,475	)		282			284			(3	)
ICE CD BA		Sell		1.00%		Quarterly		06/20/2024		(525	)		12			13			(1	)
ICE CD CDXIG		Sell		1.00%		Quarterly		06/20/2024		(19,125	)		343			296			47
ICE CD CXPHY		Sell		5.00%		Quarterly		06/20/2024		$(2,450	)		164			154			9
ICE CD ITXEB		Buy		1.00%		Quarterly		06/20/2024		15,925			(324	)		(295	)		(29	)
ICE CD RUSSIA		Buy		1.00%		Quarterly		06/20/2023		350			2			3			(1	)
ICE CD RUSSIA		Buy		1.00%		Quarterly		12/20/2023		1,720			20			21			(1	)
ICE CD SOAF		Buy		1.00%		Quarterly		12/20/2023		3,450			129			108			21
ICE CD TURKEY		Buy		1.00%		Quarterly		12/12/2023		530			67			47			21
ICE CD TURKEY		Sell		1.00%		Quarterly		06/20/2024		(580	)		(27	)		(79	)		51
US195325BB02		Sell		1.00%		Quarterly		12/20/2023		(5,060	)		6			(51	)		58
US718286AP29		Sell		1.00%		Quarterly		12/20/2023		(740	)		15			2			13
													$         2,663			$         2,175			$          488

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 209

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Income Fund (Concluded)

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value   (Thousands)			Upfront Payments/ Receipts   (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
8.36%	28D MXN-TIIE-Banxico	Monthly	03/18/2020	MXN		280,725		$                (6	)		$                (4	)		$                (2	)
3-MONTH ZAR - JIBOR	7.50%	Quarterly	09/19/2020	ZAR		13,450		5			1			5
BZDIOVRA	8.00%	Monthly	01/04/2021	BRL		3,700		14			–			13
7.95%	28D MXN-TIIE-BANXICO	Monthly	06/16/2021	MXN		35,450		(1	)		–			(1	)
6M GBP LIBOR	1.271%	Semi-Annually	10/26/2021	GBP		3,462		(20	)		1			(21	)
0.25%	6-MONTH EUR - EURIBOR	Semi-Annually	06/19/2022	EUR		2,290		(29	)		(20	)		(9	)
BZDIOVRA	7.90%	Monthly	01/02/2023	BRL		7,775		(24	)		(2	)		(23	)
0.50%	6-MONTH EUR - EURIBOR	Semi-Annually	06/19/2024	EUR		4,390		(114	)		(72	)		(41	)
2.25%	3MLIBOR	Quarterly	12/31/2025	USD		4,464		15			6			9
2.50%	3MLIBOR	Quarterly	01/31/2026	USD		18,546		(169	)		(262	)		92
0.75%	6-MONTH EUR - EURIBOR	Semi-Annually	06/19/2026	EUR		5,650		(233	)		(145	)		(88	)
1.50%	6M LIBOR-BBA	Semi-Annually	06/19/2029	GBP		680		(24	)		1			(25	)
1.00%	6-MONTH EUR - EURIBOR	Semi-Annually	06/19/2029	EUR		1,360		(64	)		(41	)		(22	)
1.50%	6-MONTH EUR - EURIBOR	Semi-Annually	06/19/2039	EUR		480		(50	)		(27	)		(23	)
2.875%	3M LIBOR	Quarterly	05/15/2044	USD		4,292		(238	)		20			(258	)
2.75%	3MLIBOR	Quarterly	08/15/2044	USD		4,284		(134	)		(14	)		(120	)
								$        (1,072	)		$            (558	)		$             (514	)

Percentages are based on Net Assets of $945,586 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $299,449 ($ Thousands), representing 31.7% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(D) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(E) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(F) Level 3 security in accordance with fair value hierarchy.

(G) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $281 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(H) Interest rate may not be available.

(I) Refer to table below for details on Options Contracts.

ABS — Asset-Backed Security

ARS — Argentine Peso

AUD — Australian Dollar

BADLAR— Buenos Aires Deposits of Large Amount Rate

BBA — British Bankers Association

BRL — Brazilian Real

CAD — Canadian Dollar

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan onshore

DAC — Designated Activity Company

EGP — Egyptian Pound

EUR — Euro

EURIBOR — Euro Interbank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

IO — Interest Only — face amount represents notional amount.

JIBOR — Jakarta Interbank Offered Rate

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

MXN-TIIE-BANXICO — Interbank Equilibrium Interest Rate for MXN

NASDAQ – National Association of Securities Dealers and Automated Quotations

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REIT — Real Estate investment Trust

REREMIC — Resecuritization of Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor’s

SPX — Standard & Poor’s 500 Index

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

ZAR — South African Rand

210 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, 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	$	–		$	428,107		$	–	$	428,107
Sovereign Debt		–			151,976			–		151,976
Common Stock		107,689			33			57		107,779
Asset-Backed Securities		–			74,351			1		74,352
Loan Participations		–			67,521			2,067		69,588
Mortgage-Backed Securities		–			52,437			–		52,437
Municipal Bonds		–			3,779			–		3,779
Convertible Bonds		–			3,513			–		3,513
Preferred Stock		168			–			–		168
U.S. Treasury Obligation		–			67			–		67
Total Investments in Securities	$	107,857		$	781,784		$	2,125	$	891,766
Other Financial Instruments	Level 1			Level 2			Level 3		Total
Purchased Options	$	206		$	–		$	–	$	206
Written Options		(3,460	)		–			–		(3,460	)
Futures Contracts*
Unrealized Appreciation		3,967			–			–		3,967
Unrealized Depreciation		(1,245	)		–			–		(1,245	)
Forwards Contracts*
Unrealized Appreciation		–			1,231			–		1,231
Unrealized Depreciation		–			(338	)		–		(338	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			542			–		542
Unrealized Depreciation		–			(54	)		–		(54	)
Interest Rate Swaps*
Unrealized Appreciation		–			119			–		119
Unrealized Depreciation		–			(633	)		–		(633	)
Total Other Financial Instruments	$	(532	)	$	867		$	–	$	335

(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has 1% of Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

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

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

For the period ended March 31, 2019, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

Amounts designated as “—” are either $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, 2019 211

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 64.5%
U.S. Treasury Bills **
2.504%, 07/18/2019 (A)	$	34,500	$	34,256
2.451%, 08/15/2019 (A)		40,500		40,135
U.S. Treasury Inflation Protected Securities
1.250%, 07/15/2020		59,856		60,736
0.625%, 07/15/2021		100,365		101,253
0.625%, 04/15/2023		55,041		55,422
0.375%, 07/15/2023		11,298		11,324
0.375%, 07/15/2025		21,752		21,732
0.125%, 04/15/2020		51,167		50,924
0.125%, 04/15/2021		27,434		27,215
0.125%, 04/15/2022		35,956		35,584
0.125%, 07/15/2022		53,698		53,409
0.125%, 01/15/2023		13,806		13,648
0.125%, 07/15/2024		19,293		19,049
0.125%, 07/15/2026		14,600		14,279
U.S. Treasury Notes
2.540%, VAR US Treasury 3 Month Bill Money Market Yield+0.115%, 01/31/2021		9,700		9,691
2.445%, VAR US Treasury 3 Month Bill Money Market Yield+0.045%, 10/31/2020		5,000		4,993
2.443%, VAR US Treasury 3 Month Bill Money Market Yield+0.043%, 07/31/2020		6,000		5,994
2.433%, VAR US Treasury 3 Month Bill Money Market Yield+0.033%, 04/30/2020		2,000		1,999
Total U.S. Treasury Obligations (Cost $561,094) ($ Thousands)				561,643

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 29.1%
Communication Services — 2.3%
Activision Blizzard Inc		7,273	$	331
Alphabet Inc, Cl A *		1,892		2,227
Alphabet Inc, Cl C *		1,926		2,260
AT&T Inc (F)		102,331		3,209
CenturyLink Inc		13,415		161
Cinemark Holdings Inc		2,200		88
Cogent Communications Holdings Inc		600		32
Consolidated Communications Holdings Inc		3,466		38
Electronic Arts Inc *		2,883		293
Facebook Inc, Cl A *		15,568		2,595
Fox Corp *		5,433		198
IAC/InterActiveCorp *		400		84
Iridium Communications Inc *		2,600		69
Liberty Media Corp-Liberty Formula One, Cl C *		3,000		105
Live Nation Entertainment Inc *		1,600		102
Madison Square Garden Co/The *		200		58
Netflix Inc *		4,005		1,428
Shenandoah Telecommunications Co		1,300		58
Sprint Corp *		9,008		51
Take-Two Interactive Software Inc, Cl A *		1,100		104
Telephone & Data Systems Inc		3,122		96
T-Mobile US Inc *		4,127		285
TripAdvisor Inc *		800		41
Twitter Inc *		4,192		138
Verizon Communications Inc		56,944		3,367
Viacom Inc, Cl B		4,000		112
Vonage Holdings Corp *		4,800		48
Walt Disney Co/The		19,724		2,190
World Wrestling Entertainment Inc, Cl A		400		35
Zayo Group Holdings Inc *		3,761		107
Zynga Inc, Cl A *		14,800		79
				19,989
Consumer Staples — 7.4%
Altria Group Inc (F)		65,414		3,757
Andersons Inc/The		1,500		48
Archer-Daniels-Midland Co		20,079		866
B&G Foods Inc, Cl A		2,329		57
BJ’s Wholesale Club Holdings Inc *		2,000		55
Boston Beer Co Inc/The, Cl A *		350		103
Brown-Forman Corp, Cl A		1,828		94
Brown-Forman Corp, Cl B		9,369		495
Bunge Ltd		5,136		273
Calavo Growers Inc		954		80
Cal-Maine Foods Inc		650		29
Campbell Soup Co		6,496		248
Casey’s General Stores Inc		1,297		167
Central Garden & Pet Co, Cl A *		2,800		65
Church & Dwight Co Inc		8,468		603
Clorox Co/The		4,581		735

212 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Co/The (F)		130,164	$	6,099
Coca-Cola Consolidated Inc		300		86
Colgate-Palmolive Co		29,548		2,025
Conagra Brands Inc		17,086		474
Constellation Brands Inc, Cl A		5,273		925
Costco Wholesale Corp		15,079		3,651
Coty Inc, Cl A		16,565		191
Darling Ingredients Inc *		5,936		129
Edgewell Personal Care Co *		1,834		81
Energizer Holdings Inc		2,713		122
Estee Lauder Cos Inc/The, Cl A		7,617		1,261
Flowers Foods Inc		7,407		158
Fresh Del Monte Produce Inc		1,189		32
Freshpet Inc *		1,300		55
General Mills Inc		20,514		1,062
Hain Celestial Group Inc/The *		2,634		61
Herbalife Nutrition Ltd *		4,608		244
Hershey Co/The		4,694		539
Hormel Foods Corp		9,218		413
Hostess Brands Inc, Cl A *		3,370		42
Ingles Markets Inc, Cl A		1,453		40
Ingredion Inc		2,682		254
Inter Parfums Inc		900		68
J&J Snack Foods Corp		727		115
JM Smucker Co/The		3,614		421
Kellogg Co		8,803		505
Keurig Dr Pepper Inc		6,485		181
Kimberly-Clark Corp		12,078		1,496
Kraft Heinz Co/The		20,418		667
Kroger Co/The		28,131		692
Lamb Weston Holdings Inc		5,205		390
Lancaster Colony Corp		650		102
McCormick & Co Inc/MD		4,273		644
Medifast Inc		400		51
MGP Ingredients Inc		900		69
Molson Coors Brewing Co, Cl B		6,015		359
Mondelez International Inc, Cl A		48,525		2,422
Monster Beverage Corp *		12,831		700
National Beverage Corp, Cl A		433		25
Nu Skin Enterprises Inc, Cl A		1,702		81
PepsiCo Inc		48,396		5,931
Performance Food Group Co *		4,195		166
Philip Morris International Inc		53,763		4,752
Pilgrim’s Pride Corp *		1,078		24
Post Holdings Inc *		2,172		238
PriceSmart Inc		1,550		91
Procter & Gamble Co/The (F)		86,329		8,983
Rite Aid Corp *		63,819		41
Sanderson Farms Inc		601		79
Seaboard Corp		7		30
Simply Good Foods Co/The *		3,900		80
SpartanNash Co		1,522		24

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Spectrum Brands Holdings Inc		1,766	$	97
Sprouts Farmers Market Inc *		5,028		108
Sysco Corp, Cl A		16,329		1,090
TreeHouse Foods Inc *		1,957		126
Tyson Foods Inc, Cl A (F)		9,621		668
Universal Corp/VA		822		47
US Foods Holding Corp *		7,556		264
USANA Health Sciences Inc *		500		42
Vector Group Ltd		5,076		55
Walgreens Boots Alliance Inc		28,063		1,776
Walmart Inc		48,553		4,735
WD-40 Co		627		106
				64,160
Energy — 7.2%
Anadarko Petroleum Corp, Cl A		22,367		1,017
Antero Resources Corp *		9,447		83
Apache Corp		17,667		612
Apergy Corp *		3,400		140
Arch Coal Inc		600		55
Archrock Inc		6,500		64
Baker Hughes a GE Co, Cl A		22,940		636
C&J Energy Services Inc *		1,586		25
Cabot Oil & Gas Corp		20,225		528
Cactus Inc, Cl A *		2,200		78
California Resources Corp *		1,300		33
Callon Petroleum Co *		8,628		65
Carrizo Oil & Gas Inc *		2,700		34
Centennial Resource Development Inc/DE, Cl A *		7,800		69
Cheniere Energy Inc *		10,780		737
Chesapeake Energy Corp *		37,322		116
Chevron Corp (F)		82,694		10,186
Cimarex Energy Co		4,788		335
CNX Resources Corp *		9,162		99
Concho Resources Inc		8,598		954
ConocoPhillips		51,576		3,442
CONSOL Energy Inc *		1,235		42
Continental Resources Inc/OK, Cl A *		4,004		179
CVR Energy Inc		1,600		66
Delek US Holdings Inc		3,658		133
Denbury Resources Inc *		15,000		31
Devon Energy Corp		20,733		654
Diamond Offshore Drilling Inc *		2,200		23
Diamondback Energy Inc, Cl A		6,978		708
Dril-Quip Inc *		1,388		64
Encana Corp		3,113		23
EOG Resources Inc		25,387		2,416
EQT Corp		11,198		232
Equitrans Midstream Corp		9,198		200
Exxon Mobil Corp (F)		184,448		14,903
GasLog Ltd		2,800		49

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 213

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Golar LNG Ltd		4,877	$	103
Green Plains Inc		3,800		63
Gulfport Energy Corp *		7,258		58
Halliburton Co		38,827		1,138
Helix Energy Solutions Group Inc *		7,900		62
Helmerich & Payne Inc		4,838		269
Hess Corp		11,753		708
HollyFrontier Corp		7,431		366
Jagged Peak Energy Inc *		5,500		58
Keane Group Inc *		3,200		35
Kinder Morgan Inc/DE		83,046		1,662
Kosmos Energy Ltd		12,600		79
Laredo Petroleum Inc *		6,591		20
Liberty Oilfield Services Inc, Cl A		1,700		26
Marathon Oil Corp		38,774		648
Marathon Petroleum Corp		29,671		1,776
Matador Resources Co *		4,364		84
McDermott International Inc *		7,683		57
Murphy Oil Corp		7,658		224
Nabors Industries Ltd		12,151		42
National Oilwell Varco Inc, Cl A		17,623		469
Newpark Resources Inc, Cl A *		5,566		51
Noble Corp plc *		11,500		33
Noble Energy Inc		22,240		550
Oasis Petroleum Inc *		10,300		62
Occidental Petroleum Corp		33,272		2,203
Oceaneering International Inc, Cl A *		4,468		70
Oil States International Inc *		2,170		37
ONEOK Inc		18,420		1,286
Parsley Energy Inc, Cl A *		13,291		257
Patterson-UTI Energy Inc		10,159		142
PBF Energy Inc, Cl A		5,129		160
PDC Energy Inc, Cl A *		2,550		104
Peabody Energy Corp		3,825		108
Penn Virginia Corp *		600		26
Phillips 66		18,467		1,758
Pioneer Natural Resources Co		7,671		1,168
ProPetro Holding Corp *		4,200		95
QEP Resources Inc *		11,994		93
Range Resources Corp		9,059		102
Renewable Energy Group Inc *		2,200		48
Rowan Cos Plc, Cl A *		5,104		55
RPC Inc		4,128		47
Schlumberger Ltd, Cl A		61,316		2,672
Scorpio Tankers Inc		1,889		37
SEACOR Holdings Inc, Cl A *		1,100		47
SemGroup Corp, Cl A		2,990		44
Ship Finance International Ltd		5,300		65
SM Energy Co		4,463		78
Southwestern Energy Co *		28,922		136
SRC Energy Inc *		9,664		49
Superior Energy Services Inc *		7,681		36

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Targa Resources Corp		10,343	$	430
Tellurian Inc *		6,700		75
Tidewater Inc *		2,500		58
Transocean Ltd * (F)		26,625		232
Unit Corp *		3,271		47
US Silica Holdings Inc		3,378		59
Valero Energy Corp (F)		18,615		1,579
W&T Offshore Inc *		3,300		23
Weatherford International PLC *		43,950		31
Whiting Petroleum Corp *		3,552		93
Williams Cos Inc/The		54,492		1,565
World Fuel Services Corp		2,874		83
WPX Energy Inc *		17,910		235
				63,107
Health Care — 5.7%
Abbott Laboratories		20,229		1,617
AbbVie Inc		18,995		1,531
ABIOMED Inc *		424		121
Acadia Healthcare Co Inc, Cl A *		1,066		31
ACADIA Pharmaceuticals Inc *		2,800		75
Aerie Pharmaceuticals Inc *		1,013		48
Agilent Technologies Inc		4,436		357
Agios Pharmaceuticals Inc *		700		47
Alexion Pharmaceuticals Inc *		3,003		406
Align Technology Inc *		1,001		285
Alkermes PLC *		2,411		88
Allergan PLC		4,169		610
Allscripts Healthcare Solutions Inc *		5,900		56
Alnylam Pharmaceuticals Inc *		1,101		103
Amedisys Inc *		400		49
AmerisourceBergen Corp, Cl A		2,433		193
Amgen Inc, Cl A (F)		7,740		1,470
Amicus Therapeutics Inc *		2,893		39
AMN Healthcare Services Inc *		1,300		61
Anthem Inc		3,178		912
Arena Pharmaceuticals Inc *		1,200		54
Array BioPharma Inc *		2,163		53
Avanos Medical Inc *		637		27
Baxter International Inc (F)		6,357		517
Becton Dickinson and Co		3,381		844
Biogen Inc *		2,424		573
BioMarin Pharmaceutical Inc *		2,643		235
Bio-Rad Laboratories Inc, Cl A *		282		86
Bio-Techne Corp		450		89
Bluebird Bio Inc *		597		94
Blueprint Medicines Corp *		540		43
Boston Scientific Corp *		16,750		643
Bristol-Myers Squibb Co		19,901		949
Brookdale Senior Living Inc, Cl A *		3,877		26
Bruker Corp		1,100		42
Cambrex Corp *		1,000		39

214 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cantel Medical Corp		300	$	20
Cardinal Health Inc		3,775		182
Catalent Inc *		2,556		104
Celgene Corp, Cl A *		8,707		821
Centene Corp *		5,286		281
Cerner Corp *		3,814		218
Charles River Laboratories International Inc *		753		109
Chemed Corp		280		90
Cigna Corp (B)		4,657		749
Cooper Cos Inc/The, Cl A		772		229
Covetrus Inc *		881		28
CVS Health Corp		15,737		849
Danaher Corp, Cl A		7,683		1,014
DaVita Inc *		1,958		106
DENTSPLY SIRONA Inc		3,604		179
DexCom Inc *		1,100		131
Edwards Lifesciences Corp, Cl A *		2,757		527
Elanco Animal Health Inc *		2,400		77
Eli Lilly & Co		11,403		1,480
Emergent BioSolutions Inc *		1,100		56
Encompass Health Corp		1,978		116
Endo International PLC *		2,400		19
Ensign Group Inc/The		1,319		68
Exact Sciences Corp *		1,239		107
Exelixis Inc *		3,701		88
FibroGen Inc *		1,286		70
Gilead Sciences Inc (F)		15,301		995
Global Blood Therapeutics Inc *		1,600		85
Globus Medical Inc, Cl A *		800		40
Haemonetics Corp *		628		55
Halozyme Therapeutics Inc *		3,568		57
HCA Healthcare Inc		3,351		437
HealthEquity Inc *		500		37
Henry Schein Inc *		2,203		132
Heron Therapeutics Inc *		1,314		32
Hill-Rom Holdings Inc		1,251		132
HMS Holdings Corp *		1,600		47
Hologic Inc *		3,515		170
Horizon Pharma Plc *		1,628		43
Humana Inc		1,582		421
ICU Medical Inc *		324		78
IDEXX Laboratories Inc *		1,148		257
Illumina Inc *		1,822		566
Immunomedics Inc *		2,254		43
Incyte Corp *		2,543		219
Inogen Inc *		200		19
Insulet Corp *		578		55
Integer Holdings Corp *		400		30
Integra LifeSciences Holdings Corp *		628		35
Intercept Pharmaceuticals Inc *		700		78
Intuitive Surgical Inc *		1,337		763

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ionis Pharmaceuticals Inc *		1,876	$	152
IQVIA Holdings Inc *		2,182		314
Jazz Pharmaceuticals PLC *		629		90
Johnson & Johnson (F)		32,246		4,508
Laboratory Corp of America Holdings *		1,412		216
LHC Group Inc *		300		33
Ligand Pharmaceuticals Inc *		278		35
LivaNova PLC *		1,157		113
Magellan Health Inc *		600		40
Masimo Corp *		892		123
McKesson Corp		2,553		299
Medidata Solutions Inc *		529		39
MEDNAX Inc *		1,127		31
Medtronic PLC		16,505		1,503
Merck & Co Inc		31,751		2,641
Merit Medical Systems Inc *		1,500		93
Mettler-Toledo International Inc *		340		246
Molina Healthcare Inc *		738		105
Mylan NV *		6,687		189
Myriad Genetics Inc *		2,300		76
National HealthCare Corp		900		68
Nektar Therapeutics, Cl A *		2,284		77
Neogen Corp, Cl B *		469		27
Neurocrine Biosciences Inc *		1,128		99
Novocure Ltd *		1,000		48
NuVasive Inc *		1,200		68
Omnicell Inc *		550		44
Patterson Cos Inc		2,077		45
Penumbra Inc *		250		37
PerkinElmer Inc		1,752		169
Perrigo Co PLC		2,330		112
Pfizer Inc		70,604		2,999
PRA Health Sciences Inc *		798		88
Premier Inc, Cl A *		828		29
QIAGEN NV *		4,404		179
Quest Diagnostics Inc		1,833		165
Regeneron Pharmaceuticals Inc *		950		390
Repligen Corp *		388		23
ResMed Inc		1,933		201
Sage Therapeutics Inc *		797		127
Sarepta Therapeutics Inc *		909		108
Seattle Genetics Inc *		1,652		121
Spark Therapeutics Inc *		600		68
STERIS PLC		1,398		179
Stryker Corp		4,102		810
Supernus Pharmaceuticals Inc *		1,500		53
Syneos Health Inc, Cl A *		1,073		56
Teladoc Health Inc *		1,000		56
Teleflex Inc		600		181
Tenet Healthcare Corp *		2,000		58
Theravance Biopharma Inc *		1,182		27
Thermo Fisher Scientific Inc		4,886		1,337

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 215

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ultragenyx Pharmaceutical Inc *		476	$	33
United Therapeutics Corp *		722		85
UnitedHealth Group Inc		11,412		2,822
Universal Health Services Inc, Cl B		898		120
US Physical Therapy Inc		600		63
Varian Medical Systems Inc *		1,102		156
Veeva Systems Inc, Cl A *		1,421		180
Vertex Pharmaceuticals Inc *		3,124		575
Waters Corp *		1,101		277
WellCare Health Plans Inc *		822		222
West Pharmaceutical Services Inc		1,251		138
Wright Medical Group NV *		1,277		40
Zimmer Biomet Holdings Inc		2,803		358
Zoetis Inc, Cl A		6,094		613
				49,534
Information Technology — 2.0%
Accenture PLC, Cl A		3,360		591
Adobe Inc *		2,844		758
Akamai Technologies Inc *		637		46
Alliance Data Systems Corp		320		56
Amdocs Ltd		1,853		100
ANSYS Inc *		601		110
Aspen Technology Inc *		476		50
Atlassian Corp PLC, Cl A *		800		90
Autodesk Inc, Cl A *		1,402		218
Automatic Data Processing Inc		2,360		377
Black Knight Inc *		900		49
Booz Allen Hamilton Holding Corp, Cl A		600		35
Broadridge Financial Solutions Inc		700		73
Cadence Design Systems Inc *		1,982		126
Cass Information Systems Inc		1,080		51
CDK Global Inc		965		57
Citrix Systems Inc		800		80
Cognizant Technology Solutions Corp, Cl A		3,345		242
Conduent Inc *		2,908		40
DXC Technology Co		1,902		122
EPAM Systems Inc *		250		42
Euronet Worldwide Inc *		327		47
Fair Isaac Corp *		200		54
Fidelity National Information Services Inc, Cl B		1,953		221
First Data Corp, Cl A *		1,850		49
Fiserv Inc, Cl A *		2,404		212
FleetCor Technologies Inc *		552		136
Fortinet Inc *		750		63
Gartner Inc *		400		61
Global Payments Inc		1,000		136
GoDaddy Inc, Cl A *		495		37
Guidewire Software Inc, Cl Z *		400		39
International Business Machines Corp (F)		4,887		689
Intuit Inc		1,403		367

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jack Henry & Associates Inc		451	$	63
Leidos Holdings Inc		1,200		77
Mastercard Inc, Cl A		4,953		1,166
Microsoft Corp		40,387		4,763
Nuance Communications Inc *		3,100		52
Nutanix Inc, Cl A *		1,000		38
Oracle Corp, Cl B		13,751		739
Palo Alto Networks Inc *		596		145
Paychex Inc		1,875		150
Paycom Software Inc *		300		57
PayPal Holdings Inc *		6,386		663
PTC Inc *		500		46
Red Hat Inc *		952		174
RingCentral Inc, Cl A *		600		65
Sabre Corp		2,300		49
salesforce.com Inc *		4,078		646
ServiceNow Inc *		1,013		250
Splunk Inc *		805		100
Square Inc, Cl A *		1,777		133
SS&C Technologies Holdings Inc		1,260		80
Symantec Corp, Cl A (F)		5,506		127
Synopsys Inc *		943		109
Tableau Software Inc, Cl A *		500		64
Teradata Corp *		1,000		44
Total System Services Inc		861		82
Twilio Inc, Cl A *		400		52
Tyler Technologies Inc *		229		47
Ultimate Software Group Inc/The *		150		49
VeriSign Inc *		491		89
Visa Inc, Cl A		9,408		1,469
VMware Inc, Cl A		420		76
Western Union Co/The		4,200		78
WEX Inc *		200		38
Workday Inc, Cl A *		851		164
Worldpay Inc, Cl A *		1,957		222
Zendesk Inc *		700		59
				17,649
Real Estate — 3.0%
Acadia Realty Trust ‡		2,627		72
Agree Realty Corp ‡		800		55
Alexander & Baldwin Inc ‡		2,438		62
Alexandria Real Estate Equities Inc ‡		2,314		330
American Assets Trust Inc ‡		1,635		75
American Campus Communities Inc ‡		2,970		141
American Homes 4 Rent, Cl A ‡		5,994		136
American Tower Corp, Cl A ‡		9,335		1,840
Americold Realty Trust ‡		2,200		67
Apartment Investment & Management Co, Cl A ‡		3,555		179
Apple Hospitality Inc ‡		4,014		65
Ashford Hospitality Trust Inc ‡		8,487		40

216 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
AvalonBay Communities Inc ‡		2,853	$	573
Boston Properties Inc ‡		3,211		430
Brandywine Realty Trust ‡		5,821		92
Brixmor Property Group Inc ‡		9,167		168
Brookfield Property Inc, Cl A ‡		2,800		57
Camden Property Trust ‡		1,903		193
CareTrust Inc ‡		2,300		54
CBRE Group Inc, Cl A *‡		7,678		380
Chatham Lodging Trust ‡		3,100		60
Chesapeake Lodging Trust ‡		1,850		51
Colony Capital Inc ‡		14,866		79
Columbia Property Trust Inc ‡		4,550		102
CoreCivic Inc ‡		3,867		75
CoreSite Realty Corp ‡		886		95
Corporate Office Properties Trust ‡		2,828		77
Cousins Properties Inc, Cl A ‡		10,662		103
Crown Castle International Corp ‡		9,096		1,164
CubeSmart ‡		4,581		147
CyrusOne Inc ‡		2,136		112
DiamondRock Hospitality Co ‡		6,442		70
Digital Realty Trust Inc, Cl A ‡		4,502		536
Douglas Emmett Inc ‡		3,469		140
Duke Realty Corp ‡		8,459		259
Easterly Government Properties Inc ‡		3,375		61
EastGroup Properties Inc ‡		976		109
Empire State Realty Trust Inc, Cl A ‡		4,528		72
EPR Properties, Cl A ‡		1,353		104
Equinix Inc ‡		1,731		784
Equity Commonwealth ‡		3,150		103
Equity LifeStyle Properties Inc ‡		1,950		223
Equity Residential ‡		7,768		585
Essex Property Trust Inc ‡		1,251		362
Extra Space Storage Inc ‡		2,881		294
Federal Realty Investment Trust ‡		1,619		223
First Industrial Realty Trust Inc ‡		3,230		114
Four Corners Property Trust Inc ‡		2,200		65
Front Yard Residential Corp ‡		608		6
Gaming and Leisure Properties Inc ‡		5,056		195
GEO Group Inc/The ‡		3,947		76
Getty Realty Corp ‡		2,400		77
Gladstone Commercial Corp ‡		3,038		63
HCP Inc ‡		10,808		338
Healthcare Realty Trust Inc ‡		3,504		113
Healthcare Trust of America Inc, Cl A ‡		4,841		138
HFF Inc, Cl A		900		43
Highwoods Properties Inc ‡		2,551		119
Hospitality Properties Trust ‡		3,452		91
Host Hotels & Resorts Inc ‡		16,388		310
Howard Hughes Corp/The *		1,809		199
Hudson Pacific Properties Inc ‡		3,282		113
Industrial Logistics Properties Trust		1,369		28
Investors Real Estate Trust		1,244		75

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Invitation Homes Inc ‡		6,683	$	163
Iron Mountain Inc ‡		6,157		218
JBG SMITH Properties ‡		1,800		74
Jones Lang LaSalle Inc		989		152
Kennedy-Wilson Holdings Inc		2,345		50
Kilroy Realty Corp ‡		2,328		177
Kimco Realty Corp ‡		11,427		211
Lamar Advertising Co, Cl A ‡		1,784		141
Lexington Realty Trust ‡		4,000		36
Liberty Property Trust ‡		3,787		183
Life Storage Inc ‡		1,300		126
LTC Properties Inc ‡		1,379		63
Macerich Co/The ‡		3,212		139
Mack-Cali Realty Corp ‡		2,924		65
Medical Properties Trust Inc ‡		7,858		145
Mid-America Apartment Communities Inc ‡		2,219		243
Monmouth Real Estate Investment Corp, Cl A ‡		2,573		34
National Health Investors Inc ‡		1,041		82
National Retail Properties Inc ‡		3,400		188
National Storage Affiliates Trust ‡		1,700		48
Office Properties Income Trust		2,033		56
Omega Healthcare Investors Inc ‡		4,074		155
Outfront Media Inc ‡		3,922		92
Paramount Group Inc ‡		6,407		91
Park Hotels & Resorts Inc ‡		5,793		180
Pebblebrook Hotel Trust ‡		2,577		80
Pennsylvania Real Estate Investment Trust ‡		5,061		32
Physicians Realty Trust ‡		5,878		111
Piedmont Office Realty Trust Inc, Cl A ‡		3,766		79
PotlatchDeltic Corp ‡		1,763		67
Preferred Apartment Communities Inc, Cl A ‡		3,424		51
Prologis Inc ‡		13,670		984
PS Business Parks Inc ‡		502		79
Public Storage ‡		3,125		681
QTS Realty Trust Inc, Cl A ‡		1,702		77
Rayonier Inc ‡		3,708		117
Realogy Holdings Corp		3,701		42
Realty Income Corp ‡		6,299		463
Redfin Corp *		2,531		51
Regency Centers Corp ‡		3,462		234
Retail Opportunity Investments Corp ‡		5,100		88
Retail Properties of America Inc, Cl A ‡		7,590		93
Rexford Industrial Realty Inc ‡		1,128		40
RLJ Lodging Trust ‡		4,599		81
Ryman Hospitality Properties Inc ‡		972		80
Sabra Health Care Inc ‡		4,681		91
Saul Centers Inc ‡		834		43
SBA Communications Corp, Cl A *‡		2,453		490
Senior Housing Properties Trust ‡		6,344		75
Seritage Growth Properties ‡		600		27
Simon Property Group Inc ‡		6,733		1,227

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 217

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
SITE Centers Corp ‡		4,485	$	61
SL Green Realty Corp ‡		1,870		168
Spirit Realty Capital Inc ‡		2,641		105
STAG Industrial Inc ‡		1,478		44
STORE Capital Corp ‡		4,155		139
Summit Hotel Properties Inc ‡		5,100		58
Sun Communities Inc ‡		1,752		208
Sunstone Hotel Investors Inc ‡		5,706		82
Tanger Factory Outlet Centers Inc ‡		2,478		52
Taubman Centers Inc ‡		1,535		81
Terreno Realty Corp ‡		978		41
Tier Inc ‡		1,628		47
UDR Inc ‡		6,057		275
Uniti Group Inc ‡		4,262		48
Urban Edge Properties ‡		2,748		52
Ventas Inc ‡		7,783		497
VEREIT Inc ‡		20,920		175
VICI Properties Inc ‡(B)		7,900		173
Vornado Realty Trust ‡		3,678		248
Washington Prime Group Inc ‡		6,200		35
Washington Real Estate Investment Trust ‡		2,478		70
Weingarten Realty Investors ‡		2,977		87
Welltower Inc ‡		8,621		669
Weyerhaeuser Co ‡		17,237		454
WP Carey Inc ‡		3,279		257
Xenia Hotels & Resorts Inc ‡		4,200		92
				25,975
Utilities — 1.5%
AES Corp/VA		11,142		201
ALLETE Inc		650		54
Alliant Energy Corp		3,728		176
Ameren Corp		3,454		254
American Electric Power Co Inc		6,479		543
American States Water Co		500		36
American Water Works Co Inc		2,091		218
Aqua America Inc		3,003		109
Atmos Energy Corp		1,437		148
Avista Corp		600		24
Black Hills Corp, Cl A		1,200		89
California Water Service Group, Cl A		1,200		65
CenterPoint Energy Inc		7,208		221
Clearway Energy Inc, Cl C		3,419		52
CMS Energy Corp		4,004		222
Connecticut Water Service Inc		1,000		69
Consolidated Edison Inc		3,056		259
Dominion Energy Inc		9,974		765
DTE Energy Co		2,433		304
Duke Energy Corp		9,243		832
Edison International		4,480		277
El Paso Electric Co, Cl A		500		29
Entergy Corp		2,593		248

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Evergy Inc		3,401	$	197
Eversource Energy		3,705		263
Exelon Corp		12,362		620
FirstEnergy Corp		8,322		346
Hawaiian Electric Industries Inc		1,428		58
IDACORP Inc, Cl A		1,100		110
MDU Resources Group Inc		3,645		94
MGE Energy Inc		1,400		95
National Fuel Gas Co		1,437		88
New Jersey Resources Corp		1,772		88
NextEra Energy Inc		6,268		1,212
NiSource Inc		4,946		142
Northwest Natural Holding Co		1,300		85
NorthWestern Corp		601		42
NRG Energy Inc		3,905		166
OGE Energy Corp		3,290		142
ONE Gas Inc		1,094		97
Otter Tail Corp		350		17
Pattern Energy Group Inc, Cl A		1,552		34
PG&E Corp *		7,761		138
Pinnacle West Capital Corp		1,650		158
PNM Resources Inc		2,152		102
Portland General Electric Co		1,876		97
PPL Corp		9,280		295
Public Service Enterprise Group Inc		6,437		382
Sempra Energy		3,584		451
Southern Co/The		13,524		699
Southwest Gas Holdings Inc		976		80
Spire Inc		494		41
UGI Corp		2,447		136
Unitil Corp		1,300		70
Vistra Energy Corp		7,278		189
WEC Energy Group Inc		3,915		310
Xcel Energy Inc		6,898		388
				12,627
Total Common Stock
(Cost $223,972) ($ Thousands)				253,041
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 9.3%
Communication Services — 0.9%
AT&T
4.125%, 02/17/2026	$	574		587
3.400%, 05/15/2025		2,045		2,023
CBS
3.500%, 01/15/2025		835		835
CCO Holdings
5.000%, 02/01/2028 (C)		282		278
4.000%, 03/01/2023 (C)		603		603

218 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Millicom International Cellular
6.625%, 10/15/2026 (C)		$          470	$	493
Sirius XM Radio
5.000%, 08/01/2027 (C)		360		360
Sprint Capital
6.900%, 05/01/2019		1,485		1,489
Verizon Communications
4.862%, 08/21/2046		279		297
Vodafone Group
4.125%, 05/30/2025		827		843
3.750%, 01/16/2024		378		381
				8,189
Consumer Discretionary — 0.4%
Cox Communications
2.950%, 06/30/2023 (C)		240		238
CSC Holdings
6.750%, 11/15/2021		160		171
Expedia Group Inc
3.800%, 02/15/2028		805		777
General Motors Financial
5.100%, 01/17/2024		858		894
International Game Technology
6.250%, 02/15/2022 (C)		560		582
Panther BF Aggregator 2
4.375%, 05/15/2026 (C)		EUR          155		177
Time Warner Cable
4.500%, 09/15/2042		$          330		288
Virgin Media Finance
5.250%, 02/15/2022		200		201
				3,328
Consumer Staples — 0.2%
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		275		302
BRF
3.950%, 05/22/2023		254		237
Minerva Luxembourg
6.500%, 09/20/2026 (C)		286		284
5.875%, 01/19/2028		200		186
Tyson Foods
4.350%, 03/01/2029		120		124
4.000%, 03/01/2026		108		110
3.950%, 08/15/2024		715		736
2.650%, 08/15/2019		219		219
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (B)(C)(D)		660		39
				2,237
Energy — 1.0%
Antero Resources
5.125%, 12/01/2022		123		124

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cenovus Energy
5.700%, 10/15/2019		$          96	$	98
3.000%, 08/15/2022		52		51
Cosan Luxembourg
7.000%, 01/20/2027		250		263
Energy Transfer Operating
5.200%, 02/01/2022		465		488
4.500%, 04/15/2024		260		271
Energy Transfer Partners
4.500%, 11/01/2023		114		119
Enterprise Products Operating
5.200%, 09/01/2020		340		351
3.700%, 02/15/2026		730		749
Hess
4.300%, 04/01/2027		966		957
Marathon Petroleum
5.125%, 03/01/2021		196		204
Nabors Industries
5.500%, 01/15/2023		165		157
Noble Energy
4.150%, 12/15/2021		838		858
3.900%, 11/15/2024		606		612
Pertamina Persero MTN
6.450%, 05/30/2044		450		513
Plains All American Pipeline
3.600%, 11/01/2024		477		475
Sabine Pass Liquefaction
5.000%, 03/15/2027		720		764
Sunoco
5.875%, 03/15/2028		257		255
4.875%, 01/15/2023		563		572
Transocean Poseidon
6.875%, 02/01/2027 (C)		294		306
Western Midstream Operating
4.750%, 08/15/2028		190		193
4.500%, 03/01/2028		285		282
Williams
3.900%, 01/15/2025		217		221
				8,883
Financials — 4.2%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		269		279
American Express
4.900%, VAR ICE LIBOR USD 3 Month+3.285%, 12/31/2049		359		357
Banco Santander
5.179%, 11/19/2025		400		422
3.500%, 04/11/2022		600		606
Banco Santander MTN
3.250%, 04/04/2026		EUR          300		364

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 219

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
6.500%, VAR ICE LIBOR USD 3 Month+4.174%, 12/31/2049		$          362	$	393
6.300%, VAR ICE LIBOR USD 3 Month+4.553%, 09/10/2167		233		253
Bank of America MTN
3.950%, 04/21/2025		1,205		1,226
3.124%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		1,200		1,203
Banque Federative du Credit Mutuel MTN
2.750%, 10/15/2020 (C)		470		469
Barclays
6.860%, VAR ICE LIBOR USD 6 Month+1.730%, 12/31/2049 (C)		131		135
3.684%, 01/10/2023		695		694
BB&T MTN
2.625%, 06/29/2020		400		400
BNP Paribas
2.375%, 05/21/2020		200		199
BNP Paribas MTN
2.250%, 01/11/2027		EUR          434		504
BPCE MTN
2.750%, 01/11/2023 (C)		$          397		393
Capital One Financial
3.300%, 10/30/2024		1,152		1,141
CIT Group
5.250%, 03/07/2025		476		506
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+4.068%, 12/29/2049		311		316
5.950%, VAR ICE LIBOR USD 3 Month+4.095%, 12/29/2049		320		323
5.875%, VAR ICE LIBOR USD 3 Month+4.059%, 12/29/2049		360		364
3.875%, 03/26/2025		905		912
Compass Bank
2.875%, 06/29/2022		905		896
Cooperatieve Rabobank UA
4.375%, 08/04/2025		657		677
Credit Agricole MTN
2.750%, 06/10/2020 (C)		400		400
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		555		580
3.800%, 06/09/2023		530		538
Discover Bank
4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028		475		483
Goldman Sachs Group
5.000%, VAR ICE LIBOR USD 3 Month+2.874%, 05/10/2166		603		557
2.350%, 11/15/2021		847		834

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goldman Sachs Group MTN
4.229%, VAR ICE LIBOR USD 3 Month+1.600%, 11/29/2023		$          900	$	920
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		728		720
Guardian Life Insurance of America
4.850%, 01/24/2077 (C)		145		152
HSBC Bank USA
4.875%, 08/24/2020		450		462
HSBC Holdings
4.292%, VAR ICE LIBOR USD 3 Month+1.348%, 09/12/2026		478		493
4.250%, 03/14/2024		1,041		1,065
ING Bank
5.800%, 09/25/2023 (C)		1,092		1,177
ING Groep
4.100%, 10/02/2023		500		514
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		335		324
JPMorgan Chase MTN
2.295%, 08/15/2021		551		545
Lincoln National
4.200%, 03/15/2022		355		368
Lloyds Banking Group
4.582%, 12/10/2025		741		750
Manufacturers & Traders Trust
2.625%, 01/25/2021		786		787
MetLife
5.700%, 06/15/2035		80		96
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (C)		275		283
Morgan Stanley
5.550%, VAR ICE LIBOR USD 3 Month+3.810%, 12/29/2049		160		163
Morgan Stanley MTN
5.000%, 11/24/2025		275		295
4.350%, 09/08/2026		854		876
Nationwide Building Society
4.000%, 09/14/2026 (C)		747		717
Nationwide Financial Services
5.375%, 03/25/2021 (C)		470		489
Navient
6.625%, 07/26/2021		770		805
Navient MTN
7.250%, 01/25/2022		52		55
Royal Bank of Scotland Group
8.625%, VAR USD Swap Semi 30/360 5 Yr Curr+7.598%, 12/31/2049		425		453
4.921%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2027		600		558
Santander Holdings USA
4.400%, 07/13/2027		1,135		1,125

220 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Santander UK
5.000%, 11/07/2023 (C)	$	700	$	717
SBA Tower Trust
3.156%, 10/08/2020 (C)		950		950
Standard Chartered
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.723%, 12/29/2049 (C)		200		209
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+6.301%, 12/29/2049		412		430
4.261%, VAR ICE LIBOR USD 3 Month+1.510%, 01/29/2049 (C)		400		320
Synchrony Financial
4.500%, 07/23/2025		945		949
UBS Group Funding Switzerland
4.125%, 09/24/2025 (C)		689		711
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month+2.914%, 12/29/2049		474		482
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month+3.580%, 05/15/2053		258		254
Wells Fargo
3.069%, 01/24/2023		881		882
				36,520
Health Care — 0.6%
AmerisourceBergen
4.300%, 12/15/2047		365		331
Cigna
4.375%, 10/15/2028 (C)		382		396
4.125%, 11/15/2025 (C)		286		296
3.750%, 07/15/2023 (C)		242		248
Gilead Sciences
2.550%, 09/01/2020		1,137		1,136
HCA
5.375%, 09/01/2026		559		589
Mylan
3.125%, 01/15/2023 (C)		950		928
Takeda Pharmaceutical
4.400%, 11/26/2023 (C)		820		861
Zimmer Biomet Holdings
2.700%, 04/01/2020		480		479
				5,264
Industrials — 0.5%
Adani Ports & Special Economic Zone
3.950%, 01/19/2022 (C)		670		672
Alfa
5.250%, 03/25/2024 (C)		660		691
Embraer Netherlands Finance BV
5.400%, 02/01/2027		670		722

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Odebrecht Finance
7.125%, 06/26/2042 (C)	$	444	$	65
Rumo Luxembourg Sarl
5.875%, 01/18/2025 (C)		409		413
TransDigm
6.250%, 03/15/2026 (C)		405		422
United Technologies
3.950%, 08/16/2025		570		592
XPO Logistics
6.750%, 08/15/2024 (C)		450		459
				4,036
Information Technology — 0.6%
Broadcom
4.250%, 04/15/2026 (C)		360		357
3.875%, 01/15/2027		486		464
3.625%, 01/15/2024		226		226
3.625%, 10/15/2024 (C)		360		357
CommScope Finance
6.000%, 03/01/2026 (C)		315		326
5.500%, 03/01/2024 (C)		228		233
Hewlett Packard Enterprise
2.100%, 10/04/2019 (C)		794		791
Lam Research
2.800%, 06/15/2021		640		640
Seagate HDD Cayman
4.750%, 01/01/2025		427		415
Total System Services
4.000%, 06/01/2023		392		403
Western Digital
4.750%, 02/15/2026		838		800
				5,012
Materials — 0.4%
Dow Chemical
4.250%, 11/15/2020		131		133
DowDuPont
4.493%, 11/15/2025		690		735
4.205%, 11/15/2023		690		722
Eastman Chemical Co
3.800%, 03/15/2025		318		325
Suzano Austria GmbH
6.000%, 01/15/2029 (C)		713		759
Vale Overseas
6.250%, 08/10/2026		443		482
				3,156
Real Estate — 0.1%
Host Hotels & Resorts
3.750%, 10/15/2023		16		16

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 221

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Welltower
4.000%, 06/01/2025	$	550	$	566
				582
Utilities — 0.4%
AES
4.000%, 03/15/2021		463		469
Enel Chile
4.875%, 06/12/2028		650		685
Exelon Generation
2.950%, 01/15/2020		619		618
Genneia
8.750%, 01/20/2022 (C)		327		296
Israel Electric
5.000%, 11/12/2024 (C)		792		836
Perusahaan Listrik Negara MTN
5.450%, 05/21/2028 (C)		594		634
Terraform Global Operating
6.125%, 03/01/2026 (C)		188		183
				3,721
Total Corporate Obligations (Cost $80,245) ($ Thousands)				80,928
MORTGAGE-BACKED SECURITIES — 7.5%
Agency Mortgage-Backed Obligations — 0.6%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
3.666%, VAR LIBOR USD 1 Month+6.150%, 06/15/2047		2,523		462
FHLMC CMO, Ser 2017-4727, Cl SA, IO
3.716%, VAR LIBOR USD 1 Month+6.200%, 11/15/2047		2,172		374
FNMA CMO, Ser 2011-131, Cl ST, IO
4.055%, VAR LIBOR USD 1 Month+6.540%, 12/25/2041		1,295		250
FNMA CMO, Ser 2014-17, Cl SA, IO
3.565%, VAR LIBOR USD 1 Month+6.050%, 04/25/2044		3,093		545
FNMA CMO, Ser 2014-78, Cl SE, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 12/25/2044		2,344		392
FNMA CMO, Ser 2014-92, Cl SX, IO
3.615%, VAR LIBOR USD 1 Month+6.100%, 01/25/2045		2,687		497
FNMA CMO, Ser 2016-77, Cl DS, IO
3.515%, VAR LIBOR USD 1 Month+6.000%, 10/25/2046		2,465		425
FNMA CMO, Ser 2017-62, Cl AS, IO
3.665%, VAR LIBOR USD 1 Month+6.150%, 08/25/2047		2,583		448

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2017-81, Cl SA, IO
3.715%, VAR LIBOR USD 1 Month+6.200%, 10/25/2047	$	2,568	$	463
FNMA CMO, Ser 2017-97, Cl LS, IO
3.715%, VAR LIBOR USD 1 Month+6.200%, 12/25/2047		2,714		513
GNMA CMO, Ser 2017-122, Cl SA, IO
3.712%, VAR LIBOR USD 1 Month+6.200%, 08/20/2047		1,796		336
GNMA CMO, Ser 2017-134, Cl SE, IO
3.712%, VAR LIBOR USD 1 Month+6.200%, 09/20/2047		2,055		332
				5,037
Non-Agency Mortgage-Backed Obligations — 6.9%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		90		84
Alternative Loan Trust, Ser 2005-57CB, Cl 4A3
5.500%, 12/25/2035		205		173
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/01/2036		375		307
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		278		222
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		205		183
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
3.484%, VAR LIBOR USD 1 Month+1.000%, 05/15/2035 (C)		1,000		999
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
3.484%, VAR LIBOR USD 1 Month+1.000%, 11/15/2033 (C)		1,610		1,586
Bellemeade Re, Ser 2018-2A, Cl M1B
3.836%, VAR ICE LIBOR USD 1 Month+1.350%, 08/25/2028 (C)		289		289
Bellemeade Re, Ser 2018-3A, Cl M1B
4.336%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027 (C)		570		572
BHMS, Ser 2018-ATLS, Cl A
3.734%, VAR LIBOR USD 1 Month+1.250%, 07/15/2035 (C)		955		954
BX Trust, Ser 2017-IMC, Cl A
3.534%, VAR LIBOR USD 1 Month+1.050%, 10/15/2032 (C)		1,050		1,047
BX Trust, Ser 2018-EXCL, Cl A
3.571%, VAR LIBOR USD 1 Month+1.088%, 09/15/2037 (C)		901		896

222 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CCUBS Commercial Mortgage Trust, Ser 2017-C1, Cl A4
3.544%, 11/15/2050	$	1,115	$	1,135
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%, 05/10/2058		670		669
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035 (C)		915		935
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		132		98
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		218		173
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		104		80
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.423%, 04/10/2046 (C)(E)		343		345
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%, 02/10/2048		980		985
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%, 11/10/2048		435		454
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%, 02/10/2049		540		557
Cloverleaf Cold Storage Trust, Ser 2019-CHL2, Cl A
3.560%, VAR LIBOR USD 1 Month+1.080%, 03/15/2036 (C)		923		923
COMM Mortgage Trust, Ser 2010-C1, Cl D
6.128%, 07/10/2046 (C)(E)		740		758
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		870		909
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%, 08/10/2048		545		564
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%, 02/10/2048		250		253
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035 (C)		213		208
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.886%, VAR ICE LIBOR USD 1 Month+2.400%, 04/25/2031 (C)		537		542
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
4.786%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (C)		336		338

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057	$	436	$	446
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		1,090		1,133
CSMC, Ser 2010-6R, Cl 3A2
5.875%, 01/26/2038 (C)		448		344
CSMC, Ser 2016-MFF, Cl D
7.084%, VAR LIBOR USD 1 Month+4.600%, 11/15/2033 (C)		268		269
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
3.512%, VAR LIBOR USD 1 Month+1.030%, 11/19/2035 (C)		761		761
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
2.676%, VAR ICE LIBOR USD 1 Month+0.190%, 12/25/2036		488		270
Eagle RE, Ser 2018-1, Cl M1
4.186%, VAR ICE LIBOR USD 1 Month+1.700%, 11/25/2028 (C)		247		248
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN3, Cl M3
6.486%, VAR ICE LIBOR USD 1 Month+4.000%, 08/25/2024		897		972
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN4, Cl M3
7.036%, VAR ICE LIBOR USD 1 Month+4.550%, 10/25/2024		179		196
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
7.136%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		400		446
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M2
5.736%, VAR ICE LIBOR USD 1 Month+3.250%, 07/25/2029		635		681
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA3, Cl M2
4.986%, VAR ICE LIBOR USD 1 Month+2.500%, 03/25/2030		450		461
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2
5.136%, VAR ICE LIBOR USD 1 Month+2.650%, 12/25/2029		250		257
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%, 07/25/2036		200		158
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
5.486%, VAR ICE LIBOR USD 1 Month+3.000%, 07/25/2024		345		366

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 223

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2
7.486%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024	$	156	$	174
FNMA Connecticut Avenue Securities, Ser 2015-C01, Cl 1M2
6.786%, VAR ICE LIBOR USD 1 Month+4.300%, 02/25/2025		322		351
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
6.486%, VAR ICE LIBOR USD 1 Month+4.000%, 05/25/2025		607		655
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2
6.486%, VAR ICE LIBOR USD 1 Month+4.000%, 05/25/2025		359		385
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
7.486%, VAR ICE LIBOR USD 1 Month+5.000%, 07/25/2025		705		785
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
7.486%, VAR ICE LIBOR USD 1 Month+5.000%, 07/25/2025		744		817
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
8.186%, VAR ICE LIBOR USD 1 Month+5.700%, 04/25/2028		241		275
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 2M2
8.036%, VAR ICE LIBOR USD 1 Month+5.550%, 04/25/2028		693		775
FNMA Connecticut Avenue Securities, Ser 2016-C01, Cl 2M2
9.436%, VAR ICE LIBOR USD 1 Month+6.950%, 08/25/2028		649		751
FNMA Connecticut Avenue Securities, Ser 2016-C01, Cl 1M2
9.236%, VAR ICE LIBOR USD 1 Month+6.750%, 08/25/2028		961		1,114
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2
8.486%, VAR ICE LIBOR USD 1 Month+6.000%, 09/25/2028		808		920
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
8.386%, VAR ICE LIBOR USD 1 Month+5.900%, 10/25/2028		1,462		1,654
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
6.936%, VAR ICE LIBOR USD 1 Month+4.450%, 01/25/2029		965		1,056

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
5.336%, VAR ICE LIBOR USD 1 Month+2.850%, 11/25/2029	$	695	$	721
Great Wolf Trust, Ser 2017-WOLF, Cl A
3.484%, VAR LIBOR USD 1 Month+0.850%, 09/15/2034 (C)		1,130		1,127
GS Mortgage Securities II, Ser 2013-KING, Cl A
2.706%, 12/10/2027 (C)		696		695
GS Mortgage Securities II, Ser 2018-GS9, Cl A4
3.992%, 03/10/2051 (E)		1,350		1,427
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
4.996%, 01/10/2047 (C)(E)		679		574
Home RE, Ser 2018-1, Cl M1
4.086%, VAR ICE LIBOR USD 1 Month+1.600%, 10/25/2028 (C)		436		437
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
2.736%, VAR ICE LIBOR USD 1 Month+0.250%, 03/25/2035		156		135
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%, 08/15/2047		925		961
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.864%, 09/15/2047 (E)		19,873		733
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		540		563
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3
3.801%, 08/15/2048		1,092		1,136
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C32, Cl C
4.672%, 11/15/2048 (E)		849		872
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl XA, IO
1.083%, 09/15/2050 (E)		6,755		439
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP9, Cl AM
5.372%, 05/15/2047		45		45
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5
3.805%, 07/15/2047		900		936
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039 (E)		227		157
LSTAR Commercial Mortgage Trust, Ser 2015-3, Cl A2
2.729%, 04/20/2048 (C)(E)		454		453

224 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049 (C)	$	971	$	954
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5
3.892%, 06/15/2047		920		961
Morgan Stanley Capital I Trust, Ser 2005-IQ9, Cl D
5.000%, 07/15/2056 (B)		545		540
Morgan Stanley Capital I Trust, Ser 2015-XLF2, Cl SNMA
4.434%, VAR LIBOR USD 1 Month+1.950%, 11/15/2026 (C)		204		203
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl A4
3.596%, 12/15/2049		835		861
Natixis Commercial Mortgage Securities Trust, Ser 2018-850T, Cl A
3.267%, VAR LIBOR USD 1 Month+0.784%, 07/15/2033 (C)		910		904
PMT Credit Risk Transfer Trust, Ser 2019-1R, Cl A
4.484%, 03/27/2024		315		316
Radnor RE, Ser 2019-1, Cl M1B
4.436%, VAR ICE LIBOR USD 1 Month+1.950%, 02/25/2029 (C)		313		314
Starwood Retail Property Trust, Ser 2014, Cl A
3.704%, VAR LIBOR USD 1 Month+1.220%, 11/15/2027 (C)		1,638		1,634
UBS Commercial Mortgage Trust, Ser 2018-C10, Cl A4
4.313%, 05/15/2051		1,155		1,247
UBS Commercial Mortgage Trust, Ser 2018-C8, Cl A4
3.983%, 02/15/2051		900		947
UBS Commercial Mortgage Trust, Ser 2018-C9, Cl A4
4.117%, 03/15/2051 (E)		1,410		1,499
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		596		597
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%, 09/15/2048		485		502
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl C
4.469%, 09/15/2048 (E)		794		792
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
1.972%, 07/15/2048 (E)		3,889		418

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.313%, 11/15/2049 (E)	$	925	$	951
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
7.736%, VAR ICE LIBOR USD 1 Month+5.250%, 11/25/2025 (B)(C)		538		595
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
7.986%, VAR ICE LIBOR USD 1 Month+5.500%, 11/25/2025 (B)(C)		160		172
Wells Fargo Mortgage-Backed Securities Trust, Ser 2007-8, Cl 2A5
5.750%, 07/25/2037		86		85
				59,861
Total Mortgage-Backed Securities (Cost $64,144) ($ Thousands)				64,898
U.S. GOVERNMENT AGENCY OBLIGATIONS ** — 5.9%
FFCB
2.700%, VAR Fed Res Daily Prime+-2.800%, 11/23/2021		4,000		4,002
2.700%, VAR Fed Res Daily Prime+-2.800%, 03/14/2022		2,500		2,498
2.670%, VAR US Federal Funds Effective Rate+0.220%, 10/12/2021		3,000		3,002
2.650%, VAR US Federal Funds Effective Rate+0.200%, 06/21/2021		1,000		1,001
2.643%, VAR ICE LIBOR USD 3 Month+0.010%, 09/20/2021		2,700		2,701
2.570%, VAR Fed Res Daily Prime+-2.930%, 09/24/2020		3,000		3,001
2.544%, VAR ICE LIBOR USD 1 Month+0.065%, 12/28/2020		1,000		1,000
2.540%, VAR US Treasury 3 Month Bill Money Market Yield+0.140%, 09/17/2021		8,000		7,996
2.540%, VAR US Treasury 3 Month Bill Money Market Yield+0.140%, 11/08/2021		4,000		3,991
2.517%, VAR ICE LIBOR USD 3 Month+-0.080%, 01/15/2021		2,400		2,398
2.494%, VAR ICE LIBOR USD 1 Month+0.010%, 12/11/2020		3,860		3,857
FHLB
2.435%, VAR ICE LIBOR USD 3 Month+-0.163%, 07/05/2019		2,655		2,655
0.875%, 08/05/2019		1,800		1,790
FHLMC
3.000%, 01/18/2022		1,800		1,800

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 225

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FNMA
2.700%, VAR United States Secured Overnight Financing Rate+0.160%, 01/30/2020	$	5,000	$	5,004
2.530%, VAR United States Secured Overnight Financing Rate+0.100%, 04/30/2020		2,300		2,301
2.458%, VAR ICE LIBOR USD 3 Month+-0.150%, 03/13/2020		2,050		2,049
Total U.S. Government Agency Obligations (Cost $51,058) ($ Thousands)				51,046
ASSET-BACKED SECURITIES — 2.0%
Automotive — 1.0%
Avis Budget Rental Car Funding AESOP, Ser 2016-1A, Cl A
2.990%, 06/20/2022 (C)		646		647
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024 (C)		930		949
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025 (C)		1,080		1,106
CPS Auto Receivables Trust, Ser 2017-D, Cl A
1.870%, 03/15/2021 (C)		78		78
Exeter Automobile Receivables Trust, Ser 2016-1A, Cl D
8.200%, 02/15/2023 (C)		440		457
Exeter Automobile Receivables Trust, Ser 2017-2A, Cl A
2.110%, 06/15/2021 (C)		32		32
Flagship Credit Auto Trust, Ser 2016-2, Cl D
8.560%, 11/15/2023 (C)		545		577
Flagship Credit Auto Trust, Ser 2016-4, Cl A2
1.960%, 02/16/2021 (C)		74		74
Flagship Credit Auto Trust, Ser 2016-4, Cl D
3.890%, 11/15/2022 (C)		450		453
Flagship Credit Auto Trust, Ser 2017-4, Cl A
2.070%, 04/15/2022 (C)		145		144
Flagship Credit Auto Trust, Ser 2018-3, Cl B
3.590%, 12/16/2024 (C)		925		935
Hertz Vehicle Financing II, Ser 2015-1A, Cl A
2.730%, 03/25/2021 (C)		675		673
Hertz Vehicle Financing II, Ser 2015-1A, Cl B
3.520%, 03/25/2021 (C)		491		490
Hertz Vehicle Financing II, Ser 2017-1A, Cl A
2.960%, 10/25/2021 (C)		1,160		1,156
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (C)		470		468

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing II, Ser 2019-1A, Cl A
3.710%, 03/25/2023 (C)	$	535	$	542
				8,781
Credit Cards — 0.2%
World Financial Network Credit Card Master Trust, Ser 2018-A, Cl A
3.070%, 12/16/2024		1,405		1,413
World Financial Network Credit Card Master Trust, Ser 2018-B, Cl M
3.810%, 07/15/2025		710		720
				2,133
Other Asset-Backed Securities — 0.8%
CLUB Credit Trust, Ser 2017-P2, Cl A
2.610%, 01/15/2024 (B)(C)		280		279
CNH Equipment Trust, Ser 2015-A, Cl A4
1.850%, 04/15/2021		286		286
Consumer Loan Underlying Bond Credit Trust, Ser 2018-P1, Cl A
3.390%, 07/15/2025 (C)		194		195
GMF Floorplan Owner Revolving Trust, Ser 2016-1, Cl A1
1.960%, 05/17/2021 (C)		986		985
Marlette Funding Trust, Ser 2017-1A, Cl A
2.827%, 03/15/2024 (C)		6		6
Marlette Funding Trust, Ser 2017-2A, Cl A
2.390%, 07/15/2024 (C)		15		15
Marlette Funding Trust, Ser 2017-3A, Cl A
2.360%, 12/15/2024 (B)(C)		76		76
Marlette Funding Trust, Ser 2017-3A, Cl B
3.010%, 12/15/2024 (C)		276		275
Marlette Funding Trust, Ser 2018-1A, Cl A
2.610%, 03/15/2028 (B)(C)		224		223
Marlette Funding Trust, Ser 2018-3A, Cl A
3.200%, 09/15/2028 (C)		720		720
Marlette Funding Trust, Ser 2018-4A, Cl A
3.710%, 12/15/2028 (B)(C)		387		389
Prosper Marketplace Issuance Trust, Ser 2017-2A, Cl B
3.480%, 09/15/2023 (C)		174		174
SoFi Consumer Loan Program, Ser 2016-2, Cl A
3.090%, 10/27/2025 (B)(C)		146		146
SoFi Consumer Loan Program, Ser 2016-3, Cl A
3.050%, 12/26/2025 (B)(C)		212		212
SoFi Consumer Loan Program, Ser 2017-2, Cl A
3.280%, 02/25/2026 (C)		237		238

226 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SoFi Consumer Loan Program, Ser 2017-5, Cl A2
2.780%, 09/25/2026 (C)	$	780	$	778
SoFi Consumer Loan Program, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (C)		1,050		1,046
SoFi Consumer Loan Program, Ser 2018-3, Cl A2
3.670%, 08/25/2027 (C)		697		703
				6,746
Total Asset-Backed Securities (Cost $17,523) ($ Thousands)				17,660
SOVEREIGN DEBT — 0.8%
Egypt Government International Bond MTN
6.125%, 01/31/2022 (C)		291		294
Japanese Government CPI Linked Bond
0.100%, 03/10/2027	JPY	477,171		4,494
Peru Government International Bond
5.940%, 02/12/2029 (C)	PEN	7,100		2,250
Total Sovereign Debt (Cost $7,127) ($ Thousands)				7,038
Total Investments in Securities — 119.1% (Cost $1,005,163) ($ Thousands)			$	1,036,254
	Shares
COMMON STOCK SOLD SHORT— (12.9)%
Communication Services — (0.6)%
AMC Networks Inc, Cl A *		(900)		(51)
Cable One Inc		(100)		(98)
CBS Corp, Cl B		(4,700)		(223)
Charter Communications Inc, Cl A *		(2,260)		(784)
Comcast Corp, Cl A		(60,100)		(2,403)
Discovery Inc, Cl A *		(2,200)		(59)
Discovery Inc, Cl C *		(4,700)		(120)
DISH Network Corp, Cl A *		(3,100)		(98)
Gannett Co Inc		(1,000)		(11)
GCI Liberty Inc *		(2,200)		(122)
Interpublic Group of Cos Inc/The		(5,000)		(105)
John Wiley & Sons Inc, Cl A		(1,000)		(44)
Liberty Broadband Corp, Cl C *		(1,300)		(119)
Liberty Latin America Ltd, Cl C *		(2,600)		(51)
Liberty Media Corp-Liberty SiriusXM *		(3,200)		(122)
Meredith Corp		(1,000)		(55)
New York Times Co/The, Cl A		(2,000)		(66)
News Corp, Cl A		(4,700)		(59)
News Corp, Cl B		(4,000)		(50)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Nexstar Media Group Inc, Cl A		(600)	$	(65)
Omnicom Group Inc		(3,100)		(226)
Sirius XM Holdings Inc		(18,400)		(104)
TEGNA Inc		(2,600)		(37)
Tribune Media Co, Cl A		(1,400)		(65)
				(5,137)
Consumer Discretionary — (8.4)%
Aaron’s Inc		(1,100)		(58)
Acushnet Holdings Corp		(2,200)		(51)
Adient PLC		(7,418)		(96)
Adtalem Global Education Inc *		(1,347)		(62)
Advance Auto Parts Inc		(729)		(124)
Amazon.com Inc, Cl A *		(3,720)		(6,624)
American Axle & Manufacturing Holdings Inc *		(10,057)		(144)
American Eagle Outfitters Inc		(1,300)		(29)
American Outdoor Brands Corp *		(3,600)		(34)
Aramark		(7,148)		(211)
AutoZone Inc *		(294)		(301)
Bed Bath & Beyond Inc		(2,627)		(45)
Belmond, Cl A *		(3,100)		(77)
Best Buy Co Inc		(2,753)		(196)
BJ’s Restaurants Inc		(800)		(38)
Bloomin’ Brands Inc		(3,280)		(67)
Booking Holdings Inc *		(556)		(970)
BorgWarner Inc		(18,164)		(698)
Boyd Gaming		(2,081)		(57)
Bright Horizons Family Solutions Inc *		(2,079)		(264)
Brinker International Inc		(777)		(34)
Brunswick Corp/DE		(5,039)		(254)
Burlington Stores Inc *		(684)		(107)
Caesars Entertainment Corp *		(16,740)		(145)
Callaway Golf Co		(5,733)		(91)
Capri Holdings Ltd *		(6,908)		(316)
CarMax Inc *		(2,266)		(158)
Carnival Corp		(12,671)		(643)
Carter’s Inc		(2,263)		(228)
Cavco Industries Inc *		(400)		(47)
Century Communities Inc *		(600)		(14)
Cheesecake Factory Inc/The		(1,734)		(85)
Chegg Inc *		(3,500)		(133)
Chipotle Mexican Grill Inc, Cl A *		(698)		(496)
Choice Hotels International Inc		(1,298)		(101)
Churchill Downs Inc		(1,500)		(135)
Columbia Sportswear Co		(1,552)		(162)
Cooper Tire & Rubber Co		(4,508)		(135)
Cooper-Standard Holdings Inc *		(1,651)		(78)
Core-Mark Holding Co Inc, Cl A		(1,300)		(48)
Cracker Barrel Old Country Store Inc		(706)		(114)
Crocs Inc *		(3,000)		(77)
Dana Inc		(12,223)		(217)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 227

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Darden Restaurants Inc		(3,874)	$	(471)
Dave & Buster’s Entertainment Inc		(1,437)		(72)
Deckers Outdoor Corp *		(1,302)		(191)
Delphi Automotive PLC *		(22,870)		(1,818)
Dick’s Sporting Goods Inc		(1,400)		(52)
Dine Brands Global Inc		(800)		(73)
Dollar General Corp		(3,134)		(374)
Dollar Tree Inc *		(3,164)		(332)
Domino’s Pizza Inc		(1,273)		(329)
Dorman Products Inc *		(2,452)		(216)
DR Horton Inc		(17,904)		(741)
Dunkin’ Brands Group Inc		(2,218)		(167)
eBay Inc		(13,091)		(486)
Eldorado Resorts Inc *		(2,093)		(98)
Etsy Inc *		(1,200)		(81)
Expedia Group Inc		(1,452)		(173)
Five Below Inc *		(500)		(62)
Foot Locker Inc, Cl A		(1,280)		(78)
Ford Motor Co		(337,371)		(2,962)
Fossil Group Inc *		(1,769)		(24)
Fox Factory Holding Corp *		(3,322)		(232)
Frontdoor Inc *		(1,700)		(59)
Gap Inc/The		(3,504)		(92)
Garmin Ltd		(6,222)		(537)
Garrett Motion Inc *		(5,000)		(74)
General Motors Co		(114,208)		(4,237)
Gentex Corp		(24,461)		(506)
Gentherm Inc *		(2,800)		(103)
Genuine Parts Co		(2,435)		(273)
G-III Apparel Group *		(2,073)		(83)
Goodyear Tire & Rubber Co/The		(20,771)		(377)
GoPro Inc, Cl A *		(8,139)		(53)
Graham Holdings Co, Cl B		(111)		(76)
Grand Canyon Education Inc *		(1,555)		(178)
Groupon Inc, Cl A *		(11,000)		(39)
GrubHub Inc *		(932)		(65)
H&R Block Inc		(5,300)		(127)
Hanesbrands Inc		(17,334)		(310)
Harley-Davidson Inc, Cl A		(13,918)		(496)
Hasbro Inc		(5,996)		(510)
Helen of Troy Ltd *		(1,600)		(186)
Hilton Grand Vacations Inc *		(3,600)		(111)
Hilton Worldwide Holdings Inc		(8,965)		(745)
Home Depot Inc/The		(13,359)		(2,563)
Houghton Mifflin Harcourt Co *		(2,100)		(15)
Hyatt Hotels Corp, Cl A		(1,294)		(94)
Installed Building Products Inc *		(1,378)		(67)
International Game Technology		(3,700)		(48)
iRobot Corp *		(1,447)		(170)
Jack in the Box Inc		(613)		(50)
KB Home		(4,677)		(113)
Kohl’s Corp		(1,739)		(120)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
L Brands Inc		(2,881)	$	(79)
Las Vegas Sands Corp		(10,182)		(621)
Laureate Education Inc, Cl A *		(3,600)		(54)
La-Z-Boy Inc, Cl Z		(3,327)		(110)
LCI Industries		(1,612)		(124)
Lear Corp		(5,658)		(768)
Leggett & Platt Inc		(7,108)		(300)
Lennar Corp, Cl A		(15,120)		(742)
Lennar Corp, Cl B		(600)		(23)
LGI Homes *		(772)		(46)
LKQ Corp *		(3,205)		(91)
Lowe’s Cos Inc		(9,735)		(1,066)
Lululemon Athletica Inc *		(4,725)		(774)
M/I Homes Inc *		(2,200)		(59)
Macy’s Inc		(3,778)		(91)
Malibu Boats Inc, Cl A *		(1,000)		(40)
Marriott International Inc/MD, Cl A		(8,341)		(1,043)
Marriott Vacations Worldwide		(1,170)		(109)
Mattel Inc *		(17,169)		(223)
McDonald’s Corp		(22,665)		(4,304)
MDC Holdings Inc		(3,094)		(90)
Meritage Homes Corp *		(2,503)		(112)
MGM Resorts International		(14,528)		(373)
Modine Manufacturing Co *		(4,228)		(59)
Mohawk Industries Inc *		(3,166)		(399)
Movado Group Inc		(1,300)		(47)
Newell Brands Inc, Cl B		(22,008)		(338)
NIKE Inc, Cl B		(61,326)		(5,164)
Nordstrom Inc		(1,200)		(53)
Norwegian Cruise Line Holdings Ltd *		(6,938)		(381)
NVR Inc *		(176)		(487)
Ollie’s Bargain Outlet Holdings Inc *		(200)		(17)
O’Reilly Automotive Inc *		(899)		(349)
Oxford Industries Inc, Cl A		(976)		(73)
Papa John’s International Inc, Cl A		(1,000)		(53)
Penn National Gaming Inc *		(2,994)		(60)
Planet Fitness Inc, Cl A *		(3,137)		(216)
Polaris Industries Inc		(3,113)		(263)
Pool Corp		(250)		(41)
PulteGroup Inc		(12,830)		(359)
PVH Corp		(4,001)		(488)
Qurate Retail Inc *		(4,390)		(70)
Ralph Lauren Corp, Cl A		(2,663)		(345)
Red Rock Resorts Inc, Cl A		(1,813)		(47)
Roku, Cl A *		(2,449)		(158)
Ross Stores Inc		(4,297)		(400)
Royal Caribbean Cruises Ltd		(4,872)		(558)
Scientific Games Corp, Cl A *		(1,378)		(28)
SeaWorld Entertainment Inc *		(1,700)		(44)
Service Corp International/US		(7,217)		(290)
ServiceMaster Global Holdings Inc *		(4,055)		(189)
Shake Shack Inc, Cl A *		(800)		(47)

228 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Shutterfly Inc *		(600)	$	(24)
Six Flags Entertainment Corp		(2,252)		(111)
Skechers U.S.A. Inc, Cl A *		(6,908)		(232)
Sotheby’s *		(1,359)		(51)
Stamps.com Inc *		(200)		(16)
Standard Motor Products Inc		(1,495)		(73)
Starbucks Corp		(35,088)		(2,608)
Steven Madden Ltd		(5,465)		(185)
Stoneridge Inc *		(1,278)		(37)
Strategic Education Inc		(560)		(74)
Sturm Ruger & Co Inc		(800)		(42)
Tapestry Inc		(14,194)		(461)
Target Corp, Cl A		(6,373)		(511)
Taylor Morrison Home Corp, Cl A *		(6,033)		(107)
Tempur Sealy International Inc *		(2,511)		(145)
Tenneco Inc, Cl A		(4,455)		(99)
Tesla Inc *		(11,405)		(3,192)
Texas Roadhouse Inc, Cl A		(2,528)		(157)
Thor Industries Inc		(4,625)		(288)
Tiffany & Co		(1,591)		(168)
TJX Cos Inc/The		(15,142)		(806)
Toll Brothers Inc		(7,349)		(266)
TopBuild Corp *		(1,570)		(102)
Tower International Inc		(927)		(19)
Tractor Supply Co		(1,429)		(140)
TRI Pointe Group Inc *		(7,759)		(98)
Tupperware Brands Corp		(2,752)		(70)
Ulta Beauty Inc *		(619)		(216)
Under Armour Inc, Cl A *		(8,946)		(189)
Under Armour Inc, Cl C *		(9,106)		(172)
Urban Outfitters Inc *		(1,300)		(39)
Vail Resorts Inc		(1,147)		(249)
VF Corp		(15,874)		(1,380)
Vista Outdoor Inc *		(3,600)		(29)
Visteon Corp *		(2,422)		(163)
Wayfair Inc, Cl A *		(576)		(86)
Weight Watchers International Inc *		(1,061)		(21)
Wendy’s Co/The		(6,628)		(119)
Whirlpool Corp		(3,002)		(399)
Williams-Sonoma Inc		(1,629)		(92)
Wingstop Inc, Cl A		(1,100)		(84)
Winnebago Industries		(2,303)		(72)
Wolverine World Wide Inc		(4,774)		(171)
Wyndham Destinations Inc		(3,476)		(141)
Wyndham Hotels & Resorts Inc		(3,496)		(175)
Wynn Resorts Ltd		(3,187)		(380)
Yum China Holdings Inc		(10,782)		(484)
Yum! Brands Inc		(9,087)		(907)
				(73,388)
Information Technology — (2.4)%
Advanced Micro Devices Inc *		(6,222)		(159)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Amphenol Corp, Cl A		(2,895)	$	(273)
Analog Devices Inc		(3,110)		(327)
Apple Inc		(35,647)		(6,771)
Applied Materials Inc		(7,764)		(308)
Arista Networks Inc *		(544)		(171)
ARRIS International PLC *		(1,224)		(39)
Arrow Electronics Inc, Cl A *		(1,402)		(108)
Avnet Inc		(1,127)		(49)
Broadcom Inc		(3,255)		(979)
CDW Corp/DE		(1,705)		(164)
Ciena Corp *		(900)		(34)
Cisco Systems Inc		(36,648)		(1,979)
Cognex Corp		(1,768)		(90)
CommScope Holding Co Inc *		(2,081)		(45)
Corning Inc, Cl B		(7,502)		(248)
Cree Inc *		(450)		(26)
Cypress Semiconductor Corp		(2,600)		(39)
Dell Technologies Inc, Cl C *		(1,846)		(108)
Dolby Laboratories Inc, Cl A		(984)		(62)
Entegris Inc		(1,700)		(61)
ePlus *		(68)		(6)
F5 Networks Inc, Cl A *		(597)		(94)
Finisar Corp *		(507)		(12)
First Solar Inc *		(889)		(47)
FLIR Systems Inc		(1,881)		(89)
Hewlett Packard Enterprise Co		(12,135)		(187)
HP Inc		(13,487)		(262)
Integrated Device Technology Inc *		(1,050)		(51)
Intel Corp		(36,958)		(1,985)
IPG Photonics Corp *		(169)		(26)
Jabil Inc		(3,122)		(83)
Juniper Networks Inc		(4,191)		(111)
Keysight Technologies Inc *		(1,553)		(135)
KLA-Tencor Corp		(1,402)		(167)
Lam Research Corp		(1,466)		(262)
Littelfuse Inc		(200)		(36)
Lumentum Holdings Inc *		(100)		(6)
Marvell Technology Group Ltd		(3,599)		(72)
Maxim Integrated Products Inc		(2,256)		(120)
Microchip Technology Inc		(1,843)		(153)
Micron Technology Inc *		(9,263)		(383)
MKS Instruments Inc		(476)		(44)
Monolithic Power Systems Inc		(422)		(57)
Motorola Solutions Inc		(1,731)		(243)
National Instruments Corp		(900)		(40)
NCR Corp *		(2,577)		(70)
NetApp Inc		(2,561)		(178)
NETGEAR Inc *		(1,014)		(34)
NVIDIA Corp		(4,545)		(816)
NXP Semiconductors NV		(2,532)		(224)
ON Semiconductor Corp *		(2,323)		(48)
Pure Storage Inc, Cl A *		(1,800)		(39)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 229

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Qorvo Inc *		(806)	$	(58)
QUALCOMM Inc		(9,450)		(539)
Semtech Corp *		(100)		(5)
Silicon Laboratories Inc *		(562)		(45)
Skyworks Solutions Inc		(1,752)		(145)
SYNNEX Corp		(400)		(38)
Tech Data Corp *		(589)		(60)
Teradyne Inc		(1,734)		(69)
Texas Instruments Inc		(8,370)		(888)
Trimble Inc *		(1,874)		(76)
Universal Display Corp		(422)		(64)
ViaSat Inc *		(797)		(62)
Western Digital Corp		(2,986)		(144)
Xerox Corp		(2,849)		(91)
Xilinx Inc		(1,996)		(253)
Zebra Technologies Corp, Cl A *		(550)		(115)
				(20,772)
Materials — (1.5)%
Air Products & Chemicals Inc		(3,879)		(741)
Albemarle Corp		(1,562)		(128)
Alcoa Corp *		(3,340)		(94)
Allegheny Technologies Inc *		(1,150)		(29)
AptarGroup Inc		(1,090)		(116)
Ashland Global Holdings Inc		(1,051)		(82)
Avery Dennison Corp		(1,528)		(173)
Axalta Coating Systems Ltd *		(2,527)		(64)
Balchem Corp		(700)		(65)
Ball Corp		(5,406)		(313)
Bemis Co Inc		(2,400)		(133)
Berry Global Group Inc *		(1,802)		(97)
Cabot Corp		(553)		(23)
Celanese Corp, Cl A		(2,372)		(234)
CF Industries Holdings Inc		(4,203)		(172)
Chemours Co/The		(2,499)		(93)
Cleveland-Cliffs Inc		(1,492)		(15)
Commercial Metals Co, Cl A		(2,900)		(50)
Crown Holdings Inc *		(2,363)		(129)
DowDuPont Inc		(34,949)		(1,863)
Eagle Materials Inc		(842)		(71)
Eastman Chemical Co		(2,491)		(189)
Ecolab Inc		(4,261)		(752)
Element Solutions *		(4,300)		(43)
Ferro *		(2,100)		(40)
FMC Corp		(1,833)		(141)
Freeport-McMoRan Inc, Cl B		(22,949)		(296)
Graphic Packaging Holding Co		(4,952)		(63)
Huntsman Corp		(3,519)		(79)
Ingevity Corp *		(476)		(50)
International Flavors & Fragrances Inc		(1,451)		(187)
International Paper Co		(5,876)		(272)
Linde PLC		(8,517)		(1,498)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Livent Corp *		(1,714)		$	(21)
Louisiana-Pacific Corp		(3,026)			(74)
LyondellBasell Industries NV, Cl A		(5,075)			(427)
Martin Marietta Materials Inc, Cl A		(904)			(182)
Mosaic Co/The		(6,539)			(179)
NewMarket Corp		(100)			(43)
Newmont Mining Corp		(7,820)			(280)
Nucor Corp		(5,565)			(325)
Olin Corp		(2,032)			(47)
Owens-Illinois Inc		(2,180)			(41)
Packaging Corp of America		(1,302)			(129)
PolyOne Corp		(1,400)			(41)
PPG Industries Inc		(3,684)			(416)
Reliance Steel & Aluminum Co		(1,198)			(108)
Royal Gold Inc, Cl A		(1,460)			(133)
RPM International Inc		(2,328)			(135)
Scotts Miracle-Gro Co/The, Cl A		(900)			(71)
Sealed Air Corp		(2,152)			(99)
Sensient Technologies Corp		(1,000)			(68)
Sherwin-Williams Co/The, Cl A		(1,386)			(597)
Sonoco Products Co		(3,200)			(197)
Southern Copper Corp		(1,921)			(76)
Steel Dynamics Inc		(3,354)			(118)
Trinseo SA		(868)			(39)
United States Steel Corp		(2,100)			(41)
Valvoline Inc		(3,294)			(61)
Vulcan Materials Co		(2,228)			(264)
Westlake Chemical Corp		(375)			(25)
Westrock Co		(3,454)			(132)
WR Grace & Co		(579)			(45)
					(12,709)
Total Common Stock Sold Short (Proceeds $101,946) ($ Thousands)					(112,006)
Total Investments Sold Short — (12.9)% (Proceeds $101,946) ($ Thousands)				$	(112,006)
Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options **(G) (Cost $114) ($ Thousands)		253		$	53
WRITTEN OPTIONS* — 0.0%
Total Written Options **(G) (Premiums Received $69) ($ Thousands)		(254	)	$	(184)

230 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

A list of open exchange traded options contracts for the Fund at March 31, 2019, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Call Options **
May 2019, Coffee ‘C’ Future*		20		$	707			$105.00		04/20/19	$	1
December 2019, Corn Future*		64			1,231			500.00		11/25/19		10
May 2019, Corn Future*		32			570			390.00		04/20/19		–
June 2019, Gold Future*		32			4,155			1,350.00		05/18/19		16
May 2019, Copper Future*		25			8			305.00		04/20/19		8
November 2019, Soy Bean Future*		20			918			1,000.00		10/19/19		17
May 2019, Wheat Future*		30			687			510.00		04/29/19		1
May 2019, Wheat Future*		30			687			540.00		04/29/19		–
Total Purchased Options				$	8,963						$	53
WRITTEN OPTIONS — 0.0%
Put Options **
May 2019, Coffee ‘C’ Future*		(40	)	$	(1,414	)		100.00		04/15/19	$	(89	)
November 2019, Soy Bean Future*		(4	)		(184	)		840.00		10/28/19		(3	)
May 2019, Wheat Future*		(30	)		(686	)		480.00		04/29/19		(39	)
May 2019, Wheat Future*		(30	)		(687	)		490.00		04/29/19		(51	)
					(2,971	)						(182	)
Call Options **
May 2019, Coffee ‘C’ Future*		(40	)		(1,414	)		130.00		04/15/19		–
November 2019, Soy Bean Future*		(20	)		(918	)		1,200.00		10/19/19		(2	)
May 2019, Wheat Future*		(30	)		(687	)		550.00		04/29/19		–
May 2019, Wheat Future*		(30	)		(687	)		620.00		04/29/19		–
May 2019, Wheat Future*		(30	)		(687	)		640.00		04/29/19		–
					(4,393	)						(2	)
Total Written Options				$	(7,364	)					$	(184	)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Brent Crude **		107			May-2019	$	7,031		$	7,191		$	160
Canadian 10-Year Bond		(45	)		Jun-2019		(4,596	)		(4,683	)		(61	)
Coffee C **		(73	)		May-2019		(2,749	)		(2,587	)		162
Coffee C **		33			May-2019		1,278			1,169			(109	)
Copper **		133			May-2019		9,322			9,762			440
Corn **		308			May-2019		5,859			5,490			(369	)
Cotton No. 2 **		119			May-2019		4,340			4,618			278
Feeder Cattle **		(31	)		May-2019		(2,372	)		(2,306	)		66
Gasoil **		(35	)		May-2019		(2,152	)		(2,125	)		27
Gasoil **		37			May-2019		2,143			2,247			104
Gasoline **		99			Apr-2019		7,041			7,827			786
Gasoline **		26			Jun-2019		1,999			2,022			23
Gold **		66			Jun-2019		8,606			8,570			(36	)
Japanese 10-Year Bond E-MINI		(34	)		Jun-2019		(4,651	)		(4,708	)		(20	)
KC HRW Wheat **		(35	)		Jul-2019		(960	)		(766	)		194

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 231

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Lean Hogs **		34			Jun-2019	$	1,248		$	1,204		$	(44	)
Lean Hogs **		50			Jun-2019		1,580			1,771			191
Live Cattle **		64			Jun-2019		3,065			3,046			(19	)
Live Cattle **		76			Jun-2019		3,601			3,618			17
Live Cattle **		4			Apr-2019		202			202			–
LME Lead **		(7	)		May-2019		(352	)		(352	)		–
LME Nickel **		40			May-2019		3,026			3,108			82
LME Nickel **		15			Jun-2019		1,119			1,169			50
LME Primary Aluminum **		7			Jun-2019		332			334			2
LME Primary Aluminum **		83			May-2019		3,890			3,945			55
LME Zinc **		6			May-2019		398			443			45
LME Zinc **		15			Dec-2019		1,051			1,067			16
LME Zinc **		16			Jun-2019		1,163			1,174			11
Long Gilt 10-Year Bond		(37	)		Jun-2019		(6,153	)		(6,237	)		(99	)
MSCI EAFE Index E-MINI		(136	)		Jun-2019		(12,537	)		(12,692	)		(155	)
Natural Gas **		324			May-2019		8,810			8,625			(185	)
NY Harbor ULSD **		(25	)		Apr-2019		(2,096	)		(2,070	)		26
NY Harbor ULSD **		21			Apr-2019		1,678			1,739			61
NYMEX Cocoa **		(62	)		May-2019		(1,398	)		(1,414	)		(16	)
Palladium **		5			Jun-2019		730			671			(59	)
Platinum **		44			Jul-2019		1,838			1,879			41
S&P 500 Index E-MINI		(183	)		Jun-2019		(25,519	)		(25,966	)		(447	)
Silver **		47			May-2019		3,710			3,551			(159	)
Silver **		(1	)		May-2019		(77	)		(76	)		1
Soybean **		113			May-2019		5,224			4,996			(228	)
Soybean Meal **		83			May-2019		2,583			2,544			(39	)
Soybean Meal **		(17	)		May-2019		(532	)		(521	)		11
Soybean Oil **		171			May-2019		3,144			2,910			(234	)
Sugar No. 11 **		439			Apr-2019		6,197			6,161			(36	)
U.S. 2-Year Treasury Notes		(214	)		Jul-2019		(45,408	)		(45,602	)		(194	)
U.S. 5-Year Treasury Notes		17			Jul-2019		1,969			1,969			–
U.S. 10-Year Treasury Notes		(288	)		Jun-2019		(35,220	)		(35,775	)		(555	)
U.S. Ultra Long Treasury Bond		(21	)		Jun-2019		(3,412	)		(3,528	)		(116	)
Ultra 10-Year U.S. Treasury Notes		29			Jun-2019		3,817			3,851			34
Wheat **		(76	)		May-2019		(1,724	)		(1,634	)		90
Wheat **		134			May-2019		3,173			3,067			(106	)
Wheat **		99			May-2019		2,473			2,128			(345	)
WTI Crude Oil **		(98	)		Nov-2019		(6,673	)		(5,902	)		771
WTI Crude Oil **		98			May-2019		5,639			5,907			268
WTI Crude Oil **		235			Apr-2019		13,169			14,133			964
						$	(26,133	)	$	(24,836	)	$	1,345

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
ANZ		04/23/19	AUD		1,475	USD		1,051	$	3
Barclays PLC		07/16/19	USD		72	INR		5,098		—
BNP Paribas		04/11/19	USD		1,099	JPY		121,663		1
BNP Paribas		05/09/19	CAD		3,002	USD		2,252		3
Brown Brothers Harriman		04/09/19	GBP		128	USD		169		2
Brown Brothers Harriman		04/10/19	USD		11	EUR		10		—
Brown Brothers Harriman		04/10/19	EUR		533	USD		608		9
Brown Brothers Harriman		04/12/19	USD		954	NOK		8,125		(10	)

232 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		04/02/19	BRL		4,120	USD		1,063	$	4
Citigroup		04/10/19	EUR		996	USD		1,121		2
Citigroup		05/16/19	KRW		1,000,669	USD		881		—
Citigroup		05/23/19	PEN		1,943	USD		587		4
Citigroup		06/12/19	USD		898	CNY		6,031		(1	)
Citigroup		06/13/19	MXN		12,205	USD		633		11
Citigroup		07/16/19	USD		908	INR		63,685		(2	)
Credit Suisse First Boston		04/12/19	NOK		6,431	USD		753		6
Deutsche Bank		04/26/19	JPY		545,486	USD		4,969		28
Deutsche Bank		06/13/19	CHF		877	USD		876		(11	)
HSBC		05/03/19	BRL		2,567	USD		646		(12	)
JPMorgan Chase Bank		04/08/19	USD		1,115	PLN		4,181		(24	)
JPMorgan Chase Bank		04/11/19	JPY		89,134	USD		808		2
JPMorgan Chase Bank		05/16/19	USD		1,795	KRW		2,010,013		(25	)
JPMorgan Chase Bank		06/13/19	USD		1,132	MXN		21,713		(26	)
Morgan Stanley		04/26/19	NZD		1,324	USD		910		7
Morgan Stanley		05/23/19	PEN		3,682	USD		1,112		5
RBS		04/09/19	GBP		723	USD		951		9
RBS		04/10/19	USD		1,182	EUR		1,036		(18	)
RBS		04/23/19	USD		1,110	AUD		1,564		2
RBS		05/09/19	CAD		1,354	USD		1,010		(4	)
RBS		05/23/19	PEN		1,882	USD		569		3
Standard Bank		04/10/19	USD		1,558	EUR		1,363		(27	)
Standard Bank		06/13/19	USD		661	MXN		12,609		(19	)
Standard Bank		07/16/19	USD		1,042	INR		73,661		6
UBS		04/10/19	EUR		1,315	USD		1,519		42
UBS		05/16/19	KRW		1,011,445	USD		890		(1	)
									$	(31	)

A list of the open OTC swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2049	(634)		$(80	)	$	(51	)	$	(29	)
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	12/31/2049	$(835)		(105	)		(63	)		(42	)
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	12/31/2049	(261)		(33	)		(17	)		(16	)
Citigroup	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	245		15			17			(2	)
Citigroup	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	258		15			18			(3	)
Citigroup	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	257		15			18			(3	)
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(16)		(2	)		(1	)		(1	)
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(4	)		(3	)		(1	)
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(356)		(45	)		(46	)		1
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(89)		(11	)		(12	)		1
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(4	)		(3	)		(1	)
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(65)		(8	)		(7	)		(1	)
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(52)		(7	)		(7	)		—
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(254)		(32	)		(33	)		1
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(4	)		(4	)		—
Goldman Sachs	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(194)		(25	)		(17	)		(8	)
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(220)		(28	)		(28	)		—
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(250)		(32	)		(33	)		1
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(3)		—			—			—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 233

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)				Net Unrealized Appreciation (Depreciation) (Thousands)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	$(106)		$(13	)		$	(13	)		$	—
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(25	)			(26	)			1
Citigroup	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(20)		(3	)			(3	)			—
Goldman Sachs	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2049	964		(8	)			12				(20	)
Deutsche Bank	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	996		(9	)			10				(19	)
Goldman Sachs	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	216		(2	)			2				(4	)
Deutsche Bank	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	3,320		(29	)			35				(64	)
Credit Suisse	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	73		(1	)			1				(2	)
Credit Suisse	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	25		—				—				—
Credit Suisse	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	2,641		(23	)			32				(55	)
Deutsche Bank	CMBX.NA.AAA.9	Buy	0.50%	Monthly	09/17/2058	881		(8	)			12				(20	)
Credit Suisse	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	12/31/2049	(227)		(29	)			(16	)			(13	)
Deutsche Bank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	12/31/2049	(42)		(5	)			(2	)			(3	)
Credit Suisse	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	12/31/2049	(812)		(103	)			(52	)			(51	)
Deutsche Bank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	12/31/2049	(1,093)		(138	)			(76	)			(62	)
Goldman Sachs	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	12/31/2049	(1,324)		(167	)			2				(169	)
Deutsche Bank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(330)		(42	)			(36	)			(6	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(731)		(92	)			(82	)			(10	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(1,045)		(132	)			(117	)			(15	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(1,045)		(132	)			(119	)			(13	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(731)		(92	)			(83	)			(9	)
JPMorgan Chase	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(503)		(64	)			(63	)			(1	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(365)		(46	)			(43	)			(3	)
Citibank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(783)		(99	)			(86	)			(13	)
Deutsche Bank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(112)		(14	)			(13	)			(1	)
Citibank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(240)		(30	)			(33	)			3
CGG	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(254)		(32	)			(34	)			2
Goldman Sachs	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(727)		(92	)			(85	)			(7	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(36)		(5	)			(6	)			1
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Quarterly	05/11/2063	(290)		(37	)			(32	)			(5	)
Goldman Sachs	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(329)		(42	)			(46	)			4
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(1,287)		(163	)			(140	)			(23	)
JPMorgan Chase	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(175)		(22	)			(22	)			—
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(523)		(66	)			(61	)			(5	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(141)		(18	)			(17	)			(1	)
Deutsche Bank	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(113)		(14	)			(13	)			(1	)
Goldman Sachs	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(222)		(28	)			(24	)			(4	)
Citigroup	CMBX.NA.BBB-.6	Sell	3.00%	Monthly	05/11/2063	(471)		(60	)			(58	)			(2	)
Citigroup	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,045		62				77				(15	)
Citigroup	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,045		62				80				(18	)
Citigroup	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,287		77				92				(15	)
Citigroup	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	523		31				43				(12	)
Credit Suisse	CMBX-A-.6	Sell	2.00%	Monthly	05/11/2063	(1,305)		(28	)			(30	)			2
Goldman Sachs	CMBX-BBB	Sell	3.00%	Monthly	05/11/2049	(276)		(35	)			(46	)			11
Goldman Sachs	CMBX-BBB	Sell	3.00%	Monthly	05/11/2049	(198)		(25	)			(32	)			7
Citigroup	CMBX-BBB	Sell	3.00%	Monthly	05/11/2049	(172)		(22	)			(26	)			4
Goldman Sachs	CMBX-BBB	Sell	3.00%	Monthly	05/11/2063	(188)		(24	)			(29	)			5
Citibank	Sprint Communications	Buy	5.00%	Quarterly	06/20/2019	793		(9	)			(2	)			(7	)
Citibank	Sprint Communications	Buy	5.00%	Quarterly	06/20/2019	692		(8	)			(2	)			(6	)
								$(2,179	)		$	(1,442	)		$	(737	)

234 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Macquarie Bank Limited

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 16.5 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(1,025)

$

(16

)

$

–

$

(16

)

Macquarie Bank Limited

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 9 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(13,089)

(208

)

–

(208

)

Macquarie Bank Limited

MACQUARIE COMMODITY PRODUCT 251E

0.33%

INDEX RETURN

Monthly

04/06/2019

USD

(3,328)

35

–

35

Merrill Lynch

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 13 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(1,671)

(26

)

–

(26

)

Merrill Lynch

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 12 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(12,466)

(198

)

–

(198

)

Merrill Lynch

BOFA MERRILL LYNCH COMMODITY MLBXCS3E EXCESS

0.21%

INDEX RETURN

Monthly

04/06/2019

USD

(3,224)

(10

)

–

(10

)

Societe Generale

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 14 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(1,821)

(29

)

–

(29

)

Societe Generale

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 11 BPS

INDEX RETURN

Monthly

04/24/2019

USD

(7,631)

(121

)

–

(121

)

Societe Generale

SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061

0.35%

INDEX RETURN

Monthly

04/06/2019

USD

(3,797)

13

–

13

$

(560

)

$

–

$

(560

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swap
Reference Entity/Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)	Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
CDX.NA.IG.31		Buy		1.00%		Quarterly		12/20/2023	$7,070	$	(126)	$	(118)	$	(8)
										$	(126)	$	(118)	$	(8)

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
6-MONTH NOK - NIBOR	1.3775%	Annually	06/22/2020	NOK		422,650	$	(127	)	$	–	$	(127	)
1.501%	6-MONTH GBP - LIBOR	Semi-Annually	03/01/2029	GBP		2,900		(112	)		–		(112	)
1.515%	6-MONTH GBP - LIBOR	Semi-Annually	03/01/2029	GBP		4,580		(177	)		–		(177	)
2.18625%	6-MONTH NOK - NIBOR	Semi-Annually	08/31/2028	NOK		46,790		(119	)		–		(119	)
3-MONTH USD - LIBOR	2.9855%	Semi-Annually	08/31/2028	USD		2,800		138			–		138
2.3545	3-MONTH USD - LIBOR	Quarterly	07/12/2027	USD		2,140		6			–		6
2.44	3-MONTH USD - LIBOR	Quarterly	04/04/2027	USD		10,400		(106	)		–		(106	)
1.67	3-MONTH USD - LIBOR	Quarterly	11/09/2026	USD		1,490		70			–		70
1.66	3-MONTH USD - LIBOR	Quarterly	11/08/2026	USD		1,490		72			–		72
1.60%	3-MONTH USD - LIBOR	Quarterly	10/25/2026	USD		6,110		310			–		310
2.293%	3-MONTH USD - LIBOR	Quarterly	08/04/2025	USD		2,717		7			–		7
2.49	3-MONTH USD - LIBOR	Quarterly	06/09/2025	USD		1,710		(27	)		–		(27	)
3-MONTH USD - LIBOR	2.31%	Quarterly	05/18/2025	USD		2,820		(14	)		–		(14	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 235

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Inflation Managed Fund (Concluded)

Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.99%	3-MONTH USD - LIBOR	Quarterly	04/21/2025	USD		2,760	$	41		$	–	$	41
3-MONTH USD - LIBOR	2.896%	Semi-Annually	09/10/2023	USD		7,705		197			–		197
3-MONTH USD - LIBOR	2.886%	Semi-Annually	08/22/2022	USD		3,510		67			–		67
3-MONTH SEK - STIBOR	0.0975%	Annually	04/02/2021	SEK		180,300		(154	)		–		(154	)
3-MONTH SEK - STIBOR	0.0975%	Annually	04/02/2021	SEK		180,300		(154	)		–		(154	)
2.403%	3-MONTH USD - LIBOR	Quarterly	04/02/2021	USD		7,800		(7	)		–		(7	)
2.3935%	3-MONTH USD - LIBOR	Quarterly	04/02/2021	USD		7,800		(7	)		–		(7	)
2.631%	3M USD LIBOR	Semi-Annually	03/05/2021	USD		18,500		(79	)		–		(79	)
6-MONTH GBP - LIBOR	1.1125%	Semi-Annually	03/01/2021	GBP		38,100		166			–		166
2.631%	3-MONTH USD - LIBOR	Quarterly	11/10/2035	USD		1,190		(18	)		–		(18	)
.6725	6-MONTH JPY - LIBOR	Semi-Annually	01/08/2049	JPY		183,000		(77	)		–		(77	)
							$	(104	)	$	–	$	(104	)

A list of the open reverse repurchase agreements held by the Fund at March 31, 2019 is as follows:

Principal Amount ($ Thousands)	Counterparty	Rate			Maturity		Value ($ Thousands)
$(33,887)	Chase Securities		2.65	%		04/29//2019		$(33,887)
(28,620)	Chase Securities		2.65	%		04/23/2019		(28,620)
(18,069)	Chase Securities		2.54	%		Open Ended		(18,069)
(30,962)	Chase Securities		2.53	%		04/15/2019		(30,962)
(39,155)	Chase Securities		2.52	%		Open Ended		(39,155)
(49,644)	Chase Securities		2.51	%		Open Ended		(49,644)
(42,922)	Goldman Sachs		2.59	%		Open Ended		(42,922)
								$(243,259)

Percentages are based on Net Assets of $870,378 ($ Thousands).

* Non-income producing security.

** Security, or a portion thereof, is held by the Inflation Commodity Strategy Subsidiary, Ltd. as of March 31, 2019..

‡ Real Estate Investment Trust.

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,594 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2019, the value of these securities amounted to $59,169 ($ Thousands), representing 6.8% of the Net Assets of the Fund.

(D) Security is in default on interest payment.

(E) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(F) Security, or a portion thereof, has been pledged as collateral for open short positions.

(G) Refer to table below for details on Options Contracts.

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

INR — Indian Rupee

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

KC HRW — Kansas City Hard Red Winter

KRW — Korean Won

LIBOR — London Interbank Offered Rate

LME — London Metal Exchange

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NIBOR — Norwegian Interbank Offered Rate

NOK — Norwegian Krone

NZD — New Zealand Dollar

OTC — Over the counter

PEN — Peruvian Sol

PLC — Public Limited Company

PLN — Polish Zloty

S&P — Standard & Poor’s

SEK — Swedish Krona

Ser — Series

STIBOR — Stockholm Interbank Offered Rate

ULSD — Ultra-Low Sulfur Diesel

USD — United States Dollar

VAR — Variable Rate

WTI — West Texas Intermediate

236 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
U.S. Treasury Obligations	$	–		$	561,643	$	–	$	561,643
Common Stock		253,041			–		–		253,041
Corporate Obligations		–			80,928		–		80,928
Mortgage-Backed Securities		–			64,898		–		64,898
U.S. Government Agency
Obligations		–			51,046		–		51,046
Asset-Backed Securities		–			17,660		–		17,660
Sovereign Debt		–			7,038		–		7,038
Total Investments in Securities	$	253,041		$	783,213	$	–	$	1,036,254
Securities Sold Short	Level 1			Level 2		Level 3		Total
Common Stock		(112,006	)		–		–		(112,006	)
Total Securities Sold Short	$	(112,006	)	$	–	$	–	$	(112,006	)

Other Financial Instruments	Level 1	Level 2	Level 3	Total
Purchased Options	$            53	$              —	$            —	$              53
Written Options	(184)	—	—	(184)
Futures Contracts *
Unrealized Appreciation	4,976	—	—	4,976
Unrealized Depreciation	(3,631)	—	—	(3,631)
Forwards Contracts *
Unrealized Appreciation	—	149	—	149
Unrealized Depreciation	—	(180)	—	(180)
OTC Swaps
Credit Default Swaps *
Unrealized Appreciation	—	44	—	44
Unrealized Depreciation	—	(781)	—	(781)
Total Return Swaps *
Unrealized Appreciation	—	48	—	48
Unrealized Depreciation	—	(608)	—	(608)
Centrally Cleared Swaps
Credit Default Swap *
Unrealized Depreciation	—	(8)	—	(8)
Interest Rate Swaps *
Unrealized Appreciation	—	1,074	—	1,074
Unrealized Depreciation	—	(1,178)	—	(1,178)
Reverse Repurchase Agreements	—	(243,259)	—	(243,259)
Total Other Financial Instruments	$     1,214	$  (244,699)	$           —	$  (243,485)

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

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

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

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

Amounts designated as “— ” are either $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, 2019 237

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Capital Stability Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 40.7%
United States Treasury Bills
2.390%, 05/16/2019 (A)	$	147,497	$	147,061
2.381%, 05/09/2019 (A)		36,914		36,822
United States Treasury Inflation Indexed Bonds
3.875%, 04/15/2029		2,006		2,649
3.625%, 04/15/2028		242		308
3.375%, 04/15/2032		1,025		1,381
2.500%, 01/15/2029		1,606		1,903
2.375%, 01/15/2025		2,353		2,612
2.375%, 01/15/2027		1,482		1,694
2.125%, 02/15/2040		797		993
2.125%, 02/15/2041		1,100		1,379
2.000%, 01/15/2026		2,702		2,980
1.750%, 01/15/2028		1,903		2,100
1.375%, 01/15/2020		1,865		1,881
1.375%, 02/15/2044		1,745		1,927
1.250%, 07/15/2020		733		744
1.125%, 01/15/2021		3,438		3,482
1.000%, 02/15/2046		1,762		1,795
1.000%, 02/15/2048		1,664		1,698
1.000%, 02/15/2049		605		620
0.875%, 01/15/2029		1,356		1,399
0.875%, 02/15/2047		1,782		1,762
0.750%, 07/15/2028		3,119		3,187
0.750%, 07/15/2028		677		692
0.750%, 02/15/2042		1,753		1,706
0.750%, 02/15/2045		1,827		1,755
0.625%, 07/15/2021		2,362		2,383
0.625%, 04/15/2023		3,079		3,100
0.625%, 01/15/2024		4,045		4,084
0.625%, 01/15/2026		2,252		2,277
0.625%, 02/15/2043		1,260		1,185
0.500%, 01/15/2028		2,920		2,913
0.375%, 07/15/2023		2,917		2,924
0.375%, 07/15/2025		4,186		4,182
0.375%, 01/15/2027		3,227		3,198
0.375%, 07/15/2027		3,122		3,098
0.250%, 01/15/2025		3,283		3,247
0.125%, 04/15/2020		4,277		4,256
0.125%, 04/15/2021		3,430		3,403
0.125%, 01/15/2022		3,900		3,868
0.125%, 04/15/2022		5,723		5,663

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 07/15/2022	$	5,426	$	5,397
0.125%, 01/15/2023		4,379		4,329
0.125%, 07/15/2024		5,366		5,298
0.125%, 07/15/2026		2,615		2,558
Total U.S. Treasury Obligations
(Cost $289,748) ($ Thousands)				291,893
COMMERCIAL PAPER (A) — 29.1%
Consumer Discretionary — 3.6%
CRP America
2.681%, 04/01/2019		5,000		4,999
ETRCP
2.871%, 06/06/2019		6,356		6,321
Ford Motor Credit Co
2.479%, 05/01/2019		5,500		5,484
General Motors Financial Co
2.884%, 04/05/2019		3,000		2,998
Nissan Motor
2.779%, 05/20/2019		6,000		5,979
				25,781
Consumer Staples — 3.2%
Anheuser-Busch InBev
2.830%, 04/22/2019		5,000		4,991
Campbell Soup Co
3.073%, 05/02/2019		5,500		5,486
Mondelez International
2.840%, 05/03/2019		4,000		3,989
2.793%, 05/21/2019		2,250		2,241
Smithfield Food Inc
3.378%, 04/02/2019		3,500		3,499
Walgreens Boots Alliance Inc
2.910%, 04/29/2019		2,000		1,995
2.785%, 05/17/2019		750		747
				22,948
Energy — 5.6%
CenterPoint Energy Inc
2.800%, 04/29/2019		1,250		1,247
2.337%, 05/19/2019		4,750		4,736
Dominion Gas Holdings LLC
2.819%, 05/02/2019		4,000		3,990
Enbridge
2.921%, 06/11/2019		6,000		5,965
2.837%, 06/04/2019		250		249
Nextera Engergy
2.865%, 04/02/2019		6,000		5,998
Puget Sound Engergy Inc
2.727%, 04/22/2019		1,500		1,497
Sinopec Century Bright
2.830%, 06/24/2019		5,000		4,970

238 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER (continued)
Suncor Enger Inc
2.860%, 06/10/2019	$	2,000	$	1,989
TransCanada
2.899%, 06/07/2019		4,250		4,227
2.880%, 06/04/2019		1,894		1,884
2.871%, 05/01/2019		1,250		1,247
WGL Holdings Inc
3.188%, 04/03/2019		2,000		1,999
				39,998
Financials — 6.4%
Banco Santander SA
2.677%, 05/03/2019		895		893
BNP Paribas
2.361%, 04/01/2019		8,800		8,798
CRH America Finance Inc
2.919%, 06/05/2019		6,000		5,968
2.580%, 04/01/2019		4,750		4,749
Intesa Sanpaolo Funding LLC
3.084%, 04/22/2019		500		499
3.053%, 05/06/2019		6,250		6,231
3.023%, 04/17/2019		2,500		2,497
ITC Holdings Corp
2.743%, 04/05/2019		1,000		999
Santander UK PLC
2.709%, 04/25/2019		1,250		1,248
Societe Generale
2.390%, 04/01/2019		10,600		10,598
VW Credit Inc
2.839%, 05/23/2019		3,250		3,236
				45,716
Health Care — 0.6%
Cigna Corp
2.971%, 05/06/2019		4,250		4,238
Industrials — 3.7%
EI du Pont de Nemours
2.857%, 04/22/2019		6,250		6,239
General Electric Co
2.942%, 05/13/2019		5,500		5,481
2.820%, 06/06/2019		2,000		1,989
Hannover Funding LLC
2.992%, 05/21/2019		6,750		6,722
San Diego Gas & Electric Co
2.795%, 04/11/2019		6,250		6,245
				26,676
Information Technology — 0.3%
QUALCOMM Inc
2.809%, 05/07/2019		2,450		2,443
Materials — 2.3%
FMC Technologies Inc
2.839%, 06/04/2019		2,500		2,487

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER (continued)
2.760%, 04/10/2019		$          4,000	$	3,996
Glencore Funding LLC
3.226%, 04/16/2019		4,000		3,995
3.226%, 04/26/2019		250		249
3.226%, 04/29/2019		5,650		5,637
				16,364
Utilities — 3.4%
Enel Financial America LLC
2.862%, 05/13/2019		6,000		5,979
PPL Capital Funding Inc
2.858%, 04/25/2019		6,000		5,988
Public Service Enterprise Group Inc
2.802%, 04/23/2019		6,250		6,238
Southern
2.812%, 05/06/2019		2,500		2,493
Southern California
0.859%, 08/04/2019		4,000		3,997
				24,695
Total Commercial Paper
(Cost $208,870) ($ Thousands)				208,859
SOVEREIGN DEBT — 14.5%
Japan Treasury Discount Bill
-0.192%, 05/09/2019 (A)(B)	JPY	7,759,000		70,113
Japanese Government CPI Linked Bond
0.100%, 03/10/2026		2,452,163		23,014
0.100%, 03/10/2027		1,112,892		10,480
Total Sovereign Debt
(Cost $105,818) ($ Thousands)				103,607
	Shares
EXCHANGE TRADED FUNDS — 6.3%
United States — 6.3%
iShares Core MSCI Emerging Markets ETF		51,500		2,663
iShares Core S&P 500 ETF		65,046		18,509
iShares MSCI Emerging Markets ETF		120,940		5,191
Vanguard S&P 500 ETF		71,198		18,479
Total Exchange Traded Funds
(Cost $42,325) ($ Thousands)				44,842

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 239

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Capital Stability Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATION — 6.1%
FHLMC
1.375%, 05/01/2020	$	44,150		$	43,650
Total U.S. Government Agency Obligation (Cost $43,602) ($ Thousands)					43,650
MORTGAGE-BACKED SECURITY — 0.0%
Agency Mortgage-Backed Obligations — 0.0%
FNMA TBA
5.000%, 05/01/2038		200			211
Total Mortgage-Backed Security (Cost $211) ($ Thousands)					211
Total Investments in Securities — 96.7% (Cost $690,574) ($ Thousands)				$	693,062
	Contracts
WRITTEN OPTIONS* — 0.0%
Total Written Options(C)
(Premiums Received $48) ($ Thousands)		(14,690,528	)	$	(329	)

A list of the open OTC options contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS — 0.0%
Call Options
April 2019, USD Call, TRY Put*	Bank of America		(2,887,764	)	$	(2,048	)		$5.76		04/20/19	$	(82	)
April 2019, USD Call, TRY Put*	JPMorgan Chase Bank		(8,651,764	)		(47,951	)		5.76		04/20/19		(246	)
June 2019, AUD Call, USD Put*	Morgan Stanley		(3,151,000	)		—			1.28		06/22/19		(1	)
Total Written Option					$	(49,999	)					$	(329	)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Amsterdam Index		20		Apr-2019	$	2,462		$	2,461		$	17
CAC40 10 Euro Index		31		Apr-2019		1,873			1,860			–
Canadian 10-Year Bond		197		Jun-2019		20,374			20,503			384
CBOE Volatility Index		(285)		May-2019		(4,802	)		(4,653	)		149
CBOE Volatility Index		327		Apr-2019		5,374			4,979			(395	)
DAX Index		4		Jun-2019		1,314			1,295			(11	)
Euro-Bob		1		Jun-2019		150			149			1
Euro-Bund		70		Jun-2019		12,976			13,074			191
Euro-OAT		116		Jun-2019		20,892			21,188			447

240 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)		Value         (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
FTSE 100 Index		30			Jun-2019	$	2,837	$	2,819	$	33
FTSE MIB Index		18			Jun-2019		2,081		2,096		31
IBEX		9			Apr-2019		933		929		–
Japanese 10-Year Bond		(24	)		Jun-2019		(32,829)		(33,236)		(156)
Long Gilt 10-Year Bond		63			Jun-2019		10,499		10,620		194
MSCI EAFE Index E-MINI		387			Jun-2019		36,015		36,115		100
MSCI Emerging Markets		164			Jun-2019		8,578		8,671		93
NASDAQ 100 Index E-MINI		40			Jun-2019		5,845		5,920		75
Nikkei 225 Index		24			Jun-2019		4,620		4,599		(62)
OMX Stockholm 30 Index		117			Apr-2019		1,959		1,950		(14)
Russell 2000 Index E-MINI		69			Jun-2019		5,381		5,326		(55)
S&P 500 Index E-MINI		232			Jun-2019		32,639		32,918		279
S&P TSX 60 Index		46			Jun-2019		6,568		6,591		6
SPI 200 Index		63			Jun-2019		6,919		6,904		(22)
U.S. 5-Year Treasury Note		480			Jul-2019		55,026		55,597		571
U.S. 10-Year Treasury Note		377			Jun-2019		46,230		46,830		600
U.S. Ultra Long Treasury Bond		81			Jun-2019		13,168		13,608		440
						$	267,082	$	269,113	$	2,896

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
ANZ		04/10/19	USD		507	EUR		443	$	(9	)
ANZ		04/23/19	USD		503	AUD		708		—
ANZ		06/13/19	USD		511	CHF		503		(2	)
Bank of America		05/16/19	USD		393	RUB		25,941		(1	)
Barclays PLC		04/02/19	USD		1,091	BRL		4,079		(43	)
Barclays PLC		04/09/19	GBP		573	USD		751		4
Barclays PLC		04/11/19	JPY		55,999	USD		503		(4	)
Barclays PLC		04/12/19	USD		1,002	NOK		8,631		1
Barclays PLC		04/16/19	ILS		4,412	USD		1,206		(11	)
Barclays PLC		05/16/19	USD		999	KRW		1,118,730		(14	)
Barclays PLC		05/16/19	RUB		25,941	USD		391		(1	)
Barclays PLC		05/16/19	KRW		559,360	USD		494		2
Barclays PLC		06/10/19	USD		1,931	TWD		59,522		3
Barclays PLC		06/13/19	CHF		500	USD		507		2
Barclays PLC		06/17/19	USD		1,563	CAD		2,095		8
Barclays PLC		06/28/19	AUD		737	USD		523		(1	)
Barclays PLC		07/16/19	USD		1,223	INR		86,796		11
BNP Paribas		04/08/19	EUR		1,084	PLN		4,666		—
BNP Paribas		04/09/19	USD		503	GBP		379		(9	)
BNP Paribas		04/10/19	USD		2,000	EUR		1,767		(14	)
BNP Paribas		04/10/19	TRY		3,952	EUR		638		25
Brown Brothers Harriman		04/08/19	PLN		1,902	USD		498		2
Brown Brothers Harriman		04/10/19	USD		576	EUR		500		(14	)
Brown Brothers Harriman		04/10/19	EUR		926	USD		1,063		23
Brown Brothers Harriman		04/10/19 - 05/23/19	TRY		3,123	USD		546		9
Brown Brothers Harriman		04/11/19	USD		266	JPY		29,281		(1	)
Brown Brothers Harriman		04/11/19 - 12/13/19	JPY		109,737	USD		1,006		3

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 241

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/11/19	JPY		45,188	USD		405	$	(4	)
Brown Brothers Harriman		04/12/19	CHF		499	SEK		4,656		—
Brown Brothers Harriman		04/12/19	SEK		3,468	NOK		3,203		(2	)
Brown Brothers Harriman		04/12/19	NOK		4,198	USD		493		5
Brown Brothers Harriman		04/16/19	USD		498	ILS		1,804		—
Brown Brothers Harriman		04/16/19	ILS		2,684	USD		743		3
Brown Brothers Harriman		04/17/19	SGD		50	USD		37		—
Brown Brothers Harriman		04/17/19	USD		390	ZAR		5,383		(17	)
Brown Brothers Harriman		04/17/19	ZAR		5,383	USD		391		19
Brown Brothers Harriman		04/17/19	ZAR		3,631	USD		248		(3	)
Brown Brothers Harriman		06/28/19	AUD		391	USD		279		1
Brown Brothers Harriman		04/23/19	AUD		520	USD		368		(1	)
Brown Brothers Harriman		04/26/19	USD		493	NZD		721		(1	)
Brown Brothers Harriman		04/26/19	NZD		731	USD		496		(3	)
Brown Brothers Harriman		05/09/19	CAD		336	USD		252		1
Brown Brothers Harriman		05/09/19 - 06/17/19	CAD		1,139	USD		851		(4	)
Brown Brothers Harriman		05/09/19	USD		253	CAD		338		—
Brown Brothers Harriman		06/17/19	USD		1,713	CAD		2,265		(14	)
Brown Brothers Harriman		06/13/19	MXN		4,810	USD		246		1
Brown Brothers Harriman		05/10/21	GBP		–	USD		–		—
Citigroup		04/02/19	USD		766	BRL		2,863		(30	)
Citigroup		04/02/19	BRL		1,872	USD		493		12
Citigroup		05/03/19	BRL		3,903	USD		988		(13	)
Citigroup		04/08/19	USD		1,232	PLN		4,618		(27	)
Citigroup		04/09/19	USD		1,209	GBP		916		(15	)
Citigroup		04/10/19	EUR		496	USD		561		4
Citigroup		04/10/19	EUR		961	USD		1,077		(3	)
Citigroup		04/12/19	USD		1,750	SEK		15,657		(60	)
Citigroup		04/12/19	SEK		6,843	USD		742		4
Citigroup		04/16/19	ILS		1,821	USD		503		—
Citigroup		06/12/19	USD		1,738	CNH		11,671		(1	)
Citigroup		06/13/19	USD		501	MXN		9,544		(14	)
Citigroup		06/17/19	JPY		3,692,337	USD		33,468		(103	)
Citigroup		12/13/19	USD		1,290	JPY		140,275		4
Credit Suisse First Boston		06/28/19	AUD		699	USD		516		19
Deutsche Bank		04/10/19	EUR		446	USD		506		4
Goldman Sachs		04/02/19	BRL		2,858	USD		737		3
Goldman Sachs		04/10/19	EUR		875	TRY		5,639		4
Goldman Sachs		04/12/19	USD		763	NOK		6,493		(9	)
Goldman Sachs		05/03/19	USD		1,065	BRL		4,126		(7	)
Goldman Sachs		05/16/19	KRW		567,405	USD		500		1
Goldman Sachs		05/16/19	JPY		7,782,876	USD		71,601		1,006
Goldman Sachs		07/16/19	USD		739	INR		52,308		5
Goldman Sachs		07/16/19	USD		522	INR		36,514		(3	)
Goldman Sachs		08/21/19	USD		1,554	MYR		6,328		(3	)
JPMorgan Chase Bank		08/01/07	USD		389	ZAR		1,232,535		—
JPMorgan Chase Bank		04/08/19 - 04/10/19	USD		1,300	EUR		1,142		(17	)
JPMorgan Chase Bank		04/08/19	PLN		1,894	EUR		438		(2	)
JPMorgan Chase Bank		04/11/19	JPY		272,008	USD		2,465		5

242 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		05/16/19	USD		1,772	KRW		1,983,588	$	(25	)
JPMorgan Chase Bank		05/16/19	KRW		569,357	USD		506		4
JPMorgan Chase Bank		05/23/19	USD		389	COP		1,232,535		(3	)
JPMorgan Chase Bank		06/10/19	TWD		59,522	USD		1,932		(3	)
JPMorgan Chase Bank		06/13/19	CHF		1,361	USD		1,360		(17	)
JPMorgan Chase Bank		06/17/19	USD		575	CAD		766		(1	)
Morgan Stanley		04/02/19	USD		501	BRL		1,914		(9	)
Morgan Stanley		04/09/19	GBP		916	USD		1,199		5
Morgan Stanley		05/09/19	CAD		674	USD		503		(2	)
Morgan Stanley		05/16/19	USD		503	KRW		559,664		(10	)
Morgan Stanley		05/16/19	KRW		557,568	USD		495		4
Morgan Stanley		05/23/19	USD		1,988	CLP		1,329,202		(33	)
Morgan Stanley		06/10/19	TWD		34,790	USD		1,129		(2	)
Morgan Stanley		06/17/19	NZD		3,281	USD		2,246		5
Morgan Stanley		06/28/19	AUD		347	USD		257		10
Morgan Stanley		06/28/19	USD		1,060	AUD		1,435		(39	)
RBS		04/23/19	USD		822	AUD		1,155		(1	)
RBS		04/23/19	AUD		1,391	USD		987		(1	)
RBS		05/09/19	CAD		990	USD		742		—
RBS		05/23/19	USD		507	COP		1,606,153		(4	)
RBS		05/23/19	CLP		513,962	USD		752		(4	)
RBS		05/23/19	COP		1,232,535	USD		393		7
RBS		12/13/19	JPY		54,912	USD		507		1
Standard Bank		04/09/19	USD		755	GBP		571		(10	)
Standard Bank		04/10/19	EUR		1,537	USD		1,747		19
Standard Bank		04/10/19	USD		1,548	EUR		1,352		(28	)
Standard Bank		04/11/19	USD		761	JPY		84,250		1
Standard Bank		05/16/19	KRW		557,518	USD		495		4
Standard Bank		06/13/19	USD		747	MXN		14,333		(17	)
Standard Bank		07/16/19	INR		52,061	USD		743		3
UBS		04/09/19	GBP		379	USD		500		6
									$	574

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2019 is as follows:

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.IG.S32V1-5Y		Sell		1.00%		Quarterly		06/20/2024		(5,534	)	$	100	$	85	$	15
CDX-NAHYS30V1-5Y		Sell		5.00%		Quarterly		06/20/2023		(2,444	)		168		170		(2	)
CDX-NAHYS31V3-5Y		Sell		5.00%		Quarterly		12/20/2023		(9,054	)		594		609		(15	)
CDX-NAIGS30V1-5Y		Sell		1.00%		Quarterly		06/20/2023		(2,000	)		40		35		5
CDX-NAIGS31V1-5Y		Sell		1.00%		Quarterly		12/20/2023		(7,430	)		144		134		10
ITRAXX.EUR.XOVER		Sell		5.00%		Quarterly		06/20/2023		(471	)		47		49		(2	)
ITRAXX.EUR.XOVER		Sell		5.00%		Quarterly		12/20/2023		(400	)		43		44		(1	)
ITRAXX.EUR.XOVER		Sell		5.00%		Quarterly		12/20/2023		(1,090	)		118		121		(3	)
												$	1,254	$	1,247	$	7

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 243

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Multi-Asset Capital Stability Fund (Concluded)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Thousands)
6-MONTH AUD - BBSW		2.845%		Semi-Annually		07/11/2028		AUD		580	$	30	$	–	$	30
3-MONTH NZD - BKBM		2.455%		Semi-Annually		03/08/2029		NZD		750		14		–		14
6-MONTH AUD - BBSW		2.306%		Semi-Annually		03/07/2029		AUD		770		14		–		14
3-MONTH NZD - BKBM		2.465%		Semi-Annually		03/04/2029		NZD		580		11		–		11
6-MONTH AUD - BBSW		2.38%		Semi-Annually		03/01/2029		AUD		690		16		–		16
3-MONTH NZD - BKBM		2.455%		Semi-Annually		02/26/2029		NZD		1,410		26		–		26
6-MONTH AUD - BBSW		2.3125%		Semi-Annually		02/25/2029		AUD		1,440		26		–		26
3-MONTH NZD - BKBM		2.4925%		Semi-Annually		02/19/2029		NZD		1,420		29		–		29
6-MONTH AUD - BBSW		2.372%		Semi-Annually		02/18/2029		AUD		1,670		37		–		37
3-MONTH NZD - BKBM		2.4025%		Semi-Annually		02/11/2029		NZD		2,410		37		–		37
6-MONTH AUD - BBSW		2.34%		Semi-Annually		02/08/2029		AUD		2,690		54		–		54
6-MONTH AUD - BBSW		2.22%		Semi-Annually		03/19/2029		AUD		1,230		15		–		15
3-MONTH NZD - BKBM		2.505%		Semi-Annually		02/05/2029		NZD		1,670		36		–		36
6-MONTH AUD - BBSW		2.5905%		Semi-Annually		01/21/2029		AUD		1,510		55		–		55
3-MONTH NZD - BKBM		2.786%		Semi-Annually		12/11/2028		NZD		2,360		92		–		92
6-MONTH AUD - BBSW		2.666%		Semi-Annually		12/10/2028		AUD		2,380		99		–		99
3-MONTH NZD - BKBM		2.86%		Semi-Annually		10/05/2028		NZD		1,670		73		–		73
6-MONTH AUD - BBSW		2.86%		Semi-Annually		10/04/2028		AUD		1,480		80		–		80
3-MONTH NZD - BKBM		2.8575%		Semi-Annually		08/28/2028		NZD		2,300		100		–		100
6-MONTH AUD - BBSW		2.74%		Semi-Annually		08/27/2028		AUD		2,000		92		–		92
3-MONTH NZD - BKBM		3.01%		Semi-Annually		07/18/2028		NZD		1,810		95		–		95
6-MONTH AUD - BBSW		2.8325%		Semi-Annually		07/17/2028		AUD		1,670		86		–		86
3-MONTH NZD - BKBM		3.048%		Semi-Annually		07/12/2028		NZD		550		30		–		30
6-MONTH AUD - BBSW		2.455%		Semi-Annually		02/04/2029		AUD		1,860		51		–		51
3-MONTH NZD - BKBM		2.363%		Semi-Annually		03/20/2029		NZD		970		12		–		12
											$	1,210	$	–	$	1,210

Percentages are based on Net Assets of $716,997 ($ Thousands).

* Non-income producing security.

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(B) Rate is negative due to the decrease in value of the foreign currency against the U.S. Dollar.

(C) Refer to table below for details on Options Contracts.

AUD – Australian Dollar

BBSW — Bank Bill Swap Rate

BKBM — Bank Bill Benchmark Rate

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

COP — Colombian Peso

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FTSE— Financial Times and Stock Exchange

GBP — British Pound Sterling

INR — Indian Rupee

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

LLC — Limited Liability Company

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

MYR — Malaysian Ringgit

NASDAQ — National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLN — Polish Zloty

RUB — Russian Ruble

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TBA — To Be Announced

TRY — Turkish Lira

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

USD — United States Dollar

ZAR — South African Rand

244 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	–	$	291,893	$	–	$	291,893
Commercial Paper		–		208,859		–		208,859
Sovereign Debt		–		103,607		–		103,607
Exchange Traded Funds		44,842		–		–		44,842
U.S. Government Agency Obligation		–		43,650		–		43,650
Mortgage-Backed Security		–		211		–		211
Total Investments in Securities	$	44,842	$	648,220	$	–	$	693,062
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Written Options	$	(329)	$	–	$	–	$	(329)
Futures Contracts *
Unrealized Appreciation		3,611		–		–		3,611
Unrealized Depreciation		(715)		–		–		(715)
Forwards Contracts *
Unrealized Appreciation		–		1,263		–		1,263
Unrealized Depreciation		–		(689)		–		(689)
Centrally Cleared Swaps
Credit Default Swaps *
Unrealized Appreciation		–		30		–		30
Unrealized Depreciation		–		(23)		–		(23)
Interest Rate Swaps *
Unrealized Appreciation		–		1,210		–		1,210
Total Other Financial Instruments	$	2,567	$	1,791	$	–	$	4,358

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

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

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

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

Amounts designated as “—” are either $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, 2019 245

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Long/Short Alternative Fund

†Percentages are based on total investments.
Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (A) — 48.8%
Banks — 19.4%
Australia & New Zealand Bank
2.454%, 04/25/2019		$                1,000		$                998
Bank of Nova Scotia
2.467%, 04/04/2019		1,000		1,000
Commonwealth Bank Austria
2.455%, 04/24/2019		1,000		998
Nordea Bank
2.525%, 04/01/2019		1,000		1,000
Royal Bank of Canada
2.520%, 05/30/2019		1,175		1,170
Svenska Handelsbanken
2.545%, 05/03/2019		1,000		998
				6,164
Industrial & Other Commercial Paper — 29.4%
Coca-Cola
2.381%, 04/01/2019		1,000		1,000
Colgate-Palmolive
2.413%, 04/09/2019		1,100		1,099
Exxon Mobile
2.413%, 04/05/2019		1,000		999
Nestle Capital
2.411%, 04/01/2019		1,100		1,100
Novartis Finance
2.456%, 04/08/2019		1,000		999
Pfizer
2.452%, 04/05/2019		1,065		1,064
Unilever Capital
2.512%, 04/30/2019		1,000		998

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
United Parcel Services
2.406%, 04/03/2019		$                1,000		$                1,000
Wal-Mart
2.454%, 04/15/2019		1,000		999
				9,258
Total Commercial Paper
(Cost $15,425) ($ Thousands)				15,422
U.S. GOVERNMENT AGENCY OBLIGATIONS — 39.7%
FHLB DN (A)
2.451%, 04/17/2019		1,252		1,250
2.413%, 04/12/2019		1,748		1,747
2.402%, 04/05/2019		1,100		1,100
2.402%, 04/11/2019		2,193		2,191
2.396%, 04/03/2019		1,983		1,983
2.393%, 04/04/2019		713		713
2.392%, 04/08/2019		1,063		1,062
2.382%, 04/02/2019		2,500		2,500
Total U.S. Government Agency Obligations
(Cost $12,546) ($ Thousands)				12,546
	Shares
EXCHANGE TRADED FUND — 4.6%
iShares iBoxx High Yield Corporate Bond ETF		16,998		1,470
Total Exchange Traded Fund (Cost $1,450) ($ Thousands)				1,470
Total Investments in Securities – 93.1% (Cost $29,421) ($ Thousands)			$	29,438

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation) (Thousands)
MSCI EAFE Index E-MINI		18		Jun-2019	$	1,668	$	1,680	$	12
MSCI Emerging Markets		2		Jun-2019		106		106		–
NASDAQ 100 Index E-MINI		50		Jun-2019		7,173		7,400		227
S&P Mid Cap 400 Index E-MINI		15		Jun-2019		2,843		2,851		8
U.S. Dollar Index		194		Jun-2019		18,695		18,788		93
					$	30,485	$	30,825	$	340

246 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Percentages are based on Net Assets of $31,619 ($ Thousands).

(A) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

DN — Discount Note

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

FHLB — Federal Home Loan Bank

MSCI — Morgan Stanley Capital International

NASDAQ — National Association of Securities Dealers and Automated Quotations

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Commercial Paper	$	–	$	15,422	$	–	$	15,422
U.S. Government Agency Obligations		–		12,546		–		12,546
Exchange Traded Fund		1,470		–		–		1,470
Total Investments in Securities	$	1,470	$	27,968	$	–	$	29,438
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	340	$	–	$	–	$	340

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

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

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

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

Amounts designated as “–” are either $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, 2019 247

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Large Cap Fund		Large Cap Value Fund
Assets:
Investments, at value †	$	2,300,437*	$	1,313,843*
Affiliated investments, at value ††		60,952		36,099
Cash and cash equivalents		–		–
Cash pledged as collateral on futures contracts		1,253		788
Foreign currency, at value †††		–		–
Receivable for fund shares sold		1,428		914
Receivable for investment securities sold		7,410		–
Dividends and interest receivable		2,879		2,343
Receivable for variation margin		167		87
Foreign tax reclaim receivable		35		153
Prepaid expenses		63		39
Total Assets		2,374,624		1,354,266
Liabilities:
Payable upon return on securities loaned		14,869		4,539
Payable for investment securities purchased		6,905		–
Payable for fund shares redeemed		1,795		595
Administration fees payable		487		320
Shareholder servicing fees payable Class F		466		250
Shareholder servicing fees payable Class I		–		1
Due to custodian		13		10
Investment advisory fees payable		721		372
Trustees fees payable		13		7
Chief Compliance Officer fees payable		2		1
Administration servicing fees payable Class I		–		–
Accrued expense payable		52		27
Total Liabilities		25,323		6,122
Net Assets	$	2,349,301	$	1,348,144
† Cost of investments and repurchase agreements	$	1,866,690	$	1,084,172
†† Cost of affiliated investments		60,941		36,097
††† Cost of foreign currency		–		–
* Includes market value of securities on loan		14,761		4,377

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

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

248 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Large Cap Growth Fund		Large Cap Index 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
	$                1,455,046*		$                302,941		$                3,869,756*		$                816,494		$                604,593*		$                303,871*		$                329,243*		$                841,044*
	32,331		7,242		73,215		10,859		38,080		34,379		28,497		108,987
	–		–		–		–		–		4		–		2,196
	474		265		1,184		–		–		554		–		–
	–		–		127		–		–		–		–		–
	998		401		1,089		613		394		229		267		272
	20,406		–		–		–		3,309		233		4,093		6,705
	655		285		5,546		737		613		655		210		1,366
	66		35		160		74		–		29		–		–
	3		–		266		15		–		–		–		–
	37		7		92		22		17		9		10		36
	1,510,016		311,176		3,951,435		828,814		647,006		339,963		362,320		960,606
	11,089		1		36,667		2		23,190		11,386		20,174		88,106
	15,242		1,450		–		–		2,980		–		4,390		5,760
	847		109		2,182		512		455		263		332		598
	351		21		689		96		148		79		81		206
	277		25		728		34		123		60		63		143
	1		–		–		1		–		1		1		–
	–		–		9		57		–		–		6		–
	408		5		1,320		14		303		159		155		420
	8		–		20		4		3		2		2		5
	1		–		4		1		1		–		–		1
	–		–		–		1		–		–		–		–
	29		48		64		75		14		8		7		18
	28,253		1,659		41,683		797		27,217		11,958		25,211		95,257
	$                1,481,763		$                 309,517		$                3,909,752		$                828,017		$                619,789		$                328,005		$                337,109		$                865,349
	$                   993,297		$                 293,792		$                2,141,705		$                331,874		$                558,719		$                282,185		$                297,294		$                616,414
	32,330		7,264		73,213		10,859		38,082		34,377		28,498		108,993
	–		–		129		–		–		–		–		–
	11,014		–		36,153		–		22,756		11,176		19,784		86,388

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 249

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital – (unlimited authorization – no par value)	$	1,833,736		$	1,121,685
Total distributable earnings		515,565			226,459
Net Assets	$	2,349,301		$	1,348,144
Net Asset Value, Offering and Redemption Price Per Share – Class F	$	13.44		$	22.89
		($2,217,204,717	÷		($1,192,682,596	÷
		164,972,521 shares)			52,094,024 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class I		N/A		$	22.91
					($4,014,042	÷
					175,194 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class Y	$	13.45		$	22.90
		($132,095,977	÷		($151,447,014	÷
		9,823,150 shares)			6,613,847 shares)

N/A – Not applicable. Share class currently not offered.

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

250 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Large Cap Growth Fund	Large Cap Index 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
$                 986,658		$                300,145			$                1,953,574			$                333,678			$                605,196			$                312,993			$                303,822			$                610,565
495,105		9,372			1,956,178			494,339			14,593			15,012			33,287			254,784
$              1,481,763		$                309,517			$                3,909,752			$                828,017			$                619,789			$                328,005			$                337,109			$                865,349
$                     34.55		$                    10.06			$                       26.42			$                    65.68			$                    11.07			$                    20.84			$                    32.99			$                    20.67
($1,326,807,680 ÷		($309,517,090	÷		($3,475,848,249	÷		($822,223,445	÷		($584,101,064	÷		($283,074,186	÷		($300,619,758	÷		($768,972,520	÷
38,402,584 shares)		30,763,728 shares)			131,579,025 shares)			12,517,830 shares)			52,757,241 shares)			13,583,479 shares)			9,111,645 shares)			37,194,693 shares)
$                  33.65		N/A			N/A			$                    66.05			N/A			$                     20.63			$                 31.40			N/A
($3,424,397 ÷								($5,793,228	÷					($2,091,432	÷		($1,854,063	÷
101,757 shares)								87,705 shares)						101,385 shares)			59,054 shares)
$                  34.59		N/A			$                       26.43			N/A			$                   11.18			$                 20.86			$                 33.32			$                 20.70
($151,530,444 ÷					($433,903,489	÷					($35,688,002	÷		($42,839,314	÷		($34,635,219	÷		($96,376,849	÷
4,380,559 shares)					16,417,330 shares)						3,192,932 shares)			2,054,123 shares)			1,039,391 shares)			4,655,772 shares)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 251

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Mid-Cap Fund		U.S. Managed Volatility   Fund
Assets:
Investments, at value †	$	104,794	$	1,738,447
Affiliated investments, at value ††		6,509		44,714
Repurchase agreements†		–		–
Cash and cash equivalents		20		–
Cash pledged as collateral on swap contracts		–		–
Cash pledged as collateral on futures contracts		–		1,128
Foreign currency, at value †††		–		1,093
Receivable for fund shares sold		146		2,177
Receivable for investment securities sold		309		–
Dividends and interest receivable		180		4,867
Unrealized gain on forward foreign currency contracts		–		–
OTC Swap contracts, at value ††††		–		–
Options purchased, at value †††††		–		–
Foreign tax reclaim receivable		–		11
Receivable for variation margin		–		158
Prepaid expenses		3		39
Total Assets		111,961		1,792,634
Liabilities:
Payable for investment securities purchased		2,313		–
Payable for fund shares redeemed		167		1,572
Administration fees payable		28		420
Shareholder servicing fees payable Class F		23		186
Shareholder servicing fees payable Class I		–		1
Payable upon return on securities loaned		–		–
Income distribution payable		–		–
OTC Swap contracts, at value ††††		–		–
Options written, at value †††††		–		–
Due to custodian		–		1
Payable for variation margin		–		–
Unrealized loss on foreign currency spot contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		38		585
Trustees fees payable		1		8
Chief Compliance Officer fees payable		–		2
Administration servicing fees payable Class I		–		–
Accrued expense payable		2		30
Total Liabilities		2,572		2,805
Net Assets	$	109,389	$	1,789,829
† Cost of investments and repurchase agreements	$	97,605	$	1,498,983
†† Cost of affiliated investments		6,509		44,714
††† Cost of foreign currency		–		1,092
†††† Cost (premiums received)		–		–
††††† Cost (premiums received)		–		–
* Includes market value of securities on loan		–		–

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

The accompanying notes are an integral part of the financial statements

252 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Global Managed   Volatility Fund		Tax-Managed Managed   Volatility Fund		Tax-Managed   International Managed   Volatility Fund		Real Estate Fund		Enhanced Income Fund		Core Fixed Income Fund		High Yield Bond Fund
$	1,248,366	$	1,032,366	$	345,713	$	132,872	$	55,010	$	4,093,436*	$	1,520,247
	25,120		20,856		12,317		3,047		2,793		270,993		91,288
	–		–		–		–		6,400		15,000		–
	6,433		–		2,009		–		–		–		3,352
	–		–		–		–		–		5,010		1,439
	871		414		465		–		–		1,384		–
	2,233		54		1,463		–		7		3,026		29
	854		1,345		145		26		63		2,894		1,058
	19		–		–		31		2,810		218,994		9,925
	4,359		2,043		1,923		588		210		21,386		23,020
	1,163		–		–		–		–		881		–
	–		–		–		–		–		325		–
	–		–		–		–		–		384		–
	3,099		7		1,083		–		–		54		36
	119		58		65		–		7		1,828		33
	34		27		9		3		2		105		40
	1,292,670		1,057,170		365,192		136,567		67,302		4,635,700		1,650,467
	–		–		–		68		34		498,504		31,262
	1,374		755		240		1,136		50		3,598		1,399
	306		267		134		34		6		542		267
	227		203		68		21		7		746		299
	–		–		–		–		–		1		3
	–		–		–		–		–		120,936		1
	–		–		–		–		–		870		826
	–		–		–		–		–		–		278
	–		–		–		–		–		759		–
	–		337		–		302		209		60		–
	–		–		–		–		–		2,385		–
	1		–		–		–		–		–		–
	637		–		–		–		–		2,038		–
	590		388		116		65		16		702		562
	7		6		2		1		–		20		8
	1		1		–		–		–		4		2
	–		–		–		–		–		1		3
	46		2		10		2		22		62		72
	3,189		1,959		570		1,629		344		631,228		34,982
$	1,289,481	$	1,055,211	$	364,622	$	134,938	$	66,958	$	4,004,472	$	1,615,485
$	1,105,148	$	654,658	$	310,166	$	108,471	$	61,951	$	4,067,677	$	1,543,064
	25,120		20,856		12,317		3,047		2,793		270,999		91,288
	2,227		55		1,469		–		8		2,963		29
	–		–		–		–		–		15		98
	–		–		–		–		–		149		–
	–		–		–		–		–		118,052		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 253

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Mid-Cap Fund			U.S. Managed Volatility    Fund
Net Assets:
Paid-in capital – (unlimited authorization – no par value)	$	101,453		$	1,529,735
Total distributable earnings/(loss)		7,936			260,094
Net Assets	$	109,389		$	1,789,829
Net Asset Value, Offering and Redemption Price Per Share – Class F	$	24.74		$	16.89
		($105,811,553 ÷			($895,162,764 ÷
		4,277,287 shares	)		52,997,842 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class I	$	24.70		$	16.89
		($766,705 ÷			($1,274,486 ÷
		31,040 shares)			75,472 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class Y	$	24.76		$	16.90
		($2,810,502 ÷			($893,391,281 ÷
		113,515 shares)			52,865,617 shares)

N/A - Not applicable. Share class currently not offered.

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

254 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Global Managed    Volatility Fund	Tax-Managed Managed    Volatility Fund			Tax-Managed    International Managed    Volatility Fund		Real Estate Fund		Enhanced Income Fund		Core Fixed Income Fund		High Yield Bond Fund
$                1,140,351		$                      663,381			$                  348,255		$                  110,095		$                  99,721		$                  4,045,356		$              1,812,528
149,130		391,830			16,367		24,843		(32,763)		(40,884)		(197,043)
$                  1,289,481		$                     1,055,211			$                    364,622		$                    134,938		$                    66,958		$                    4,004,472		$                1,615,485
$                         10.82		$                            16.61			$                        10.69		$                        15.80		$                        7.52		$                           11.20		$                         6.87
($1,081,967,149 ÷		($969,810,154	÷		($326,306,152 ÷		($98,548,450 ÷		($59,591,313 ÷		($3,579,316,335 ÷		($1,426,094,325 ÷
100,036,411 shares)		58,402,461 shares)			30,533,721 shares)		6,236,891 shares)		7,922,236 shares)		319,715,027 shares)		207,720,223 shares)
$                        10.57		N/A			N/A		$                        15.78		$                        7.51		$                           11.19		$                         6.61
($1,185,966 ÷							($487,073 ÷		($115,761 ÷		($4,843,882 ÷		($11,915,209 ÷
112,157 shares)							30,864 shares)		15,420 shares)		432,970 shares)		1,801,616 shares)
$                        10.83		$                           16.61			$                        10.69		$                        15.80		$                        7.52		$                           11.20		$                         6.86
($206,327,699 ÷		($85,400,538 ÷			($38,315,982 ÷		($35,902,560 ÷		($7,251,072 ÷		($420,312,242 ÷		($177,475,166 ÷
19,044,762 shares)		5,141,263 shares)			3,583,542 shares)		2,272,197 shares)		964,653 shares)		37,532,380 shares)		25,852,290 shares)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 255

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Conservative Income  Fund		Tax-Free Conservative  Income Fund
Assets:
Investments, at value †		$                    236,145		$                    185,213
Affiliated investments, at value ††		–		–
Repurchase agreements†		20,000		–
Cash and cash equivalents		–		28
Cash pledged as collateral on swap contracts		–		–
Cash pledged as collateral on futures contracts		–		–
Cash pledged as collateral on options contracts		–		–
Foreign currency, at value †††		–		–
Receivable for fund shares sold		346		76
Dividends and interest receivable		360		464
Receivable for investment securities sold		–		–
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
OTC Swap contracts, at value ††††		–		–
Options purchased, at value †††††		–		–
Swaptions purchased, at value ††††††		–		–
Foreign tax reclaim receivable		–		–
Receivable for variation margin		–		–
Prepaid expenses		6		5
Total Assets		256,857		185,786
Liabilities:
Payable for fund shares redeemed		1,003		134
Income distribution payable		154		39
Due to custodian		42		–
Administration fees payable		23		16
Shareholder servicing fees payable Class F		20		14
Payable for securities sold short@		–		–
Payable for investment securities purchased		–		–
OTC Swap contracts, at value ††††		–		–
Options written, at value †††††		–		–
Reverse repurchase agreements		–		–
Foreign currency payable to custodian, at value †††		–		–
Payable for variation margin		–		–
Unrealized loss on foreign currency spot contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		14		9
Trustees fees payable		2		1
Chief Compliance Officer fees payable		–		–
Interest payable		–		–
Unfunded commitments on loan participations		–		–
Accrued expense payable		4		7
Total Liabilities		1,262		220
Net Assets		$                    255,595		$                    185,566
† Cost of investments and repurchase agreements		$                    256,096		$                    185,192
†† Cost of affiliated investments		–		–
††† Cost of foreign currency		–		–
†††† Cost (premiums received)		–		–
††††† Cost (premiums received)		–		–
†††††† Cost (premiums received)		–		–
@Proceeds from securities sold short		–		–

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

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

256 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Real Return Fund		Dynamic Asset   Allocation Fund		Multi-Strategy   Alternative Fund		Multi-Asset   Accumulation Fund		Multi-Asset Income   Fund			Multi-Asset Inflation   Managed Fund			Multi-Asset Capital   Stability Fund			Long/Short   Alternative Fund
	$                  245,378		$                769,831		$                  297,064		$                 2,050,802		$                    891,766			$                1,036,254			$                  693,062			$                    29,438
	2,462		–		146,464		–		–			–			–			–
	–		–		–		–		–			–			–			–
	–		11,131		86,755		657,236		18,298			172,214			11,365			4,475
	–		–		3,126		6,507		6,671			377			2,040			–
	–		11,223		78		87,120		6,477			7,217			9,405			1,000
	–		–		–		–		33,337			–			–			–
	–		–		2,985		7,379		–			831			1,350			–
	215		555		322		1,710		726			542			857			–
	269		784		1,331		2,468		8,628			2,199			472			–
	–		2,022		25,756		–		2,929			12,324			2,193			–
	–		2,229		171		8,353		1,231			149			1,263			–
	–		–		–		–		1			5			10			–
	–		3,586		237		1,708		–			326			–			–
	–		155		271		–		206			53			–			–
	–		2,720		–		–		–			–			–			–
	–		–		60		216		30			14			–			–
	–		1,150		713		743		259			1,345			759			80
	6		21		13		69		24			25			18			–
	248,330		805,407		565,346		2,824,311		970,583			1,233,875			722,794			34,993
	408		690		552		2,236		1,025			845			1,302			–
	–		–		–		–		390			–			–			–
	–		–		–		–		–			–			–			–
	39		192		63		581		201			209			77			8
	19		153		99		542		67			171			56			1
	–		–		61,757		–		–			112,006			–			–
	–		–		20,486		7,039		16,374			888			2,423			3,349
	–		5,372		18		389		–			3,065			–			–
	–		–		50		–		3,460			184			329			–
	–		–		–		–		–			243,259			–			–
	–		–		–		–		1,351			–			–			–
	–		626		766		2,906		1,046			1,086			681			–
	–		–		12		2		–			58			3			–
	–		2,727		250		4,655		338			180			689			–
	27		126		286		1,511		337			245			218			15
	1		4		3		–		5			5			4			–
	–		1		–		3		1			1			1			–
	–		–		–		–		–			1,271			–			–
	–		–		–		–		319			–			–			–
	5		3		23		41		83			24			14			1
	499		9,894		84,365		19,905		24,997			363,497			5,797			3,374
	$                    247,831		$                795,513		$                  480,981		$                 2,804,406		$                  945,586			$                   870,378			$                  716,997			$                    31,619
	$                    245,666		$                557,863		$                  301,186		$                 2,001,457		$                  868,617			$                1,005,163			$                  690,574			$                    29,421
	2,462		–		147,930		–		–			–			–			–
	–		–		3,025		7,408		(1,359	)		827			1,352			–
	–		–		538		–		–			(1,442	)		–			–
	–		468		350		–		(2,144	)		45			(48	)		–
	–		2,357		–		–		–			–			–			–
	–		–		59,354		–		–			(101,946	)		–			–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 257

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2019 (Unaudited)

	Conservative Income Fund			Tax-Free Conservative     Income Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	255,544		$	185,546
Total distributable earnings/(loss)		51			20
Net Assets	$	255,595		$	185,566
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00		$	10.00
		($230,374,540	÷		($159,207,103 ÷
		23,033,042 shares	)		15,919,222 shares)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.00		$	10.00
		($25,220,160	÷		($26,358,517 ÷
		2,521,506 shares	)		2,635,499 shares)

N/A - Not applicable. Share class currently not offered.

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

258 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Real Return Fund			Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund			Long/Short Alternative Fund
	$                    254,623			$                    610,474			$                     505,589			$                    2,880,857			$                    929,114			$                    1,014,217			$                    711,692			$                    33,250
	(6,792	)		185,039			(24,608	)		(76,451	)		16,472			(143,839	)		5,305			(1,631	)
	$                    247,831			$                    795,513			$                     480,981			$                    2,804,406			$                    945,586			$                       870,378			$                    716,997			$                    31,619
	$                          9.93			$                        12.68			$                           9.42			$                             9.85			$                        10.80			$                             8.28			$                        10.14			$                        9.51
	($228,516,680	÷		($723,597,303	÷		($471,132,268	÷		($2,578,459,363	÷		($786,695,436	÷		($805,335,766	÷		($667,686,217	÷		($3,045,605	÷
	23,015,449 shares	)		57,056,156 shares	)		50,009,336 shares	)		261,779,557 shares	)		72,873,128 shares	)		97,312,216 shares	)		65,856,041 shares	)		320,102 shares	)
	$                          9.96			$                        12.69			$                           9.41			$                             9.91			$                        10.80			$                             8.28			$                        10.15			$                        9.55
	($19,313,789	÷		($71,915,897	÷		($9,849,193	÷		($225,946,234	÷		($158,890,144	÷		($65,042,474	÷		($49,310,904	÷		($28,573,806	÷
	1,938,632 shares	)		5,665,330 shares	)		1,046,148 shares	)		22,805,111 shares	)		14,718,830 shares	)		7,857,511 shares	)		4,856,293 shares	)		2,991,570 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 259

STATEMENTS OF OPERATIONS ($ Thousands)

For the six month ended March 31, 2019 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends		$          26,810			$          21,294			$          9,782
Income from affiliated investments(1)		551			369			392
Interest income		–			–			–
Security lending income - net(1) (2)		52			24			187
Less: foreign taxes withheld		(110	)		(215	)		–
Total Investment Income		27,303			21,472			10,361
Expenses:
Investment advisory fees		4,531			2,319			2,828
Administration fees		3,225			1,988			2,121
Shareholder servicing fees Class F		2,747			1,479			1,597
Shareholder servicing fees Class I		–			5			4
Trustees’ fees		24			13			14
Chief compliance officer fees		6			4			4
Administration servicing fees Class I		–			5			4
Printing fees		148			83			88
Custodian/Wire agent fees		69			40			41
Professional fees		66			37			40
Registration fees		53			28			31
Pricing fees		27			16			16
Other expenses		21			11			12
Total Expenses		10,917			6,028			6,800
Less:
Waiver of investment advisory fees		(340	)		(170	)		(532	)
Waiver of shareholder servicing fees Class F		(22	)		(12	)		(13	)
Waiver of shareholder servicing fees Class I		–			(1	)		–
Waiver of administration fees		(347	)		(103	)		(111	)
Net Expenses		10,208			5,742			6,144
Net Investment Income (Loss)		17,095			15,730			4,217
Net Realized Gain (Loss) on:
Investments		101,425			3,849			37,611
Affiliated investments		5			3			–
Futures contracts		1,334			(265	)		(580	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(202,915	)		(70,253	)		(66,862	)
Affiliated investments		–			1			2
Futures contracts		444			425			266
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Net Decrease in Net Assets Resulting from Operations		$          (82,612	)		$          (50,510	)		$          (25,346	)

(1) See Note 6 in Notes to Financial Statements.

(2) Income is from the investment of collateral in an affiliated security.

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

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

260 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Large Cap Index 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
$	2,787		$	40,047		$	9,260		$	3,692		$	3,887		$	1,117		$	7,069
	59			500			112			127			94			91			229
	–			–			8			–			–			–			–
	3			44			6			97			113			92			251
	–			(370	)		–			(8	)		–			(3	)		(8	)
	2,849			40,221			9,386			3,908			4,094			1,297			7,541
	63			7,580			121			2,018			1,066			1,109			2,803
	376			4,294			885			931			492			512			1,294
	313			4,272			999			734			358			386			972
	–			–			7			–			3			5			–
	2			38			8			6			3			4			9
	1			10			2			–			1			1			2
	–			–			7			–			3			–			–
	15			238			50			40			21			22			55
	6			113			26			19			10			10			26
	7			107			22			18			9			10			24
	2			65			17			14			8			7			20
	5			42			10			9			5			5			12
	24			33			51			8			3			3			8
	814			16,792			2,205			3,797			1,982			2,074			5,225
	(37	)		–			(40	)		(239	)		(131	)		(189	)		(339	)
	(188	)		(34	)		(799	)		(6	)		(3	)		(3	)		(117	)
	–			–			–			–			–			–			–
	(273	)		(319	)		(340	)		(48	)		(21	)		(21	)		(67	)
	316			16,439			1,026			3,504			1,827			1,861			4,702
	2,533			23,782			8,360			404			2,267			(564	)		2,839
	(763	)		239,242			11,215			(26,070	)		(3,864	)		9,468			34,620
	–			10			–			–			23			5			54
	(208	)		760			(1,072	)		(33	)		(496	)		(561	)		(217	)
	(2,659	)		(404,580	)		(41,849	)		(52,498	)		(33,644	)		(56,134	)		(140,877	)
	(11	)		2			–			3			5			1			9
	120			554			219			–			149			17			–
	–			(4	)		–			–			–			–			–
$	(988	)	$	(140,234	)	$	(23,127	)	$	(78,194	)	$	(35,560	)	$	(47,768	)	$	(103,572	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 261

STATEMENTS OF OPERATIONS ($ Thousands)

For the six month ended March 31, 2019 (Unaudited)

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends		$            1,037			$            23,311			$            16,930
Income from affiliated investments(1)		43			425			139
Interest income		–			–			–
Security lending income - net(1) (2)		4			–			–
Less: foreign taxes withheld		–			(166	)		(1,053	)
Total Investment Income		1,084			23,570			16,016
Expenses:
Investment advisory fees		227			5,138			4,172
Administration fees		170			2,349			1,926
Shareholder servicing fees Class F		137			1,087			1,343
Shareholder servicing fees Class I		1			2			2
Trustees’ fees		1			15			13
Administration servicing fees Class I		1			2			2
Chief compliance officer fees		–			4			3
Printing fees		7			95			81
Custodian/Wire agent fees		4			45			65
Professional fees		3			43			36
Registration fees		2			34			28
Pricing fees		2			17			22
Overdraft fees		–			–			3
Other expenses		1			13			11
Total Expenses		556			8,844			7,707
Less:
Waiver of investment advisory fees		–			(2,073	)		(705	)
Waiver of shareholder servicing fees Class F		(1	)		(9	)		(11	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		(1	)		(123	)		(111	)
Net Expenses		554			6,639			6,880
Net Investment Income		530			16,931			9,136
Net Realized Gain (Loss) on:
Investments		849			25,579			17,779
Futures contracts		(179	)		45			(667	)
Foreign currency translation		–			13			(200	)
Forward foreign currency contracts		–			–			10,425
Purchased and written options		–			–			–
Purchased and written swaptions		–			–			–
Swap contracts		–			–			–
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(8,193	)		(11,829	)		(55,895	)
Affiliated investments		–			–			–
Futures contracts		14			715			309
Purchased and written options		–			–			–
Purchased and written swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			1			(74	)
Forward foreign currency contracts		–			–			(2,432	)
Net Increase (Decrease) in Net Assets Resulting from Operations		$            (6,979	)		$            31,455			$            (21,619	)

(1) See Note 6 in Notes to Financial Statements.

(2) Income is from the investment of collateral in an affiliated security.

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

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

262 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Enhanced Income Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund
	$            14,991			$             5,329			$            2,221			$                  1			$                        41			$                777			$                      –
	273			83			27			24			1,043			717			1
	–			–			–			1,428			68,640			51,026			3,507
	–			–			1			–			88			–			–
	(106	)		(505	)		–			–			–			–			–
	15,158			4,907			2,249			1,453			69,812			52,520			3,508
	3,365			1,150			414			153			5,388			3,813			135
	1,553			796			191			75			3,165			1,556			270
	1,198			405			115			85			4,399			1,727			305
	–			–			1			–			7			19			–
	10			4			1			1			40			16			3
	–			–			1			–			7			19			–
	3			1			–			–			10			4			1
	65			22			8			5			244			98			17
	31			35			4			2			104			46			7
	29			10			4			2			109			44			7
	21			7			3			2			74			31			5
	12			12			–			28			231			77			5
	–			1			–			–			–			–			–
	10			3			–			1			35			14			2
	6,297			2,446			742			354			13,813			7,464			757
	(1,116	)		(488	)		(54	)		(47	)		(1,291	)		(607	)		(56	)
	(10	)		(3	)		(1	)		(38	)		(35	)		(2	)		(183	)
	–			–			–			–			(1	)		(14	)		–
	(79	)		(24	)		–			(46	)		–			(55	)		(124	)
	5,092			1,931			687			223			12,486			6,786			394
	10,066			2,976			1,562			1,230			57,326			45,734			3,114
	13,248			(9,011	)		744			(846	)		6,090			(8,377	)		2
	(1,100	)		246			–			(36	)		1,336			–			–
	(7	)		(60	)		–			–			201			(3	)		–
	–			–			–			–			196			–			–
	–			–			–			–			1,506			–			–
	–			–			–			–			(276	)		–			–
	–			–			–			–			3,317			(42	)		–
	(21,578	)		(7,680	)		6,717			156			104,020			(26,016	)		40
	–			–			–			–			8			–			–
	264			(33	)		–			(47	)		6,869			–			–
	–			–			–			–			(318	)		–			–
	–			–			–			–			(18	)		–			–
	–			–			–			–			(1,916	)		(124	)		–
	(3	)		(35	)		–			–			(34	)		1			–
	–			–			–			–			(393	)		–			–
	$                890			$            (13,597	)		$            9,023			$                457			$                177,914			$            11,173			$                3,156

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 263

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS ($ Thousands)

For the six month ended March 31, 2019 (Unaudited)

	Tax-Free Conservative Income
	Fund			Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends		$                      –			$                    –			$              8,988
Income from affiliated investments(1)		–			9			–
Interest income		1,464			3			43
Less: foreign taxes withheld		–			–			(92	)
Total Investment Income		1,464			12			8,939
Expenses:
Shareholder servicing fees Class F		201			288			901
Administration fees		177			248			1,187
Investment advisory fees		88			273			2,374
Trustees’ fees		2			2			8
Chief compliance officer fees		–			1			2
Printing fees		11			15			50
Pricing fees		6			3			6
Professional fees		5			7			23
Custodian/Wire agent fees		5			7			8
Registration fees		4			5			15
Dividend expense on securities sold short		–			–			–
Overdraft fees		–			–			3
Interest expense		–			–			–
Other expenses		2			1			7
Total Expenses		501			850			4,584
Less:
Waiver of investment advisory fees		(37	)		(114	)		(1,644	)
Waiver of shareholder servicing fees Class F		(120	)		(173	)		–
Waiver of administration fees		(85	)		(13	)		(53	)
Net Expenses		259			550			2,887
Net Investment Income (Loss)		1,205			(538	)		6,052
Net Realized Gain (Loss) on:
Investments		–			(697	)		7,191
Securities sold short		–			–			–
Affiliated investments		–			–			–
Futures contracts		–			–			(1,189	)
Foreign currency translation		–			–			(17	)
Forward foreign currency contracts		–			–			3,163
Purchased and written options		–			–			–
Swap contracts		–			–			(1,705	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		26			4,482			(34,649	)
Securities sold short		–			–			–
Affiliated investments		–			–			–
Futures contracts		–			–			(1,414	)
Purchased and written options		–			–			(313	)
Purchased and written swaptions		–			–			629
Swap contracts		–			–			(535	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Forward foreign currency contracts		–			–			2,428
Net Increase (Decrease) in Net Assets Resulting from Operations		$              1,231			$              3,247			$            (20,359	)

(1) See Note 6 in Notes to Financial Statements.

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

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

264 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Multi-Strategy Alternative			Multi-Asset Accumulation						Multi-Asset Inflation			Multi-Asset Capital Stability
Fund			Fund			Multi-Asset Income Fund			Managed Fund			Fund			Long/Short Alternative Fund
	$              5,136			$              3,000			$              1,205			$              3,655			$                      395			$                      7
	1,853			–			–			–			–			–
	2,371			15,340			22,595			6,654			6,177			374
	–			(120	)		(41	)		–			–			–
	9,360			18,220			23,759			10,309			6,572			381
	597			3,129			970			1,019			829			5
	727			3,589			1,410			1,315			1,062			50
	3,635			10,196			2,820			2,410			1,416			132
	5			27			9			9			7			–
	1			7			3			2			2			–
	30			169			59			55			44			2
	24			48			73			33			11			1
	13			81			26			25			20			1
	14			53			15			20			17			1
	10			54			18			17			14			3
	454			–			–			1,343			–			–
	–			–			8			–			3			–
	–			–			–			2,679			–			–
	1			24			8			7			6			1
	5,511			17,377			5,419			8,934			3,431			196
	(1,940	)		(1,518	)		(856	)		(963	)		(148	)		(42	)
	(5	)		–			(582	)		–			(497	)		–
	(357	)		(198	)		(293	)		(73	)		(606	)		–
	3,209			15,661			3,688			7,898			2,180			154
	6,151			2,559			20,071			2,411			4,392			227
	(11,429	)		1,987			(4,068	)		(3,745	)		(65	)		(1	)
	695			–			–			(5,908	)		–			–
	510			–			–			–			–			–
	15			(33,881	)		39			(11,681	)		(1,088	)		(1,864	)
	(529	)		(1,598	)		(599	)		38			1,084			–
	(510	)		24,964			1,163			(128	)		88			–
	(130	)		–			2,094			(442	)		(712	)		–
	775			13,006			1,630			(2,202	)		357			–
	(3,047	)		7,430			8,182			8,662			3,893			22
	(991	)		–			–			8,723			–			–
	(2,352	)		–			–			–			–			–
	(17	)		79,971			4,226			1,188			2,929			185
	51			–			(934	)		(85	)		(193	)		–
	–			–			–			–			–			–
	(404	)		4,308			(488	)		(2,782	)		1,074			–
	(46	)		81			(73	)		(53	)		17			–
	154			(1,923	)		710			(355	)		(1,755	)		–
	$              (11,104	)		$               96,904			$              31,953			$              (6,359	)		$                  10,021			$              (1,431	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 265

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2019 (Unaudited) and the year ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
	10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018
Operations:
Net investment income (loss)	$	17,095		$	23,108		$	15,730		$	21,729		$	4,217		$	2,819
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		102,764			278,175			3,587			119,971			37,031			182,320
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(202,471	)		109,625			(69,827	)		14,060			(66,594	)		153,660
Net change in unrealized depreciation on foreign currency transactions		–			–			–			–			–			–
Contribution from Adviser		–			–			–			–			–			–
Net Increase (Decrease) in Net Assets Resulting from Operations		(82,612	)		410,908			(50,510	)		155,760			(25,346	)		338,799
Distributions:(1)
Class E:		N/A			N/A			N/A			N/A			N/A			N/A
Class F:		(282,339	)		(176,200	)		(113,250	)		(63,896	)		(156,640	)		(112,009	)
Class I:		N/A			N/A			(383	)		(219	)		(407	)		(287	)
Class Y:		(15,765	)		(10,974	)		(12,724	)		(6,783	)		(15,654	)		(10,493	)
Total Distributions		(298,104	)		(187,174	)		(126,357	)		(70,898	)		(172,701	)		(122,789	)
Capital Share Transactions:(2)
Class E:
Proceeds from shares issued		N/A			N/A			N/A			N/A			N/A			N/A
Reinvestment of dividends & distributions		N/A			N/A			N/A			N/A			N/A			N/A
Cost of shares redeemed		N/A			N/A			N/A			N/A			N/A			N/A
Net decrease from Class E transactions		N/A			N/A			N/A			N/A			N/A			N/A
Class F:
Proceeds from shares issued		188,280			449,118			104,992			129,136			119,794			152,640
Reinvestment of dividends & distributions		263,177			164,122			106,378			60,494			147,584			106,403
Cost of shares redeemed		(311,989	)		(747,347	)		(144,696	)		(241,686	)		(175,576	)		(403,231	)
Net increase (decrease) from Class F transactions		139,468			(134,107	)		66,674			(52,056	)		91,802			(144,188	)
Class I:
Proceeds from shares issued		N/A			N/A			340			385			153			564
Reinvestment of dividends & distributions		N/A			N/A			324			180			326			219
Cost of shares redeemed		N/A			N/A			(518	)		(1,066	)		(427	)		(1,032	)
Net increase (decrease) from Class I transactions		N/A			N/A			146			(501	)		52			(249	)
Class Y:
Proceeds from shares issued		21,820			12,129			23,659			22,865			23,293			14,638
Reinvestment of dividends & distributions		15,465			10,806			11,739			6,173			14,409			9,449
Cost of shares redeemed		(23,192	)		(54,616	)		(8,905	)		(15,743	)		(9,082	)		(27,250	)
Net increase (decrease) from Class Y transactions		14,093			(31,681	)		26,493			13,295			28,620			(3,163	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		153,561			(165,788	)		93,313			(39,262	)		120,474			(147,600	)
Net Increase (Decrease) in Net Assets		(227,155	)		57,946			(83,554	)		45,600			(77,573	)		68,410
Net Assets
Beginning of period		2,576,456			2,518,510			1,431,698			1,386,098			1,559,336			1,490,926
End of period(6)	$	2,349,301		$	2,576,456		$	1,348,144		$	1,431,698		$	1,481,763		$	1,559,336

(1) Current year presentation of distributions conforms with S-X Disclosure Simplification. Prior year distributions have been consolidated to conform with S-X Disclosure Simplification.

(2) See Note 7 in Notes to Financial Statements for additional information.

(3) Commenced operations on January 31, 2018

(4) See Note 6 in Notes to Financial Statements.

(5) On April 20, 2018, the Class Y shares and Class E shares were converted to Class F shares. The performance and financial history shown of the class is solely that of the fund’s Class F shares.

(6) Includes undistributed (distributed in excess) net investment income of $6,434, $10,637, $2,666, $858, $10,664, $3,360,$(17), as of year ended September 30, 2018. The SEC eliminated the requirement to disclose undistributed net investment income on November 5, 2018.

N/A – Not applicable. Shares currently not offered.

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

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

266 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Large Cap Index Fund (3)(4)			Tax-Managed Large Cap Fund				S&P 500 Index Fund (5)				Small Cap Fund
10/01/18 to 03/31/19	01/31/18 - 09/30/18		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018
$                   2,533	$	2,076	$	23,782	$	34,278	$	8,360	$	15,273		$              404	$	(1,094)
(971)		3		240,012		30,493		10,143		19,921		(26,103)		81,651
(2,550)		11,821		(404,024)		556,043		(41,630)		100,560		(52,495)		18,310
–		–		(4)		(4)		–		–		–		–
–		330		–		–		–		–		–		–
(988)		14,230		(140,234)		620,810		(23,127)		135,754		(78,194)		98,867
N/A		N/A		N/A		N/A		–		(7,136)		N/A		N/A
(2,659)		(1,229)		(43,782)		(69,782)		(24,055)		(13,833)		(74,497)		(41,012)
N/A		N/A		N/A		N/A		(153)		(145)		N/A		N/A
N/A		N/A		(4,848)		(7,383)		–		(1,020)		(3,967)		(2,581)
(2,659)		(1,229)		(48,630)		(77,165)		(24,208)		(22,134)		(78,464)		(43,593)
N/A		N/A		N/A		N/A		N/A		22,021		N/A		N/A
N/A		N/A		N/A		N/A		N/A		6,600		N/A		N/A
N/A		N/A		N/A		N/A		N/A		(367,721)		N/A		N/A
N/A		N/A		N/A		N/A		N/A		(339,100)		N/A		N/A
110,455		244,620		198,723		453,442		75,389		542,277		58,725		131,930
2,598		1,199		39,335		62,980		22,002		12,678		69,878		38,243
(33,760)		(24,949)		(359,991)		(624,582)		(132,955)		(162,467)		(85,730)		(120,361)
79,293		220,870		(121,933)		(108,160)		(35,564)		392,488		42,873		49,812
N/A		N/A		N/A		N/A		630		950		N/A		N/A
N/A		N/A		N/A		N/A		112		104		N/A		N/A
N/A		N/A		N/A		N/A		(1,017)		(1,848)		N/A		N/A
N/A		N/A		N/A		N/A		(275)		(794)		N/A		N/A
N/A		N/A		95,267		49,579		–		7,953		8,386		3,674
N/A		N/A		4,466		6,905		–		960		3,859		2,529
N/A		N/A		(24,863)		(49,662)		–		(53,919)		(5,494)		(11,956)
N/A		N/A		74,870		6,822		–		(45,006)		6,751		(5,753)
79,293		220,870		(47,063)		(101,338)		(35,839)		7,588		49,624		44,059
75,646		233,871		(235,927)		442,307		(83,174)		121,208		(107,034)		99,333
233,871		–		4,145,679		3,703,372		911,191		789,983		726,823		627,490
$              309,517	$	233,871	$	3,909,752	$	4,145,679	$	828,017	$	911,191		$        619,789	$	726,823

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 267

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2019 (Unaudited) and the year ended September 30,

	Small Cap Value Fund				Small Cap Growth Fund				Tax-Managed Small/Mid Cap Fund
	10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018
Operations:
Net investment income (loss)	$	2,267	$	2,744	$	(564)	$	(1,884)	$	2,839	$	796
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(4,337)		31,935		8,912		48,827		34,457		66,732
Net realized gain (loss) on foreign currency transactions		–		–		–		–		–		–
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(33,490)		(9,978)		(56,116)		37,473		(140,868)		65,412
Net change in unrealized appreciation (depreciation) on foreign currency transactions		–		–		–		–		–		–
Net Increase (Decrease) in Net Assets Resulting from Operations		(35,560)		24,701		(47,768)		84,416		(103,572)		132,940
Distributions:(1)
Class F:		(28,289)		(29,546)		(41,646)		(1,080)		(61,570)		(15,168)
Class I:		(202)		(211)		(251)		(7)		N/A		N/A
Class Y:		(3,699)		(3,431)		(3,853)		(99)		(6,362)		(1,561)
Total Distributions		(32,190)		(33,188)		(45,750)		(1,186)		(67,932)		(16,729)
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		26,884		72,641		27,457		65,273		59,983		135,831
Reinvestment of dividends & distributions		26,232		27,593		38,613		1,006		54,479		13,460
Cost of shares redeemed		(46,479)		(105,499)		(65,780)		(68,743)		(96,313)		(130,259)
Net increase (decrease) from Class F transactions		6,637		(5,265)		290		(2,464)		18,149		19,032
Class I:
Proceeds from shares issued		188		232		143		278		N/A		N/A
Reinvestment of dividends & distributions		184		189		222		6		N/A		N/A
Cost of shares redeemed		(213)		(470)		(151)		(668)		N/A		N/A
Net increase (decrease) from Class I transactions		159		(49)		214		(384)		N/A		N/A
Class Y:
Proceeds from shares issued		8,431		4,571		6,490		2,725		22,605		12,545
Reinvestment of dividends & distributions		3,301		3,042		3,500		90		5,822		1,445
Cost of shares redeemed		(2,909)		(2,681)		(2,127)		(4,221)		(6,096)		(10,492)
Net increase (decrease) from Class Y transactions		8,823		4,932		7,863		(1,406)		22,331		3,498
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		15,619		(382)		8,367		(4,254)		40,480		22,530
Net Increase (Decrease) in Net Assets		(52,131)		(8,869)		(85,151)		78,976		(131,024)		138,741
Net Assets
Beginning of period		380,136		389,005		422,260		343,284		996,373		857,632
End of period(3)	$	328,005	$	380,136	$	337,109	$	422,260	$	865,349	$	996,373

(1) Current year presentation of distributions conforms with S-X Disclosure Simplification. Prior year distributions have been consolidated to conform with S-X Disclosure Simplification.

(2) See Note 7 in Notes to Financial Statements for additional information.

(3) Includes undistributed (distributed in excess) net investment income of $1,134, $(253), $11, $218, $5,747, $13,478, $3,420, $6,114, as of year ended September 30, 2018. The SEC eliminated the requirement to disclose undistributed net investment income on November 5, 2018.

N/A – Not applicable. Shares currently not offered.

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

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

268 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Mid-Cap Fund				U.S. Managed Volatility Fund				Global Managed Volatility Fund				Tax-Managed Managed Volatility Fund				Tax-Managed International Managed Volatility Fund
10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018		10/01/18 to 03/31/19		2018
	$              530	$	837	$	16,931	$	25,581	$	9,136	$	21,910	$	10,066	$	14,509	$	2,976	$	8,377
	670		13,085		25,624		159,804		27,537		86,236		12,148		32,271		(8,765)		(3,504)
	–		–		13		(16)		(200)		14,114		(7)		–		(60)		(172)
	(8,179)		1,363		(11,114)		(5,759)		(58,018)		(8,380)		(21,314)		79,784		(7,713)		(1,624)
	–		–		1		(22)		(74)		516		(3)		5		(35)		(23)
	(6,979)		15,285		31,455		179,588		(21,619)		114,396		890		126,569		(13,597)		3,054
	(12,204)		(9,154)		(96,753)		(87,983)		(101,358)		(86,097)		(37,478)		(40,751)		(8,199)		(8,730)
	(85)		(65)		(125)		(121)		(108)		(107)		N/A		N/A		N/A		N/A
	(297)		(195)		(72,518)		(71,712)		(20,528)		(16,212)		(2,981)		(2,734)		(723)		(411)
	(12,586)		(9,414)		(169,396)		(159,816)		(121,994)		(102,416)		(40,459)		(43,485)		(8,922)		(9,141)
	15,679		31,606		108,072		158,429		122,741		243,616		88,923		173,645		47,060		115,712
	10,265		7,540		85,162		77,226		89,285		74,964		32,737		35,535		7,132		7,506
	(32,754)		(25,654)		(148,118)		(316,096)		(195,747)		(386,385)		(145,342)		(250,349)		(61,709)		(98,753)
	(6,810)		13,492		45,116		(80,441)		16,279		(67,805)		(23,682)		(41,169)		(7,517)		24,465
	48		156		77		100		24		247		N/A		N/A		N/A		N/A
	85		65		125		121		107		107		N/A		N/A		N/A		N/A
	(64)		(293)		(7)		(486)		(46)		(702)		N/A		N/A		N/A		N/A
	69		(72)		195		(265)		85		(348)		N/A		N/A		N/A		N/A
	392		871		288,365		554,095		30,030		78,885		19,898		21,788		19,560		13,354
	289		192		70,001		70,883		19,814		15,054		2,556		2,306		656		359
	(409)		(485)		(93,722)		(527,771)		(52,383)		(76,223)		(13,414)		(12,402)		(6,447)		(1,204)
	272		578		264,644		97,207		(2,539)		17,716		9,040		11,692		13,769		12,509
	(6,469)		13,998		309,955		16,501		13,825		(50,437)		(14,642)		(29,477)		6,252		36,974
	(26,034)		19,869		172,014		36,273		(129,788)		(38,457)		(54,211)		53,607		(16,267)		30,887
	135,423		115,554		1,617,815		1,581,542		1,419,269		1,457,726		1,109,422		1,055,815		380,889		350,002
$	109,389	$	135,423	$	1,789,829	$	1,617,815	$	1,289,481	$	1,419,269	$	1,055,211	$	1,109,422	$	364,622	$	380,889

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 269

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2019 (Unaudited) and the year ended September 30,

	Real Estate Fund						Enhanced Income Fund						Core Fixed Income Fund
	10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018
Operations:
Net investment income (loss)		$            1,562			$            1,955			$            1,230			$            2,163			$            57,326			$            60,725
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		744			20,291			(882	)		(341	)		12,169			(34,309	)
Net realized gain (loss) on foreign currency transactions		–			–			–			–			201			(583	)
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		6,717			(14,490	)		109			24			108,252			(66,691	)
Net change in unrealized appreciation (depreciation) on foreign currency transactions		–			–			–			(1	)		(34	)		(976	)
Net Increase (Decrease) in Net Assets Resulting from Operations		9,023			7,756			457			1,845			177,914			(41,834	)
Distributions:(1)
Class F:		(7,409	)		(12,172	)		(1,232	)		(1,764	)		(53,238	)		(54,886	)
Class I:		(36	)		(51	)		(2	)		(4	)		(78	)		(137	)
Class Y:		(2,804	)		(4,245	)		(120	)		(168	)		(6,455	)		(7,524	)
Total Distributions		(10,249	)		(16,468	)		(1,354	)		(1,936	)		(59,771	)		(62,547	)
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		12,177			25,277			10,287			27,089			334,663			469,326
Reinvestment of dividends & distributions		6,681			11,029			1,160			1,659			48,486			50,429
Cost of shares redeemed		(14,199	)		(73,135	)		(28,376	)		(21,567	)		(510,353	)		(388,007	)
Merger(3)		N/A			N/A			N/A			N/A			N/A			1,706,576
Net increase (decrease) from Class F transactions		4,659			(36,829	)		(16,929	)		7,181			(127,204	)		1,838,324
Class I:
Proceeds from shares issued		8			22			4			13			2,323			4,709
Reinvestment of dividends & distributions		36			51			2			4			46			79
Cost of shares redeemed		(8	)		(119	)		(3	)		(91	)		(3,916	)		(4,249	)
Net increase (decrease) from Class I transactions		36			(46	)		3			(74	)		(1,547	)		539
Class Y:
Proceeds from shares issued		2,174			4,800			897			3,524			63,125			73,389
Reinvestment of dividends & distributions		2,704			4,089			109			156			6,157			7,067
Cost of shares redeemed		(4,776	)		(7,233	)		(910	)		(2,375	)		(54,173	)		(48,320	)
Merger(3)		N/A			N/A			N/A			N/A			–			146,687
Net increase (decrease) from Class Y transactions		102			1,656			96			1,305			15,109			178,823
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		4,797			(35,219	)		(16,830	)		8,412			(113,642	)		2,017,686
Net Increase (Decrease) in Net Assets		3,571			(43,931	)		(17,727	)		8,321			4,501			1,913,305
Net Assets
Beginning of period		131,367			175,298			84,685			76,364			3,999,971			2,086,666
End of period(4)		$            134,938			$            131,367			$            66,958			$            84,685			$            4,004,472			$            3,999,971

(1) Current year presentation of distributions conforms with S-X Disclosure Simplification. Prior year distributions have been consolidated to confirm with S-X Disclosure Simplification.

(2) See Note 7 in Notes to Financial Statements for additional information.

(3) See Note 13 in Notes to Financial Statements for additional information.

(4) Includes undistributed (distributed in excess) net investment income of $(696), $661, $(3,818), $16,200, $1, $1,$2,869, as of year ended September 30, 2018. The SEC eliminated the requirement to disclose undistributed net investment income on November 5, 2018.

N/A – Not applicable. Shares currently not offered.

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

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

270 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

High Yield Bond Fund						Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund
10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018
	$            45,734			$            88,581			$            3,114			$            3,623			$            1,205			$            1,666			$            (538	)		$            6,644
	(8,419	)		4,702			2			1			–			6			(697	)		(1,192)
	(3	)		2			–			–			–			–			–			–
	(26,140	)		(29,455	)		40			(24	)		26			1			4,482			(4,716)
	1			(1	)		–			–			–			–			–			–
	11,173			63,829			3,156			3,600			1,231			1,673			3,247			736
	(62,114	)		(96,089	)		(2,805	)		(3,261	)		(1,096	)		(1,598	)		(2,677	)		(3,522)
	(631	)		(44	)		N/A			N/A			N/A			N/A			N/A			N/A
	(7,695	)		(12,215	)		(311	)		(364	)		(117	)		(62	)		(195	)		(247)
	(70,440	)		(108,348	)		(3,116	)		(3,625	)		(1,213	)		(1,660	)		(2,872	)		(3,769)
	177,073			375,071			124,083			111,401			27,976			63,554			25,852			50,004
	56,044			86,971			1,993			2,270			866			1,235			2,199			2,882
	(238,985	)		(407,553	)		(105,560	)		(94,266	)		(31,989	)		(65,682	)		(38,725	)		(63,482)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(5,868	)		54,489			20,516			19,405			(3,147	)		(893	)		(10,674	)		(10,596)
	39,509			69			N/A			N/A			N/A			N/A			N/A			N/A
	23			42			N/A			N/A			N/A			N/A			N/A			N/A
	(27,539	)		(688	)		N/A			N/A			N/A			N/A			N/A			N/A
	11,993			(577	)		N/A			N/A			N/A			N/A			N/A			N/A
	23,502			26,549			8,345			26,030			22,297			11,647			5,971			2,483
	7,429			11,818			297			353			116			59			188			242
	(24,929	)		(42,849	)		(10,923	)		(18,867	)		(7,182	)		(4,363	)		(3,609	)		(4,054)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	6,002			(4,482	)		(2,281	)		7,516			15,231			7,343			2,550			(1,329)
	12,127			49,430			18,235			26,921			12,084			6,450			(8,124	)		(11,925)
	(47,140	)		4,911			18,275			26,896			12,102			6,463			(7,749	)		(14,958)
	1,662,625			1,657,714			237,320			210,424			173,464			167,001			255,580			270,538
$	1,615,485		$	1,662,625		$	255,595		$	237,320		$	185,566		$	173,464		$	247,831			$            255,580

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 271

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2019 (Unaudited) and the year ended September 30,

	Dynamic Asset Allocation Fund						Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund
	10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018
Operations:
Net investment income	$	6,052		$	11,087		$	6,151		$	3,719			$          2,559		$	18,021
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		7,460			(29,497	)		(10,074	)		13,086			6,076			91,889
Net realized gain (loss) on foreign currency transactions		(17	)		(3,136	)		(529	)		561			(1,598	)		(6,991	)
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(36,282	)		109,935			(6,606	)		(6,176	)		89,786			(33,623	)
Net change in unrealized appreciation (depreciation) on foreign currency transactions		2,428			(1,774	)		(46	)		(447	)		81			9,479
Net Increase (Decrease) in Net Assets Resulting from Operations		(20,359	)		86,615			(11,104	)		10,743			96,904			78,775
Distributions:(1)
Class F:		(13,354	)		(11,364	)		(22,445	)		(11,092	)		(77,746	)		(123,715	)
Class Y:		(1,480	)		(1,475	)		(259	)		(121	)		(6,828	)		(11,492	)
Return of Capital:
Class F:		–			–			–			–			–			–
Class Y:		–			–			–			–			–			–
Total Distributions		(14,834	)		(12,839	)		(22,704	)		(11,213	)		(84,574	)		(135,207	)
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		60,243			180,178			41,443			96,356			180,540			568,202
Reinvestment of dividends & distributions		12,489			10,569			20,412			10,009			71,476			112,874
Cost of shares redeemed		(116,859	)		(154,254	)		(66,816	)		(104,381	)		(339,634	)		(442,055	)
Net increase (decrease) from Class F transactions		(44,127	)		36,493			(4,961	)		1,984			(87,618	)		239,021
Class Y:
Proceeds from shares issued		10,232			24,348			5,287			1,914			30,381			20,748
Reinvestment of dividends & distributions		1,468			1,465			248			116			6,790			11,436
Cost of shares redeemed		(15,183	)		(27,388	)		(1,295	)		(921	)		(40,913	)		(37,753	)
Net increase (decrease) from Class Y transactions		(3,483	)		(1,575	)		4,240			1,109			(3,742	)		(5,569	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(47,610	)		34,918			(721	)		3,093			(91,360	)		233,452
Net Increase (Decrease) in Net Assets		(82,803	)		108,694			(34,529	)		2,623			(79,030	)		177,020
Net Assets
Beginning of period		878,316			769,622			515,510			512,887			2,883,436			2,706,416
End of period(3)	$	795,513		$	878,316		$	480,981		$	515,510			$          2,804,406		$	2,883,436

(1) Current year presentation of distributions conforms with S-X Disclosure Simplification. Prior year distributions have been consolidated to conform with S-X Disclosure Simplification.

(2) See Note 7 in Notes to Financial Statements for additional information.

(3) Includes undistributed (distributed in excess) net investment income of $8,131, $3,841, $(31,478), $(2,511), $2,525, $507, $122, as of year ended September 30,2018. The SEC eliminated the requirement to disclose undistributed net investment income on November 5, 2018.

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

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

272 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund						Long/Short Alternative Fund
10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018			10/01/18 to 03/31/19			2018
	$                  20,071		$	37,225			$             2,411		$	17,829			$            4,392		$	6,604			$             227		$	251
	858			(21,869	)		(24,106	)		(8,677	)		(1,420	)		3,462			(1,865	)		1,255
	(599	)		405			38			294			1,084			1,483			–			–
	11,696			(603	)		15,351			(37	)		5,948			5,096			207			(89	)
	(73	)		207			(53	)		299			17			(3,654	)		–			–
	31,953			15,365			(6,359	)		9,708			10,021			12,991			(1,431	)		1,417
	(13,864	)		(30,960	)		(14,874	)		(11,555	)		(3,555	)		(25,696	)		(154	)		(2	)
	(2,986	)		(6,868	)		(1,199	)		(1,099	)		(268	)		(1,843	)		(1,144	)		(3,297	)
	–			(1,710	)		–			–			–			–			–			–
	–			(385	)		–			–			–			–			–			–
	(16,850	)		(39,923	)		(16,073	)		(12,654	)		(3,823	)		(27,539	)		(1,298	)		(3,299	)
	75,814			215,339			64,637			195,293			81,151			162,884			6,197			4,203
	11,841			27,889			13,675			10,530			2,824			20,037			154			3
	(128,549	)		(221,840	)		(112,452	)		(163,885	)		(104,991	)		(180,605	)		(7,098	)		(111	)
	(40,894	)		21,388			(34,140	)		41,938			(21,016	)		2,316			(747	)		4,095
	15,308			39,982			10,578			5,855			9,317			4,907			–			–
	2,933			7,110			1,168			1,071			267			1,839			–			–
	(37,315	)		(34,218	)		(8,799	)		(11,612	)		(5,432	)		(11,444	)		(1,500	)		–
	(19,074	)		12,874			2,947			(4,686	)		4,152			(4,698	)		(1,500	)		–
	(59,968	)		34,262			(31,193	)		37,252			(16,864	)		(2,382	)		(2,247	)		4,095
	(44,865	)		9,704			(53,625	)		34,306			(10,666	)		(16,930	)		(4,976	)		2,213
	990,451			980,747			924,003			889,697			727,663			744,593			36,595			34,382
	$                  945,586		$	990,451			$          870,378		$	924,003			$         716,997		$	727,663			$         31,619		$	36,595

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 273

CONSOLIDATED STATEMENT OF CASH FLOWS (Unaudited) ($ Thousands)

For the six months ended March 31, 2019

	Multi-Asset Inflation Managed Fund
Cash Flows from Operating Activities:
Net decrease in net assets from operations	$	(6,359)
Adjustments to reconcile net increase in net assets resulting from operations to net cash provided by operating activities:
Purchase of investment securities		(272,453)
Proceeds from disposition of investment securities		321,263
Proceeds from securities sold short		24,665
Purchases to cover securities sold short		(26,921)
Purchased options/purchases to cover written options		(338)
Amortization (accretion of market discount)		169
Net Realized Gain/(Loss) on:
Investments, options contracts and securities sold short		10,095
Net Change in Unrealized (Appreciation)/Depreciation on:
Investments, options contracts and securities sold short		(17,300)
Changes in Assets:
Cash collateral on swaps		106
Cash collateral on futures		892
Foreign currency, at value		(804)
Receivable for investment securities sold		(11,573)
Dividends and interest receivable		(127)
Unrealized gain on forward foreign currency contracts		420
Unrealized gain of foreign spot currency contracts		3
OTC swap contracts, at value		(42)
Receivable for variation margin		403
Due from broker		292
Foreign tax reclaim receivable		10
Prepaid expenses		(6)
Changes in Liabilities:
Shareholder servicing fees payable, Class F		(5)
Payable for investment securities purchased		174
OTC swap contracts, at value		1,070
Payable for variation margin		96
Investment advisory fees payable		2
Trustees fees payable		4
Administration fees payable		(3)
Unrealized loss on forward foreign currency contracts		(65)
Unrealized loss on foreign currency spot contracts		57
Interest payable		529
Accrued expenses payable		(14)
Net cash provided by operating activities		24,240
Cash Flows from Financing Activities
Reverse repurchase agreements		54,447
Dividends and distributions		(16,073)
Proceeds from shares issued		75,259
Reinvestment of dividends and distributions		14,843
Cost of shares redeemed		(121,333)
Net cash provided by financing activities		7,143
Net Change in Cash		31,383
Cash and cash equivalents at beginning of period	$	140,831
Cash and cash equivalents at end of period	$	172,214

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

274 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (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 Investments(1)			Total from  Operations			Dividends from Net Investment Income		Distributions from Net Realized Capital Gains		Total Dividends and Distributions			Net Asset Value, End of Period		Total   Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Large Cap Fund
Class F
2019@	$	15.92	$	0.10	$	(0.72	)	$	(0.62)		$	(0.09)	$	(1.77)	$	(1.86	)	$	13.44		(3.04	)%	$	2,217,205		0.89	%		0.89	%		0.95	%		1.46	%		44	%
2018		14.65		0.13		2.22			2.35			(0.12)		(0.96)		(1.08	)		15.92		16.80			2,439,320		0.89			0.89			0.94			0.87			80
2017		12.54		0.12		2.11			2.23			(0.12)		–		(0.12	)		14.65		17.88			2,362,180		0.89			0.89			0.95			0.91			100
2016		13.71		0.12		1.16			1.28			(0.12)		(2.33)		(2.45	)		12.54		10.15			2,237,663		0.91	(2)		0.91	(2)		0.99	(2)		1.01			68
2015		15.19		0.11		(0.30	)		(0.19	)		(0.09)		(1.20)		(1.29	)		13.71		(1.73	)		2,483,582		0.89			0.89			0.97			0.74			110
2014		13.95		0.09		2.19			2.28			(0.09)		(0.95)		(1.04	)		15.19		16.96			2,581,944		0.89			0.89			1.01			0.60			57
Class Y
2019@	$	15.93	$	0.12	$	(0.72	)	$	(0.60	)	$	(0.11)	$	(1.77)	$	(1.88	)	$	13.45		(2.90	)%	$	132,096		0.64	%		0.64	%		0.70	%		1.71	%		44	%
2018		14.66		0.17		2.22			2.39			(0.16)		(0.96)		(1.12	)		15.93		17.08			137,136		0.64			0.64			0.69			1.11			80
2017		12.55		0.16		2.10			2.26			(0.15)		–		(0.15	)		14.66		18.16			156,329		0.64			0.64			0.70			1.16			100
2016		13.71		0.16		1.16			1.32			(0.15)		(2.33)		(2.48	)		12.55		10.50			164,611		0.66	(2)		0.66	(2)		0.74	(2)		1.26			68
2015(3)		14.62		0.11		(0.94	)		(0.83	)		(0.08)		–		(0.08	)		13.71		(5.74	)		156,158		0.64			0.64			0.72			1.03			110
Large Cap Value Fund
Class F
2019@	$	26.21	$	0.27	$	(1.29	)	$	(1.02	)	$	(0.24)	$	(2.06)	$	(2.30	)	$	22.89		(3.43	)%	$	1,192,683		0.89	%		0.89	%		0.94	%		2.35	%		24	%
2018		24.70		0.39		2.39			2.78			(0.37)		(0.90)		(1.27	)		26.21		11.54			1,285,571		0.89			0.89			0.93			1.51			83
2017		21.20		0.32		3.49			3.81			(0.31)		–		(0.31	)		24.70		18.13			1,261,075		0.89			0.89			0.93			1.38			76
2016		22.35		0.32		1.78			2.10			(0.30)		(2.95)		(3.25	)		21.20		10.16			1,300,029		0.91	(2)		0.91	(2)		0.95	(2)		1.56			70
2015		25.71		0.32		(1.72	)		(1.40	)		(0.25)		(1.71)		(1.96	)		22.35		(6.15	)		1,300,033		0.89			0.90			0.93			1.29			96
2014		21.94		0.29		3.76			4.05			(0.28)		–		(0.28	)		25.71		18.55			1,527,500		0.89			0.89			0.97			1.19			58
Class I
2019@	$	26.23	$	0.25	$	(1.30	)	$	(1.05	)	$	(0.21)	$	(2.06)	$	(2.27	)	$	22.91		(3.53	)%	$	4,014		1.11	%		1.11	%		1.18	%		2.12	%		24	%
2018		24.71		0.33		2.40			2.73			(0.31)		(0.90)		(1.21	)		26.23		11.30			4,427		1.11			1.11			1.18			1.29			83
2017		21.21		0.27		3.49			3.76			(0.26)		–		(0.26	)		24.71		17.84			4,666		1.11			1.11			1.18			1.16			76
2016		22.35		0.28		1.78			2.06			(0.25)		(2.95)		(3.20	)		21.21		9.93			6,165		1.13	(2)		1.13	(2)		1.20	(2)		1.33			70
2015		25.71		0.27		(1.72	)		(1.45	)		(0.20)		(1.71)		(1.91	)		22.35		(6.34	)		7,477		1.11			1.12			1.18			1.06			96
2014		21.96		0.24		3.75			3.99			(0.24)		–		(0.24	)		25.71		18.22			9,499		1.11			1.11			1.22			0.97			58
Class Y
2019@	$	26.21	$	0.30	$	(1.28	)	$	(0.98	)	$	(0.27)	$	(2.06)	$	(2.33	)	$	22.90		(3.26	)%	$	151,447		0.64	%		0.64	%		0.69	%		2.59	%		24	%
2018		24.70		0.45		2.40			2.85			(0.44)		(0.90)		(1.34	)		26.21		11.82			141,700		0.64			0.64			0.68			1.77			83
2017		21.21		0.38		3.48			3.86			(0.37)		–		(0.37	)		24.70		18.37			120,357		0.64			0.64			0.69			1.63			76
2016(4)		23.90		0.35		0.16			0.51			(0.25)		(2.95)		(3.20	)		21.21		2.88			22,004		0.66	(2)		0.66	(2)		0.70	(2)		1.89			70

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(4) Commenced operations on October 30, 2015. All ratios for the period have been annualized.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 275

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (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 Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Large Cap Growth Fund
Class F
2019@	$	39.89	$	0.10		$	(1.05	)	$	(0.95	)	$	(0.06	)	$	(4.33)		$	(4.39	)	$	34.55		(1.29	)%	$	1,326,808		0.89	%		0.89	%		0.98	%		0.57	%		49	%
2018		34.72		0.06			8.03			8.09			(0.05	)		(2.87	)		(2.92	)		39.89		24.74			1,416,472		0.89			0.89			0.98			0.16			75
2017		29.74		0.06			4.96			5.02			(0.04	)		–			(0.04	)		34.72		16.89			1,364,211		0.89			0.89			0.98			0.20			95
2016		32.22		0.02			3.02			3.04			(0.01	)		(5.51	)		(5.52	)		29.74		9.77			1,421,656		0.91	(2)		0.91	(2)		1.00	(2)		0.06			93
2015		33.82		0.08			0.97			1.05			(0.05	)		(2.60	)		(2.65	)		32.22		2.87			1,442,646		0.89			0.89			0.98			0.24			110
2014		30.28		0.09			4.25			4.34			(0.09	)		(0.71	)		(0.80	)		33.82		14.51			1,550,723		0.89			0.89			1.02			0.26			61
Class I
2019@	$	38.96	$	0.06		$	(1.03	)	$	(0.97	)	$	(0.01	)	$	(4.33	)	$	(4.34	)	$	33.65		(1.40	)%	$	3,425		1.11	%		1.11	%		1.23	%		0.34	%		49	%
2018		34.02		(0.02	)		7.84			7.82			(0.01	)		(2.87	)		(2.88	)		38.96		24.42			3,863		1.11			1.11			1.23			(0.06	)		75
2017		29.17		(0.01	)		4.86			4.85			–			–			–			34.02		16.63			3,607		1.11			1.11			1.23			(0.03	)		95
2016		31.75		(0.04	)		2.97			2.93			–			(5.51	)		(5.51	)		29.17		9.54			4,783		1.13	(2)		1.13	(2)		1.25	(2)		(0.15	)		93
2015		33.40		0.01			0.96			0.97			(0.02	)		(2.60	)		(2.62	)		31.75		2.65			5,558		1.11			1.11			1.23			0.02			110
2014		29.93		0.01			4.21			4.22			(0.04	)		(0.71	)		(0.75	)		33.40		14.28			7,245		1.11			1.11			1.27			0.05			61
Class Y
2019@	$	39.96	$	0.14		$	(1.05	)	$	(0.91	)	$	(0.13	)	$	(4.33	)	$	(4.46	)	$	34.59		(1.18	)%	$	151,530		0.64	%		0.64	%		0.74	%		0.83	%		49	%
2018		34.76		0.15			8.04			8.19			(0.12	)		(2.87	)		(2.99	)		39.96		25.04			139,001		0.64			0.64			0.73			0.41			75
2017		29.80		0.14			4.96			5.10			(0.14	)		–			(0.14	)		34.76		17.17			123,109		0.64			0.64			0.74			0.45			95
2016(3)		34.91		0.07			0.36			0.43			(0.03	)		(5.51	)		(5.54	)		29.80		1.58			20,481		0.66	(2)		0.66	(2)		0.75	(2)		0.25			93
Large Cap Index Fund
Class F
2019@	$	10.37	$	0.10		$	(0.30	)	$	(0.20	)	$	(0.09	)	$	(0.02	)	$	(0.11	)	$	10.06		(1.88	)%	$	309,517		0.25	%		0.25	%		0.65	%		2.02	%		5	%
2018(4)		10.00		0.13			0.31			0.44			(0.07	)		–			(0.07	)		10.37		4.47	‡		233,871		0.25			0.25			0.64			1.93			6
Tax-Managed Large Cap Fund
Class F
2019@	$	27.66	$	0.16		$	(1.08	)	$	(0.92	)	$	(0.14	)	$	(0.18)		$	(0.32	)	$	26.42		(3.25	)%	$	3,475,848		0.89	%		0.89	%		0.91	%		1.23	%		33	%
2018		24.11		0.22			3.83			4.05			(0.20	)		(0.30	)		(0.50	)		27.66		16.99			3,773,973		0.89			0.89			0.90			0.84			44
2017		20.74		0.18			3.37			3.55			(0.18	)		–			(0.18	)		24.11		17.19			3,385,550		0.90	(5)		0.90	(5)		0.94	(5)		0.82			88
2016		19.13		0.19			1.60			1.79			(0.18	)		–			(0.18	)		20.74		9.42			3,427,251		0.91	(2)		0.91	(2)		1.00	(2)		0.95			89
2015		19.64		0.14			(0.52	)		(0.38	)		(0.13	)		–			(0.13	)		19.13		(1.99	)		3,072,983		0.89			0.89			0.98			0.70			85
2014		16.81		0.12			2.84			2.96			(0.13	)		–			(0.13	)		19.64		17.63			3,089,839		0.89			0.89			1.02			0.65			39
Class Y
2019@	$	27.67	$	0.19		$	(1.08	)	$	(0.89	)	$	(0.17	)	$	(0.18	)	$	(0.35	)	$	26.43		(3.12	)%	$	433,904		0.64	%		0.64	%		0.66	%		1.51	%		33	%
2018		24.13		0.28			3.82			4.10			(0.26	)		(0.30	)		(0.56	)		27.67		17.22			371,706		0.64			0.64			0.65			1.08			44
2017		20.75		0.24			3.37			3.61			(0.23	)		–			(0.23	)		24.13		17.52			317,822		0.65	(5)		0.65	(5)		0.69	(5)		1.07			88
2016		19.13		0.24			1.61			1.85			(0.23	)		–			(0.23	)		20.75		9.75			198,095		0.66	(2)		0.66	(2)		0.75	(2)		1.20			89
2015(6)		20.46		0.15			(1.38	)		(1.23	)		(0.10	)		–			(0.10	)		19.13		(6.04	)		129,791		0.64			0.64			0.73			1.00			85

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

^‡  Includes contribution from SIMC. Without the cash contribution, the Fund’s return would have been 4.26% (See Note 6 in the Notes to Financial Statements).

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on October 30, 2015. All ratios for the period have been annualized.

(4) Commenced operations on January 31, 2018. All ratios for the period have been annualized.

(5) The expense ratio includes litigation expenses outside the cap.

(6) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

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

276 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (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 Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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
Class F (3)
2019@	$	68.94	$	0.65		$	(2.04	)	$	(1.39	)	$	(0.63	)	$	(1.24	)	$	(1.87	)	$	65.68		(1.80	)%	$	822,224		0.25	%		0.25	%		0.55	%		2.08	%		6	%
2018		60.22		1.20			9.19			10.39			(1.13	)		(0.54	)		(1.67	)		68.94		17.53			904,819		0.29			0.29			0.55			1.85			17
2017		53.32		0.89			8.47			9.36			(0.87	)		(1.59	)		(2.46	)		60.22		18.12			417,308		0.43			0.43			0.54			1.58			21
2016		47.23		0.86			6.13			6.99			(0.83	)		(0.07	)		(0.90	)		53.32		14.93			386,477		0.45	(2)		0.45	(2)		0.57	(2)		1.69			10
2015		53.00		0.77			(0.99	)		(0.22	)		(0.86	)		(4.69	)		(5.55	)		47.23		(0.97	)		385,743		0.43			0.43			0.54			1.51			12
2014		46.20		0.79			7.91			8.70			(0.83	)		(1.07	)		(1.90	)		53.00		19.23			394,132		0.43			0.43			0.54			1.58			10
Class I
2019@	$	69.31	$	0.53		$	(2.05	)	$	(1.52	)	$	(0.50	)	$	(1.24	)	$	(1.74	)	$	66.05		(1.98	)%	$	5,793		0.65	%		0.65	%		0.80	%		1.67	%		6	%
2018		60.56		0.92			9.30			10.22			(0.93	)		(0.54	)		(1.47	)		69.31		17.13			6,372		0.65			0.65			0.80			1.43			17
2017		53.58		0.77			8.52			9.29			(0.72	)		(1.59	)		(2.31	)		60.56		17.87			6,328		0.65			0.65			0.79			1.36			21
2016		47.46		0.76			6.15			6.91			(0.72	)		(0.07	)		(0.79	)		53.58		14.67			6,473		0.67	(2)		0.67	(2)		0.82	(2)		1.49			10
2015		53.22		0.66			(0.99	)		(0.33	)		(0.74	)		(4.69	)		(5.43	)		47.46		(1.19	)		7,774		0.65			0.65			0.79			1.28			12
2014		46.38		0.68			7.94			8.62			(0.71	)		(1.07	)		(1.78	)		53.22		18.95			7,962		0.65			0.65			0.79			1.35			10
Small Cap Fund
Class F
2019@	$	14.28	$	0.01		$	(1.66	)	$	(1.65	)	$	–		$	(1.56	)	$	(1.56	)	$	11.07		(10.73	)%	$	584,101		1.14	%		1.14	%		1.24	%		0.12	%		69	%
2018		13.25		(0.02	)		1.97			1.95			–			(0.92	)		(0.92	)		14.28		15.56			690,400		1.14			1.14			1.24			(0.17)			162
2017		11.61		(0.02	)		1.68			1.66			(0.02	)		–			(0.02	)		13.25		14.29			588,341		1.14			1.14			1.24			(0.12)			135
2016		11.99		–			0.88			0.88			–			(1.26	)		(1.26	)		11.61		7.76			550,556		1.16	(2)		1.16	(2)		1.26	(2)		0.03			104
2015		13.01		(0.01	)		0.04			0.03			–			(1.05	)		(1.05	)		11.99		(0.24	)		495,245		1.14			1.14			1.22			(0.11)			137
2014		13.32		(0.03	)		0.61			0.58			–*			(0.89	)		(0.89	)		13.01		4.38			483,282		1.14			1.14			1.28			(0.24)			72
Class Y
2019@	$	14.38	$	0.02		$	(1.66	)	$	(1.64	)	$	–		$	(1.56	)	$	(1.56	)	$	11.18		(10.57	)%	$	35,688		0.89	%		0.89	%		0.99	%		0.37	%		69	%
2018		13.31		0.01			1.98			1.99			–*			(0.92	)		(0.92	)		14.38		15.83			36,423		0.89			0.89			0.98			0.07			162
2017		11.66		0.02			1.67			1.69			(0.04	)		–			(0.04	)		13.31		14.51			39,149		0.89			0.89			0.99			0.13			135
2016		12.01		0.03			0.89			0.92			(0.01	)		(1.26	)		(1.27	)		11.66		8.08			37,859		0.91	(2)		0.91	(2)		1.01	(2)		0.28			104
2015(3)		12.89		0.01			(0.89	)		(0.88	)		–			–			–			12.01		(6.83	)		32,810		0.89			0.89			0.98			0.11			137

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

* Amount represents less than $0.01 per share.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) On April 20, 2018, the Class Y shares and Class E shares were converted to Class F shares. The performance and financial history shown of the class is solely that of the fund’s Class F shares.

(4) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 277

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Small Cap Value Fund
Class F
2019@	$	25.54	$	0.14		$	(2.62	)	$	(2.48	)	$	(0.12	)	$	(2.10	)	$	(2.22	)	$	20.84		(9.13	)%	$	283,074		1.14	%		1.14	%		1.24	%		1.35	%		41	%
2018		26.16		0.17			1.53			1.70			(0.17	)		(2.15	)		(2.32	)		25.54		6.81			336,361		1.14			1.14			1.24			0.68			132
2017		22.75		0.11			3.43			3.54			(0.13	)		–			(0.13	)		26.16		15.61			349,296		1.14			1.14			1.23			0.45			123
2016		21.80		0.14			2.27			2.41			(0.15	)		(1.31	)		(1.46	)		22.75		11.60			362,348		1.17	(2)		1.17	(2)		1.26	(2)		0.63			87
2015		23.97		0.13			(0.19	)		(0.06	)		(0.15	)		(1.96	)		(2.11	)		21.80		(0.76	)		345,594		1.14			1.14			1.23			0.56			87
2014		23.24		0.12			0.95			1.07			(0.14	)		(0.20	)		(0.34	)		23.97		4.54			374,828		1.14			1.14			1.27			0.49			52
Class I
2019@	$	25.31	$	0.12		$	(2.60	)	$	(2.48	)	$	(0.10	)	$	(2.10	)	$	(2.20	)	$	20.63		(9.23	)%	$	2,092		1.36	%		1.36	%		1.49	%		1.14	%		41	%
2018		25.94		0.12			1.51			1.63			(0.11	)		(2.15	)		(2.26	)		25.31		6.59			2,354		1.36			1.36			1.49			0.46			132
2017		22.57		0.05			3.41			3.46			(0.09	)		–			(0.09	)		25.94		15.37			2,466		1.36			1.36			1.48			0.22			123
2016		21.64		0.09			2.25			2.34			(0.10	)		(1.31	)		(1.41	)		22.57		11.34			2,910		1.39	(2)		1.39	(2)		1.51	(2)		0.40			87
2015		23.81		0.08			(0.19	)		(0.11	)		(0.10	)		(1.96	)		(2.06	)		21.64		(0.99	)		3,736		1.36			1.36			1.48			0.34			87
2014		23.09		0.07			0.93			1.00			(0.08	)		(0.20	)		(0.28	)		23.81		4.29			4,179		1.36			1.36			1.52			0.27			52
Class Y
2019@	$	25.56	$	0.17		$	(2.62	)	$	(2.45	)	$	(0.15	)	$	(2.10	)	$	(2.25	)	$	20.86		(9.00	)%	$	42,839		0.89	%		0.89	%		0.99	%		1.62	%		41	%
2018		26.18		0.24			1.52			1.76			(0.23	)		(2.15	)		(2.38	)		25.56		7.07			41,421		0.89			0.88			0.99			0.94			132
2017		22.76		0.18			3.43			3.61			(0.19	)		–			(0.19	)		26.18		15.94			37,243		0.89			0.89			0.99			0.74			123
2016(3)		22.95		0.18			1.09			1.27			(0.15	)		(1.31	)		(1.46	)		22.76		6.04			7,207		0.92	(2)		0.92	(2)		1.02	(2)		0.91			87
Small Cap Growth Fund
Class F
2019@	$	42.96	$	(0.06	)	$	(4.98	)	$	(5.04	)	$	–		$	(4.93	)	$	(4.93	)	$	32.99		(10.90	)%	$	300,620		1.11	%		1.11	%		1.24	%		(0.35	)%		100	%
2018		34.42		(0.20	)		8.86			8.66			–			(0.12	)		(0.12	)		42.96		25.25			386,055		1.11			1.11			1.24			(0.53)			168
2017		28.86		(0.17	)		5.73			5.56			–			–			–			34.42		19.27			312,759		1.11			1.11			1.23			(0.55)			116
2016		26.60		(0.08	)		2.34			2.26			–			–			–			28.86		8.50			312,240		1.14	(2)		1.14	(2)		1.26	(2)		(0.31)			124
2015		25.95		(0.14	)		0.79			0.65			–			–			–			26.60		2.50			325,353		1.11			1.11			1.23			(0.48)			131
2014		24.63		(0.15	)		1.47			1.32			–*			–			–*			25.95		5.36			335,849		1.11			1.11			1.28			(0.57)			70
Class I
2019@	$	41.21	$	(0.10	)	$	(4.78	)	$	(4.88	)	$	–		$	(4.93	)	$	(4.93	)	$	31.40		(10.98	)%	$	1,854		1.36	%		1.36	%		1.49	%		(0.60	)%		100	%
2018		33.11		(0.28	)		8.50			8.22			–			(0.12	)		(0.12	)		41.21		24.92			2,127		1.36			1.36			1.49			(0.79)			168
2017		27.83		(0.24	)		5.52			5.28			–			–			–			33.11		18.97			2,079		1.36			1.36			1.48			(0.79)			116
2016		25.71		(0.14	)		2.26			2.12			–			–			–			27.83		8.25			2,253		1.39	(2)		1.39	(2)		1.51	(2)		(0.56)			124
2015		25.15		(0.20	)		0.76			0.56			–			–			–			25.71		2.23			2,774		1.36			1.36			1.48			(0.73)			131
2014		23.93		(0.21	)		1.43			1.22			–			–			–			25.15		5.10			2,968		1.36			1.36			1.52			(0.82)			70
Class Y
2019@	$	43.27	$	(0.01	)	$	(5.01	)	$	(5.02	)	$	–		$	(4.93	)	$	(4.93	)	$	33.32		(10.76	)%	$	34,635		0.86	%		0.86	%		0.99	%		(0.09	)%		100	%
2018		34.59		(0.11	)		8.91			8.80			–			(0.12	)		(0.12	)		43.27		25.56			34,078		0.86			0.86			0.99			(0.28)			168
2017		28.93		(0.11	)		5.77			5.66			–			–			–			34.59		19.57			28,446		0.86			0.86			0.98			(0.36)			116
2016(3)		27.72		(0.02	)		1.23			1.21			–			–			–			28.93		4.37			7,243		0.89	(2)		0.89	(2)		1.01	(2)		(0.08)			124

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. All ratios for the period have been annualized.

* Amount represents less than $0.01 per share.

(1) Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

(2) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on October 30, 2015. All ratios for the period have been annualized.

Amounts designated as “–“ are either $0 or have been rounded to $0.

278 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Tax-Managed Small/Mid Cap Fund
Class F
2019@	$	25.02	$	0.07		$	(2.71	)	$	(2.64	)	$	(0.04	)	$	(1.67	)	$	(1.71	)	$	20.67		(10.14	)%	$	768,972		1.11	%		1.11	%		1.24	%		0.63	%		71	%
2018		22.09		0.02			3.34			3.36			(0.02	)		(0.41	)		(0.43	)		25.02		15.38			907,519		1.11			1.11			1.23			0.07			186
2017		18.97		0.03			3.17			3.20			(0.08	)		–			(0.08	)		22.09		16.91			782,449		1.11	(2)		1.11	(2)		1.24	(2)		0.12			151
2016		17.53		0.06			1.44			1.50			(0.06	)		–			(0.06	)		18.97		8.55			643,288		1.13	(3)		1.13	(3)		1.25	(3)		0.35			107
2015		17.62		0.02			0.09			0.11			(0.01	)		(0.19	)		(0.20	)		17.53		0.58			589,712		1.11			1.11			1.23			0.12			98
2014		17.10		0.01			1.40			1.41			(0.02	)		(0.87	)		(0.89	)		17.62		8.44			573,175		1.11			1.11			1.28			0.07			61
Class Y
2019@	$	25.07	$	0.09		$	(2.72	)	$	(2.63	)	$	(0.07	)	$	(1.67	)	$	(1.74	)	$	20.70		(10.05	)%	$	96,377		0.89	%		0.89	%		0.99	%		0.88	%		71	%
2018		22.11		0.07			3.35			3.42			(0.05	)		(0.41	)		(0.46	)		25.07		15.69			88,854		0.89			0.89			0.98			0.29			186
2017		18.98		0.07			3.17			3.24			(0.11	)		–			(0.11	)		22.11		17.14			75,183		0.90	(2)		0.90	(2)		0.99	(2)		0.34			151
2016		17.55		0.10			1.44			1.54			(0.11	)		–			(0.11	)		18.98		8.79			47,185		0.91	(3)		0.91	(3)		1.00	(3)		0.58			107
2015(4)		18.52		0.05			(1.01	)		(0.96	)		(0.01	)		–			(0.01	)		17.55		(5.17	)		28,090		0.89			0.89			0.98			0.32			98
Mid-Cap Fund
Class F
2019@	$	29.13	$	0.12		$	(1.62	)	$	(1.50	)	$	(0.11	)	$	(2.78	)	$	(2.89	)	$	24.74		(4.25	)%	$	105,812		0.98	%		0.98	%		0.99	%		0.93	%		52	%
2018		27.81		0.19			3.37			3.56			(0.21	)		(2.03	)		(2.24	)		29.13		13.41			131,640		0.98			0.98			0.99			0.66			99
2017		24.00		0.17			3.99			4.16			(0.16	)		(0.19	)		(0.35	)		27.81		17.52			112,423		0.98			0.98			0.99			0.67			112
2016		25.08		0.27			2.86			3.13			(0.34	)		(3.87	)		(4.21	)		24.00		14.10			87,780		1.01	(3)		1.01	(3)		1.01	(3)		1.16			115
2015		27.53		0.17			0.12			0.29			(0.07	)		(2.67	)		(2.74	)		25.08		0.67			93,923		0.98			0.98			0.98			0.63			175
2014		24.64		0.04			3.65			3.69			(0.06	)		(0.74	)		(0.80	)		27.53		15.28			93,705		1.02			1.02			1.03			0.16			66
Class I
2019@	$	29.09	$	0.09		$	(1.62	)	$	(1.53	)	$	(0.08	)	$	(2.78	)	$	(2.86	)	$	24.70		(4.36	)%	$	767		1.20	%		1.20	%		1.24	%		0.71	%		52	%
2018		27.78		0.12			3.36			3.48			(0.14	)		(2.03	)		(2.17	)		29.09		13.11			821		1.20			1.21			1.24			0.42			99
2017		23.96		0.12			4.00			4.12			(0.11	)		(0.19	)		(0.30	)		27.78		17.32			864		1.20			1.20			1.24			0.46			112
2016		25.04		0.22			2.85			3.07			(0.28	)		(3.87	)		(4.15	)		23.96		13.84			871		1.24	(3)		1.24	(3)		1.27	(3)		0.97			115
2015		27.52		0.10			0.12			0.22			(0.03	)		(2.67	)		(2.70	)		25.04		0.43			883		1.20			1.20			1.23			0.38			175
2014		24.64		(0.02	)		3.65			3.63			(0.01	)		(0.74	)		(0.75	)		27.52		15.01			1,144		1.26			1.26			1.28			(0.08)			66
Class Y
2019@	$	29.15	$	0.15		$	(1.62	)	$	(1.47	)	$	(0.14	)	$	(2.78	)	$	(2.92	)	$	24.76		(4.13	)%	$	2,810		0.73	%		0.73	%		0.74	%		1.19	%		52	%
2018		27.83		0.26			3.37			3.63			(0.28	)		(2.03	)		(2.31	)		29.15		13.68			2,962		0.73			0.74			0.74			0.92			99
2017		24.01		0.24			4.00			4.24			(0.23	)		(0.19	)		(0.42	)		27.83		17.84			2,267		0.73			0.73			0.74			0.93			112
2016(5)		26.61		0.30			1.29			1.59			(0.32	)		(3.87	)		(4.19	)		24.01		7.56			479		0.78	(3)		0.78	(3)		0.78	(3)		1.43			115

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes litigation expenses outside the cap.

(3) The expense ratio includes proxy expenses outside of the cap.

(4) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(5) Commenced operations on October 30, 2015. All ratios for the period have been annualized.

Amounts designated as “–“ are either $0 or have been rounded to $0.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 279

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets		Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
U.S. Managed Volatility Fund
Class F
2019@	$	18.69	$	0.17	$	0.01		$	0.18		$	(0.15	)	$	(1.83	)	$	(1.98	)	$	16.89		1.55	%	$	895,163		0.95%		0.95	%		1.23	%		2.00	%		26	%
2018		18.26		0.26		1.80			2.06			(0.27	)		(1.36	)		(1.63	)		18.69		11.83			934,551		0.97		0.97			1.23			1.44			72
2017		17.04		0.25		1.72			1.97			(0.26	)		(0.49	)		(0.75	)		18.26		11.85			994,387		1.00		1.00			1.23			1.45			48
2016		16.23		0.25		1.62			1.87			(0.26	)		(0.80	)		(1.06	)		17.04		12.01			1,126,685		1.02(2)		1.02	(2)		1.25	(2)		1.53			43
2015		17.50		0.25		0.60			0.85			(0.25	)		(1.87	)		(2.12	)		16.23		4.61			959,241		1.00		1.00			1.23			1.47			58
2014		16.09		0.23		2.62			2.85			(0.23	)		(1.21	)		(1.44	)		17.50		18.68			1,001,565		1.00		1.00			1.27			1.38			71
Class I
2019@	$	18.69	$	0.15	$	0.01		$	0.16		$	(0.13	)	$	(1.83	)	$	(1.96	)	$	16.89		1.42	%	$	1,274		1.20%		1.20	%		1.48	%		1.76	%		26	%
2018		18.26		0.21		1.80			2.01			(0.22	)		(1.36	)		(1.58	)		18.69		11.55			1,183		1.22		1.22			1.48			1.18			72
2017		17.03		0.21		1.71			1.92			(0.20	)		(0.49	)		(0.69	)		18.26		11.58			1,426		1.25		1.25			1.48			1.21			48
2016		16.21		0.21		1.62			1.83			(0.21	)		(0.80	)		(1.01	)		17.03		11.76			1,928		1.27(2)		1.27	(2)		1.50	(2)		1.28			43
2015		17.47		0.21		0.60			0.81			(0.20	)		(1.87	)		(2.07	)		16.21		4.43			1,469		1.25		1.25			1.48			1.22			58
2014		16.07		0.19		2.61			2.80			(0.19	)		(1.21	)		(1.40	)		17.47		18.35			1,280		1.25		1.25			1.52			1.13			71
Class Y
2019@	$	18.70	$	0.19	$	0.02		$	0.21		$	(0.18	)	$	(1.83	)	$	(2.01	)	$	16.90		1.68	%	$	893,392		0.70%		0.70	%		0.98	%		2.31	%		26	%
2018		18.27		0.30		1.80			2.10			(0.31	)		(1.36	)		(1.67	)		18.70		12.11			682,081		0.72		0.72			0.98			1.68			72
2017		17.05		0.30		1.71			2.01			(0.30	)		(0.49	)		(0.79	)		18.27		12.13			585,729		0.75		0.75			0.98			1.73			48
2016		16.24		0.29		1.62			1.91			(0.30	)		(0.80	)		(1.10	)		17.05		12.28			486,555		0.77(2)		0.77	(2)		1.00	(2)		1.78			43
2015(3)		16.51		0.22		(0.35	)		(0.13	)		(0.14	)		–			(0.14	)		16.24		(1.97	)		392,240		0.75		0.75			0.99			1.73			58
Global Managed Volatility Fund
Class F
2019@	$	12.08	$	0.08	$	(0.28	)	$	(0.20	)	$	(0.29	)	$	(0.77	)	$	(1.06	)	$	10.82		(1.10	)%	$	1,081,967		1.11%		1.11	%		1.24	%		1.38	%		35	%
2018		11.97		0.17		0.77			0.94			(0.18	)		(0.65	)		(0.83	)		12.08		8.12			1,184,336		1.11		1.11			1.24			1.46			55
2017		11.51		0.17		1.03			1.20			(0.32	)		(0.42	)		(0.74	)		11.97		11.16			1,242,592		1.11		1.11			1.24			1.45			61
2016		10.83		0.17		1.20			1.37			(0.55	)		(0.14	)		(0.69	)		11.51		13.08			1,618,549		1.13(2)		1.13	(2)		1.25	(2)		1.50			58
2015		11.41		0.20		0.47			0.67			(0.57	)		(0.68	)		(1.25	)		10.83		5.87			2,234,776		1.11		1.11			1.23			1.75			52
2014		11.00		0.20		1.24			1.44			(0.50	)		(0.53	)		(1.03	)		11.41		13.97			1,799,842		1.11		1.11			1.28			1.84			68
Class I
2019@	$	11.82	$	0.06	$	(0.28	)	$	(0.22	)	$	(0.26	)	$	(0.77	)	$	(1.03	)	$	10.57		(1.33	)%	$	1,186		1.36%		1.36	%		1.49	%		1.14	%		35	%
2018		11.73		0.14		0.75			0.89			(0.15	)		(0.65	)		(0.80	)		11.82		7.87			1,225		1.36		1.36			1.49			1.19			55
2017		11.29		0.14		1.00			1.14			(0.28	)		(0.42	)		(0.70	)		11.73		10.80			1,573		1.36		1.36			1.48			1.24			61
2016		10.62		0.15		1.18			1.33			(0.52	)		(0.14	)		(0.66	)		11.29		12.97			2,734		1.38(2)		1.38	(2)		1.51	(2)		1.41			58
2015		11.23		0.17		0.44			0.61			(0.54	)		(0.68	)		(1.22	)		10.62		5.43			1,301		1.36		1.36			1.48			1.50			52
2014		10.84		0.17		1.23			1.40			(0.48	)		(0.53	)		(1.01	)		11.23		13.78			1,034		1.36		1.36			1.53			1.59			68
Class Y
2019@	$	12.12	$	0.09	$	(0.29	)	$	(0.20	)	$	(0.32	)	$	(0.77	)	$	(1.09	)	$	10.83		(1.08	)%	$	206,328		0.86%		0.86	%		0.99	%		1.63	%		35	%
2018		12.00		0.20		0.78			0.98			(0.21	)		(0.65	)		(0.86	)		12.12		8.46			233,708		0.86		0.86			0.99			1.74			55
2017		11.55		0.22		1.00			1.22			(0.35	)		(0.42	)		(0.77	)		12.00		11.32			213,561		0.87		0.87			0.99			1.87			61
2016		10.85		0.21		1.20			1.41			(0.57	)		(0.14	)		(0.71	)		11.55		13.49			102,388		0.88(2)		0.88	(2)		1.01	(2)		1.86			58
2015(3)		10.73		0.19		(0.07	)		0.12			–			–			–			10.85		1.12			94,522		0.86		0.86			0.99			2.23			52

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

^@  For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

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

280 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Tax-Managed Managed Volatility Fund
Class F
2019@	$	17.22	$	0.16		$	(0.13	)	$	0.03		$	(0.15	)	$	(0.49	)	$	(0.64	)	$	16.61		0.34	%	$	969,810		1.00	%		1.00	%		1.23	%		1.93	%		18	%
2018		15.96		0.21			1.70			1.91			(0.22	)		(0.43	)		(0.65	)		17.22		12.26			1,030,813		1.00			1.00			1.23			1.31			24
2017		14.74		0.23			1.61			1.84			(0.23	)		(0.39	)		(0.62	)		15.96		12.84			994,011		1.00			1.00			1.23			1.53			22
2016		13.88		0.22			1.41			1.63			(0.21	)		(0.56	)		(0.77	)		14.74		12.24			1,162,478		1.02	(2)		1.02	(2)		1.25	(2)		1.52			32
2015		14.14		0.20			0.64			0.84			(0.20	)		(0.90	)		(1.10	)		13.88		5.92			901,026		1.00			1.00			1.23			1.40			49
2014		12.70		0.19			1.94			2.13			(0.18	)		(0.51	)		(0.69	)		14.14		17.33			765,744		1.00			1.00			1.28			1.38			58
Class Y
2019@	$	17.23	$	0.18		$	(0.14	)	$	0.04		$	(0.17	)	$	(0.49	)	$	(0.66	)	$	16.61		0.41	%	$	85,401		0.75	%		0.75	%		0.99	%		2.18	%		18	%
2018		15.96		0.26			1.70			1.96			(0.26	)		(0.43	)		(0.69	)		17.23		12.60			78,609		0.75			0.75			0.99			1.56			24
2017		14.74		0.27			1.61			1.88			(0.27	)		(0.39	)		(0.66	)		15.96		13.12			61,804		0.75			0.75			0.98			1.80			22
2016		13.89		0.26			1.40			1.66			(0.25	)		(0.56	)		(0.81	)		14.74		12.42			37,017		0.77	(2)		0.77	(2)		1.01	(2)		1.81			32
2015(3)		14.25		0.11			(0.42	)(4)		(0.31	)		(0.05	)		–			(0.05	)		13.89		(2.17	)		323		0.81			0.81			1.06			1.77			49
Tax-Managed International Managed Volatility Fund
Class F
2019@	$	11.38	$	0.09		$	(0.51	)	$	(0.42	)	$	(0.27	)	$	–		$	(0.27	)	$	10.69		(3.48	)%	$	326,306		1.11	%		1.11	%		1.40	%		1.63	%		31	%
2018		11.56		0.26			(0.15	)		0.11			(0.29	)		–			(0.29	)		11.38		0.93			355,027		1.11			1.11			1.40			2.21			54
2017(5)		10.00		0.23			1.33			1.56			–			–			–			11.56		15.65			336,350		1.11			1.11			1.39			2.29			51
Class Y
2019@	$	11.40	$	0.12		$	(0.53	)	$	(0.41	)	$	(0.30	)	$	–		$	(0.30	)	$	10.69		(3.37	)%	$	38,316		0.86	%		0.86	%		1.15	%		2.21	%		31	%
2018		11.58		0.30			(0.16	)		0.14			(0.32	)		–			(0.32	)		11.40		1.16			25,862		0.86			0.86			1.15			2.60			54
2017(5)		10.00		0.30			1.29			1.59			(0.01	)		–			(0.01	)		11.58		15.90			13,652		0.86			0.86			1.15			2.92			51
Real Estate Fund
Class F
2019@	$	16.06	$	0.18		$	0.83		$	1.01		$	(0.12	)	$	(1.15	)	$	(1.27	)	$	15.80		6.92	%	$	98,548		1.14	%		1.14	%		1.23	%		2.39	%		39	%
2018		17.15		0.24			0.62			0.86			(0.23	)		(1.72	)		(1.95	)		16.06		5.04			94,715		1.14			1.14			1.24			1.27			103
2017		19.37		0.03			(0.21	)		(0.18	)		(0.41	)		(1.63	)		(2.04	)		17.15		(0.57	)		137,877		1.14			1.14			1.24			0.16			67
2016		17.96		0.29			2.69			2.98			(0.16	)		(1.41	)		(1.57	)		19.37		17.13			174,178		1.16	(2)		1.16	(2)		1.25	(2)		1.54			84
2015		17.05		0.08			1.87			1.95			(0.26	)		(0.78	)		(1.04	)		17.96		11.44			193,006		1.14			1.14			1.23			0.42			51
2014		15.42		0.29			1.64			1.93			(0.30	)		–			(0.30	)		17.05		12.63			226,780		1.14			1.14			1.28			1.76			57
Class I
2019@	$	16.03	$	0.17		$	0.83		$	1.00		$	(0.10	)	$	(1.15	)	$	(1.25	)	$	15.78		6.82	%	$	487		1.36	%		1.36	%		1.48	%		2.20	%		39	%
2018		17.13		0.24			0.58			0.82			(0.20	)		(1.72	)		(1.92	)		16.03		4.80			455		1.36			1.36			1.49			1.31			103
2017		19.35		(0.02	)		(0.20	)		(0.22	)		(0.37	)		(1.63	)		(2.00	)		17.13		(0.80	)		529		1.36			1.36			1.49			(0.09)			67
2016		17.94		0.25			2.69			2.94			(0.12	)		(1.41	)		(1.53	)		19.35		16.90			651		1.38	(2)		1.38	(2)		1.50	(2)		1.33			84
2015		17.03		0.03			1.87			1.90			(0.21	)		(0.78	)		(0.99	)		17.94		11.16			720		1.36			1.36			1.48			0.17			51
2014		15.39		0.25			1.64			1.89			(0.25	)		–			(0.25	)		17.03		12.33			622		1.36			1.36			1.52			1.51			57
Class Y
2019@	$	16.07	$	0.20		$	0.83		$	1.03		$	(0.15	)	$	(1.15	)	$	(1.30	)	$	15.80		7.06	%	$	35,903		0.89	%		0.89	%		0.98	%		2.63	%		39	%
2018		17.15		0.32			0.58			0.90			(0.26	)		(1.72	)		(1.98	)		16.07		5.30			36,197		0.89			0.89			0.99			1.76			103
2017		19.38		0.07			(0.21	)		(0.14	)		(0.46	)		(1.63	)		(2.09	)		17.15		(0.37	)		36,892		0.89			0.89			0.99			0.41			67
2016		17.96		0.32			2.72			3.04			(0.21	)		(1.41	)		(1.62	)		19.38		17.49			36,591		0.92	(2)		0.92	(2)		1.01	(2)		1.64			84
2015(6)		19.00		0.08			(0.65	)(4)		(0.57	)		(0.14	)		(0.33	)		(0.47	)		17.96		(2.97	)		18,561		0.89			0.89			0.98			0.54			51

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on April 30, 2015. All ratios for the period have been annualized.

(4) The amount shown for a share outstanding throughout the period does not accord with the aggregate net gains on investments for that period because the sales and repurchase of Fund shares in relation to the fluctuating market value of the Fund.

(5) Commenced operations on October 17, 2016. All ratios for the period have been annualized.

(6) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 281

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Enhanced Income Fund
Class F
2019@	$	7.57	$	0.12	$	(0.05	)	$	0.07		$	(0.12	)	$	–		$	(0.12	)	$	7.52		0.96	%	$	59,591		0.60	%		0.60	%		0.96	%		3.25	%		17	%
2018		7.58		0.21		(0.03	)		0.18			(0.19	)		–			(0.19	)		7.57		2.39			77,372		0.60			0.60			0.99			2.78			82
2017		7.49		0.16		0.11			0.27			(0.18	)		–			(0.18	)		7.58		3.60			70,279		0.60			0.60			0.98			2.06			76
2016		7.46		0.15		0.04			0.19			(0.16	)		–			(0.16	)		7.49		2.60			181,059		0.63	(2)		0.63	(2)		1.04	(2)		1.96			90
2015		7.60		0.14		(0.13	)		0.01			(0.15	)		–			(0.15	)		7.46		0.07			190,645		0.60			0.60			1.02			1.82			89
2014		7.61		0.14		(0.01	)		0.13			(0.14	)		–			(0.14	)		7.60		1.69			230,910		0.60			0.60			1.05			1.78			106
Class I
2019@	$	7.55	$	0.11	$	(0.04	)	$	0.07		$	(0.11	)	$	–		$	(0.11	)	$	7.51		0.95	%	$	116		0.85	%		0.85	%		1.21	%		3.01	%		17	%
2018		7.56		0.19		(0.03	)		0.16			(0.17	)		–			(0.17	)		7.55		2.12			115		0.85			0.85			1.24			2.48			82
2017		7.47		0.14		0.11			0.25			(0.16	)		–			(0.16	)		7.56		3.33			188		0.85			0.85			1.23			1.81			76
2016		7.45		0.13		0.03			0.16			(0.14	)		–			(0.14	)		7.47		2.20			255		0.88	(2)		0.88	(2)		1.29	(2)		1.71			90
2015		7.58		0.12		(0.12	)		–			(0.13	)		–			(0.13	)		7.45		(0.06	)		232		0.85			0.85			1.26			1.54			89
2014		7.59		0.12		(0.01	)		0.11			(0.12	)		–			(0.12	)		7.58		1.44			376		0.85			0.85			1.30			1.53			106
Class Y
2019@	$	7.56	$	0.13	$	(0.04	)	$	0.09		$	(0.13	)	$	–		$	(0.13	)	$	7.52		1.16	%	$	7,251		0.46	%		0.46	%		0.71	%		3.40	%		17	%
2018		7.57		0.22		(0.03	)		0.19			(0.20	)		–			(0.20	)		7.56		2.54			7,198		0.46			0.46			0.74			2.93			82
2017		7.48		0.17		0.11			0.28			(0.19	)		–			(0.19	)		7.57		3.76			5,897		0.46			0.46			0.72			2.20			76
2016		7.46		0.16		0.03			0.19			(0.17	)		–			(0.17	)		7.48		2.61			17,310		0.49	(2)		0.49	(2)		0.79	(2)		2.11			90
2015(3)		7.51		0.11		(0.08	)		0.03			(0.08	)		–			(0.08	)		7.46		0.44			11,264		0.46			0.46			0.77			1.89			89
Core Fixed Income Fund
Class F
2019@	$	10.86	$	0.16	$	0.34		$	0.50		$	(0.16	)	$	–		$	(0.16	)	$	11.20		4.69	%	$	3,579,316		0.66	%		0.66	%		0.73	%		2.90	%		206	%
2018		11.32		0.29		(0.46	)		(0.17	)		(0.29	)		–			(0.29	)		10.86		(1.53	)		3,600,785		0.67			0.67			0.77			2.55			384
2017		11.71		0.25		(0.15	)		0.10			(0.26	)		(0.23	)		(0.49	)		11.32		1.02			1,855,251		0.67			0.67			0.80			2.19			386
2016		11.47		0.26		0.37			0.63			(0.27	)		(0.12	)		(0.39	)		11.71		5.64			2,070,113		0.69	(2)		0.69	(2)		0.88	(2)		2.29			336
2015		11.47		0.27		–			0.27			(0.27	)		–			(0.27	)		11.47		2.36			2,068,581		0.67			0.67			0.86			2.32			350
2014		11.20		0.29		0.28			0.57			(0.30	)		–			(0.30	)		11.47		5.14			2,041,268		0.67			0.67			0.85			2.59			343
Class I
2019@	$	10.86	$	0.15	$	0.33		$	0.48		$	(0.15	)	$	–		$	(0.15	)	$	11.19		4.48	%	$	4,844		0.88	%		0.88	%		0.98	%		2.68	%		206	%
2018		11.31		0.26		(0.45	)		(0.19	)		(0.26	)		–			(0.26	)		10.86		(1.66	)		6,255		0.89			0.89			1.02			2.29			384
2017		11.70		0.22		(0.14	)		0.08			(0.24	)		(0.23	)		(0.47	)		11.31		0.80			5,975		0.89			0.89			1.05			1.97			386
2016		11.46		0.24		0.36			0.60			(0.24	)		(0.12	)		(0.36	)		11.70		5.41			9,313		0.91	(2)		0.91	(2)		1.13	(2)		2.07			336
2015		11.46		0.24		0.01			0.25			(0.25	)		–			(0.25	)		11.46		2.14			12,504		0.89			0.89			1.11			2.10			350
2014		11.19		0.27		0.27			0.54			(0.27	)		–			(0.27	)		11.46		4.91			10,488		0.89			0.89			1.08			2.38			343
Class Y
2019@	$	10.87	$	0.17	$	0.34		$	0.51		$	(0.18	)	$	–		$	(0.18	)	$	11.20		4.72	%	$	420,312		0.41	%		0.41	%		0.48	%		3.15	%		206	%
2018		11.32		0.31		(0.44	)		(0.13	)		(0.32	)		–			(0.32	)		10.87		(1.20	)		392,931		0.42			0.42			0.52			2.80			384
2017		11.71		0.28		(0.15	)		0.13			(0.29	)		(0.23	)		(0.52	)		11.32		1.27			225,440		0.42			0.42			0.55			2.46			386
2016		11.47		0.29		0.37			0.66			(0.30	)		(0.12	)		(0.42	)		11.71		5.90			70,916		0.44	(2)		0.44	(2)		0.63	(2)		2.55			336
2015(4)		11.47		0.08		–			0.08			(0.08	)		–			(0.08	)		11.47		0.69			22,985		0.42			0.42			0.63			2.66			350

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(4) Commenced operations on June 30, 2015. All ratios for the period have been annualized.

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

282 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
High Yield Bond Fund
Class F
2019@	$	7.13	$	0.20	$	(0.15	)	$	0.05		$	(0.20	)	$	(0.11	)	$	(0.31	)	$	6.87		0.83	%	$	1,426,095		0.89	%		0.89	%		0.98	%		5.82	%		32	%
2018		7.33		0.38		(0.11	)		0.27			(0.38	)		(0.09	)		(0.47	)		7.13		3.88			1,484,436		0.89			0.89			0.98			5.38			58
2017		7.18		0.42		0.26			0.68			(0.41	)		(0.12	)		(0.53	)		7.33		9.75			1,469,480		0.90	(2)		0.90	(2)		1.01	(2)		5.83			62
2016		7.01		0.42		0.26			0.68			(0.42	)		(0.09	)		(0.51	)		7.18		10.44			1,737,907		0.91	(3)		0.91	(3)		1.10	(3)		6.16			56
2015		7.70		0.42		(0.65	)		(0.23	)		(0.42	)		(0.04	)		(0.46	)		7.01		(3.21	)		1,548,778		0.89			0.89			1.08			5.61			56
2014		7.68		0.43		0.06	‡		0.49			(0.43	)		(0.04	)		(0.47	)		7.70		6.49			1,707,482		0.89			0.89			1.12			5.47			73
Class I
2019@	$	6.88	$	0.19	$	(0.17	)	$	0.02		$	(0.18	)	$	(0.11	)	$	(0.29	)	$	6.61		0.47	%	$	11,915		1.11	%		1.11	%		1.23	%		5.66	%		32	%
2018		7.08		0.35		(0.11	)		0.24			(0.35	)		(0.09	)		(0.44	)		6.88		3.61			545		1.10			1.10			1.22			5.08			58
2017		6.93		0.39		0.26			0.65			(0.38	)		(0.12	)		(0.50	)		7.08		9.65			1,147		1.12	(2)		1.12	(2)		1.25	(2)		5.58			62
2016		6.78		0.40		0.23			0.63			(0.39	)		(0.09	)		(0.48	)		6.93		9.95			1,078		1.14	(3)		1.14	(3)		1.36	(3)		6.01			56
2015		7.48		0.39		(0.67	)		(0.28	)		(0.38	)		(0.04	)		(0.42	)		6.78		(3.91	)		1,026		1.11			1.11			1.32			5.31			56
2014		7.49		0.40		0.03			0.43			(0.40	)		(0.04	)		(0.44	)		7.48		5.81			3,794		1.11			1.11			1.37			5.24			73
Class Y
2019@	$	7.13	$	0.21	$	(0.16	)	$	0.05		$	(0.21	)	$	(0.11	)	$	(0.32	)	$	6.86		0.81	%	$	177,475		0.64	%		0.64	%		0.73	%		6.07	%		32	%
2018		7.32		0.40		(0.11	)		0.29			(0.39	)		(0.09	)		(0.48	)		7.13		4.27			177,644		0.64			0.64			0.73			5.62			58
2017		7.18		0.44		0.25			0.69			(0.43	)		(0.12	)		(0.55	)		7.32		9.87			187,087		0.65	(2)		0.65	(2)		0.76	(2)		6.08			62
2016		7.01		0.44		0.26			0.70			(0.44	)		(0.09	)		(0.53	)		7.18		10.72			199,015		0.66	(3)		0.66	(3)		0.85	(3)		6.42			56
2015(4)		7.44		0.33		(0.44	)		(0.11	)		(0.32	)		–			(0.32	)		7.01		(1.75	)		143,315		0.64			0.64			0.83			5.94			56
Conservative Income Fund
Class F
2019@	$	10.00	$	0.11	$	–		$	0.11		$	(0.11	)	$	–#		$	(0.11	)	$	10.00		1.15	%	$	230,375		0.30	%		0.30	%		0.59	%		2.30	%		–%
2018		10.00		0.16		–			0.16			(0.16	)		–			(0.16	)		10.00		1.60			209,822		0.30			0.30			0.59			1.60			–
2017		10.00		0.08		–			0.08			(0.08	)		–			(0.08	)		10.00		0.83			190,440		0.30			0.30			0.58			0.84			–
2016(5)		10.00		0.02		–			0.02			(0.02	)		–			(0.02	)		10.00		0.16			75,011		0.30	(3)		0.30	(3)		0.61	(3)		0.37			–
Class Y
2019@	$	10.00	$	0.12	$	–		$	0.12		$	(0.12	)	$	–#		$	(0.12	)	$	10.00		1.20	%	$	25,220		0.20	%		0.20	%		0.34	%		2.38	%		–%
2018		10.00		0.17		–			0.17			(0.17	)		–			(0.17	)		10.00		1.70			27,498		0.20			0.20			0.34			1.71			–
2017		10.00		0.10		(0.01	)		0.09			(0.09	)		–			(0.09	)		10.00		0.94			19,984		0.20			0.20			0.33			0.96			–
2016(5)		10.00		0.02		–			0.02			(0.02	)		–			(0.02	)		10.00		0.20			16,796		0.20	(3)		0.20	(3)		0.36	(3)		0.47			–

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

^‡  Includes redemption fees of $0.03 per share.

@ For the six-month period ended March 31, 2019. All ratios for the period have been annualized.

# Amount is less than $0.005 per share.

(1) Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

(2) The expense ratio includes litigation expenses outside the cap.

(3) The expense ratio includes proxy expenses outside of the cap.

(4) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(5) Commenced operations on April 22, 2016. All ratios for the period have been annualized.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 283

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets		Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Tax-Free Conservative Income Fund
Class F
2019@	$	10.00	$	0.07		$	–		$	0.07		$	(0.07)		$	–#		$	(0.07	)	$	10.00		0.68	%	$	159,207		0.30%		0.30	%		0.59	%		1.35	%		–	%
2018		10.00		0.10			–			0.10			(0.10)			–			(0.10	)		10.00		0.99			162,338		0.30		0.30			0.59			0.99			–
2017		10.00		0.05			–			0.05			(0.05)			–			(0.05	)		10.00		0.51			163,219		0.30		0.30			0.59			0.51			–
2016(2)		10.00		0.01			–			0.01			(0.01)			–			(0.01	)		10.00		0.12			30,946		0.30(3)		0.30	(3)		0.60	(3)		0.27			–
Class Y
2019@	$	10.00	$	0.07		$	–		$	0.07		$	(0.07	)	$	–#		$	(0.07	)	$	10.00		0.73	%	$	26,359		0.20%		0.20	%		0.34	%		1.45	%		–	%
2018		10.00		0.11			–			0.11			(0.11	)		–			(0.11	)		10.00		1.09			11,126		0.20		0.20			0.34			1.13			–
2017		10.00		0.06			–			0.06			(0.06	)		–			(0.06	)		10.00		0.60			3,782		0.20		0.20			0.34			0.63			–
2016(2)		10.00		0.02			–			0.02			(0.02	)		–			(0.02	)		10.00		0.16			13,922		0.20(3)		0.20	(3)		0.35	(3)		0.37			–
Real Return Fund
Class F
2019@	$	9.91	$	(0.02	)	$	0.15		$	0.13		$	(0.11	)	$	–		$	(0.11	)	$	9.93		1.36	%	$	228,517		0.45%		0.45	%		0.70	%		(0.44	)%		11	%
2018		10.03		0.25			(0.23	)		0.02			(0.14	)		–			(0.14	)		9.91		0.24			238,889		0.45		0.45			0.71			2.51			35
2017		10.14		0.11			(0.11	)		–			(0.11	)(4)		–			(0.11	)		10.03		0.03			252,333		0.45		0.45			0.73			1.07			49
2016		9.91		–			0.23			0.23			–			–			–			10.14		2.32			291,380		0.47(3)		0.47	(3)		0.82	(3)		(0.02	)		38
2015		10.08		(0.10	)		(0.06	)		(0.16	)		(0.01	)		–			(0.01	)		9.91		(1.57	)		263,888		0.45		0.45			0.80			(1.01	)		37
2014		10.19		0.05			(0.08	)		(0.03	)		(0.04	)		(0.04	)		(0.08	)		10.08		(0.30	)		284,944		0.45		0.45			0.84			0.51			34
Class Y
2019@	$	9.94	$	(0.02	)	$	0.16		$	0.14		$	(0.12	)	$	–		$	(0.12	)	$	9.96		1.41	%	$	19,314		0.35%		0.35	%		0.45	%		(0.43	)%		11	%
2018		10.06		0.26			(0.23	)		0.03			(0.15	)		–			(0.15	)		9.94		0.29			16,691		0.35		0.35			0.46			2.60			35
2017		10.17		0.12			(0.11	)		0.01			(0.12	)(4)		–			(0.12	)		10.06		0.11			18,205		0.35		0.35			0.48			1.15			49
2016		9.92		0.01			0.24			0.25			–			–			–			10.17		2.52			28,835		0.37(3)		0.37	(3)		0.57	(3)		0.07			38
2015(5)		9.91		(0.02	)		0.03			0.01			–			–			–			9.92		0.10			25,525		0.35		0.35			0.55			(0.27	)		37
Dynamic Asset Allocation Fund
Class F
2019@	$	13.22	$	0.09		$	(0.40	)	$	(0.31	)	$	(0.23	)	$	–		$	(0.23	)	$	12.68		(2.11	)%	$	723,597		0.75%		0.75	%		1.18	%		1.47	%		3	%
2018		12.10		0.17			1.15			1.32			(0.18	)		(0.02	)		(0.20	)		13.22		10.95			800,036		0.75		0.75			1.19			1.30			11
2017		10.18		0.15			1.87			2.02			(0.10	)		–			(0.10	)		12.10		19.95			696,463		0.75		0.75			1.18			1.30			3
2016		9.09		0.14			0.99			1.13			(0.04	)		–			(0.04	)		10.18		12.39			488,778		0.77(3)		0.77	(3)		1.21	(3)		1.42			7
2015(6)		10.00		0.03			(0.94	)		(0.91	)		–			–			–			9.09		(9.10	)		21,514		0.75		0.75			1.25			1.62			2
Class Y
2019@	$	13.25	$	0.10		$	(0.40	)	$	(0.30	)	$	(0.26	)	$	–		$	(0.26	)	$	12.69		(1.97	)%	$	71,916		0.50%		0.50	%		0.93	%		1.66	%		3	%
2018		12.12		0.19			1.17			1.36			(0.21	)		(0.02	)		(0.23	)		13.25		11.26			78,280		0.50		0.50			0.93			1.51			11
2017		10.20		0.17			1.87			2.04			(0.12	)		–			(0.12	)		12.12		20.17			73,159		0.50		0.50			0.93			1.55			3
2016		9.09		0.16			0.99			1.15			(0.04	)		–			(0.04	)		10.20		12.67			48,523		0.52(3)		0.52	(3)		0.96	(3)		1.66			7
2015(6)		10.00		0.03			(0.94	)		(0.91	)		–			–			–			9.09		(9.10	)		48,229		0.50		0.50			0.96			1.97			2

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. All ratios for the period have been annualized.

# Amount is less than $0.005 per share.

(1) Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

(2) Commenced operations on April 22, 2016. All ratios for the period have been annualized.

(3) The expense ratio includes proxy expenses outside of the cap.

(4) Includes return of capital of $0.01.

(5) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(6) Commenced operations on July 30, 2015. All ratios for the period have been annualized.

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

284 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Multi-Strategy Alternative Fund
Class F
2019@	$	10.10	$	0.12		$	(0.35	)	$	(0.23	)	$	(0.16	)	$	(0.29	)	$	(0.45	)	$	9.42		(2.15	)%	$	471,132		1.33	%(12)		1.33	%(12)		2.28	%(12)		2.54	%		160	%
2018		10.11		0.07			0.14			0.21			(0.02	)		(0.20	)		(0.22	)		10.10		2.11			509,559		1.41	(10)		1.41	(10)		2.41	(10)		0.72			266	‡
2017		9.67		(0.01	)		0.46			0.45			(0.01	)		–			(0.01	)		10.11		4.62			508,046		1.41	(2)		1.41	(2)		2.44	(2)		(0.12	)		215	‡
2016		9.60		0.09			0.23			0.32			(0.15	)		(0.10	)		(0.25	)		9.67		3.40			573,752		1.12	(3)(4)		1.12	(3)(4)		2.39	(3)(4)		0.95			149
2015		10.05		0.19			(0.48	)		(0.29	)		(0.16	)		–			(0.16	)		9.60		(2.98	)		527,792		0.49			0.49			2.08			1.88			35
2014		9.79		0.06			0.28			0.34			(0.08	)		–			(0.08	)		10.05		3.45			498,090		0.64	(5)		0.64	(5)		2.19	(5)		0.64			72
Class Y
2019@	$	10.11	$	0.11		$	(0.33	)	$	(0.22	)	$	(0.19	)	$	(0.29	)	$	(0.48	)	$	9.41		(2.09	)%	$	9,849		1.09	%(13)		1.09	%(13)		2.04	%(13)		2.27	%		160	%
2018		10.12		0.10			0.14			0.24			(0.05	)		(0.20	)		(0.25	)		10.11		2.36			5,951		1.16	(11)		1.16	(11)		2.16	(11)		0.95			266	‡
2017		9.68		0.03			0.44			0.47			(0.03	)		–			(0.03	)		10.12		4.79			4,841		1.14	(6)		1.14	(6)		2.16	(6)		0.34			215	‡
2016		9.60		–			0.36			0.36			(0.18	)		(0.10	)		(0.28	)		9.68		3.77			1,352		0.96	(3)(7)		0.96	(3)(7)		2.18	(3)(7)		–			149
2015(8)		9.97		0.04			(0.41	)		(0.37	)		–			–			–			9.60		(3.71	)		19		0.25			0.25			1.83			1.03			35
Multi-Asset Accumulation Fund
Class F
2019@	$	9.81	$	0.01		$	0.32		$	0.33		$	(0.27	)	$	(0.02	)	$	(0.29	)	$	9.85		3.73	%	$	2,578,460		1.17	%		1.17	%		1.30	%		0.20	%		11	%
2018		10.01		0.06			0.24			0.30			–			(0.50	)		(0.50	)		9.81		2.93			2,655,399		1.17			1.17			1.29			0.64			11
2017		10.31		(0.01	)		0.39			0.38			(0.07	)		(0.61	)		(0.68	)		10.01		4.33			2,468,847		1.17			1.17			1.31			(0.12	)		28
2016		9.53		(0.05	)		1.10			1.05			–			(0.27	)		(0.27	)		10.31		11.36			2,076,240		1.19	(3)		1.19	(3)		1.35	(3)		(0.50	)		55
2015		10.89		(0.09	)		(0.28	)		(0.37	)		(0.11	)		(0.88	)		(0.99	)		9.53		(3.98	)		1,803,619		1.17			1.17			1.33			(0.85	)		94
2014		10.30		(0.05	)		0.96			0.91			–*			(0.32	)		(0.32	)		10.89		9.11			1,865,846		1.17			1.17			1.38			(0.47	)		55
Class Y
2019@	$	9.88	$	–		$	0.34		$	0.34		$	(0.29	)	$	(0.02	)	$	(0.31	)	$	9.91		3.88	%	$	225,946		0.92	%		0.92	%		1.05	%		0.06	%		11	%
2018		10.06		0.05			0.27			0.32			–			(0.50	)		(0.50	)		9.88		3.13			228,037		0.92			0.92			1.04			0.52			11
2017		10.36		–			0.41			0.41			(0.10	)		(0.61	)		(0.71	)		10.06		4.55			237,569		0.92			0.92			1.06			(0.03	)		28
2016		9.55		(0.03	)		1.11			1.08			–			(0.27	)		(0.27	)		10.36		11.66			202,865		0.94	(3)		0.94	(3)		1.10	(3)		(0.33	)		55
2015(9)		10.11		(0.08	)		(0.48	)		(0.56	)		–			–			–			9.55		(5.54	)		202,311		0.92			0.92			1.08			(1.04	)		94

^† Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. All ratios for the period have been annualized.

* Amount represents less than $0.01 per share.

‡ The portfolio turnover rate in 2017 and 2018 have been changed from 37% to 215% and 373% to 266%, respectively.

(1) Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

(2) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.06%, 1.06%, and 2.09%.

(3) The expense ratio includes proxy expenses outside of the cap.

(4) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.85%, 0.85%, and 2.12%.

(5) The expense ratio includes dividend expense and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.58%, 0.58%, and 2.13%.

(6) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.79%, 0.79%, and 1.98%.

(7) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.69%, 0.69%, and 1.91%.

(8) Commenced operations on April 30, 2015. All ratios for the period have been annualized.

(9) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(10) The expense ratio includes dividend expense and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.09%, 1.09%, and 2.09%.

(11) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.84%, 0.84%, and 1.84%.

(12) The expense ratio includes dividend expense and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.14%, 1.14%, and 2.09%.

(13) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.89%, 0.89%, and 1.84%.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 285

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Multi-Asset Income Fund
Class F
2019@	$	10.61	$	0.22	$	0.16		$	0.38		$	(0.19	)	$	–		$	(0.19	)	$	10.80		3.62	%	$	786,696		0.80	%		0.80	%		1.20	%		4.25	%		26	%
2018		10.88		0.40		(0.24	)		0.16			(0.34	)(2)		(0.09	)		(0.43	)		10.61		1.56			815,020		0.80			0.80			1.21			3.78			119
2017		10.56		0.48		0.24			0.72			(0.40	)		–			(0.40	)		10.88		6.90			813,767		0.80			0.80			1.21			4.47			77
2016		10.46		0.50		0.23			0.73			(0.53	)		(0.10	)		(0.63	)		10.56		7.38			643,477		0.82	(3)(4)		0.82	(3)(4)		1.23	(3)(4)		4.85			72
2015		10.60		0.54		(0.19	)		0.35			(0.44	)		(0.05	)		(0.49	)		10.46		3.33			615,259		0.85	(5)		0.85	(5)		1.25	(5)		5.06			109
2014		10.60		0.51		0.13	(6)		0.64			(0.47	)		(0.17	)		(0.64	)		10.60		6.19			539,504		0.83	(7)		0.83	(7)		1.27	(7)		4.76			124
Class Y
2019@	$	10.61	$	0.23	$	0.15		$	0.38		$	(0.19	)	$	–		$	(0.19	)	$	10.80		3.66	%	$	158,890		0.70	%		0.70	%		0.95	%		4.35	%		26	%
2018		10.88		0.41		(0.24	)		0.17			(0.35	)(2)		(0.09	)		(0.44	)		10.61		1.66			175,431		0.70			0.70			0.96			3.88			119
2017		10.56		0.49		0.24			0.73			(0.41	)		–			(0.41	)		10.88		7.00			166,980		0.70			0.70			0.96			4.60			77
2016		10.46		0.52		0.22			0.74			(0.54	)		(0.10	)		(0.64	)		10.56		7.49			97,943		0.72	(3)(8)		0.72	(3)(8)		0.98	(3)(8)		5.08			72
2015(9)		10.62		0.45		(0.26	)		0.19			(0.35	)		–			(0.35	)		10.46		1.81			33,224		0.76	(10)		0.76	(10)		1.00	(10)		5.60			109
Multi-Asset Inflation Managed Fund
Class F
2019@	$	8.52	$	0.02	$	(0.11	)	$	(0.09	)	$	(0.15	)	$	–		$	(0.15	)	$	8.28		(0.62	)%	$	805,336		1.82	%(16)		1.82	%(16)		2.06	%(16)		0.57	%		35	%
2018		8.52		0.17		(0.08	)		0.09			(0.12	)		–			(0.12	)		8.49		1.04			860,457		1.52	(16)		1.52	(16)		1.76	(16)		1.97			32
2017		8.80		0.09		(0.27	)		(0.18	)		(0.10	)		–			(0.10	)		8.52		(2.07	)		821,191		1.33	(11)		1.33	(11)		1.56	(11)		1.01			68
2016		8.75		0.05		0.04			0.09			(0.04	)		–			(0.04	)		8.80		1.06			990,931		1.23	(3)(11)		1.23	(3)(11)		1.46	(3)(11)		0.59			73
2015		9.39		–		(0.64	)		(0.64	)		–			–			–			8.75		(6.82	)		924,048		1.11	(12)		1.11	(12)		1.34	(12)		(0.05	)		115
2014		9.42		0.06		(0.09	)		(0.03	)		–			–			–			9.39		(0.32	)		923,541		1.02	(13)		1.02	(13)		1.30	(13)		0.65			119
Class Y
2019@	$	8.53	$	0.01	$	(0.09	)	$	(0.08	)	$	(0.17	)	$	–		$	(0.17	)	$	8.28		(0.47	)%	$	65,042		1.57	%(17)		1.57	%(17)		1.81	%(17)		0.36	%		35	%
2018		8.53		0.16		(0.05	)		0.11			(0.14	)		–			(0.14	)		8.50		1.29			63,546		1.27	(17)		1.27	(17)		1.50	(17)		1.90			32
2017		8.82		0.10		(0.26	)		(0.16	)		(0.13	)		–			(0.13	)		8.53		(1.90	)		68,506		1.08	(14)		1.08	(14)		1.32	(14)		1.13			68
2016		8.77		0.07		0.04			0.11			(0.06	)		–			(0.06	)		8.82		1.30			89,261		0.98	(3)(14)		0.98	(3)(14)		1.21	(3)(14)		0.79			73
2015(9)		8.96		0.04		(0.23	)		(0.19	)		–			–			–			8.77		(2.12	)		83,248		0.92	(15)		0.92	(15)		1.15	(15)		0.53			115

^† Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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 $0.02.

(3) The expense ratio includes proxy expenses outside of the cap.

(4) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.80%, 0.80%, and 1.21%.

(5) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.80%, 0.80%, and 1.20%.

(6) The amount shown for a share outstanding throughout the period does not accord with the aggregate net gains on investments for that period because the sales and repurchase of Fund shares in relation to the fluctuating market value of the Fund.

(7) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.80%, 0.80%, and 1.24%.

(8) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.70%, 0.70%, and 0.96%.

(9) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(10) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.70%, 0.70%, and 0.95%.

(11) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%, 0.90%, and 1.14%.

(12) The expense ratio includes interest and dividend expense. Had this expense been excluded the ratios would have been 0.95%, 0.95%, and 1.18%.

(13) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%, 0.90%, and 1.18%.

(14) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.65%, 0.65%, and 0.89%.

(15) The expense ratio includes dividend and interest expense. Had this expense been excluded the ratios would have been 0.70%, 0.70%, and 0.93%.

(16) The expense ratio includes dividend and interest expense. Had this expense been excluded the ratios would have been 0.90%, 0.90%, and 1.14%.

(17) The expense ratio includes dividend and interest expense. Had this expense been excluded the ratios would have been 0.65%, 0.65%, and 0.89%.

Amounts designated as “–“are either $0 or have been rounded to $0.

286 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2019 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains		Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Including Waivers)			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†
Multi-Asset Capital Stability Fund
Class F
2019@	$	10.05	$	0.06		$	0.08		$	0.14		$	(0.05	)		$  –	$	(0.05	)	$	10.14		1.44	%	$	667,686		0.62	%		0.62	%		0.98	%		1.25%		53	%
2018		10.25		0.09			0.09			0.18			(0.20	)		(0.18)		(0.38	)		10.05		1.75			682,982		0.62			0.62			0.98			0.88		228
2017		10.14		–			0.18			0.18			(0.02	)		(0.05)		(0.07	)		10.25		1.78			694,247		0.62			0.62			0.98			0.02		159
2016		10.11		(0.01	)		0.16			0.15			–			(0.12)		(0.12	)		10.14		1.47			658,185		0.64	(2)		0.64	(2)		1.00	(2)		(0.07)		234
2015		10.25		(0.04	)		0.09			0.05			–			(0.19)		(0.19	)		10.11		0.57			565,709		0.62			0.62			0.98			(0.39)		227
2014		9.94		(0.01	)		0.34			0.33			–			(0.02)		(0.02	)		10.25		3.37			541,602		0.62			0.62			1.02			(0.12)		246
Class Y
2019@	$	10.07	$	0.07		$	0.07		$	0.14		$	(0.06	)		$  –	$	(0.06	)	$	10.15		1.44	%	$	49,311		0.52	%		0.52	%		0.73	%		1.35%		53	%
2018		10.27		0.10			0.09			0.19			(0.21	)		(0.18)		(0.39	)		10.07		1.84			44,681		0.52			0.52			0.73			0.97		228
2017		10.16		0.01			0.17			0.18			(0.02	)		(0.05)		(0.07	)		10.27		1.88			50,346		0.52			0.52			0.73			0.11		159
2016		10.12		–			0.16			0.16			–			(0.12)		(0.12	)		10.16		1.57			51,496		0.54	(2)		0.54	(2)		0.75	(2)		0.02		234
2015(3)		10.06		(0.02	)		0.08			0.06			–			–		–			10.12		0.60			50,662		0.52			0.52			0.74			(0.30)		227
Long/Short Alternative Fund
Class F
2019@	$	10.28	$	0.06		$	(0.46	)	$	(0.40	)	$	(0.08	)		$(0.29)	$	(0.37	)	$	9.51		(3.87	)%	$	3,046		1.15	%		1.15	%		1.41	%		1.15%		3	%
2018		10.88		0.07			0.36			0.43			(0.02	)		(1.01)		(1.03	)		10.28		4.21			4,151		1.16			1.16			1.44			0.70		4
2017		9.79		(0.01	)		1.10			1.09			–			–		–			10.88		11.13			22		1.14			1.14			1.42			(0.13)		111
2016		9.67		(0.06	)		0.18			0.12			–			–		–			9.79		1.24			19		1.17	(2)		1.17	(2)		1.40	(2)		(0.57)		43
2015(4)		10.00		(0.08	)		(0.25	)		(0.33	)		–			–		–			9.67		(3.30	)		19		1.14			1.14			1.39			(0.99)		198
Class Y
2019@	$	10.32	$	0.07		$	(0.45	)	$	(0.38	)	$	(0.10	)		$(0.29)	$	(0.39	)	$	9.55		(3.69	)%	$	28,574		0.90	%		0.90	%		1.16	%		1.40%		3	%
2018		10.93		0.08			0.36			0.44			(0.04	)		(1.01)		(1.05	)		10.32		4.33			32,444		0.91			0.91			1.20			0.74		4
2017		9.81		0.01			1.11			1.12			–(5)			–		–			10.93		11.42			34,360		0.90			0.90			1.17			0.10		111
2016		9.67		(0.03	)		0.17			0.14			–			–		–			9.81		1.45			41,775		0.92	(2)		0.92	(2)		1.15	(2)		(0.32)		43
2015(6)		10.11		(0.03	)		(0.41	)		(0.44	)		–			–		–			9.67		(4.35	)		41,164		0.91			0.91			1.15			(0.81)		198

^†  Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.

@ For the six-month period ended March 31, 2019. 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) The expense ratio includes proxy expenses outside of the cap.

(3) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(4) Commenced operations on December 19, 2014. All ratios for the period have been annualized.

(5) Includes return of capital of less than $0.01 per share.

(6) Commenced operations on April 30, 2015. All ratios for the period have been annualized.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 287

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)

March 31, 2019

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 29 funds: Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index (commenced operations on January 31, 2018), 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, Tax-Managed International Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income, Real Return, Dynamic Asset Allocation, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed, Multi-Asset Capital Stability and Long/Short Alternative (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.

The Dynamic Commodity Strategy Subsidiary, Ltd., the Accumulation Commodity Strategy Subsidiary, Ltd. and the Inflation Commodity Strategy Subsidiary, Ltd. are wholly-owned subsidiaries of the Dynamic Asset Allocation, 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 Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets and Consolidated Statement of Cash Flows.

The Trust is registered to offer: Class F shares of the Funds and Class Y shares of the Funds except for the Large Cap Index and S&P 500 Index Funds; 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, High Yield Bond and Real Return Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. Each Fund’s prospectus provides a description of its investment goal and its principal investment strategies and risks.

On January 25, 2018, the Trust’s Board of Trustees approved the merger of Class E shares and Class Y shares into Class F shares of the S&P 500 Index Fund effective April 20, 2018.

2. SIGNIFICANT ACCOUNTING POLICIES

The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).

Use of Estimates — The preparation of financial statements, in conformity with 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 (other than securities traded on National Association of Securities Dealers Automated Quotations (NASDAQ) or as otherwise noted below) at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. The Funds value securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or collateralized debt obligations (including collateralized loan obligations), such as those held by the Funds, 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. Redeemable securities issued by open-end investment companies are valued at the investment company’s applicable net asset value, with the exception of ETFs, which are priced as equity securities. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security’s price cannot be obtained, as noted above, the Funds will value the securities using a bid price from at least one independent broker. If such prices are not readily available or cannot be valued using the methodologies described above, the Funds will value

288 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

the security using the Funds’ Fair Value Pricing Policies and Procedures (“Fair Value Procedures”), as described below.

On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Funds’ Fair Value Procedures until a price from an independent source can be secured. Securities held by a Fund with remaining maturities of 60 days or less may be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument. Further, the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.

Options are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.

Futures and swaps cleared through a central clearing house (“centrally cleared swaps”) are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future or centrally cleared swap does not end trading by the time a Fund calculates its NAV, the settlement price may not be available at the time at which the Fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a Fund’s futures or centrally cleared swaps position.

Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using the current day’s spot rate, and the thirty, sixty, ninety and one-hundred eighty day forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third party independent pricing agents. SEI

Investments Management Corporation (“SIMC”) or a Sub-Adviser (“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, will continuously monitor the reliability of prices obtained from any pricing service and shall promptly 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 Fair Value Pricing 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.

The Funds’ Fair Value Procedures provide that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board of Trustees (“Board”) or its designated sub-committee. However, when the change would not materially affect valuation of a Fund’s net assets or involve a material departure in pricing methodology from that of the Fund’s existing pricing agent or pricing methodology, approval may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not readily available, for which market prices are determined to be unreliable, or which cannot be valued using the methodologies described above are valued in accordance with the Fair Value Procedures established by the Board. The Funds’ Fair Value Procedures are implemented through the Committee designated by the Board. The Committee is currently composed of two members of the Board, as well as representatives from SIMC and its affiliates. Some of the more common reasons that may necessitate that a security be valued using Fair Value Procedures include: (i) the security’s trading has been halted or suspended, (ii) the security has been delisted from a national exchange, (iii) the security’s primary trading market is temporarily closed at a time when under normal conditions it would be open, or (iv) 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 include: (i) the facts giving rise to the need to fair value, (ii) the last trade price, (iii) the performance of 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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 289

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

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 (“NAV”). The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a “Significant Event”), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental actions, has occurred between the time of the security’s last close and the time that the Fund calculates its NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when the Fund does not price its shares. As a result, the NAV of the Fund’s shares may change on days when shareholders will not be able to purchase or redeem Fund shares.

A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser 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 the Funds calculate NAV, it may request that a Committee meeting be called. In addition, the Funds use several processes, with respect to certain securities to monitor the pricing data supplied by various sources, including price comparisons and price movements. Any identified discrepancies are researched and subject to the procedures described above.

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.

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

290 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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 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, 2019, maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Summary Schedules of Investments/Schedules of Investments.

For the six month period ended March 31, 2019, there have been no significant changes to the Trust’s fair valuation methodologies.

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 is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.

For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation.

Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund’s distributions.

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 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.

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, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 291

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

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, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also invest in equity securities of issuers in commodity-related industries.

The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. A 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. A 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, Multi-Asset Inflation Managed, and Dynamic Asset Allocation Funds invest 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 investment securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investment securities.

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, 2019, 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

292 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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, 2019 if applicable.

Inflation-Indexed Bonds — Inflation-indexed bonds are fixed income securities whose principal value is periodically adjusted according to the rate of inflation. If the index measuring inflation rises or falls, the principal value of inflation-indexed bonds will be adjusted upward or downward, and consequently the interest payable on these securities calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Any upward or downward adjustment in the principal amount of an inflation-indexed bond will be included in interest income in the Statement of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-indexed bonds. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

Master Limited Partnerships — Investments in units of master limited partnerships (“MLPs”) involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit a Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the

after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund’s shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole.

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, 2019, if applicable.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 293

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

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, potentially unlimited in size, will be recognized upon the close of a short sale.

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, 2019, 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. 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 year 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. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. 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 or Consolidated Statement 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

294 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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, 2019, 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 delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

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, 2019, 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. The acquisition dates of these investments, the enforceable right to acquire these

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 295

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

securities, along with their cost and values at March 31,

2019, 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

8/10/06

8/10/06

$

1,491

$

57

0.02%

High Yield Bond Fund

Aventine (Escrow Security)

$        2,750

11/30/10

11/30/10

$

–

$

–

0.00%

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, Large Cap Index, 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 and Real Return Funds; are declared and paid annually for the Global Managed Volatility, Tax-Managed International Managed Volatility, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Inflation Managed, Multi-Asset Capital Stability, Dynamic Asset Allocation and Long/Short Alternative Funds; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income, 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, Multi-Asset Inflation Managed and Dynamic Asset Allocation 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, Multi-Asset Inflation Managed and Dynamic Asset Allocation 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 (“Directors”) that is responsible for overseeing the operations of such Subsidiary, the respective Fund’s Directors have 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.

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

296 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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 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 calculated 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, 2019, the Multi-Strategy Alternative Fund, Multi-Asset Income Fund, and the Multi-Asset Inflation Managed Fund are the buyers (“receiving protection”) on a total notional amount of $10.4 million, $25.1 million and $22.3 million, respectively. As of March 31, 2019, the Core Fixed Income Fund, High Yield Bond Fund, Multi-Strategy Alternative Fund, Multi-Asset Income Fund, Multi-Asset Inflation Managed Fund and Multi-Asset Capital Stability Fund are the sellers (“providing protection”) on a total notional amount of $106.3 million, $9.9 million, $4.1 million, $75.0 million, $ 19.7 million and $28.7 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$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$2,686,451	$2,686,451
Maximum potential amount of future payments	-	-	-	106,320,000	106,320,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
HIGH YIELD BOND FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$665,665	$665,665
Maximum potential amount of future payments	-	-	-	9,906,000	9,906,000

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 297

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-STRATEGY ALTERNATIVE FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$(126,553)	$-	$-	$(126,553)
Maximum potential amount of future payments	-	4,143,000	-	-	4,143,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-ASSET INCOME FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$2,963,834	$2,963,834
Maximum potential amount of future payments	-	-	-	75,030,000	75,030,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-ASSET INFLATION MANAGED FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$2,369,808	$-	$2,369,808
Maximum potential amount of future payments	-	-	19,743,000	-	19,743,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-ASSET CAPITAL STABILITY FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVERIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$1,248,405	$1,248,405
Maximum potential amount of future payments	-	-	-	28,663,981	28,663,981
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by 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.

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)
0-100	$-	$-	$90,190,000	$-	$-	$90,190,000
101-200	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	16,130,000	-	-	16,130,000
> than 400	-	-	-	-	-	-
Total	$-	$-	$106,320,000	$-	$-	$106,320,000

298 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
HIGH YIELD BOND FUND	0-6 MONTHS	6-12 MONTHS	1-5 YEARS	5-10 YEARS	> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$-	$-	$-	$-	$-	$-
101-200	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	7,014,000	-	-	7,014,000
> than 400	-	-	2,892,000	-	-	2,892,000
Total	$-	$-	$9,906,000	$-	$-	$9,906,000
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-STRATEGY ALTERNATIVE FUND	0-6 MONTHS	6-12 MONTHS	1-5 YEARS	5-10 YEARS	> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$-	$-	$-	$-	$-	$-
101-200	-	-	3,489,000	-	-	3,489,000
201-300	-	-	-	-	-	-
301-400	-	-	-	-	-	-
> than 400	-	-	654,000	-	-	654,000
Total	$-	$-	$4,143,000	$-	$-	$4,143,000
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET 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)
0-100	$-	$-	$39,925,000	$-	$-	$39,925,000
101-200	-	-	-	-	-	-
201-300	-	-	580,000	-	-	580,000
301-400	-	-	34,525,000	-	-	34,525,000
> than 400	-	-	-	-	-	-
Total	$-	$-	$75,030,000	$-	$-	$75,030,000
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)
0-100	$-	$-	$-	$-	$-	$-
101-200	-	-	-	-	-	-
201-300	-	-	-	-	1,305,000	1,305,000
301-400	-	-	-	-	-	-
> than 400	-	-	-	-	18,438,000	18,438,000
Total	$-	$-	$-	$-	$19,743,000	$19,743,000
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)
0-100	$-	$-	$9,430,000	$5,534,000	$-	$14,964,000
101-200	-	-	-	-	-	-
201-300	-	-	2,201,681	-	-	2,201,681
301-400	-	-	11,498,300	-	-	11,498,300
> than 400	-	-	-	-	-	-
Total	$-	$-	$23,129,981	$5,534,000	$-	$28,663,981

* 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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 299

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

4. DERIVATIVE TRANSACTIONS

The following tables include only Funds that had exposure to more than one type of risk on derivatives held throughout the year. For Funds that held derivatives throughout the six month 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, 2019 was as follows ($ Thousands):

	Asset Derivatives		Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value	Statement of Assets and Liabilities/ Consolidated Statement 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	$315*	Net Assets – Unrealized depreciation on futures contracts	$–*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	1,163	Unrealized loss on forward foreign currency contracts	637
Total Derivatives not accounted for as hedging instruments		$1,478		$637
Core Fixed Income Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$13,994*	Net Assets – Unrealized depreciation on futures contracts	$7,536*
	Net Assets – Unrealized appreciation on swap contracts	2,576†	Net Assets – Unrealized depreciation on swap contracts	5,446†
	Options purchased, at value	384	Options written, at value	759
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	881	Unrealized loss on forward foreign currency contracts	2,038
Credit contracts	Net Assets – Unrealized appreciation on swap contracts	262†	Net Assets – Unrealized depreciation on swap contracts	–†
Total Derivatives not accounted for as hedging instruments		$18,097		$15,779
High Yield Bond Fund
Interest rate contracts	Net Assets – Unrealized appreciation on swap contracts	$–†	Net Assets – Unrealized depreciation on swap contracts	$376†
Credit contracts	Net Assets – Unrealized appreciation on swap contracts	137†	Net Assets – Unrealized depreciation on swap contracts	–†
Total Derivatives not accounted for as hedging instruments		$137		$376
Dynamic Asset Allocation Fund
Interest rate contracts	Swaptions purchased, at value	$2,720	Swaptions written, at value	$–
Equity contracts	Net Assets – Unrealized appreciation on futures contracts	415*	Net Assets – Unrealized depreciation on futures contracts	1,797*
	Net Assets – Unrealized appreciation on swap contracts	2,291†	Net Assets – Unrealized depreciation on swap contracts	5,372†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	2,229	Unrealized loss on forward foreign currency contracts	2,727
	Options purchased, at value	155	Options written, at value	–
Commodity contracts	Net Assets – Unrealized appreciation on swap contracts	1,295†	Net Assets – Unrealized depreciation on swap contracts	–†
Total Derivatives not accounted for as hedging instruments		$9,105		$9,896

300 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Asset Derivatives		Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Multi-Strategy Alternative Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$16*	Net Assets – Unrealized depreciation on futures contracts	$21*
	Net Assets – Unrealized appreciation on swap contracts	136†	Net Assets – Unrealized depreciation on swap contracts	116†
Equity contracts	Options purchased, at value	271	Options written, at value	50
	Net Assets – Unrealized appreciation on futures contracts	–*	Net Assets – Unrealized depreciation on futures contracts	25*
	Net Assets – Unrealized appreciation on swap contracts	28†	Net Assets – Unrealized depreciation on swap contracts	329†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	171	Unrealized loss on forward foreign currency contracts	250
Credit contracts	Net Assets – Unrealized appreciation on swap contracts	109†	Net Assets – Unrealized depreciation on swap contracts	88†
Total Derivatives not accounted for as hedging instruments		$731		$879
Multi-Asset Accumulation Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$49,706*	Net Assets – Unrealized depreciation on futures contracts	$–*
	Net Assets – Unrealized appreciation on swap contracts	5,277†	Net Assets – Unrealized depreciation on swap contracts	–†
Equity contracts	Net Assets – Unrealized appreciation on futures contracts	19,478*	Net Assets – Unrealized depreciation on futures contracts	381*
	Net Assets – Unrealized appreciation on swap contracts	1,658†	Net Assets – Unrealized depreciation on swap contracts	139†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	8,353	Unrealized loss on forward foreign currency contracts	4,655
Commodity contracts	Net Assets – Unrealized appreciation on futures contracts	10,656*	Net Assets – Unrealized depreciation on futures contracts	3,838*
	Net Assets – Unrealized appreciation on swap contracts	50†	Net Assets – Unrealized depreciation on swap contracts	250†
Total Derivatives not accounted for as hedging instruments		$95,178		$9,263
Multi-Asset Income Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$3,074	Net Assets – Unrealized depreciation on futures contracts	$1,245
	Options purchased, at value	–	Options written, at value	7
	Net Assets – Unrealized appreciation on swap contracts	119†	Net Assets – Unrealized depreciation on swap contracts	633†
Equity contracts	Options purchased, at value	92	Options written, at value	3,353
	Net Assets – Unrealized appreciation on futures contracts	893	Net Assets – Unrealized depreciation on futures contracts	–*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	1,231	Unrealized loss on forward foreign currency contracts	338
	Options purchased, at value	114	Options written, at value	100
Credit contracts	Net Assets – Unrealized appreciation on swap contracts	542†	Net Assets – Unrealized depreciation on swap contracts	54†
Total Derivatives not accounted for as hedging instruments		$6,065		$5,730

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 301

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	Asset Derivatives		Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Multi-Asset Inflation Managed Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$34*	Net Assets – Unrealized depreciation on futures contracts	$1,045*
	Net Assets – Unrealized appreciation on swap contracts	1,122†	Net Assets – Unrealized depreciation on swap contracts	1,786†
Equity contracts	Net Assets – Unrealized appreciation on futures contracts	–*	Net Assets – Unrealized depreciation on futures contracts	602*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	149	Unrealized loss on forward foreign currency contracts	180
Commodity contracts	Net Assets – Unrealized appreciation on futures contracts	4,942*	Net Assets – Unrealized depreciation on future contracts	1,984*
	Options purchased, at value	53	Options written, at value	184
Credit contracts	Net Assets – Unrealized appreciation on swaps contracts	44†	Net Assets – Unrealized depreciation on swaps contracts	789†
Total Derivatives not accounted for as hedging instruments		$6,344		$6,570
Multi-Asset Capital Stability Fund
Interest rate contracts	Net Assets – Unrealized appreciation on futures contracts	$2,828*	Net Assets – Unrealized depreciation on futures contracts	$156*
	Net Assets – Unrealized appreciation on swap contracts	1,210†	Net Assets – Unrealized depreciation on swap contracts	–†
Equity contracts	Net Assets – Unrealized appreciation on futures contracts	783*	Net Assets – Unrealized depreciation on futures contracts	559*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	1,263	Unrealized loss on forward foreign currency contracts	689
	Options purchased, at value	–	Options written, at value	329
Credit contracts	Net Assets – Unrealized appreciation on swap contracts	30†	Net Assets – Unrealized depreciation on swap contracts	23†
Total Derivatives not accounted for as hedging instruments		$6,114		$1,756

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities.

^†  Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the six month period ended March 31, 2019.

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Options		Swaptions		Futures			Forward Foreign Currency   Contracts		Swaps		Total
Global Managed Volatility Fund
Equity contracts	$	–	$	–	$	(667	)	$	–	$	–	$	(667	)
Foreign exchange contracts		–		–		–			10,425		–		10,425
Total	$	–	$	–	$	(667)		$	10,425	$	–	$	9,758

302 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Derivatives Not Accounted for as Hedging Instruments	Options			Swaptions			Futures			Forward Foreign Currency Contracts			Swaps			Total
Core Fixed Income Fund
Interest rate contracts	$	1,506		$	–		$	(1,318	)	$	–		$	1,691		$	1,879
Equity contracts		–			–			2,654			–			–			2,654
Foreign exchange contracts		–			(276	)		–			196			–			(80)
Credit contracts		–			–			–			–			1,626			1,626
Total	$	1,506		$	(276	)	$	1,336		$	196		$	3,317		$	6,079
High Yield Bond Fund
Interest rate contracts	$	–		$	–		$	–		$	–		$	(18	)	$	(18)
Credit contracts		–			–			–			–			(24	)		(24)
Total	$	–		$	–		$	–		$	–		$	(42	)	$	(42)
Dynamic Asset Allocation Fund
Equity contracts	$	–		$	–		$	(1,189	)	$	–		$	2,561		$	1,372
Foreign exchange contracts		–			–			–			3,163			–			3,163
Commodity contracts		–			–			–			–			(4,266	)		(4,266)
Total	$	–		$	–		$	(1,189	)	$	3,163		$	(1,705	)	$	269
Multi-Strategy Alternative Fund
Credit contracts	$	–		$	–		$	–		$	–		$	(52	)	$	(52)
Equity contracts		(130	)		–			13			–			743			626
Interest rate contracts		–			–			2			–			84			86
Foreign exchange contracts		–			–			–			(510	)		–			(510)
Total	$	(130	)	$	–		$	15		$	(510	)	$	775		$	150
Multi-Asset Accumulation Fund
Equity contracts	$	–		$	–		$	(47,596	)	$	–		$	811		$	(46,785)
Interest rate contracts		–			–			57,451			–			2,634			60,085
Foreign exchange contracts		–			–			–			24,964			–			24,964
Commodity contracts		–			–			(43,736	)		–			9,561			(34,175)
Total	$	–		$	–		$	(33,881	)	$	24,964		$	13,006		$	4,089
Multi-Asset Income Fund
Credit contracts	$	–		$	–		$	–		$	–		$	2,049		$	2,049
Equity contracts		2,610			–			(1,077	)		–			–			1,533
Interest rate contracts		(358	)		–			1,116			–			(419	)		339
Foreign exchange contracts		(158	)		–			–			1,163			–			1,005
Total	$	2,094		$	–		$	39		$	1,163		$	1,630		$	4,926
Multi-Asset Inflation Managed Fund
Credit contracts	$	–		$	–		$	–		$	–		$	(104	)	$	(104)
Equity contracts		–			–			1,880			–			–			1,880
Interest rate contracts		–			–			(1,101	)		–			(2,098	)		(3,199)
Foreign exchange contracts		–			–			–			(128	)		–			(128)
Commodity contracts		(442	)		–			(12,460	)		–			–			(12,902)
Total	$	(442	)	$	–		$	(11,681	)	$	(128	)	$	(2,202	)	$	(14,453)
Multi-Asset Capital Stability Fund
Credit contracts	$	–		$	–		$	–		$	–		$	174		$	174
Equity contracts		(652	)		–			(1,290	)		–			–			(1,942)
Interest rate contracts		–			–			202			–			183			385
Foreign exchange contracts		(60	)		–			–			88			–			28
Total	$	(712	)	$	–		$	(1,088	)	$	88		$	357		$	(1,355)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 303

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Options		Swaptions		Futures		Forward Foreign Currency   Contracts		Swaps		Total
Global Managed Volatility Fund
Equity contracts	$	–	$	–	$	309	$	–	$	–	$	309
Foreign exchange contracts		–		–		–		(2,432)		–		(2,432)
Total	$	–	$	–	$	309	$	(2,432)	$	–	$	(2,123)
Core Fixed Income Fund
Credit contracts	$	–	$	–	$	–	$	–	$	(327)	$	(327)
Interest rate contracts		(318)		–		6,869		–		(1,589)		4,962
Foreign exchange contracts		–		(18)		–		(393)		–		(411)
Total	$	(318)	$	(18)	$	6,869	$	(393)	$	(1,916)	$	4,224
High Yield Bond Fund
Interest rate contracts	$	–	$	–	$	–	$	–	$	(177)	$	(177)
Credit contracts		–		–		–		–		53		53
Total	$	–	$	–	$	–	$	–	$	(124)	$	(124)
Dynamic Asset Allocation Fund
Equity contracts	$	–	$	–	$	(1,414)	$	–	$	(988)	$	(2,402)
Interest rate contracts		–		629		–		–		–		629
Foreign exchange contracts		–		–		–		2,428		–		2,428
Commodity contracts		–		–		–		–		453		453
Total	$	–	$	629	$	(1,414)	$	2,428	$	(535)	$	1,108
Multi-Strategy Alternative Fund
Credit contracts	$	–	$	–	$	–	$	–	$	(17)	$	(17)
Equity contracts		51		–		(23)		–		(162)		(134)
Interest rate contracts		–		–		6		–		(225)		(219)
Foreign exchange contracts		–		–		–		154		–		154
Total	$	51	$	–	$	(17)	$	154	$	(404)	$	(216)
Multi-Asset Accumulation Fund
Equity contracts	$	–	$	–	$	4,735	$	–	$	(1,041)	$	3,694
Interest rate contracts		–		–		72,972		–		5,512		78,484
Foreign exchange contracts		–		–		–		(1,923)		–		(1,923)
Commodity contracts		–		–		2,264		–		(163)		2,101
Total	$	–	$	–	$	79,971	$	(1,923)	$	4,308	$	82,356
Multi-Asset Income Fund
Credit contracts	$	–	$	–	$	–	$	–	$	252	$	252
Equity contracts		(892)		–		723		–		–		(169)
Interest rate contracts		(10)		–		3,503		–		(740)		2,753
Foreign exchange contracts		(32)		–		–		710		–		678
Total	$	(934)	$	–	$	4,226	$	710	$	(488)	$	3,514
Multi-Asset Inflation Managed Fund
Credit contracts	$	–	$	–	$	–	$	–	$	(166)	$	(166)
Equity contracts		–		–		(475)		–		–		(475)
Interest rate contracts		–		–		(1,716)		–		(2,616)		(4,332)
Foreign exchange contracts		–		–		–		(355)		–		(355)
Commodity contracts		(85)		–		3,379		–		–		3,294
Total	$	(85)	$	–	$	1,188	$	(355)	$	(2,782)	$	(2,034)

304 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Derivatives Not Accounted for as Hedging Instruments	Options		Swaptions		Futures		Forward Foreign Currency   Contracts		Swaps		Total
Multi-Asset Capital Stability Fund
Credit contracts	$	–	$	–	$	–	$	–	$	(64)	$	(64)
Equity contracts		21		–		(790)		–		–		(769)
Interest rate contracts		–		–		3,719		–		1,138		4,857
Foreign exchange contracts		(214)		–		–		(1,755)		–		(1,969)
Total	$	(193)	$	–	$	2,929	$	(1,755)	$	1,074	$	2,055

The following table discloses the volume of the Fund’s futures contracts, option contracts, forward foreign currency contracts, swap contracts and swaption contracts activity during the period ended March 31, 2019 ($ Thousands):

	Large Cap Fund		Large Cap Value Fund		Large Cap Growth Fund		Large Cap Index Fund		Tax-Managed Large Cap Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	25,416	$	13,240	$	10,206	$	5,939	$	19,913
Ending Notional Balance Long		27,661		17,476		15,305		6,102		27,077
	S&P 500 Index Fund		Small Cap Fund		Small Cap Value Fund		Small Cap Growth Fund		Tax-Managed Small/ Mid Cap Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	11,859	$	–	$	5,877	$	–	$	–
Ending Notional Balance Long		12,186		–		11,755		–		–
	Mid-Cap Fund		U.S. Managed Volatility Fund		Global Managed Volatility Fund		Tax-Managed Managed Volatility Fund		Tax-Managed International Managed Volatility Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	–	$	22,190	$	11,865	$	8,773	$	7,712
Ending Notional Balance Long		–		26,202		18,167		9,229		8,954
Forward Foreign Currency Contracts:
Average Notional Balance Long		–		–		363,159		–		–
Average Notional Balance Short		–		–		363,397		–		–
Ending Notional Balance Long		–		–		326,042		–		–
Ending Notional Balance Short		–		–		325,516		–		–

Enhanced Income Fund

Core Fixed Income Fund

High Yield Bond Fund

Dynamic Asset Allocation Fund

Multi-Strategy Alternative Fund

Multi-Asset Accumulation Fund

Futures Contracts:

Commodity Contracts

Average Notional Balance Long

$

–

$

–

$

–

$

–

$

–

$

293,182

Average Notional Balance Short

–

–

–

–

–

–

Ending Notional Balance Long

–

–

–

–

–

379,152

Ending Notional Balance Short

–

–

–

–

–

–

Equity Contracts

Average Notional Balance Long

–

83,001

–

94,103

–

1,557,445

Average Notional Balance Short

–

48,542

–

80,349

1,073

–

Ending Notional Balance Long

–

–

–

119,811

–

1,449,982

Ending Notional Balance Short

–

–

–

95,685

826

–

Interest Contracts

Average Notional Balance Long

–

1,320,696

–

–

570

3,091,084

Average Notional Balance Short

5,092

462,975

–

–

206

–

Ending Notional Balance Long

–

1,568,242

–

–

583

3,432,037

Ending Notional Balance Short

5,226

613,446

–

–

412

–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 305

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

Enhanced Income Fund

Core Fixed Income Fund

High Yield Bond Fund

Dynamic Asset Allocation Fund

Multi-Strategy Alternative Fund

Multi-Asset Accumulation Fund

Futures Contracts: (continued)

Currency Contracts

Average Notional Balance Short

$

–

$

–

$

–

$

–

$

–

$

–

Ending Notional Balance Short

–

–

–

–

–

–

Forward Foreign Currency Contracts:

Average Notional Balance Long

–

135,824

–

259,503

27,460

1,062,452

Average Notional Balance Short

–

136,813

–

257,870

27,511

1,060,140

Ending Notional Balance Long

–

162,817

–

249,231

28,356

1,083,320

Ending Notional Balance Short

–

163,974

–

249,729

28,446

1,079,623

Swaps:

Total Return Contracts

Average Notional Balance Long

–

–

9,317

–

1,888

–

Average Notional Balance Short

–

–

9,697

–

1,916

–

Ending Notional Balance Long

–

–

–

–

531

–

Ending Notional Balance Short

–

–

19,395

–

3,831

–

Credit Contracts

Average Notional Balance Long

–

4,300

–

–

10,265

–

Average Notional Balance Short

–

102,770

10,077

–

4,011

–

Ending Notional Balance Long

–

–

–

–

10,409

–

Ending Notional Balance Short

–

106,320

9,906

–

4,143

–

Interest Contracts

Average Notional Balance Long

–

470,695

–

–

16,800

468,326

Average Notional Balance Short

–

470,695

–

–

16,800

468,326

Ending Notional Balance Long

–

423,073

–

–

13,636

506,530

Ending Notional Balance Short

–

423,073

–

–

13,636

506,530

Foreign Exchange Contracts

Average Notional Balance Long

–

–

–

–

–

–

Average Notional Balance Short

–

–

–

–

–

–

Equity Contracts

Average Notional Balance Long

–

–

–

122,993

5,450

–

Average Notional Balance Short

–

–

–

123,696

4,403

–

Ending Notional Balance Long

–

–

–

129,919

5,087

–

Ending Notional Balance Short

–

–

–

132,912

5,507

–

Commodity Contracts

Average Notional Balance Long

–

–

–

73,414

–

–

Ending Notional Balance Long

–

–

–

75,203

–

–

Options:

Equity

Average Notional Balance Long†

–

–

–

–

506

–

Average Notional Balance Short†

–

–

–

–

127

–

Ending Notional Balance Long†

–

–

–

–

443

–

Ending Notional Balance Short†

–

–

–

–

93

–

Interest

Average Notional Balance Long†

–

420

–

–

–

–

Average Notional Balance Short†

–

450

–

–

–

–

Ending Notional Balance Long†

–

457

–

–

–

–

Ending Notional Balance Short†

–

411

–

–

–

–

Currency:

Average Notional Balance Long†

–

108

–

234

–

–

Average Notional Balance Short†

–

–

–

–

–

–

Ending Notional Balance Long†

–

104

–

469

–

–

Ending Notional Balance Short†

–

–

–

–

–

–

Swaptions:

Interest

Average Notional Balance Long

–

–

–

2,357

–

–

Ending Notional Balance Long

–

–

–

2,357

–

–

Credit

Average Notional Balance Long

–

10

–

–

–

–

Average Notional Balance Short

–

10

–

–

–

–

306 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund		Long/Short Alternative Fund
Futures Contracts:
Commodity Contracts
Average Notional Balance Long	$	–	$	63,880	$	–	$	–
Average Notional Balance Short		–		13,853		–		–
Ending Notional Balance Long		–		44,674		–		–
Ending Notional Balance Short		–		9,775		–		–
Equity Contracts
Average Notional Balance Long		47,389		72,551		97,947		18,370
Average Notional Balance Short		8,353		49,194		5,609		–
Ending Notional Balance Long		36,282		81,986		125,400		11,790
Ending Notional Balance Short		–		49,367		4,802		–
Interest Contracts
Average Notional Balance Long		284,540		12,033		129,173		–
Average Notional Balance Short		107,066		107,520		31,233		3,974
Ending Notional Balance Long		271,823		5,786		179,316		–
Ending Notional Balance Short		118,795		99,439		32,829		7,948
Currency Contracts
Average Notional Balance Long		–		–		–		9,348
Ending Notional Balance Long		–		–		–		18,695
Forward Foreign Currency Contracts:
Average Notional Balance Long		86,098		46,251		200,792		–
Average Notional Balance Short		85,549		46,589		201,490		–
Ending Notional Balance Long		87,719		43,408		195,150		–
Ending Notional Balance Short		86,826		43,492		194,570		–
Swaps:
Total Return Contracts
Average Notional Balance Long		–		36,433		–		–
Ending Notional Balance Long		–		37,336		–		–
Credit Contracts
Average Notional Balance Long		18,717		22,331		–		–
Average Notional Balance Short		114,888		19,098		18,375		–
Ending Notional Balance Long		27,021		22,331		–		–
Ending Notional Balance Short		75,030		19,743		28,664		–
Interest Contracts
Average Notional Balance Long		64,825		171,669		19,660		–
Average Notional Balance Short		64,825		171,669		19,660		–
Ending Notional Balance Long		73,075		235,378		26,393		–
Ending Notional Balance Short		73,075		235,378		26,393		–
Equity Contracts
Average Notional Balance Short		–		–		–		–
Options:
Commodity
Average Notional Balance Long†		–		224		–		–
Average Notional Balance Short†		–		124		–		–
Ending Notional Balance Long†		–		114		–		–
Ending Notional Balance Short†		–		69		–		–
Equity
Average Notional Balance Long†		79		–		138		–
Average Notional Balance Short†		2,876		–		106		–
Ending Notional Balance Long†		158		–		276		–
Ending Notional Balance Short†		2,381		–		212		–
Interest
Average Notional Balance Long†		147		7		–		–
Average Notional Balance Short†		24		5		–		–
Ending Notional Balance Long†		–		–		–		–
Ending Notional Balance Short†		2		–		–		–
Currency
Average Notional Balance Long†		169		–		90		–
Average Notional Balance Short†		91		–		76		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 307

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund		Long/Short Alternative Fund
Options: (continued)
Ending Notional Balance Long†	$	143	$	–	$	–	$	–
Ending Notional Balance Short†		61		–		48		–

† Represents cost.

A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash

are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund’s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.

Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission (“CFTC”), or the applicable regulator. In the U.S., counterparty risk is reduced as placement due to the Fund assets in the segregated account. Additionally, portability of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives.

The following is a summary of the market value and variation margin of exchange-traded or centrally cleared financial derivative instruments of the Funds as of March 31, 2019 ($ Thousands):

	Financial Derivative Assets								Financial Derivative Liabilities
	Market Value		Variation Margin Asset						Market Value		Variation Margin Liability
Fund	Purchased Options		Futures		Swap Agreements		Total		Written Options		Futures		Swap Agreements		Total
Large Cap Fund		$ —		$ 167		$ —		$ 167		$ —		$ —		$ —		$ —
Large Cap Value Fund		—		87		—		87		—		—		—		—
Large Cap Growth Fund		—		66		—		66		—		—		—		—
Large Cap Index Fund		—		35		—		35		—		—		—		—
Tax-Managed Large Cap Fund		—		160		—		160		—		—		—		—
S&P 500 Index Fund		—		74		—		74		—		—		—		—
Small Cap Value Fund		—		29		—		29		—		—		—		—
U.S. Managed Volatility Fund		—		158		—		158		—		—		—		—
Global Managed Volatility Fund		—		119		—		119		—		—		—		—
Tax-Managed Managed Volatility Fund		—		58		—		58		—		—		—		—
Tax-Managed International Managed Volatility Fund		—		65		—		65		—		—		—		—
Enhanced Income Fund		—		7		—		7		—		—		—		—
Core Fixed Income Fund		313		1,038		790		2,141		759		227		2,158		3,144

308 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Financial Derivative Assets								Financial Derivative Liabilities
	Market Value		Variation Margin Asset						Market Value		Variation Margin Liability
Fund	Purchased Options		Futures		Swap Agreements		Total		Written Options		Futures		Swap Agreements		Total
High Yield Bond Fund		—		—		33		33		—		—		—		—
Dynamic Asset Allocation Fund		—		1,150		—		1,150		—		626		—		626
Multi-Strategy Alternative Fund		271		2		711		984		50		7		759		816
Multi-Asset Accumulation Fund		—		743		—		743		—		2,207		699		2,906
Multi-Asset Income Fund		206		30		229		465		3,460		219		827		4,506
Multi-Asset Inflation Managed Fund		53		172		1,173		1,398		184		211		875		1,270
Multi-Asset Capital Stability Fund		—		687		72		759		—		546		135		681
Long/Short Alternative Fund		—		80		—		80		—		—		—		—
Total Exchange-Traded or Centrally Cleared		$843		$4,927		$3,008		$8,778		$4,453		$4,043		$5,453		$13,949

Securities with an aggregate market value of $0 ($ Thousands) have been pledged and $186,886 ($ Thousands) in cash has been pledged as collateral for exchange-traded and centrally cleared derivative instruments as of March 31, 2019.

The table below summarizes the collateral pledged by Fund:

	Securities at Aggregate Market Value ($ Thousands)		Cash ($ Thousands)		Total * ($ Thousands)
Large Cap Fund	$	–	$	1,253	$	1,253
Large Cap Value Fund		–		788		788
Large Cap Growth Fund		–		474		474
Large Cap Index Fund		–		265		265
Tax-Managed Large Cap Fund		–		1,184		1,184
Small Cap Value Fund		–		554		554
U.S. Managed Volatility Fund		–		1,128		1,128
Global Managed Volatility Fund		–		871		871
Tax-Managed Managed Volatility Fund		–		414		414
Tax-Managed International Managed Volatility Fund		–		465		465
Core Fixed Income Fund		–		6,394		6,394
High Yield Bond Fund		–		1,439		1,439
Dynamic Asset Allocation Fund		–		11,223		11,223
Multi-Strategy Alternative Fund		–		3,204		3,204

	Securities at aggregate Market Value ($ Thousands)		Cash ($ Thousands)		Total ($ Thousands)
Multi-Asset Accumulation Fund	$	–	$	93,377	$	93,377
Multi-Asset Income Fund		–		43,814		43,814
Multi-Asset Inflation Managed Fund		–		7,594		7,594
Multi-Asset Capital Stability Fund		–		11,445		11,445
Long/Short Alternative Fund		–		1,000		1,000
Total	$	–	$	186,886	$	186,886

International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (“ISDA Master Agreements”) govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add additional counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third party custodian.

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2019 ($ Thousands):

	Financial Derivative Assets								Financial Derivative Liabilities
Global Managed Volatility Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net Exposures(1)
Brown Brothers Harriman		$  1,163		$  —		$  —		$  1,163	$	(637)		$  —		$  —		$  —	$	(637)		$ 526		$ —		$ 526
Total Over the Counter		$  1,163		$  —		$  —		$  1,163	$	(637)		$  —		$  —		$  —	$	(637)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 309

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	Financial Derivative Assets								Financial Derivative Liabilities
Core Fixed Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Citigroup		$  788		$  37		$  325		$  1,150		$  (1,988)		$  —		$   —		$  —		$  (1,988)		$  (838)		$  —		$  (838)
Deutsche Bank		8		—		—		8		(10)		—		—		—		(10)		(2)		—		(2)
Goldman Sachs		85		34		—		119		(40)		—		—		—		(40)		79		—		79
Total Over the Counter		$  881		$  71		$  325		$  1,277		$  (2,038)		$  —		$  —		$  —		$(2,038)
	Financial Derivative Assets								Financial Derivative Liabilities
High Yield Bond Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Bank of America		$  —		$  —		$  —		$  —		$  —		$  —		$  (187)		$  —		$  (187)		$   (187)		$  —		$   (187)
JPMorgan Chase Bank		—		—		—		—		—		—		(189)		—		(189)		(189)		—		(189)
Total Over the Counter		$  —		$  —		$  —		$  —		$  —		$  —		$  (376)		$  —		$  (376)
	Financial Derivative Assets								Financial Derivative Liabilities
Dynamic Asset Allocation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Bank of America		$  —		$  2,720		$  —		$  2,720		$   (85)		$  —		$  —		$  —		$  (85)		$   2,635		$  —		$   2,635
Bank of Montreal		—		155		—		155		—		—		—		—		—		155		—		155
Barclays PLC		—		—		—		—		(2,497)		—		—		—		(2,497)		(2,497)		—		(2,497)
BNP Paribas		667		—		1,295		1,962		—		—		—		—		—		1,962		—		1,962
Goldman Sachs		—		—		—		—		(136)		—		—		—		(136)		(136)		—		(136)
HSBC		—		—		2,291		2,291		—		—		(4,050)		—		(4,050)		(1,759)		—		(1,759)
JPMorgan Chase Bank		1,562		—		—		1,562		—		—		—		—		—		1,562		—		1,562
Morgan Stanley		—		—		—		—		—		—		(1,322)		—		(1,322)		(1,322)		—		(1,322)
RBC		—		—		—		—		(9)		—		—		—		(9)		(9)		—		(9)
Total Over the Counter		$   2,229		$  2,875		$  3,586		$  8,690		$  (2,727)		$  —		$   (5,372)		$  —		$(8,099)
	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Strategy Alternative Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Bank of America		$  —		$  —		$   —		$  —		$   —		$  —		$  (16)		$  —		$  (16)		$   (16)		$   —		$  (16)
Barclays PLC		144		—		—		144		(192)		—		—		—		(192)		(48)		—		(48)
Deutsche Bank		25		—		531		556		(45)		—		—		—		(45)		511		—		511
JPMorgan Chase Bank		—		—		—		—		—		—		(32)		—		(32)		(32)		—		(32)
Merrill Lynch		2		—		—		2		(3)		—		—		—		(3)		(1)		—		(1)
Morgan Stanley		—		—		15		15		(10)		—		(261)		—		(271)		(256)		—		(256)
Total Over the Counter		$  171		$  —		$  546		$  717		$  (250)		$  —		$  (309)		$  —		$  (559)
	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Bank of America		$  —		$  —		$  1,288		$  1,288		$  —		$  —		$  (139)		$—		$  (139)		$  1,149		$  —		$  1,149
BNP Paribas		6		—		—		6		(13)		—		—		—		(13)		(7)		—		(7)
Citigroup		3,013		—		6		3,019		(2,316)		—		(224)		—		(2,540)		479		—		479
JPMorgan Chase Bank		3,012		—		320		3,332		(2,326)		—		—		—		(2,326)		1,006		6,507		7,513
Merrill Lynch		—		—		94		94		—		—		(26)		—		(26)		68		—		68
State Street		2,322		—		—		2,322		—		—		—		—		—		2,322		—		2,322

310 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Financial Derivative Assets								Financial Derivative Liabilities
Multi- Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Total Over the Counter		$  8,353		$  —		$  1,708		$  10,061		$  (4,655)		$  —		$  (389)		$  —		$  (5,044)
	Financial Derivative Assets								Financial Derivative Liabilities
Multi- Asset Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
Barclays PLC		$  274		$  —		$  —		$  274		$  (38)		$  —		$  —		$  —		$  (38)		$  236		$  —		$  236
Citigroup		249		—		—		249		(261)		—		—		—		(261)		(12)		—		(12)
Goldman Sachs		385		—		—		385		—		—		—		—		—		386		—		386
JPMorgan Chase Bank		323		65		—		388		(36)		—		—		—		(36)		351		—		351
Standard Bank		—		—		—		—		(3)		—		—		—		(3)		(3)		—		(3)
Total Over the Counter		$  1,231		$  65		$  —		$  1,296		$  (338)		$  —		$  —		$  —		$  (338)
	Financial Derivative Assets								Financial Derivative Liabilities
Multi- Asset Inflation Managed Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total     Over the     Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
ANZ		$  3		$  —		$  —		$  3		$  —		$  —		$  —		$  —		$  —		$  3		$  —		$  3
BNP Paribas		4		—		—		4		—		—		—		—		—		4		—		4
Brown Brothers Harriman		11		—		—		11		(10)		—		—		—		(10)		1		—		1
CGG		—		—		2		2		—		—		—		—		—		2		—		2
Chase Securities		—		—		—		—		—		—		—		(200,337)		(200,337)		(200,337)		—		(200,337)
Citibank		—		—		3		3		—		—		(26)		—		(26)		(23)		—		(23)
Citigroup		21		—		9		30		(3)		—		(154)		—		(157)		(127)		—		(127)
Credit Suisse		6		—		2		8		—		—		(121)		—		(121)		(113)		—		(113)
Deutsche Bank		28		—		1		29		(11)		—		(205)		—		(216)		(187)		—		(187)
Goldman Sachs		—		—		27		27		—		—		(274)		(42,922)		(43,196)		(43,169)		—		(43,169)
HSBC		—		—		—		—		(12)		—		—		—		(12)		(12)		—		(12)
JPMorgan Chase Bank		2		—		—		2		(75)		—		(1)		—		(76)		(74)		—		(74)
Macquarie Bank Limited		—		—		35		35		—		—		(224)		—		(224)		(189)		—		(189)
Merrill Lynch		—		—		—		—		—		—		(234)		—		(234)		(234)		—		(234)
Morgan Stanley		12		—		—		12		—		—		—		—		—		12		—		12
RBS		14		—		—		14		(22)		—		—		—		(22)		(8)		—		(8)
Societe Generale		—		—		13		13		—		—		(150)		—		(150)		(137)		—		(137)
Standard Bank		6		—		—		6		(46)		—		—		—		(46)		(40)		—		(40)
UBS		42		—		—		42		(1)		—		—		—		(1)		41		—		41
																		$
Total Over the Counter		$  149		$  —		$  92		$  241		$  (180)		$  —		$  (1,389)		$  (243,259)		(244,828)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 311

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Capital Stability Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over     the     Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net     Exposures(1)
ANZ		$    —		$    —		$    —		$    —	$	(11)	$	—	$	—	$	—	$	(11)	$	(11)	$	—	$	(11)
Bank of America		—		—		—		—		(1)		(82)		—		—		(83)		(83)		—		(83)
Barclays PLC		31		—		—		31		(74)		—		—		—		(74)		(43)		—		(43)
BNP Paribas		25		—		—		25		(23)		—		—		—		(23)		2		—		2
Brown Brothers Harriman		67		—		—		67		(64)		—		—		—		(64)		3		—		3
Citigroup		24		—		—		24		(266)		—		—		—		(266)		(242)		—		(242)
Credit Suisse		19		—		—		19		—		—		—		—		—		19		—		19
Deutsche Bank		4		—		—		4		—		—		—		—		—		4		—		4
Goldman Sachs		1,019		—		—		1,019		(22)		—		—		—		(22)		(997)		—		(997)
JPMorgan Chase Bank		9		—		—		9		(68)		(246)		—		—		(314)		(305)		—		(305)
Morgan Stanley		24		—		—		24		(95)		(1)		—		—		(96)		(72)		—		(72)
RBS		8		—		—		8		(10)		—		—		—		(10)		(2)		—		(2)
Standard Bank		27		—		—		27		(55)		—		—		—		(55)		(28)		—		(28)
UBS		6		—		—		6		—		—		—		—		—		6		—		6
Total Over the Counter		$  1,263		$  —		$    —	$	1,263	$	(689)	$	(329)		$  —		$  —	$	(1,018)

(1) Net Exposures represents the net receivable/(payable) that would be due from /to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity.

Securities with an aggregate market value of $154 ($ Thousands) have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2019.

5. BASIS FOR CONSOLIDATION FOR THE MULTI-ASSET ACCUMULATION FUND AND MULTI-ASSET INFLATION MANAGED FUND

The Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows, and the Consolidated Financial Highlights of the Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund include the accounts of their respective Subsidiaries. All intercompany 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, 2019 ($ Thousands)		% of Total Net  Assets at March 31, 2019
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018		$ 35,160		4.4	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		459,870		16.4	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		161,223		18.1	%

312 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Gains and losses attributed to the Funds’ investments in Subsidiaries are as follows:

	Dynamic Commodity Strategy Subsidiary, Ltd. ($Thousands)		Accumulation Commodity Strategy, Ltd. ($Thousands)		Inflation Commodity Strategy Subsidiary, Ltd. ($Thousands)
Investment Income:
Investment Income	$	194	$	4,626	$	1,949
Net Realized Gain (Loss) on:
Investments		(523)		(782)		(77)
Futures Contracts		—		(53,637)		(12,460)
Swap Contracts		(4,266)		9,802		(2,201)
Options		—		—		(442)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(520)		2,764		48
Futures Contracts		—		(501)		3,383
Swap Contracts		453		(163)		(615)
Options		—		—		(85)
Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—		—		—
Total gains and losses attributed to the Funds’ investment in Subsidiaries	$	(4,662)	$	(37,891)	$	(10,500)

6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUBADVISORY 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”) is the Distributor of the shares of the Funds. The Funds have adopted a shareholder services plan and agreement (the “Service Plan”) with respect to Class F and Class I Shares that allows such shares to pay service providers a fee, based on average daily net assets of each respective Class of Shares, in connection with the ongoing servicing of shareholder accounts owning such shares. The Funds have also adopted an administrative services

plan and agreement (the “Administrative Service Plan”) with respect to Class I Shares that allows such Shares to pay service providers a fee, based on average daily net assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.

The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.

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, proxy 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 voluntary 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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 313

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

The following is a summary of annual fees payable to the Adviser and Distributor and the contractual and voluntary expense limitations for each fund:

	Advisory Fees		Shareholder Servicing Fee		Administrative Servicing Fee		Voluntary Expense Limitation
Large Cap Fund
Class F		0.3900%		0.25%		–		0.89%
Class Y		0.3900%		–		–		0.64%
Large Cap Value Fund
Class F		0.3500%		0.25%		–		0.89%
Class I		0.3500%		0.25%		0.25%		1.11%
Class Y		0.3500%		–		–		0.64%
Large Cap Growth Fund
Class F		0.4000%		0.25%		–		0.89%
Class I		0.4000%		0.25%		0.25%		1.11%
Class Y		0.4000%		–		–		0.64%
Large Cap Index Fund
Class F		0.0500%		0.25%		–		0.25%
Tax-Managed Large Cap Fund
Class F		0.4000%		0.25%		–		0.89%
Class Y		0.4000%		–		–		0.64%
S&P 500 Index Fund
Class I		0.0300%		0.25%		0.25%		0.65%
Small Cap Fund
Class F		0.6500%		0.25%		–		1.14%
Class Y		0.6500%		–		–		0.89%
Small Cap Value Fund
Class F		0.6500%		0.25%		–		1.14%
Class I		0.6500%		0.25%		0.25%		1.36%
Class Y		0.6500%		–		–		0.89%
Small Cap Growth Fund
Class F		0.6500%		0.25%		–		1.11%
Class I		0.6500%		0.25%		0.25%		1.36%
Class Y		0.6500%		–		–		0.86%
Tax-Managed Small/Mid Cap Fund
Class F		0.6500%		0.25%		–		1.11%
Class Y		0.6500%		–		–		0.89%
Mid-Cap Fund
Class F		0.4000%		0.25%		–		0.98%
Class I		0.4000%		0.25%		0.25%		1.20%
Class Y		0.4000%		–		–		0.73%
U.S. Managed Volatility Fund
Class F		0.6500%		0.25%		–		0.95%
Class I		0.6500%		0.25%		0.25%		1.20%
Class Y		0.6500%		–		–		0.70%
Global Managed Volatility Fund
Class F		0.6500%		0.25%		–		1.11%
Class I		0.6500%		0.25%		0.25%		1.36%
Class Y		0.6500%		–		–		0.86%
Tax-Managed Managed Volatility Fund
Class F		0.6500%		0.25%		–		1.00%
Class Y		0.6500%		–		–		0.75%
Tax-Managed International Managed Volatility Fund
Class F		0.6500%		0.25%		–		1.11%
Class Y		0.6500%		–		–		0.86%
Real Estate Fund
Class F		0.6500%		0.25%		–		1.14%
Class I		0.6500%		0.25%		0.25%		1.36%
Class Y		0.6500%		–		–		0.89%

314 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Advisory Fees		Shareholder Servicing Fee		Administrative Servicing Fee		Voluntary Expense Limitation
Enhanced Income Fund
Class F		0.4000%		0.25%		—		0.60%
Class I		0.4000%		0.25%		0.25%		0.85%
Class Y		0.4000%		—		—		0.46%
Core Fixed Income Fund
Class F		0.2750%		0.25%		—		0.66%
Class I		0.2750%		0.25%		0.25%		0.88%
Class Y		0.2750%		—		—		0.41%
High Yield Bond Fund
Class F		0.4875%		0.25%		—		0.89%
Class I		0.4875%		0.25%		0.25%		1.11%
Class Y		0.4875%		—		—		0.64%
Conservative Income Fund
Class F		0.1000%		0.25%		—		0.30%
Class Y		0.1000%		—		—		0.20%
Tax-Free Conservative Income Fund
Class F		0.1000%		0.25%		—		0.30%
Class Y		0.1000%		—		—		0.20%
Real Return Fund
Class F		0.2200%		0.25%		—		0.45%
Class Y		0.2200%		—		—		0.35%
Dynamic Asset Allocation Fund
Class F		0.6000%		0.25%		—		0.75%
Class Y		0.6000%		—		—		0.50%
Multi-Strategy Alternative Fund
Class F		1.5000%		0.25%		—		1.09%
Class Y		1.5000%		—		—		0.84%
Multi-Asset Accumulation Fund
Class F		0.7500%		0.25%		—		1.17%
Class Y		0.7500%		—		—		0.92%
Multi-Asset Income Fund
Class F		0.6000%		0.25%		—		0.80%
Class Y		0.6000%		—		—		0.70%
Multi-Asset Inflation Managed Fund
Class F		0.5500%		0.25%		—		0.90%
Class Y		0.5500%		—		—		0.65%
Multi-Asset Capital Stability Fund
Class F		0.4000%		0.25%		—		0.62%
Class Y		0.4000%		—		—		0.52%
Long/Short Alternative Fund
Class F		0.8000%		0.25%		—		1.15%
Class Y		0.8000%		—		—		0.90%

The following is a summary of annual fees payable to the Administrator:

	First $1.5 Billion			Next $500 Million			Next $500 Million			Next $500 Million			Over $3 Billion
Large Cap Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Large Cap Value Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Large Cap Growth Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Large Cap Index Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Tax-Managed Large Cap Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Small Cap Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Small Cap Value Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Small Cap Growth Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Tax-Managed Small/Mid Cap Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Mid-Cap Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
U.S. Managed Volatility Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Global Managed Volatility Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Tax-Managed Managed Volatility Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
Tax-Managed International Managed Volatility Fund		0.450	%		0.3700	%		0.2900	%		0.2100	%		0.130%

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 315

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	First $1.5 Billion			Next $500 Million			Next $500 Million			Next $500 Million			Over $3 Billion
Real Estate Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Enhanced Income Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
Core Fixed Income Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
High Yield Bond Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
Conservative Income Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
Tax-Free Conservative Income Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
Real Return Fund		0.200	%		0.1775	%		0.1550	%		0.1325	%		0.110	%
Dynamic Asset Allocation Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Multi-Strategy Alternative Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Multi-Asset Accumulation Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Multi-Asset Income Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Multi-Asset Inflation Managed Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Multi-Asset Capital Stability Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
Long/Short Alternative Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120	%
	First $2 Billion			Next $500 Million			Next $500 Million			Over $3 Billion
S&P 500 Index Fund		0.220	%		0.2100	%		0.1650	%		0.120	%

As of March 31, 2019, SIMC has entered into investment sub-advisory agreements with the following affiliated and unaffiliated parties:

Investment Sub-Adviser

Large Cap Fund

Brandywine Global Investment Management, LLC

Ceredex Value Advisors, LLC

Coho Partners, Ltd.

Fred Alger Management, Inc.

LSV Asset Management*

MarVista Investment Partners, LLC

Parametric Portfolio Associates LLC

Large Cap Value Fund

AQR Capital Management, LLC

Brandywine Global Investment Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Shafer Cullen Capital Management Inc.

Large Cap Growth Fund

Fiera Capital Inc.

Fred Alger Management, Inc.

McKinley Capital Management, LLC

Parametric Portfolio Associates LLC

Large Cap Index Fund

SSGA Funds Management, Inc.

Tax-Managed Large Cap Fund

Brandywine Global Investment Management, LLC

Coho Partners, Ltd.

Fiera Capital Inc.

LSV Asset Management*

MarVista Investment Partners, LLC

Parametric Portfolio Associates LLC

Shafer Cullen Capital Management

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Falcon Point Capital, LLC

LMCG Investments, LLC

Parametric Portfolio Associates LLC

Rice Hall James & Associates

Snow Capital Management L.P.

Small Cap Value Fund

Cardinal Capital Management, L.L.C.

LSV Asset Management*

Parametric Portfolio Associates LLC

Snow Capital Management, L.P.

Small Cap Growth Fund

361 Capital, LLC

ArrowMark Colorado Holding LLC

EAM Investors LLC

FalconPoint Capital, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, L.L.C.

Hillsdale Investment Management Inc.

Martingale Asset Management, LLC

Parametric Portfolio Associates LLC

Rice Hall James & Associates LLC

Snow Capital Management L.P.

Mid-Cap Fund

Quantitative Management Associates LLC

U.S. Managed Volatility Fund

LSV Asset Management*

Wells Capital Management, Inc.

Global Managed Volatility Fund

Acadian Asset Management LLC

Wells Capital Management, Inc.

Tax-Managed Managed Volatility Fund

LSV Asset Management*

Parametric Portfolio Associates LLC

Wells Capital Management, Inc.

Tax-Managed International Managed Volatility Fund

Acadian Asset Management LLC

316 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

LSV Asset Management*

Parametric Portfolio Associates LLC

Wells Capital Management, Inc.

Real Estate Fund

CenterSquare Investment Management LLC

Enhanced Income Fund

Ares Management LLC

Wellington Management Company, LLP

Core Fixed Income Fund

Jennison Associates LLC

Logan Circle Partners, LP

Metropolitan West Asset Management, LLC

Wells Capital Management Incorporated

Western Asset Management Company

Western Asset Management Company Limited

High Yield Bond Fund

Ares Management LLC

Benefit Street Partners, LLC

Brigade Capital Management, LLC

J.P. Morgan Investment Management, Inc.

T. Rowe Price Associates, Inc.

Conservative Income Fund

BlackRock Advisors, LLC

Tax-Free Conservative Income Fund

BlackRock Advisors, LLC

Dynamic Asset Allocation Fund

SSGA Funds Management, Inc.

Multi-Strategy Alternative Fund

Brigade Capital Management, LLC

Caerus Investors LLC

Emso Partners Limited Management, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Ramius Advisors, LLC

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Goldman Sachs Asset Management, LP

SSGA Funds Management Inc.

Western Asset Management Company

Western Asset Management Company Limited

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

Columbia Management Investments

Credit Suisse Asset Management, LLC

QS Investors, LLC

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Janus Capital Management, LLC

Long/Short Alternative Fund

Dynamic Beta Investments, LLC

* Affiliated

Under the investment sub-advisory agreements, each sub-adviser receives a fee paid by SIMC.

Brokerage Commissions Paid to Affiliates — 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, 2019 were as follows ($ Thousands):

Real Estate Fund $         1  

Payments to/from 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.

LSV Asset Management (a partially owned indirect subsidiary of SEI Investment Co.) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, U.S. Managed Volatility, Tax-Managed Managed Volatility and Tax-Managed International 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, 2019 were as follows ($ Thousands):

Large Cap Fund	$	278
Large Cap Value Fund		160
Tax-Managed Large Cap Fund		335
Small Cap Value Fund		323
U.S. Managed Volatility Fund		953
Tax-Managed Managed Volatility Fund		860
Tax-Managed International Managed Volatility Fund		212
	$	3,121

On April 20, 2018, SIMC made a capital contribution to the SIMT Large Cap Index Fund in the amount of $330,025. The capital contribution offset the Fund’s performance deviation from its benchmark that resulted from an unusually large unanticipated cash flow that came into the Fund shortly after launch.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 317

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

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 period ended March 31, 2019, can be found on the Statements of Operations or Consolidated Statements of Operations and Financial Highlights or Consolidated Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest in the SEI Daily Income Trust Government Fund an affiliated money market fund to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, L.P.

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 Board. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.

During the period ended March 31, 2019, the following Funds borrowed funds from the SEI Multi-Asset Accumulation 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
Enhanced Income Fund		01/04/19		01/07/19	$	6,000	$	2		3.54	%
World Select Equity Fund		10/03/18		10/05/18		9,000		2		3.24	%

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the period ended March 31, 2019 (Unaudited) and the year ended September 30, 2018.

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund						Large Cap Index Fund(1)
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued		14,022			29,633			4,548			5,041			3,518			4,121			11,435			24,944
Shares Issued in Lieu of Dividends and Distributions		20,833			11,197			4,850			2,397			4,683			3,119			278			124
Shares Redeemed		(23,093	)		(48,868	)		(6,356	)		(9,447	)		(5,307	)		(11,018	)		(3,502	)		(2,515	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		11,762			(8,038	)		3,042			(2,009	)		2,894			(3,778	)		8,211			22,553
Class I:
Shares Issued		–			–			14			14			5			15			–			–
Shares Issued in Lieu of Dividends and Distributions		–			–			14			7			11			7			–			–
Shares Redeemed		–			–			(22	)		(41	)		(13	)		(29	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–			–			6			(20	)		3			(7	)		–			–
Class Y:
Shares Issued		1,709			809			1,061			905			717			400			–			–
Shares Issued in Lieu of Dividends and Distributions		1,223			737			535			245			456			277			–			–
Shares Redeemed		(1,718	)		(3,603	)		(388	)		(616	)		(271	)		(740	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		1,214			(2,057	)		1,208			534			902			(63	)		–			–
Increase (Decrease) in Capital Shares		12,976			(10,095	)		4,256			(1,495	)		3,799			(3,848	)		8,211			22,553

Tax-Managed Large Cap Fund

S&P 500 Index Fund(2)

Small Cap Fund

Small Cap Value Fund

10/1/2018 to 3/31/2019 (Unaudited)

2018

10/1/2018 to 3/31/2019 (Unaudited)

2018

10/1/2018 to 3/31/2019 (Unaudited)

2018

10/1/2018 to 3/31/2019 (Unaudited)

2018

Class E:

Shares Issued

–

–

–

345

–

–

–

–

318 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Tax-Managed Large Cap Fund						S&P 500 Index Fund(2)						Small Cap Fund						Small Cap Value Fund
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Shares Issued in Lieu of Dividends and Distributions		–			–			—			105			–			–			–			–
Shares Redeemed		–			–			—			(5,783	)		–			–			–			–
Total Decrease in Net Assets Derived from Class E Transactions		–			–			—			(5,333	)		–			–			–			–
Class F:
Shares Issued		7,861			17,428			1,200			8,507			5,195			9,853			1,256			2,866
Shares Issued in Lieu of Dividends and Distributions		1,572			2,483			357			200			6,784			3,016			1,338			1,112
Shares Redeemed		(14,318	)		(23,839	)		(2,164	)		(2,512	)		(7,569	)		(8,925	)		(2,180	)		(4,162	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(4,885	)		(3,928	)		(607	)		6,195			4,410			3,944			414			(184	)
Class I:
Shares Issued		–			–			10			15			–			–			9			9
Shares Issued in Lieu of Dividends and Distributions		–			–			2			2			–			–			9			8
Shares Redeemed		–			–			(16	)		(29	)		–			–			(10	)		(19	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–			–			(4	)		(12	)		–			–			8			(2	)
Class Y:
Shares Issued		3,794			1,885			—			126			781			277			405			180
Shares Issued in Lieu of Dividends and Distributions		178			272			—			15			371			198			168			122
Shares Redeemed		(988	)		(1,896	)		—			(855	)		(492	)		(883	)		(139	)		(105	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		2,984			261			—			(714	)		660			(408	)		434			197
Increase (Decrease) in Capital Shares		(1,901	)		(3,667	)		(611	)		136			5,070			3,536			856			11
	Small Cap Growth Fund						Tax-Managed Small/ Mid Cap Fund						Mid-Cap Fund						U.S. Managed Volatility Fund
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued		801			1,683			2,869			5,753			641			1,117			6,590			8,805
Shares Issued in Lieu of Dividends and Distributions		1,256			29			2,798			594			450			277			5,277			4,331
Shares Redeemed		(1,933	)		(1,813	)		(4,740	)		(5,504	)		(1,333	)		(916	)		(8,865	)		(17,592	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		124			(101	)		927			843			(242	)		478			3,002			(4,456	)
Class I:
Shares Issued		4			8			–			–			2			6			5			5
Shares Issued in Lieu of Dividends and Distributions		8			—			–			–			4			2			8			7
Shares Redeemed		(5	)		(19	)		–			–			(3	)		(11	)		(1	)		(27	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		7			(11	)		–			–			3			(3	)		12			(15	)
Class Y:
Shares Issued		202			73			1,111			524			15			31			17,702			30,172
Shares Issued in Lieu of Dividends and Distributions		113			3			298			64			13			7			4,334			3,975
Shares Redeemed		(63	)		(111	)		(298	)		(443	)		(16	)		(17	)		(5,643	)		(29,733	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		252			(35	)		1,111			145			12			21			16,393			4,414
Increase (Decrease) in Capital Shares		383			(147	)		2,038			988			(227	)		496			19,407			(57	)
	Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund						Real Estate Fund
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued		11,481			20,682			5,570			10,661			4,505			10,005			828			1,545
Shares Issued in Lieu of Dividends and Distributions		8,609			6,370			2,063			2,187			728			649			455			665
Shares Redeemed		(18,104	)		(32,841	)		(9,085	)		(15,284	)		(5,896	)		(8,562	)		(944	)		(4,352	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		1,986			(5,789	)		(1,452	)		(2,436	)		(663	)		2,092			339			(2,142	)
Class I:

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 319

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

	Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund						Real Estate Fund
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Shares Issued		2			22			–			–			–			–			1			1
Shares Issued in Lieu of Dividends and Distributions		10			9			–			–			–			–			2			3
Shares Redeemed		(4	)		(61	)		–			–			–			–			–			(7	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		8			(30	)		–			–			–			–			3			(3	)
Class Y:
Shares Issued		2,824			6,681			1,249			1,309			1,865			1,162			146			294
Shares Issued in Lieu of Dividends and Distributions		1,906			1,276			161			142			67			31			184			247
Shares Redeemed		(4,973	)		(6,463	)		(832	)		(760	)		(617	)		(104	)		(311	)		(439	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(243	)		1,494			578			691			1,315			1,089			19			102
Increase (Decrease) in Capital Shares		1,751			(4,325	)		(874	)		(1,745	)		652			3,181			361			(2,043	)
							Enhanced Income Fund						Core Fixed Income Fund						High Yield Bond Fund
							10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued								1,376			3,585			30,667			42,581			26,163			52,420
Shares Issued in Lieu of Dividends and Distributions								156			221			4,430			4,573			8,277			12,167
Shares Redeemed								(3,836	)		(2,854	)		(46,851	)		(35,171	)		(34,862	)		(57,037	)
Merger (3)								—			—			—			155,566			—			—
Total Increase (Decrease) in Net Assets Derived from Class F Transactions								(2,304	)		952			(11,754	)		167,549			(422	)		7,550
Class I:
Shares Issued								1			1			216			424			5,898			10
Shares Issued in Lieu of Dividends and Distributions								—			1			4			7			4			6
Shares Redeemed								(1	)		(12	)		(363	)		(383	)		(4,179	)		(99	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions								—			(10	)		(143	)		48			1,723			(83	)
Class Y:
Shares Issued								120			467			5,771			6,623			3,483			3,711
Shares Issued in Lieu of Dividends and Distributions								15			21			562			640			1,097			1,653
Shares Redeemed								(122	)		(315	)		(4,961	)		(4,383	)		(3,637	)		(5,996	)
Merger(3)								—			—			—			13,372			—			—
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions								13			173			1,372			16,252			943			(632	)
Increase (Decrease) in Capital Shares								(2,291	)		1,115			(10,525	)		183,849			2,244			6,835

320 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
	10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued		12,408			11,140			2,798			6,355			2,629			5,006			4,912			14,245
Shares Issued in Lieu of Dividends and Distributions		200			227			86			124			224			289			1,119			840
Shares Redeemed		(10,556	)		(9,427	)		(3,199	)		(6,568	)		(3,939	)		(6,357	)		(9,497	)		(12,142	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		2,052			1,940			(315	)		(89	)		(1,086	)		(1,062	)		(3,466	)		2,943
Class Y:
Shares Issued		834			2,603			2,230			1,165			606			248			856			1,922
Shares Issued in Lieu of Dividends and Distributions		30			36			11			5			19			24			132			116
Shares Redeemed		(1,092	)		(1,887	)		(718	)		(436	)		(364	)		(404	)		(1,231	)		(2,165	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(228	)		752			1,523			734			261			(132	)		(243	)		(127	)
Increase (Decrease) in Capital Shares		1,824			2,692			1,208			645			(825	)		(1,194	)		(3,709	)		2,816
							Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund						Multi-Asset Income Fund
							10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued								4,341			9,584			19,152			57,354			7,217			20,107
Shares Issued in Lieu of Dividends and Distributions								2,184			1,003			8,007			11,460			1,121			2,607
Shares Redeemed								(6,973	)		(10,382	)		(36,115	)		(44,664	)		(12,279	)		(20,693	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions								(448	)		205			(8,956	)		24,150			(3,941	)		2,021
Class Y:
Shares Issued								565			190			3,264			2,082			1,457			3,725
Shares Issued in Lieu of Dividends and Distributions								27			12			757			1,155			278			665
Shares Redeemed								(135	)		(92	)		(4,297	)		(3,772	)		(3,552	)		(3,203	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions								457			110			(276	)		(535	)		(1,817	)		1,187
Increase (Decrease) in Capital Shares								9			315			(9,232	)		23,615			(5,758	)		3,208
							Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund						Long/Short Alternative Fund
							10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018			10/1/2018 to 3/31/2019 (Unaudited)			2018
Class F:
Shares Issued								7,811			23,139			8,137			16,159			625			413
Shares Issued in Lieu of Dividends and Distributions								1,707			1,249			287			1,987			16			—
Shares Redeemed								(13,565	)		(19,420	)		(10,535	)		(17,923	)		(725	)		(11	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions								(4,047	)		4,968			(2,111	)		223			(84	)		402
Class Y:
Shares Issued								1,294			693			936			486			—			—
Shares Issued in Lieu of Dividends and Distributions								146			127			27			182			—			—
Shares Redeemed								(1,056	)		(1,375	)		(544	)		(1,134	)		(151	)		—
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions								384			(555	)		419			(466	)		(151	)		—
Increase (Decrease) in Capital Shares								(3,663	)		4,413			(1,692	)		(243	)		(235	)		402

(1) Commenced operations on January 31, 2018.

(2) On April 20, 2018, the Class Y shares and Class E shares were converted to Class F shares.

(3) See Note 13 in the Notes to Financial Statements.

N/A — Not applicable. Shares currently not offered.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 321

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

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, 2019, were as follows:

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	–	$	1,029,259	$	1,029,259
Sales		–		1,180,071		1,180,071
Large Cap Value Fund
Purchases		–		311,764		311,764
Sales		–		324,734		324,734
Large Cap Growth Fund
Purchases		–		694,530		694,530
Sales		–		730,399		730,399
Large Cap Index Fund
Purchases		–		89,637		89,637
Sales		–		12,019		12,019
Tax-Managed Large Cap Fund
Purchases		–		1,258,473		1,258,473
Sales		–		1,353,254		1,353,254
S&P 500 Index Fund
Purchases		–		48,268		48,268
Sales		–		98,736		98,736
Small Cap Fund
Purchases		–		451,157		451,157
Sales		–		506,140		506,140
Small Cap Value Fund
Purchases		–		148,057		148,057
Sales		–		221,144		221,144
Small Cap Growth Fund
Purchases		–		356,614		356,614
Sales		–		390,567		390,567
Tax-Managed Small/Mid Cap Fund
Purchases		–		690,217		690,217
Sales		–		792,494		792,494
Mid-Cap Fund
Purchases		–		57,739		57,739
Sales		–		75,057		75,057
U.S. Managed Volatility Fund
Purchases		–		544,976		544,976
Sales		–		407,900		407,900
Global Managed Volatility Fund
Purchases		–		446,689		446,689
Sales		–		540,701		540,701
Tax-Managed Managed Volatility Fund
Purchases		–		188,206		188,206
Sales		–		239,129		239,129
Tax-Managed International Managed Volatility Fund
Purchases		–		106,810		106,810
Sales		–		113,656		113,656
Real Estate Fund
Purchases		–		49,238		49,238
Sales		–		52,677		52,677
Enhanced Income Fund
Purchases		–		4,686		4,686
Sales		224		16,988		17,212

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Core Fixed Income Fund
Purchases		6,772,145		1,408,506		8,180,651
Sales		6,759,978		1,474,632		8,234,610
High Yield Bond Fund
Purchases		–		431,170		431,170
Sales		–		480,104		480,104
Conservative Income Fund
Purchases		–		–		–
Sales		–		–		–
Tax-Free Conservative Income Fund
Purchases		–		–		–
Sales		–		–		–
Real Return Fund
Purchases		27,725		–		27,725
Sales		40,072		–		40,072
Dynamic Asset Allocation Fund
Purchases		–		21,211		21,211
Sales		–		95,107		95,107
Multi-Strategy Alternative Fund
Purchases		1,481		534,388		535,869
Sales		213		574,770		574,983
Multi-Asset Accumulation Fund
Purchases		203,592		191,636		395,228
Sales		264,802		167,873		432,675
Multi-Asset Income Fund
Purchases		15,395		198,382		213,777
Sales		25,135		197,835		222,970
Multi-Asset Inflation Managed Fund
Purchases		63,686		259,774		323,460
Sales		81,127		281,871		362,998
Multi-Asset Capital Stability Fund
Purchases		126,715		29,108		155,823
Sales		57,551		30,912		88,463
Long/Short Alternative Fund
Purchases		–		1,490		1,490
Sales		–		41		41

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

322 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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, 2018, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2017. 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, 2018.

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.

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2018 or September 30, 2017 (unless otherwise indicated) was as follows:

		Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Fund
	2018	$	24,161	$	163,013	$	–	$	–	$	187,174
	2017		21,285		–		–		–		21,285
Large Cap Value Fund
	2018		22,219		48,679		–		–		70,898
	2017		19,081		–		–		–		19,081
Large Cap Growth Fund
	2018		4,438		118,351		–		–		122,789
	2017		1,999		–		–		–		1,999
Large Cap Index Fund
	2018		1,229		–		–		–		1,229
Tax-Managed Large Cap Fund
	2018		31,067		46,098		–		–		77,165
	2017		28,591		–		–		–		28,591
S&P 500 Index Fund
	2018		17,056		5,078		–		–		22,134
	2017		13,125		19,199		–		–		32,324
Small Cap Fund
	2018		5,565		38,028		–		–		43,593
	2017		886		–		–		–		886
Small Cap Value Fund
	2018		3,700		29,488		–		–		33,188
	2017		2,158		–		–		–		2,158
Small Cap Growth Fund

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 323

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

		Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
	2018	$	–	$	1,186	$	–	$	–	$	1,186
Tax-Managed Small/Mid Cap Fund
	2018		724		16,005		–		–		16,729
	2017		2,538		547		–		–		3,085
Mid-Cap Fund
	2018		4,862		4,552		–		–		9,414
	2017		1,020		358		–		–		1,378
U.S. Managed Volatility Fund
	2018		47,998		111,818		–		–		159,816
	2017		25,245		45,837		–		–		71,082
Global Managed Volatility Fund
	2018		26,382		76,034		–		–		102,416
	2017		50,137		63,082		–		–		113,219
Tax-Managed Managed Volatility Fund
	2018		15,125		28,360		–		–		43,485
	2017		16,338		26,042		–		–		42,380
Tax-Managed International Managed Volatility Fund
	2018		9,141		–		–		–		9,141
	2017		77		28		–		–		105
Real Estate Fund
	2018		2,513		13,955		–		–		16,468
	2017		7,755		13,759		–		–		21,514
Enhanced Income Fund
	2018		1,936		–		–		–		1,936
	2017		2,547		–		–		–		2,547
Core Fixed Income Fund
	2018		62,547		–		–		–		62,547
	2017		81,841		7,985		–		–		89,826
High Yield Bond Fund
	2018		108,348		–		–		–		108,348
	2017		118,605		–		–		–		118,605
Conservative Income Fund
	2018		3,625		–		–		–		3,625
	2017		1,777		–		–		–		1,777
Tax-Free Conservative Income Fund
	2018		1,660		–		–		–		1,660
	2017		1		–		–		767		768
Real Return Fund
	2018		3,769		–		–		–		3,769
	2017		2,688		–		406		–		3,094
Dynamic Asset Allocation Fund
	2018		12,839		–		–		–		12,839
	2017		5,476		–		–		–		5,476
Multi-Strategy Alternative Fund
	2018		11,213		–		–		–		11,213
	2017		366		–		–		–		366
Multi-Asset Accumulation Fund
	2018		55,747		79,460		–		–		135,207
	2017		104,451		61,492		–		–		165,943
Multi-Asset Income Fund
	2018		35,157		2,671		2,095		–		39,923
	2017		31,837		–		–		–		31,837
Multi-Asset Inflation Managed Fund
	2018		12,654		–		–		–		12,654
	2017		10,449		–		–		–		10,449

324 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

		Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Multi-Asset Capital Stability Fund
	2018	$	21,764	$	5,775	$	–	$	–	$	27,539
	2017		3,419		1,622		–		–		5,041
Long/Short Alternative Fund
	2018		1,328		1,971		–		–		3,299
	2017		–		–		1		–		1

As of March 31, 2019, the components of Distributable Earnings/(Accumulated Losses) were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Undistributed Tax-Exempt Income ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post- October Losses ($ Thousands)			Late Year Ordinary Losses ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Large Cap Fund	$	38,183	$	234,194	$	–	$	–		$	–		$	–		$	623,910		$	(6	)		$896,281
Large Cap Value Fund		21,152		99,940		–		–			–			–			282,237			(3	)		403,326
Large Cap Growth Fund		23,939		143,029		–		–			–			–			526,186			(2	)		693,152
Large Cap Index Fund		1,094		224		–		–			–			–			11,701			–			13,019
Tax-Managed Large Cap Fund		10,665		26,999		–		–			–			–			2,107,375			3			2,145,042
S&P 500 Index Fund		4,942		14,401		–		–			–			–			522,333			(2	)		541,674
Small Cap Fund		27,359		51,099		–		–			–			(11	)		92,805			(1	)		171,251
Small Cap Value Fund		7,045		22,925		–		–			–			–			52,796			(4	)		82,762
Small Cap Growth Fund		9,410		33,975		–		–			–			–			83,419			1			126,805
Tax-Managed Small/Mid Cap Fund		175		61,266		–		–			–			–			364,846			1			426,288
Mid-Cap Fund		4,198		8,115		–		–			–			–			15,186			2			27,501
U.S. Managed Volatility Fund		19,492		130,853		–		–			–			–			247,690			–			398,035
Global Managed Volatility Fund		22,508		78,860		–		–			–			–			191,376			(1	)		292,743
Tax-Managed Managed Volatility Fund		3,419		30,667		–		–			–			–			397,313			–			431,399
Tax-Managed International Managed Volatility Fund		8,921		–		–		(5,055	)		(5,283	)		–			40,302			1			38,886
Real Estate Fund		–		11,864		–		–			–			–			14,208			(3	)		26,069
Enhanced Income Fund		658		–		–		(31,418	)		(410	)		–			(703	)		7			(31,866	)
Core Fixed Income Fund		5,813		–		–		(62,687	)		(35,906	)		–			(56,019	)		(10,228	)		(159,027	)
High Yield Bond Fund		23,818		–		–		(53,071	)		–			–			(100,943	)		(7,580	)		(137,776	)
Conservative Income Fund		99		–		–		–			–			–			9			(97	)		11
Tax-Free Conservative Income Fund		37		6		–		–			–			–			(4	)		(37	)		2
Real Return Fund		2,870		–		–		(3,388	)		(1,829	)		–			(4,823	)		3			(7,167	)
Dynamic Asset Allocation Fund		3,148		–		–		(1,958	)		(19,945	)		–			238,987			–			220,232
Multi-Strategy Alternative Fund		4,165		14,047		–		–			–			–			(7,555	)		(1,457	)		9,200
Multi-Asset Accumulation Fund		44,804		7,015		–		–			–			–			(133,715	)		(6,885	)		(88,781	)
Multi-Asset Income Fund		–		–		–		(2,608	)		(10,818	)		–			17,141			(2,346	)		1,369
Multi-Asset Inflation Managed Fund		13,373		–		–		(26,606	)		(6,066	)		–			(102,081	)		(27	)		(121,407	)
Multi-Asset Capital Stability Fund		3,085		–		–		–			(1,037	)		–			(2,712	)		(229	)		(893	)
Long/Short Alternative Fund		506		596		–		–			–			–			(4	)		–			1,098

Post October losses represent losses realized on investment transactions from November 1, 2017 through September 30, 2018 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, 2018 through September 30, 2018 and specified losses realized on

investment transactions from November 1, 2017 through September 30, 2018, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 325

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains as follows:

Expires 2020 ($ Thousands)

Expires 2019 ($ Thousands)

Expires 2018 ($ Thousands)

Expires 2017 ($ Thousands)

Expires 2016 ($ Thousands)

Total Capital Loss Carryforwards ($ Thousands)

Enhanced Income Fund

$

–

26,775

–

–

–

26,775

Under the 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 are 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 are 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 ($ Thousands)		Long-Term Loss ($ Thousands)		Total * ($ Thousands)
Tax-Managed International Managed Volatility Fund	$	5,055	$	–	$	5,055
Enhanced Income Fund		–		4,643		4,643
Core Fixed Income Fund		19,813		42,874		62,687
High Yield Bond Fund		–		53,071		53,071
Real Return Fund		644		2,744		3,388
Dynamic Asset Allocation Fund		226		1,732		1,958
Multi-Asset Income Fund		1,652		956		2,608
Multi-Asset Inflation Managed Fund		25,975		631		26,606

* This table should be used in conjunction with the capital loss carryforwards table.

During the fiscal year ended September 30, 2018, the following Funds utilized capital loss carryforward to offset capital gains:

	Amount Utilized   ($ Thousands)
Small Cap Growth	$	2,742
High Yield Bond Fund		11,410

The Enhanced Income Fund and High Yield Bond Fund had expired capital lass in the amount of $61,656 and $3,086 ($Thousands) for the year ended September 30, 2018.

For Federal income tax purposes, the cost of investments owned at September 30, 2018, and the net realized gains or losses on investments 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 total investments held by the Funds at March 31, 2019, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	1,927,631	$	492,169	$	(58,411	)	$	433,758
Large Cap Value Fund		1,120,269		270,139		(40,466	)		229,673
Large Cap Growth Fund		1,025,627		467,737		(5,987	)		461,750
Large Cap Index Fund		301,056		23,256		(14,129	)		9,127
Tax-Managed Large Cap Fund		2,214,918		1,732,802		(4,749	)		1,728,053
S&P 500 Index Fund		342,733		535,075		(50,455	)		484,620
Small Cap Fund		596,801		79,020		(33,148	)		45,872
Small Cap Value Fund		316,562		44,361		(22,673	)		21,688
Small Cap Growth Fund		325,792		52,290		(20,342	)		31,948
Tax-Managed Small/Mid Cap Fund		725,407		230,639		(6,015	)		224,624
Mid-Cap Fund		104,114		12,654		(5,465	)		7,189
U.S. Managed Volatility Fund		1,543,697		276,374		(36,910	)		239,464
Global Managed Volatility Fund		1,130,268		182,823		(39,605	)		143,218
Tax-Managed Managed Volatility Fund		675,514		382,747		(5,039	)		377,708
Tax-Managed International Managed Volatility Fund		322,483		43,276		(7,729	)		35,547
Real Estate Fund		111,518		25,098		(697	)		24,401
Enhanced Income Fund		64,744		93		(634	)		(541	)
Core Fixed Income Fund		4,338,676		79,684		(38,931	)		40,753
High Yield Bond Fund		1,634,352		52,491		(75,308	)		(22,817	)
Conservative Income Fund		256,096		67		(18	)		49
Tax-Free Conservative Income Fund		185,192		22		1			21
Real Return Fund		248,128		943		(1,231	)		(288	)
Dynamic Asset Allocation Fund		557,863		238,192		(26,224	)		211,968
Multi-Strategy Alternative Fund		389,762		8,172		(16,163	)		(7,991	)
Multi-Asset Accumulation Fund		2,001,457		63,447		(14,102	)		49,345
Multi-Asset Income Fund		868,617		49,508		(26,359	)		23,149
Multi-Asset Inflation Managed Fund		1,005,163		64,787		(33,696	)		31,091
Multi-Asset Capital Stability Fund		690,574		4,724		(2,236	)		2,488

326 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Long/Short Alternative Fund	$	29,421	$	20	$	(3	)	$	17

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, 2019, 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 Board. 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, letters of credit or U.S. Government securities. 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 restricted from recovering the loomed securities or disposing of the collateral for the loan, which could give rise to loss because at adverse market actions expenses and/ or delays in connection with the disposition of the underlying securities.

Cash collateral received in connection with securities lending is invested in eligible securities by the lending agent. These investments may include the SEI Liquidity Fund L.P. (“Liquidity Fund”), and the Fund bears its pro rate portion of the Liquidity Fund’s expenses and is subject to the risk of loss in the underlying investments

of the Liquidity Fund. There is no guarantee that these investments will not lose value.

The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of March 31, 2019 ($ Thousands):

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Fund		$14,761		$14,761		$–
Large Cap Value Fund		4,377		4,377		–
Large Cap Growth Fund		11,014		11,014		–
Tax-Managed Large Cap Fund		36,153		36,153		–
Small Cap Fund		22,756		22,756		–
Small Cap Value Fund		11,176		11,176		–
Small Cap Growth Fund		19,784		19,784		–
Tax-Managed Small/Mid Cap Fund		86,388		86,388		–
Core Fixed Income Fund		118,052		118,052		–

(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund’s Summary Schedule of Investments or Schedule of Investments for the total collateral received.

11. CONCENTRATION/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.

The following descriptions provide additional information about some of the risks of investing in the Funds:

Arbitrage Strategies Risk — Arbitrage strategies involve engaging in transactions that attempt to exploit price differences of identical, related or similar securities on different markets or in different forms. The Fund may realize losses or a reduced rate of return if underlying relationships among securities in which it takes investment positions change in an adverse manner or if a transaction is unexpectedly terminated or delayed. Trading to seek short-term capital appreciation can be expected to cause the Fund’s portfolio turnover rate to be substantially higher than that of the average equity-oriented investment company.

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. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more

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conventional types of fixed income securities that the Fund may acquire.

Bank Loans Risk — With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation in the loan. The Fund may also have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid.

Below Investment Grade Securities (Junk Bonds) Risk — Fixed income securities rated below investment grade ( junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as “high yield bonds,” but there is no guarantee that an investment in these securities will result in a high rate of return.

Call Risk — Issuers of callable bonds may call (redeem) securities with higher coupons or interest rates before their maturity dates. The Fund may be forced to reinvest the unanticipated proceeds at lower interest rates, resulting in a decline in the Fund’s income. Bonds may be called due to falling interest rates or non-economical circumstances.

Collateralized Debt Obligations (CDOs) and

Collateralized Loan Obligations (CLOs) Risk — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or “tranches” that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the expenses associated with its own operations, it may bear a pro rata portion of the CDO’s or CLO’s expenses.

Commercial Paper Risk — Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign

companies or other entities in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such issuer’s underlying asset portfolio and the issuer’s ability to issue new asset-backed commercial paper.

Commodity Investments and Derivatives Risk — Commodity investments and derivatives may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses. The value of a commodity investment or a derivative investment in commodities is typically based upon the price movements of a physical commodity, a commodity futures contract or commodity index or some other readily measurable economic variable that is dependent upon changes in the value of commodities or the commodities markets. The value of these securities will rise or fall in response to changes in the underlying commodity or related benchmark or investment, changes in interest rates or factors affecting a particular industry or commodity, such as natural disasters, weather and U.S. and international economic, political and regulatory developments.

Commodity-Linked Securities Risk — Investments in commodity-linked securities may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity-related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses.

Concentration Risk — A downturn in the financial services industry would impact the Fund more than a portfolio that does not concentrate in securities issued by companies in the financial services industry.

Convertible and Preferred Securities Risk —

Convertible and preferred securities have many of the same characteristics as stocks, including many of the same risks. In addition, convertible securities may be more sensitive to changes in interest rates than stocks. Convertible securities may also have credit ratings below investment grade, meaning that they carry a

328 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

higher risk of failure by the issuer to pay principal and/or interest when due.

Corporate Fixed Income Securities Risk — Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as perceptions of the creditworthiness and business prospects of individual issuers.

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 — As a result of the Fund’s investments in securities or other investments denominated in, and/ or receiving revenues in, foreign currencies, the Fund will be subject to currency risk. Currency risk is the risk that foreign currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency hedged. In either event, the dollar value of an investment in the Fund would be adversely affected. 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.

Depositary Receipts Risk — Depositary receipts, such as ADRs, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory and tax environments.

Derivatives Risk — The Fund’s use of futures contracts is subject to leverage risk, correlation risk, liquidity risk and market risk. Leverage risk and liquidity risk are described below. Market risk is the risk that the market value of an investment may move up and down, sometimes rapidly and unpredictably. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators are in the process of adopting and implementing regulations governing derivatives markets, the ultimate impact of which remains unclear.

Directional or Tactical Strategies Risk — Directional or tactical strategies usually use long and short positions,

which entail predicting the direction that particular securities or sectors or the overall market might move. Directional or tactical strategies may utilize leverage and hedging. There may be a significant risk of loss if the Fund’s judgment is incorrect as to the direction, timing or extent of expected movements of particular securities or sectors or the market as a whole.

Distressed Securities Risk — Distressed securities frequently do not produce income while they are outstanding and may require the Fund to bear certain extraordinary expenses in order to protect and recover its investment. Distressed securities are at high risk for default.

Duration Risk — The longer-term securities in which the Fund may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.

Equity Market Risk — The risk that stock prices will fall over short or extended periods of time.

Event-Driven Strategies Risk — Event-driven strategies involve making evaluations and predictions about both the likelihood that a particular event in the life of a company will occur and the impact such an event will have on the value of the company’s securities. The transaction in which such a company is involved may be unsuccessful, take considerable time (or longer than anticipated) or may result in a distribution of cash or a new security, the value of which may be less than the purchase price of the company’s security. If an anticipated transaction does not occur, the Fund may be required to sell its securities at a loss.

Exchange-Traded Funds (ETFs) Risk — The risks of owning shares of an ETF generally reflect the risks of owning the underlying securities the ETF is designed to track, although lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. When the Fund invests in an ETF, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the ETF’s expenses.

Exchange-Traded Notes (ETNs) Risk — The value of an ETN is subject to the credit risk of the issuer.

There may not be an active trading market available for some ETNs. Additionally, trading of ETNs may be halted or the ETN may be delisted by the listing exchange.

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March 31, 2019

Extension Risk — The risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security’s value.

Financial Services Industry Risk — The Fund’s portfolio is concentrated in investments in securities issued by companies in the financial services industry. The financial services industry is subject to extensive government regulation. Profitability is largely dependent on the availability and cost of capital, and can fluctuate significantly when interest rates change. Financial services companies are highly dependent on short-term interest rates and typically will be adversely affected by economic downturns or changes in banking regulations.

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 a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. 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. In response to these events, the Fund’s value may fluctuate and/or the Fund may experience increased redemptions from shareholders, which may impact the Fund’s liquidity or force the Fund to sell securities into a declining or illiquid market.

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 because political turmoil and rapid changes in economic conditions are more likely to occur in these countries.

Foreign Sovereign Debt Securities Risk — The risks that: (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii)

there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.

Income Risk — An investment in the Fund is subject to income risk, which is the possibility that the Fund’s yield will decline due to falling interest rates.

Inflation Protected Securities Risk — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in “real” interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation indexed securities will generally vary up or down along with the rate of inflation.

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.

Investment Company and Exchange-Traded Funds (ETFs) Risk — When the Fund invests in an investment company, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company’s expenses. In addition, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund’s share price fluctuates based on what another investor is willing to pay rather than on the market value of the securities in the fund.

Investment in the Subsidiary Risk — A Subsidiary is not registered under the Investment Company Act of 1940 (the 1940 Act) and, unless otherwise noted in this prospectus, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in a Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which

330 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

the Fund and a Subsidiary, respectively, are organized, could result in the inability of the Fund and/or a Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.

Investment Style Risk — The risk that large capitalization securities may underperform other segments of the equity markets or the equity markets as a whole.

Large Capitalization Risk — The risk that larger, more established companies may be unable to respond quickly to new competitive challenges such as changes in technology and consumer tastes. Larger companies also may not be able to attain the high growth rates of successful smaller companies.

Leverage Risk — The Fund’s use of derivatives may result in the Fund’s total investment exposure substantially exceeding the value of its portfolio securities and the Fund’s investment returns depending substantially on the performance of securities that the Fund may not directly own. The use of leverage can amplify the effects of market volatility on the Fund’s share price and may also cause the Fund to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The Fund’s use of leverage may result in a heightened risk of investment loss.

Liquidity Risk — The risk that certain securities may be difficult or impossible to sell at the time and the price that the Fund would like. The Fund may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.

Market Risk — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. The Fund’s net asset value per share will fluctuate with the market prices of its portfolio securities. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Although the Fund may have an investment portfolio of short-term debt securities that is similar to the investment portfolios of many money market funds, the Fund is not a money market fund, does not seek to maintain a stable net asset value per share, and does not provide investors with the same regulatory protections as a money market fund. Under normal conditions, the Fund’s investments may be more susceptible than a money market fund to interest rate risk, valuation risk, credit risk and other risks relevant to the Fund’s investments. Certain of the Fund’s investments may not be permitted investments of a money market fund.

Master Limited Partnership (MLP) Risk — Investments in units of MLPs involve risks that differ from an

investment in common stock. Holders of the units of MLPs have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of MLPs. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of an MLP, including a conflict arising as a result of incentive distribution payments. The benefit the Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be a reduction in the after-tax return to the Fund of distributions from the MLP, likely causing a reduction in the value of the Fund’s shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on the Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole. The Internal Revenue Code of 1986, as amended, provides that the Fund is permitted to invest up to 25% of its assets in one or more qualified publicly traded partnerships (QPTPs), which will include certain MLPs, and treat the income allocated by such QPTPs as qualifying income for purposes of the regulated investment company annual qualifying income requirements described in “Taxes” below.

Mortgage Dollar Rolls Risk — Mortgage dollar rolls are transactions in which the Fund sells securities (usually mortgage-backed securities) and simultaneously contracts to repurchase substantially similar, but not identical, securities on a specified future date. If the broker-dealer to whom the Fund sells the security becomes insolvent, the Fund’s right to repurchase the security may be restricted. Other risks involved in entering into mortgage dollar rolls include the risk that the value of the security may change adversely over the term of the mortgage dollar roll and that the security the Fund is required to repurchase may be worth less than the security that the Fund originally held.

Mortgage-Backed Securities Risk — Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities;

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March 31, 2019

however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund’s actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Fund’s expectation. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by the Fund.

Municipal Securities Risk — Municipal securities, like other fixed income securities, rise and fall in value in response to economic and market factors, primarily changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longerterm securities usually respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer’s current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to meet their obligations. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund’s holdings. As a result, the Fund will be more susceptible to factors that adversely affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations. Municipal obligations may be underwritten or guaranteed by a relatively small number of financial services firms, so changes in the municipal securities market that affect those firms may decrease the availability of municipal instruments in the market, thereby making it difficult for the Sub-Adviser to identify and obtain appropriate investments for the Fund’s portfolio. Also, there may be economic or political changes that impact the ability of issuers of municipal securities to repay principal and to make interest payments on securities owned by the Fund. Any changes in the financial condition of municipal

issuers may also adversely affect the value of the Fund’s securities.

Non-Diversified Risk — The Fund is non-diversified, which means that it may invest in the securities of relatively few issuers. As a result, the Fund may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities.

Opportunity Risk — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

Portfolio Turnover Risk — Due to its investment strategy, the Fund may buy and sell securities frequently.

This may result in higher transaction costs and additional capital gains tax liabilities, which may affect the Fund’s performance.

Prepayment Risk — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Fund to invest the proceeds at generally lower interest rates.

Private Placements Risk — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.

Real Estate Industry Risk — Securities of companies principally engaged in the real estate industry may be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. The Fund’s investments are concentrated in issuers conducting business in the real estate industry, and therefore the Fund is subject to risks associated with legislative or regulatory changes, adverse market conditions and/or increased competition affecting that industry.

Real Estate Investment Trusts (REITs) Risk — REITs are trusts that invest primarily in commercial real estate or real estate-related loans. The Fund’s investments in REITs will be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate

332 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. Some REITs may have limited diversification and may be subject to risks inherent in financing a limited number of properties.

Repurchase Agreement Risk — Although repurchase agreement transactions must be fully collateralized at all times, they generally create leverage and involve some counterparty risk to the Fund whereby a defaulting counterparty could delay or prevent the Fund’s recovery of collateral.

Short Sales Risk — A short sale involves the sale of a security that the Fund does not own in the expectation of purchasing the same security (or a security exchangeable therefore) at a later date at a lower price. Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as “covering” the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund’s share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.

Small and Medium Capitalization Companies Risk — The risk that small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon a relatively small management group. Therefore, small capitalization and medium capitalization stocks may be more volatile than those of larger companies. Small capitalization and medium capitalization stocks may be traded over-the-counter or listed on an exchange.

Tax Risk — The Fund may gain most of its exposure to the commodities markets through its investment in a Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it 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 nonqualifying income) to comply with certain qualifying income tests necessary for the Fund to qualify as a regulated investment

company (RIC) under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity-linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund’s taxable income or gains and distributions. The Fund intends to hold certain commodity-related investments indirectly through a Subsidiary. The Fund believes that income from the Subsidiary will be qualifying income because it expects that the Subsidiary will make annual distributions of its earnings and profits. The Fund intends to secure an opinion of counsel based on customary representations that actual distributions made to the Fund from its Subsidiary should be treated as “qualifying income.” If the Fund did not qualify as a RIC for any taxable year and certain relief provisions were not available, the Fund’s taxable income would be subject to tax at the Fund level and to a further tax at the shareholder level when such income is distributed. Failure to comply with the requirements for qualification as a RIC would have significant negative tax consequences to Fund shareholders.

Taxation Risk — The Fund is managed to minimize tax consequences to investors, but will likely earn taxable income and gains from time to time.

Tracking Error Risk — The risk that the Fund’s performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund’s investments and the index’s components and other factors.

U.S. Government Securities Risk — 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. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources.

Warrants Risk — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.

The foregoing is not intended to be a complete discussion of the risks associated with investing in a Fund. Please review each Fund’s current prospectus for additional disclosures regarding the principal risks associated with investing in a Fund.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 333

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2019

12. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2019, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		98.13	%
Class Y		20.33
Large Cap Value Fund
Class F		93.37	%
Class I		14.25
Class Y		94.59
Large Cap Growth Fund
Class F		92.89	%
Class I		17.45
Class Y		98.97
Large Cap Index Fund
Class F		99.96	%
Tax-Managed Large Cap Fund
Class F		87.92	%
Class Y		54.96
S&P 500 Index Fund
Class F		51.21	%
Class I		39.63
Small Cap Fund
Class F		98.45	%
Class Y		29.57
Small Cap Value Fund
Class F		87.78	%
Class I		8.02
Class Y		98.87
Small Cap Growth Fund
Class F		90.55	%
Class I		9.64
Class Y		97.75
Tax-Managed Small/Mid Cap Fund
Class F		92.19	%
Class Y		55.78
Mid-Cap Fund
Class F		84.91	%
Class I		0.00
Class Y		59.39
U.S. Managed Volatility Fund
Class F		89.54	%
Class I		0.00
Class Y		7.70
Global Managed Volatility Fund
Class F		94.37	%
Class I		0.00
Class Y		34.93
Tax-Managed Managed Volatility Fund
Class F		87.60	%
Class Y		69.88

Fund	% Held
Tax-Managed International Managed Volatility Fund
Class F		97.28	%
Class Y		80.17
Real Estate Fund
Class F		83.54	%
Class I		0.00
Class Y		49.53
Enhanced Income Fund
Class F		95.90	%
Class I		0.00
Class Y		94.86
Core Fixed Income Fund
Class F		96.91	%
Class I		35.74
Class Y		46.33
High Yield Bond Fund
Class F		96.10	%
Class I		95.95
Class Y		49.74
Conservative Income Fund
Class F		98.74	%
Class Y		40.73
Tax-Free Conservative Income Fund
Class F		98.88	%
Class Y		94.86
Real Return Fund
Class F		98.55	%
Class Y		31.98
Dynamic Asset Allocation Fund
Class F		97.89	%
Class Y		8.77
Multi-Strategy Alternative Fund
Class F		98.19	%
Class Y		63.58
Multi-Asset Accumulation Fund
Class F		98.73	%
Class Y		12.46
Multi-Asset Income Fund
Class F		93.23	%
Class Y		49.95
Multi-Asset Inflation Managed Fund
Class F		98.68	%
Class Y		25.09
Multi-Asset Capital Stability Fund
Class F		98.91	%
Class Y		17.34
Long/Short Alternative Fund
Class F		96.74	%
Class Y		0.00

SPTC is not a direct service provider to the SEI Funds. However, SPTC performs a role in the comprehensive investment solution that SEI provides to investors. SPTC

334 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

holds shares in the Funds as custodian for shareholders that are clients of independent registered investment advisers, financial planners, bank trust departments and other financial advisers. SPTC maintains omnibus accounts at the Fund’s transfer agent.

13. FUND MERGER

At a meeting held on December 4, 2017, the Board determined that it was in the best interest of the U.S. Fixed Income Fund and its shareholders to reorganize the U.S. Fixed Income Fund into the Core Fixed Income Fund (each a “Fund” and together, the “Funds”), also a series of the Trust. The investment objective of the Funds was the same, which is to seek current income consistent with the preservation of capital. Also, the principal investment strategies of the two Funds were substantially similar. Accordingly, the Board approved

an Agreement and Plan of Reorganization (the “Plan of Reorganization”) that provided for the reorganization of the U.S. Fixed Income Fund (“Acquired Fund”) into the Core Fixed Income Fund (“Surviving Fund”). The transaction was tax-free, meaning that the U.S. Fixed Income Fund’s shareholders became shareholders of the Core Fixed Income Fund without realizing any gain or loss for federal income tax purposes.

The Reorganization occurred as of the close of business on August 10, 2018, whereby all of the assets of the Acquired Fund were transferred to the corresponding Surviving Fund and shareholders of Class F Shares and Class Y Shares of the Acquired Fund received shares of Class F Shares and Class Y shares of the Surviving Fund, respectively, in exchange for their shares as follows ($ Thousands).

Acquired Fund	Net Assets ($ Thousands)		Shares		Net Investment Income ($ Thousands)		Net Realized Loss on Investments ($ Thousands)		Unrealized Depreciation on Investments ($ Thousands)
U.S. Fixed Income Fund		$1,853,263		186,914		$(1)		$(44,750)		$(14,284)
Surviving Fund					Shares Issues		Net Assets Prior to Merger ($ Thousands)		Net Assets After Merger ($ Thousands)
Core Fixed Income Fund						168,938		$2,161,422		$4,014,685

Because the combined investment portfolios have been managed as a single integrated portfolio since the Reorganization was completed, it is not practicable to separate the amounts of revenue and earnings of the U.S. Fixed Income Fund that have been included in the Surviving Fund’s Statement of Operations since August 10, 2018.

Assuming the Reorganization had been completed on October 1, 2017, the beginning of the annual reporting period the Acquired Fund pro forma results of operations for the period ended September 30, 2018 are as follows ($ Thousands):

Acquired Fund	Net Investment Income ($ Thousands)		Net Realized Loss on Investments ($ Thousands)		Unrealized Depreciation on Investments ($ Thousands)
U.S. Fixed Income Fund		$96,476		$(57,786)		$(96,373)

Because the combined investment portfolios have been managed as a single integrated portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of U.S. Fixed Income Fund that have been included in the Fund’s Statement of Operations since August 10, 2018.

For financial reporting purposes, assets received and shares issued by the Fund were recorded at fair value; however, the cost basis of the investments received

from U.S. Fixed Income Fund, in the amount of $1976,180 (000), was carried forward to align ongoing reporting of the Fund’s realized and unrealized gains and losses with amounts distributable to shareholders for tax purposes. The Fund acquired capital loss carryovers are as follows

($ Thousands):

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total ($ Thousands)
U.S. Fixed Income Fund	$	13,163	$	25,699	$	38,862

14. NEW ACCOUNTING PRONOUNCEMENT

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820). The new guidance includes additions and modifications to disclosures requirements for fair value measurements. For public entities, the amendments are effective for financial statements issued for fiscal years beginning after December 15, 2019, and interim periods within those fiscal years. At this time, management is currently evaluating the impact of this new guidance on the financial statements and disclosures.

15. REGULATORY MATTERS

On August 17, 2018, the SEC adopted amendments to Regulation S-X. These changes are effective for periods after November 5, 2018. The updates to Registered Investment Companies were mainly focused on

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 335

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Concluded)

March 31, 2019

simplifying the presentation of distributable earnings by eliminating the need to present the components of distributable earnings on a book basis in the Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities. The update also impacted the presentation of undistributed net investment income and distribution to shareholders on the Statements of Changes in Net Assets/. The amounts presented in the current Statements of Changes in Net Assets/ Consolidated Statements of Changes in Net Assets represent the aggregated total distributions of net investment income and realized capital gains, except for distributions classified as return of capital which are still presented separately. The disaggregated amounts from the prior fiscal year are broken out below if there were both distributions from net investment income and realized capital gains. Otherwise, the amount on the current Statement of Changes for the prior fiscal year end represents distributions of net investment income.

	Net Investment      Income		Net Realized Gains		Total
Large Cap Fund
Class F		$20,429		$155,771		$176,200
Class Y		1,590		9,384		10,974
Large Cap Value Fund
Class F		18,678		45,218		63,896
Class I		55		164		219
Class Y		2,246		4,537		6,783
Large Cap Growth Fund
Class F		2,022		109,987		112,009
Class I		1		286		287
Class Y		422		10,071		10,493
Tax-Managed Large Cap Fund
Class F		27,609		42,173		69,782
Class Y		3,458		3,925		7,383
S&P 500 Index Fund
Class E		4,249		2,887		7,136
Class F		10,057		3,776		13,833
Class I		90		55		145
Class Y		609		411		1,020
Small Cap Fund
Class F		–		41,012		41,012
Class Y		11		2,570		2,581
Small Cap Value Fund
Class F		2,304		27,242		29,546
Class I		11		200		211
Class Y		357		3,074		3,431
Small Cap Growth Fund
Class F		–		1,080		1,080
Class I		–		7		7
Class Y		–		99		99
Tax-Managed Small/Mid Cap Fund
Class F		546		14,622		15,168
Class Y		179		1,382		1,561
Mid-Cap Fund
Class F		892		8,262		9,154
Class I		4		61		65
Class Y		25		170		195
U.S. Managed Volatility Fund
Class F		14,288		73,695		87,983
Class I		17		104		121
Class Y		12,038		59,674		71,712
Global Managed Volatility Fund
Class F		18,701		67,396		86,097
Class I		21		86		107
Class Y		4,329		11,883		16,212
Tax-Managed Managed Volatility Fund
Class F		14,038		26,713		40,751
Class Y		1,087		1,647		2,734
Real Estate Fund
Class F		1,561		10,611		12,172
Class I		6		45		51
Class Y		573		3,672		4,245
High Yield Bond Fund
Class F		77,103		18,986		96,089
Class I		33		11		44
Class Y		9,850		2,365		12,215
Conservative Income Fund
Class F		3,259		2		3,261
Class Y		364		–		364
Dynamic Asset Allocation Fund

336 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Net Investment      Income		Net Realized Gains		Total
Class F		10,480		884		11,364
Class Y		1,383		92		1,475
Multi-Strategy Alternative Fund
Class F		1,267		9,825		11,092
Class Y		27		94		121
Multi-Asset Accumulation Fund
Class F		–		123,715		123,715
Class Y		–		11,492		11,492
Multi-Asset Income Fund
Class F		24,006		6,954		30,960
Class Y		5,369		1,499		6,868
Multi-Asset Capital Stability Fund
Class F		13,747		11,949		25,696
Class Y		1,008		835		1,843
Long/Short Alternative Fund
Class F		–		2		2
Class Y		129		3,168		3,297

16. SUBSEQUENT EVENTS

Management evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued.

At a meeting of the Board of Trustees (the “Board”) of SEI Institutional Managed Trust (the “Trust”) held on April 2, 2019, the Board approved the liquidation of the Enhanced Income Fund, a series of the Trust. The decision to liquidate was based on declining asset levels in the Fund, with no expectation of future asset growth, which has impaired the viability of the Fund. Each shareholder received its pro rata portion of the Fund’s liquidation proceeds on May 13, 2019.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 337

Disclosure of Fund Expenses (Unaudited)

March 31, 2019

All mutual funds have operating expenses. As a shareholder of a 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 fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the fund’s average net assets; this percentage is known as the 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 this 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 the Fund, to estimate the expenses you paid over that period. Simply divide your actual 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 the fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) for the period 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 funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown may not apply to your specific investment.

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	969.60		0.89	%	$	4.37
Class Y Shares		1,000.00		971.00		0.64			3.14
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50		0.89	%	$	4.48
Class Y Shares		1,000.00		1,021.70		0.64			3.23
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	965.70		0.89	%	$	4.36
Class I Shares		1,000.00		964.70		1.11			5.44
Class Y Shares		1,000.00		967.40		0.64			3.14
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Class Y Shares		1,000.00		1,021.70		0.64			3.23

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	987.10		0.89	%	$	4.41
Class I Shares		1,000.00		986.00		1.11			5.50
Class Y Shares		1,000.00		988.20		0.64			3.17
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Class Y Shares		1,000.00		1,021.70		0.64			3.23
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	981.20		0.25	%	$	1.23
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.70		0.25	%	$	1.26

338 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios		Expenses Paid During Period *
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	967.50		0.89%		$  4.37
Class Y Shares		1,000.00		968.80		0.64		3.14
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50		0.89%		$  4.48
Class Y Shares		1,000.00		1,021.70		0.64		3.23
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	982.00		0.25%		$  1.24
Class I Shares		1,000.00		980.20		0.65		3.21
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.70		0.25%		$  1.26
Class I Shares		1,000.00		1,021.69		0.65		3.28
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	892.70		1.14%		$  5.38
Class Y Shares		1,000.00		894.30		0.89		4.20
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20		1.14%		$  5.74
Class Y Shares		1,000.00		1,020.50		0.89		4.48
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	908.70		1.14%		$  5.42
Class I Shares		1,000.00		907.70		1.36		6.47
Class Y Shares		1,000.00		910.00		0.89		4.24
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20		1.14%		$  5.74
Class I Shares		1,000.00		1,018.20		1.36		6.84
Class Y Shares		1,000.00		1,020.50		0.89		4.48
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	891.00		1.11%		$  5.23
Class I Shares		1,000.00		890.20		1.36		6.41
Class Y Shares		1,000.00		892.40		0.86		4.06
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11%		$  5.59
Class I Shares		1,000.00		1,018.20		1.36		6.84
Class Y Shares		1,000.00		1,020.60		0.86		4.33
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	898.60		1.11%		$  5.25
Class Y Shares		1,000.00		899.50		0.89		4.21
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11%		$  5.59
Class Y Shares		1,000.00		1,020.50		0.89		4.48

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios		Expenses Paid During Period *
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	957.50		0.98%		$  4.78
Class I Shares		1,000.00		956.40		1.20		5.85
Class Y Shares		1,000.00		958.70		0.73		3.56
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.00		0.98%		$  4.94
Class I Shares		1,000.00		1,018.90		1.20		6.04
Class Y Shares		1,000.00		1,021.30		0.73		3.68
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,015.50		0.95%		$  4.77
Class I Shares		1,000.00		1,014.20		1.20		6.03
Class Y Shares		1,000.00		1,016.80		0.70		3.52
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.20		0.95%		$  4.78
Class I Shares		1,000.00		1,018.90		1.20		6.04
Class Y Shares		1,000.00		1,021.40		0.70		3.53
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	989.00		1.11%		$  5.50
Class I Shares		1,000.00		986.70		1.36		6.74
Class Y Shares		1,000.00		989.20		0.86		4.27
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11%		$  5.59
Class I Shares		1,000.00		1,018.20		1.36		6.84
Class Y Shares		1,000.00		1,020.60		0.86		4.33
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,003.40		1.00%		$  4.99
Class Y Shares		1,000.00		1,004.10		0.75		3.75
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.90		1.00%		$  5.04
Class Y Shares		1,000.00		1,021.20		0.75		3.78
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	965.20		1.11%		$  5.44
Class Y Shares		1,000.00		966.30		0.86		4.22
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11%		$  5.59
Class Y Shares		1,000.00		1,020.60		0.86		4.33
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,069.20		1.14%		$  5.88
Class I Shares		1,000.00		1,068.20		1.36		7.01
Class Y Shares		1,000.00		1,070.60		0.89		4.59
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20		1.14%		$  5.74
Class I Shares		1,000.00		1,018.20		1.36		6.84
Class Y Shares		1,000.00		1,020.50		0.89		4.48

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 339

Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2019

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios	Expenses Paid During Period *
Enhanced Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,009.60	0.60%		$3.01
Class I Shares		1,000.00		1,009.50	0.85		4.26
Class Y Shares		1,000.00		1,011.60	0.46		2.31
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.94	0.60%		$3.02
Class I Shares		1,000.00		1,020.64	0.85		4.28
Class Y Shares		1,000.00		1,022.64	0.46		2.32
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,046.90	0.66%		$3.37
Class I Shares		1,000.00		1,044.80	0.88		4.49
Class Y Shares		1,000.00		1,047.20	0.41		2.09
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.60	0.66%		$3.33
Class I Shares		1,000.00		1,020.50	0.88		4.43
Class Y Shares		1,000.00		1,022.90	0.41		2.07
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,008.30	0.89%		$4.46
Class I Shares		1,000.00		1,004.70	1.11		5.60
Class Y Shares		1,000.00		1,008.10	0.64		3.20
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50	0.89%		$4.48
Class I Shares		1,000.00		1,019.40	1.11		5.64
Class Y Shares		1,000.00		1,021.70	0.64		3.23
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,011.50	0.30%		$1.50
Class Y Shares		1,000.00		1,012.00	0.20		1.00
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.40	0.30%		$1.51
Class Y Shares		1,000.00		1,023.90	0.20		1.01
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,006.80	0.30%		$1.50
Class Y Shares		1,000.00		1,007.30	0.20		1.00
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.40	0.30%		$1.51
Class Y Shares		1,000.00		1,023.90	0.20		1.01
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,013.60	0.45%		$2.26
Class Y Shares		1,000.00		1,014.10	0.35		1.76
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.70	0.45%		$2.27
Class Y Shares		1,000.00		1,023.20	0.35		1.77

	Beginning Account Value 10/1/18		Ending Account Value 3/31/19		Annualized Expense Ratios	Expenses Paid During Period *
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	978.90	0.75%		$3.70
Class Y Shares		1,000.00		980.30	0.50		2.47
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.20	0.75%		$3.78
Class Y Shares		1,000.00		1,022.40	0.50		2.52
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	978.50	1.33%		$6.56
Class Y Shares		1,000.00		979.10	1.09		5.38
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,018.30	1.33%		$6.69
Class Y Shares		1,000.00		1,019.50	1.09		5.49
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,003.10	1.17%		$5.88
Class Y Shares		1,000.00		1,004.10	0.92		4.62
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20	1.17%		$5.92
Class Y Shares		1,000.00		1,020.46	0.92		4.66
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,036.20	0.80%		$4.06
Class Y Shares		1,000.00		1,036.60	0.70		3.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.94	0.80%		$4.03
Class Y Shares		1,000.00		1,021.44	0.70		3.53
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	993.80	1.82%		$9.05
Class Y Shares		1,000.00		995.30	1.57		7.81
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,015.86	1.82%		$9.15
Class Y Shares		1,000.00		1,017.10	1.57		7.90
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,014.40	0.62%		$3.11
Class Y Shares		1,000.00		1,014.40	0.52		2.61
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.80	0.62%		$3.13
Class Y Shares		1,000.00		1,022.30	0.52		2.62
Long/Short Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	962.30	1.15%		$5.63
Class Y Shares		1,000.00		963.10	0.90		4.40
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20	1.15%		$5.79
Class Y Shares		1,000.00		1,020.44	0.90		4.53

* 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 the one-half year period shown).

340 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

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Board of Trustees 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 is responsible for the investment advisory services provided to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), 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”) provide security selection and certain other advisory services with respect to 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 the 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 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 to consider whether to approve new and/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 and the services provided pursuant to the Investment Advisory Agreements. The Board also receives 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 first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and certain of 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 fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data; (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

At the December 4-5, 2018 meeting of the Board, certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed by the Trustees, including a majority of the Independent Trustees. In addition, the Board approved a brief extension of the Advisory Agreement and certain Sub-Advisory Agreements already in effect (unless operating under an initial

342 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

two-year term) to accommodate a revised Spring meeting schedule. Typically, the Trustees renew the Advisory Agreement and certain Sub-Advisory Agreements at the first quarterly in-person meeting of the calendar year in March. Agreements regularly renewed at the March meeting expire on April 1 of the following year. Because the first quarterly in-person meeting of the Board in calendar year 2019 was held on April 2-3, the Advisory Agreement and certain Sub-Advisory Agreements would have expired prior to the meeting, without the extension. Accordingly, the Board voted in-person at the December 4-5, 2018 meeting to extend the Advisory Agreement and certain Sub-Advisory Agreements until the April 2-3, 2019 meeting. In evaluating whether to approve the extension of the Advisory Agreement and certain Sub-Advisory Agreements, the Board considered the information made available to it throughout the course of the year by representatives of the SEI investment and compliance teams. At the April 2-3, 2019 meeting, the Board evaluated the Advisory Agreement and the applicable Sub-Advisory Agreements in accordance with the renewal process that it typically applies during the annual contract renewal each Spring. Although outside the scope of the period covered by this report, the Board’s renewal of the Advisory Agreement and the applicable Sub-Advisory Agreements at the April 2-3, 2019 meeting of the Board is discussed herein, consistent with prior shareholder reports of the Funds. The Board’s approvals were based on its consideration and evaluation of the factors described above, as discussed at the meeting and at prior meetings, such as the December 4-5, 2018 meeting. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Advisory Agreement and the applicable Sub-Advisory Agreements.

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. 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 were sufficient to support the renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.

Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered a report compiled by Broadridge, an independent third-party that was engaged to prepare an assessment of the Funds in connection with the renewal of the Advisory Agreement (the “Broadridge Report”). The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds (except when such metric was not available due to a limited operating history) and a universe of comparable funds. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support approval or renewal of the Sub-Advisory Agreement.

Fees. 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 the Funds’ respective peer groups. In assessing Fund expenses, the Trustees considered the information in the Broadridge Report, which included various metrics related to fund expenses, including, but not limited to, contractual management fees at various asset levels, actual management fees (including transfer agent expenses), and actual total expenses (including, solely with respect to the Multi-Strategy Alternative Fund, underlying fund expenses) for the Funds and a universe of comparable funds. Based on the materials considered and discussion at the meetings, the Trustees further determined that fees were either shown to be below the peer average in the comparative fee analysis, or that there was a reasonable basis for the fee level. The Trustees also considered the effects of SIMC’s contractual waiver of its management fee with respect to the S&P 500 Index Fund and the Core Fixed Income Fund and its voluntary waiver of management and other fees to prevent total Fund

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 343

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

operating expenses from exceeding a specified cap and concluded that SIMC, through waivers, has maintained the Funds’ net operating expenses at competitive levels for its distribution channels. In determining the appropriateness of fees, the Board also took into consideration the impact of fees incurred indirectly by the Funds as a result of investments into underlying funds, including funds from which SIMC or its affiliates earn fees. The Board also took into consideration compensation earned from the Funds by SIMC or its affiliates for non-advisory services, such as administration, transfer agency, shareholder services or brokerage, and considered whether SIMC and its affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements. When considering fees paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and that such compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. 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. The Board also considered whether the Sub-Advisers and their affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements.

Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. 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. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale 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. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the fees were reasonable in light of the information that was provided by SIMC with respect to economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees’ counsel, unanimously approved the approval or renewal, as applicable, 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 its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

344 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

Robert A. Nesher, Chairman

Trustees

William M. Doran

George J. Sullivan, Jr.

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Hubert L. Harris, Jr.

Susan C. Cote

James B. Taylor

Officers

Robert A. Nesher

President and Chief Executive Officer

James J. Hoffmayer

Controller and Chief Financial Officer

Glenn Kurdziel

Assistant Controller

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

Bridget E. Sudall

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 (3/19)

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, Large Cap Index 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, Tax-Managed International Managed Volatility Fund, and Dynamic Asset Allocation 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, High Yield Bond Fund, Conservative Income Fund, Tax-Free Conservative Income 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 and Long/Short Alternative Fund is included as part of the report to shareholders filed under Item 1 of this form.

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.9%
Communication Services — 7.1%
Alphabet Inc, Cl A *		24,804	$	29,192
Alphabet Inc, Cl C *		2,151		2,524
AT&T Inc		501,527		15,728
Charter Communications Inc, Cl A *		8,513		2,953
DISH Network Corp, Cl A *		73,243		2,321
Facebook Inc, Cl A *		176,696		29,453
IAC/InterActiveCorp *		4,684		984
Interpublic Group of Cos Inc/The		22,205		466
Live Nation Entertainment Inc *		67,265		4,274
Madison Square Garden Co/The *		13,860		4,063
Match Group Inc		8,301		470
Netflix Inc *		14,330		5,109
Omnicom Group Inc		211,517		15,439
Take-Two Interactive Software Inc, Cl A *		20,416		1,927
TEGNA Inc		209,294		2,951
T-Mobile US Inc *		58,171		4,020
Tribune Media Co, Cl A		13,694		632
TripAdvisor Inc *		24,452		1,258
Twitter Inc *		92,830		3,052
Verizon Communications Inc		451,877		26,719
Viacom Inc, Cl B		102,749		2,884
Walt Disney Co/The		91,703		10,182
				166,601
Consumer Discretionary — 10.0%
Alibaba Group Holding Ltd ADR *		51,859		9,462
Amazon.com Inc, Cl A *		30,715		54,696
Best Buy Co Inc		43,112		3,063
Booking Holdings Inc *		3,238		5,650
BorgWarner Inc		28,785		1,106
Brinker International Inc		43,929		1,949
CarMax Inc *		100,971		7,048
Delphi Automotive PLC *		12,125		964
Dick’s Sporting Goods Inc		54,230		1,996
Dillard’s Inc, Cl A (A)		17,881		1,288
Dollar General Corp		142,657		17,019
Dollar Tree Inc *		10,447		1,097
DR Horton Inc		107,192		4,436
eBay Inc		52,967		1,967
Etsy Inc *		6,472		435
Ford Motor Co		215,383		1,891
Garmin Ltd		5,297		457
General Motors Co		331,071		12,283
Goodyear Tire & Rubber Co/The		109,735		1,992
Harley-Davidson Inc, Cl A		53,538		1,909
Home Depot Inc/The		35,082		6,732
Kohl’s Corp		73,406		5,048
Lear Corp		27,328		3,709
Lowe’s Cos Inc		139,789		15,303
Lululemon Athletica Inc *		15,089		2,473
Macy’s Inc		74,067		1,780

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Magna International Inc, Cl A		108,712	$	5,293
Mohawk Industries Inc *		24,444		3,084
Norwegian Cruise Line Holdings Ltd *		75,465		4,147
O’Reilly Automotive Inc *		29,819		11,579
PulteGroup Inc		235,972		6,598
Ross Stores Inc		192,997		17,968
Royal Caribbean Cruises Ltd		49,105		5,628
Tapestry Inc		143,000		4,646
Target Corp, Cl A		50,332		4,040
Vail Resorts Inc		15,520		3,372
Whirlpool Corp		18,237		2,423
				234,531
Consumer Staples — 6.9%
Altria Group Inc		182,864		10,502
Archer-Daniels-Midland Co		146,548		6,321
Colgate-Palmolive Co		100,898		6,915
Conagra Brands Inc		310,496		8,613
Estee Lauder Cos Inc/The, Cl A		9,377		1,552
Herbalife Nutrition Ltd *		8,121		430
Ingredion Inc		47,359		4,484
JM Smucker Co/The		139,997		16,310
Kellogg Co		198,013		11,362
Kroger Co/The		641,242		15,775
Molson Coors Brewing Co, Cl B		142,461		8,498
PepsiCo Inc		96,546		11,832
Philip Morris International Inc		222,296		19,649
Pilgrim’s Pride Corp *		105,209		2,345
Procter & Gamble Co/The		32,988		3,432
Sysco Corp, Cl A		13,131		877
Tyson Foods Inc, Cl A		122,646		8,515
Unilever NV		257,120		14,987
Walgreens Boots Alliance Inc		137,264		8,685
				161,084
Energy — 6.3%
BP PLC ADR		180,571		7,895
Cabot Oil & Gas Corp		50,609		1,321
Canadian Natural Resources Ltd		323,345		8,892
Carrizo Oil & Gas Inc *		115,706		1,443
Chevron Corp		267,288		32,924
ConocoPhillips		103,555		6,911
Core Laboratories NV (A)		74,551		5,139
Diamondback Energy Inc, Cl A		53,744		5,457
Exxon Mobil Corp		62,550		5,054
Halliburton Co		59,501		1,743
Kinder Morgan Inc/DE		87,840		1,758
Laredo Petroleum Inc *		322,581		997
Marathon Petroleum Corp		330,584		19,785
Occidental Petroleum Corp		192,067		12,715
Phillips 66		32,125		3,057
Royal Dutch Shell PLC ADR, Cl A		175,362		10,976

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Schlumberger Ltd, Cl A		401,281	$	17,484
Valero Energy Corp		59,378		5,037
				148,588
Financials — 16.5%
Aflac Inc		348,811		17,441
Allstate Corp/The		77,966		7,343
American International Group Inc		220,049		9,475
Ameriprise Financial Inc		38,551		4,938
Annaly Capital Management Inc		275,527		2,753
Banco Santander SA ADR (A)		535,887		2,481
Bank of America Corp		981,805		27,088
Bank of New York Mellon Corp/The		40,826		2,059
BB&T Corp		60,224		2,802
Berkshire Hathaway Inc, Cl B *		126,314		25,375
Blackstone Group LP/The (B)		215,564		7,538
Capital One Financial Corp		61,434		5,019
CIT Group Inc		132,056		6,335
Citigroup Inc		513,200		31,931
Discover Financial Services		53,937		3,838
E*TRADE Financial Corp		72,599		3,371
Everest Re Group Ltd		18,830		4,067
Fifth Third Bancorp		365,348		9,214
First Republic Bank/CA		118,119		11,866
Hartford Financial Services Group Inc/The		42,704		2,123
Invesco Ltd		146,607		2,831
JPMorgan Chase & Co		301,012		30,471
KeyCorp		155,139		2,443
KKR & Co Inc		338,871		7,960
Lincoln National Corp		89,065		5,228
Markel Corp *		17,107		17,043
Marsh & McLennan Cos Inc		130,535		12,257
MetLife Inc		62,379		2,656
MFA Financial Inc		143,982		1,047
Moody’s Corp		74,861		13,557
Morgan Stanley		48,930		2,065
PNC Financial Services Group Inc/The		15,930		1,954
Progressive Corp/The		173,660		12,519
Prudential Financial Inc		38,952		3,579
Radian Group Inc		122,321		2,537
Regions Financial Corp		350,441		4,959
Reinsurance Group of America Inc, Cl A		24,960		3,544
S&P Global Inc		41,688		8,777
SLM Corp		335,704		3,327
Starwood Property Trust Inc		50,735		1,134
State Street Corp		205,088		13,497
SunTrust Banks Inc		107,702		6,381
Synchrony Financial		15,209		485
Two Harbors Investment Corp		71,276		964
Unum Group		44,371		1,501
US Bancorp		280,419		13,513
Voya Financial Inc		90,831		4,538

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		248,463	$	12,006
Zions Bancorp NA		153,205		6,957
				386,787
Health Care — 14.9%
Abbott Laboratories		424,218		33,912
AbbVie Inc		57,474		4,632
ABIOMED Inc *		2,570		734
Allergan PLC		23,004		3,368
Alnylam Pharmaceuticals Inc *		5,206		486
AmerisourceBergen Corp, Cl A		243,656		19,375
Amgen Inc, Cl A		108,639		20,639
Biogen Inc *		28,909		6,833
Boston Scientific Corp *		159,473		6,121
Bristol-Myers Squibb Co		73,582		3,511
Cardinal Health Inc		17,886		861
Cigna Corp (C)		66,908		10,760
CVS Health Corp		282,416		15,231
Danaher Corp, Cl A		40,427		5,337
DexCom Inc *		11,888		1,416
Eli Lilly & Co		36,699		4,762
Gilead Sciences Inc		94,467		6,141
HCA Healthcare Inc		43,190		5,631
Horizon Pharma Plc *		91,285		2,413
Humana Inc		55,343		14,721
Illumina Inc *		11,567		3,594
Jazz Pharmaceuticals PLC *		13,254		1,895
Johnson & Johnson		276,269		38,620
Merck & Co Inc		367,900		30,598
Mettler-Toledo International Inc *		18,439		13,331
Mylan NV *		56,768		1,609
Pfizer Inc		404,922		17,197
Sarepta Therapeutics Inc *		17,552		2,092
Teleflex Inc		46,383		14,015
Thermo Fisher Scientific Inc		4,198		1,149
UnitedHealth Group Inc		135,344		33,465
Veeva Systems Inc, Cl A *		4,374		555
Vertex Pharmaceuticals Inc *		46,041		8,469
WellCare Health Plans Inc *		3,229		871
Zimmer Biomet Holdings Inc		112,033		14,307
Zoetis Inc, Cl A		27,074		2,726
				351,377
Industrials — 10.0%
3M Co		41,027		8,525
AerCap Holdings NV *		69,739		3,246
AGCO Corp		67,440		4,691
Allison Transmission Holdings Inc		104,943		4,714
American Airlines Group Inc		212,480		6,748
AO Smith Corp		134,094		7,150
Boeing Co/The		30,621		11,680
Cintas Corp		41,613		8,410

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cummins Inc		63,418	$	10,012
Delta Air Lines Inc, Cl A		122,858		6,346
Eaton Corp PLC		28,193		2,271
Emerson Electric Co		134,437		9,205
Expeditors International of Washington Inc		23,350		1,772
FedEx Corp		34,255		6,214
Fortive Corp		151,227		12,686
General Dynamics Corp		22,783		3,857
Harris Corp		31,064		4,961
Honeywell International Inc		217,424		34,553
Huntington Ingalls Industries Inc, Cl A		13,945		2,889
Illinois Tool Works Inc		70,307		10,091
ManpowerGroup Inc		11,765		973
Roper Technologies Inc		47,516		16,249
RR Donnelley & Sons Co		154,714		730
Sensata Technologies Holding PLC *		215,630		9,708
Spirit AeroSystems Holdings Inc, Cl A		41,152		3,767
TransDigm Group Inc *		23,901		10,851
Union Pacific Corp		16,834		2,815
United Continental Holdings Inc *		87,721		6,998
United Technologies Corp		54,722		7,053
WW Grainger Inc		56,546		17,016
				236,181
Information Technology — 18.0%
Adobe Inc *		105,389		28,085
Analog Devices Inc		63,887		6,725
Apple Inc		122,748		23,316
Applied Materials Inc		126,797		5,029
Automatic Data Processing Inc		78,962		12,613
Avalara Inc *		39,869		2,224
Broadcom Inc		14,147		4,254
Cadence Design Systems Inc *		7,308		464
Cisco Systems Inc		321,695		17,368
Citrix Systems Inc		4,593		458
Corning Inc, Cl B		159,303		5,273
Dell Technologies Inc, Cl C *		16,525		970
DXC Technology Co		81,413		5,236
EPAM Systems Inc *		26,576		4,495
Fidelity National Information Services Inc, Cl B		58,904		6,662
Global Payments Inc		82,437		11,254
Hewlett Packard Enterprise Co		376,685		5,812
HP Inc		326,252		6,339
Intel Corp		345,841		18,572
International Business Machines Corp		54,647		7,711
Intuit Inc		97,447		25,474
IPG Photonics Corp *		26,151		3,969
Juniper Networks Inc		181,896		4,815
Lam Research Corp		51,223		9,170
Marvell Technology Group Ltd		74,632		1,485
Microchip Technology Inc (A)		308,253		25,573

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Micron Technology Inc *		110,435	$	4,564
Microsoft Corp		370,704		43,721
Motorola Solutions Inc		84,383		11,849
NetApp Inc		44,116		3,059
NVIDIA Corp		6,471		1,162
ON Semiconductor Corp *		135,982		2,797
Oracle Corp, Cl B		282,015		15,147
PayPal Holdings Inc *		83,563		8,677
RealPage Inc *		54,494		3,307
Red Hat Inc *		22,152		4,047
salesforce.com *		123,745		19,598
Seagate Technology PLC		77,003		3,688
Skyworks Solutions Inc		34,456		2,842
Tech Data Corp *		48,241		4,940
VeriSign Inc *		22,600		4,103
Visa Inc, Cl A		182,351		28,481
Vishay Intertechnology Inc		103,407		1,910
Western Digital Corp		41,757		2,007
Worldpay Inc, Cl A *		55,500		6,299
Xerox Corp		81,708		2,613
Xilinx Inc		34,973		4,434
				422,591
Materials — 3.6%
Air Products & Chemicals Inc		17,944		3,427
Cabot Corp		21,482		894
Celanese Corp, Cl A		30,515		3,009
Crown Holdings Inc *		92,433		5,044
Domtar Corp		41,040		2,038
DowDuPont Inc		258,426		13,777
Eastman Chemical Co		97,406		7,391
Ecolab Inc		69,652		12,296
Freeport-McMoRan Inc, Cl B		123,862		1,597
Huntsman Corp		126,618		2,848
International Paper Co		21,612		1,000
Linde PLC		58,347		10,265
LyondellBasell Industries NV, Cl A		31,428		2,642
Newmont Mining Corp		46,079		1,648
Owens-Illinois Inc		55,338		1,050
Packaging Corp of America		20,059		1,993
Sherwin-Williams Co/The, Cl A		11,517		4,961
Vulcan Materials Co		67,058		7,940
				83,820
Real Estate — 2.9%
American Tower Corp, Cl A		132,231		26,057
Crown Castle International Corp		108,136		13,841
Gaming and Leisure Properties Inc		94,459		3,643
Hospitality Properties Trust		81,476		2,144
Host Hotels & Resorts Inc		270,955		5,121
Mid-America Apartment Communities Inc		78,323		8,563
Omega Healthcare Investors Inc		81,674		3,116

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Senior Housing Properties Trust		175,773	$	2,071
VEREIT Inc		491,703		4,116
				68,672
Utilities — 1.7%
Entergy Corp		71,427		6,831
Exelon Corp		108,817		5,455
FirstEnergy Corp		218,071		9,074
NextEra Energy Inc		62,276		12,039
NRG Energy Inc		28,954		1,230
Public Service Enterprise Group Inc		93,854		5,576
				40,205
Total Common Stock (Cost $1,866,690) ($ Thousands)				2,300,437

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, L.P. 2.480% **†(C)		14,869,849	$	14,878
Total Affiliated Partnership (Cost $14,867) ($ Thousands)				14,878
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		46,074,280		46,074
Total Cash Equivalent (Cost $46,074) ($ Thousands)				46,074
Total Investments – 100.5% (Cost $1,927,631) ($ Thousands)			$	2,361,389

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration  Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		182		Jun-2019	$	25,401	$	25,824	$	423
S&P Mid Cap 400 Index E-MINI		12		Jun-2019		2,259		2,280		21
					$	27,660	$	28,104	$	444

Percentages are based on Net Assets of $2,349,301 ($ Thousands).

* Non-income producing security.

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

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $14,761 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $7,538 ($ Thousands), or 0.3 % of the net assets of the Fund (See Note 2).

(C) 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, 2019 was $14,878 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

S&P— Standard & Poor’s

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,300,437	$	–	$	–	$	2,300,437
Affiliated Partnership		–		14,878		–		14,878
Cash Equivalent		46,074		–		–		46,074
Total Investments in Securities	$	2,346,511	$	14,878	$	–	$	2,361,389
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	444	$	–	$	–	$	444
Total Other Financial Instruments	$	444	$	–	$	–	$	444

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

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

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

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

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

Security Description	Value at 9/30/18	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Depreciation	Value 3/31/19	Income
SEI Daily Income Trust, Government Fund, Cl F	$57,680	$316,891	$ (328,497)	$—	$—	$46,074	$551
SEI Liquidity Fund, L.P.	52,638	125,593	(163,358)	5	—	14,878	52
Totals	$110,318	$442,484	$ (491,855)	$5	$—	$60,952	$603

Amounts designated as “—” are either $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, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.5%
Communication Services — 6.3%
AT&T Inc		1,025,830	$	32,170
BCE Inc		219,735		9,754
Comcast Corp, Cl A		153,009		6,117
DISH Network Corp, Cl A *		22,888		725
Facebook Inc, Cl A *		41,397		6,901
Fox Corp *		25,780		925
Omnicom Group Inc		18,311		1,337
TEGNA Inc		133,195		1,878
Telephone & Data Systems Inc		106,380		3,269
United States Cellular Corp *		48,626		2,232
Verizon Communications Inc		237,848		14,064
Viacom Inc, Cl B		119,643		3,358
Walt Disney Co/The		25,740		2,858
				85,588
Consumer Discretionary — 7.6%
Best Buy Co Inc		73,919		5,253
BorgWarner Inc		35,125		1,349
Brinker International Inc (A)		12,302		546
Capri Holdings Ltd *		46,293		2,118
Carnival Corp		39,846		2,021
Columbia Sportswear Co		26,415		2,752
Dick’s Sporting Goods Inc		29,143		1,073
Dillard’s Inc, Cl A (A)		12,443		896
DR Horton Inc		136,160		5,634
eBay Inc		27,214		1,011
Foot Locker Inc, Cl A		90,185		5,465
Ford Motor Co		157,740		1,385
GameStop Corp, Cl A (A)		17,836		181
Gap Inc/The		78,161		2,046
General Motors Co		367,789		13,645
Genuine Parts Co		109,513		12,269
Goodyear Tire & Rubber Co/The		118,457		2,150
Graham Holdings Co, Cl B		394		269
Harley-Davidson Inc, Cl A		25,543		911
Kohl’s Corp		81,094		5,577
Lear Corp		24,338		3,303
Macy’s Inc		145,959		3,508
Magna International Inc, Cl A		78,699		3,832
Michaels Cos Inc/The *		47,401		541
Mohawk Industries Inc *		20,342		2,566
Norwegian Cruise Line Holdings Ltd *		63,278		3,478
PulteGroup Inc		84,284		2,357
Ralph Lauren Corp, Cl A		27,084		3,512
Royal Caribbean Cruises Ltd		2,192		251
Skechers U.S.A. Inc, Cl A *		62,719		2,108
Target Corp, Cl A		105,907		8,500
Whirlpool Corp		12,733		1,692
Wyndham Destinations Inc		18,506		749
				102,948

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consumer Staples — 8.2%
Altria Group Inc		132,361	$	7,601
Archer-Daniels-Midland Co		75,616		3,261
Diageo PLC ADR		61,169		10,008
Ingredion Inc		37,745		3,574
JM Smucker Co/The		36,241		4,222
Kimberly-Clark Corp		88,522		10,968
Kroger Co/The		270,077		6,644
Molson Coors Brewing Co, Cl B		77,819		4,642
Philip Morris International Inc		156,750		13,855
Pilgrim’s Pride Corp *		54,440		1,213
Procter & Gamble Co/The		39,228		4,082
Tyson Foods Inc, Cl A		107,097		7,436
Unilever NV		140,802		8,207
Walgreens Boots Alliance Inc		178,672		11,305
Walmart Inc		135,544		13,220
				110,238
Energy — 11.0%
Anadarko Petroleum Corp, Cl A		58,242		2,649
BP PLC ADR		151,476		6,623
Canadian Natural Resources Ltd		253,935		6,983
Carrizo Oil & Gas Inc *		58,378		728
Chevron Corp		235,172		28,969
ConocoPhillips		345,296		23,045
Devon Energy Corp		145,337		4,587
Diamondback Energy Inc, Cl A		6,673		678
Exxon Mobil Corp		316,864		25,603
Halliburton Co		48,787		1,429
HollyFrontier Corp		87,412		4,307
Kinder Morgan Inc/DE		53,733		1,075
Laredo Petroleum Inc *		69,375		214
Marathon Petroleum Corp		153,825		9,206
Occidental Petroleum Corp		40,460		2,678
PBF Energy Inc, Cl A		25,974		809
Phillips 66		58,480		5,566
Pioneer Natural Resources Co		4,098		624
Royal Dutch Shell PLC ADR, Cl A		139,866		8,754
Schlumberger Ltd, Cl A		126,608		5,516
Valero Energy Corp		104,174		8,837
				148,880
Financials — 19.9%
Aflac Inc		149,859		7,493
AGNC Investment Corp ‡		14,913		268
Allstate Corp/The		78,965		7,437
Ameriprise Financial Inc		23,966		3,070
Annaly Capital Management Inc ‡		128,342		1,282
Arthur J Gallagher & Co		3,311		259
Assured Guaranty Ltd		28,419		1,263
Athene Holding Ltd, Cl A *		7,120		291
Banco Santander SA ADR		536,092		2,482

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank of America Corp		591,845	$	16,329
Bank of New York Mellon Corp/The		32,486		1,638
BB&T Corp		26,657		1,240
Berkshire Hathaway Inc, Cl B *		82,741		16,622
Blackstone Group LP/The (B)		166,341		5,817
Capital One Financial Corp		66,427		5,426
Chubb Ltd		73,483		10,294
CIT Group Inc		27,607		1,324
Citigroup Inc		323,897		20,153
Discover Financial Services		45,825		3,261
E*TRADE Financial Corp		25,887		1,202
Erie Indemnity Co, Cl A		7,137		1,274
Everest Re Group Ltd		20,651		4,460
Fidelity National Financial Inc		75,438		2,757
Fifth Third Bancorp		196,391		4,953
First American Financial Corp		5,189		267
Franklin Resources Inc		9,651		320
Goldman Sachs Group Inc/The		6,945		1,333
Hartford Financial Services Group Inc/The		32,534		1,618
HSBC Holdings PLC ADR (A)		159,040		6,454
Invesco Ltd		136,599		2,638
JPMorgan Chase & Co		384,576		38,931
KeyCorp		115,584		1,820
KKR & Co Inc		321,877		7,561
Lincoln National Corp		32,614		1,914
MetLife Inc		55,848		2,377
MFA Financial Inc ‡		41,144		299
Morgan Stanley		32,111		1,355
Old Republic International Corp		12,663		265
PNC Financial Services Group Inc/The		34,045		4,176
Popular Inc		45,227		2,358
Prudential Financial Inc		54,813		5,036
Radian Group Inc		38,271		794
Regions Financial Corp		211,042		2,986
Reinsurance Group of America Inc, Cl A		28,599		4,061
SLM Corp		133,095		1,319
Starwood Property Trust Inc ‡		95,177		2,127
State Street Corp		15,313		1,008
SunTrust Banks Inc		234,504		13,894
Synchrony Financial		162,848		5,195
T Rowe Price Group Inc		16,997		1,702
TCF Financial Corp		11,222		232
Travelers Cos Inc/The		97,005		13,305
Two Harbors Investment Corp ‡		19,808		268
Unum Group		87,057		2,945
Voya Financial Inc		50,782		2,537
Wells Fargo & Co		312,120		15,082
Zions Bancorp NA		19,200		872
				267,644
Health Care — 14.2%
Abbott Laboratories		22,205		1,775

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AbbVie Inc		41,325	$	3,330
Agilent Technologies Inc		3,373		271
Amgen Inc, Cl A		23,681		4,499
Anthem Inc		15,091		4,331
Baxter International Inc		3,575		291
Biogen Inc *		7,585		1,793
Bristol-Myers Squibb Co		176,482		8,420
Bruker Corp		7,094		273
Cardinal Health Inc		15,707		756
Centene Corp *		64,502		3,425
Cigna Corp (C)		28,571		4,595
CVS Health Corp		103,377		5,575
Eli Lilly & Co		107,835		13,993
Gilead Sciences Inc		78,772		5,121
HCA Healthcare Inc		51,703		6,741
Horizon Pharma Plc *		88,843		2,348
Humana Inc		14,403		3,831
Jazz Pharmaceuticals PLC *		7,873		1,125
Johnson & Johnson		229,920		32,141
McKesson Corp		46,809		5,479
Medtronic PLC		2,846		259
Merck & Co Inc		327,493		27,238
Mylan NV *		108,207		3,067
Novartis AG ADR		109,770		10,553
Pfizer Inc		859,268		36,493
Varian Medical Systems Inc *		1,997		283
Waters Corp *		1,074		270
Zimmer Biomet Holdings Inc		19,774		2,525
				190,801
Industrials — 7.2%
3M Co		40,786		8,475
AerCap Holdings NV *		72,735		3,385
AGCO Corp		37,676		2,620
Allison Transmission Holdings Inc		24,790		1,114
American Airlines Group Inc		142,321		4,520
Boeing Co/The		15,100		5,759
Cummins Inc		21,255		3,356
Delta Air Lines Inc, Cl A		152,815		7,893
Eaton Corp PLC		11,560		931
FedEx Corp		11,227		2,037
GrafTech International Ltd		43,255		553
Huntington Ingalls Industries Inc, Cl A		9,609		1,991
Ingersoll-Rand PLC		2,509		271
JetBlue Airways Corp *		23,835		390
Johnson Controls International plc		242,079		8,942
L3 Technologies Inc		7,973		1,645
Lockheed Martin Corp		4,158		1,248
ManpowerGroup Inc		67,688		5,597
Norfolk Southern Corp		8,383		1,567
PACCAR Inc		8,534		581
Raytheon Co		54,023		9,837

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
RR Donnelley & Sons Co		49,345	$	233
Siemens AG ADR		130,264		7,002
Southwest Airlines Co, Cl A		70,172		3,643
Spirit AeroSystems Holdings Inc, Cl A		36,890		3,377
Teledyne Technologies Inc *		1,123		266
United Continental Holdings Inc *		55,180		4,402
United Technologies Corp		16,739		2,157
USG Corp		6,128		265
Waste Management Inc		23,373		2,429
				96,486
Information Technology — 11.2%
Akamai Technologies Inc *		17,095		1,226
Applied Materials Inc		47,118		1,869
Avnet Inc		6,016		261
Cisco Systems Inc		617,328		33,330
Cognizant Technology Solutions Corp, Cl A		31,064		2,251
Conduent Inc *		17,329		240
Corning Inc, Cl B		386,238		12,784
DXC Technology Co		35,513		2,284
Hewlett Packard Enterprise Co		163,962		2,530
HP Inc		362,964		7,052
Intel Corp		584,123		31,367
International Business Machines Corp		40,675		5,739
IPG Photonics Corp *		15,960		2,422
Jabil Inc		9,274		247
Juniper Networks Inc		104,785		2,774
Keysight Technologies Inc *		27,298		2,380
Lam Research Corp		11,624		2,081
Marvell Technology Group Ltd		19,915		396
Micron Technology Inc *		148,877		6,153
Microsoft Corp		135,407		15,970
NVIDIA Corp		5,801		1,042
ON Semiconductor Corp *		45,784		942
Oracle Corp, Cl B		74,995		4,028
Seagate Technology PLC		29,578		1,416
Skyworks Solutions Inc		20,654		1,704
Symantec Corp, Cl A		11,792		271
Tech Data Corp *		14,228		1,457
Vishay Intertechnology Inc		41,121		759
Western Digital Corp		62,175		2,988
Xerox Corp		94,500		3,022
				150,985
Materials — 3.9%
Cabot Corp		24,552		1,022
Celanese Corp, Cl A		12,537		1,236
Crown Holdings Inc *		68,051		3,714
Domtar Corp		25,252		1,254
DowDuPont Inc		258,229		13,766
Eastman Chemical Co		67,278		5,105
Freeport-McMoRan Inc, Cl B		180,084		2,321

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Huntsman Corp		123,041	$	2,767
International Paper Co		43,552		2,015
LyondellBasell Industries NV, Cl A		64,376		5,413
Newmont Mining Corp		61,638		2,205
Owens-Illinois Inc		59,035		1,120
Packaging Corp of America		11,025		1,096
Reliance Steel & Aluminum Co		42,072		3,797
Steel Dynamics Inc		130,842		4,615
Westrock Co		27,193		1,043
				52,489
Real Estate — 3.4%
Brixmor Property Group Inc ‡		54,720		1,005
Camden Property Trust ‡		2,746		279
Equity Commonwealth ‡		7,874		257
Gaming and Leisure Properties Inc ‡		6,921		267
HCP Inc ‡		284,637		8,909
Hospitality Properties Trust ‡		84,305		2,218
Host Hotels & Resorts Inc ‡		167,334		3,163
Howard Hughes Corp/The *		7,500		825
Jones Lang LaSalle Inc		1,625		251
Medical Properties Trust Inc ‡		286,392		5,301
Omega Healthcare Investors Inc ‡		33,721		1,286
Outfront Media Inc ‡		14,564		341
Realogy Holdings Corp (A)		42,499		484
Retail Properties of America Inc, Cl A ‡		111,265		1,356
Senior Housing Properties Trust ‡		140,808		1,659
Ventas Inc ‡		4,240		271
VEREIT Inc ‡		278,716		2,333
Welltower Inc ‡		200,627		15,569
				45,774
Utilities — 4.6%
AES Corp/VA		237,088		4,287
Ameren Corp		4,419		325
CenterPoint Energy Inc		109,383		3,358
Consolidated Edison Inc		67,882		5,757
DTE Energy Co		18,650		2,326
Edison International		36,971		2,289
Entergy Corp		39,729		3,799
Exelon Corp		248,451		12,455
FirstEnergy Corp		80,582		3,353
NextEra Energy Inc		91,339		17,658
NRG Energy Inc		36,894		1,567
Pinnacle West Capital Corp		2,739		262
Public Service Enterprise Group Inc		4,680		278
Vistra Energy Corp		165,021		4,296
				62,010
Total Common Stock (Cost $1,084,172) ($ Thousands)				1,313,843

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P. 2.480% **†(D)		4,536,876	$	4,538
Total Affiliated Partnership (Cost $4,536) ($ Thousands)				4,538

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund,Cl F
2.220%**†		31,561,067	$	31,561
Total Cash Equivalent (Cost $31,561) ($ Thousands)				31,561
Total Investments in Securities – 100.1%
(Cost $1,120,269) ($ Thousands)			$	1,349,942

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration   Date		Notional Amount (Thousands)		Value       (Thousands)		Unrealized   Appreciation     (Thousands)
S&P 500 Index E-MINI		71		Jun-2019	$	9,804	$	10,074	$	270
S&P Mid Cap 400 Index E-MINI		41		Jun-2019		7,672		7,794		122
					$	17,476	$	17,868	$	392

Percentages are based on Net Assets of $1,348,144 ($ Thousands).

* Non-income producing security.

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

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $4,377 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $5,817 ($ Thousands), or 0.4% of the net assets of the Fund (see Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,595 ($ Thousands) and represented 0.3% of the Net Assets of the Fund.

(D) 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, 2019 was $4,538 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2019, 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	$	1,313,843	$	–	$	–	$	1,313,843
Affiliated Partnership		–		4,538		–		4,538
Cash Equivalent		31,561		–		–		31,561
Total Investments in Securities	$	1,345,404	$	4,538	$	–	$	1,349,942
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	392	$	–	$	–	$	392
Total Other Financial Instruments	$	392	$	–	$	–	$	392

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Appreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 10,516		$ 93,706		$ (99,688)		$ 3		$ 1		$ 4,538		$ 24
SEI Daily Income Trust, Government Fund, Cl F		42,653		101,670		(112,762)		–		–		31,561		369
Totals		$ 53,169		$ 195,376		$ (212,450)		$ 3		$ 1		$ 36,099		$ 393

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 10.2%
Alphabet Inc, Cl A *		47,240	$	55,596
Alphabet Inc, Cl C *		10,824		12,700
Charter Communications Inc, Cl A *		9,279		3,219
Facebook Inc, Cl A *		198,862		33,148
IAC/InterActiveCorp *		6,922		1,454
Live Nation Entertainment Inc *		80,740		5,130
Madison Square Garden Co/The *		10,620		3,113
Match Group Inc *(A)		4,951		280
Netflix Inc *		24,960		8,900
Take-Two Interactive Software Inc, Cl A *		42,476		4,008
Telephone & Data Systems Inc		14,899		458
T-Mobile US Inc *		147,591		10,199
Tribune Media Co, Cl A		7,080		327
TripAdvisor Inc *		4,996		257
Twitter Inc *		80,264		2,639
Walt Disney Co/The		82,659		9,178
				150,606
Consumer Discretionary — 15.6%
Alibaba Group Holding Ltd ADR *		88,263		16,104
Amazon.com Inc, Cl A *		44,429		79,117
AutoZone Inc *		22,155		22,689
Darden Restaurants Inc		2,532		308
Delphi Automotive PLC *		40,517		3,221
Dollar Tree Inc *		23,358		2,453
Domino’s Pizza Inc		1,007		260
Etsy Inc *		14,615		982
Foot Locker Inc, Cl A		64,234		3,893
General Motors Co		7,261		269
H&R Block Inc		11,779		282
Hilton Worldwide Holdings Inc		30,354		2,523
Home Depot Inc/The		39,504		7,580
Lowe’s Cos Inc		102,559		11,227
Lululemon Athletica Inc *		63,993		10,486
NIKE Inc, Cl B		172,922		14,562
Ross Stores Inc		4,377		407
Royal Caribbean Cruises Ltd		51,930		5,952
Starbucks Corp		70,862		5,268
Tiffany & Co		69,425		7,328
TJX Cos Inc/The		339,896		18,086
Tractor Supply Co		67,314		6,581
Vail Resorts Inc		25,103		5,455
Yum China Holdings Inc		143,165		6,430
				231,463
Consumer Staples — 4.2%
Clorox Co/The		2,074		333
Colgate-Palmolive Co		184,478		12,644
Estee Lauder Cos Inc/The, Cl A		12,050		1,995
Herbalife Nutrition Ltd *		89,152		4,724
Hershey Co/The		92,045		10,569

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Monster Beverage Corp *		9,583	$	523
PepsiCo Inc		157,598		19,314
Procter & Gamble Co/The		94,332		9,815
Sysco Corp, Cl A		22,162		1,480
				61,397
Energy — 0.3%
Cabot Oil & Gas Corp		162,501		4,241
Financials — 7.8%
Aflac Inc		107,953		5,398
Citigroup Inc		69,560		4,328
CME Group Inc		72,684		11,962
FactSet Research Systems Inc		31,327		7,778
First Hawaiian Inc		10,969		286
LPL Financial Holdings Inc		3,860		269
Moody’s Corp		129,490		23,449
Morgan Stanley		19,180		809
MSCI Inc, Cl A		78,786		15,666
Popular Inc		5,333		278
Progressive Corp/The		319,594		23,040
S&P Global Inc		43,307		9,118
US Bancorp		273,464		13,178
Zions Bancorp NA		6,899		313
				115,872
Health Care — 15.5%
Abbott Laboratories		205,567		16,433
ABIOMED Inc *		1,025		293
Alnylam Pharmaceuticals Inc *		13,312		1,244
Becton Dickinson and Co		81,942		20,463
Biogen Inc *		4,655		1,100
Boston Scientific Corp *		221,574		8,504
Cigna Corp (B)		34,675		5,577
Danaher Corp, Cl A		89,177		11,773
DexCom Inc *		5,352		637
Exelixis Inc *		11,949		284
HCA Healthcare Inc		40,097		5,228
Humana Inc		37,831		10,063
Illumina Inc *		17,070		5,304
Johnson & Johnson		150,630		21,057
Merck & Co Inc		109,651		9,120
Mettler-Toledo International Inc *		21,426		15,491
Regeneron Pharmaceuticals Inc *		26,257		10,782
Sarepta Therapeutics Inc *		26,517		3,161
Stryker Corp		22,620		4,468
Thermo Fisher Scientific Inc		11,414		3,124
UnitedHealth Group Inc		207,463		51,297
Varian Medical Systems Inc *		74,409		10,545
Veeva Systems Inc, Cl A *		11,156		1,415
Vertex Pharmaceuticals Inc *		63,443		11,670

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Zoetis Inc, Cl A		11,081	$	1,116
				230,149
Industrials — 10.3%
3M Co		70,234		14,593
Allison Transmission Holdings Inc		9,498		427
Boeing Co/The		67,507		25,749
Cintas Corp		75,177		15,194
Copart Inc *		5,254		318
CSX Corp		114,932		8,599
Delta Air Lines Inc, Cl A		123,994		6,404
Expeditors International of Washington Inc		5,131		390
Graco Inc		300,933		14,902
HD Supply Holdings Inc *		10,173		441
Honeywell International Inc		40,350		6,412
Middleby Corp/The *		87,227		11,342
Robert Half International Inc		157,721		10,277
Spirit AeroSystems Holdings Inc, Cl A		80,802		7,396
Union Pacific Corp		97,386		16,283
United Technologies Corp		106,872		13,775
WW Grainger Inc		2,194		660
				153,162
Information Technology — 29.5%
Adobe Inc *		116,876		31,146
Advanced Micro Devices Inc *		22,810		582
Analog Devices Inc		147,089		15,484
Apple Inc		214,018		40,653
Arista Networks Inc *		22,586		7,102
Aspen Technology Inc *		8,375		873
Avalara Inc *		62,259		3,473
Booz Allen Hamilton Holding Corp, Cl A		5,214		303
Broadcom Inc		62,672		18,846
Cadence Design Systems Inc *		22,196		1,410
CDW Corp/DE		14,556		1,403
Citrix Systems Inc		2,901		289
Dell Technologies Inc, Cl C *		15,378		903
EPAM Systems Inc *		9,445		1,597
Euronet Worldwide Inc *		8,403		1,198
F5 Networks Inc, Cl A *		14,224		2,232
Fortinet Inc *		43,100		3,619
GoDaddy Inc, Cl A *		4,000		301
Intel Corp		5,715		307
Intuit Inc		9,784		2,558
Keysight Technologies Inc *		3,334		291
KLA-Tencor Corp		2,639		315
Lam Research Corp		53,100		9,505
Mastercard Inc, Cl A		171,148		40,297
Microsoft Corp		731,873		86,317
National Instruments Corp		17,003		754
NetApp Inc		60,438		4,191
Oracle Corp, Cl B		274,986		14,770

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Palo Alto Networks Inc *		15,490	$	3,762
Paychex Inc		4,190		336
Paycom Software Inc *		37,490		7,090
PayPal Holdings Inc *		104,842		10,887
RealPage Inc *		85,873		5,212
Red Hat Inc *		22,924		4,188
salesforce.com *		137,437		21,766
ServiceNow Inc *		10,487		2,585
Tableau Software Inc, Cl A *		6,615		842
Ubiquiti Networks Inc (A)		63,166		9,457
VeriSign Inc *		12,618		2,291
Visa Inc, Cl A		283,381		44,261
VMware Inc, Cl A *		59,886		10,810
Worldpay Inc, Cl A *		77,423		8,788
Xilinx Inc		32,253		4,089
Zebra Technologies Corp, Cl A *		49,225		10,314
				437,397
Materials — 3.1%
Air Products & Chemicals Inc		13,673		2,611
Ecolab Inc		34,700		6,126
Linde PLC		64,004		11,260
Sherwin-Williams Co/The, Cl A		51,845		22,330
Vulcan Materials Co		24,865		2,944
				45,271
Real Estate — 1.3%
CBRE Group Inc, Cl A *‡		52,608		2,602
Crown Castle International Corp ‡		37,899		4,851
EPR Properties, Cl A ‡		142,436		10,953
Equity Commonwealth *‡		8,659		283
Medical Properties Trust Inc ‡		15,536		288
				18,977
Utilities — 0.4%
CenterPoint Energy Inc		212,071		6,511
Total Common Stock (Cost $993,297) ($ Thousands)				1,455,046
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, L.P.
2.480% **†(C)		11,088,940		11,089
Total Affiliated Partnership (Cost $11,088) ($ Thousands)				11,089

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		21,242,105	$	21,242

Description	Shares	Market Value   ($ Thousands)
CASH EQUIVALENT (continued)
Total Cash Equivalent (Cost $21,242) ($ Thousands)		$	21,242
Total Investments in Securities — 100.4% (Cost $1,025,627) ($ Thousands)		$	1,487,377

A list of the open futures held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		110		Jun-2019	$	15,305	$	15,608	$	303
					$	15,305	$	15,608	$	303

Percentages are based on Net Assets of $1,481,763 ($ Thousands).

* Non-income producing security.

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

^†  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $11,014 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $5,576 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

(C) 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, 2019 was $11,089 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

PLC — Public Limited Company

The following is a list of the level of inputs used as of March 31, 2019, 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	$	1,455,046	$	–	$	–	$	1,455,046
Affiliated Partnership		–		11,089		–		11,089
Cash Equivalent		21,242		–		–		21,242
Total Investments in Securities	$	1,476,288	$	11,089	$	–	$	1,487,377
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	303	$	—	$	—	$	303
Total Other Financial Instruments	$	303	$	—	$	—	$	303

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

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

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

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

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

Security Description	Value at 9/30/18	Purchases at         Cost	Proceeds from         Sales	Realized Gain	Change in         Unrealized          Appreciation	Value 3/31/19	Income
SEI Daily Income Trust, Government Fund, Cl F	$ 46,852	$152,380	$ (177,990)	$ —	$ —	$ 21,242	$ 392
SEI Liquidity Fund, L.P.	18,951	70,563	(78,427)	—	2	11,089	187
Totals	$ 65,803	$222,943	$ (256,417)	$ —	$ 2	$ 32,331	$ 579

Amounts designated as “—” are either $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, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.9%
Communication Services — 9.3%
Activision Blizzard Inc		8,608	$	392
Alphabet Inc, Cl A *		3,425		4,031
Alphabet Inc, Cl C *		3,491		4,096
AMC Networks Inc, Cl A *		400		23
AT&T Inc		83,521		2,619
Cable One Inc		37		36
CBS Corp, Cl B		3,615		172
CenturyLink Inc		10,712		128
Charter Communications Inc, Cl A *		1,954		678
Cinemark Holdings Inc		1,200		48
Comcast Corp, Cl A		51,701		2,067
Discovery Inc, Cl A *		1,600		43
Discovery Inc, Cl C *		3,917		100
DISH Network Corp, Cl A *		2,600		82
Electronic Arts Inc *		3,369		342
Facebook Inc, Cl A *		27,345		4,558
Fox Corp *		5,631		205
GCI Liberty Inc *		1,100		61
IAC/InterActiveCorp *		920		193
Interpublic Group of Cos Inc/The		4,200		88
John Wiley & Sons Inc, Cl A		400		18
Liberty Broadband Corp, Cl A *		300		27
Liberty Broadband Corp, Cl C *		1,187		109
Liberty Media Corp-Liberty Formula One, Cl A *		500		17
Liberty Media Corp-Liberty Formula One, Cl C *		2,400		84
Liberty Media Corp-Liberty SiriusXM *		3,000		115
Lions Gate Entertainment Corp, Cl A		300		5
Lions Gate Entertainment Corp, Cl B		900		14
Live Nation Entertainment Inc *		1,590		101
Madison Square Garden Co/The *		269		79
Match Group Inc *		500		28
Netflix Inc *		4,828		1,721
News Corp, Cl A		3,900		48
News Corp, Cl B		1,200		15
Omnicom Group Inc		2,626		192
Sirius XM Holdings Inc		18,818		107
Sprint Corp *		7,200		41
Take-Two Interactive Software Inc, Cl A *		1,300		123
Telephone & Data Systems Inc		1,200		37
T-Mobile US Inc *		3,510		243
Tribune Media Co, Cl A		900		41
TripAdvisor Inc *		1,200		62
Twitter Inc *		8,280		272
United States Cellular Corp *		45		2
Verizon Communications Inc		47,515		2,810
Viacom Inc, Cl A		32		1
Viacom Inc, Cl B		4,200		118
Walt Disney Co/The		20,167		2,239
Zayo Group Holdings Inc *		2,390		68

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Zillow Group Inc, Cl A *		500	$	17
Zillow Group Inc, Cl C *		1,400		49
Zynga Inc, Cl A *		9,300		50
				28,815
Consumer Discretionary — 10.0%
Adient PLC		740		10
Advance Auto Parts Inc		775		132
Amazon.com Inc, Cl A *		4,718		8,402
Aramark		2,800		83
AutoNation Inc *		500		18
AutoZone Inc *		299		306
Best Buy Co Inc		2,700		192
Booking Holdings Inc *		517		902
BorgWarner Inc		2,400		92
Bright Horizons Family Solutions Inc *		700		89
Brunswick Corp/DE		900		45
Burlington Stores Inc *		753		118
Caesars Entertainment Corp *		6,407		56
Capri Holdings Ltd *		1,500		69
CarMax Inc *		1,900		133
Carnival Corp		4,627		235
Carter’s Inc		500		50
Chipotle Mexican Grill Inc, Cl A *		273		194
Choice Hotels International		400		31
Columbia Sportswear Co		300		31
Darden Restaurants Inc		1,383		168
Delphi Automotive PLC *		2,914		232
Dick’s Sporting Goods Inc		700		26
Dollar General Corp		3,059		365
Dollar Tree Inc *		2,730		287
Domino’s Pizza Inc		512		132
DR Horton Inc		4,000		165
Dunkin’ Brands Group Inc		1,014		76
eBay Inc		9,906		368
Expedia Group Inc		1,343		160
Extended Stay America Inc		2,300		41
Floor & Decor Holdings Inc, Cl A *		800		33
Foot Locker Inc, Cl A		1,200		73
Ford Motor Co		44,685		392
Frontdoor Inc *		900		31
Gap Inc/The		2,300		60
Garmin Ltd		1,300		112
Garrett Motion Inc *		617		9
General Motors Co		14,881		552
Gentex Corp		2,935		61
Genuine Parts Co		1,676		188
Goodyear Tire & Rubber Co/The		2,400		44
Graham Holdings Co, Cl B		54		37
Grand Canyon Education Inc *		500		57
GrubHub Inc *		1,100		76
H&R Block Inc		2,200		53

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hanesbrands Inc		3,900	$	70
Harley-Davidson Inc, Cl A		1,800		64
Hasbro Inc		1,300		111
Hilton Grand Vacations Inc *		1,018		31
Hilton Worldwide Holdings Inc		3,149		262
Home Depot Inc/The		13,014		2,497
Hyatt Hotels Corp, Cl A		400		29
International Game Technology		1,100		14
Kohl’s Corp		1,825		125
L Brands Inc		2,500		69
Las Vegas Sands Corp		4,144		253
Lear Corp		750		102
Leggett & Platt Inc		1,600		68
Lennar Corp, Cl A		3,228		158
Lennar Corp, Cl B		50		2
LKQ Corp *		3,589		102
Lowe’s Cos Inc		9,257		1,013
Lululemon Athletica Inc *		1,093		179
Macy’s Inc		3,500		84
Marriott International Inc/MD, Cl A		3,290		412
Mattel Inc *		3,500		45
McDonald’s Corp		8,936		1,697
MGM Resorts International		5,853		150
Michaels Cos Inc/The *		1,100		13
Mohawk Industries Inc *		759		96
Newell Brands Inc, Cl B		5,070		78
NIKE Inc, Cl B		14,167		1,193
Nordstrom Inc		1,400		62
Norwegian Cruise Line Holdings Ltd *		2,500		137
NVR Inc *		37		102
O’Reilly Automotive Inc *		919		357
Penske Automotive Group Inc, Cl A		400		18
Polaris Industries Inc		656		55
Pool Corp		467		77
PulteGroup Inc		2,700		75
PVH Corp		849		104
Qurate Retail Inc *		5,165		83
Ralph Lauren Corp, Cl A		636		82
Ross Stores Inc		4,262		397
Royal Caribbean Cruises Ltd		1,949		223
Service Corp International/US		1,900		76
ServiceMaster Global Holdings Inc *		1,500		70
Six Flags Entertainment Corp		700		35
Skechers U.S.A. Inc, Cl A *		1,400		47
Starbucks Corp		13,823		1,028
Tapestry Inc		3,508		114
Target Corp, Cl A		6,096		489
Tempur Sealy International Inc *		600		35
Tesla Inc *		1,559		436
Thor Industries Inc		600		37
Tiffany & Co		1,382		146
TJX Cos Inc/The		14,263		759

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Toll Brothers Inc		1,400	$	51
Tractor Supply Co		1,400		137
Ulta Beauty Inc *		638		222
Under Armour Inc, Cl A *		2,000		42
Under Armour Inc, Cl C *		2,300		43
Urban Outfitters Inc *		700		21
Vail Resorts Inc		500		109
VF Corp		3,744		325
Visteon Corp *		300		20
Wayfair Inc, Cl A *		675		100
Wendy’s Co/The		2,300		41
Whirlpool Corp		738		98
Williams-Sonoma Inc		900		51
Wyndham Destinations Inc		1,163		47
Wyndham Hotels & Resorts Inc		1,263		63
Wynn Resorts Ltd		1,215		145
Yum China Holdings Inc		4,185		188
Yum! Brands Inc		3,535		353
				31,003
Consumer Staples — 6.7%
Altria Group Inc		21,662		1,244
Archer-Daniels-Midland Co		6,459		278
Brown-Forman Corp, Cl A		500		25
Brown-Forman Corp, Cl B		3,122		165
Bunge Ltd		1,600		85
Campbell Soup Co		1,900		72
Casey’s General Stores Inc		433		56
Church & Dwight Co Inc		2,910		207
Clorox Co/The		1,471		236
Coca-Cola Co/The		43,980		2,061
Colgate-Palmolive Co		9,726		667
Conagra Brands Inc		5,649		157
Constellation Brands Inc, Cl A		1,772		311
Costco Wholesale Corp		5,008		1,213
Coty Inc, Cl A		5,300		61
Energizer Holdings Inc		800		36
Estee Lauder Cos Inc/The, Cl A		2,438		404
Flowers Foods Inc		2,000		43
General Mills Inc		6,882		356
Hain Celestial Group Inc/The *		1,000		23
Herbalife Nutrition Ltd *		1,174		62
Hershey Co/The		1,640		188
Hormel Foods Corp		3,237		145
Ingredion Inc		810		77
JM Smucker Co/The		1,254		146
Kellogg Co		2,785		160
Keurig Dr Pepper Inc		2,246		63
Kimberly-Clark Corp		3,970		492
Kraft Heinz Co/The		7,049		230
Kroger Co/The		9,288		228
Lamb Weston Holdings Inc		1,600		120

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
McCormick & Co Inc/MD		1,441	$	217
Molson Coors Brewing Co, Cl B		1,895		113
Mondelez International Inc, Cl A		16,512		824
Monster Beverage Corp *		4,577		250
Nu Skin Enterprises Inc, Cl A		700		33
PepsiCo Inc		16,235		1,989
Philip Morris International Inc		17,950		1,587
Pilgrim’s Pride Corp *		900		20
Post Holdings Inc *		740		81
Procter & Gamble Co/The		28,579		2,974
Seaboard Corp		4		17
Spectrum Brands Holdings Inc		547		30
Sprouts Farmers Market Inc *		1,200		26
Sysco Corp, Cl A		5,463		365
TreeHouse Foods Inc *		700		45
Tyson Foods Inc, Cl A		3,276		227
US Foods Holding Corp *		2,600		91
Walgreens Boots Alliance Inc		9,369		593
Walmart Inc		16,110		1,571
				20,664
Energy — 5.1%
Anadarko Petroleum Corp, Cl A		5,935		270
Antero Resources Corp *		3,200		28
Apache Corp		4,300		149
Apergy Corp *		1,032		42
Baker Hughes a GE Co, Cl A		5,902		164
Cabot Oil & Gas Corp		4,800		125
Centennial Resource Development Inc/ DE, Cl A *		1,500		13
Cheniere Energy Inc *		2,600		178
Chesapeake Energy Corp *		14,900		46
Chevron Corp		21,928		2,701
Cimarex Energy Co		1,144		80
CNX Resources Corp *		1,800		19
Concho Resources Inc		2,230		247
ConocoPhillips		13,026		869
Continental Resources Inc/OK, Cl A *		900		40
Devon Energy Corp		5,400		170
Diamondback Energy Inc, Cl A		1,838		187
EOG Resources Inc		6,627		631
EQT Corp		2,800		58
Equitrans Midstream Corp		2,160		47
Extraction Oil & Gas Inc *		700		3
Exxon Mobil Corp		48,657		3,931
Halliburton Co		9,961		292
Helmerich & Payne Inc		1,200		67
Hess Corp		2,900		175
HollyFrontier Corp		1,800		89
Kinder Morgan Inc/DE		22,465		449
Kosmos Energy Ltd		2,400		15
Marathon Oil Corp		9,592		160

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Marathon Petroleum Corp		7,770	$	465
Murphy Oil Corp		1,700		50
Nabors Industries Ltd		3,400		12
National Oilwell Varco Inc, Cl A		4,600		123
Noble Energy Inc		5,743		142
Occidental Petroleum Corp		8,693		575
ONEOK Inc		4,761		332
Parsley Energy Inc, Cl A *		2,900		56
Patterson-UTI Energy Inc		2,800		39
PBF Energy Inc, Cl A		1,500		47
Phillips 66		4,675		445
Pioneer Natural Resources Co		1,994		304
QEP Resources Inc *		2,400		19
Range Resources Corp		2,600		29
RPC Inc		400		5
Schlumberger Ltd, Cl A		15,898		693
SM Energy Co		1,000		17
Targa Resources Corp		2,500		104
Transocean Ltd *		5,400		47
Valero Energy Corp		4,922		418
Weatherford International PLC *		8,600		6
Whiting Petroleum Corp *		1,100		29
Williams Cos Inc/The		13,773		396
WPX Energy Inc *		4,500		59
				15,657
Financials — 12.6%
Affiliated Managers Group Inc		633		68
Aflac Inc		8,482		424
AGNC Investment Corp		5,828		105
Alleghany *		183		112
Allstate Corp/The		3,823		360
Ally Financial Inc		4,800		132
American Express Co		8,001		875
American Financial Group Inc/OH		843		81
American International Group Inc		10,103		435
American National Insurance Co		124		15
Ameriprise Financial Inc		1,532		196
Annaly Capital Management Inc		16,174		162
Aon PLC		2,786		476
Arch Capital Group Ltd *		4,589		148
Arthur J Gallagher & Co		2,066		161
Associated Banc-Corp		1,800		38
Assurant Inc		700		66
Assured Guaranty Ltd		1,300		58
Athene Holding Ltd, Cl A *		1,900		78
AXA Equitable Holdings Inc		3,000		60
Axis Capital Holdings Ltd		900		49
Bank of America Corp		103,564		2,857
Bank of Hawaii Corp		448		35
Bank of New York Mellon Corp/The		10,085		509
Bank OZK		1,500		43

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
BankUnited Inc		1,200	$	40
BB&T Corp		8,762		408
Berkshire Hathaway Inc, Cl B *		22,309		4,482
BGC Partners Inc, Cl A		2,300		12
BlackRock Inc		1,363		583
BOK Financial Corp		400		33
Brighthouse Financial Inc *		1,300		47
Brown & Brown Inc		2,500		74
Capital One Financial Corp		5,441		444
Cboe Global Markets Inc		1,300		124
Charles Schwab Corp/The		13,842		592
Chimera Investment Corp		2,200		41
Chubb Ltd		5,294		742
Cincinnati Financial Corp		1,700		146
CIT Group Inc		1,146		55
Citigroup Inc		27,322		1,700
Citizens Financial Group Inc		5,347		174
CME Group Inc		4,063		669
CNA Financial Corp		200		9
Comerica Inc		1,853		136
Commerce Bancshares Inc/MO		1,040		60
Credit Acceptance Corp, Cl A *		128		58
Cullen/Frost Bankers Inc		640		62
Discover Financial Services		3,827		272
E*TRADE Financial Corp		2,813		131
East West Bancorp Inc		1,600		77
Eaton Vance Corp		1,400		56
Erie Indemnity Co, Cl A		300		54
Evercore Inc, Cl A		400		36
Everest Re Group Ltd		445		96
FactSet Research Systems Inc		472		117
Fidelity National Financial Inc		3,010		110
Fifth Third Bancorp		8,700		219
First American Financial Corp		1,200		62
First Citizens BancShares Inc/NC, Cl A		68		28
First Hawaiian Inc		1,500		39
First Horizon National Corp		3,600		50
First Republic Bank/CA		1,880		189
FNB Corp/PA		3,400		36
Franklin Resources Inc		3,600		119
Goldman Sachs Group Inc/The		4,007		769
Hanover Insurance Group Inc/The, Cl A		489		56
Hartford Financial Services Group Inc/The		4,100		204
Huntington Bancshares Inc/OH		11,892		151
Interactive Brokers Group Inc, Cl A		821		43
Intercontinental Exchange Inc		6,412		488
Invesco Ltd		4,700		91
Jefferies Financial Group Inc		3,100		58
JPMorgan Chase & Co		38,087		3,856
KeyCorp		11,388		179
Lazard Ltd, Cl A (A)		1,200		43
Legg Mason Inc		800		22

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lincoln National Corp		2,477	$	145
Loews Corp		3,189		153
LPL Financial Holdings Inc		900		63
M&T Bank Corp		1,566		246
Markel Corp *		150		149
MarketAxess Holdings Inc		468		115
Marsh & McLennan Cos Inc		5,821		547
Mercury General Corp		200		10
MetLife Inc		9,330		397
MFA Financial Inc		4,600		33
Moody’s Corp		1,909		346
Morgan Stanley		13,915		587
Morningstar Inc, Cl A		200		25
MSCI Inc, Cl A		952		189
Nasdaq Inc, Cl A		1,300		114
Navient Corp		3,300		38
New Residential Investment Corp		4,540		77
New York Community Bancorp Inc		5,000		58
Northern Trust Corp		2,262		205
Old Republic International Corp		3,000		63
OneMain Holdings Inc, Cl A		981		31
PacWest Bancorp		1,300		49
People’s United Financial Inc		4,400		72
Pinnacle Financial Partners Inc		800		44
PNC Financial Services Group Inc/The		5,198		638
Popular Inc		1,200		63
Principal Financial Group Inc, Cl A		3,300		166
Progressive Corp/The		6,609		476
Prosperity Bancshares		800		55
Prudential Financial Inc		4,718		433
Raymond James Financial Inc		1,570		126
Regions Financial Corp		12,312		174
Reinsurance Group of America Inc, Cl A		768		109
RenaissanceRe Holdings Ltd		475		68
S&P Global Inc		2,838		598
Santander Consumer USA Holdings Inc		1,200		25
SEI Investments Co †		1,500		78
Signature Bank/New York NY, Cl B		578		74
SLM Corp		5,600		55
Starwood Property Trust Inc		3,300		74
State Street Corp		4,233		279
Sterling Bancorp/DE		2,300		43
SunTrust Banks Inc		5,160		306
SVB Financial Group, Cl B *		584		130
Synchrony Financial		8,256		263
Synovus Financial Corp		1,700		58
T Rowe Price Group Inc		2,671		267
TCF Financial Corp		1,700		35
TD Ameritrade Holding Corp		3,111		156
Texas Capital Bancshares Inc *		600		33
TFS Financial Corp		200		3
Torchmark Corp, Cl A		1,300		107

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Travelers Cos Inc/The		3,024	$	415
Two Harbors Investment Corp		3,000		41
Umpqua Holdings Corp		2,500		41
Unum Group		2,400		81
US Bancorp		17,426		840
Virtu Financial Inc, Cl A		600		14
Voya Financial Inc		1,800		90
Webster Financial Corp		995		50
Wells Fargo & Co		47,610		2,301
Western Alliance Bancorp *		1,000		41
White Mountains Insurance Group Ltd		28		26
Willis Towers Watson PLC		1,486		261
Wintrust Financial Corp		700		47
WR Berkley Corp		1,200		102
Zions Bancorp NA		2,200		100
				38,983
Health Care — 13.9%
Abbott Laboratories		19,636		1,570
AbbVie Inc		17,504		1,411
ABIOMED Inc *		520		148
Acadia Healthcare Co Inc, Cl A *		1,100		32
Agilent Technologies Inc		3,779		304
Agios Pharmaceuticals Inc *		600		40
Alexion Pharmaceuticals Inc *		2,417		327
Align Technology Inc *		889		253
Alkermes PLC *		1,800		66
Allergan PLC		3,886		569
Alnylam Pharmaceuticals Inc *		1,074		100
AmerisourceBergen Corp, Cl A		1,788		142
Amgen Inc, Cl A		7,308		1,388
Anthem Inc		3,061		878
Baxter International Inc		5,692		463
Becton Dickinson and Co		3,031		757
Biogen Inc *		2,298		543
BioMarin Pharmaceutical Inc *		2,037		181
Bio-Rad Laboratories Inc, Cl A *		300		92
Bio-Techne Corp		418		83
Bluebird Bio Inc *		600		94
Boston Scientific Corp *		15,996		614
Bristol-Myers Squibb Co		18,798		897
Bruker Corp		1,000		38
Cantel Medical Corp		400		27
Cardinal Health Inc		3,300		159
Catalent Inc *		1,623		66
Celgene Corp, Cl A *		8,118		766
Centene Corp *		4,624		246
Cerner Corp *		3,600		206
Charles River Laboratories International Inc *		500		73
Chemed Corp		180		58
Cigna Corp (B)		4,272		687

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cooper Cos Inc/The, Cl A		529	$	157
Covetrus Inc *		619		20
CVS Health Corp		14,794		798
Danaher Corp, Cl A		7,173		947
DaVita Inc *		1,500		81
DENTSPLY SIRONA Inc		2,400		119
DexCom Inc *		1,000		119
Edwards Lifesciences Corp, Cl A *		2,415		462
Elanco Animal Health Inc *		4,177		134
Eli Lilly & Co		10,116		1,313
Encompass Health Corp		1,200		70
Exact Sciences Corp *		1,300		113
Exelixis Inc *		3,100		74
Gilead Sciences Inc		14,605		949
HCA Healthcare Inc		3,125		407
Henry Schein Inc *		1,747		105
Hill-Rom Holdings Inc		750		79
Hologic Inc *		3,100		150
Humana Inc		1,578		420
ICU Medical Inc *		159		38
IDEXX Laboratories Inc *		976		218
Illumina Inc *		1,664		517
Incyte Corp *		1,984		171
Insulet Corp *		700		67
Integra LifeSciences Holdings Corp *		800		45
Intuitive Surgical Inc *		1,277		729
Ionis Pharmaceuticals Inc *		1,400		114
IQVIA Holdings Inc *		2,040		293
Jazz Pharmaceuticals PLC *		643		92
Johnson & Johnson		30,900		4,319
Laboratory Corp of America Holdings *		1,140		174
Masimo Corp *		500		69
McKesson Corp		2,169		254
MEDNAX Inc *		1,000		27
Medtronic PLC		15,659		1,426
Merck & Co Inc		29,910		2,488
Mettler-Toledo International Inc *		294		213
Moderna *		600		12
Molina Healthcare Inc *		700		99
Mylan NV *		5,700		162
Nektar Therapeutics, Cl A *		1,600		54
Neurocrine Biosciences Inc *		1,100		97
Penumbra Inc *		400		59
PerkinElmer Inc		1,200		116
Perrigo Co PLC		1,583		76
Pfizer Inc		66,089		2,807
PRA Health Sciences Inc *		700		77
Premier Inc, Cl A *		500		17
QIAGEN NV *		2,500		102
Quest Diagnostics Inc		1,500		135
Regeneron Pharmaceuticals Inc *		922		379
ResMed Inc		1,553		161

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sage Therapeutics Inc *		600	$	95
Sarepta Therapeutics Inc *		800		95
Seattle Genetics Inc *		1,261		92
STERIS PLC		1,000		128
Stryker Corp		3,949		780
Teleflex Inc		509		154
Thermo Fisher Scientific Inc		4,664		1,277
United Therapeutics Corp *		532		62
UnitedHealth Group Inc		10,975		2,714
Universal Health Services Inc, Cl B		942		126
Varian Medical Systems Inc *		1,036		147
Veeva Systems Inc, Cl A *		1,430		181
Vertex Pharmaceuticals Inc *		2,922		537
Waters Corp *		919		231
WellCare Health Plans Inc *		631		170
West Pharmaceutical Services Inc		844		93
Zimmer Biomet Holdings Inc		2,322		297
Zoetis Inc, Cl A		5,508		554
				43,135
Industrials — 9.6%
3M Co		6,410		1,332
Acuity Brands Inc		478		57
ADT Inc		400		3
AECOM *		1,800		53
AGCO Corp		800		56
Air Lease Corp, Cl A		1,100		38
Alaska Air Group Inc		1,400		79
Allegion PLC		1,050		95
Allison Transmission Holdings Inc		1,200		54
AMERCO		63		23
American Airlines Group Inc		4,572		145
AMETEK Inc		2,583		214
AO Smith Corp		1,600		85
Arconic Inc		4,800		92
Arcosa Inc		433		13
Armstrong World Industries Inc		500		40
Boeing Co/The		6,138		2,341
BWX Technologies Inc, Cl W		1,300		64
Carlisle Cos Inc		624		76
Caterpillar Inc, Cl A		6,633		899
CH Robinson Worldwide Inc		1,500		130
Cintas Corp		970		196
Clean Harbors Inc *		600		43
Colfax Corp *		900		27
Copa Holdings SA, Cl A		333		27
Copart Inc *		2,400		145
CoStar Group Inc *		395		184
Crane Co, Cl A		500		42
CSX Corp		8,874		664
Cummins Inc		1,715		271
Curtiss-Wright Corp		500		57

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Deere & Co		3,732	$	596
Delta Air Lines Inc, Cl A		7,506		388
Donaldson Co Inc, Cl A		1,600		80
Dover Corp		1,605		151
Eaton Corp PLC		4,993		402
Emerson Electric Co		7,043		482
Equifax Inc		1,335		158
Expeditors International of Washington Inc		1,900		144
Fastenal Co, Cl A		3,300		212
FedEx Corp		2,864		520
Flowserve Corp		1,600		72
Fluor Corp		1,600		59
Fortive Corp		3,361		282
Fortune Brands Home & Security Inc		1,500		71
Gardner Denver Holdings Inc *		1,500		42
Gates Industrial Corp PLC *		200		3
General Dynamics Corp		2,910		493
General Electric Co		98,770		987
Genesee & Wyoming Inc, Cl A *		600		52
Graco Inc		2,000		99
GrafTech International Ltd		261		3
Harris Corp		1,329		212
HD Supply Holdings Inc *		2,200		95
HEICO, Cl A		800		67
HEICO Corp		450		43
Hexcel Corp, Cl A		900		62
Honeywell International Inc		8,379		1,332
Hubbell Inc, Cl B		605		71
Huntington Ingalls Industries Inc, Cl A		493		102
IDEX Corp		852		129
IHS Markit Ltd *		4,466		243
Illinois Tool Works Inc		3,809		547
Ingersoll-Rand PLC		2,807		303
ITT Inc		1,048		61
Jacobs Engineering Group Inc		1,500		113
JB Hunt Transport Services Inc		969		98
JetBlue Airways Corp *		3,400		56
Johnson Controls International plc		10,364		383
Kansas City Southern		1,180		137
KAR Auction Services Inc		1,600		82
Kirby Corp *		600		45
Knight-Swift Transportation Holdings Inc, Cl A		1,400		46
L3 Technologies Inc		952		196
Landstar System Inc		446		49
Lennox International		465		123
Lincoln Electric Holdings Inc		700		59
Lockheed Martin Corp		2,794		839
Macquarie Infrastructure Corp		900		37
ManpowerGroup Inc		688		57
Masco Corp		3,300		130
Middleby Corp/The *		635		83

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value        ($ Thousands)
COMMON STOCK (continued)
MSC Industrial Direct Co Inc, Cl A		479	$	40
Nielsen Holdings PLC		4,000		95
Nordson		643		85
Norfolk Southern Corp		3,063		572
Northrop Grumman Corp		1,815		489
nVent Electric PLC		1,800		49
Old Dominion Freight Line Inc, Cl A		715		103
Oshkosh Corp		800		60
Owens Corning		1,400		66
PACCAR Inc		3,955		269
Parker-Hannifin Corp, Cl A		1,484		255
Pentair PLC		1,700		76
Quanta Services Inc		1,700		64
Raytheon Co		3,279		597
Regal Beloit Corp		600		49
Republic Services Inc		2,600		209
Resideo Technologies Inc *		1,486		29
Robert Half International Inc		1,400		91
Rockwell Automation Inc		1,400		246
Rollins Inc		1,700		71
Roper Technologies Inc		1,152		394
Ryder System Inc		600		37
Schneider National Inc, Cl B		300		6
Sensata Technologies Holding PLC *		1,900		86
Snap-on Inc		619		97
Southwest Airlines Co, Cl A		5,944		309
Spirit AeroSystems Holdings Inc, Cl A		1,200		110
Stanley Black & Decker Inc		1,767		241
Stericycle Inc, Cl A *		1,100		60
Teledyne Technologies Inc *		452		107
Terex Corp		700		22
Textron Inc		2,738		139
Timken Co/The		700		30
Toro Co/The		1,100		76
TransDigm Group Inc *		530		241
TransUnion		2,200		147
Trinity Industries Inc		1,800		39
Union Pacific Corp		8,340		1,394
United Continental Holdings Inc *		2,773		221
United Parcel Service Inc, Cl B		7,924		885
United Rentals Inc *		903		103
United Technologies Corp		9,268		1,195
Univar Inc *		1,600		35
USG Corp *		800		35
Valmont Industries Inc		200		26
Verisk Analytics Inc, Cl A		1,797		239
WABCO Holdings Inc *		600		79
Wabtec Corp		1,466		108
Waste Management Inc		4,931		512
Watsco Inc		377		54
Welbilt Inc *		1,200		20
WESCO International Inc *		600		32

Description	Shares		Market Value        ($ Thousands)
COMMON STOCK (continued)
WW Grainger Inc		511	$	154
XPO Logistics Inc *		1,333		72
Xylem Inc/NY		2,038		161
				29,622
Information Technology — 21.1%
2U Inc *		600		42
Accenture PLC, Cl A		7,437		1,309
Adobe Inc *		5,641		1,503
Advanced Micro Devices Inc *		10,747		274
Akamai Technologies Inc *		1,800		129
Alliance Data Systems Corp		576		101
Amdocs Ltd		1,600		87
Amphenol Corp, Cl A		3,416		323
Analog Devices Inc		4,256		448
ANSYS Inc *		1,006		184
Apple Inc		54,666		10,384
Applied Materials Inc		11,017		437
Arista Networks Inc *		645		203
ARRIS International PLC *		1,900		60
Arrow Electronics Inc, Cl A *		900		69
Aspen Technology Inc *		800		83
Atlassian Corp PLC, Cl A *		1,100		124
Autodesk Inc, Cl A *		2,507		391
Automatic Data Processing Inc		4,979		795
Avnet Inc		1,300		56
Black Knight Inc *		1,700		93
Booz Allen Hamilton Holding Corp, Cl A		1,600		93
Broadcom Inc		4,732		1,423
Broadridge Financial Solutions Inc		1,328		138
Cadence Design Systems Inc *		3,300		210
CDK Global Inc		1,476		87
CDW Corp/DE		1,700		164
Ceridian HCM Holding Inc *		606		31
Cisco Systems Inc		52,076		2,812
Citrix Systems Inc		1,502		150
Cognex Corp		1,900		97
Cognizant Technology Solutions Corp, Cl A		6,640		481
Coherent Inc *		243		34
CommScope Holding Co Inc *		1,900		41
Conduent Inc *		2,600		36
CoreLogic Inc/United States *		1,000		37
Corning Inc, Cl B		9,014		298
Cypress Semiconductor Corp		3,700		55
Dell Technologies Inc, Cl C *		1,727		101
DocuSign Inc, Cl A *		820		42
Dolby Laboratories Inc, Cl A		700		44
DXC Technology Co		3,081		198
EchoStar Corp, Cl A *		500		18
Elastic NV *		100		8
EPAM Systems Inc *		600		101
Euronet Worldwide Inc *		600		86

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
F5 Networks Inc, Cl A *		691	$	108
Fair Isaac Corp *		369		100
Fidelity National Information Services Inc, Cl B		3,781		428
FireEye Inc *		2,400		40
First Data Corp, Cl A *		6,234		164
First Solar Inc *		1,000		53
Fiserv Inc, Cl A *		4,592		405
FleetCor Technologies Inc *		967		238
FLIR Systems Inc		1,500		71
Fortinet Inc *		1,700		143
Gartner Inc *		1,066		162
Genpact Ltd		1,700		60
Global Payments Inc		1,817		248
GoDaddy Inc, Cl A *		2,025		152
Guidewire Software Inc, Cl Z *		900		87
Hewlett Packard Enterprise Co		16,307		252
HP Inc		17,565		341
Intel Corp		51,850		2,784
International Business Machines Corp		10,595		1,495
Intuit Inc		2,827		739
IPG Photonics Corp *		433		66
Jabil Inc		1,800		48
Jack Henry & Associates Inc		854		118
Juniper Networks Inc		3,700		98
Keysight Technologies Inc *		2,100		183
KLA-Tencor Corp		1,899		227
Lam Research Corp		1,758		315
Leidos Holdings Inc		1,600		103
Littelfuse Inc		300		55
LogMeIn Inc		700		56
Manhattan Associates Inc *		700		39
Marvell Technology Group Ltd		6,672		133
Mastercard Inc, Cl A		10,494		2,471
Maxim Integrated Products Inc		3,200		170
Microchip Technology Inc		2,726		226
Micron Technology Inc *		12,968		536
Microsoft Corp		87,225		10,287
MKS Instruments Inc		600		56
Monolithic Power Systems Inc		500		68
Motorola Solutions Inc		1,836		258
National Instruments Corp		1,400		62
NCR Corp *		1,223		33
NetApp Inc		2,900		201
Nuance Communications *		3,000		51
Nutanix Inc, Cl A *		1,459		55
NVIDIA Corp		6,694		1,202
NXP Semiconductors NV		3,830		339
Okta Inc, Cl A *		1,000		83
ON Semiconductor Corp *		4,800		99
Oracle Corp, Cl B		27,738		1,490
Palo Alto Networks Inc *		1,061		258

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Paychex Inc		3,638	$	292
Paycom Software Inc *		536		101
PayPal Holdings Inc *		13,436		1,395
Pegasystems Inc		400		26
Pluralsight, Cl A *		800		25
Proofpoint Inc *		600		73
PTC Inc *		1,365		126
Pure Storage Inc, Cl A *		2,000		44
Qorvo Inc *		1,468		105
QUALCOMM Inc		13,864		791
RealPage Inc *		800		49
Red Hat Inc *		2,060		376
RingCentral Inc, Cl A *		800		86
Sabre Corp		3,400		73
salesforce.com Inc *		8,329		1,319
ServiceNow Inc *		2,022		498
Skyworks Solutions Inc		1,972		163
SolarWinds Corp *		200		4
Splunk Inc *		1,681		209
Square Inc, Cl A *		3,300		247
SS&C Technologies Holdings Inc		2,400		153
Switch Inc, Cl A		100		1
Symantec Corp, Cl A		7,201		166
Synopsys Inc *		1,731		199
Tableau Software Inc, Cl A *		806		103
Teradata Corp *		1,397		61
Teradyne Inc		1,954		78
Texas Instruments Inc		11,043		1,171
Total System Services Inc		2,074		197
Trimble Inc *		3,000		121
Twilio Inc, Cl A *		1,000		129
Tyler Technologies Inc *		425		87
Ubiquiti Networks Inc		200		30
Ultimate Software Group Inc/The *		380		125
Universal Display Corp		542		83
VeriSign Inc *		1,208		219
Versum Materials Inc		1,406		71
Visa Inc, Cl A		20,270		3,166
VMware Inc, Cl A *		794		143
Western Digital Corp		3,392		163
Western Union Co/The		5,200		96
WEX Inc *		442		85
Workday Inc, Cl A *		1,700		328
Worldpay Inc, Cl A *		3,423		388
Xerox Corp		2,200		70
Xilinx Inc		2,907		369
Zebra Technologies Corp, Cl A *		600		126
Zendesk Inc *		1,314		112
				65,378
Materials — 2.8%
Air Products & Chemicals Inc		2,570		491

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Albemarle Corp		1,156	$	95
Alcoa Corp *		2,300		65
AptarGroup Inc		700		74
Ardagh Group SA, Cl A		100		1
Ashland Global Holdings Inc		800		62
Avery Dennison Corp		1,023		116
Axalta Coating Systems Ltd *		2,200		55
Ball Corp		3,735		216
Bemis Co Inc		1,000		55
Berry Global Group Inc *		1,577		85
Cabot Corp		700		29
Celanese Corp, Cl A		1,500		148
CF Industries Holdings Inc		2,637		108
Chemours Co/The		1,900		71
Crown Holdings Inc *		1,500		82
Domtar Corp		600		30
DowDuPont Inc		26,019		1,387
Eagle Materials Inc		459		39
Eastman Chemical Co		1,632		124
Ecolab Inc		2,919		515
Element Solutions *		2,100		21
FMC Corp		1,600		123
Freeport-McMoRan Inc, Cl B		16,723		216
Graphic Packaging Holding Co		3,300		42
Huntsman Corp		2,300		52
International Flavors & Fragrances Inc		1,160		149
International Paper Co		4,691		217
Linde PLC		6,374		1,121
LyondellBasell Industries NV, Cl A		3,511		295
Martin Marietta Materials Inc, Cl A		705		142
Mosaic Co/The		4,200		115
NewMarket Corp		70		30
Newmont Mining Corp		6,100		218
Nucor Corp		3,500		204
Olin Corp		1,800		42
Owens-Illinois Inc		2,000		38
Packaging Corp of America		1,027		102
PPG Industries Inc		2,779		314
Reliance Steel & Aluminum Co		746		67
Royal Gold Inc, Cl A		747		68
RPM International Inc		1,500		87
Scotts Miracle-Gro Co/The, Cl A		577		45
Sealed Air Corp		1,800		83
Sherwin-Williams Co/The, Cl A		961		414
Silgan Holdings Inc		800		24
Sonoco Products Co		1,200		74
Southern Copper Corp		800		32
Steel Dynamics Inc		2,500		88
United States Steel Corp		1,900		37
Valvoline Inc		2,100		39
Vulcan Materials Co		1,480		175
Westlake Chemical Corp		332		23

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Westrock Co		2,800	$	107
WR Grace & Co		800		62
				8,714
Real Estate — 3.7%
Alexandria Real Estate Equities Inc		1,237		176
American Campus Communities Inc		1,700		81
American Homes 4 Rent, Cl A		2,800		64
American Tower Corp, Cl A		5,027		991
Apartment Investment & Management Co, Cl A		1,900		96
Apple Hospitality Inc		2,400		39
AvalonBay Communities Inc		1,600		321
Boston Properties Inc		1,762		236
Brandywine Realty Trust		2,000		32
Brixmor Property Group Inc		3,300		61
Brookfield Property Inc, Cl A		1,227		25
Camden Property Trust		1,000		102
CBRE Group Inc, Cl A *		3,600		178
Colony Capital Inc		4,700		25
Columbia Property Trust Inc		1,100		25
CoreSite Realty Corp		400		43
Corporate Office Properties Trust		1,400		38
Crown Castle International Corp		4,751		608
CubeSmart		2,100		67
CyrusOne Inc		1,200		63
Digital Realty Trust Inc, Cl A		2,404		286
Douglas Emmett Inc		1,800		73
Duke Realty Corp		3,900		119
Empire State Realty Trust Inc, Cl A		1,400		22
EPR Properties, Cl A		800		62
Equinix Inc		954		432
Equity Commonwealth *		1,300		42
Equity LifeStyle Properties Inc		1,000		114
Equity Residential		4,083		308
Essex Property Trust Inc		729		211
Extra Space Storage Inc		1,400		143
Federal Realty Investment Trust		846		117
Gaming and Leisure Properties Inc		2,355		91
HCP Inc		5,670		177
Healthcare Trust of America Inc, Cl A		2,600		74
Highwoods Properties Inc		1,100		51
Hospitality Properties Trust		1,700		45
Host Hotels & Resorts Inc		8,402		159
Howard Hughes Corp/The *		463		51
Hudson Pacific Properties Inc		1,600		55
Invitation Homes Inc		4,100		100
Iron Mountain Inc		3,200		113
JBG SMITH Properties		1,100		45
Jones Lang LaSalle Inc		543		84
Kilroy Realty Corp		1,200		91
Kimco Realty Corp		4,400		81

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lamar Advertising Co, Cl A		1,000	$	79
Liberty Property Trust		1,800		87
Life Storage Inc		500		49
Macerich Co/The		1,700		74
Medical Properties Trust Inc		4,300		80
Mid-America Apartment Communities Inc		1,300		142
National Retail Properties Inc		1,800		100
Omega Healthcare Investors Inc		2,354		90
Outfront Media Inc		1,700		40
Paramount Group Inc		2,300		33
Park Hotels & Resorts Inc		2,400		75
Prologis Inc		7,231		520
Public Storage		1,688		368
Rayonier Inc		1,400		44
Realogy Holdings Corp		1,399		16
Realty Income Corp		3,363		247
Regency Centers Corp		1,800		121
Retail Properties of America Inc, Cl A		2,100		26
Retail Value Inc		92		3
SBA Communications Corp, Cl A *		1,296		259
Senior Housing Properties Trust		2,700		32
Simon Property Group Inc		3,557		648
SITE Centers Corp		1,500		20
SL Green Realty Corp		935		84
Spirit Realty Capital Inc		1,078		43
STORE Capital Corp		2,100		70
Sun Communities Inc		1,000		119
Taubman Centers Inc		700		37
UDR Inc		3,200		145
Uniti Group Inc		1,900		21
Ventas Inc		4,090		261
VEREIT Inc		11,100		93
VICI Properties Inc (B)		4,500		98
Vornado Realty Trust		1,900		128
Weingarten Realty Investors		1,400		41
Welltower Inc		4,200		326
Weyerhaeuser Co		8,597		226
WP Carey Inc		1,790		140
				11,402
Utilities — 3.1%
AES Corp/VA		7,900		143
Alliant Energy Corp		2,600		123
Ameren Corp		2,825		208
American Electric Power Co Inc		5,609		470
American Water Works Co Inc		2,027		211
Aqua America Inc		1,900		69
Atmos Energy Corp		1,266		130
Avangrid Inc		800		40
CenterPoint Energy Inc		5,855		180
CMS Energy Corp		3,310		184
Consolidated Edison Inc		3,539		300

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Dominion Energy Inc		8,802	$	675
DTE Energy Co		2,113		264
Duke Energy Corp		8,306		748
Edison International		3,635		225
Entergy Corp		2,035		195
Evergy Inc		3,017		175
Eversource Energy		3,598		255
Exelon Corp		11,239		563
FirstEnergy Corp		5,700		237
Hawaiian Electric Industries Inc		1,100		45
MDU Resources Group Inc		2,300		59
National Fuel Gas Co		900		55
NextEra Energy Inc		5,527		1,068
NiSource Inc		4,100		118
NRG Energy Inc		3,300		140
OGE Energy Corp		2,300		99
PG&E Corp *		5,706		102
Pinnacle West Capital Corp		1,300		124
PPL Corp		8,234		261
Public Service Enterprise Group Inc		5,743		341
Sempra Energy		3,149		396
Southern Co/The		11,815		611
UGI Corp		1,930		107
Vistra Energy Corp		4,469		116
WEC Energy Group Inc		3,585		284
Xcel Energy Inc		5,790		325
				9,646
Total Common Stock (Cost $293,892) ($ Thousands)				303,019
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
2.480% **† (B)		867		1
Total Affiliated Partnership (Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		7,163,345		7,163
Total Cash Equivalent (Cost $7,163) ($ Thousands)				7,163
Total Investments — 100.2% (Cost $301,056) ($ Thousands)			$	310,183

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Large Cap Index Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2019 is as follows:

	Number of								Unrealized
Type of	Contracts		Expiration		Notional Amount		Value		Appreciation
Contract	Long		Date		(Thousands)		(Thousands)		(Thousands)
S&P 500 Index E-MINI		40		Jun-2019	$	5,539	$	5,676	$	137
S&P Mid Cap 400 Index E-MINI		3		Jun-2019		563		570		7
					$	6,102	$	6,246	$	144

Percentages are based on Net Assets of $309,517 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $43 ($ Thousands), or 0.0 of the Net Assets of the Fund (See Note 2).

(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, 2019 was $1 ($ Thousands).

Cl – Class

L.P. – Limited Partnership

PLC – Public Limited Company

S&P – Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	303,019	$	–	$	–	$	303,019
Affiliated Partnership		–		1		–		1

Investments in Securities	Level 1		Level 2		Level 3		Total
Cash Equivalent	$	7,163	$	–	$	–	$	7,163
Total Investments in Securities	$	310,182	$	1	$	–	$	310,183
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts* Unrealized Appreciation	$	144	$	–	$	–	$	144
Total Other Financial Instruments	$	144	$	–	$	–	$	144

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

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Depreciation		Value 3/31/19		Income
SEI Investment Co		$ 73		$ 16		$ —		$—		$ (11)		$ 78	$ —
SEI Daily Income Trust, Government		4,849		49,660		(47,346)		—		—		7,163	59
Fund, Cl F
SEI Liquidity Fund, L.P.		173		1,629		(1,801)		—		—		1	3
Totals		$ 5,095		$ 51,305		$ (49,147)		$—		$ (11)		$7,242	$ 62

Amounts designated as “—” are either $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, 2019 11

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 4.5%
Alphabet Inc, Cl A *		26,214	$	30,851
Alphabet Inc, Cl C *		26,751		31,387
AT&T Inc		755,611		23,696
BCE Inc		210,755		9,355
Cars.com Inc *		17,535		400
Charter Communications Inc, Cl A *		14,857		5,154
Comcast Corp, Cl A		121,805		4,870
Electronic Arts Inc *		48,975		4,977
Facebook Inc, Cl A *		173,490		28,919
Netflix Inc *		12,384		4,416
Omnicom Group Inc		111,965		8,172
TEGNA Inc		153,973		2,171
TripAdvisor Inc *		104,329		5,368
Verizon Communications Inc		185,200		10,951
Viacom Inc, Cl B		93,199		2,616
Walt Disney Co/The		39,402		4,375
				177,678
Consumer Discretionary — 10.7%
Amazon.com Inc, Cl A *		43,128		76,800
AutoZone Inc *		16,513		16,911
Best Buy Co Inc		186,465		13,250
Booking Holdings Inc *		2,537		4,427
Darden Restaurants Inc		3,127		380
Dollar General Corp		420,873		50,210
Domino’s Pizza Inc		16,892		4,360
eBay Inc		127,055		4,719
General Motors Co		94,123		3,492
Genuine Parts Co		183,424		20,549
Graham Holdings Co, Cl B		809		553
Harley-Davidson Inc, Cl A		48,308		1,723
Home Depot Inc/The		118,848		22,806
Kohl’s Corp		46,716		3,213
Lear Corp		115,549		15,681
Lowe’s Cos Inc		461,327		50,501
Macy’s Inc		115,047		2,765
Magna International Inc, Cl A		129,268		6,294
NIKE Inc, Cl B		389,570		32,806
Norwegian Cruise Line Holdings Ltd *		285,518		15,692
PulteGroup Inc		125,000		3,495
Ross Stores Inc		243,090		22,632
Starbucks Corp		68,046		5,058
Target Corp, Cl A		54,025		4,336
Tiffany & Co		39,063		4,123
TJX Cos Inc/The		374,562		19,930
TopBuild Corp *		51,618		3,346
Whirlpool Corp		65,517		8,706
Wyndham Destinations Inc		15,527		629
				419,387

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Consumer Staples — 8.6%
Altria Group Inc		256,561	$	14,734
Archer-Daniels-Midland Co		146,608		6,323
Clorox Co/The		40,884		6,560
Coca-Cola Co/The		83,088		3,894
Conagra Brands Inc		49,133		1,363
Constellation Brands Inc, Cl A		10,975		1,924
Costco Wholesale Corp		20,685		5,009
Diageo PLC ADR		156,683		25,635
Estee Lauder Cos Inc/The, Cl A		35,000		5,794
Herbalife Nutrition Ltd *		48,825		2,587
Hershey Co/The		129,273		14,844
Ingredion Inc		22,400		2,121
JM Smucker Co/The		188,990		22,017
Kimberly-Clark Corp		122,901		15,228
Kraft Heinz Co/The		5,643		184
Kroger Co/The		864,549		21,268
Lamb Weston Holdings Inc		16,377		1,227
Molson Coors Brewing Co, Cl B		138,000		8,232
Mondelez International Inc, Cl A		99,290		4,957
PepsiCo Inc		208,706		25,577
Philip Morris International Inc		438,408		38,751
Procter & Gamble Co/The		233,806		24,328
Sysco Corp, Cl A		102,270		6,828
Tyson Foods Inc, Cl A		281,181		19,522
Unilever NV		408,590		23,817
Walgreens Boots Alliance Inc		184,087		11,647
Walmart Inc		222,560		21,706
				336,077
Energy — 6.2%
BP PLC ADR		265,989		11,629
Cabot Oil & Gas Corp		215,115		5,614
Canadian Natural Resources Ltd		438,313		12,054
Chevron Corp		357,036		43,980
ConocoPhillips		314,897		21,016
Devon Energy Corp		153,000		4,829
Encana Corp		320,628		2,321
Exxon Mobil Corp		287,776		23,252
Halliburton Co		85,000		2,490
HollyFrontier Corp		140,000		6,898
Kinder Morgan Inc/DE		656,377		13,134
Marathon Oil Corp		265,093		4,430
Marathon Petroleum Corp		288,248		17,252
Occidental Petroleum Corp		339,288		22,461
Phillips 66		113,325		10,785
Royal Dutch Shell PLC ADR, Cl A		182,043		11,394
Schlumberger Ltd, Cl A		210,000		9,150
Valero Energy Corp		211,817		17,968
				240,657

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Financials — 16.7%
Aflac Inc		525,317	$	26,266
Allstate Corp/The		59,438		5,598
American Financial Group Inc/OH		39,790		3,828
Ameriprise Financial Inc		82,444		10,561
Annaly Capital Management Inc ‡		1,133,538		11,324
Assurant Inc		47,000		4,461
Bank of America Corp		1,550,747		42,785
BB&T Corp		41,703		1,940
Berkshire Hathaway Inc, Cl B *		93,247		18,732
Blackstone Group LP/The (A)		44,695		1,563
Capital One Financial Corp		113,167		9,245
Chubb Ltd		68,000		9,525
CIT Group Inc		69,886		3,352
Citigroup Inc		379,987		23,643
CME Group Inc		117,119		19,275
Commerce Bancshares Inc/MO		25,055		1,455
Discover Financial Services		241,586		17,191
Everest Re Group Ltd		57,218		12,357
FactSet Research Systems Inc		11,209		2,783
Fifth Third Bancorp		478,279		12,062
First Republic Bank/CA		60,000		6,028
Goldman Sachs Group Inc/The		21,644		4,155
Hartford Financial Services Group Inc/The		101,910		5,067
HSBC Holdings PLC ADR (A)		335,925		13,632
Huntington Bancshares Inc/OH		321,477		4,076
Intercontinental Exchange Inc		58,438		4,449
JPMorgan Chase & Co		478,943		48,483
KeyCorp		816,571		12,861
KKR & Co Inc		266,561		6,262
Lincoln National Corp		182,558		10,716
Markel Corp *		14,683		14,628
Marsh & McLennan Cos Inc		138,328		12,989
MFA Financial Inc ‡		1,453,576		10,567
Moody’s Corp		288,575		52,258
Morgan Stanley		311,935		13,164
MSCI Inc, Cl A		225,501		44,839
PNC Financial Services Group Inc/The		46,966		5,761
Progressive Corp/The		44,272		3,192
Prudential Financial Inc		112,425		10,330
Regions Financial Corp		507,300		7,178
Reinsurance Group of America Inc, Cl A		61,098		8,675
S&P Global Inc		18,482		3,891
Santander Consumer USA Holdings Inc		152,330		3,219
State Street Corp		165,424		10,887
SunTrust Banks Inc		207,324		12,284
T Rowe Price Group Inc		24,474		2,450
TCF Financial Corp		35,327		731
Travelers Cos Inc/The		120,419		16,517
Unum Group		111,116		3,759
US Bancorp		529,468		25,515
Voya Financial Inc		294,050		14,691

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		368,253	$	17,794
Zions Bancorp NA		65,000		2,952
				651,946
Health Care — 16.5%
Abbott Laboratories		274,129		21,914
AbbVie Inc		92,048		7,418
Allergan PLC		21,656		3,171
AmerisourceBergen Corp, Cl A		92,635		7,366
Amgen Inc, Cl A		145,948		27,727
Anthem Inc		16,702		4,793
Baxter International Inc		63,282		5,145
Becton Dickinson and Co		250,061		62,448
Biogen Inc *		59,530		14,072
Bristol-Myers Squibb Co		30,000		1,431
Cardinal Health Inc		72,515		3,492
Celgene Corp, Cl A *		50,515		4,766
Centene Corp *		69,834		3,708
Cigna Corp (C)		27,340		4,397
CVS Health Corp		335,650		18,102
Edwards Lifesciences Corp, Cl A *		20,638		3,949
Eli Lilly & Co		209,143		27,138
Gilead Sciences Inc		134,443		8,740
HCA Healthcare Inc		109,165		14,233
Horizon Pharma Plc *		139,419		3,685
Humana Inc		44,504		11,838
IDEXX Laboratories Inc *		72,356		16,179
Intuitive Surgical Inc *		7,669		4,376
Jazz Pharmaceuticals PLC *		30,000		4,288
Johnson & Johnson		707,789		98,942
McKesson Corp		4,926		577
Merck & Co Inc		866,971		72,106
Mettler-Toledo International Inc *		28,371		20,512
Novartis AG ADR		125,000		12,017
Novo Nordisk A/S ADR		86,039		4,501
Pfizer Inc		861,349		36,581
Teleflex Inc		36,000		10,878
United Therapeutics Corp *		38,304		4,496
UnitedHealth Group Inc		343,376		84,903
Varian Medical Systems Inc *		44,957		6,371
Vertex Pharmaceuticals Inc *		9,535		1,754
Zoetis Inc, Cl A		63,768		6,419
				644,433
Industrials — 10.3%
3M Co		157,724		32,772
AerCap Holdings NV *		175,578		8,171
AGCO Corp		52,600		3,658
Alaska Air Group Inc		67,899		3,810
Allison Transmission Holdings Inc		135,000		6,064
Boeing Co/The		43,817		16,713
Caterpillar Inc, Cl A		32,511		4,405

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cummins Inc		8,214	$	1,297
Deere & Co		27,326		4,368
Delta Air Lines Inc, Cl A		360,509		18,620
Eaton Corp PLC		178,693		14,396
Emerson Electric Co		191,793		13,132
Expeditors International of Washington Inc		158,200		12,007
FedEx Corp		20,626		3,742
Graco Inc		568,764		28,165
Harris Corp		25,220		4,028
HD Supply Holdings Inc *		278,564		12,076
Honeywell International Inc		84,277		13,393
Huntington Ingalls Industries Inc, Cl A		41,706		8,641
Illinois Tool Works Inc		143,062		20,534
Johnson Controls International plc		155,000		5,726
Lockheed Martin Corp		15,688		4,709
ManpowerGroup Inc		18,167		1,502
Middleby Corp/The *		198,419		25,800
Northrop Grumman Corp		16,563		4,465
Oshkosh Corp		61,954		4,655
PACCAR Inc		43,000		2,930
Raytheon Co		106,117		19,322
Robert Half International Inc		69,290		4,515
Roper Technologies Inc		67,713		23,156
RR Donnelley & Sons Co		445,233		2,102
Sensata Technologies Holding PLC *		30,000		1,351
Siemens AG ADR		92,094		4,950
Southwest Airlines Co, Cl A		86,460		4,488
SPX Corp *		148,826		5,178
TransDigm Group Inc *		26,436		12,002
United Continental Holdings Inc *		134,548		10,734
United Technologies Corp		81,889		10,555
USG Corp		41,806		1,810
Waste Management Inc		18,232		1,894
WW Grainger Inc		72,613		21,851
				403,687
Information Technology — 16.5%
Adobe Inc *		137,412		36,619
Analog Devices Inc		82,993		8,737
Apple Inc		266,564		50,634
Applied Materials Inc		507,844		20,141
ASML Holding NV, Cl G		27,764		5,221
Automatic Data Processing Inc		130,577		20,858
Broadcom Inc		17,131		5,151
Cisco Systems Inc		569,792		30,763
Citrix Systems Inc		44,716		4,456
Cognizant Technology Solutions Corp, Cl A		90,285		6,541
Corning Inc, Cl B		234,159		7,751
DXC Technology Co		38,661		2,486
Hewlett Packard Enterprise Co		307,307		4,742
HP Inc		480,394		9,334
Intel Corp		571,741		30,702

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
International Business Machines Corp		20,181	$	2,848
Intuit Inc		156,005		40,781
Juniper Networks Inc		66,060		1,749
Keysight Technologies Inc *		148,082		12,913
Lam Research Corp		22,006		3,939
Marvell Technology Group Ltd		264,770		5,266
Mastercard Inc, Cl A		286,090		67,360
Microchip Technology Inc (A)		304,799		25,286
Micron Technology Inc *		446,316		18,446
Microsoft Corp		592,146		69,838
Motorola Solutions Inc		22,111		3,105
Oracle Corp, Cl B		512,747		27,540
QUALCOMM Inc		79,861		4,554
Red Hat Inc *		16,812		3,072
salesforce.com Inc *		15,984		2,531
Seagate Technology PLC		112,151		5,371
ServiceNow Inc *		18,268		4,503
Tech Data Corp *		22,300		2,284
Texas Instruments Inc		44,297		4,699
VeriSign Inc *		91,384		16,592
Visa Inc, Cl A		358,604		56,010
Vishay Intertechnology Inc		88,686		1,638
Western Digital Corp		72,366		3,478
Xilinx Inc		82,000		10,397
Zendesk Inc *		63,012		5,356
				643,692
Materials — 4.0%
Cabot Corp		99,097		4,125
Celanese Corp, Cl A		28,298		2,790
DowDuPont Inc		242,015		12,902
Eastman Chemical Co		109,370		8,299
Ecolab Inc		134,113		23,676
Huntsman Corp		312,058		7,018
Ingevity Corp *		14,131		1,492
International Paper Co		367,473		17,003
Linde PLC		123,959		21,808
LyondellBasell Industries NV, Cl A		132,110		11,108
Owens-Illinois Inc		225,590		4,282
Sherwin-Williams Co/The, Cl A		89,695		38,633
Westrock Co		84,787		3,252
				156,388
Real Estate — 2.9%
American Tower Corp, Cl A ‡		132,020		26,016
Brandywine Realty Trust ‡		24,300		385
CBRE Group Inc, Cl A *‡		41,173		2,036
Crown Castle International Corp ‡		40,644		5,202
Equinix Inc ‡		1,986		900
Equity Commonwealth ‡		237,285		7,757
HCP Inc ‡		775,087		24,260
Hospitality Properties Trust ‡		97,540		2,566

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Host Hotels & Resorts Inc ‡		141,505	$	2,675
Omega Healthcare Investors Inc ‡		255,670		9,754
Public Storage ‡		4,106		894
SBA Communications Corp, Cl A *‡		25,216		5,035
Simon Property Group Inc ‡		6,723		1,225
VEREIT Inc ‡		1,613,897		13,508
Welltower Inc ‡		161,568		12,538
				114,751
Utilities — 2.1%
Ameren Corp		65,226		4,798
American Electric Power Co Inc		57,553		4,820
Edison International		58,113		3,598
Entergy Corp		170,852		16,339
Exelon Corp		317,795		15,931
FirstEnergy Corp		511,649		21,290
NextEra Energy Inc		26,217		5,068
OGE Energy Corp		213,728		9,216
				81,060

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Total Common Stock (Cost $2,141,705) ($ Thousands)			$	3,869,756
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
2.480% **† (D)		36,664,327		36,664
Total Affiliated Partnership (Cost $36,662) ($ Thousands)				36,664
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
2.220%** †		36,551,380		36,551
Total Cash Equivalent (Cost $36,551) ($ Thousands)				36,551
Total Investments in Securities — 100.8% (Cost $2,214,918) ($ Thousands)			$	3,942,971

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration   Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		180		Jun-2019	$	25,019	$	25,540	$	521
S&P Mid Cap 400 Index E-MINI		11		Jun-2019		2,058		2,091		33
					$	27,077	$	27,631	$	554

Percentages are based on a Net Assets of $3,909,752 ($ Thousands).

* Non-income producing security.

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

^†  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $36,153 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,563 ($ Thousands), or 0.0% of Net Assets (See Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,397 ($ Thousands) and represented 0.1% of the Net Assets of the Fund.

(D) 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, 2019 was $36,664 ($ Thousands).

Percentages are based on Net Assets of $36,664 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor’s

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Large Cap Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	3,869,756	$	–	$	–	$	3,869,756
Affiliated Partnership		–		36,664		–		36,664
Cash Equivalent		36,551		–		–		36,551
Total Investments in Securities	$	3,906,307	$	36,664	$	–	$	3,942,971

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	554	$	–	$	–	$	554
Total Other Financial Instruments	$	554	$	–	$	–	$	554

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

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

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

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

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

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

Security Description	Value 9/30/18	Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized   Appreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.	$ 37,560		$ 178,454		$ (179,362)		$10		$ 2		$ 36,664		$ 44
SEI Daily Income Trust, Government Fund, Cl F	14,303		294,577		(272,329)		—		—		36,551		500
Totals	$ 51,863		$ 473,031		$ (451,691)		$10		$ 2		$ 73,215		$ 544

Amounts designated as “—” are either $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, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.5%
Communication Services — 9.9%
Activision Blizzard Inc		26,600	$	1,211
Alphabet Inc, Cl A *		10,300		12,122
Alphabet Inc, Cl C *		10,612		12,451
AT&T Inc		251,293		7,880
CBS Corp, Cl B		12,226		581
CenturyLink Inc		32,370		388
Charter Communications Inc, Cl A *		6,000		2,081
Comcast Corp, Cl A		155,896		6,233
Discovery Inc, Cl A *		5,600		151
Discovery Inc, Cl C *		11,904		303
DISH Network Corp, Cl A *		8,100		257
Electronic Arts Inc *		10,378		1,055
Facebook Inc, Cl A *		82,309		13,720
Fox Corp *		17,620		642
Interpublic Group of Cos Inc/The		13,301		279
Netflix Inc *		15,100		5,384
News Corp, Cl A		13,975		174
News Corp, Cl B		4,000		50
Omnicom Group Inc		7,604		555
Take-Two Interactive Software Inc, Cl A *		3,800		359
TripAdvisor Inc *		3,455		178
Twitter Inc *		24,600		809
Verizon Communications Inc		142,596		8,432
Viacom Inc, Cl B		11,901		334
Walt Disney Co/The		60,194		6,683
				82,312
Consumer Discretionary — 10.0%
Advance Auto Parts Inc		2,500		426
Amazon.com Inc, Cl A *		14,252		25,379
AutoZone Inc *		894		916
Best Buy Co Inc		8,054		572
Booking Holdings Inc *		1,565		2,731
BorgWarner Inc		7,200		277
Capri Holdings Ltd *		4,900		224
CarMax Inc *		5,900		412
Carnival Corp		13,684		694
Chipotle Mexican Grill Inc, Cl A *		804		571
Darden Restaurants Inc		4,218		512
Delphi Automotive PLC *		9,000		715
Dollar General Corp		9,281		1,107
Dollar Tree Inc *		8,254		867
DR Horton Inc		11,558		478
eBay Inc		29,449		1,094
Expedia Group Inc		4,055		483
Foot Locker Inc, Cl A		4,000		242
Ford Motor Co		135,737		1,192
Gap Inc/The		6,931		181
Garmin Ltd		4,005		346
General Motors Co		45,413		1,685
Genuine Parts Co		5,136		575

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
H&R Block Inc		6,813	$	163
Hanesbrands Inc		11,700		209
Harley-Davidson Inc, Cl A		5,408		193
Hasbro Inc		3,896		331
Hilton Worldwide Holdings Inc		10,100		839
Home Depot Inc/The		39,045		7,492
Kohl’s Corp		5,656		389
L Brands Inc		8,027		221
Leggett & Platt Inc		4,259		180
Lennar Corp, Cl A		9,716		477
LKQ Corp *		10,600		301
Lowe’s Cos Inc		27,649		3,027
Macy’s Inc		10,864		261
Marriott International Inc/MD, Cl A		9,824		1,229
Mattel Inc *		11,131		145
McDonald’s Corp		26,517		5,036
MGM Resorts International		16,900		434
Mohawk Industries Inc *		2,100		265
Newell Brands Inc, Cl B		14,155		217
NIKE Inc, Cl B		43,794		3,688
Nordstrom Inc		3,907		173
Norwegian Cruise Line Holdings Ltd *		7,500		412
O’Reilly Automotive Inc *		2,700		1,048
PulteGroup Inc		8,799		246
PVH Corp		2,559		312
Ralph Lauren Corp, Cl A		1,805		234
Ross Stores Inc		12,936		1,204
Royal Caribbean Cruises Ltd		6,000		688
Starbucks Corp		43,334		3,221
Tapestry Inc		10,019		326
Target Corp, Cl A		18,128		1,455
Tiffany & Co		3,778		399
TJX Cos Inc/The		42,686		2,271
Tractor Supply Co		4,200		411
Ulta Beauty Inc *		1,900		663
Under Armour Inc, Cl A *		6,005		127
Under Armour Inc, Cl C *		6,449		122
VF Corp		11,365		988
Whirlpool Corp		2,105		280
Wynn Resorts Ltd		3,300		394
Yum! Brands Inc		10,470		1,045
				82,795
Consumer Staples — 7.2%
Altria Group Inc		64,673		3,714
Archer-Daniels-Midland Co		19,575		844
Brown-Forman Corp, Cl B		5,865		310
Campbell Soup Co		6,784		259
Church & Dwight Co Inc		8,400		598
Clorox Co/The		4,342		697
Coca-Cola Co/The		133,549		6,258
Colgate-Palmolive Co		29,995		2,056

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Conagra Brands Inc		16,365	$	454
Constellation Brands Inc, Cl A		5,913		1,037
Costco Wholesale Corp		15,218		3,685
Coty Inc, Cl A		14,414		166
Estee Lauder Cos Inc/The, Cl A		7,700		1,275
General Mills Inc		20,386		1,055
Hershey Co/The		4,812		553
Hormel Foods Corp		9,008		403
JM Smucker Co/The		3,953		460
Kellogg Co		8,467		486
Kimberly-Clark Corp		12,003		1,487
Kraft Heinz Co/The		22,008		719
Kroger Co/The		27,236		670
Lamb Weston Holdings Inc		4,900		367
McCormick & Co Inc/MD		4,166		627
Molson Coors Brewing Co, Cl B		6,351		379
Mondelez International Inc, Cl A		50,120		2,502
Monster Beverage Corp *		13,354		729
PepsiCo Inc		48,515		5,945
Philip Morris International Inc		53,787		4,754
Procter & Gamble Co/The		86,308		8,980
Sysco Corp, Cl A		16,620		1,110
Tyson Foods Inc, Cl A		10,103		701
Walgreens Boots Alliance Inc		27,757		1,756
Walmart Inc		49,461		4,824
				59,860
Energy — 5.4%
Anadarko Petroleum Corp, Cl A		17,185		782
Apache Corp		12,600		437
Baker Hughes a GE Co, Cl A		17,749		492
Cabot Oil & Gas Corp		14,813		387
Chevron Corp		65,623		8,083
Cimarex Energy Co		3,604		252
Concho Resources Inc		7,000		777
ConocoPhillips		39,660		2,647
Devon Energy Corp		15,513		490
Diamondback Energy Inc, Cl A		5,400		548
EOG Resources Inc		19,997		1,903
Exxon Mobil Corp		146,446		11,833
Halliburton Co		30,442		892
Helmerich & Payne Inc		3,905		217
Hess Corp		8,975		541
HollyFrontier Corp		5,400		266
Kinder Morgan Inc/DE		67,682		1,354
Marathon Oil Corp		28,156		470
Marathon Petroleum Corp		23,160		1,386
National Oilwell Varco Inc, Cl A		12,968		345
Noble Energy Inc		15,900		393
Occidental Petroleum Corp		26,064		1,725
ONEOK Inc		14,009		978
Phillips 66		14,675		1,397

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pioneer Natural Resources Co		5,804	$	884
Schlumberger Ltd, Cl A		47,800		2,083
TechnipFMC PLC		14,200		334
Valero Energy Corp		14,708		1,248
Williams Cos Inc/The		42,069		1,208
				44,352
Financials — 12.5%
Affiliated Managers Group Inc		1,800		193
Aflac Inc		26,434		1,322
Allstate Corp/The		11,559		1,089
American Express Co		24,128		2,637
American International Group Inc		30,630		1,319
Ameriprise Financial Inc		4,684		600
Aon PLC		8,329		1,422
Arthur J Gallagher & Co		6,100		476
Assurant Inc		2,205		209
Bank of America Corp		309,945		8,551
Bank of New York Mellon Corp/The		30,199		1,523
BB&T Corp		26,706		1,243
Berkshire Hathaway Inc, Cl B *		67,117		13,483
BlackRock Inc		4,261		1,821
Brighthouse Financial Inc *		3,803		138
Capital One Financial Corp		16,466		1,345
Cboe Global Markets Inc		3,900		372
Charles Schwab Corp/The		41,536		1,776
Chubb Ltd		15,934		2,232
Cincinnati Financial Corp		5,483		471
Citigroup Inc		81,651		5,080
Citizens Financial Group Inc		15,800		513
CME Group Inc		12,340		2,031
Comerica Inc		5,592		410
Discover Financial Services		11,230		799
E*TRADE Financial Corp		8,752		406
Everest Re Group Ltd		1,400		302
Fifth Third Bancorp		22,311		563
First Republic Bank/CA		5,500		553
Franklin Resources Inc		10,050		333
Goldman Sachs Group Inc/The		11,965		2,297
Hartford Financial Services Group Inc/The		12,186		606
Huntington Bancshares Inc/OH		35,214		446
Intercontinental Exchange Inc		19,705		1,500
Invesco Ltd		14,200		274
Jefferies Financial Group Inc		8,613		162
JPMorgan Chase & Co		113,000		11,439
KeyCorp		34,483		543
Lincoln National Corp		7,098		417
Loews Corp		9,362		449
M&T Bank Corp		4,725		742
Marsh & McLennan Cos Inc		17,459		1,639
MetLife Inc		32,839		1,398
Moody’s Corp		5,808		1,052

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Morgan Stanley		45,161	$	1,906
MSCI Inc, Cl A		3,000		597
Nasdaq Inc, Cl A		4,000		350
Northern Trust Corp		7,509		679
People’s United Financial Inc		12,300		202
PNC Financial Services Group Inc/The		15,684		1,924
Principal Financial Group Inc, Cl A		8,757		440
Progressive Corp/The		20,185		1,455
Prudential Financial Inc		14,266		1,311
Raymond James Financial Inc		4,500		362
Regions Financial Corp		34,463		488
S&P Global Inc		8,521		1,794
State Street Corp		13,191		868
SunTrust Banks Inc		15,296		906
SVB Financial Group, Cl B *		1,800		400
Synchrony Financial		22,063		704
T Rowe Price Group Inc		8,208		822
Torchmark Corp, Cl A		3,539		290
Travelers Cos Inc/The		9,056		1,242
Unum Group		7,261		246
US Bancorp		51,723		2,493
Wells Fargo & Co		141,215		6,823
Willis Towers Watson PLC		4,421		777
Zions Bancorp NA		6,460		293
				103,548
Health Care — 14.4%
Abbott Laboratories		60,719		4,854
AbbVie Inc		50,868		4,099
ABIOMED Inc *		1,500		428
Agilent Technologies Inc		10,915		877
Alexion Pharmaceuticals Inc *		7,600		1,027
Align Technology Inc *		2,459		699
Allergan PLC		10,953		1,604
AmerisourceBergen Corp, Cl A		5,296		421
Amgen Inc, Cl A		21,629		4,109
Anthem Inc		8,802		2,526
Baxter International Inc		16,335		1,328
Becton Dickinson and Co		9,271		2,315
Biogen Inc *		6,800		1,607
Boston Scientific Corp *		47,812		1,835
Bristol-Myers Squibb Co		56,192		2,681
Cardinal Health Inc		10,159		489
Celgene Corp, Cl A *		24,205		2,284
Centene Corp *		14,000		743
Cerner Corp *		11,200		641
Cigna Corp		13,207		2,124
Cooper Cos Inc/The, Cl A		1,700		503
CVS Health Corp		44,576		2,404
Danaher Corp, Cl A		21,696		2,864
DaVita Inc *		4,105		223
DENTSPLY SIRONA Inc		7,309		362

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		7,300	$	1,397
Eli Lilly & Co		29,906		3,881
Gilead Sciences Inc		43,966		2,858
HCA Healthcare Inc		9,305		1,213
Henry Schein Inc *		5,300		319
Hologic Inc *		9,100		440
Humana Inc		4,801		1,277
IDEXX Laboratories Inc *		2,900		648
Illumina Inc *		5,100		1,585
Incyte Corp *		5,900		507
Intuitive Surgical Inc *		3,960		2,260
IQVIA Holdings Inc *		5,600		806
Johnson & Johnson		91,954		12,854
Laboratory Corp of America Holdings *		3,363		514
McKesson Corp		6,569		769
Medtronic PLC		46,572		4,242
Merck & Co Inc		89,274		7,425
Mettler-Toledo International Inc *		900		651
Mylan NV *		17,415		494
Nektar Therapeutics, Cl A *		5,800		195
PerkinElmer Inc		3,640		351
Perrigo Co PLC		4,404		212
Pfizer Inc		191,556		8,135
Quest Diagnostics Inc		4,624		416
Regeneron Pharmaceuticals Inc *		2,700		1,109
ResMed Inc		5,000		520
Stryker Corp		10,746		2,123
Teleflex Inc		1,600		483
Thermo Fisher Scientific Inc		13,952		3,819
UnitedHealth Group Inc		33,128		8,191
Universal Health Services Inc, Cl B		2,900		388
Varian Medical Systems Inc *		3,105		440
Vertex Pharmaceuticals Inc *		8,800		1,619
Waters Corp *		2,597		654
WellCare Health Plans Inc *		1,700		459
Zimmer Biomet Holdings Inc		6,960		889
Zoetis Inc, Cl A		16,646		1,676
				118,866
Industrials — 9.3%
3M Co		20,001		4,156
Alaska Air Group Inc		4,000		224
Allegion PLC		3,170		288
American Airlines Group Inc		13,909		442
AMETEK Inc		7,700		639
AO Smith Corp		4,800		256
Arconic Inc		14,078		269
Boeing Co/The		18,141		6,919
Caterpillar Inc, Cl A		19,806		2,683
CH Robinson Worldwide Inc		4,605		401
Cintas Corp		2,912		588
Copart Inc *		7,100		430

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
CSX Corp		26,672	$	1,996
Cummins Inc		5,044		796
Deere & Co		11,106		1,775
Delta Air Lines Inc, Cl A		21,713		1,121
Dover Corp		4,937		463
Eaton Corp PLC		15,015		1,210
Emerson Electric Co		21,115		1,446
Equifax Inc		4,030		478
Expeditors International of Washington Inc		5,909		448
Fastenal Co, Cl A		9,609		618
FedEx Corp		8,305		1,507
Flowserve Corp		4,300		194
Fluor Corp		4,944		182
Fortive Corp		10,287		863
Fortune Brands Home & Security Inc		5,000		238
General Dynamics Corp		9,530		1,613
General Electric Co		300,109		2,998
Harris Corp		4,000		639
Honeywell International Inc		25,151		3,997
Huntington Ingalls Industries Inc, Cl A		1,500		311
IHS Markit Ltd *		12,700		691
Illinois Tool Works Inc		10,429		1,497
Ingersoll-Rand PLC		8,204		886
Jacobs Engineering Group Inc		4,004		301
JB Hunt Transport Services Inc		2,951		299
Johnson Controls International PLC		32,109		1,186
Kansas City Southern		3,400		394
L3 Technologies Inc		2,823		583
Lockheed Martin Corp		8,536		2,562
Masco Corp		10,268		404
Nielsen Holdings PLC		12,400		293
Norfolk Southern Corp		9,330		1,744
Northrop Grumman Corp		5,923		1,597
PACCAR Inc		11,891		810
Parker-Hannifin Corp, Cl A		4,471		767
Pentair PLC		5,266		234
Quanta Services Inc		4,800		181
Raytheon Co		9,873		1,798
Republic Services Inc		7,383		593
Robert Half International Inc		4,032		263
Rockwell Automation Inc		4,130		725
Rollins Inc		4,900		204
Roper Technologies Inc		3,600		1,231
Snap-on Inc		1,953		306
Southwest Airlines Co, Cl A		17,262		896
Stanley Black & Decker Inc		5,140		700
Textron Inc		8,207		416
TransDigm Group Inc *		1,700		772
Union Pacific Corp		24,893		4,162
United Continental Holdings Inc *		7,800		622
United Parcel Service Inc, Cl B		23,924		2,673
United Rentals Inc *		2,800		320

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
United Technologies Corp		27,944	$	3,602
Verisk Analytics Inc, Cl A		5,600		745
Wabtec Corp		4,490		331
Waste Management Inc		13,428		1,395
WW Grainger Inc		1,565		471
Xylem Inc/NY		6,100		482
				77,324
Information Technology — 20.9%
Accenture PLC, Cl A		22,204		3,908
Adobe Inc *		16,841		4,488
Advanced Micro Devices Inc *		30,000		766
Akamai Technologies Inc *		5,504		395
Alliance Data Systems Corp		1,600		280
Amphenol Corp, Cl A		10,109		955
Analog Devices Inc		12,671		1,334
ANSYS Inc *		2,800		512
Apple Inc		154,682		29,382
Applied Materials Inc		32,550		1,291
Arista Networks Inc *		1,800		566
Autodesk Inc, Cl A *		7,517		1,171
Automatic Data Processing Inc		15,059		2,405
Broadcom Inc		13,646		4,103
Broadridge Financial Solutions Inc		3,944		409
Cadence Design Systems Inc *		9,400		597
Cisco Systems Inc		151,861		8,199
Citrix Systems Inc		4,342		433
Cognizant Technology Solutions Corp, Cl A		20,005		1,449
Corning Inc, Cl B		27,208		901
DXC Technology Co		9,530		613
F5 Networks Inc, Cl A *		2,100		330
Fidelity National Information Services Inc, Cl B		11,365		1,285
Fiserv Inc, Cl A *		13,720		1,211
FleetCor Technologies Inc *		3,000		740
FLIR Systems Inc		4,900		233
Fortinet Inc *		4,900		411
Gartner Inc *		3,100		470
Global Payments Inc		5,300		724
Hewlett Packard Enterprise Co		47,591		734
HP Inc		53,091		1,032
Intel Corp		155,163		8,332
International Business Machines Corp		30,933		4,365
Intuit Inc		8,986		2,349
IPG Photonics Corp *		1,300		197
Jack Henry & Associates Inc		2,700		375
Juniper Networks Inc		11,600		307
Keysight Technologies Inc *		6,600		575
KLA-Tencor Corp		5,671		677
Lam Research Corp		5,222		935
Mastercard Inc, Cl A		31,217		7,350
Maxim Integrated Products Inc		9,400		500

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Microchip Technology Inc		8,304	$	689
Micron Technology Inc *		38,769		1,602
Microsoft Corp		264,889		31,241
Motorola Solutions Inc		5,689		799
NetApp Inc		8,385		581
NVIDIA Corp		20,965		3,764
Oracle Corp, Cl B		88,523		4,755
Paychex Inc		10,869		872
PayPal Holdings Inc *		40,549		4,211
Qorvo Inc *		4,200		301
QUALCOMM Inc		41,854		2,387
Red Hat Inc *		6,100		1,114
salesforce.com Inc *		26,609		4,214
Seagate Technology PLC		8,600		412
Skyworks Solutions Inc		6,004		495
Symantec Corp, Cl A		21,647		498
Synopsys Inc *		5,000		576
TE Connectivity Ltd		11,709		945
Texas Instruments Inc		32,366		3,433
Total System Services Inc		5,789		550
VeriSign Inc *		3,700		672
Visa Inc, Cl A		60,418		9,437
Western Digital Corp		10,374		499
Western Union Co/The		14,534		268
Xerox Corp		6,676		213
Xilinx Inc		8,609		1,092
				172,909
Materials — 2.6%
Air Products & Chemicals Inc		7,526		1,437
Albemarle Corp		3,600		295
Avery Dennison Corp		3,015		341
Ball Corp		11,572		670
Celanese Corp, Cl A		4,700		464
CF Industries Holdings Inc		7,750		317
DowDuPont Inc		77,721		4,143
Eastman Chemical Co		4,820		366
Ecolab Inc		8,834		1,560
FMC Corp		4,500		346
Freeport-McMoRan Inc, Cl B		49,036		632
International Flavors & Fragrances Inc		3,494		450
International Paper Co		13,474		623
Linde PLC		19,220		3,381
LyondellBasell Industries NV, Cl A		10,404		875
Martin Marietta Materials Inc, Cl A		2,119		426
Mosaic Co/The		11,909		325
Newmont Mining Corp		18,125		648
Nucor Corp		10,495		612
Packaging Corp of America		3,200		318
PPG Industries Inc		8,190		924
Sealed Air Corp		5,328		245
Sherwin-Williams Co/The, Cl A		2,816		1,213

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vulcan Materials Co		4,449	$	527
Westrock Co		8,784		337
				21,475
Real Estate — 3.0%
Alexandria Real Estate Equities Inc ‡		3,900		556
American Tower Corp, Cl A ‡		15,200		2,995
Apartment Investment & Management Co, Cl A ‡		5,141		259
AvalonBay Communities Inc ‡		4,708		945
Boston Properties Inc ‡		5,200		696
CBRE Group Inc, Cl A *‡		10,509		520
Crown Castle International Corp ‡		14,404		1,844
Digital Realty Trust Inc, Cl A ‡		7,269		865
Duke Realty Corp ‡		11,800		361
Equinix Inc ‡		2,916		1,321
Equity Residential ‡		12,844		967
Essex Property Trust Inc ‡		2,200		636
Extra Space Storage Inc ‡		4,200		428
Federal Realty Investment Trust ‡		2,600		358
HCP Inc ‡		16,300		510
Host Hotels & Resorts Inc ‡		25,174		476
Iron Mountain Inc ‡		9,638		342
Kimco Realty Corp ‡		14,013		259
Macerich Co/The ‡		3,504		152
Mid-America Apartment Communities Inc ‡		3,900		426
Prologis Inc ‡		21,799		1,569
Public Storage ‡		5,266		1,147
Realty Income Corp ‡		10,500		772
Regency Centers Corp ‡		5,899		398
SBA Communications Corp, Cl A *‡		3,800		759
Simon Property Group Inc ‡		10,706		1,951
SL Green Realty Corp ‡		3,000		270
UDR Inc ‡		9,500		432
Ventas Inc ‡		12,132		774
Vornado Realty Trust ‡		6,077		410
Welltower Inc ‡		13,300		1,032
Weyerhaeuser Co ‡		25,361		668
				25,098
Utilities — 3.3%
AES Corp/VA		22,990		416
Alliant Energy Corp		7,900		372
Ameren Corp		8,353		614
American Electric Power Co Inc		16,815		1,408
American Water Works Co Inc		6,300		657
Atmos Energy Corp		3,900		401
CenterPoint Energy Inc		17,185		528
CMS Energy Corp		10,101		561
Consolidated Edison Inc		11,033		936
Dominion Energy Inc		27,587		2,115
DTE Energy Co		6,245		779

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Duke Energy Corp		25,016	$	2,251
Edison International		11,157		691
Entergy Corp		6,564		628
Evergy Inc		8,999		522
Eversource Energy		11,035		783
Exelon Corp		33,455		1,677
FirstEnergy Corp		17,323		721
NextEra Energy Inc		16,620		3,213
NiSource Inc		12,592		361
NRG Energy Inc		10,013		425
Pinnacle West Capital Corp		3,949		378
PPL Corp		24,571		780
Public Service Enterprise Group Inc		17,630		1,047
Sempra Energy		9,545		1,201
Southern Co/The		35,535		1,837
WEC Energy Group Inc		11,019		871
Xcel Energy Inc		17,536		986
				27,159
Total Common Stock (Cost $331,078) ($ Thousands)				815,698

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATION — 0.1%
U.S. Treasury Bills 2.315%, 06/20/2019 (A)(B)	$	800	$	796
Total U.S. Treasury Obligation (Cost $796) ($ Thousands)				796
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
2.480% **†(C)		2,074		2
Total Affiliated Partnership (Cost $2) ($ Thousands)				2
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		10,857,162		10,857
Total Cash Equivalent (Cost $10,857) ($ Thousands)				10,857
Total Investments in Securities — 99.9%   (Cost $342,733) ($ Thousands)			$	827,353

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of   Contracts   Long		Expiration   Date		Notional Amount   (Thousands)		Value   (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		88		Jun-2019	$	12,186	$	12,486	$        300
					$	12,186	$	12,486	$       300

Percentages are based on Net Assets of $828,017 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

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

(B) Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the 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, 2019 was $2 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2019, 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	$	815,698	$	–	$	–	$	815,698
U.S. Treasury Obligation		–		796		–		796
Affiliated Partnership		–		2		–		2
Cash Equivalent		10,857		–		–		10,857
Total Investments in Securities	$	826,555	$	798	$	–	$	827,353
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts* Unrealized Appreciation	$	300	$	–	$	–	$	300
Total Other Financial Instruments	$	300	$	–	$	–	$	300
* Futures contracts are valued at the unrealized appreciation on the instrument.

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

  6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

S&P 500 Index Fund (Continued)

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Depreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 1,791		$ 6,940		$(8,729)		$—		$—		$ 2		$ 6
SEI Daily Income Trust, Government Fund, ClF		18,431		61,940		(69,514)		—		—		10,857		112
Totals		$20,222		$68,880		$(78,243)		$ -		$ -		$10,859		$118

Amounts designated as “—” are either $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, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 97.3%
Communication Services — 3.2%
Bandwidth Inc, Cl A *	10,445	$	699
Boingo Wireless Inc *	70,420		1,639
Cable One Inc	2,531		2,484
Care.com Inc *	3,501		69
Cargurus Inc, Cl A *	13,899		557
Cogent Communications Holdings Inc	52,086		2,826
Criteo SA ADR *	38,284		767
Meet Group Inc/The *	19,012		96
National CineMedia Inc	13,247		93
New York Times Co/The, Cl A (A)	17,658		580
Nexstar Media Group Inc, Cl A	31,330		3,395
Pareteum Corp *(A)	123,000		560
QuinStreet Inc *	3,727		50
Rosetta Stone Inc *	29,000		634
Shenandoah Telecommunications Co	22,218		986
TechTarget Inc *	6,568		107
Tribune Media Co, Cl A	29,289		1,351
Vonage Holdings Corp *	116,092		1,166
WideOpenWest Inc *	8,261		75
World Wrestling Entertainment Inc, Cl A	9,499		824
Zynga Inc, Cl A *	144,000		767
			19,725
Consumer Discretionary — 12.8%
Advance Auto Parts Inc	6,467		1,103
American Eagle Outfitters Inc	18,571		412
Asbury Automotive Group Inc *	7,967		553
Big Lots Inc	126,909		4,825
Bloomin’ Brands Inc	98,125		2,007
Boot Barn Holdings Inc *	489		14
Bright Horizons Family Solutions Inc *	5,730		728
Brinker International Inc (A)	7,557		335
Callaway Golf Co	10,686		170
Carter’s Inc	13,187		1,329
Cheesecake Factory Inc/The (A)	39,658		1,940
Chegg Inc *	24,031		916
Clarus Corp	6,226		80
Columbia Sportswear Co	5,800		604
Conn’s Inc *	49,664		1,135
Cooper Tire & Rubber Co	46,074		1,377
Core-Mark Holding Co Inc, Cl A	43,772		1,625
Crocs Inc *	47,196		1,215
Dave & Buster’s Entertainment Inc	22,669		1,131
Deckers Outdoor Corp *	8,480		1,246
Del Frisco’s Restaurant Group Inc *	72,228		463
Denny’s Corp, Cl A *	34,000		624
Dine Brands Global Inc	6,218		568
Domino’s Pizza Inc	7,987		2,061
DSW Inc, Cl A	861		19
Eldorado Resorts Inc *	47,944		2,239
Etsy Inc *	25,831		1,736

Description	Shares	Market Value   ($ Thousands)
COMMON STOCK (continued)
Expedia Group Inc	1,270	$	151
Five Below Inc *	5,531		687
Fox Factory Holding Corp *	3,309		231
Gentherm Inc *	17,769		655
Grand Canyon Education Inc *	3,119		357
Gray Television Inc *	9,036		193
GrubHub Inc *	7,588		527
Haverty Furniture Cos Inc	5,051		111
iRobot Corp *(A)	11,940		1,405
Jack in the Box Inc	24,361		1,975
K12 Inc *	36,677		1,252
La-Z-Boy Inc, Cl Z	2,086		69
LCI Industries	12,453		957
LKQ Corp *	43,929		1,247
Malibu Boats Inc, Cl A *	6,371		252
Marine Products Corp	4,155		56
MasterCraft Boat Holdings Inc *	6,834		154
Matthews International Corp, Cl A	21,906		809
Michaels Cos Inc/The *	49,905		570
Modine Manufacturing Co *	227,034		3,149
Monro Inc	7,699		666
Movado Group Inc	6,952		253
Murphy USA Inc *	25,628		2,194
Oxford Industries Inc, Cl A	11,819		890
Planet Fitness Inc, Cl A *	18,450		1,268
PlayAGS Inc *	53,007		1,268
Polaris Industries Inc	6,199		523
Pool Corp	18,001		2,970
Rent-A-Center Inc/TX *	18,634		389
RH *	1,632		168
Rocky Brands Inc	1,022		25
RTW RetailWinds Inc *	33,754		81
Ruth’s Hospitality Group Inc	8,049		206
Sally Beauty Holdings Inc *	12,925		238
Service Corp International/US	47,046		1,889
ServiceMaster Global Holdings Inc *	13,931		651
Shoe Carnival Inc (A)	4,716		161
Shutterfly Inc *	18,400		748
Shutterstock Inc *	11,299		527
Six Flags Entertainment Corp	18,653		921
Skechers U.S.A. Inc, Cl A *	138,228		4,646
Skyline Champion Corp *	748		14
Sleep Number Corp *	18,539		871
Stamps.com Inc *	3,730		304
Steven Madden Ltd	21,642		732
Strategic Education Inc	17,872		2,347
Thor Industries Inc	15,036		938
Town Sports International Holdings Inc *	10,084		48
Tractor Supply Co	26,898		2,630
Turtle Beach Corp *(A)	5,026		57
Urban Outfitters Inc *	26,232		778
Vail Resorts Inc	4,590		997

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vera Bradley Inc *		10,291	$	136
Vista Outdoor Inc *		56,654		454
Wingstop Inc, Cl A		9,121		693
Wyndham Hotels & Resorts Inc		34,615		1,730
YETI Holdings Inc *(A)		28,000		847
				79,520
Consumer Staples — 5.2%
Andersons Inc/The		29,786		960
Boston Beer Co Inc/The, Cl A *		129		38
Calavo Growers Inc		24,511		2,055
Casey’s General Stores Inc		12,122		1,561
Central Garden & Pet Co, Cl A *		44,062		1,024
Chefs’ Warehouse Inc/The *		5,365		167
Church & Dwight Co Inc		33,935		2,417
Darling Ingredients Inc *		96,108		2,081
Freshpet Inc *		13,239		560
Hain Celestial Group Inc/The *		232,099		5,366
Hostess Brands Inc, Cl A *		107,849		1,348
J&J Snack Foods Corp		13,035		2,070
Medifast Inc		5,296		676
Natural Grocers by Vitamin Cottage Inc *		3,649		44
Performance Food Group Co *		39,659		1,572
Pilgrim’s Pride Corp *		196,859		4,388
Sanderson Farms Inc		7,883		1,039
Simply Good Foods Co/The *		52,603		1,083
Spectrum Brands Holdings Inc		15,992		876
TreeHouse Foods Inc *		43,996		2,840
USANA Health Sciences Inc *		3,154		265
Village Super Market Inc, Cl A		2,514		69
				32,499
Energy — 3.1%
Adams Resources & Energy Inc		1,843		72
Antero Midstream Corp		130,000		1,791
Arch Coal Inc		212		19
Cabot Oil & Gas Corp		69,881		1,824
Callon Petroleum Co *		147,982		1,117
Carrizo Oil & Gas Inc *		103,336		1,289
DMC Global Inc		14,000		695
Energy Fuels Inc/Canada *(A)		47,145		157
Evolution Petroleum Corp		16,448		111
GasLog Ltd		14,856		259
Gulfport Energy Corp *		377,859		3,031
Helix Energy Solutions Group Inc *		37,378		296
PBF Energy Inc, Cl A		40,614		1,265
Phillips 66 Partners LP (B)		29,707		1,555
ProPetro Holding Corp *		60,620		1,366
Range Resources Corp		252,291		2,836
Renewable Energy Group Inc *		2,362		52
Select Energy Services Inc, Cl A *		50,015		601
SRC Energy Inc *		76,847		394

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
W&T Offshore Inc *		47,149	$	325
				19,055
Financials — 16.1%
Affiliated Managers Group Inc		27,509		2,947
American Equity Investment Life Holding Co		165,173		4,463
American National Bankshares Inc		1,963		69
Arbor Realty Trust Inc (A)		25,985		337
Atlantic Capital Bancshares Inc *		11,299		201
Axos Financial Inc *		26,771		775
Banc of California Inc		47,627		659
Bancorp Inc/The *		96,764		782
Bank of Commerce Holdings		7,000		74
Bank of Marin Bancorp		2,622		107
Bank of NT Butterfield & Son Ltd/The		47,772		1,714
Bank OZK		93,895		2,721
BankUnited Inc		197,240		6,588
Baycom Corp *		5,801		131
Blackstone Mortgage Trust Inc, Cl A		65,686		2,270
Bridge Bancorp Inc		6,962		204
Bridgewater Bancshares Inc *		5,439		56
Cannae Holdings Inc *		28,935		702
Capstar Financial Holdings Inc		6,167		89
Caretrust		61,599		1,445
CBTX Inc		7,857		255
Central Pacific Financial Corp		9,825		283
Century Bancorp Inc/MA, Cl A		773		56
Chemical Financial Corp		18,257		751
CNO Financial Group Inc		277,492		4,490
Cohen & Steers Inc		39,963		1,689
Cowen Inc, Cl A *		102,390		1,484
Dynex Capital Inc		5,098		31
Eagle Bancorp Inc *		21,781		1,093
eHealth Inc *		12,823		799
Enova International Inc *		15,082		344
Enterprise Financial Services Corp		4,368		178
Essent Group Ltd *		9,003		391
Evercore Inc, Cl A		17,015		1,548
FactSet Research Systems Inc		8,167		2,028
Federal Agricultural Mortgage Corp, Cl C		2,003		145
Federated Investors Inc, Cl B		15,082		442
Fifth Third Bancorp		53,134		1,340
First American Financial Corp		32,801		1,689
First BanCorp/Puerto Rico		90,123		1,033
First Citizens BancShares Inc/NC, Cl A		1,066		434
First Commonwealth Financial Corp		284,206		3,581
First Financial Corp/IN		4,991		210
First Horizon National Corp		95,191		1,331
First Northwest Bancorp		6,681		104
FNB Corp/PA		620,026		6,572
Franklin Financial Network Inc		2,252		65

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Genworth Financial Inc, Cl A *		17,686	$	68
Great Southern Bancorp Inc		2,897		150
Great Western Bancorp Inc		105,024		3,318
Green Dot Corp, Cl A *		12,994		788
Greenhill & Co Inc		7,824		168
Hamilton Lane Inc, Cl A		7,199		314
Hanover Insurance Group Inc/The, Cl A		5,395		616
Health Insurance Innovations Inc, Cl A *(A)		31,154		836
Hercules Capital Inc, Cl A (A)		135,864		1,720
Heritage Commerce Corp		8,256		100
Home BancShares Inc/AR		117,288		2,061
IBERIABANK Corp		29,491		2,115
Independent Bank Corp/MI		5,173		111
INTL. FCStone Inc *		5,121		199
Kemper Corp, Cl A		1,388		106
LegacyTexas Financial Group Inc		10,790		403
LPL Financial Holdings Inc		8,200		571
MarketAxess Holdings Inc		10,279		2,529
Metropolitan Bank Holding Corp *		2,340		81
MSCI Inc, Cl A		12,477		2,481
National General Holdings Corp		204,145		4,844
NMI Holdings Inc, Cl A *		25,440		658
OFG Bancorp		62,319		1,233
Old Second Bancorp Inc		7,999		101
On Deck Capital Inc *		25,678		139
Oritani Financial Corp		16,925		281
Pacific Mercantile Bancorp *		10,527		80
Parke Bancorp Inc		2,859		60
PCSB Financial Corp		7,646		150
PennyMac Financial Services Inc *		6,660		148
PennyMac Mortgage Investment Trust		12,994		269
Primerica Inc		1,267		155
Prosperity Bancshares Inc		28,091		1,940
Radian Group Inc		18,261		379
Republic Bancorp Inc/KY, Cl A		4,781		214
Sterling Bancorp/DE		121,826		2,270
Stock Yards Bancorp Inc		2,935		99
TriState Capital Holdings Inc *		10,307		211
Umpqua Holdings Corp		288,953		4,768
United Bankshares Inc/WV		39,169		1,420
Unity Bancorp Inc		3,176		60
Univest Financial Corp		55,291		1,352
Waddell & Reed Financial Inc, Cl A (A)		23,162		401
Walker & Dunlop Inc		1,724		88
Wintrust Financial Corp		12,920		870
				99,625
Health Care — 12.6%
Aclaris Therapeutics Inc *		17,876		107
Aerie Pharmaceuticals Inc *		12,393		589
Aimmune Therapeutics Inc *		12,233		273
Akebia Therapeutics Inc *		40,516		332

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Amedisys Inc *		3,114	$	384
Antares Pharma Inc *		62,742		190
Array BioPharma Inc *		39,943		974
Axsome Therapeutics Inc *(A)		52,726		750
BioCryst Pharmaceuticals Inc *		61,369		500
BioDelivery Sciences International Inc *		115,000		609
Biohaven Pharmaceutical Holding Co Ltd *		12,000		618
BioMarin Pharmaceutical Inc *		7,658		680
BioSpecifics Technologies Corp *		2,347		146
BioTelemetry Inc *		26,867		1,682
Cantel Medical Corp		19,743		1,321
Cardiovascular Systems Inc *		46,413		1,794
Catalyst Pharmaceuticals Inc *		118,000		602
Charles River Laboratories International Inc *		9,377		1,362
Chemed Corp		6,467		2,070
Clovis Oncology Inc *		7,709		191
Codexis Inc *		27,701		569
Collegium Pharmaceutical Inc *		22,142		335
Corcept Therapeutics Inc *		6,500		76
CorVel Corp *		2,996		195
Dermira Inc *		44,000		596
Eagle Pharmaceuticals Inc/DE *		4,664		235
Emergent BioSolutions Inc *		30,715		1,552
Encompass Health Corp		31,982		1,868
Endo International PLC *		18,748		151
Ensign Group Inc/The		67,723		3,467
Evolus Inc *(A)		18,500		418
Fluidigm Corp *		68,419		909
Genomic Health Inc *		15,684		1,099
Glaukos Corp *		10,200		799
Guardant Health Inc *(A)		7,728		593
Halozyme Therapeutics Inc *		3,842		62
Hill-Rom Holdings Inc		6,100		646
HMS Holdings Corp *		5,430		161
Horizon Pharma Plc *		31,633		836
Immune Design Corp *		15,000		88
Immunomedics Inc *		13,500		259
Innoviva Inc *		11,681		164
Inogen Inc *		2,442		233
Insmed Inc *		11,867		345
Inspire Medical Systems Inc *		11,636		661
Integer Holdings Corp *		6,295		475
Integra LifeSciences Holdings Corp *		30,297		1,688
Invitae Corp *		29,500		691
iRadimed Corp *		2,933		82
Jazz Pharmaceuticals PLC *		3,156		451
LHC Group Inc *		7,469		828
Ligand Pharmaceuticals Inc *		23,725		2,982
Magellan Health Inc *		70,639		4,657
Masimo Corp *		9,390		1,298
Medidata Solutions Inc *		9,224		676

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Medpace Holdings Inc *		7,532	$	444
Meridian Bioscience Inc		11,313		199
Merit Medical Systems Inc *		22,599		1,397
Mirati Therapeutics Inc *		7,200		528
Myriad Genetics Inc *		27,876		925
NanoString Technologies Inc *		29,000		694
Nektar Therapeutics, Cl A *		19,236		646
NeoGenomics Inc *		112,363		2,299
Neurocrine Biosciences Inc *		4,824		425
NextGen Healthcare Inc *		14,467		243
Novocure Ltd *		14,719		709
Nuvectra Corp *		35,883		395
Omnicell Inc *		21,166		1,711
Optinose Inc *(A)		21,886		225
Pacira Pharmaceuticals Inc/DE *		15,858		604
Patterson Cos Inc		38,067		832
PDL BioPharma Inc *		63,471		236
Premier Inc, Cl A *		38,008		1,311
Prestige Consumer Healthcare Inc, Cl A *		62,053		1,856
Progenics Pharmaceuticals Inc *		28,875		134
Puma Biotechnology Inc *		14,386		558
Quest Diagnostics Inc		14,725		1,324
Quidel Corp *		1,262		83
Ra Pharmaceuticals Inc *		20,697		464
Reata Pharmaceuticals Inc, Cl A *		10,805		923
ResMed Inc		18,579		1,932
Retrophin Inc *		22,889		518
SeaSpine Holdings Corp *		67,094		1,012
SIGA Technologies Inc *		12,034		72
STERIS PLC		19,822		2,538
Supernus Pharmaceuticals Inc *		35,053		1,228
Tandem Diabetes Care Inc *		11,242		714
Teleflex Inc		5,173		1,563
Tivity Health Inc *		19,904		350
Vanda Pharmaceuticals Inc *		15,236		280
Veracyte Inc *		53,471		1,338
Vericel Corp *		56,709		993
Viking Therapeutics Inc *(A)		30,898		307
Wright Medical Group NV *		25,017		787
				78,116
Industrials — 15.8%
ACCO Brands Corp		123,638		1,058
Actuant Corp, Cl A		35,967		876
ADT Inc (A)		232,413		1,485
AECOM *		99,526		2,953
Aerovironment Inc *		3,342		229
Altra Industrial Motion Corp		33,126		1,028
American Superconductor Corp *(A)		51,894		667
Apogee Enterprises Inc		127,895		4,795
ArcBest Corp		7,203		222
Armstrong World Industries Inc		8,700		691

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ASGN Inc *		24,704	$	1,568
Astec Industries Inc		33,182		1,253
Atkore International Group Inc *		17,930		386
Atlas Air Worldwide Holdings Inc *		95,014		4,804
Axon Enterprise Inc *		1,160		63
Badger Meter Inc		49,771		2,769
Barrett Business Services Inc		939		73
BMC Stock Holdings Inc *		6,318		112
Brady Corp, Cl A		16,745		777
Brink’s Co/The		17,508		1,320
BWX Technologies Inc, Cl W		61,980		3,073
Casella Waste Systems Inc, Cl A *		18,035		641
Chart Industries Inc *		8,741		791
Cimpress NV *		9,209		738
CIRCOR International Inc *		16,034		523
Clean Harbors Inc *		20,671		1,479
Comfort Systems USA Inc		3,219		169
Commercial Vehicle Group Inc *		6,080		47
Continental Building Products Inc *		8,404		208
CoStar Group Inc *		1,910		891
DXP Enterprises Inc/TX *		1,788		70
Dycom Industries Inc *		11,662		536
EMCOR Group Inc		19,637		1,435
Energy Recovery Inc *(A)		21,298		186
Ennis Inc		10,306		214
Enphase Energy Inc *(A)		73,000		674
EnPro Industries Inc		19,526		1,258
Fortress Transportation & Infrastructure Investors LLC (B)		99,282		1,699
FTI Consulting Inc *		9,305		715
Generac Holdings Inc *		26,034		1,334
Global Brass & Copper Holdings Inc		4,852		167
Graham Corp, Cl A		3,344		66
Great Lakes Dredge & Dock Corp *		20,827		186
Harris Corp		12,457		1,989
Harsco Corp *		14,077		284
Healthcare Services Group Inc		31,259		1,031
HEICO Corp		20,423		1,937
Herman Miller Inc		2,733		96
Hexcel Corp, Cl A		21,517		1,488
Hillenbrand Inc		8,279		344
Huron Consulting Group Inc *		29,501		1,393
ICF International Inc, Cl A		14,392		1,095
Insperity Inc, Cl A		11,758		1,454
ITT Inc		29,123		1,689
JetBlue Airways Corp *		31,000		507
KAR Auction Services Inc		53,585		2,749
Kelly Services Inc, Cl A		33,219		733
Kennametal Inc		22,596		830
Kforce Inc		7,968		280
Korn Ferry		31,269		1,400
Kratos Defense & Security Solutions Inc *		34,458		539

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LB Foster Co, Cl A *(C)		30,452	$	573
Lydall Inc *		51,397		1,206
Masonite International Corp *		27,471		1,370
MasTec Inc *		30,064		1,446
Mercury Systems Inc *		10,200		654
Meritor Inc *		3,091		63
Milacron Holdings Corp *		96,730		1,095
MSC Industrial Direct Co Inc, Cl A		6,650		550
Mueller Industries Inc		3,381		106
Nordson Corp		14,719		1,950
Omega Flex Inc		1,091		83
Park-Ohio Holdings Corp		1,528		49
Regal Beloit		16,698		1,367
REV Group Inc (A)		154,868		1,696
Rush Enterprises Inc, Cl A		10,294		430
Ryder System Inc		34,188		2,119
Saia Inc *		11,725		716
SkyWest Inc		7,921		430
Snap-on Inc		9,664		1,513
SPX FLOW Inc *		14,009		447
Standex International Corp		17,437		1,280
Steelcase Inc, Cl A		28,750		418
Team Inc *		97,872		1,713
Tetra Tech Inc		37,614		2,241
Titan Machinery Inc *		7,968		124
Toro Co/The		24,243		1,669
Trex Co Inc *		531		33
TriMas Corp *		48,427		1,464
TriNet Group Inc *		17,104		1,022
Universal Logistics Holdings Inc		3,404		67
Vicor Corp *		8,312		258
WageWorks Inc *		35,453		1,339
Watts Water Technologies Inc, Cl A		11,330		916
WillScot Corp, Cl A *		75,214		834
Woodward Inc		9,125		866
XPO Logistics Inc *(A)		29,030		1,560
				97,734
Information Technology — 17.7%
A10 Networks Inc *		17,422		124
Acacia Communications Inc *		11,600		665
ACI Worldwide Inc *		51,147		1,681
Alarm.com Holdings Inc *(A)		13,168		855
Alteryx Inc, Cl A *		10,418		874
Anaplan Inc *(A)		17,500		689
Appfolio Inc, Cl A *		4,143		329
Aspen Technology Inc *		5,094		531
Avalara Inc *		12,000		669
AVX Corp		22,228		385
Belden Inc		14,714		790
Booz Allen Hamilton Holding Corp, Cl A		10,814		629
Box Inc, Cl A *		57,742		1,115

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Broadridge Financial Solutions Inc		17,590	$	1,824
Cabot Microelectronics Corp		17,146		1,920
CACI International Inc, Cl A *		12,359		2,250
CalAmp Corp *		81,189		1,021
ChannelAdvisor Corp *		10,834		132
Ciena Corp *		36,287		1,355
Cognex Corp		37,477		1,906
Conduent Inc *		66,254		916
Control4 Corp *		8,085		137
Cornerstone OnDemand Inc *		25,037		1,372
Coupa Software Inc *		9,105		828
Cree Inc *		12,300		704
CSG Systems International Inc		2,509		106
Cypress Semiconductor Corp		126,051		1,881
Diodes Inc *		26,262		911
Echo Global Logistics Inc *		24,184		599
Envestnet Inc *		11,591		758
Euronet Worldwide Inc *		18,940		2,701
Everbridge Inc *		21,251		1,594
Everi Holdings Inc *		87,688		922
EVERTEC Inc		20,237		563
ExlService Holdings Inc *		18,358		1,102
Fabrinet *		27,247		1,427
Fair Isaac Corp *		2,550		693
FireEye Inc *		150,099		2,520
Five9 Inc *(A)		39,249		2,074
ForeScout Technologies Inc *		15,400		645
Glu Mobile Inc *		74,118		811
HubSpot Inc *		3,675		611
Insight Enterprises Inc *		11,401		628
j2 Global Inc		40,014		3,465
Jack Henry & Associates Inc		12,221		1,696
KEMET Corp		22,573		383
Lattice Semiconductor Corp *		66,500		793
Limelight Networks Inc *		260,530		842
Littelfuse Inc		10,093		1,842
LivePerson Inc *		22,500		653
LiveRamp Holdings Inc *		9,970		544
LogMeIn Inc		17,500		1,402
MACOM Technology Solutions Holdings Inc *		161,371		2,696
ManTech International Corp/VA, Cl A		25,619		1,384
MAXIMUS Inc		26,928		1,911
MKS Instruments Inc		7,200		670
MobileIron Inc *		37,405		205
MongoDB Inc, Cl A *(A)		4,079		600
Nanometrics Inc *		7,972		246
Napco Security Technologies Inc *		4,937		102
NCR Corp *		95,181		2,597
NeoPhotonics Corp *		15,000		94
New Relic Inc *		3,396		335
Novanta Inc *		6,836		579

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ON Semiconductor Corp *		111,252	$	2,288
Paylocity Holding Corp *		9,116		813
Perficient Inc *		43,363		1,188
Photronics Inc *		13,890		131
Power Integrations Inc		27,926		1,953
Proofpoint Inc *		16,883		2,050
PROS Holdings Inc *		15,500		655
Q2 Holdings Inc *		9,800		679
Quantenna Communications Inc *		14,266		347
Rapid7 Inc *		12,289		622
RingCentral Inc, Cl A *		7,454		804
Rogers Corp *		3,919		623
Rubicon Project Inc/The *		94,000		572
SailPoint Technologies Holding Inc *		7,634		219
Sanmina Corp *		20,700		597
SecureWorks Corp, Cl A *		3,500		64
Semtech Corp *		46,727		2,379
SolarWinds Corp *		24,276		474
SPS Commerce Inc *		11,011		1,168
Super Micro Computer Inc *(C)		265,590		5,611
SVMK Inc *		37,000		674
Switch Inc, Cl A (A)		71,704		739
Sykes Enterprises Inc *		9,684		274
SYNNEX Corp		21,068		2,010
Tech Data Corp *		2,878		295
Telaria Inc *		113,000		716
Teradata Corp *		14,500		633
Trade Desk Inc/The, Cl A *		14,586		2,887
Twilio Inc, Cl A *		3,558		460
Unisys Corp *(A)		14,080		164
Universal Display Corp		4,300		657
Upland Software Inc *		15,500		657
Varonis Systems Inc *		548		33
Verint Systems Inc *		11,400		682
Viavi Solutions Inc *		184,484		2,284
Vishay Precision Group Inc *		2,710		93
Wix.com Ltd *		14,709		1,777
WNS Holdings Ltd ADR *		16,674		888
Workiva Inc, Cl A *		17,027		863
Xperi Corp		30,313		709
Zendesk Inc *		10,735		912
Zscaler Inc *		15,087		1,070
				110,000
Materials — 5.2%
Allegheny Technologies Inc *		52,960		1,354
B2Gold Corp *		247,610		696
Century Aluminum Co *		84,529		751
Commercial Metals Co, Cl A		193,282		3,301
Ferroglobe Representation *		56,257		—
FutureFuel Corp		13,620		182
HB Fuller Co		20,789		1,011

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ingevity Corp *		19,843	$	2,096
International Flavors & Fragrances Inc		14,660		1,888
Livent Corp *(A)		150,701		1,851
Louisiana-Pacific Corp		10,486		256
Olin Corp		56,562		1,309
Owens-Illinois Inc		276,467		5,247
Quaker Chemical Corp		8,714		1,746
Sensient Technologies Corp		25,726		1,744
Silgan Holdings Inc		31,968		947
Sonoco Products Co		9,301		572
SunCoke Energy Inc *		15,332		130
United States Steel Corp		132,028		2,573
Valvoline Inc		80,777		1,499
Venator Materials PLC *		171,623		965
Warrior Met Coal Inc		15,815		481
WR Grace & Co		20,757		1,620
				32,219
Real Estate — 3.5%
Agree Realty Corp		9,127		633
Alexandria Real Estate Equities Inc		14,583		2,079
Americold Realty Trust		59,379		1,812
Chesapeake Lodging Trust		13,266		369
Clipper Realty Inc		5,243		70
Columbia Property Trust Inc		66,824		1,504
CoreSite Realty Corp		16,736		1,791
Corporate Office Properties Trust		49,932		1,363
Cushman & Wakefield PLC *		17,058		304
First Industrial Realty Trust Inc		597		21
Franklin Street Properties Corp		27,615		198
Gladstone Commercial Corp		12,452		259
Hannon Armstrong Sustainable Infrastructure Capital Inc		8,676		222
Kennedy-Wilson Holdings Inc		73,110		1,564
Lexington Realty Trust		111,590		1,011
Marcus & Millichap Inc *		9,187		374
Medical Properties Trust Inc		95,582		1,769
NexPoint Residential Trust Inc		19,845		761
NorthStar Realty Europe Corp		12,107		210
Retail Opportunity Investments Corp		77,579		1,345
RMR Group Inc/The		4,099		250
Ryman Hospitality Properties Inc		24,117		1,983
Safehold Inc		4,936		108
STAG Industrial Inc		11,033		327
Terreno Realty Corp		15,000		631
Tier Inc		22,212		637
Xenia Hotels & Resorts Inc		14,314		314
				21,909
Utilities — 2.1%
Algonquin Power & Utilities Corp		177,868		2,004
American States Water Co		35,874		2,558

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American Water Works Co Inc		18,244	$	1,902
AquaVenture Holdings Ltd *		6,167		119
Atlantic Power Corp *(A)		28,897		73
Black Hills Corp, Cl A		14,752		1,093
Hawaiian Electric Industries Inc		25,209		1,028
IDACORP Inc, Cl A		11,985		1,193
Portland General Electric Co		51,351		2,662
Pure Cycle Corp *		8,100		80
Vivint Solar Inc *(A)		15,066		75
				12,787
Total Common Stock (Cost $557,214) ($ Thousands)				603,189
EXCHANGE TRADED FUND — 0.2%
Financials — 0.2%
iShares Russell 2000 Value ETF (A)		11,706		1,404
Total Exchange Traded Fund (Cost $1,505) ($ Thousands)				1,404
AFFILIATED PARTNERSHIP — 3.8%
SEI Liquidity Fund, L.P.
2.480% **† (D)		23,189,100		23,186
Total Affiliated Partnership (Cost $23,188) ($ Thousands)				23,186
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220% **†		14,894,231		14,894
Total Cash Equivalent (Cost $14,894) ($ Thousands)				14,894
Total Investments — 103.7% (Cost $596,801) ($ Thousands)			$	642,673

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

Percentages are based on Net Assets of $619,789 ($ Thousands).

* Non-income producing security.

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

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $22,756 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $3,254 ($ Thousands), or 0.5% of the net assets of the Fund (See Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $6,184 ($ Thousands) and represented 1.0% of the Net Assets of the Fund.

(D) 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, 2019 was $23,186 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

ETF — Exchange-Traded Fund

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of March 31, 2019, 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	$	603,189	$	–	$	–	$	603,189
Exchange Traded Fund		1,404		–		–		1,404
Affiliated Partnership		–		23,186		–		23,186
Cash Equivalent		14,894		–		–		14,894
Total Investments in Securities	$	619,487	$	23,186	$	–	$	642,673

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Fund (Continued)

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

Security Description	Value 9/30/2018		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)	Value 3/31/2019		Income
SEI Liquidity Fund, L.P.	$	50,875	$	68,728	$	(96,420)	$	—	$3	$	23,186	$	97
SEI Daily Income Trust, Government Fund, CI F		16,607		66,474		(68,187)		—	—		14,894		127
Totals	$	67,482	$	135,202	$	(164,607)	$	-	$3	$	38,080	$	224

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 92.6%
Communication Services — 2.5%
AMC Networks Inc, Cl A *		19,587	$	1,112
Entercom Communications Corp		74,808		393
Entravision Communications Corp, Cl A		17,834		58
EW Scripps Co/The, Cl A		11,534		242
Gannett Co Inc		27,713		292
IAC/InterActiveCorp *		20,159		4,236
Liberty TripAdvisor Holdings Inc, Cl A *		18,500		262
Nexstar Media Group Inc, Cl A		7,536		817
Sinclair Broadcast Group Inc, Cl A		22,149		852
Tribune Publishing Co *		3,320		39
Yelp Inc, Cl A *		1,942		67
				8,370
Consumer Discretionary — 12.3%
Aaron’s Inc		19,597		1,031
Abercrombie & Fitch Co, Cl A		6,081		167
American Axle & Manufacturing Holdings Inc *		48,409		693
American Eagle Outfitters Inc		7,315		162
American Public Education Inc *		3,837		116
Bassett Furniture Industries Inc		3,512		58
Beazer Homes USA Inc, Cl A *		41,050		472
Bed Bath & Beyond Inc (A)		32,398		550
Big Lots Inc		81,080		3,083
Bloomin’ Brands Inc		48,780		997
Brinker International Inc		10,631		472
Buckle Inc/The (A)		3,436		64
Cheesecake Factory Inc/The (A)		18,682		914
Chico’s FAS Inc		9,091		39
Children’s Place Inc/The		3,916		381
Cooper Tire & Rubber Co		22,859		683
Cooper-Standard Holdings Inc *		16,247		763
CSS Industries Inc		30,142		180
Dana Inc		60,695		1,077
Deckers Outdoor Corp *		8,518		1,252
Dick’s Sporting Goods Inc		30,309		1,116
Ethan Allen Interiors Inc		10,798		207
Express Inc *		73,091		313
Extended Stay America Inc		96,511		1,732
GameStop Corp, Cl A (A)		17,604		179
Genesco Inc *		11,220		511
Gentherm Inc *		9,007		332
Group 1 Automotive Inc		9,394		608
Haverty Furniture Cos Inc		29,371		643
Hibbett Sports Inc *		8,723		199
K12 Inc *		9,558		326
KB Home		11,801		285
La-Z-Boy Inc, Cl Z		25,210		832
Liberty Expedia Holdings Inc, Cl A *		13,255		567
Lithia Motors Inc, Cl A		20,345		1,887
MDC Holdings Inc		24,792		720

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Meritage Homes Corp *		18,062	$	807
Modine Manufacturing Co *		162,134		2,249
Murphy USA Inc *		4,762		408
Office Depot Inc		343,182		1,246
PetMed Express Inc (A)		18,646		425
Potbelly Corp *		7,888		67
Red Robin Gourmet Burgers Inc *		3,219		93
Sally Beauty Holdings Inc *		39,190		721
Shutterstock Inc		1,285		60
Six Flags Entertainment Corp		48,732		2,405
Skechers U.S.A. Inc, Cl A *		74,115		2,491
Sonic Automotive Inc, Cl A		30,073		445
Speedway Motorsports Inc		4,474		65
Stoneridge Inc *		32,839		948
Sturm Ruger & Co Inc		3,232		171
Taylor Morrison Home Corp, Cl A *		13,504		240
Tenneco Inc, Cl A		15,823		351
Tower International Inc		8,666		182
Urban Outfitters Inc *		14,182		420
Wendy’s Co/The		105,507		1,887
Williams-Sonoma Inc (A)		16,854		948
				40,240
Consumer Staples — 3.9%
Andersons Inc/The		16,802		542
B&G Foods Inc, Cl A (A)		64,678		1,579
Hain Celestial Group Inc/The *		98,747		2,283
Hostess Brands Inc, Cl A *		149,767		1,872
Ingles Markets Inc, Cl A		14,167		391
Nature’s Sunshine Products Inc *		1,153		11
Pilgrim’s Pride Corp *		105,616		2,354
SpartanNash Co		43,313		687
Spectrum Brands Holdings Inc (A)		30,699		1,682
Universal Corp/VA		12,310		709
USANA Health Sciences Inc *		1,627		137
Village Super Market Inc, Cl A		15,841		433
Weis Markets Inc		2,858		117
				12,797
Energy — 4.3%
Adams Resources & Energy Inc		553		22
Arch Coal Inc		9,387		857
Callon Petroleum Co *		102,707		775
Carrizo Oil & Gas Inc *		38,955		486
Delek US Holdings Inc		21,084		768
Denbury Resources Inc *		187,616		385
Gulfport Energy Corp *		269,372		2,160
Laredo Petroleum Inc *		88,768		274
Mammoth Energy Services Inc		2,693		45
Midstates Petroleum Co Inc *		4,175		41
Par Pacific Holdings Inc *		10,160		181
Parsley Energy Inc, Cl A *		72,479		1,399

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PBF Energy Inc, Cl A		51,988	$	1,619
Peabody Energy Corp		17,684		501
ProPetro Holding Corp *		4,318		97
Range Resources Corp		135,449		1,522
Renewable Energy Group Inc *		34,855		765
SEACOR Holdings Inc, Cl A *		4,148		175
Southwestern Energy Co *		163,144		765
SRC Energy Inc *		70,663		362
Viper Energy Partners LP (B)		32,198		1,068
				14,267
Financials — 24.5%
Affiliated Managers Group Inc		14,740		1,579
AG Mortgage Investment Trust Inc		23,551		397
American Equity Investment Life Holding Co		92,081		2,488
Apollo Commercial Real Estate Finance Inc		27,313		497
Arbor Realty Trust Inc (A)		72,815		944
ARMOUR Residential Inc		26,550		519
Artisan Partners Asset Management Inc, Cl A		8,800		221
Associated Banc-Corp		48,210		1,029
Banco Latinoamericano de Comercio Exterior SA, Cl E		40,605		809
Bancorp Inc/The *		76,453		618
BankUnited Inc		120,163		4,013
Berkshire Hills Bancorp Inc		28,239		769
BGC Partners Inc, Cl A		354,191		1,881
BlackRock Capital Investment Corp		75,056		450
Bridge Bancorp Inc		3,818		112
C&F Financial Corp		1,901		96
Camden National Corp		21,686		905
Cathay General Bancorp		21,589		732
Central Pacific Financial Corp		21,176		611
Central Valley Community Bancorp		1,085		21
Century Bancorp Inc/MA, Cl A		568		41
CIT Group Inc		24,356		1,168
CNO Financial Group Inc		228,963		3,705
Codorus Valley Bancorp Inc		2,300		49
Columbia Banking System Inc		80,757		2,640
Community Trust Bancorp Inc		15,141		622
Cowen Inc, Cl A *		61,671		894
Crawford & Co, Cl B		5,551		51
Customers Bancorp Inc *		12,199		223
Dynex Capital Inc ‡		55,919		341
Enova International Inc *		7,596		173
EZCORP Inc, Cl A *		11,390		106
Federal Agricultural Mortgage Corp, Cl C		18,235		1,321
FGL Holdings		26,477		208
Financial Institutions Inc		3,662		100
First Busey Corp		14,021		342
First Business Financial Services Inc		1,838		37
First Citizens BancShares Inc/NC, Cl A		297		121
First Commonwealth Financial Corp		221,075		2,786

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
First Community Bankshares Inc		24,184	$	801
First Financial Corp/IN		3,000		126
First Internet Bancorp		1,818		35
First Interstate BancSystem Inc, Cl A		9,642		384
First Merchants Corp		41,471		1,528
First Northwest Bancorp		3,455		54
Flagstar Bancorp Inc		28,979		954
Flushing Financial Corp		41,550		911
FNB Corp/PA		298,350		3,162
Fulton Financial Corp		65,372		1,012
Genworth Financial Inc, Cl A *		81,448		312
Granite Point Mortgage Trust Inc		7,303		136
Great Southern Bancorp Inc		7,275		378
Great Western Bancorp Inc		56,311		1,779
Greenlight Capital Re Ltd, Cl A *		9,297		101
Hancock Whitney Corp, Cl A		32,818		1,326
Hanmi Financial Corp		22,349		475
HCI Group Inc		8,328		356
Hercules Capital Inc, Cl A (A)		34,116		432
Hilltop Holdings Inc		17,167		313
HomeStreet Inc *		6,770		178
Hope Bancorp Inc		72,870		953
IBERIABANK Corp		9,736		698
Invesco Mortgage Capital Inc		34,916		552
Ladder Capital Corp, Cl A		43,249		736
Legg Mason Inc		28,410		778
Luther Burbank Corp		4,600		46
Marlin Business Services Corp		3,006		65
Meta Financial Group Inc		6,255		123
Metropolitan Bank Holding Corp *		1,600		56
MFA Financial Inc ‡		103,933		756
MGIC Investment Corp *		109,333		1,442
National General Holdings Corp		104,332		2,476
Nelnet Inc, Cl A		17,322		954
New Mountain Finance Corp		37,291		506
OFG Bancorp		86,492		1,712
Old National Bancorp/IN, Cl A		41,682		684
Oppenheimer Holdings Inc, Cl A		4,744		123
Orrstown Financial Services Inc		1,625		30
Pacific City Financial Corp		2,911		51
PacWest Bancorp		114,937		4,323
PennantPark Investment Corp		64,382		445
PennyMac Mortgage Investment Trust ‡		35,976		745
Peoples Bancorp Inc/OH		17,670		547
Popular Inc		19,429		1,013
Radian Group Inc		48,994		1,016
Republic Bancorp Inc/KY, Cl A		27,592		1,234
Starwood Property Trust Inc ‡		113,711		2,541
Stewart Information Services Corp		1,299		55
TCF Financial Corp		64,970		1,344
Tiptree Inc		10,141		64
TriState Capital Holdings Inc *		6,000		123

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Two Harbors Investment Corp ‡		44,275	$	599
Umpqua Holdings Corp		149,720		2,470
Union Bankshares Corp		17,904		579
United Bankshares Inc/WV		19,403		703
Unity Bancorp Inc		2,301		43
Universal Insurance Holdings Inc		17,309		537
Waddell & Reed Financial Inc, Cl A		19,155		331
Western Asset Mortgage Capital Corp		27,156		278
World Acceptance Corp *		2,137		250
				80,353
Health Care — 4.6%
Acorda Therapeutics Inc *		10,787		143
AMAG Pharmaceuticals Inc *		9,827		127
Anika Therapeutics Inc *		1,987		60
Collegium Pharmaceutical Inc *		1,682		25
Eagle Pharmaceuticals Inc/DE *		13,146		664
Emergent BioSolutions *		6,471		327
Ensign Group Inc/The		2,460		126
FONAR Corp *		1,435		29
Genomic Health Inc *		4,776		335
Globus Medical Inc, Cl A *		880		43
Haemonetics Corp *		3,424		300
Halozyme Therapeutics Inc *		2,795		45
HealthStream Inc *		4,564		128
Innoviva Inc *		67,426		946
Integer Holdings Corp *		449		34
Lannett Co Inc *(A)		29,164		230
Ligand Pharmaceuticals Inc *(A)		23,421		2,944
Luminex Corp		5,956		137
Magellan Health Inc *		40,330		2,659
Mallinckrodt PLC *		29,688		645
Medidata Solutions Inc *		547		40
Medpace Holdings Inc *		1,725		102
Meridian Bioscience Inc		10,222		180
Myriad Genetics Inc *		2,835		94
NextGen Healthcare Inc *		9,964		168
Orthofix Medical Inc *		4,175		235
Owens & Minor Inc		26,615		109
Patterson Cos Inc		28,779		629
PDL BioPharma Inc *		74,236		276
Quidel Corp *		2,822		185
SIGA Technologies Inc *		11,582		70
Syneos Health Inc, Cl A *		51,297		2,655
Tivity Health Inc *		10,500		184
Triple-S Management Corp, Cl B *		5,145		117
Utah Medical Products Inc		115		10
Vanda Pharmaceuticals Inc *		4,705		87
				15,088
Industrials — 13.6%
ACCO Brands Corp		171,268		1,466

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
AECOM *		53,318	$	1,582
Aircastle Ltd		29,842		604
Apogee Enterprises Inc		69,561		2,608
ArcBest Corp		18,285		563
ASGN Inc *		5,307		337
Astec Industries Inc		18,652		704
Atlas Air Worldwide Holdings Inc *		65,374		3,305
BMC Stock Holdings Inc *		16,338		289
Briggs & Stratton Corp		26,143		309
Builders FirstSource Inc *		33,017		440
Columbus McKinnon Corp/NY		2,300		79
Commercial Vehicle Group Inc *		6,548		50
Costamare Inc		11,635		61
Deluxe Corp		14,076		615
EMCOR Group Inc		4,761		348
Ennis Inc		14,698		305
EnPro Industries Inc		4,266		275
Genesee & Wyoming Inc, Cl A *		30,063		2,620
Global Brass & Copper Holdings Inc		10,977		378
Greenbrier Cos Inc/The		25,748		830
Hawaiian Holdings Inc		27,816		730
Herman Miller Inc		24,747		871
Hurco Cos Inc		1,486		60
Hyster-Yale Materials Handling Inc		7,261		453
JetBlue Airways Corp *		44,184		723
Kaman Corp, Cl A		21,022		1,229
KAR Auction Services Inc		81,411		4,177
Kelly Services Inc, Cl A		16,319		360
Kennametal Inc		11,518		423
Kimball International Inc, Cl B		7,600		108
LB Foster Co, Cl A *(C)		14,576		274
LSC Communications Inc		5,632		37
Lydall Inc *		28,456		668
Matson Inc		15,175		548
Meritor Inc *		56,313		1,146
Miller Industries Inc/TN		2,667		82
Moog Inc, Cl A		13,249		1,152
National Presto Industries Inc		350		38
Navigant Consulting Inc		10,113		197
NCI Building Systems Inc *		4,509		28
Park-Ohio Holdings Corp		10,866		352
Preformed Line Products Co		1,138		60
Quad/Graphics Inc		2,626		31
Regal Beloit Corp		12,961		1,061
Resideo Technologies Inc *		44,591		860
REV Group Inc (A)		84,078		921
RR Donnelley & Sons Co		11,848		56
SkyWest Inc		27,635		1,500
Steelcase Inc, Cl A		58,785		855
Sterling Construction Co Inc *		10,585		133
Teledyne Technologies Inc *		10,824		2,565
Terex Corp		25,962		834

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Timken Co/The		16,530	$	721
Trinity Industries Inc		66,448		1,444
Triton International Ltd/Bermuda		20,132		626
TrueBlue Inc *		12,625		298
Universal Forest Products Inc		4,272		128
Vectrus Inc *		4,843		129
Wabash National Corp		69,150		937
YRC Worldwide Inc *		5,738		38
				44,621
Information Technology — 10.4%
ACI Worldwide Inc *		126,549		4,160
Advanced Energy Industries Inc *		8,391		417
Amkor Technology Inc *		109,665		937
Anixter International Inc *		2,055		115
Avaya Holdings Corp *		19,946		336
Axcelis Technologies Inc *		27,466		553
Belden Inc		14,450		776
Benchmark Electronics Inc		37,478		984
Ciena Corp *		23,155		865
Cirrus Logic Inc *		15,277		643
CommVault Systems Inc *		5,240		339
CSG Systems International Inc		25,704		1,087
Cypress Semiconductor Corp		88,506		1,320
Diodes Inc *		21,000		729
Immersion Corp *		10,008		84
Insight Enterprises Inc *		34,330		1,890
InterDigital Inc		4,321		285
Itron Inc *		14,206		663
j2 Global Inc		24,330		2,107
Jabil Inc		33,167		882
Kulicke & Soffa Industries Inc		42,104		931
MKS Instruments Inc		623		58
MoneyGram International Inc *		16,876		34
Nanometrics Inc *		5,245		162
NCR Corp *		51,096		1,394
NetScout Systems Inc *		1,645		46
NIC Inc		15,007		256
PC Connection Inc		2,171		80
Perficient Inc *		3,962		108
Photronics Inc *		17,284		163
Progress Software Corp		10,808		480
Sanmina Corp *		45,681		1,318
ScanSource Inc *		16,099		577
Silicon Motion Technology Corp ADR		27,609		1,094
SMART Global Holdings Inc *		1,639		31
Super Micro Computer Inc *(C)		142,131		3,003
Sykes Enterprises Inc *		39,443		1,115
SYNNEX Corp		9,813		936
Tech Data Corp *		21,929		2,246
TTM Technologies Inc *		40,127		471
Unisys Corp *		13,958		163

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Verint Systems Inc *		1,300	$	78
Vishay Intertechnology Inc		3,300		61
Zix Corp *		16,402		113
				34,090
Materials — 8.4%
Ashland Global Holdings Inc		21,090		1,648
B2Gold Corp *		120,186		338
Boise Cascade Co		8,999		241
Cabot Corp		20,876		869
Century Aluminum Co *		38,553		342
Chemours Co/The		21,769		809
Clearwater Paper Corp *		13,273		259
Commercial Metals Co, Cl A		106,715		1,823
Domtar Corp		14,370		713
Ferroglobe Representation *(D)		53,302		–
FMC Corp		55,002		4,225
FutureFuel Corp		6,403		86
Greif Inc, Cl A		13,113		541
Huntsman Corp		31,261		703
Kraton Corp *		19,007		612
Kronos Worldwide Inc		33,621		471
Livent Corp *(A)		130,141		1,598
Louisiana-Pacific Corp		21,703		529
Owens-Illinois Inc		164,855		3,129
Rayonier Advanced Materials Inc		50,683		687
Schnitzer Steel Industries Inc, Cl A		19,257		462
Schweitzer-Mauduit International Inc		15,024		582
Silgan Holdings Inc		82,066		2,432
Stepan Co		1,522		133
Trinseo SA		18,458		836
United States Steel Corp		70,914		1,382
Valvoline Inc		65,314		1,212
Venator Materials PLC *		93,333		525
Warrior Met Coal Inc		12,008		365
				27,552
Real Estate — 7.2%
Ashford Hospitality Trust Inc ‡		70,941		337
Braemar Hotels & Resorts Inc		9,613		117
CBL & Associates Properties Inc ‡(A)		51,264		79
Chatham Lodging Trust ‡		35,907		691
Chesapeake Lodging Trust ‡		6,399		178
CorEnergy Infrastructure Trust Inc		4,974		183
DiamondRock Hospitality Co ‡		69,186		749
Franklin Street Properties Corp ‡		51,167		368
Gaming and Leisure Properties Inc ‡		80,438		3,102
Getty Realty Corp ‡		16,159		518
Hersha Hospitality Trust, Cl A		40,163		688
Hospitality Properties Trust ‡		27,288		718
Howard Hughes Corp/The *		11,841		1,303
Industrial Logistics Properties Trust		28,621		577

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
InfraREIT Inc		8,645	$	181
Invitation Homes Inc ‡		53,384		1,299
Kite Realty Group Trust		43,656		698
Lexington Realty Trust ‡		68,235		618
Medical Properties Trust Inc ‡		219,644		4,066
Newmark Group Inc, Cl A		69,166		577
Office Properties Income Trust		14,860		411
Outfront Media Inc ‡		24,486		573
Pebblebrook Hotel Trust ‡		4,476		139
Piedmont Office Realty Trust Inc, Cl A ‡		33,910		707
RLJ Lodging Trust ‡		6,252		110
RMR Group Inc/The		2,071		126
Sabra Health Care Inc ‡		37,239		725
Senior Housing Properties Trust ‡		41,568		490
SITE Centers Corp ‡		35,205		479
Spirit Realty Capital Inc ‡		20,981		834
Summit Hotel Properties Inc ‡		37,321		426
Washington Prime Group Inc ‡(A)		107,960		610
Xenia Hotels & Resorts Inc ‡		41,221		903
				23,580
Utilities — 0.9%
NorthWestern Corp		12,686		893

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		38,970	$	2,020
				2,913
Total Common Stock (Cost $282,185) ($ Thousands)				303,871
AFFILIATED PARTNERSHIP — 3.5%
SEI Liquidity Fund, L.P.
2.480% **†(D)		11,385,010		11,386
Total Affiliated Partnership (Cost $11,384) ($ Thousands)				11,386
CASH EQUIVALENT — 7.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		22,993,085		22,993
Total Cash Equivalent (Cost $22,993) ($ Thousands)				22,993
Total Investments in Securities — 103.1% (Cost $316,562) ($ Thousands)			$	338,250

A list of the open futures contracts held at March 31, 2019 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Russell 2000 Index E-MINI		154		Jun-2019	$	11,754	$	11,887	$	133

Percentages are based on Net Assets of $328,005 ($ Thousands).

* Non-income producing security.

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

^‡  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, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $11,176 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,068 ($ Thousands), or 0.3% of the net assets of the Fund (see Note 2).

(C) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,277 ($ Thousands) and represented 1.0% of the Net Assets of the Fund.

(D) 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, 2019 was $11,386 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of March 31, 2019, 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	$	303,871	$	–	$	–	$	303,871
Affiliated Partnership		–		11,386		–		11,386
Cash Equivalent		22,993		–		–		22,993
Total Investments in Securities	$	326,864	$	11,386	$	–	$	338,250
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	133	$	—	$	—	$	133
Total Other Financial Instruments	$	133	$	—	$	—	$	133

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

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Value Fund (Continued)

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain		Change in Unrealized Depreciation		Value 3/31/19		Income
SEI Liquidity Fund, L.P.		$ 57,595		$ 31,480		$ (77,717)		$ 23		$ 5		$ 11,386		$ 113
SEI Daily Income Trust, Government Fund, Cl F		10,473		50,203		(37,683)		—		—		22,993		94
Totals		$ 68,068		$ 81,683		$ (115,400)		$ 23		$ 5		$ 34,379		$ 207

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 3.6%
Bandwidth Inc, Cl A *		5,872	$	393
Boingo Wireless Inc *		50,632		1,179
Care.com Inc *		1,733		34
Cargurus Inc, Cl A *		22,907		918
Cinemark Holdings Inc		29,633		1,185
Eventbrite Inc, Cl A *		13,323		255
Meet Group Inc/The *		107,662		541
National CineMedia Inc		116,459		821
New York Times Co/The, Cl A		10,083		331
Nexstar Media Group Inc, Cl A		4,900		531
Ooma Inc *		2,126		28
Pareteum Corp *		71,339		325
QuinStreet Inc *		4,347		58
Rosetta Stone Inc *		16,800		367
Shenandoah Telecommunications Co		13,496		599
Sinclair Broadcast Group Inc, Cl A		14,924		574
TechTarget Inc *		48,534		790
Travelzoo *		2,849		38
TrueCar Inc *		58,743		390
Vonage Holdings Corp *		131,394		1,319
WideOpenWest Inc *		5,795		53
World Wrestling Entertainment Inc, Cl A		4,570		397
Yelp Inc, Cl A *		15,433		532
Zynga Inc, Cl A *		87,000		464
				12,122
Consumer Discretionary — 14.3%
Abercrombie & Fitch Co, Cl A		20,473		561
American Eagle Outfitters Inc		9,225		204
Asbury Automotive Group Inc *		12,542		870
Boot Barn Holdings Inc *		22,706		668
Bright Horizons Family Solutions Inc *		3,120		397
Brinker International Inc (A)		16,873		749
Callaway Golf Co		5,537		88
Carter’s Inc		13,896		1,401
Chegg Inc *		27,342		1,042
Chuy’s Holdings Inc *		28,218		643
Clarus Corp		44,441		569
Columbia Sportswear Co		3,600		375
Conn’s Inc *(A)		53,161		1,215
Cooper-Standard Holdings Inc *		10,410		489
Crocs Inc *		41,862		1,078
Dana Inc		32,867		583
Deckers Outdoor Corp *		4,718		693
Denny’s Corp, Cl A *		21,356		392
Dine Brands Global Inc		9,923		906
DSW Inc, Cl A		440		10
Eldorado Resorts Inc *		53,272		2,487
Etsy Inc *		13,163		885
Five Below Inc *		2,885		358
Fox Factory Holding Corp *		10,585		740

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Funko Inc, Cl A *		27,836	$	605
Grand Canyon Education Inc *		28,933		3,313
Gray Television Inc *		35,145		751
Haverty Furniture Cos Inc		2,936		64
Installed Building Products Inc *		12,605		611
iRobot Corp *(A)		6,599		777
Jack in the Box Inc		25,675		2,081
K12 Inc *		38,290		1,307
La-Z-Boy Inc, Cl Z		18,918		624
Malibu Boats Inc, Cl A *		27,042		1,070
Marine Products Corp (A)		1,832		25
MasterCraft Boat Holdings Inc *		3,136		71
Monro Inc (A)		3,867		335
Movado Group Inc		3,657		133
Planet Fitness Inc, Cl A *		10,674		733
Playa Hotels & Resorts NV *		114,570		874
PlayAGS Inc *		150,505		3,602
Rent-A-Center Inc/TX *		10,816		226
RH *(A)		735		76
Rocky Brands Inc		1,588		38
RTW RetailWinds Inc *		9,937		24
Ruth’s Hospitality Group Inc		3,900		100
Sally Beauty Holdings Inc *(A)		123,589		2,275
SeaWorld Entertainment Inc *		22,044		568
ServiceMaster Global Holdings Inc *		7,840		366
Shoe Carnival Inc (A)		18,253		621
Shutterstock Inc *		33,943		1,583
Skechers U.S.A. Inc, Cl A *		98,110		3,297
Skyline Champion Corp *		1,711		32
Sleep Number Corp *		23,554		1,107
Strategic Education Inc		12,732		1,672
Town Sports International Holdings Inc *		3,148		15
Turtle Beach Corp *(A)		1,727		20
Vera Bradley Inc *		8,331		110
Wingstop Inc, Cl A		5,800		441
Wolverine World Wide Inc		22,042		788
YETI Holdings Inc *(A)		17,500		529
				48,267
Consumer Staples — 1.7%
BJ’s Wholesale Club Holdings Inc *		24,261		665
Boston Beer Co Inc/The, Cl A *		1,940		572
Central Garden & Pet Co, Cl A *		47,320		1,100
Chefs’ Warehouse Inc/The *		2,720		85
Freshpet Inc *		8,473		358
Lancaster Colony Corp		236		37
Medifast Inc		5,405		689
Natural Grocers by Vitamin Cottage Inc *		4,343		52
Performance Food Group Co *		14,959		593
Simply Good Foods Co/The *		54,533		1,123
TreeHouse Foods Inc *		6,300		407
USANA Health Sciences Inc *(A)		1,612		135

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Village Super Market Inc, Cl A		1,919	$	52
WD-40 Co (A)		–		—
				5,868
Energy — 1.9%
Adams Resources & Energy Inc		764		30
Arch Coal Inc		473		43
Archrock Inc		56,759		555
C&J Energy Services Inc *		35,399		549
Carrizo Oil & Gas Inc *		48,093		600
DMC Global Inc		8,100		402
Energy Fuels Inc/Canada *		21,919		73
Evolution Petroleum Corp		50,369		340
GasLog Ltd		37,461		654
Gulfport Energy Corp *		8,282		66
Helix Energy Solutions Group Inc *		22,953		182
McDermott International Inc *		67,539		503
NCS Multistage Holdings Inc *(A)		89,855		465
ProPetro Holding Corp *		61,379		1,384
Renewable Energy Group Inc *		1,123		25
RigNet Inc, Cl A *		32,151		314
W&T Offshore Inc *		26,108		180
				6,365
Financials — 9.0%
American Equity Investment Life Holding Co		19,170		518
American National Bankshares Inc		1,164		41
Arbor Realty Trust Inc (A)		14,171		184
Argo Group International Holdings Ltd		8,487		600
Atlantic Capital Bancshares Inc *		5,908		105
Bank of Commerce Holdings		6,142		65
Bank of Marin Bancorp		1,462		60
Baycom Corp *		2,942		67
Bridge Bancorp Inc		3,559		104
Bridgewater Bancshares Inc *		1,926		20
Brookline Bancorp Inc, Cl A		37,888		546
Cambridge Bancorp		425		35
Cannae Holdings Inc *		14,792		359
Capstar Financial Holdings Inc		2,787		40
Capstead Mortgage Corp ‡		69,285		595
CBTX Inc		4,016		130
Central Pacific Financial Corp		5,023		145
Century Bancorp Inc/MA, Cl A		808		59
CNO Financial Group Inc		1,177		19
CVB Financial Corp		26,314		554
Dynex Capital Inc ‡		3,000		18
eHealth Inc *		6,273		391
Enova International Inc *		31,085		709
Enterprise Financial Services Corp		15,530		633
Essent Group Ltd *		19,570		850
Evercore Inc, Cl A		6,489		591
EZCORP Inc, Cl A *		57,000		531

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Federal Agricultural Mortgage Corp, Cl C		1,193	$	86
FGL Holdings		65,364		515
First BanCorp/Puerto Rico		96,695		1,108
First Citizens BancShares Inc/NC, Cl A		568		231
First Financial Corp/IN		3,135		132
First Midwest Bancorp Inc/IL		26,700		546
First Northwest Bancorp		2,973		46
Franklin Financial Network Inc		1,735		50
Genworth Financial Inc, Cl A *		5,784		22
Great Southern Bancorp Inc		1,470		76
Great Western Bancorp Inc		15,292		483
Green Dot Corp, Cl A *		14,014		850
Greenhill & Co Inc (A)		3,929		85
GS Acquisition Holdings Corp *(B)		97,986		1,028
Hamilton Lane Inc, Cl A		4,152		181
Health Insurance Innovations Inc, Cl A *(A)		48,964		1,313
Heritage Commerce Corp		3,995		48
Home BancShares Inc/AR		48,072		845
IBERIABANK Corp		8,110		582
Independent Bank Corp/MI		2,784		60
INTL. FCStone Inc *		2,169		84
Investors Bancorp Inc		50,312		596
Kemper Corp, Cl A		801		61
LegacyTexas Financial Group Inc		5,418		203
LPL Financial Holdings Inc		5,258		366
Metropolitan Bank Holding Corp *		1,866		65
MGIC Investment Corp *		49,109		648
Moelis & Co, Cl A		12,700		529
National General Holdings Corp		5,475		130
NMI Holdings Inc, Cl A *		15,505		401
Oak Valley Bancorp		2,225		39
OFG Bancorp		42,502		841
Old Second Bancorp Inc		3,597		45
On Deck Capital Inc *		11,862		64
One Madison Corp *(B)		97,686		1,042
Oritani Financial Corp		8,652		144
Pacific Mercantile Bancorp *		4,935		38
Parke Bancorp Inc		2,638		55
PCSB Financial Corp		5,206		102
PennantPark Investment Corp (A)		97,395		673
PennyMac Financial Services Inc *		3,276		73
PennyMac Mortgage Investment Trust ‡		6,777		140
Primerica Inc		584		71
Provident Financial Services Inc		21,836		565
Radian Group Inc		41,778		867
Republic Bancorp Inc/KY, Cl A		2,618		117
Spirit of Texas Bancshares Inc *		959		20
Sterling Bancorp/DE		30,700		572
Stock Yards Bancorp Inc		2,203		75
TPG Pace Holdings Corp *(B)		91,116		971
TriState Capital Holdings Inc *		5,946		122
Trupanion Inc *(A)		21,668		709

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
United Community Banks Inc/GA		21,000	$	524
Unity Bancorp Inc		2,300		44
Value Creation *(C)(D)(E)		145,600		57
Veritex Holdings Inc		21,026		509
Waddell & Reed Financial Inc, Cl A (A)		11,404		197
Walker & Dunlop Inc		11,690		595
Wintrust Financial Corp		13,594		915
WisdomTree Investments Inc		141,841		1,001
				30,526
Health Care — 19.5%
Accelerate Diagnostics Inc *(A)		27,848		585
Albireo Pharma Inc *		22,494		725
Amedisys Inc *		5,988		738
Antares Pharma Inc *		41,193		125
Argenx SE ADR *		5,198		649
Array BioPharma Inc *		23,000		561
Arrowhead Pharmaceuticals Inc *(A)		33,392		613
Axogen Inc *		43,711		921
Axsome Therapeutics Inc *(A)		26,809		381
BioCryst Pharmaceuticals Inc *		36,329		296
BioDelivery Sciences International Inc *		71,000		376
Biohaven Pharmaceutical Holding Co Ltd *		7,767		400
BioSpecifics Technologies Corp *		1,585		99
BioTelemetry Inc *		36,323		2,275
Cardiovascular Systems Inc *		48,137		1,861
CareDx Inc *		25,340		799
Castlight Health Inc, Cl B *		5,551		21
Catalyst Pharmaceuticals Inc *		68,708		350
Chemed Corp		1,696		543
ChemoCentryx Inc *		45,141		627
Chimerix Inc *		212,615		446
Codexis Inc *		16,033		329
Collegium Pharmaceutical Inc *		1,069		16
CONMED Corp		8,775		730
Corcept Therapeutics Inc *(A)		4,174		49
CorVel Corp *		1,384		90
CryoLife Inc *		18,891		551
DBV Technologies SA ADR *		51,940		400
Deciphera Pharmaceuticals Inc *		21,689		503
Dermira Inc *		25,500		346
Eagle Pharmaceuticals Inc/DE *(A)		2,453		124
Editas Medicine Inc *(A)		21,212		519
Emergent BioSolutions *		16,340		825
Endo International PLC *		10,934		88
Endologix Inc *(A)		18,342		121
Ensign Group Inc/The		20,670		1,058
Evolus Inc *(A)		11,500		260
Fluidigm Corp *		39,000		518
Genomic Health Inc *		15,650		1,096
Glaukos Corp *(A)		5,900		462
Guardant Health Inc *(A)		3,929		301

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Halozyme Therapeutics Inc *		37,193	$	599
HealthEquity Inc *		7,664		567
Heron Therapeutics Inc *(A)		24,568		600
Hill-Rom Holdings Inc		3,700		392
HMS Holdings Corp *		18,777		556
Horizon Pharma Plc *		17,560		464
Immune Design Corp *		7,171		42
ImmunoGen Inc *		104,646		284
Immunomedics Inc *(A)		35,302		678
Innoviva Inc *		6,087		85
Inogen Inc *		1,261		120
Inspire Medical Systems Inc *		6,736		382
Insulet Corp *		6,386		607
Integer Holdings Corp *		10,055		758
Integra LifeSciences Holdings Corp *		31,928		1,779
Invitae Corp *		18,321		429
iRadimed Corp *		1,278		36
Kiniksa Pharmaceuticals Ltd, Cl A *(A)		26,328		475
Kodiak Sciences Inc *		74,437		486
LHC Group Inc *		3,646		404
Ligand Pharmaceuticals Inc *(A)		17,707		2,226
Liquidia Technologies Inc *		47,067		536
MacroGenics Inc *		27,019		486
Mallinckrodt PLC *		26,000		565
Masimo Corp *		5,402		747
Medidata Solutions Inc *		13,282		973
Medpace Holdings Inc *(A)		3,826		226
Meridian Bioscience Inc		6,066		107
Merit Medical Systems Inc *		45,746		2,828
Mersana Therapeutics Inc *(A)		110,949		584
Mirati Therapeutics Inc *		4,188		307
Myriad Genetics Inc *		2,329		77
NanoString Technologies Inc *		18,064		432
NeoGenomics Inc *		94,313		1,930
Neon Therapeutics Inc *		34,969		226
Nevro Corp *		20,460		1,279
NextGen Healthcare Inc *		7,722		130
Novocure Ltd *		9,002		434
Nuvectra Corp *		41,231		454
Omnicell Inc *		18,890		1,527
Orchard Therapeutics plc ADR *(A)		34,776		622
Pacific Biosciences of California Inc *		93,193		674
Pacira Pharmaceuticals Inc/DE *		883		34
PDL BioPharma Inc *		33,194		123
Precision BioSciences Inc *		12,400		223
Prestige Consumer Healthcare Inc, Cl A *		34,456		1,031
Quidel Corp *		12,922		846
R1 RCM Inc *		68,873		666
Ra Pharmaceuticals Inc *		13,116		294
Reata Pharmaceuticals Inc, Cl A *(A)		5,039		431
REGENXBIO Inc *		9,861		565
Retrophin Inc *		26,292		595

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Revance Therapeutics Inc *		32,289	$	509
Rhythm Pharmaceuticals Inc *(A)		21,233		582
SeaSpine Holdings Corp *		72,521		1,094
SIGA Technologies Inc *(A)		8,560		51
STAAR Surgical Co *		927		32
Supernus Pharmaceuticals Inc *		3,208		112
Syneos Health Inc, Cl A *		26,292		1,361
Tandem Diabetes Care Inc *		6,861		436
TCR2 Therapeutics Inc *		28,372		495
Tenet Healthcare Corp *		20,991		605
US Physical Therapy Inc		5,875		617
Vanda Pharmaceuticals Inc *		8,233		151
Veracyte Inc *		56,800		1,421
Vericel Corp *		62,205		1,089
Viking Therapeutics Inc *(A)		101,544		1,009
WaVe Life Sciences Ltd *		16,518		642
Wright Medical Group NV *		14,139		445
Xencor Inc *		32,067		996
Xeris Pharmaceuticals Inc *		52,705		529
				65,874
Industrials — 19.4%
ABM Industries Inc		41,424		1,506
Aerovironment Inc *		1,703		117
Allegiant Travel Co, Cl A		4,347		563
American Superconductor Corp *		27,379		352
Apogee Enterprises Inc		27,893		1,046
ArcBest Corp		3,323		102
Armstrong World Industries Inc		5,494		436
ASGN Inc *		23,883		1,516
Atkore International Group Inc *		39,627		853
Atlas Air Worldwide Holdings Inc *		9,441		477
Axon Enterprise Inc *		1,009		55
Badger Meter Inc		6,700		373
Barrett Business Services Inc		342		26
BMC Stock Holdings Inc *		3,406		60
Brady Corp, Cl A		8,409		390
Brink’s Co/The		18,455		1,392
Casella Waste Systems Inc, Cl A *		11,482		408
Chart Industries Inc *		12,187		1,103
Cimpress NV *		8,061		646
Clean Harbors Inc *		36,900		2,639
Comfort Systems USA Inc		1,403		74
Commercial Vehicle Group Inc *		4,683		36
CompX International Inc		2,624		38
Construction Partners Inc, Cl A *		82,303		1,051
Continental Building Products Inc *		4,296		106
DXP Enterprises Inc/TX *		1,297		50
Dycom Industries Inc *		13,378		615
EMCOR Group Inc		11,945		873
Energy Recovery Inc *(A)		10,255		90
Ennis Inc		6,156		128

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Enphase Energy Inc *		42,500	$	392
Federal Signal Corp		24,844		646
Forrester Research Inc *		24,276		1,174
Fortress Transportation & Infrastructure
Investors LLC (F)		104,624		1,790
Forward Air Corp		18,961		1,227
FTI Consulting Inc *		5,089		391
Generac Holdings Inc *		12,564		644
Global Brass & Copper Holdings Inc		2,514		87
Gorman-Rupp Co/The		1,026		35
Graham Corp, Cl A		31,263		614
Great Lakes Dredge & Dock Corp *		12,887		115
H&E Equipment Services Inc		19,698		495
Harsco Corp *		6,768		136
Heartland Express Inc		68,691		1,324
Heidrick & Struggles International Inc		17,463		669
Herc Holdings Inc *		13,500		526
Heritage-Crystal Clean Inc *		87,988		2,415
Herman Miller Inc		1,593		56
Hillenbrand Inc		4,653		193
Hudson Technologies Inc *(A)		187,525		362
ICF International Inc, Cl A		15,609		1,188
InnerWorkings Inc *		343,089		1,242
Insperity Inc, Cl A		6,720		831
John Bean Technologies Corp, Cl A		20,861		1,917
KBR Inc		28,857		551
Kennametal Inc		40,646		1,494
Kforce Inc		3,328		117
Kirby Corp *		27,176		2,041
Korn Ferry		11,446		513
Kratos Defense & Security Solutions Inc *		19,918		311
MasTec Inc *		43,208		2,078
Matson Inc		42,691		1,541
McGrath RentCorp		11,499		650
Mercury Systems Inc *		15,400		987
Meritor Inc *		28,055		571
Moog Inc, Cl A		7,095		617
MSC Industrial Direct Co Inc, Cl A		15,021		1,242
Mueller Industries Inc		2,506		79
Multi-Color Corp		21,870		1,091
NOW Inc *		3,469		48
Omega Flex Inc		872		66
Park-Ohio Holdings Corp		971		31
Proto Labs Inc *		4,681		492
Rexnord Corp *		21,700		546
Ritchie Bros Auctioneers Inc		20,589		700
Rush Enterprises Inc, Cl A		19,415		812
Saia Inc *		12,755		779
SkyWest Inc		4,180		227
SP Plus Corp *		38,363		1,309
Spirit Airlines Inc *		9,492		502
Steelcase Inc, Cl A		13,240		193

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Tennant Co		22,745	$	1,412
Tetra Tech Inc		10,601		632
Titan Machinery Inc *		4,873		76
Trex Co Inc *		823		51
TriNet Group Inc *		35,688		2,132
TrueBlue Inc *		75,659		1,789
Universal Logistics Holdings Inc		1,992		39
Vicor Corp *		3,876		120
WageWorks Inc *		38,240		1,444
Watts Water Technologies Inc, Cl A		12,247		990
WillScot Corp, Cl A *(A)		81,540		904
Woodward Inc		5,300		503
				65,270
Information Technology — 21.5%
2U Inc *		28,503		2,020
3D Systems Corp *(A)		50,170		540
A10 Networks Inc *		11,606		82
Acacia Communications Inc *		7,200		413
ACI Worldwide Inc *		13,612		448
Actua Corp *(B)(C)(D)		105,055		67
Alarm.com Holdings Inc *		6,827		443
Alteryx Inc, Cl A *		6,324		530
American Software Inc/GA, Cl A		44,879		536
Anaplan Inc *(A)		10,700		421
Appfolio Inc, Cl A *		2,411		192
Aspen Technology Inc *		2,755		287
Asure Software Inc *(A)		82,434		504
Avalara Inc *		7,500		419
AVX Corp		12,041		209
Benefitfocus Inc *(A)		11,618		575
Booz Allen Hamilton Holding Corp, Cl A		6,350		369
Box Inc, Cl A *		60,702		1,172
Cabot Microelectronics Corp		8,284		928
CACI International Inc, Cl A *		4,073		741
CalAmp Corp *		71,448		899
Carbonite Inc *		81,044		2,011
ChannelAdvisor Corp *		44,548		543
Ciena Corp *		16,985		634
CommVault Systems *		8,606		557
Control4 Corp *		4,918		83
Cornerstone OnDemand Inc *		40,655		2,227
Coupa Software Inc *		4,715		429
Cree Inc *(A)		19,142		1,095
CSG Systems International Inc		17,229		729
CTS Corp		19,538		574
CyberArk Software Ltd *		6,131		730
Diodes Inc *		15,096		524
Domo Inc, Cl B *		14,012		565
Echo Global Logistics Inc *		5,754		143
Envestnet Inc *		15,368		1,005

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Euronet Worldwide Inc *		9,935	$	1,417
Everbridge Inc *		27,496		2,063
Everi Holdings Inc *		49,098		517
EVERTEC Inc		10,318		287
Fabrinet *		27,096		1,419
Fair Isaac Corp *		1,470		399
FireEye Inc *		160,592		2,696
Five9 Inc *		48,007		2,536
ForeScout Technologies Inc *		9,672		405
Glu Mobile Inc *		46,010		503
HubSpot Inc *		1,552		258
Insight Enterprises Inc *		6,636		365
KEMET Corp		11,103		188
Lattice Semiconductor Corp *		41,618		497
Limelight Networks Inc *		294,612		952
LivePerson Inc *		39,644		1,151
LiveRamp Holdings Inc *		6,172		337
LogMeIn Inc		38,853		3,112
MAXIMUS Inc		20,929		1,486
MKS Instruments Inc		4,200		391
MobileIron Inc *		22,167		121
Model N Inc *		41,226		723
MongoDB Inc, Cl A *		1,810		266
Nanometrics Inc *		4,193		130
Napco Security Technologies Inc *		4,070		84
NeoPhotonics Corp *(A)		9,429		59
New Relic Inc *		1,837		181
NIC Inc		33,600		574
Novanta Inc *		12,021		1,019
Paylocity Holding Corp *		5,190		463
Perficient Inc *		61,124		1,674
Photronics Inc *		5,597		53
Plantronics Inc		14,596		673
Presidio Inc		93,410		1,383
Proofpoint Inc *		18,232		2,214
PROS Holdings Inc *		23,071		975
Q2 Holdings Inc *		6,197		429
QAD Inc, Cl A		13,817		595
Quantenna Communications Inc *		7,326		178
Rambus Inc *		57,984		606
Rapid7 Inc *		6,778		343
RingCentral Inc, Cl A *		3,951		426
Rogers Corp *		2,430		386
Rubicon Project Inc/The *		54,000		328
SailPoint Technologies Holding Inc *		26,442		759
Sanmina Corp *		29,858		861
SecureWorks Corp, Cl A *(A)		2,302		42
SolarWinds Corp *(A)		14,043		274
SPS Commerce Inc *		11,714		1,242
SVMK Inc *		51,005		929
Switch Inc, Cl A		82,556		851
Sykes Enterprises Inc *		5,173		146

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
SYNNEX Corp		5,598	$	534
Tech Data Corp *		7,702		789
Telaria Inc *		65,000		412
Teradata Corp *		5,734		250
Trade Desk Inc/The, Cl A *(A)		2,584		512
Twilio Inc, Cl A *		2,378		307
Unisys Corp *(A)		54,382		635
Universal Display Corp (A)		2,660		407
Upland Software Inc *		22,453		951
Varonis Systems Inc *		711		42
Verint Systems Inc *		6,600		395
Viavi Solutions Inc *		75,720		937
Vishay Intertechnology Inc		170		3
Vishay Precision Group Inc *		1,465		50
Workiva Inc, Cl A *		10,157		515
Xperi Corp		44,629		1,044
Zendesk Inc *		5,576		474
Zix Corp *		5,409		37
Zscaler Inc *		8,207		582
				72,486
Materials — 1.2%
Advanced Emissions Solutions Inc		2,978		34
Balchem Corp		5,900		547
Cleveland-Cliffs Inc (A)		52,487		524
FutureFuel Corp		7,061		95
Greif Inc, Cl A		13,672		564
Ingevity Corp *		7,638		807
Intrepid Potash Inc *		3,352		13
Kraton Corp *		16,024		516
Louisiana-Pacific Corp		2,710		66
Materion Corp		10,200		582
SunCoke Energy Inc *		6,339		54
Warrior Met Coal Inc (A)		7,802		237
				4,039
Real Estate — 4.3%
Agree Realty Corp ‡		5,605		389
American Assets Trust Inc ‡		12,514		574
Americold Realty Trust ‡		34,418		1,050
CareTrust Inc ‡		33,502		786
Chesapeake Lodging Trust ‡		6,767		188
Clipper Realty Inc		3,615		48
CoreCivic Inc ‡		28,381		552
Cousins Properties Inc, Cl A ‡		68,902		666
Cushman & Wakefield PLC *(A)		8,567		152
EastGroup Properties Inc ‡		6,456		721
First Industrial Realty Trust Inc ‡		1,140		40
Franklin Street Properties Corp ‡		18,038		130
Gladstone Commercial Corp ‡		6,500		135
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡(A)		27,560		707

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Jernigan Capital Inc ‡		29,647	$	624
Lexington Realty Trust ‡		17,832		162
Marcus & Millichap Inc *		19,074		777
Medical Properties Trust Inc ‡		86,325		1,598
National Storage Affiliates Trust ‡		17,732		506
NexPoint Residential Trust Inc ‡		11,375		436
NorthStar Realty Europe Corp ‡		5,988		104
Rexford Industrial Realty Inc ‡		16,930		606
RMR Group Inc/The		2,185		133
Ryman Hospitality Properties Inc ‡		8,405		691
Safehold Inc		2,992		65
STAG Industrial Inc ‡		6,302		187
Terreno Realty Corp ‡		24,053		1,011
Tier Inc ‡		39,232		1,124
Whitestone REIT, Cl B ‡		2,628		32
Xenia Hotels & Resorts Inc ‡		8,739		191
				14,385
Utilities — 1.2%
AquaVenture Holdings Ltd *		3,824		74
Atlantic Power Corp *		12,173		31
Black Hills Corp, Cl A		7,669		568
NorthWestern Corp		8,398		591
ONE Gas Inc		6,360		566
Pattern Energy Group Inc, Cl A		24,624		542
PNM Resources Inc		12,468		590
Portland General Electric Co		5,904		306
Pure Cycle Corp *		4,013		40
Spire Inc		7,200		592
Vivint Solar Inc *(A)		6,519		33
				3,933
Total Common Stock (Cost $297,215) ($ Thousands)				329,135
	Number of Warrants
WARRANTS — 0.0%
Magnolia Oil & Gas Corp, Expires 08/03/2023
Strike Price *		31,731		108
Total Warrants (Cost $79) ($ Thousands)				108

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 6.0%
SEI Liquidity Fund, L.P.
2.480% **†(G)		20,173,837	$	20,172
Total Affiliated Partnership (Cost $20,173) ($ Thousands)				20,172
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		8,325,467		8,325
Total Cash Equivalent (Cost $8,325) ($ Thousands)				8,325
Total Investments in Securities — 106.1% (Cost $325,792) ($ Thousands)			$	357,740

Percentages are based on Net Assets of $337,109 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security (see Note –).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2019. The total market value of securities on loan at March 31, 2019 was $19,784 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $3,108 ($ Thousands) and represented 0.9% of the Net Assets of the Fund.

(C) 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, 2019 was $124 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(D) Level 3 security in accordance with fair value hierarchy.

(E) Securities considered restricted. The total market value of such securities as of March 31, 2019 was $57 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(F) Security is a Master Limited Partnership. At March 31, 2019, such securities amounted to $1,790 ($ Thousands), or 0.5% of the net assets of the Fund.

(G) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2019 was $20,172 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of March 31, 2019, 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	$	329,011	$	–	$	124	$	329,135
Warrants		108		–		–		108
Affiliated Partnership		–		20,172		–		20,172
Cash Equivalent		8,325		–		–		8,325
Total Investments in Securities	$	337,444	$	20,172	$	124	$	357,740

(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 net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Small Cap Growth Fund (Continued)

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

Security Description	Value 9/30/2018		Purchases at   Cost		Proceeds from   Sales		Realized Gain   (Loss)		Change in Unrealized Appreciation   (Depreciation)		Value   3/31/2019		Income
SEI Liquidity Fund, L.P.		$25,165		$57,683		$ (62,682)		$5		$1		$20,172		$92
SEI Daily Income Trust, Government Fund, CI F		17,517		59,948		(69,140)		—		—		8,325		91
Totals		$42,682		$117,631		$ (131,822)		$5		$1		$28,497		$183

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.2%
Communication Services — 3.7%
AMC Networks Inc, Cl A *(A)		7,465	$	424
Boingo Wireless Inc *		49,670		1,156
Cable One Inc		1,150		1,129
Cargurus Inc, Cl A *		9,039		362
Cinemark Holdings Inc		14,699		588
Cogent Communications Holdings Inc		12,431		674
Criteo SA ADR *		38,065		762
Electronic Arts Inc *		6,830		694
EW Scripps Co/The, Cl A		96,241		2,021
Gray Television Inc *		27,368		585
Hemisphere Media Group Inc, Cl A *		11,405		161
IAC/InterActiveCorp *		56,249		11,818
IMAX *		14,106		320
Interpublic Group of Cos Inc/The		32,406		681
Liberty TripAdvisor Holdings Inc, Cl A *		23,813		338
National CineMedia Inc		68,393		482
Nexstar Media Group Inc, Cl A (A)		47,039		5,098
Ooma Inc *		37,532		497
Shenandoah Telecommunications Co		26,011		1,154
Take-Two Interactive Software Inc, Cl A *		5,083		480
TEGNA Inc		13,762		194
Telephone & Data Systems Inc		13,410		412
Vonage Holdings Corp *		188,736		1,895
				31,925
Consumer Discretionary — 12.3%
1-800-Flowers.com Inc, Cl A *		42,193		769
Aaron’s Inc (A)		15,577		819
Advance Auto Parts Inc		14,346		2,446
American Public Education Inc *		27,594		831
America’s Car-Mart Inc/TX *		9,789		894
Asbury Automotive Group Inc *		4,381		304
Autoliv Inc (A)		2,900		213
Big Lots Inc		136,893		5,205
BJ’s Restaurants Inc		16,225		767
Bloomin’ Brands Inc		143,909		2,943
Bright Horizons Family Solutions Inc *		16,432		2,089
Brinker International Inc (A)		36,526		1,621
Burlington Stores Inc *		10,030		1,571
Carriage Services Inc		10,488		202
Carrols Restaurant Group Inc *		46,890		467
Cato Corp/The, Cl A		11,995		180
Cheesecake Factory Inc/The (A)		90,237		4,414
Chuy’s Holdings Inc *		23,855		543
Cooper Tire & Rubber Co		46,425		1,388
Core-Mark Holding Co Inc, Cl A		19,584		727
Cracker Barrel Old Country Store Inc (A)		595		96
Crocs Inc *		3,698		95
Dave & Buster’s Entertainment Inc		56,809		2,833
Del Taco Restaurants Inc *		31,000		312
Denny’s Corp, Cl A *		9,756		179

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Dick’s Sporting Goods Inc		11,194	$	412
Dillard’s Inc, Cl A		2,522		182
Dine Brands Global Inc (A)		21,298		1,944
Domino’s Pizza Inc		2,231		576
El Pollo Loco Holdings Inc *		53,107		691
Etsy Inc *		33,739		2,268
Extended Stay America Inc		149,853		2,690
Fiesta Restaurant Group Inc *		36,879		483
Five Below Inc *		7,055		877
Foot Locker Inc, Cl A		15,332		929
Gentherm Inc *		44,944		1,657
Graham Holdings Co, Cl B		1,200		820
Grand Canyon Education Inc *		20,065		2,298
GrubHub Inc *(A)		23,204		1,612
H&R Block Inc		15,315		367
Hasbro Inc (A)		7,072		601
Haverty Furniture Cos Inc		26,391		577
K12 Inc *		58,405		1,993
Laureate Education Inc, Cl A *		17,337		260
LCI Industries		24,809		1,906
Lear Corp		6,085		826
Liberty Expedia Holdings Inc, Cl A *		8,771		375
Lithia Motors Inc, Cl A (A)		56,842		5,272
LKQ Corp *		57,078		1,620
Modine Manufacturing Co *		234,106		3,247
Movado Group Inc		6,061		220
Office Depot Inc		299,304		1,086
Ollie’s Bargain Outlet Holdings Inc *		19,518		1,665
Oxford Industries Inc, Cl A (A)		14,808		1,114
Penske Automotive Group Inc, Cl A		9,286		415
Planet Fitness Inc, Cl A *		45,731		3,143
Polaris Industries Inc		9,333		788
Pool Corp		24,064		3,970
Rent-A-Center Inc/TX *		11,441		239
Ruth’s Hospitality Group Inc		11,577		296
Shutterfly Inc *		42,583		1,731
Six Flags Entertainment Corp		126,299		6,233
Skechers U.S.A. Inc, Cl A *		184,516		6,202
Standard Motor Products Inc		2,012		99
Strategic Education Inc		14,806		1,944
Sturm Ruger & Co Inc		5,788		307
Texas Roadhouse Inc, Cl A		17,057		1,061
Tractor Supply Co		12,316		1,204
Ulta Beauty Inc *		3,283		1,145
Vail Resorts Inc		10,571		2,297
Veoneer Inc *(A)		7,000		160
Wendy’s Co/The		220,433		3,944
Whirlpool Corp		5,200		691
				106,345
Consumer Staples — 5.1%
Andersons Inc/The		58,260		1,878

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
B&G Foods Inc, Cl A (A)		140,633	$	3,434
Boston Beer Co Inc/The, Cl A *		2,433		717
Cal-Maine Foods Inc (A)		5,753		257
Central Garden & Pet Co, Cl A *		25,607		595
Chefs’ Warehouse Inc/The *		20,954		651
Coca-Cola Consolidated Inc		2,500		720
Energizer Holdings Inc		5,200		234
Flowers Foods Inc (A)		83,104		1,772
Freshpet Inc *		40,259		1,702
Hain Celestial Group Inc/The *		178,101		4,118
Hostess Brands Inc, Cl A *		455,006		5,688
Ingredion Inc		7,843		743
J&J Snack Foods Corp		7,030		1,117
John B Sanfilippo & Son Inc		10,125		728
Kroger Co/The (A)		19,039		468
Lamb Weston Holdings Inc		34,188		2,562
Landec Corp *		13,916		171
Performance Food Group Co *		44,666		1,770
Pilgrim’s Pride Corp *		215,356		4,800
Post Holdings Inc *		8,519		932
Primo Water Corp *		7,305		113
Seaboard Corp		100		428
Spectrum Brands Holdings Inc (A)		63,363		3,471
Tootsie Roll Industries Inc (A)		25,993		968
TreeHouse Foods Inc *		24,098		1,555
Universal Corp/VA		2,729		157
US Foods Holding Corp *		15,000		524
USANA Health Sciences Inc *		4,731		397
WD-40 Co (A)		6,900		1,169
Weis Markets Inc		7,975		325
				44,164
Energy – 2.0%
Arch Coal Inc		4,232		386
Callon Petroleum Co *(A)		332,281		2,509
Diamondback Energy Inc, Cl A (A)		5,222		530
Frontline Ltd/Bermuda *(A)		111,445		720
GasLog Ltd		12,393		216
Gulfport Energy Corp *		320,608		2,571
Marathon Petroleum Corp		23,446		1,403
Par Pacific Holdings Inc *		14,578		260
Parsley Energy Inc, Cl A *		97,078		1,874
PBF Energy Inc, Cl A		68,781		2,142
Pioneer Natural Resources Co		2,474		377
Range Resources Corp (A)		259,415		2,916
World Fuel Services Corp		35,000		1,011
				16,915
Financials – 17.8%
Affiliated Managers Group Inc		31,446		3,368
AG Mortgage Investment Trust Inc		14,512		244
Alleghany Corp *		1,200		735

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Allstate Corp/The		7,797	$	734
American Equity Investment Life Holding Co		203,817		5,507
American Financial Group Inc		14,643		1,409
American National Insurance Co		8,233		995
Ameriprise Financial Inc		4,701		602
AMERISAFE Inc		11,659		693
Anworth Mortgage Asset Corp ‡		142,960		578
Arch Capital Group Ltd *		10,008		323
Ares Commercial Real Estate Corp ‡		75,996		1,154
Argo Group International Holdings Ltd		6,242		441
Assured Guaranty Ltd		13,356		593
Atlantic Capital Bancshares Inc *		33,171		591
Axis Capital Holdings Ltd		13,323		730
Axos Financial Inc *		57,790		1,674
BancFirst Corp		13,798		720
Bancorp Inc/The *		129,901		1,050
Bank of Marin Bancorp		13,834		563
Bank OZK (A)		97,587		2,828
BankUnited Inc		179,461		5,994
Banner Corp		2,218		120
BGC Partners Inc, Cl A		672,412		3,571
Canadian Imperial Bank of Commerce		3,321		263
Central Pacific Financial Corp		41,371		1,193
CNO Financial Group Inc		210,192		3,401
Columbia Banking System Inc (A)		196,637		6,428
Community Trust Bancorp Inc		20,468		840
Cowen Inc, Cl A *		180,570		2,616
Dynex Capital Inc ‡		81,650		497
E*TRADE Financial Corp		11,727		544
Eagle Bancorp Inc *		29,167		1,464
East West Bancorp Inc		21,214		1,018
Employers Holdings Inc		17,888		717
Enterprise Financial Services Corp		22,224		906
Erie Indemnity Co, Cl A		5,000		893
Essent Group Ltd *		30,000		1,303
Everest Re Group Ltd		6,060		1,309
Exantas Capital Corp ‡		114,868		1,221
FBL Financial Group Inc, Cl A		2,500		157
Fidelity Southern Corp		20,478		561
Fifth Third Bancorp		3,480		88
Financial Institutions Inc		30,077		817
First American Financial Corp		23,494		1,210
First BanCorp/Puerto Rico		59,830		686
First Busey Corp		37,603		918
First Citizens BancShares Inc/NC, Cl A		1,150		468
First Commonwealth Financial Corp		239,369		3,016
First Defiance Financial Corp		36,128		1,038
First Interstate BancSystem Inc, Cl A		19,006		757
First Merchants Corp		92,308		3,402
FNB Corp/PA (A)		315,391		3,343
Great Southern Bancorp Inc		9,644		501
Great Western Bancorp Inc		96,737		3,056

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Green Dot Corp, Cl A *		25,420	$	1,542
Hanover Insurance Group Inc/The, Cl A		25,705		2,935
HCI Group Inc		7,712		330
HomeTrust Bancshares Inc		3,694		93
Horace Mann Educators Corp, Cl A		21,962		773
Horizon Bancorp Inc/IN		9,767		157
Huntington Bancshares Inc		97,198		1,232
Independent Bank Corp/MI		30,442		654
Invesco Mortgage Capital Inc		44,341		701
James River Group Holdings Ltd		3,101		124
Kemper Corp, Cl A		12,000		914
KKR Real Estate Finance Trust Inc ‡(A)		56,183		1,125
Ladder Capital Corp, Cl A		58,285		992
MarketAxess Holdings Inc (A)		3,601		886
Mercantile Bank Corp		2,955		97
Mercury General Corp		9,712		486
Meridian Bancorp Inc		27,019		424
National General Holdings Corp		257,621		6,113
NBT Bancorp Inc		22,329		804
NMI Holdings Inc, Cl A *		37,080		959
Northwest Bancshares Inc		72,630		1,233
OceanFirst Financial Corp		37,999		914
OFG Bancorp		219,022		4,334
Old Republic International Corp		50,500		1,056
PacWest Bancorp		280,427		10,547
PCSB Financial Corp		9,084		178
PennyMac Mortgage Investment Trust ‡		10,214		212
Peoples Bancorp Inc/OH		8,234		255
People’s United Financial Inc		73,000		1,200
Popular Inc		47,861		2,495
Provident Financial Services Inc		54,717		1,417
Reinsurance Group of America Inc, Cl A		13,096		1,859
RenaissanceRe Holdings Ltd		8,320		1,194
Safety Insurance Group Inc		8,465		738
Sandy Spring Bancorp Inc		23,023		720
Selective Insurance Group Inc		19,688		1,246
Signature Bank/New York NY, Cl B		6,100		781
Starwood Property Trust Inc ‡		240,140		5,367
State Auto Financial Corp		11,452		377
SVB Financial Group, Cl B *		6,773		1,506
Synovus Financial Corp		3,100		107
TCF Financial Corp		55,027		1,139
Towne Bank/Portsmouth VA		17,590		435
TPG RE Finance Trust Inc ‡		64,242		1,259
TriCo Bancshares		11,381		447
Two Harbors Investment Corp ‡		7,503		102
UMH Properties ‡		31,140		438
Umpqua Holdings Corp		294,810		4,864
United Bankshares Inc/WV		49,000		1,776
United Financial Bancorp Inc		42,740		613
Univest Financial Corp		28,995		709
Walker & Dunlop Inc		12,464		635

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Washington Trust Bancorp Inc		18,370	$	885
Waterstone Financial Inc		18,820		310
Webster Financial Corp (A)		3,768		191
Western Asset Mortgage Capital Corp		114,682		1,173
Westwood Holdings Group Inc		13,100		462
WSFS Financial Corp		1,200		46
				154,409
Health Care – 11.1%
ABIOMED Inc *		967		276
Aerie Pharmaceuticals Inc *		28,346		1,346
Aimmune Therapeutics Inc *(A)		17,031		381
Akebia Therapeutics Inc *(A)		57,181		468
AmerisourceBergen Corp, Cl A		6,015		478
Amphastar Pharmaceuticals Inc *		35,355		722
AngioDynamics Inc *		4,492		103
ANI Pharmaceuticals Inc *		4,710		332
Atrion Corp		124		109
BioMarin Pharmaceutical Inc *		12,720		1,130
BioSpecifics Technologies Corp *		13,104		817
BioTelemetry Inc *		10,534		660
CareDx Inc *		15,651		493
Catalent Inc *		16,500		670
Charles River Laboratories International Inc *		7,525		1,093
Chemed Corp		8,200		2,625
Clovis Oncology Inc *		20,404		506
Collegium Pharmaceutical Inc *(A)		43,020		651
Computer Programs & Systems Inc		23,271		691
Cooper Cos Inc/The, Cl A		1,973		584
DexCom Inc *		9,343		1,113
Emergent BioSolutions Inc *		61,329		3,098
Encompass Health Corp		19,928		1,164
Ensign Group Inc/The		22,232		1,138
Exelixis Inc *		13,139		313
GW Pharmaceuticals PLC ADR *(A)		3,127		527
Haemonetics Corp *		29,432		2,575
HealthStream Inc *		20,596		578
Hill-Rom Holdings Inc		5,000		529
HMS Holdings Corp *		4,419		131
Horizon Pharma PLC *		36,713		970
Humana Inc		5,500		1,463
ICON *		11,790		1,610
ICU Medical Inc *		5,669		1,357
IDEXX Laboratories Inc *		6,675		1,493
Incyte Corp *		3,300		284
Insmed Inc *(A)		29,783		866
Integer Holdings Corp *		20,775		1,567
iRhythm Technologies Inc *		7,092		532
Jazz Pharmaceuticals PLC *		16,502		2,359
Lantheus Holdings Inc *		12,394		303
LHC Group Inc *		8,754		970

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ligand Pharmaceuticals Inc *(A)		75,013	$	9,430
LivaNova PLC *		9,469		921
Luminex Corp		45,103		1,038
Magellan Health Inc *		63,448		4,183
Masimo Corp *		15,397		2,129
Medidata Solutions Inc *		9,005		660
Medpace Holdings Inc *(A)		8,816		520
Meridian Bioscience Inc		97,749		1,721
Merit Medical Systems Inc *		17,000		1,051
Mettler-Toledo International Inc *		411		297
Molina Healthcare Inc *		3,601		511
Myriad Genetics Inc *		54,464		1,808
National HealthCare Corp		19,293		1,464
National Research Corp, Cl A		5,713		221
Natus Medical Inc *		9,007		229
Nektar Therapeutics, Cl A *(A)		29,446		989
NeoGenomics Inc *(A)		23,942		490
NextGen Healthcare Inc *		83,596		1,407
Novocure Ltd *		11,889		573
Optinose Inc *		70,360		725
Oxford Immunotec Global PLC *		23,295		401
Pacira Pharmaceuticals Inc/DE *		54,439		2,072
Penumbra Inc *(A)		10,162		1,494
PerkinElmer Inc (A)		12,707		1,224
Phibro Animal Health Corp, Cl A		3,474		115
Premier Inc, Cl A *		100,268		3,458
Prestige Consumer Healthcare Inc, Cl A *		25,851		773
Progenics Pharmaceuticals Inc *		55,862		259
Puma Biotechnology Inc *		36,274		1,407
QIAGEN NV *		3,422		139
Reata Pharmaceuticals Inc, Cl A *(A)		3,083		264
Sage Therapeutics Inc *(A)		3,171		504
Sarepta Therapeutics Inc *(A)		1,971		235
Supernus Pharmaceuticals Inc *		54,109		1,896
Syneos Health Inc, Cl A *(A)		108,524		5,617
Teleflex Inc		8,291		2,505
Tivity Health Inc *		5,546		97
United Therapeutics Corp *		8,314		976
Veracyte Inc *		31,103		778
WellCare Health Plans Inc *		3,172		856
West Pharmaceutical Services Inc		11,500		1,267
Wright Medical Group NV *		3,400		107
				95,886
Industrials — 14.2%
ACCO Brands Corp		243,092		2,081
Acuity Brands Inc		2,631		316
Advanced Disposal Services Inc *		20,915		586
Advanced Drainage Systems Inc		14,578		376
AECOM *		62,700		1,860
Air Transport Services Group Inc *		30,092		694
Alaska Air Group Inc		3,200		180

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
AO Smith Corp (A)		28,088	$	1,498
Apogee Enterprises Inc		86,752		3,252
ArcBest Corp		9,290		286
Arcosa Inc		5,154		157
ASGN Inc *		8,718		554
Astec Industries Inc		42,367		1,600
Atlas Air Worldwide Holdings Inc *		99,124		5,012
AZZ Inc		30,554		1,251
Badger Meter Inc		2,009		112
Barrett Business Services Inc		2,383		184
Carlisle Cos Inc		9,043		1,109
Cimpress NV *		14,550		1,166
Cintas Corp		7,937		1,604
Clean Harbors Inc *		7,022		502
Comfort Systems USA Inc		2,089		109
CoStar Group Inc *		9,928		4,631
Covanta Holding Corp		87,516		1,515
CRA International Inc		1,925		97
Crane Co, Cl A		600		51
CSW Industrials Inc *		1,824		104
Curtiss-Wright Corp		15,306		1,735
Deluxe Corp		11,400		498
Ducommun Inc *		12,544		546
DXP Enterprises Inc/TX *		12,853		500
Dycom Industries Inc *		15,943		732
EMCOR Group Inc		24,206		1,769
Encore Wire Corp		11,419		653
Ennis Inc		22,760		472
Exponent Inc		30,000		1,732
Forrester Research Inc *		2,218		107
Genesee & Wyoming Inc, Cl A *		87,615		7,635
Global Brass & Copper Holdings Inc		8,105		279
Gorman-Rupp Co/The		10,483		356
Great Lakes Dredge & Dock Corp *		100,393		894
Harsco Corp *		17,249		348
Hawaiian Holdings Inc (A)		26,352		692
HD Supply Holdings Inc *		26,744		1,159
Heartland Express Inc		16,190		312
Heidrick & Struggles International Inc		27,504		1,054
Heritage-Crystal Clean Inc *		4,102		113
Hexcel Corp, Cl A		23,064		1,595
HNI Corp		1,400		51
Hub Group Inc, Cl A *		34,424		1,406
Huntington Ingalls Industries Inc, Cl A		6,945		1,439
Huron Consulting Group Inc *		25,000		1,180
ICF International Inc, Cl A		4,655		354
IDEX Corp		10,820		1,642
Insperity Inc, Cl A		8,458		1,046
JetBlue Airways Corp *		1,486		24
John Bean Technologies Corp, Cl A (A)		1,377		127
Kadant Inc		21,160		1,861
Kaman Corp, Cl A		54,466		3,183

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
KAR Auction Services Inc		226,271	$	11,610
Kelly Services Inc, Cl A		29,385		648
Kforce Inc		10,057		353
Kratos Defense & Security Solutions Inc *(A)		37,042		579
L3 Technologies Inc		7,300		1,506
LB Foster Co, Cl A *(B)		54,099		1,018
Lincoln Electric Holdings Inc		646		54
Lydall Inc *		85,500		2,006
Macquarie Infrastructure Corp		14,970		617
Masonite International Corp *		25,400		1,267
Matson Inc		24,542		886
McGrath RentCorp		2,022		114
Meritor Inc *		72,117		1,468
Middleby Corp/The *(A)		11,520		1,498
MSA Safety Inc		10,698		1,106
MSC Industrial Direct Co Inc, Cl A		15,500		1,282
MYR Group Inc *		14,422		499
Old Dominion Freight Line Inc, Cl A		11,337		1,637
Radiant Logistics Inc *		175,811		1,108
RBC Bearings Inc *		11,061		1,407
Resideo Technologies Inc *		123,688		2,386
Resources Connection Inc		79,067		1,308
REV Group Inc (A)		134,487		1,473
Robert Half International Inc		13,313		867
Rush Enterprises Inc, Cl A		5,443		228
Ryder System Inc		8,900		552
SkyWest Inc		17,047		925
SP Plus Corp *		9,711		331
Spirit AeroSystems Holdings Inc, Cl A		12,076		1,105
Spirit Airlines Inc *		3,326		176
Steelcase Inc, Cl A		62,215		905
Teledyne Technologies Inc *		27,753		6,578
Tetra Tech Inc		27,739		1,653
Toro Co/The		2,800		193
TransDigm Group Inc *		500		227
TriMas Corp *		19,941		603
Trinity Industries Inc		134,263		2,918
TrueBlue Inc *		30,324		717
United Rentals Inc *		7,561		864
US Ecology Inc		3,168		177
Wabtec Corp (A)		3,600		265
Watsco Inc (A)		600		86
XPO Logistics Inc *(A)		22,266		1,197
				122,778
Information Technology — 15.4%
Acacia Communications Inc *		14,275		819
ACI Worldwide Inc *		428,876		14,097
Agilysys Inc *		22,396		474
Airgain Inc *		85,000		1,091
Alteryx Inc, Cl A *		14,250		1,195
American Software Inc/GA, Cl A		30,440		364

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ANSYS Inc *		2,600	$	475
Arista Networks Inc *		2,488		782
Aspen Technology Inc *		27,648		2,883
Avnet Inc		7,600		330
AVX Corp		54,000		936
Belden Inc (A)		5,121		275
Black Knight Inc *		10,000		545
Broadcom Inc		374		112
Broadridge Financial Solutions Inc		1,700		176
Cadence Design Systems Inc *		54,862		3,484
CalAmp Corp *		29,007		365
CDW Corp		10,820		1,043
ChannelAdvisor Corp *		8,137		99
Coherent Inc *(A)		1,510		214
CommVault Systems Inc *		13,903		900
Cornerstone OnDemand Inc *		15,000		822
CSG Systems International Inc		16,700		706
Cypress Semiconductor Corp		345,310		5,152
Dolby Laboratories Inc, Cl A		15,200		957
Echo Global Logistics Inc *		28,325		702
Entegris Inc		26,270		938
EPAM Systems Inc *		5,383		910
Euronet Worldwide Inc *		23,000		3,280
EVERTEC Inc		113,185		3,148
Fabrinet *		12,859		673
Fair Isaac Corp *		2,500		679
Fidelity National Information Services Inc, Cl B		10,569		1,195
Gartner Inc *(A)		1,518		230
Global Payments Inc		5,841		797
Glu Mobile Inc *		57,682		631
Guidewire Software Inc, Cl Z *		12,033		1,169
Hackett Group Inc/The		19,093		302
IEC Electronics Corp *		60,000		411
Inphi Corp *		24,989		1,093
Insight Enterprises Inc *		21,641		1,192
Integrated Device Technology Inc *		67,087		3,287
InterDigital Inc		1,288		85
j2 Global Inc (A)		95,339		8,256
Keysight Technologies Inc *		29,653		2,586
KLA-Tencor Corp		4,819		575
Leidos Holdings Inc		24,667		1,581
Littelfuse Inc		800		146
Lumentum Holdings Inc *(A)		4,818		272
Manhattan Associates Inc *(A)		10,280		567
ManTech International Corp/VA, Cl A		12,383		669
MAXIMUS Inc		53,612		3,805
Microchip Technology Inc		7,324		608
Model N Inc *		18,083		317
Monolithic Power Systems Inc		6,335		858
Monotype Imaging Holdings Inc		62,542		1,244
MTS Systems Corp, Cl A		12,851		700

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Napco Security Technologies Inc *		4,938	$	102
National Instruments Corp		26,750		1,187
NCR Corp *		91,133		2,487
NeoPhotonics Corp *(A)		67,889		427
NIC Inc		86,499		1,478
Novanta Inc *		13,800		1,169
ON Semiconductor Corp *		178,810		3,678
Palo Alto Networks Inc *		4,182		1,016
Perficient Inc *		12,505		343
QAD Inc, Cl A		2,281		98
Qorvo Inc *		10,870		780
RingCentral Inc, Cl A *		15,306		1,650
Rubicon Project Inc/The *		138,252		841
SailPoint Technologies Holding Inc *		6,659		191
Sanmina Corp *		12,000		346
ScanSource Inc *		29,806		1,068
Science Applications International Corp		11,276		868
Semtech Corp *		88,152		4,488
Shutterstock Inc *		23,805		1,110
Silicon Motion Technology Corp ADR		53,792		2,132
SPS Commerce Inc *		10,244		1,086
SS&C Technologies Holdings Inc		3,924		250
Super Micro Computer Inc *(B)		350,560		7,406
Sykes Enterprises Inc *(A)		9,712		275
Synopsys Inc *		15,383		1,771
Tech Data Corp *		8,900		911
Teradyne Inc		18,928		754
Trade Desk Inc/The, Cl A *(A)		25,821		5,111
Tyler Technologies Inc *		4,765		974
Verint Systems Inc *		25,000		1,497
Wix.com Ltd *		36,039		4,355
WNS Holdings Ltd ADR *		13,983		745
Workiva Inc, Cl A *		10,983		557
Zebra Technologies Corp, Cl A *		6,251		1,310
				133,663
Materials — 5.9%
Albemarle Corp (A)		4,500		369
Ashland Global Holdings Inc		48,756		3,809
Avery Dennison Corp		2,472		279
B2Gold Corp *		656,468		1,845
Balchem Corp		11,353		1,054
Berry Global Group Inc *		14,891		802
Century Aluminum Co *		122,680		1,089
Commercial Metals Co, Cl A		77,136		1,317
Crown Holdings Inc *		4,800		262
FMC Corp		141,171		10,845
Hawkins Inc		10,682		393
Ingevity Corp *		31,964		3,376
Livent Corp *(A)		250,825		3,080
Materion Corp		12,245		699
Owens-Illinois Inc		248,936		4,725

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Packaging Corp of America		2,600	$	258
Royal Gold Inc, Cl A		12,000		1,091
Schnitzer Steel Industries Inc, Cl A		20,451		491
Silgan Holdings Inc		207,309		6,143
Stepan Co		6,908		605
Tredegar Corp		5,814		94
United States Steel Corp		178,732		3,483
Valvoline Inc (A)		216,872		4,025
Venator Materials PLC *		190,882		1,073
				51,207
Real Estate — 6.4%
Alexander’s Inc ‡		2,215		833
American Assets Trust Inc ‡		7,234		332
Apartment Investment & Management Co, Cl A ‡		10,004		503
Armada Hoffler Properties Inc ‡		153,483		2,393
Braemar Hotels & Resorts Inc		40,496		495
Camden Property Trust ‡		14,750		1,497
CareTrust Inc ‡		42,500		997
Chatham Lodging Trust ‡		79,229		1,524
City Office Inc ‡		58,828		665
CorEnergy Infrastructure Trust Inc		18,108		666
Cousins Properties Inc, Cl A ‡		50,000		483
EastGroup Properties Inc ‡		14,800		1,652
EPR Properties, Cl A ‡		7,000		538
Equity LifeStyle Properties ‡		12,600		1,440
Gaming and Leisure Properties Inc ‡		179,643		6,929
Getty Realty Corp ‡		49,817		1,596
Gladstone Commercial Corp ‡		37,688		783
Global Net Lease Inc ‡		20,000		378
Highwoods Properties Inc ‡		10,000		468
Howard Hughes Corp/The *		31,604		3,476
Independence Realty Trust Inc		113,415		1,224
Innovative Industrial Properties Inc, Cl A ‡(A)		9,304		760
Investors Real Estate Trust		28,192		1,689
Invitation Homes Inc ‡		88,917		2,163
Lexington Realty Trust ‡		109,000		988
LTC Properties Inc ‡		9,000		412
Medical Properties Trust Inc ‡(A)		428,546		7,932
Mid-America Apartment Communities Inc ‡		5,599		612
Monmouth Real Estate Investment Corp, Cl A ‡		23,494		310
Newmark Group Inc, Cl A		176,823		1,475
PS Business Parks Inc ‡		12,200		1,913
Regency Centers Corp ‡		5,413		365
Retail Properties of America Inc, Cl A ‡		54,793		668
Rexford Industrial Realty Inc ‡		27,000		967
RLJ Lodging Trust ‡		53,080		933
Saul Centers Inc ‡		14,723		756
Sun Communities Inc ‡		12,903		1,529
Tier Inc ‡		43,035		1,233

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Universal Health Realty Income Trust ‡		1,794	$	136
Urstadt Biddle Properties Inc, Cl A ‡		58,312		1,204
				54,917
Utilities — 3.3%
ALLETE Inc		7,500		617
American States Water Co		21,500		1,533
Atmos Energy Corp		20,484		2,108
Avista Corp		13,200		536
Black Hills Corp, Cl A		9,201		682
Chesapeake Utilities Corp		6,037		551
CMS Energy Corp		10,600		589
Dominion Energy Inc		5,179		397
Evergy Inc		21,057		1,222
IDACORP Inc, Cl A		10,909		1,086
MDU Resources Group Inc		49,882		1,288
Middlesex Water Co		24,460		1,369
New Jersey Resources Corp		12,500		622
NorthWestern Corp		16,618		1,170
NRG Energy Inc		31,000		1,317
OGE Energy Corp		31,500		1,358
ONE Gas Inc		13,750		1,224
Otter Tail Corp		7,293		363
Pinnacle West Capital Corp		15,400		1,472
PNM Resources Inc		25,500		1,207
Portland General Electric Co		43,378		2,249
Southwest Gas Holdings Inc		10,221		841
Spire Inc		14,200		1,169
UGI Corp		35,168		1,949
Unitil Corp		30,419		1,648
York Water Co/The		4,806		165
				28,732
Total Common Stock (Cost $616,414) ($ Thousands)				840,941
	Number of Rights
RIGHTS — 0.0%
Schulman ‡‡		51,428		103
Total Rights (Cost $—) ($ Thousands)				103

Description	Shares		Market Value     ($ Thousands)
AFFILIATED PARTNERSHIP — 10.2%
SEI Liquidity Fund, L.P.
2.480% **†(C)		88,103,789	$	88,097
Total Affiliated Partnership (Cost $88,103) ($ Thousands)				88,097
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund,Cl F
2.220%**†		20,889,500		20,890
Total Cash Equivalent (Cost $20,890) ($ Thousands)				20,890
Total Investments in Securities — 109.8% (Cost $725,407) ($ Thousands)			$	950,031

Percentages are based on Net Assets of $865,349 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

^‡‡  Expiration date not available.

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

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2019 (see Note 10). The total market value of securities on loan at March 31, 2019 was $86,388 ($ Thousands).

(B) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $8,424 ($ Thousands) and represented 1.0% of the Net Assets of the Fund.

(C) 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, 2019 was $88,097 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	840,941	$	–	$	–	$	840,941
Rights		103		–		–		103
Affiliated Partnership		–		88,097		–		88,097
Cash Equivalent		20,890		–		–		20,890
Total Investments in Securities	$	861,934	$	88,097	$	–	$	950,031

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

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

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

Financial Statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Small/Mid Cap Fund (Continued)

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

Security Description	Value 9/30/2018		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)	Change in Unrealized Appreciation		Value 3/31/2019		Income
SEI Liquidity Fund, L.P.		$        173,797		$       81,421		$ (167,184	)	$                54		$                9		$      88,097		$    251
SEI Daily Income Trust, Government Fund, CI F		32,302		70,814		(82,226	)	-		-		20,890		229
Total		$        206,099		$     152,235		$ (249,410	)	$                54		$                9		$    108,987		$    480

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Mid-Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 95.8%
Communication Services — 2.0%
CBS Corp, Cl B		5,200	$	247
CenturyLink Inc		56,600		679
Marcus Corp/The		2,600		104
Shenandoah Telecommunications Co		1,500		66
Sirius XM Holdings Inc		7,400		42
TEGNA Inc		6,000		85
TripAdvisor Inc *		4,100		211
Viacom Inc, Cl B		25,000		702
				2,136
Consumer Discretionary — 12.2%
Aramark		19,900		588
Asbury Automotive Group Inc *		600		42
AutoNation Inc *		4,900		175
Big Lots Inc		5,600		213
Bloomin’ Brands Inc		9,900		202
CarMax Inc *		7,200		503
Core-Mark Holding Co Inc, Cl A		1,800		67
Dollar General Corp		3,100		370
Expedia Group Inc		6,000		714
Extended Stay America Inc		30,400		546
Foot Locker Inc, Cl A		4,300		261
Genuine Parts Co		7,000		784
Hilton Worldwide Holdings Inc		6,700		557
Johnson Outdoors Inc, Cl A		900		64
Kohl’s Corp		11,783		810
LKQ Corp *		12,800		363
Lululemon Athletica Inc *		300		49
Macy’s Inc		25,200		606
Michaels Cos Inc/The *		21,400		244
Norwegian Cruise Line Holdings Ltd *		13,700		753
NVR Inc *		160		443
PVH Corp		5,700		695
Qurate Retail Inc *		36,500		583
Ross Stores Inc		9,400		875
Royal Caribbean Cruises Ltd		7,100		814
Tapestry Inc		17,400		565
Ulta Beauty Inc *		1,500		523
Yum China Holdings Inc		19,600		880
				13,289
Consumer Staples — 5.4%
Archer-Daniels-Midland Co		21,100		910
Campbell Soup Co		16,500		629
Clorox Co/The		2,300		369
Energizer Holdings Inc		1,100		49
JM Smucker Co/The		6,400		746
Kellogg Co		12,500		717
Keurig Dr. Pepper Inc		22,600		632
Kroger Co/The		20,700		509
Nu Skin Enterprises Inc, Cl A		4,300		206

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pilgrim’s Pride Corp *		10,600	$	236
Tyson Foods Inc, Cl A		13,200		917
				5,920
Energy — 3.5%
Cheniere Energy Inc *		9,300		636
CONSOL Energy Inc *		8,700		298
Continental Resources Inc, Cl A *		12,700		569
Devon Energy Corp		11,900		376
HollyFrontier Corp		9,900		488
Marathon Oil Corp		42,600		712
Matrix Service Co *		3,800		74
ONEOK Inc		5,400		377
PBF Energy Inc, Cl A		4,600		143
Superior Energy Services Inc *		11,600		54
TechnipFMC PLC		2,100		49
Unit Corp *		2,400		34
				3,810
Financials — 11.0%
Affiliated Managers Group Inc		2,800		300
American Financial Group Inc		1,500		144
Ameriprise Financial Inc		6,600		845
AXA Equitable Holdings Inc		19,000		383
BGC Partners Inc, Cl A		21,200		113
Citizens Financial Group Inc		23,100		751
CNA Financial Corp		11,200		486
Discover Financial Services		9,000		640
East West Bancorp Inc		8,300		398
Fifth Third Bancorp		30,500		769
Huntington Bancshares Inc		41,500		526
Invesco Ltd		20,300		392
KeyCorp		44,600		702
Lincoln National Corp		12,200		716
LPL Financial Holdings Inc		4,800		334
M&T Bank Corp		1,500		236
National General Holdings Corp		500		12
Navient Corp		39,900		462
OneMain Holdings Inc, Cl A		20,900		664
Popular Inc		3,600		188
Radian Group Inc		14,000		290
Reinsurance Group of America Inc, Cl A		4,600		653
Synchrony Financial		20,200		644
T Rowe Price Group Inc		5,100		511
Two Harbors Investment Corp ‡		14,400		195
Unum Group		19,100		646
Western Asset Mortgage Capital Corp		7,300		75
				12,075
Health Care — 11.2%
Agilent Technologies Inc		13,600		1,093
Alexion Pharmaceuticals Inc *		1,100		149

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Mid-Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Centene Corp *		16,100	$	855
Cerner Corp *		3,600		206
Charles River Laboratories International Inc *		3,400		494
Cooper Cos Inc/The, Cl A		1,800		533
Danaher Corp, Cl A		3,400		449
Edwards Lifesciences Corp, Cl A *		4,600		880
Hologic Inc *		14,600		707
IDEXX Laboratories Inc *		1,500		335
Incyte Corp *		11,000		946
IQVIA Holdings Inc *		6,100		877
Jazz Pharmaceuticals PLC *		1,000		143
MEDNAX Inc *		12,000		326
Mettler-Toledo International Inc *		560		405
Molina Healthcare Inc *		600		85
Mylan *		8,000		227
Perrigo Co PLC		2,400		116
PRA Health Sciences Inc *		6,100		673
ResMed Inc		3,900		405
STERIS PLC		5,500		704
Universal Health Services Inc, Cl B		2,200		294
Veeva Systems Inc, Cl A *		400		51
West Pharmaceutical Services Inc		3,300		364
Zimmer Biomet Holdings Inc		7,500		958
				12,275
Industrials — 12.0%
AMETEK Inc		10,900		904
Arconic Inc		33,500		640
Armstrong World Industries Inc		5,100		405
Atkore International Group Inc *		26,700		575
BMC Stock Holdings Inc *		9,000		159
CH Robinson Worldwide Inc		600		52
Colfax Corp *		9,000		267
Continental Building Products Inc *		8,600		213
Cummins Inc		6,600		1,042
EMCOR Group Inc		5,100		373
Encore Wire Corp		4,900		280
Fluor Corp		1,100		41
Global Brass & Copper Holdings Inc		3,400		117
Heidrick & Struggles International Inc		2,800		107
Huntington Ingalls Industries Inc, Cl A		3,100		642
Ingersoll-Rand PLC		3,100		335
Insperity Inc, Cl A		200		25
Korn Ferry		5,700		255
Macquarie Infrastructure Corp		12,400		511
NCI Building Systems Inc *		6,200		38
Old Dominion Freight Line Inc, Cl A		5,100		736
Oshkosh Corp		8,100		609
PACCAR Inc		14,500		988
Pentair PLC		4,800		214
Regal Beloit		3,100		254

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Resideo Technologies Inc *		3,300	$	64
Spirit AeroSystems Holdings Inc, Cl A		7,200		659
Textron Inc		13,400		679
Timken Co/The		9,200		401
United Continental Holdings Inc *		2,500		200
United Rentals Inc *		5,200		594
Vectrus Inc *		4,400		117
WESCO International Inc *		11,300		599
				13,095
Information Technology — 19.8%
Analog Devices Inc		10,300		1,084
Anixter International Inc *		1,300		73
ANSYS Inc *		1,400		256
Arista Networks Inc *		3,200		1,006
Autodesk Inc, Cl A *		6,700		1,044
Avnet Inc		1,500		65
Booz Allen Hamilton Holding Corp, Cl A		11,500		669
Cadence Design Systems Inc *		16,300		1,035
CDK Global Inc		4,700		276
CDW Corp		9,800		944
Citrix Systems Inc		4,600		458
Cognizant Technology Solutions Corp, Cl A		600		44
CommScope Holding Co Inc *		31,800		691
Conduent Inc *		9,400		130
Corning Inc, Cl B		1,000		33
Dell Technologies Inc, Cl C *		11,526		676
DXC Technology Co		12,100		778
EPAM Systems Inc *		600		102
Euronet Worldwide Inc *		400		57
F5 Networks Inc, Cl A *		3,700		581
Fidelity National Information Services Inc, Cl B		9,500		1,074
FleetCor Technologies Inc *		1,700		419
Fortinet Inc *		10,800		907
Genpact Ltd		12,500		440
Hewlett Packard Enterprise Co		31,300		483
Jabil Inc		3,400		90
Keysight Technologies Inc *		2,600		227
Leidos Holdings Inc		10,700		686
LogMeIn Inc		1,100		88
Manhattan Associates Inc *		1,300		72
Nuance Communications Inc *		20,800		352
Presidio Inc		11,400		169
Progress Software Corp		5,400		240
Qorvo Inc *		10,100		725
Splunk Inc *		700		87
SPS Commerce Inc *		3,900		414
SS&C Technologies Holdings Inc		13,600		866
Symantec Corp, Cl A		31,700		729
Synopsys Inc *		9,000		1,036
Versum Materials Inc		11,100		558

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Mid-Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xilinx Inc		9,000	$	1,141
Zebra Technologies Corp, Cl A *		4,300		901
				21,706
Materials — 4.6%
Alcoa Corp *		14,600		411
Freeport-McMoRan Inc, Cl B		9,200		119
Huntsman Corp		13,800		310
LyondellBasell Industries, Cl A		400		34
Mosaic Co/The		20,600		562
Nucor Corp		13,400		782
Packaging Corp of America		6,800		676
Steel Dynamics Inc		18,800		663
Vulcan Materials Co		3,700		438
Westlake Chemical Corp		6,100		414
Westrock Co		15,300		587
				4,996
Real Estate — 8.2%
Apple Hospitality Inc ‡		36,100		588
Armada Hoffler Properties Inc ‡		4,700		73
CBRE Group Inc, Cl A *‡		19,600		969
CoreCivic Inc ‡		25,300		492
Empire State Realty Trust Inc, Cl A ‡		11,400		180
Equity Residential ‡		13,300		1,002
Franklin Street Properties Corp ‡		14,500		104
Gaming and Leisure Properties Inc ‡		10,200		393
GEO Group Inc/The ‡		28,450		546
Host Hotels & Resorts Inc ‡		38,700		731
Jones Lang LaSalle Inc		1,100		170
Newmark Group Inc, Cl A		2,451		21
Outfront Media Inc ‡		1,900		45
Park Hotels & Resorts Inc ‡		7,300		227
Ryman Hospitality Properties Inc ‡		6,400		526
SBA Communications Corp, Cl A *‡		4,300		859
SITE Centers Corp ‡		4,100		56
Spirit Realty Capital Inc ‡		15,320		609
Ventas Inc ‡		600		38
VEREIT Inc ‡		83,000		695
Welltower Inc ‡		2,000		155
Xenia Hotels & Resorts Inc ‡		23,700		519
				8,998
Utilities — 5.9%
AES Corp		51,600		933
Ameren Corp		2,900		213
American Water Works Co Inc		600		62
CenterPoint Energy Inc		25,900		795
Eversource Energy		10,200		724
FirstEnergy Corp		11,100		462
MDU Resources Group Inc		15,900		411
NRG Energy Inc		20,800		884

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPL Corp		10,000	$	317
Public Service Enterprise Group Inc		14,600		867
UGI Corp		14,900		826
				6,494
Total Common Stock (Cost $97,605) ($ Thousands)				104,794
CASH EQUIVALENT — 5.9%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		6,508,656		6,509
Total Cash Equivalent (Cost $6,509) ($ Thousands)				6,509
Total Investments in Securities — 101.7%
(Cost $104,114) ($ Thousands)			$	111,303

Percentages are based on Net Assets of $109,389 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

Cl — Class

Ltd. — Limited

PLC — Public Limited Company

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Mid-Cap Fund (Continued)

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

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

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

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

Financial Statements.

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2019		Income
SEI Liquidity Fund, L.P.	$ —	$ 993	$ (993)		$—		$—		$ —	$ 4
SEI Daily Income Trust, Government Fund, CI F	5,737	30,850	(30,078)		—		—		6,509	43
Totals	$5,737	$31,843	$ (31,071)		$ -		$ -		$ 6,509	$ 47

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.1%
Communication Services — 7.5%
AT&T Inc		560,800	$	17,587
BCE Inc		82,400		3,660
Boston Omaha Corp, Cl A *		1,645		41
Cable One Inc		6,611		6,488
Cars.com Inc *		20,259		462
China Mobile ADR		75,300		3,840
Cinemark Holdings Inc		192,449		7,696
Comcast Corp, Cl A		370,900		14,829
Emerald Expositions Events		44,683		567
Fluent Inc *		19,373		109
Liberty Latin America Ltd, Cl A *		13,661		264
Liberty Latin America Ltd, Cl C *		2,082		40
Madison Square Garden Co/The *		28,995		8,499
MSG Networks *		38,014		827
NTT DOCOMO Inc ADR		184,500		4,102
Omnicom Group Inc		162,121		11,833
SK Telecom Co Ltd ADR		191,000		4,678
TELUS		201,700		7,467
Verizon Communications		537,900		31,806
Walt Disney Co		66,500		7,384
World Wrestling Entertainment Inc, Cl A		8,799		764
Zynga Inc, Cl A *		315,779		1,683
				134,626
Consumer Discretionary — 6.6%
AutoZone Inc *		19,300		19,766
Bassett Furniture Industries Inc		2,057		34
Bed Bath & Beyond Inc		67,000		1,138
Booking Holdings Inc *		4,672		8,152
Bright Horizons Family Solutions Inc *		7,804		992
Callaway Golf Co		27,943		445
Canadian Tire Corp Ltd, Cl A		45,600		4,915
Career Education Corp *		10,920		180
Cavco Industries Inc *		2,080		244
Cheesecake Factory		22,611		1,106
Churchill Downs Inc		12,588		1,136
Chuy’s Holdings Inc *		5,186		118
Cracker Barrel Old Country Store Inc		7,770		1,256
Darden Restaurants Inc		2		—
Del Taco Restaurants Inc *		26,530		267
eBay Inc		271,722		10,092
Expedia Group Inc		2,059		245
Graham Holdings Co, Cl B		1,557		1,064
H&R Block Inc		259,589		6,215
Hilton Grand Vacations Inc *		140,375		4,331
K12 Inc *		8,966		306
Kohl’s Corp		89,800		6,176
Murphy USA Inc *		30,600		2,620
NVR Inc *		2,389		6,610
PetMed Express Inc		27,124		618
Potbelly Corp *		3,440		29

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sally Beauty Holdings Inc *		142,800	$	2,629
Target Corp, Cl A		320,200		25,699
Tenneco Inc, Cl A		8,493		188
Toyota Motor Corp ADR		57,700		6,810
Tupperware Brands Corp		15,049		385
Ulta Beauty Inc *		10,435		3,639
Wingstop Inc, Cl A		9,667		735
				118,140
Consumer Staples — 14.1%
Altria Group Inc		370,054		21,252
Calavo Growers Inc		11,888		997
Cal-Maine Foods Inc		27,729		1,238
Clorox Co/The		55,472		8,901
Coca-Cola Co/The		264,548		12,397
Colgate-Palmolive Co		116,990		8,019
Costco Wholesale Corp		46,980		11,376
Flowers Foods Inc		157,708		3,362
Fresh Del Monte Produce Inc		300		8
Freshpet Inc *		3,669		155
Hershey Co/The		98,982		11,366
Hostess Brands Inc, Cl A *		45,482		569
Ingredion Inc		59,042		5,591
J&J Snack Foods Corp		5,929		942
JM Smucker Co/The		96,000		11,184
John B Sanfilippo & Son		2,192		158
Kellogg Co		70,100		4,022
Keurig Dr Pepper Inc		274,338		7,673
Kimberly-Clark Corp		36,210		4,486
Kroger Co/The		524,000		12,890
Lamb Weston Holdings Inc		101,568		7,612
Lancaster Colony Corp		9,286		1,455
MGP Ingredients Inc		7,326		565
National Beverage Corp, Cl A		7,099		410
PepsiCo Inc		103,777		12,718
Performance Food Group *		28,406		1,126
Philip Morris International Inc		91,512		8,089
Procter & Gamble Co/The		120,821		12,571
Simply Good Foods Co/The *		3,784		78
Sysco Corp, Cl A		167,386		11,175
Tootsie Roll Industries Inc		7,356		274
Tyson Foods Inc, Cl A		342,897		23,807
Universal Corp/VA		14,233		820
USANA Health Sciences Inc *		5,484		460
Vector Group Ltd		46,844		505
Walgreens Boots Alliance Inc		371,300		23,492
Walmart Inc		219,400		21,398
				253,141
Energy — 2.6%
Arch Coal Inc		9,519		869
Baker Hughes a GE Co, Cl A		63,347		1,756

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Chevron Corp		97,600	$	12,022
ConocoPhillips		9,766		652
Dorian LPG Ltd *		36,173		232
Evolution Petroleum Corp		5,652		38
Exxon Mobil Corp		133,300		10,771
Par Pacific Holdings Inc *		52,627		937
Phillips 66		122,600		11,668
REX American Resources Corp *		863		69
SilverBow Resources Inc *		594		14
Valero Energy Corp		96,200		8,161
				47,189
Financials — 15.7%
ACNB Corp		966		36
Aflac Inc		402,300		20,115
AGNC Investment Corp ‡		235,405		4,237
Allstate Corp/The		253,100		23,837
American Financial Group Inc/OH		177,246		17,053
American National Insurance Co		34,863		4,212
Annaly Capital Management Inc ‡		1,635,604		16,340
Anworth Mortgage Asset Corp ‡		20,918		85
Aon PLC		5,497		938
Apollo Commercial Real Estate Finance Inc		230,444		4,194
Arch Capital Group Ltd *		331,488		10,714
Ares Commercial Real Estate Corp ‡		3,513		53
ARMOUR Residential Inc		39,034		762
Axis Capital Holdings Ltd		4,211		231
B. Riley Financial Inc		16,804		281
Bank of NT Butterfield & Son Ltd/The		31,682		1,137
Baycom Corp *		9,604		217
BB&T Corp		151,500		7,049
BCB Bancorp Inc		10,338		139
Berkshire Hathaway Inc, Cl B *		112,100		22,520
Blackstone Mortgage Trust Inc, Cl A		34,234		1,183
Brown & Brown Inc		10,119		299
Cambridge Bancorp		1,356		112
Capitol Federal Financial Inc		35,726		477
Cboe Global Markets Inc		94,984		9,065
Century Bancorp Inc/MA, Cl A		1,374		100
Chimera Investment Corp ‡		134,520		2,521
Citizens Financial Group Inc		25,226		820
Civista Bancshares Inc		4,479		98
CME Group Inc		62,495		10,285
CNA Financial Corp		79,700		3,455
Codorus Valley Bancorp Inc		593		13
Community Bankers Trust Corp		17,908		131
Community Financial		206		6
Dynex Capital Inc ‡		42,923		261
Eagle Bancorp Inc *		13,818		694
Employers Holdings Inc		2,258		91
Enstar Group Ltd *		1,710		298
Essent Group Ltd *		28,053		1,219

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Evans Bancorp Inc		2,900	$	103
Exantas Capital Corp ‡		18,438		196
FactSet Research Systems Inc		11,795		2,928
FBL Financial Group Inc, Cl A		3,491		219
FGL Holdings		72,325		569
Fifth Third Bancorp		158,300		3,992
First American Financial Corp		76,300		3,930
First Bancshares Inc/The		1,681		52
First Business Financial Services Inc		2,957		59
First Northwest Bancorp		4,769		74
Genworth MI Canada Inc		71,000		2,152
Global Indemnity Ltd		1,290		39
Great Ajax Corp ‡		6,210		85
Guaranty Bancshares Inc		1,457		43
Hingham Institution for Savings		265		46
HomeTrust Bancshares Inc		3,124		79
Houlihan Lokey Inc, Cl A		14,726		675
Independent Bank Corp/MI		1,552		33
INTL. FCStone Inc *		2,675		104
Invesco Mortgage Capital Inc		25,452		402
Investar Holding Corp		965		22
Kemper Corp, Cl A		4,949		377
Kingstone Cos Inc		12,092		178
Kinsale Capital Group Inc		717		49
Loblaw Cos Ltd		110,700		5,462
MarketAxess Holdings Inc		31,213		7,681
Mercury General Corp		14,114		707
Meta Financial Group Inc		23,515		463
MFA Financial Inc ‡		1,495,594		10,873
Moelis & Co, Cl A		17,293		720
Morningstar Inc, Cl A		16,417		2,068
Mr Cooper Group Inc *		56,714		544
National Bank of Canada		145,500		6,568
National General Holdings Corp		3,563		85
Nicolet Bankshares Inc *		6,867		409
Northeast Bancorp		26,067		539
Norwood Financial Corp		450		14
Ohio Valley Banc Corp		1,779		64
Old Line Bancshares Inc		20,661		515
Old Republic International Corp		25,909		542
Old Second Bancorp Inc		8,516		107
Orrstown Financial Services Inc		5,497		102
Parke Bancorp Inc		3,024		63
PCSB Financial Corp		20,853		408
Peoples Bancorp of North Carolina		595		16
PNC Financial Services Group Inc/The		34,500		4,232
Popular Inc		14,176		739
Premier Financial Bancorp Inc		9,395		148
Progressive Corp/The		172,924		12,466
Protective Insurance Corp		2,940		54
Ready Capital Corp ‡		31,292		459
Reinsurance Group of America Inc, Cl A		23,900		3,393

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Riverview Bancorp Inc		15,930	$	116
Safety Insurance Group Inc		6,911		602
SmartFinancial Inc *		1,537		29
Southern National Bancorp of Virginia Inc		21,017		308
Starwood Property Trust Inc ‡		343,145		7,669
TFS Financial Corp		19,348		319
Third Point Reinsurance Ltd *		79,355		824
Timberland Bancorp Inc/WA		15,155		424
TPG RE Finance Trust Inc ‡		15,308		300
Travelers Cos Inc/The		67,900		9,313
TriCo Bancshares		1,247		49
Two Harbors Investment Corp ‡		819,851		11,093
United Security Bancshares/Fresno CA		938		10
Unity Bancorp		2,310		44
US Bancorp		172,500		8,313
Virtu Financial Inc, Cl A		6,658		158
Waterstone Financial Inc		7,851		129
				280,825
Health Care — 10.2%
AbbVie Inc		100,800		8,123
Accuray Inc *		18,824		90
Amgen Inc, Cl A		39,400		7,485
Amphastar Pharmaceuticals Inc *		22,745		465
Baxter International Inc		36,434		2,962
Bio-Rad Laboratories Inc, Cl A *		31,782		9,715
Cambrex Corp *		3,554		138
CareDx Inc *		7,487		236
Codexis Inc *		3,660		75
Computer Programs & Systems Inc		2,127		63
Dova Pharmaceuticals Inc *		20,156		179
Eli Lilly & Co		132,000		17,128
Emergent BioSolutions Inc *		7,254		367
Enzo Biochem Inc *		71,099		194
Gilead Sciences Inc		59,000		3,836
Haemonetics Corp *		9,251		809
HCA Healthcare Inc		94,000		12,256
Humana Inc		28,477		7,575
ICU Medical Inc *		956		229
Intersect ENT Inc *		5,454		175
Johnson & Johnson		223,100		31,187
Kindred Biosciences Inc *		2,894		27
LeMaitre Vascular Inc		30,755		953
Luminex Corp		5,334		123
Merck & Co Inc		489,157		40,683
Myriad Genetics Inc *		13,690		455
Pfizer Inc		754,300		32,035
Phibro Animal Health Corp, Cl A		10,473		346
Prestige Consumer Healthcare Inc, Cl A *		12,857		385
Sanofi ADR		61,600		2,728
Tactile Systems Technology Inc *		10,857		572
US Physical Therapy Inc		2,467		259

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utah Medical Products Inc		3,129	$	276
				182,129
Industrials — 9.1%
ADT Inc		152,457		974
Advanced Disposal Services Inc *		34,765		973
Aerovironment Inc *		3,388		232
Allison Transmission Holdings Inc		215,300		9,671
BWX Technologies Inc, Cl W		105,931		5,252
Carlisle Cos Inc		34,954		4,286
Cummins Inc		31,600		4,989
Eaton Corp PLC		137,400		11,069
Expeditors International of Washington Inc		31,601		2,398
FedEx Corp		8,700		1,578
Forrester Research Inc		5,899		285
Honeywell International Inc		28,402		4,514
Huntington Ingalls Industries Inc, Cl A		36,220		7,505
Lawson Products Inc/DE *		1,300		41
Lockheed Martin Corp		30,025		9,012
National Presto Industries		4,966		539
Northrop Grumman Corp		682		184
Omega Flex Inc		2,851		216
Raytheon Co		119,671		21,790
Republic Services Inc		392,738		31,568
Schneider National Inc, Cl B		88,685		1,867
Toro Co/The		55,116		3,794
United Technologies Corp		66,500		8,571
Vectrus Inc *		18,156		483
Waste Management Inc		305,558		31,751
				163,542
Information Technology — 14.6%
Alpha & Omega Semiconductor Ltd *		4,188		48
Amdocs Ltd		540,205		29,230
Appfolio Inc, Cl A *		1,355		108
Apple Inc		62,100		11,796
Aspen Technology Inc *		11,868		1,237
Automatic Data Processing Inc		58,196		9,296
Avnet Inc		87,000		3,773
Booz Allen Hamilton Holding Corp, Cl A		183,269		10,655
CACI International Inc, Cl A *		1,386		252
Cadence Design Systems Inc *		67,429		4,282
Calix Inc *		9,889		76
Canon Inc ADR		130,800		3,798
CDK Global Inc		128,496		7,558
CDW Corp/DE		19,104		1,841
Cisco Systems Inc		537,800		29,036
Cision Ltd *		4,969		68
CommVault Systems Inc *		1,104		71
Corning Inc, Cl B		120,900		4,002
CSG Systems International Inc		6,102		258
Diodes Inc *		4,562		158

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ebix Inc		11,598	$	573
F5 Networks Inc, Cl A *		41,500		6,513
Fidelity National Information Services Inc, Cl B		15,418		1,744
FLIR Systems Inc		22,604		1,076
Genpact Ltd		151,768		5,339
Intel Corp		440,000		23,628
International Business Machines Corp		90,300		12,741
Jack Henry & Associates Inc		8,332		1,156
KLA-Tencor Corp		57,400		6,854
Maxim Integrated Products Inc		59,609		3,169
Motorola Solutions Inc		119,339		16,758
MTS Systems Corp, Cl A		6,845		373
National Instruments Corp		159,262		7,065
NVE Corp		1,951		191
Oracle Corp, Cl B		351,500		18,879
Paychex Inc		54,187		4,346
PRGX Global Inc *		2,210		18
QUALCOMM Inc		30,241		1,725
Ribbon Communications Inc *		10,849		56
Science Applications International Corp		14,109		1,086
SecureWorks Corp, Cl A *		13,087		241
Sykes Enterprises Inc *		5,752		163
Symantec Corp, Cl A		282,306		6,490
SYNNEX Corp		8,285		790
Synopsys Inc *		67,256		7,745
Teradata Corp *		28,542		1,246
TTEC Holdings Inc		5,995		217
Western Union Co/The		715,900		13,223
				260,948
Materials — 2.7%
Ardagh Group SA, Cl A		49,594		645
Eastman Chemical Co		71,600		5,433
Gold Resource Corp		113,281		445
Hawkins Inc		3,939		145
Materion Corp		2,815		161
NewMarket Corp		169		73
Newmont Mining Corp		162,748		5,821
Royal Gold Inc, Cl A		73,720		6,703
Sealed Air Corp		165,200		7,609
Silgan Holdings Inc		165,800		4,913
Sonoco Products Co		212,380		13,068
Valvoline Inc		166,658		3,093
				48,109
Real Estate — 3.9%
Apple Hospitality Inc ‡		332,602		5,421
Brixmor Property Group Inc ‡		246,300		4,524
Consolidated-Tomoka Land Co		3,492		206
CoreCivic Inc ‡		48,641		946
CorePoint Lodging Inc ‡		12,997		145

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cousins Properties Inc, Cl A ‡		58,350	$	564
Easterly Government Properties Inc ‡		8,224		148
Equity Commonwealth ‡		11,120		363
Gaming and Leisure Properties Inc ‡		239,900		9,253
Getty Realty Corp ‡		102,400		3,280
Gladstone Commercial Corp ‡		7,089		147
Kennedy-Wilson Holdings Inc		1,382		30
National Health Investors Inc ‡		62,456		4,906
Newmark Group Inc, Cl A		3,090		26
Omega Healthcare Investors Inc ‡		144,000		5,494
Piedmont Office Realty Trust, Cl A ‡		273,000		5,692
PS Business Parks Inc ‡		11,580		1,816
Retail Properties of America Inc, Cl A ‡		413,000		5,034
RMR Group Inc/The		12,756		778
Ryman Hospitality Properties Inc ‡		8,128		668
Senior Housing Properties Trust ‡		221,100		2,605
Terreno Realty Corp ‡		29,249		1,230
VEREIT Inc ‡		655,900		5,490
VICI Properties Inc ‡(A)		448,026		9,803
Xenia Hotels & Resorts Inc ‡		10,388		228
				68,797
Utilities — 10.1%
ALLETE		14,408		1,185
Ameren Corp		310,564		22,842
American Electric Power Co Inc		172,521		14,449
Atlantic Power Corp *		113,294		286
Avangrid Inc		26,042		1,311
Avista Corp		21,867		888
CenterPoint Energy Inc		40,112		1,231
Chesapeake Utilities Corp		11,351		1,035
CMS Energy Corp		168,002		9,331
DTE Energy Co		56,494		7,047
Edison International		89,800		5,560
El Paso Electric Co, Cl A		20,304		1,194
Entergy Corp		261,300		24,988
Exelon Corp		496,900		24,910
FirstEnergy Corp		246,500		10,257
Hawaiian Electric Industries Inc		107,565		4,385
IDACORP Inc, Cl A		14,400		1,433
MGE Energy Inc		19,153		1,302
New Jersey Resources Corp		1,105		55
NextEra Energy Inc		70,715		13,671
Northwest Natural Holding Co		17,621		1,156
NorthWestern Corp		20,694		1,457
Pinnacle West Capital Corp		111,998		10,705
PNM Resources Inc		21,327		1,010
Portland General Electric Co		21,770		1,129
PPL Corp		38,547		1,223
Public Service Enterprise Group Inc		132,200		7,854
Southwest Gas Holdings Inc		10,738		883
Spire		17,848		1,469

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
UGI Corp		25,385	$	1,407
Unitil Corp		22,335		1,210
Xcel Energy Inc		73,619		4,138
				181,001
Total Common Stock (Cost $1,498,983) ($ Thousands)				1,738,447
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		44,714,082		44,714
Total Cash Equivalent (Cost $44,714) ($ Thousands)				44,714
Total Investments in Securities — 99.6% (Cost $1,543,697) ($ Thousands)			$	1,783,161

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		190		Jun-2019	$	26,202	$	26,959	$	757

Percentages are based on Net Assets of $1,789,829 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $9,803 ($ Thousands) and represented 0.5% of the Net Assets of the Fund.

ADR — American Depositary Receipt

Cl — Class

Ltd— Limited

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2019, 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	$	1,738,447	$	–	$	–	$	1,738,447
Cash Equivalent		44,714		–		–		44,714
Total Investments in Securities	$	1,783,161	$	–	$	–	$	1,783,161

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	757	$	—	$	—	$	757
Total Other Financial Instruments	$	757	$	—	$	—	$	757

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Value 3/31/19		Income
SEI Daily Income Trust, Government Fund, Cl F		$28,046		$403,501		$ (386,833)		$44,714		$425

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

U.S. Managed Volatility Fund (Continued)

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund(Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.7%
Australia — 3.3%
Aurizon Holdings Ltd		473,942	$	1,532
AusNet Services		11,283		14
Caltex Australia Ltd		77,775		1,448
Coca-Cola Amatil Ltd		278,583		1,712
Cochlear Ltd		16,327		2,010
Coles Group Ltd *		107,124		902
Computershare Ltd		107,994		1,310
Crown Resorts Ltd		120,119		982
CSL Ltd		45,149		6,252
Evolution Mining Ltd		377,195		981
Flight Centre Travel Group Ltd		59,467		1,776
Insurance Australia Group Ltd		84,457		461
Newcrest Mining Ltd		321,519		5,826
QBE Insurance Group Ltd		36,639		320
Regis Resources Ltd		112,019		422
Rio Tinto Ltd		140,374		9,763
South32 Ltd		95,621		253
Stockland ‡		90,625		248
Telstra Corp Ltd, Cl B		1,193,734		2,815
Wesfarmers Ltd		113,931		2,804
Woolworths Group Ltd		26,115		564
				42,395
Austria — 0.5%
Agrana Beteiligungs AG		21,344		429
Erste Group Bank AG		12,175		448
EVN AG		17,488		255
Oberbank AG		594		63
Oesterreichische Post AG		69,674		2,949
Telekom Austria AG, Cl A		44,848		326
Verbund AG		8,272		397
voestalpine AG		55,307		1,681
				6,548
Belgium — 0.4%
Ageas		4,137		200
Colruyt SA		25,293		1,871
Proximus SADP		67,419		1,946
Sipef NV		871		49
UCB SA, Cl A		7,558		650
				4,716
Canada — 7.2%
Agnico Eagle Mines Ltd		30,400		1,322
Alacer Gold Corp *		31,600		86
Argonaut Gold Inc *		46,600		66
Atco Ltd/Canada, Cl I		90,477		3,048
B2Gold Corp *		147,900		414
Bank of Montreal		86,217		6,453
BCE Inc		220,026		9,767
Canadian Imperial Bank of Commerce		58,568		4,630
Canadian Tire Corp Ltd, Cl A		10,700		1,153
Canadian Utilities Ltd, Cl A		113,786		3,107

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Centerra Gold Inc *		59,000		$                  310
CGI Inc, Cl A *		24,900		1,712
Constellation Software Inc/Canada		3,500		2,967
Detour Gold Corp *		134,000		1,258
Dundee Precious Metals Inc *		43,600		145
Empire Co Ltd, Cl A		41,200		892
Fairfax Financial Holdings Ltd		5,900		2,734
George Weston Ltd		9,155		659
Great-West Lifeco Inc		9,900		240
Guyana Goldfields Inc *		121,600		98
H&R Real Estate Investment Trust		122,600		2,148
Hydro One Ltd		27,000		420
iA Financial Corp Inc		6,500		240
IGM Financial Inc		2,000		51
Kinross Gold Corp *		204,700		705
Loblaw Cos Ltd		55,600		2,743
Metro Inc, Cl A		38,400		1,414
Morguard Real Estate Investment Trust		5,637		53
National Bank of Canada		141,100		6,370
OceanaGold Corp		215,800		678
Open Text Corp		99,800		3,833
Osisko Gold Royalties Ltd		117,700		1,322
Power Corp of Canada		41,300		963
Power Financial Corp		56,000		1,309
RioCan Real Estate Investment Trust		130,700		2,590
Rogers Communications Inc, Cl B		274,000		14,740
Royal Bank of Canada		34,000		2,566
SmartCentres Real Estate Investment Trust		33,400		875
SSR Mining Inc *		51,880		656
Sun Life Financial Inc		20,100		772
TELUS Corp		3,400		126
Torex Gold Resources Inc *		58,300		734
Toronto-Dominion Bank/The		125,492		6,812
				93,181
Denmark — 0.8%
Carlsberg A/S, Cl B		60,035		7,505
Demant A/S *		44,717		1,324
DSV A/S		11,926		987
H Lundbeck A/S, Cl H		2		–
				9,816
Finland — 0.1%
Orion Oyj, Cl B		21,674		813
France — 1.2%
Aeroports de Paris, Cl A		1,247		241
AXA SA		41,811		1,053
Boiron SA		654		39
Caisse Regionale de Credit Agricole Mutuel Nord de France		453		12
Dassault Aviation SA		482		712
Engie SA		298,470		4,451
Eutelsat Communications SA		60,189		1,054

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Orange SA		80,612		$                1,312
Publicis Groupe SA		7,841		420
Societe Generale SA		5,092		147
Veolia Environnement SA		278,331		6,229
				15,670
Germany — 1.8%
Aareal Bank AG		74,006		2,283
adidas AG		17,389		4,229
Allianz SE		2,226		496
Deutsche Lufthansa AG		230,632		5,067
Deutsche Telekom AG		215,944		3,587
Fraport AG Frankfurt Airport Services Worldwide		1,094		84
McKesson Europe AG		3,971		117
METRO AG		308,898		5,130
MVV Energie AG		2,427		71
RHOEN-KLINIKUM AG		29,874		861
RTL Group SA		16,494		902
Uniper SE		1,293		39
Wuestenrot & Wuerttembergische AG		1,365		26
				22,892
Guernsey — 0.1%
Amdocs Ltd		24,999		1,353
Hong Kong — 4.8%
ASM Pacific Technology Ltd		102,300		1,141
BOC Hong Kong Holdings Ltd		522,500		2,163
CK Hutchison Holdings Ltd		20,500		215
CK Infrastructure Holdings Ltd		567,000		4,655
CLP Holdings Ltd, Cl B		1,656,656		19,205
First Pacific Co Ltd		860,000		313
Hang Seng Bank Ltd		120,000		2,961
HK Electric Investments & HK Electric Investments Ltd		2,022,500		2,066
HKT Trust & HKT Ltd		3,767,000		6,056
Hong Kong & China Gas Co Ltd		552,000		1,324
Kerry Properties Ltd		408,500		1,824
Langham Hospitality Investments and Langham Hospitality Investments Ltd		425,500		172
Li & Fung Ltd		3,742,000		672
Link REIT		710,000		8,303
Miramar Hotel & Investment		49,000		106
MTR Corp Ltd		659,000		4,080
NWS Holdings Ltd		26,000		57
PCCW Ltd		1,766,000		1,098
Power Assets Holdings Ltd		283,500		1,967
Regal Hotels International Holdings Ltd		378,000		237
Swire Pacific Ltd, Cl A		29,000		373
WH Group Ltd		1,118,500		1,197
Yue Yuen Industrial Holdings Ltd		641,500		2,207
				62,392

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ireland — 0.1%
Jazz Pharmaceuticals PLC *		11,545		$                1,650
Israel — 1.7%
Bank Hapoalim BM		1,179,985		7,824
Bank Leumi Le-Israel BM		1,523,061		9,948
FIBI Holdings Ltd		1,678		47
Israel Discount Bank Ltd, Cl A		1,058,914		3,661
Mediterranean Towers Ltd		39,638		71
Paz Oil Co Ltd *		1,031		154
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		624		32
				21,737
Italy — 0.4%
A2A SpA		231,648		423
Avio SpA		1,959		27
Hera SpA		610,398		2,210
Iren SpA		775,065		1,979
Orsero SpA		4,900		41
				4,680
Japan — 10.0%
ABC-Mart Inc, Cl H		11,100		661
Aeon Co Ltd, Cl H		17,100		358
Aeon Hokkaido Corp		41,700		284
AEON REIT Investment Corp		400		472
Ahjikan Co Ltd		2,500		23
Ajinomoto Co Inc		41,300		660
Alpen Co Ltd		26,769		414
Amiyaki Tei Co Ltd		2,300		73
Aohata Corp		2,900		61
Araya Industrial Co Ltd		2,600		37
Arcland Sakamoto Co Ltd		3,768		51
Arcs Co Ltd		3,500		77
Astellas Pharma Inc		324,400		4,861
Atsugi Co Ltd		11,750		102
Bandai Namco Holdings Inc		4,800		225
Benesse Holdings Inc, Cl A		4,700		122
Can Do Co Ltd		2,300		35
Canon Inc		190,900		5,542
C’BON COSMETICS Co Ltd		1,100		25
Chubu Electric Power Co Inc		93,600		1,462
Chugoku Electric Power Co Inc/The		27,400		342
Computer Institute of Japan Ltd		22,200		168
Create Medic Co Ltd		6,200		53
Daiichikosho Co Ltd		1,300		66
Daiwa House REIT Investment Corp		119		264
Daiwa Office Investment Corp ‡		11		78
DCM Holdings Co Ltd		19,000		177
DyDo Group Holdings Inc		36,590		1,650
EDION Corp		19,900		174
FALCO HOLDINGS Co Ltd		3,400		42
Frontier Real Estate Investment Corp		166		697

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Fujiya Co Ltd		19,300		$                    380
G-7 Holdings Inc, Cl 7		8,864		187
Hakudo Co Ltd		2,400		34
Hitachi Ltd		9,241		299
Hokkaido Electric Power Co Inc		31,100		179
Hokkaido Gas Co Ltd		5,200		68
Hokuriku Electric Power Co		5,400		42
Hoya Corp		63,300		4,180
Itochu-Shokuhin Co Ltd		2,003		86
Japan Excellent Inc ‡		568		826
Japan Logistics Fund Inc		88		187
Japan Meat Co Ltd		1,300		23
Japan Oil Transportation Co Ltd		2,100		54
Japan Post Bank Co Ltd		57,100		624
Japan Post Holdings Co Ltd		759,200		8,889
Japan Prime Realty Investment Corp, Cl A ‡		131		540
Japan Rental Housing Investments Inc ‡		888		708
Japan Tobacco Inc		181,300		4,496
J-Oil Mills Inc		700		26
JXTG Holdings Inc		27,300		125
Kadoya Sesame Mills Inc		1,000		47
Kakaku.com Inc		54,600		1,049
Kaken Pharmaceutical Co Ltd		800		36
Kakiyasu Honten Co Ltd		9,700		189
Kato Sangyo Co Ltd		29,100		960
KDDI Corp		209,400		4,512
Keiyo Co Ltd		7,852		35
Kenedix Retail REIT Corp		351		857
Kewpie Corp		2,700		65
King Jim Co Ltd		14,000		109
Kohnan Shoji Co Ltd		45,146		1,120
Kohsoku Corp		2,600		29
Komeri Co Ltd		9,500		233
Konica Minolta Inc		91,600		901
Kurimoto Ltd		10,600		139
Kyokuyo Co Ltd		11,500		295
KYORIN Holdings Inc		109,700		2,142
Kyushu Electric Power Co Inc		88,300		1,043
Kyushu Railway Co		83,100		2,733
Marubeni Corp		641,900		4,436
McDonald’s Holdings Co Japan Ltd		37,600		1,739
Medipal Holdings Corp		150,000		3,564
Megmilk Snow Brand Co Ltd		11,900		290
MEIJI Holdings Co Ltd		3,500		284
Michinoku Bank Ltd/The		2,100		31
Mitsubishi Gas Chemical Co Inc		41,200		588
Mitsubishi Tanabe Pharma Corp		104,200		1,392
Mitsui & Co Ltd		98,700		1,532
Miyoshi Oil & Fat Co Ltd		16,300		165
Mizuho Financial Group Inc		3,964,800		6,136
Mochida Pharmaceutical Co Ltd		8,600		441
Mori Trust Sogo Reit Inc		681		1,059

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Morito Co Ltd		6,400		$                    49
Morozoff Ltd		1,100		49
Musashi Co Ltd		2,400		50
Nagoya Railroad Co Ltd		8,900		246
Nakayama Steel Works Ltd		6,300		29
Nichia Steel Works Ltd		8,300		26
Nichi-iko Pharmaceutical Co Ltd		11,500		153
Nihon Kohden Corp		5,300		158
Nippon Accommodations Fund Inc		10		51
Nippon Building Fund Inc		105		711
Nippon Express Co Ltd		8,800		490
Nippon Flour Mills Co Ltd		73,334		1,259
Nippon Prologis REIT Inc ‡		76		162
Nippon Telegraph & Telephone Corp		136,400		5,796
Nippon Television Holdings Inc		6,700		100
Nisshin Oillio Group Ltd/The		21,352		631
NJS Co Ltd		2,600		34
NTT DOCOMO Inc		377,500		8,361
Ohsho Food Service Corp		10,900		690
Okinawa Cellular Telephone Co		800		25
Okinawa Electric Power Co Inc/The		78,912		1,344
One REIT Inc		115		294
Oracle Corp Japan		56,500		3,793
Orix JREIT Inc		132		227
Osaka Gas Co Ltd		36,600		722
Otsuka Corp		19,200		717
OUG Holdings Inc (A)		3,000		70
Premier Investment Corp		261		329
Rhythm Watch Co Ltd		1,900		23
Ricoh Co Ltd		96,400		1,008
San Holdings Inc		1,900		43
Sankyo Co Ltd		14,600		557
Sawai Pharmaceutical Co Ltd		4,000		232
Secom Co Ltd		1,800		154
Seven & i Holdings Co Ltd		179,500		6,772
SG Holdings Co Ltd		69,100		2,013
Shidax Corp		10,800		31
Shimamura Co Ltd		2,600		220
Shionogi & Co Ltd		6,800		421
Shofu Inc		6,400		74
Showa Sangyo Co Ltd		3,200		87
SKY Perfect JSAT Holdings Inc		20,400		85
SRS Holdings Co Ltd		3,400		30
St Marc Holdings Co Ltd		3,200		72
Starts Proceed Investment Corp, Cl A		264		436
Step Co Ltd		4,400		59
Suntory Beverage & Food Ltd		10,100		474
Suzuken Co Ltd/Aichi Japan		3,600		208
Taiko Pharmaceutical Co Ltd		20,100		341
Ten Allied Co Ltd *		5,900		22
Toho Holdings Co Ltd		53,700		1,340
Tohoku Electric Power Co Inc		76,700		978

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Tokai Corp/Gifu		1,310	$	32
Tokyo Electric Power Co Holdings Inc *		669,800		4,236
Tokyo Gas Co Ltd		13,500		365
Tokyo Theatres Co Inc		2,100		25
Tokyu Recreation Co Ltd		800		36
Tokyu REIT Inc		163		264
Toyo Suisan Kaisha Ltd		9,500		362
Tsumura & Co		4,400		134
Unicafe Inc		6,400		58
Valor Holdings Co Ltd		6,900		167
Vital KSK Holdings Inc		59,400		586
West Japan Railway Co		1,100		83
Yamada Denki Co Ltd		188,300		929
Yashima Denki Co Ltd		4,500		34
Yellow Hat Ltd		7,000		92
				129,009
Netherlands — 0.4%
ABN AMRO Group NV		28,181		636
Coca-Cola European Partners PLC		5,674		293
ForFarmers NV		21,521		177
Koninklijke Ahold Delhaize NV		94,198		2,509
NN Group NV		25,369		1,055
Sligro Food Group NV		1,081		39
				4,709
New Zealand — 1.8%
Abano Healthcare Group Ltd		3,951		10
Argosy Property Ltd		303,971		265
Arvida Group Ltd		28,483		25
Auckland International Airport Ltd		119,975		666
Chorus Ltd		16,875		68
Contact Energy Ltd		865,027		4,094
EBOS Group Ltd		9,652		145
Fisher & Paykel Healthcare Corp Ltd		664,248		7,112
Fletcher Building Ltd		354,357		1,196
Goodman Property Trust		835,750		986
Kathmandu Holdings Ltd		27,874		43
Kiwi Property Group Ltd		807,099		817
Mainfreight Ltd		3,460		85
Mercury NZ Ltd		432,485		1,150
Meridian Energy Ltd		129,503		370
Metlifecare Ltd		87,150		297
Property for Industry Ltd		83,533		111
Restaurant Brands New Zealand Ltd		32,005		191
Ryman Healthcare Ltd		137,400		1,148
Sanford Ltd/NZ		10,470		50
Spark New Zealand Ltd		1,590,534		4,122
Stride Property Group		75,455		104
Summerset Group Holdings Ltd		48,624		219
Synlait Milk Ltd *		25,247		183
Trustpower Ltd		30,153		136
Vector Ltd		94,500		231

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Warehouse Group Ltd/The (A)		38,887	$	58
Z Energy Ltd		19,005		81
				23,963
Norway — 1.5%
Mowi ASA		37,130		830
Olav Thon Eiendomsselskap ASA		1,713		30
Orkla ASA		1,121,458		8,621
Telenor ASA		522,333		10,475
				19,956
Panama — 0.1%
Carnival Corp		28,085		1,425
Portugal — 0.1%
REN - Redes Energeticas Nacionais SGPS SA		426,813		1,218
Singapore — 1.5%
Ascendas Real Estate Investment Trust		1,650,000		3,545
CapitaLand Commercial Trust		1,868,000		2,676
CapitaLand Mall Trust ‡		2,202,500		3,870
ComfortDelGro Corp Ltd		731,100		1,387
Fraser and Neave Ltd		20,400		27
Genting Singapore Ltd		771,900		593
Hongkong Land Holdings Ltd		10,400		74
Hutchison Port Holdings Trust, Cl U		1,403,000		330
IREIT Global		88,100		48
Jardine Matheson Holdings Ltd		3,900		243
SATS Ltd		341,000		1,286
Sheng Siong Group Ltd		1,009,986		776
Singapore Airlines Ltd		64,800		462
Singapore Press Holdings Ltd		429,500		764
Singapore Technologies Engineering Ltd		412,700		1,140
SPH REIT ‡		752,577		583
StarHub Ltd		757,700		834
Suntec Real Estate Investment Trust		146,100		210
Yangzijiang Shipbuilding Holdings Ltd		446,200		494
				19,342
Sweden — 1.9%
Axfood AB		324,180		6,047
ICA Gruppen AB		278,598		11,204
Industrivarden AB, Cl C		2,915		61
Swedish Match AB		153,240		7,829
				25,141
Switzerland — 5.4%
Allreal Holding AG, Cl A		16,970		2,888
Alpiq Holding AG		1,275		82
Barry Callebaut AG		449		811
Berner Kantonalbank AG		232		56
BKW AG		15,320		1,045
Chocoladefabriken Lindt & Spruengli AG		475		3,586
Emmi AG		202		178
Intershop Holding AG		112		57

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lastminute.com NV *		1,582	$	33
Nestle SA		100,371		9,564
Novartis AG		98,011		9,426
Plazza AG		133		32
PSP Swiss Property AG		345		38
Roche Holding AG		50,791		13,992
Schindler Holding AG		11,480		2,379
Sonova Holding AG		21,509		4,255
Swiss Life Holding AG		7,852		3,457
Swiss Prime Site AG		42,062		3,685
Swisscom AG		22,788		11,143
Tamedia AG		491		50
Valora Holding AG		9,104		2,509
				69,266
United Kingdom — 2.7%
AG Barr PLC		6,564		69
Britvic PLC		516,162		6,406
Carnival PLC		8,403		412
Centrica PLC		1,110,510		1,653
Coca-Cola HBC AG		13,510		460
Cranswick PLC		15,084		535
Diageo PLC		114,712		4,691
easyJet PLC		7,406		108
F&C UK Real Estate Investment Ltd		61,099		70
Focusrite PLC		6,827		43
Greggs PLC		114,267		2,738
Imperial Brands PLC		39,928		1,365
Legal & General Group PLC		57,866		208
Marks & Spencer Group PLC		48,666		177
National Grid PLC		334,868		3,712
Next PLC, Cl A		49,482		3,598
Royal Mail PLC		339,426		1,054
Secure Income REIT Plc ‡		19,676		105
SSE PLC		153,655		2,377
Tate & Lyle PLC		12,919		122
TUI AG		21,182		203
Wm Morrison Supermarkets PLC		1,432,336		4,247
				34,353
United States — 48.9%
Communication Services — 2.2%
ATN International Inc		4,720		266
Interpublic Group of Cos Inc/The		30,257		636
John Wiley & Sons Inc, Cl A		43,993		1,945
Liberty Media Corp-Liberty Braves *		3,847		107
Marchex Inc, Cl B *		10,578		50
Marcus Corp/The		24,447		979
MSG Networks Inc *		28,002		609
New Media Investment Group Inc		111,488		1,171
News Corp, Cl A		134,577		1,674
Reading International Inc, Cl A *		9,570		153
Scholastic Corp, Cl B		48,880		1,943

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Telephone & Data Systems Inc		88,955	$	2,734
United States Cellular Corp *		5,544		255
Verizon Communications Inc		142,568		8,430
Walt Disney Co/The		62,532		6,943
				27,895
Consumer Discretionary — 7.8%
Acushnet Holdings Corp		13,164		305
America’s Car-Mart Inc/TX *		4,894		447
Booking Holdings Inc *		2,194		3,828
Churchill Downs Inc		23,396		2,112
Columbia Sportswear Co		62,011		6,460
Darden Restaurants Inc		78,887		9,582
Deckers Outdoor Corp *		9,141		1,344
Denny’s Corp, Cl A *		27,377		502
Dollar General Corp		25,236		3,011
eBay Inc		142,616		5,297
Gap Inc/The		182,660		4,782
Genuine Parts Co		42,117		4,718
Graham Holdings Co, Cl B		2,832		1,935
Home Depot Inc/The		62,784		12,048
International Speedway Corp, Cl A		9,526		416
K12 Inc *		31,709		1,082
Kohl’s Corp		5,997		412
Lululemon Athletica Inc *		31,936		5,233
McDonald’s Corp		30,485		5,789
Regis Corp *		4,110		81
Ross Stores Inc		31,662		2,948
Service Corp International/US		112,578		4,520
Steven Madden Ltd		27,771		940
Target Corp, Cl A		25,688		2,062
TJX Cos Inc/The		174,474		9,284
Ulta Beauty Inc *		5,100		1,779
Yum! Brands Inc		104,707		10,451
				101,368
Consumer Staples — 10.6%
Archer-Daniels-Midland Co		29,351		1,266
Brown-Forman Corp, Cl B		1,655		87
Church & Dwight Co Inc		6,032		430
Clorox Co/The		38,128		6,118
Coca-Cola Co/The		260,355		12,200
Coca-Cola European Partners PLC		209,619		10,846
Colgate-Palmolive Co		127,114		8,712
Costco Wholesale Corp		38,004		9,202
Estee Lauder Cos Inc/The, Cl A		98,019		16,227
Herbalife Nutrition Ltd *		26,722		1,416
Hershey Co/The		20,761		2,384
Ingredion Inc		13,430		1,272
Inter Parfums Inc		2,427		184
J&J Snack Foods Corp		19,712		3,131
John B Sanfilippo & Son Inc		2,763		199
Kimberly-Clark Corp		7,619		944

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lancaster Colony Corp		21,609	$	3,386
Medifast Inc		14,403		1,837
Nu Skin Enterprises Inc, Cl A		16,078		769
Oil-Dri Corp of America		859		27
PepsiCo Inc		154,668		18,955
Procter & Gamble Co/The		177,532		18,472
Simply Good Foods Co/The *		17,787		366
Sysco Corp, Cl A		94,576		6,314
Tyson Foods Inc, Cl A		72,407		5,027
USANA Health Sciences Inc *		44,468		3,730
WD-40 Co		16,210		2,747
				136,248
Energy — 0.0%
Riviera Resources Inc/Linn *		2,113		30
Financials — 9.1%
Aflac Inc		90,081		4,504
AGNC Investment Corp ‡		547,865		9,862
American Business Bank *		1,245		44
American Equity Investment Life Holding Co		26,865		726
American Financial Group Inc/OH		17,417		1,676
Annaly Capital Management Inc ‡		665,773		6,651
Anworth Mortgage Asset Corp ‡		41,707		168
Apollo Commercial Real Estate Finance Inc		25,795		469
Ares Commercial Real Estate Corp ‡		61,081		928
Associated Banc-Corp		31,986		683
Athene Holding Ltd, Cl A *		9,759		398
BancFirst Corp		975		51
Bancorp Inc/The *		8,909		72
Bank of America Corp		55,363		1,527
Bank of Hawaii Corp		5,867		463
BankFinancial Corp		9,880		147
Banner Corp		14,815		803
BB&T Corp		6,625		308
Berkshire Hathaway Inc, Cl B *		37,787		7,591
BlackRock TCP Capital Corp		128,497		1,822
Boston Private Financial Holdings Inc		16,005		175
Brookline Bancorp Inc, Cl A		5,727		82
Capitol Federal Financial Inc		9,149		122
Capstead Mortgage Corp ‡		52,946		455
Cathay General Bancorp		9,868		335
CBTX Inc		6,107		198
Central Pacific Financial Corp		17,765		512
Cherry Hill Mortgage Investment Corp ‡		19,559		337
Chimera Investment Corp ‡		1,349		25
Cincinnati Financial Corp		7,095		609
CIT Group Inc		12,802		614
Citizens Financial Group Inc		78,082		2,538
CNA Financial Corp		2,890		125
Columbia Financial Inc *		17,903		281
Comerica Inc		16,357		1,199
Commerce Bancshares Inc/MO		23,100		1,341

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
CVB Financial Corp		4,508	$	95
Dime Community Bancshares Inc		7,076		133
Dynex Capital Inc ‡		9,074		55
East West Bancorp Inc		12,000		576
Employers Holdings Inc		3,896		156
Enterprise Financial Services Corp		3,842		157
ESSA Bancorp Inc		1,559		24
Exantas Capital Corp ‡		15,007		160
Fidus Investment Corp		2,543		39
Fifth Third Bancorp		83,066		2,095
First Bancorp/Southern Pines NC		3,292		114
First Defiance Financial Corp		2,577		74
First Hawaiian Inc		4,572		119
First Merchants Corp		2,939		108
First Northwest Bancorp		5,208		81
Flagstar Bancorp Inc		7,999		263
Fulton Financial Corp		14,681		227
Garrison Capital Inc		4,773		34
Granite Point Mortgage Trust Inc		16,647		309
Great Southern Bancorp Inc		1,400		73
Great Western Bancorp Inc		3,822		121
Hartford Financial Services Group Inc/The		36,849		1,832
Hilltop Holdings Inc		8,807		161
HomeTrust Bancshares Inc		4,179		105
IBERIABANK Corp		6,605		474
Independent Bank Corp/MI		5,057		109
Investors Bancorp Inc		34,973		414
JPMorgan Chase & Co		234		24
Kearny Financial Corp/MD		85,986		1,107
KKR Real Estate Finance Trust Inc ‡		30,519		611
Ladder Capital Corp, Cl A		43,407		739
Lakeland Bancorp Inc		4,469		67
Lakeland Financial Corp		3,190		144
Lincoln National Corp		134,150		7,875
M&T Bank Corp		4,017		631
Meridian Bancorp Inc		13,871		218
MetLife Inc		30,051		1,279
MGIC Investment Corp *		44,829		591
National Western Life Group Inc, Cl A		1,518		398
Northfield Bancorp Inc		2,543		35
Northwest Bancshares Inc		146,581		2,487
Oaktree Strategic Income Corp		7,492		61
Oritani Financial Corp		23,788		396
Pacific City Financial Corp		1,707		30
PCSB Financial Corp		3,568		70
PennyMac Mortgage Investment Trust ‡		52,665		1,091
Peoples Bancorp Inc/OH		1,506		47
People’s United Financial Inc		209,203		3,439
Principal Financial Group Inc, Cl A		2,985		150
Provident Financial Services Inc		29,315		759
Prudential Financial Inc		82,948		7,621
Radian Group Inc		15,118		314

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ready Capital Corp ‡		3,477	$	51
Reinsurance Group of America Inc, Cl A		21,058		2,990
Solar Capital Ltd		3,953		82
Starwood Property Trust Inc ‡		350,822		7,841
Stock Yards Bancorp Inc		2,155		73
TCG BDC Inc		11,941		173
Territorial Bancorp Inc		1,783		48
Torchmark Corp, Cl A		80,212		6,573
TPG Specialty Lending Inc		6,608		132
TrustCo Bank Corp NY		8,661		67
Trustmark Corp		20,430		687
Umpqua Holdings Corp		21,683		358
United Community Banks Inc/GA		18,320		457
United Community Financial Corp/OH		4,734		44
United Financial Bancorp Inc		18,758		269
Univest Financial Corp		2,271		56
US Bancorp		25,766		1,242
Voya Financial Inc		110,391		5,515
Washington Federal Inc		35,047		1,012
Washington Trust Bancorp Inc		1,200		58
Waterstone Financial Inc		29,492		485
WesBanco Inc		1,385		55
Western Alliance Bancorp *		18,432		756
Wintrust Financial Corp		4,791		323
Zions Bancorp NA		31,830		1,445
				116,925
Health Care — 9.8%
Anthem Inc		34,447		9,886
Baxter International Inc		3,731		303
Bio-Rad Laboratories Inc, Cl A *		2,438		745
BioSpecifics Technologies Corp *		1,926		120
Bruker Corp		1,863		72
Centene Corp *		25,242		1,340
Chemed Corp		34,253		10,963
Cigna Corp (A)		34,742		5,587
Computer Programs & Systems Inc		5,177		154
Danaher Corp, Cl A		71,638		9,458
Encompass Health Corp		127,627		7,453
Genomic Health Inc *		17,279		1,210
Gilead Sciences Inc		34,648		2,252
Haemonetics Corp *		3,435		300
Hanger Inc *		1,892		36
HCA Healthcare Inc		42,734		5,572
HealthStream Inc *		964		27
Humana Inc		34,960		9,299
Innoviva Inc *		25,225		354
Johnson & Johnson		3,345		468
Masimo Corp *		14,845		2,053
Medtronic PLC		25,419		2,315
Merck & Co Inc		44,952		3,739
Mettler-Toledo International Inc *		5,488		3,968
Molina Healthcare Inc *		3,356		476

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
National HealthCare Corp		12,906	$	979
Orthofix Medical Inc *		22,432		1,265
Pfizer Inc		161,899		6,876
Phibro Animal Health Corp, Cl A		3,365		111
Prestige Consumer Healthcare Inc, Cl A *		54,592		1,633
Quest Diagnostics Inc		47,184		4,243
STERIS PLC		9,024		1,155
United Therapeutics Corp *		37,165		4,362
UnitedHealth Group Inc		36,206		8,952
Universal Health Services Inc, Cl B		61,528		8,231
US Physical Therapy Inc		3,070		322
WellCare Health Plans Inc *		8,609		2,322
Zoetis Inc, Cl A		78,822		7,935
				126,536
Industrials — 2.1%
Brady Corp, Cl A		25,445		1,181
CBIZ Inc *		11,896		241
CH Robinson Worldwide Inc		16,295		1,417
Infrastructure and Energy Alternatives Inc *		2,874		15
Lockheed Martin Corp		21,735		6,524
ManpowerGroup Inc		10,123		837
McGrath RentCorp		6,620		374
Raytheon Co		34,477		6,278
Republic Services Inc		8,820		709
Robert Half International Inc		6,997		456
United Continental Holdings Inc *		8,459		675
Waste Management Inc		75,811		7,878
				26,585
Information Technology — 2.5%
Agilysys Inc *		5,251		111
Booz Allen Hamilton Holding Corp, Cl A		62,617		3,641
Broadridge Financial Solutions Inc		6,657		690
CACI International Inc, Cl A *		7,825		1,424
Cisco Systems Inc		90,095		4,864
Citrix Systems Inc		81,465		8,119
CSG Systems International Inc		4,597		194
F5 Networks Inc, Cl A *		18,392		2,886
Juniper Networks Inc		42,890		1,135
MAXIMUS Inc		6,568		466
MicroStrategy Inc, Cl A *		1,873		270
Motorola Solutions Inc		51,314		7,206
Progress Software Corp		5,951		264
SPS Commerce Inc *		4,467		474
Sykes Enterprises Inc *		18,734		530
				32,274
Materials — 1.1%
Kaiser Aluminum Corp		21,361		2,237
Materion Corp		41,209		2,351
Newmont Mining Corp		78,385		2,804
Reliance Steel & Aluminum Co		60,358		5,448

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Royal Gold Inc, Cl A		7,990	$	727
				13,567
Utilities — 3.8%
American Electric Power Co Inc		37,983		3,181
Avista Corp		18,007		731
Black Hills Corp, Cl A		8,769		650
CenterPoint Energy Inc		326,669		10,029
Consolidated Edison Inc		29,376		2,491
DTE Energy Co		56,193		7,010
El Paso Electric Co, Cl A		3,955		233
Evergy Inc		40,250		2,337
Exelon Corp		200,301		10,041
Hawaiian Electric Industries Inc		120,764		4,924
IDACORP Inc, Cl A		2,642		263
MDU Resources Group Inc		67,994		1,756
NextEra Energy Inc		4,766		921
Pinnacle West Capital Corp		3,631		347
Portland General Electric Co		10,568		548
Public Service Enterprise Group Inc		8,134		483
Southern Co/The		47,429		2,451
UGI Corp		19,639		1,088
				49,484
				630,912

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Total Common Stock (Cost $1,103,705) ($ Thousands)			$	1,247,137
PREFERRED STOCK — 0.1%
Germany — 0.1%
Bayerische Motoren Werke AG (B)		13,514		890
Sweden — 0.0%
Akelius Residential Property AB (B)		9,103		339
Total Preferred Stock (Cost $1,443) ($ Thousands)				1,229
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†		25,120,070		25,120
Total Cash Equivalent (Cost $25,120) ($ Thousands)				25,120
Total Investments in Securities — 98.8% (Cost $1,130,268) ($ Thousands)			$	1,273,486

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
DJ Euro Stoxx 50 Index		69		Jun-2019	$	2,506	$	2,535	$	35
FTSE 100 Index		16		Jun-2019		1,493		1,504		22
Hang Seng Index		3		Apr-2019		547		556		9
S&P 500 Index E-MINI		80		Jun-2019		11,103		11,351		248
SPI 200 Index		6		Jun-2019		658		658		–
TOPIX Index		13		Jun-2019		1,859		1,870		1
					$	18,166	$	18,474	$	315

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/25/19	USD		92	DKK		604	$	(1	)
Brown Brothers Harriman		04/25/19	USD		17	SGD		23		–
Brown Brothers Harriman		04/25/19	USD		224	SGD		302		(1	)
Brown Brothers Harriman		04/25/19	USD		284	GBP		215		(4	)
Brown Brothers Harriman		04/25/19	USD		2	NOK		13		–
Brown Brothers Harriman		04/25/19	USD		355	NOK		3,020		(4	)
Brown Brothers Harriman		04/25/19	USD		433	SEK		3,983		(3	)
Brown Brothers Harriman		04/25/19	USD		718	HKD		5,633		–

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/25/19	USD		174	CHF		173	$	—
Brown Brothers Harriman		04/25/19	USD		832	CHF		823		(3	)
Brown Brothers Harriman		04/25/19	USD		1,058	EUR		931		(11	)
Brown Brothers Harriman		04/25/19	USD		891	CAD		1,194		3
Brown Brothers Harriman		04/25/19	USD		191	CAD		255		—
Brown Brothers Harriman		04/25/19	USD		923	JPY		102,150		2
Brown Brothers Harriman		04/25/19	USD		636	JPY		69,821		(4	)
Brown Brothers Harriman		04/25/19	SGD		13,413	USD		9,937		28
Brown Brothers Harriman		04/25/19	SGD		131	USD		97		—
Brown Brothers Harriman		04/25/19	GBP		13,802	USD		18,225		223
Brown Brothers Harriman		04/25/19	DKK		25,750	USD		3,925		44
Brown Brothers Harriman		04/25/19	CHF		565	USD		569		1
Brown Brothers Harriman		04/25/19	CHF		34,744	USD		34,910		(60	)
Brown Brothers Harriman		04/25/19	EUR		39,763	USD		45,238		508
Brown Brothers Harriman		04/25/19	CAD		58,057	USD		43,583		97
Brown Brothers Harriman		04/25/19	CAD		1,192	USD		889		(4	)
Brown Brothers Harriman		04/25/19	NOK		87,698	USD		10,277		81
Brown Brothers Harriman		04/25/19	NOK		1,621	USD		188		(1	)
Brown Brothers Harriman		04/25/19	SEK		121,304	USD		13,233		130
Brown Brothers Harriman		04/25/19	SEK		3,964	USD		427		(1	)
Brown Brothers Harriman		04/25/19	HKD		3,420	USD		436		—
Brown Brothers Harriman		04/25/19	HKD		261,179	USD		33,287		(11	)
Brown Brothers Harriman		04/25/19	JPY		48,552	USD		441		1
Brown Brothers Harriman		04/25/19	JPY		7,605,103	USD		68,391		(470	)
Brown Brothers Harriman		04/26/19	USD		28	NZD		42		—
Brown Brothers Harriman		04/26/19	USD		354	NZD		513		(4	)
Brown Brothers Harriman		04/26/19	USD		61	AUD		87		—
Brown Brothers Harriman		04/26/19	USD		658	AUD		924		(1	)
Brown Brothers Harriman		04/26/19	NZD		16,822	USD		11,520		45
Brown Brothers Harriman		04/26/19	NZD		418	USD		284		(1	)
Brown Brothers Harriman		04/26/19	AUD		31,435	USD		22,284		(53	)
									$	526

Percentages are based on Net Assets of $1,289,481 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $5,715 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

(B) There is currently no rate available.

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DJ — Dow Jones

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times and the London Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

Ltd — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

S&P— Standard & Poor’s

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX — Tokyo Price Index

USD — United States Dollar

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Global Managed Volatility Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2019, 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	$	1,247,137	$	–		$	–	$	1,247,137
Preferred Stock		1,229		–			–		1,229
Cash Equivalent		25,120		–			–		25,120
Total Investments in Securities	$	1,273,486	$	–		$	–	$	1,273,486
Other Financial Instruments	Level 1		Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	315	$	–		$	–	$	315
Forwards Contracts*
Unrealized Appreciation		–		1,163			–		1,163
Unrealized Depreciation		–		(637	)		–		(637	)
Total Other Financial Instruments	$	315	$	526		$	–	$	841

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

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

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

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

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

Security Description	Value 9/30/2018		Purchases at Cost		Proceeds from Sales			Value 3/31/2019		Income
SEI Daily Income Trust, Government Fund, Cl F		$  26,205		$  125,128		$	(126,213)		$  25,120		$  139

Amounts designated as “—” are either $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, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.8%
Communication Services — 5.1%
AT&T Inc		75,970	$	2,382
Lions Gate Entertainment Corp, Cl B		35,000		528
Madison Square Garden Co/The *		21,211		6,218
NTT DOCOMO Inc ADR		130,100		2,893
Omnicom Group Inc		67,600		4,934
SK Telecom Co Ltd ADR		129,800		3,179
Take-Two Interactive Software Inc, Cl A *		9,560		902
TELUS Corp		115,600		4,280
Verizon Communications Inc		307,339		18,173
Walt Disney Co/The		93,498		10,381
				53,870
Consumer Discretionary — 4.8%
AutoZone Inc *		6,300		6,452
Best Buy Co Inc		10,994		781
Canadian Tire Corp Ltd, Cl A		59,500		6,413
Darden Restaurants Inc		65,500		7,956
Deckers Outdoor Corp *		3,645		536
Dick’s Sporting Goods Inc		43,505		1,601
Dollar General Corp		13,022		1,553
Dunkin’ Brands Group Inc		9,462		711
Fiat Chrysler Automobiles NV		24,564		365
Gap Inc/The		84,865		2,222
Graham Holdings Co, Cl B		1,110		758
Lowe’s Cos Inc		34,400		3,766
McDonald’s Corp		37,607		7,142
NVR Inc *		432		1,195
Toyota Motor Corp ADR		38,500		4,544
Ulta Beauty Inc *		14,203		4,953
				50,948
Consumer Staples — 15.0%
Altria Group Inc		217,281		12,478
Archer-Daniels-Midland Co		45,200		1,949
Bunge Ltd		3,948		210
Church & Dwight Co Inc		102,803		7,323
Clorox Co/The		46,743		7,500
Coca-Cola Co/The		90,300		4,231
Coca-Cola European Partners PLC		49,400		2,556
Colgate-Palmolive Co		64,144		4,396
Costco Wholesale Corp		36,346		8,801
Herbalife Nutrition Ltd *		4,997		265
Hershey Co/The		44,177		5,073
Ingredion Inc		10,845		1,027
JM Smucker Co/The		20,949		2,441
Kimberly-Clark Corp		43,214		5,354
Kroger Co/The		124,000		3,050
Lamb Weston Holdings Inc		41,191		3,087
McCormick & Co Inc/MD		55,408		8,346
Metro Inc, Cl A		58,400		2,151
Nu Skin Enterprises Inc, Cl A		18,077		865

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PepsiCo Inc		64,572	$	7,913
Philip Morris International Inc		34,312		3,033
Procter & Gamble Co/The		48,347		5,031
Sanderson Farms Inc		28,200		3,718
Sysco Corp, Cl A		96,035		6,411
Tyson Foods Inc, Cl A		183,000		12,706
Walgreens Boots Alliance Inc		233,800		14,793
Walmart Inc		247,524		24,141
				158,849
Energy — 2.7%
Chevron Corp		46,500		5,728
Concho Resources Inc		3,205		356
EOG Resources Inc		36,122		3,438
Exxon Mobil Corp		71,100		5,745
Marathon Petroleum Corp		19,233		1,151
Schlumberger Ltd, Cl A		16,417		715
Valero Energy Corp		95,870		8,133
Williams Cos Inc/The		110,432		3,171
				28,437
Financials — 15.7%
Aflac Inc		112,800		5,640
AGNC Investment Corp ‡		130,419		2,348
Allstate Corp/The		65,446		6,164
American Financial Group Inc		41,500		3,993
Arbor Realty Trust Inc		257,845		3,344
Arch Capital Group Ltd *		193,014		6,238
Assurant Inc		10,566		1,003
Assured Guaranty Ltd		34,028		1,512
Axis Capital Holdings Ltd		50,100		2,744
Bank of America Corp		21,231		586
Bank of Hawaii Corp		28,052		2,212
Bank of Nova Scotia/The, Cl C		52,600		2,801
BankUnited Inc		15,934		532
Berkshire Hathaway Inc, Cl B *		59,100		11,873
BOK Financial Corp		52,300		4,265
Cboe Global Markets Inc		80,058		7,641
Chimera Investment Corp ‡		148,500		2,783
Chubb Ltd		12,399		1,737
CME Group Inc		28,880		4,753
Cullen/Frost Bankers Inc		27,019		2,623
Everest Re Group Ltd		43,466		9,387
Genworth MI Canada Inc		23,900		724
Hanover Insurance Group Inc/The, Cl A		19,700		2,249
Ladder Capital Corp, Cl A		171,200		2,914
LPL Financial Holdings Inc		53,707		3,741
MarketAxess Holdings Inc		18,920		4,656
MFA Financial Inc ‡		501,709		3,647
Morningstar Inc, Cl A		54,552		6,873
National Bank of Canada		54,700		2,469
Popular Inc		90,817		4,734

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Progressive Corp/The		115,800	$	8,348
Regions Financial Corp		186,377		2,637
Reinsurance Group of America Inc, Cl A		9,329		1,324
RenaissanceRe Holdings Ltd		83,889		12,038
TFS Financial Corp		211,099		3,477
Travelers Cos Inc/The		83,472		11,449
Two Harbors Investment Corp ‡		294,700		3,987
US Bancorp		31,411		1,514
Voya Financial Inc		13,223		661
White Mountains Insurance Group Ltd		4,776		4,420
				166,041
Health Care — 17.0%
AbbVie Inc		53,300		4,295
AmerisourceBergen Corp, Cl A		60,764		4,832
Amgen Inc, Cl A		16,800		3,192
Anthem Inc		44,047		12,641
AstraZeneca ADR		107,200		4,334
Bausch Health Cos Inc *		3,933		97
Baxter International Inc		87,932		7,150
Biogen Inc *		3,955		935
Bio-Rad Laboratories Inc, Cl A *		8,793		2,688
Chemed Corp		1,680		538
Cigna Corp (A)		29,317		4,715
CVS Health Corp		31,417		1,694
Edwards Lifesciences Corp, Cl A *		2,235		428
Eli Lilly & Co		156,104		20,256
Haemonetics Corp *		2,567		224
Hill-Rom Holdings Inc		7,580		802
Hologic Inc *		32,197		1,558
Humana Inc		38,120		10,140
ICON *		9,514		1,299
Johnson & Johnson		195,171		27,283
Laboratory Corp of America Holdings *		18,602		2,846
Masimo Corp *		11,105		1,536
McKesson Corp		8,957		1,048
Merck & Co Inc		271,437		22,575
Pfizer Inc		600,276		25,494
Premier Inc, Cl A *		18,980		655
Quest Diagnostics Inc		50,752		4,564
UnitedHealth Group Inc		35,650		8,815
Varian Medical Systems Inc *		2,133		302
WellCare Health Plans Inc *		1,176		317
Zoetis Inc, Cl A		18,364		1,849
				179,102
Industrials — 9.2%
Boeing Co/The		32,700		12,472
BWX Technologies Inc, Cl W		20,728		1,028
EMCOR Group Inc		13,365		977
Expeditors International of Washington Inc		14,206		1,078
General Dynamics Corp		8,600		1,456

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Huntington Ingalls Industries Inc, Cl A		5,798	$	1,201
Kaman Corp, Cl A		32,900		1,923
L3 Technologies Inc		20,542		4,239
Landstar System Inc		11,414		1,248
Lockheed Martin Corp		25,675		7,707
Northrop Grumman Corp		45,529		12,275
Quanta Services Inc		37,697		1,423
Raytheon Co		80,261		14,614
Republic Services Inc		146,100		11,743
Southwest Airlines Co, Cl A		23,251		1,207
Spirit AeroSystems Holdings Inc, Cl A		12,040		1,102
United Continental Holdings Inc *		9,555		762
United Technologies Corp		50,700		6,535
Waste Management Inc		133,069		13,827
				96,817
Information Technology — 11.8%
Amdocs Ltd		171,424		9,276
Apple Inc		75,762		14,391
Aspen Technology Inc *		14,158		1,476
Automatic Data Processing Inc		18,753		2,996
Broadridge Financial Solutions Inc		13,234		1,372
Cadence Design Systems Inc *		8,968		570
Cisco Systems Inc		306,400		16,543
Citrix Systems Inc		14,298		1,425
CSG Systems International Inc		37,600		1,590
Intel Corp		307,300		16,502
Intuit Inc		7,373		1,927
Jack Henry & Associates Inc		10,939		1,518
Juniper Networks Inc		135,400		3,584
Mastercard Inc, Cl A		1,331		313
Microsoft Corp		85,745		10,113
Motorola Solutions Inc		89,937		12,629
NetApp Inc		9,091		630
Oracle Corp, Cl B		176,000		9,453
Science Applications International Corp		14,671		1,129
Symantec Corp, Cl A		173,514		3,989
Synopsys Inc *		74,285		8,554
Tech Data Corp *		22,200		2,274
Teradyne Inc		15,297		609
VeriSign Inc *		10,747		1,951
				124,814
Materials — 2.3%
AptarGroup Inc		6,262		666
Avery Dennison Corp		31,600		3,571
Axalta Coating Systems Ltd *		78,998		1,992
Bemis Co Inc		44,400		2,463
Kaiser Aluminum Corp		33,600		3,519
LyondellBasell Industries, Cl A		7,082		595
Newmont Mining Corp		36,922		1,321
Silgan Holdings Inc		110,800		3,283

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sonoco Products Co		98,300	$	6,048
Trinseo SA		15,714		712
				24,170
Real Estate — 2.3%
Equity LifeStyle Properties Inc ‡		14,695		1,680
Medical Properties Trust Inc ‡		197,100		3,648
National Health Investors Inc ‡		41,200		3,236
Omega Healthcare Investors Inc ‡		128,000		4,883
Rayonier Inc ‡		23,223		732
SBA Communications Corp, Cl A *‡		8,218		1,641
Tanger Factory Outlet Centers Inc ‡		190,700		4,001
VEREIT Inc ‡		523,800		4,384
				24,205
Utilities — 11.9%
Alliant Energy Corp		9,988		471
Ameren Corp		74,283		5,464
American Electric Power Co Inc		126,917		10,629
Consolidated Edison Inc		160,960		13,651
DTE Energy Co		45,217		5,640
Duke Energy Corp		55,583		5,002
Edison International		120,856		7,483
Entergy Corp		119,200		11,399
Eversource Energy		113,201		8,032
Exelon Corp		227,300		11,395
FirstEnergy Corp		87,500		3,641
NextEra Energy Inc		33,372		6,452
Pinnacle West Capital Corp		48,930		4,677
Portland General Electric Co		73,374		3,804
Public Service Enterprise Group Inc		183,544		10,904
Southern Co/The		92,901		4,801
Southwest Gas Holdings Inc		10,242		843
UGI Corp		27,722		1,536
WEC Energy Group Inc		117,465		9,289
				125,113
Total Common Stock (Cost $654,658) ($ Thousands)				1,032,366
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**		20,855,746		20,856
Total Cash Equivalent (Cost $20,856) ($ Thousands)				20,856
Total Investments in Securities — 99.8% (Cost $675,514) ($ Thousands)			$	1,053,222

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed Managed Volatility Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation
S&P 500 Index E-MINI		67		Jun-2019	$	9,229	$	9,507	$	278
					$	9,229	$	9,507	$	278

Percentages are based on Net Assets of $1,055,211 ($ Thousands).

* Non-income producing security.

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

^{† I}nvestment in Affiliated Security (see Note 10).

^‡  Real Estate Investment Trust.

^(A)  Securities considered illiquid. The total value of such securities as of March 31, 2019 was $4,715 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

The following is a list of the level of inputs used as of March 31, 2019, 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	$	1,032,366	$	–	$	–	$	1,032,366
Cash Equivalent		20,856		–		–		20,856
Total Investments in Securities	$	1,053,222	$	–	$	–	$	1,053,222

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	278	$	—	$	—	$	278
Total Other Financial Instruments	$	278	$	—	$	—	$	278

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

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

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

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

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

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

Security Description	Value 9/30/18		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/19		Income
SEI Daily Income Trust, Government Fund, Cl F	$	17,479	$	137,335	$	(133,958)	$	-	$	-	$	20,856	$	273
Total	$	17,479	$	137,335	$	(133,958)	$	-	$	-	$	20,856	$	273

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

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 94.6%
Australia — 7.8%
Abacus Property Group		264,458	$	699
AGL Energy Ltd		185,423		2,867
ASX Ltd		42,439		2,105
Aurizon Holdings Ltd		454,449		1,469
BHP Group Ltd		6,201		170
Brickworks Ltd		70,947		873
Coca-Cola Amatil Ltd		324,187		1,992
Crown Resorts Ltd		109,603		896
CSL Ltd		10,005		1,385
Evolution Mining Ltd		42,178		110
Flight Centre Travel Group Ltd		25,121		750
Harvey Norman Holdings Ltd		506,941		1,448
Inghams Group Ltd		383,880		1,192
Lendlease Group		53,706		472
Macquarie Group Ltd		22,760		2,092
Mirvac Group		364,912		713
Newcrest Mining Ltd		13,198		239
Rio Tinto Ltd		42,230		2,937
Sonic Healthcare Ltd		14,936		261
South32 Ltd		157,673		418
Stockland		165,692		453
Telstra Corp Ltd, Cl B		712,585		1,680
Wesfarmers Ltd		45,049		1,109
Woolworths Group Ltd		104,549		2,258
				28,588
Austria — 1.2%
CA Immobilien Anlagen AG		7,835		283
Erste Group Bank AG		8,303		306
Oesterreichische Post AG		15,373		651
OMV AG		8,528		463
Raiffeisen Bank International AG		6,989		157
S IMMO AG		9,548		195
Telekom Austria AG, Cl A		81,520		593
UNIQA Insurance Group AG		35,314		352
Verbund AG		12,388		595
voestalpine AG		21,703		660
				4,255
Belgium — 1.7%
Ageas		2,043		98
Colruyt SA		41,376		3,062
D’ieteren SA/NV		9,167		363
Proximus SADP		31,937		922
Sipef NV		1,175		66
UCB SA, Cl A		12,608		1,084
Umicore SA		17,180		764
				6,359
Canada — 2.3%
Bank of Nova Scotia/The, Cl C		8,884		473
Canadian Imperial Bank of Commerce		8,964		709
Canadian Tire Corp Ltd, Cl A		11,347		1,223

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
George Weston Ltd		2,159	$	155
Loblaw Cos Ltd		14,065		694
TELUS Corp		70,718		2,618
Toronto-Dominion Bank/The		48,192		2,616
				8,488
Denmark — 2.1%
Carlsberg A/S, Cl B		10,243		1,281
Coloplast A/S, Cl B		15,341		1,685
Danske Bank A/S		72,884		1,280
Demant A/S *		5,208		154
DSV A/S		1,251		104
H Lundbeck A/S, Cl H		5,809		252
Jyske Bank A/S		16,014		619
Matas A/S		15,078		149
Novo Nordisk A/S, Cl B		7,621		399
Royal Unibrew A/S		7,711		569
Scandinavian Tobacco Group A/S		49,655		620
Sydbank A/S		18,313		380
United International Enterprises		564		112
				7,604
Finland — 1.1%
Elisa OYJ		9,000		406
Fortum OYJ		47,674		976
Kesko OYJ, Cl B		18,076		1,101
Orion Oyj, Cl B		19,059		715
Tieto OYJ		21,996		672
				3,870
France — 6.3%
Accor SA		1,616		65
Aeroports de Paris, Cl A		1,070		207
AXA SA		21,925		552
Baikowski SAS *(A)		2,092		34
Bastide le Confort Medical		2,603		101
BNP Paribas SA		10,388		497
Caisse Regionale de Credit Agricole Mutuel de Paris et d’Ile-de-France		985		109
Caisse Regionale De Credit Agricole Mutuel Toulouse 31 (A)		779		111
Cie Generale des Etablissements Michelin SCA		16,319		1,931
Credit Agricole SA		53,678		649
Credit Regionale de Credit Agricole Mutuel Sud Rhone Alpes (A)		459		112
Danone SA		8,176		631
Dassault Aviation SA		545		805
Engie SA		126,141		1,881
Eutelsat Communications SA		7,231		127
Fnac Darty SA *		1,602		120
Kaufman & Broad SA		10,510		430
LNA Sante SA		2,819		148
Metropole Television SA		34,396		635

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Orange SA		146,678	$	2,388
Peugeot SA		16,000		390
PSB Industries SA		2,092		77
Renault SA		5,850		387
Rubis SCA		2,506		137
Sanofi		56,743		5,017
SCOR SE		2,972		127
Societe BIC SA		16,100		1,436
Societe Generale SA		14,980		433
Thales SA, Cl A		652		78
TOTAL SA		42,611		2,369
Veolia Environnement SA		36,492		817
				22,801
Germany — 5.5%
Aareal Bank AG		32,422		1,000
adidas AG		1,170		285
Allianz SE		1,989		443
Beiersdorf AG		2,968		309
Covestro AG		16,142		889
Daimler AG		10,923		641
Deutsche Lufthansa AG		39,440		867
Deutsche Telekom AG		131,358		2,182
Evonik Industries AG		28,804		785
Fraport AG Frankfurt Airport Services Worldwide		4,634		355
Freenet AG		5,102		110
Hannover Rueck SE		12,686		1,823
Hornbach Holding AG & Co KGaA		12,334		619
McKesson Europe AG		3,753		110
Merck KGaA		25,871		2,953
METRO AG		112,029		1,861
MTU Aero Engines AG		1,151		261
Muenchener Rueckversicherungs-
Gesellschaft AG in Muenchen		12,870		3,049
Salzgitter AG		19,737		571
SAP SE		1,022		118
Siemens AG		3,158		340
Siltronic AG		1,382		122
Sirius Real Estate Ltd		87,389		72
Uniper SE		5,125		155
Vonovia SE		5,398		280
				20,200
Hong Kong — 5.9%
China Motor Bus Co Ltd (A)		16,800		227
CK Infrastructure Holdings Ltd		82,000		673
CLP Holdings Ltd, Cl B		368,500		4,272
Dah Sing Banking Group Ltd		336,000		631
Hang Lung Group Ltd		128,000		411
Hang Seng Bank Ltd		19,000		469
HK Electric Investments & HK Electric Investments Ltd		1,500,500		1,533

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
HKT Trust & HKT Ltd		633,000	$	1,018
Hong Kong & China Gas Co Ltd		390,390		936
Hongkong & Shanghai Hotels Ltd/The		154,000		222
Hutchison Telecommunications Hong Kong Holdings		254,000		108
Hysan Development Co Ltd		19,000		102
Johnson Electric Holdings Ltd		115,500		267
Kerry Properties Ltd		480,000		2,143
Lee & Man Paper Manufacturing Ltd		716,000		610
Link REIT		10,000		117
MTR Corp Ltd		184,000		1,139
New World Development Co Ltd		94,000		156
NWS Holdings Ltd		383,000		837
Pacific Textile Holdings		491,000		442
Paliburg Holdings Ltd (A)		328,000		140
PCCW Ltd		657,000		408
Power Assets Holdings Ltd		92,000		638
Regal Hotels International Holdings Ltd		160,000		100
Regal Real Estate Investment Trust		259,000		80
Shangri-La Asia Ltd		54,000		77
Sunlight Real Estate Investment Trust		145,000		109
Swire Pacific Ltd, Cl A		27,000		347
Tian An China Investment Co Ltd		170,000		92
WH Group Ltd		2,423,000		2,593
Wharf Real Estate Investment Co Ltd		59,000		439
Wheelock & Co Ltd		24,000		176
				21,512
Ireland — 0.2%
Irish Residential Properties REIT PLC		343,231		613
Israel — 1.6%
Bank Hapoalim BM		410,265		2,720
Bank Leumi Le-Israel BM		57,265		374
Fattal Holdings 1998 Ltd *		851		96
FIBI Holdings Ltd		3,995		112
Isras Investment Co Ltd		1,037		145
Kerur Holdings Ltd		4,093		101
Mizrahi Tefahot Bank Ltd		48,726		1,003
Oil Refineries Ltd *		1,712,187		838
Paz Oil Co Ltd *		2,001		299
Shufersal Ltd		26,493		171
				5,859
Italy — 1.1%
A2A SpA		452,940		827
Assicurazioni Generali SpA		9,000		167
Atlantia SpA		9,488		246
Enel SpA		143,512		919
Hera SpA		337,822		1,223
Intesa Sanpaolo SpA		42,682		104
Terna Rete Elettrica Nazionale SpA		53,518		339
				3,825

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Japan — 21.1%
ABC-Mart Inc, Cl H		9,600	$	572
Aeon Co Ltd, Cl H		34,200		716
AEON REIT Investment Corp		798		942
AGC Inc/Japan		15,100		529
Ainavo Holdings		12,200		100
Aisin Seiki Co Ltd		24,800		886
Alfresa Holdings Corp		26,400		751
Alpen Co Ltd		6,400		99
Alps Logistics		13,400		98
ANA Holdings Inc		19,700		722
Aozora Bank Ltd		33,200		821
Arcs Co Ltd		47,700		1,049
Asahi Group Holdings Ltd		6,100		272
Asahi Kasei Corp		18,000		186
Astellas Pharma Inc		201,500		3,019
Bandai Namco Holdings Inc		10,200		478
Canon Inc		45,200		1,312
Choushimaru Co Ltd		10,500		107
Chubu Electric Power Co Inc		15,500		242
COMSYS Holdings Corp		9,900		270
Daiichi Kensetsu Corp		7,200		107
Daiichi Sankyo Co Ltd		4,600		212
Daiki Aluminium Industry Co Ltd		26,000		156
Daiohs Corp		3,400		42
Dairei		6,300		102
DCM Holdings Co Ltd		109,400		1,020
Ebara Foods Industry Inc		4,700		92
EDION Corp		20,600		180
FJ Next Co Ltd		16,100		124
FUJIFILM Holdings Corp		24,700		1,123
Gakkyusha Co Ltd		8,400		99
Gourmet Kineya Co Ltd		10,000		105
Hakudo Co Ltd		6,800		95
Heiwa Corp		6,400		128
Hiroshima Gas Co Ltd		31,400		98
Hokkaido Gas Co Ltd		9,800		127
Honda Motor Co Ltd		33,000		893
Hoya Corp		1,500		99
Inaba Denki Sangyo Co Ltd		20,600		797
ITOCHU Corp		90,100		1,630
Itochu Enex Co Ltd		41,300		333
Japan Airlines Co Ltd		51,800		1,825
Japan Post Bank Co Ltd		83,000		907
Japan Post Holdings Co Ltd		108,400		1,269
Japan Prime Realty Investment Corp, Cl A ‡		189		779
Japan Tobacco Inc		64,900		1,610
Joshin Denki Co Ltd		6,000		138
JXTG Holdings Inc		249,000		1,139
Kadoya Sesame Mills Inc		2,200		103
Kamigumi Co Ltd		61,100		1,415
Kaneka Corp		11,600		434

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kato Sangyo Co Ltd		8,700	$	287
KDDI Corp		115,200		2,482
Keihanshin Building Co Ltd		19,000		186
Keiyo Co Ltd		73,200		327
Kinden Corp		18,800		312
Kirin Holdings Co Ltd		4,600		110
Kohnan Shoji Co Ltd		4,500		112
Komeri Co Ltd		12,700		311
K’s Holdings Corp		7,500		67
Kuraray Co Ltd		73,500		935
Kurimoto Ltd		10,700		141
Kyokuyo Co Ltd		11,300		290
KYORIN Holdings Inc		19,000		371
Kyowa Exeo Corp		33,300		919
Kyushu Railway Co		3,300		109
LIXIL VIVA Corp		15,100		192
Marvelous		13,900		108
Matsumotokiyoshi Holdings Co Ltd		2,900		97
McDonald’s Holdings Co Japan Ltd		16,100		745
Mebuki Financial Group Inc		135,900		347
Medipal Holdings Corp		44,900		1,067
Mitsubishi Corp		6,900		192
Mitsubishi Gas Chemical Co Inc		15,200		217
Mitsubishi Shokuhin Co Ltd		27,200		712
Mitsubishi Tanabe Pharma Corp		37,600		502
Mitsui & Co Ltd		75,400		1,171
Miyoshi Oil & Fat Co Ltd		10,200		103
Mizuho Financial Group Inc		2,085,300		3,227
Mochida Pharmaceutical Co Ltd		1,800		92
NHK Spring Co Ltd		50,200		451
Nippo Corp		49,900		931
Nippon Building Fund Inc		103		698
Nippon Express Co Ltd		13,700		762
Nippon Flour Mills Co Ltd		55,300		949
Nippon Telegraph & Telephone Corp		102,000		4,334
Nissan Motor Co Ltd		225,200		1,848
Nisshin Oillio Group Ltd/The		26,900		795
Nitto Fuji Flour Milling Co Ltd (A)		4,000		222
NTT DOCOMO Inc		122,100		2,704
Okinawa Electric Power Co Inc/The		11,287		192
Ootoya Holdings Co Ltd (A)		11,000		223
Osaka Gas Co Ltd		39,900		787
Otsuka Corp		14,600		545
OUG Holdings Inc (A)		8,700		202
Proto Corp		6,100		110
Sankyo Co Ltd		29,000		1,106
Seiko Epson		33,200		508
Senshu Ikeda Holdings Inc		114,800		295
Seven & i Holdings Co Ltd		21,000		792
SG Holdings Co Ltd		8,800		256
Shibusawa Warehouse Co Ltd/The		7,200		109
Shidax Corp		31,700		92

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Shimachu Co Ltd		7,600	$	198
Shionogi & Co Ltd		12,400		768
Softbank		8,300		94
SoftBank Group Corp		1,200		116
SPK Corp		4,500		98
Sumitomo Bakelite Co Ltd		3,200		115
Sumitomo Dainippon Pharma Co Ltd		2,100		52
Sumitomo Mitsui Financial Group Inc		8,400		294
Sumitomo Osaka Cement Co Ltd		25,300		997
Suzuken Co Ltd/Aichi Japan		23,500		1,361
Taisho Pharmaceutical Holdings Co Ltd		7,900		753
TAKEBISHI CORP		1,900		24
Teijin Ltd		72,500		1,196
Toho Holdings Co Ltd		3,500		87
Tokio Marine Holdings		7,900		383
Tokyo Electric Power Co Holdings Inc *		69,800		441
Tokyo Gas Co Ltd		28,900		782
Toshiba Plant Systems & Services Corp		7,200		128
Toyota Motor Corp		17,600		1,031
Tsumura & Co		11,000		334
Valor Holdings Co Ltd		5,000		121
West Japan Railway Co		23,300		1,755
Yaizu Suisankagaku Industry Co Ltd		10,500		106
Yamada Denki Co Ltd		32,300		159
Yasuda Logistics Corp		19,800		165
Yellow Hat Ltd		11,200		147
Yomeishu Seizo Co Ltd		6,000		116
Yuasa Funashoku Co Ltd (A)		4,560		151
Zaoh		8,700		104
				77,070
Netherlands — 2.6%
ABN AMRO Group		79,449		1,793
ASR Nederland NV		10,035		418
Corbion NV		3,042		91
Heineken NV		3,040		321
Koninklijke Ahold Delhaize NV		126,640		3,374
NN Group NV		68,275		2,839
Randstad NV		2,260		110
Signify NV		15,116		405
				9,351
New Zealand — 2.0%
Auckland International Airport Ltd		105,544		586
Chorus Ltd		57,800		233
Contact Energy Ltd		114,148		540
Fisher & Paykel Healthcare Corp Ltd		184,452		1,975
Fletcher Building Ltd		29,864		101
Freightways Ltd		32,367		182
Goodman Property Trust		149,541		176
Mercury NZ Ltd		234,122		623
Meridian Energy Ltd		176,978		505
PGG Wrightson		303,672		102

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ryman Healthcare Ltd		42,791	$	358
Spark New Zealand Ltd		176,255		457
Summerset Group Holdings Ltd		57,029		257
Tourism Holdings Ltd		55,789		180
Warehouse Group Ltd/The (A)		97,101		144
Z Energy Ltd		198,449		847
				7,266
Norway — 1.3%
Austevoll Seafood ASA		51,946		615
DNB ASA, Cl A		29,374		542
Mowi ASA		46,066		1,030
Olav Thon Eiendomsselskap ASA		6,036		106
Orkla ASA		93,828		721
Sparebank 1 Oestlandet		10,088		97
Sparebanken Sor		9,196		96
Telenor ASA		64,166		1,287
Yara International ASA		3,093		127
				4,621
Portugal — 0.1%
REN - Redes Energeticas Nacionais SGPS SA		122,631		350
Sonae SGPS SA		104,822		109
				459
Singapore — 3.7%
CapitaLand Commercial Trust		422,500		605
CapitaLand Mall Trust ‡		1,336,100		2,348
ComfortDelGro Corp Ltd		330,900		628
DBS Group Holdings Ltd		167,700		3,124
Mapletree Industrial Trust		103,900		161
Mapletree Logistics Trust		224,370		242
Olam International Ltd		78,000		114
Oversea-Chinese Banking Corp Ltd		116,200		948
SATS Ltd		279,900		1,056
Sheng Siong Group Ltd		365,100		280
Singapore Airlines Ltd		32,600		232
Singapore Press Holdings Ltd		210,200		374
Singapore Technologies Engineering Ltd		450,200		1,243
SPH REIT ‡		284,000		220
United Industrial Corp Ltd (A)		50,700		109
United Overseas Bank Ltd		44,200		822
UOL Group Ltd		26,200		134
Venture Corp Ltd		8,100		107
Wilmar International Ltd		255,300		624
				13,371
Spain — 1.9%
Ebro Foods SA		26,169		560
Enagas SA		5,521		161
Endesa SA		130,857		3,341
Grifols SA		16,305		457
Iberdrola SA		210,398		1,849
International Consolidated Airlines Group SA		51,138		341

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Red Electrica Corp SA		13,129	$	280
				6,989
Sweden — 2.6%
Axfood AB		54,195		1,011
Epiroc AB, Cl B *		21,754		209
Essity AB, Cl B		12,605		364
Hemfosa Fastigheter AB		18,745		165
ICA Gruppen AB		77,256		3,107
JM AB		18,508		332
KNOW IT AB		10,862		233
Nyfosa AB *		18,745		112
Resurs Holding AB		116,084		721
Scandic Hotels Group AB		56,783		508
Svenska Cellulosa AB SCA, Cl B		21,139		184
Swedbank AB, Cl A		21,238		301
Swedish Match AB		32,122		1,641
Telia Co AB		168,432		762
				9,650
Switzerland — 9.4%
Allreal Holding AG, Cl A		688		117
ALSO Holding AG		1,128		146
Baloise Holding AG		8,737		1,443
Barry Callebaut AG		566		1,022
Basellandschaftliche Kantonalbank		213		195
Basler Kantonalbank, Cl H		1,334		102
Berner Kantonalbank AG		473		115
BKW AG		15,516		1,058
Chocoladefabriken Lindt & Spruengli AG		207		1,407
Emmi AG		117		103
Idorsia Ltd *		3,040		53
Intershop Holding AG		203		104
Nestle SA		13,549		1,291
Novartis AG		16,871		1,623
Orior AG		2,561		205
Pargesa Holding SA		8,903		697
PSP Swiss Property AG		4,712		512
Roche Holding AG		24,986		6,883
Romande Energie Holding SA		76		86
Schindler Holding AG		6,813		1,412
SGS SA, Cl B		202		503
Sika AG		2,966		414
Sonova Holding AG		10,159		2,010
St Galler Kantonalbank AG		263		121
Swiss Life Holding AG		10,494		4,621
Swiss Prime Site AG		11,158		977
Swiss Re AG		17,857		1,744
Swisscom AG		2,292		1,121
Tamedia AG		1,368		139
Valiant Holding AG		6,581		756
Valora Holding AG		946		261

Description	Shares		Market Value  ($ Thousands)
COMMON STOCK (continued)
Zurich Insurance Group AG		9,498	$	3,143
				34,384
United Kingdom — 12.1%
AstraZeneca PLC		3,479		278
Auto Trader Group PLC		65,351		444
B&M European Value Retail SA		108,426		528
BAE Systems PLC		296,852		1,866
Berkeley Group Holdings PLC		13,401		644
BP PLC		345,444		2,514
BP PLC ADR		5,855		256
Britvic PLC		108,231		1,343
Carnival PLC		31,964		1,568
Cello Health PLC		77,483		127
Central Asia Metals PLC		116,605		360
Centrica PLC		229,042		341
Coca-Cola HBC AG		37,198		1,268
Computacenter PLC		28,017		404
Craneware PLC		7,808		247
Diageo PLC		43,913		1,796
easyJet PLC		14,746		215
F&C UK Real Estate Investment Ltd		30,456		35
GlaxoSmithKline PLC		190,001		3,953
Greggs PLC		7,203		173
Halfords Group PLC		53,733		162
HSBC Holdings PLC		215,732		1,752
Imperial Brands PLC		89,525		3,062
Inchcape PLC		152,238		1,133
J D Wetherspoon PLC		37,692		643
J Sainsbury PLC		359,981		1,106
Kingfisher PLC		207,367		634
Legal & General Group PLC		454,925		1,632
Lloyds Banking Group PLC		668,205		541
Marks & Spencer Group PLC		218,253		793
Mondi PLC		20,021		443
National Express Group PLC		116,554		617
National Grid PLC		6,395		71
Next PLC, Cl A		9,675		703
Paragon Banking Group PLC		19,079		108
Persimmon PLC		13,991		396
QinetiQ Group PLC		414,692		1,628
Reckitt Benckiser Group PLC		8,245		686
Rio Tinto PLC		14,852		863
Royal Mail PLC		178,458		554
ScS Group PLC		36,908		114
Secure Income REIT Plc ‡		25,660		137
Smith & Nephew PLC		19,840		394
Sports Direct International PLC *		37,485		143
SSE PLC		106,289		1,644
Tate & Lyle PLC		215,499		2,038
Tesco PLC		90,373		273
Total Produce PLC		87,508		167
Unilever PLC		15,429		884

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares	Market Value ($ Thousands)
COMMON STOCK (continued)
Vodafone Group PLC	327,528	$	597
WH Smith PLC	29,626		819
Wm Morrison Supermarkets PLC	318,093		943
			44,040
United States — 1.0%
Atlantica Yield PLC	26,990		525
Coca-Cola European Partners PLC	43,981		2,276
Hudson Ltd, Cl A *	22,483		309
KLA-Tencor Corp	435		52
QIAGEN NV *	11,104		452
Taro Pharmaceutical Industries Ltd	963		104
			3,718
Total Common Stock (Cost $309,286) ($ Thousands)			344,893
PREFERRED STOCK — 0.2%
Germany — 0.2%
Bayerische Motoren Werke AG (B)	1,362		90
Henkel AG & Co KGaA (B)	7,150		730
			820
Total Preferred Stock (Cost $880) ($ Thousands)			820
CASH EQUIVALENT — 3.4%
SEI Daily Income Trust, Government Fund, Cl F
2.220%**†	12,316,988		12,317
Total Cash Equivalent (Cost $12,317) ($ Thousands)			12,317
Total Investments in Securities — 98.2% (Cost $322,483) ($ Thousands)		$	358,030

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
DJ Euro Stoxx 50 Index		95	Jun-2019	$	3,430	$	3,490	$	60
FTSE 100 Index		22	Jun-2019		2,032		2,067		46
Hang Seng Index		1	Apr-2019		183		185		2
SPI 200 Index		8	Jun-2019		879		877		(3	)
TOPIX Index		17	Jun-2019		2,429		2,445		(3	)
				$	8,953	$	9,064	$	102

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Tax-Managed International Managed Volatility Fund (Continued)

Percentages are based on Net Assets of $364,622 ($ Thousands).

* Non-income producing security.

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

^‡  Real Estate Investment Trust.

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

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $1,675 ($ Thousands) and represented 0.5% of the Net Assets of the Fund.

(B) There is currently no rate available.

ADR — American Depositary Receipt

Cl — Class

DJ — Dow Jones

FTSE— Financial Times and Stock Exchange

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

SPI — Share Price Index

TOPIX — Tokyo Stock Price Index

The following is a list of the level of inputs used as of March 31, 2019, 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	$	344,893	$	—	$	—	$	344,893
Preferred Stock		820		—		—		820
Cash Equivalent		12,317		—		—		12,317
Total Investments in Securities	$	358,030	$	—	$	—	$	358,030
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	108	$	—	$	—	$	108
Unrealized Depreciation		(6)		—		—		(6)
Total Other Financial Instruments	$	102	$	—	$	—	$	102

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

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

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

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

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

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

Security Description	Value 9/30/2018	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2019	Income
SEI Daily Income Trust, Government Fund, CI F	$ 6,054	$ 30,025	$ (23,762)	$ —	$ —	$ 12,317	$ 83
Totals	$ 6,054	$ 30,025	$ (23,762)	$ —	$ —	$ 12,317	$ 83

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 92.9%
Communication Services — 9.4%
Activision Blizzard Inc		23,800	$	1,084
Alphabet Inc, Cl A *		9,369		11,026
Alphabet Inc, Cl C *		9,593		11,256
AT&T Inc		227,703		7,141
CBS Corp, Cl B		10,782		512
CenturyLink Inc		30,657		368
Charter Communications Inc, Cl A *		5,400		1,873
Comcast Corp, Cl A		141,080		5,640
Discovery Inc, Cl A *		5,229		141
Discovery Inc, Cl C *		11,385		289
DISH Network Corp, Cl A *		6,900		219
Electronic Arts Inc *		9,428		958
Facebook Inc, Cl A *		74,671		12,447
Fox Corp *		16,253		592
Interpublic Group of Cos Inc/The		12,697		267
Netflix Inc *		13,620		4,856
News Corp, Cl A		12,630		157
News Corp, Cl B		4,100		51
Omnicom Group Inc		6,969		509
Take-Two Interactive Software Inc, Cl A *		3,500		330
TripAdvisor Inc *		3,297		170
Twitter Inc *		22,600		743
Verizon Communications Inc		129,198		7,640
Viacom Inc, Cl B		11,530		324
Walt Disney Co/The		54,550		6,057
				74,650
Consumer Discretionary — 9.5%
Advance Auto Parts Inc		2,294		391
Amazon.com Inc, Cl A *		12,936		23,036
AutoZone Inc *		725		742
Best Buy Co Inc		7,178		510
Booking Holdings Inc *		1,409		2,459
BorgWarner Inc		6,501		250
Capri Holdings Ltd *		4,928		225
CarMax Inc *		5,556		388
Carnival Corp		12,780		648
Chipotle Mexican Grill Inc, Cl A *		723		514
Darden Restaurants Inc		3,934		478
Delphi Automotive PLC *		8,141		647
Dollar General Corp		8,273		987
Dollar Tree Inc *		7,485		786
DR Horton Inc		10,686		442
eBay Inc		27,047		1,005
Expedia Group Inc		3,715		442
Foot Locker Inc, Cl A		3,800		230
Ford Motor Co		122,676		1,077
Gap Inc/The		7,198		188
Garmin Ltd		3,704		320
General Motors Co		40,977		1,520
Genuine Parts Co		4,604		516

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
H&R Block Inc		6,510	$	156
Hanesbrands Inc		10,867		194
Harley-Davidson Inc, Cl A		4,655		166
Hasbro Inc		3,798		323
Hilton Worldwide Holdings Inc		9,300		773
Home Depot Inc/The		35,382		6,789
Kohl’s Corp		5,227		359
L Brands Inc		7,208		199
Leggett & Platt Inc		4,065		172
Lennar Corp, Cl A		9,074		445
LKQ Corp *		10,200		289
Lowe’s Cos Inc		24,945		2,731
Macy’s Inc		10,230		246
Marriott International Inc/MD, Cl A		8,851		1,107
Mattel Inc *		11,299		147
McDonald’s Corp		23,907		4,540
MGM Resorts International		16,200		416
Mohawk Industries Inc *		1,858		234
Newell Brands Inc, Cl B		11,313		174
NIKE Inc, Cl B		39,238		3,304
Nordstrom Inc		3,566		158
Norwegian Cruise Line Holdings Ltd *		7,100		390
O’Reilly Automotive Inc *		2,412		937
PulteGroup Inc		8,443		236
PVH Corp		2,320		283
Ralph Lauren Corp, Cl A		1,760		228
Ross Stores Inc		11,549		1,075
Royal Caribbean Cruises Ltd		5,410		620
Starbucks Corp		39,057		2,904
Tapestry Inc		8,934		290
Target Corp, Cl A		16,484		1,323
Tiffany & Co		3,398		359
TJX Cos Inc/The		38,876		2,069
Tractor Supply Co		3,746		366
Ulta Beauty Inc *		1,800		628
Under Armour Inc, Cl A *		5,846		124
Under Armour Inc, Cl C *		6,681		126
VF Corp		10,240		890
Whirlpool Corp		2,109		280
Wynn Resorts Ltd		3,117		372
Yum! Brands Inc		9,597		958
				75,181
Consumer Staples — 6.8%
Altria Group Inc		58,869		3,381
Archer-Daniels-Midland Co		17,441		752
Brown-Forman Corp, Cl B		5,485		289
Campbell Soup Co		6,172		235
Church & Dwight Co Inc		7,600		541
Clorox Co/The		3,922		629
Coca-Cola Co/The		120,782		5,660
Colgate-Palmolive Co		27,048		1,854

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 1

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Conagra Brands Inc		14,892	$	413
Constellation Brands Inc, Cl A		5,170		906
Costco Wholesale Corp		13,776		3,336
Coty Inc, Cl A		14,849		171
Estee Lauder Cos Inc/The, Cl A		6,744		1,116
General Mills Inc		18,641		965
Hershey Co/The		4,386		504
Hormel Foods Corp		8,316		372
JM Smucker Co/The		3,404		397
Kellogg Co		7,794		447
Kimberly-Clark Corp		10,777		1,335
Kraft Heinz Co/The		19,500		637
Kroger Co/The		25,048		616
Lamb Weston Holdings Inc		4,800		360
McCormick & Co Inc/MD		3,914		590
Molson Coors Brewing Co, Cl B		6,124		365
Mondelez International Inc, Cl A		44,953		2,244
Monster Beverage Corp *		12,065		659
PepsiCo Inc		43,840		5,373
Philip Morris International Inc		48,837		4,317
Procter & Gamble Co/The		78,409		8,158
Sysco Corp, Cl A		14,743		984
Tyson Foods Inc, Cl A		9,275		644
Walgreens Boots Alliance Inc		25,107		1,589
Walmart Inc		44,476		4,338
				54,177
Energy — 5.0%
Anadarko Petroleum Corp, Cl A		15,893		723
Apache Corp		11,801		409
Baker Hughes a GE Co, Cl A		16,315		452
Cabot Oil & Gas Corp		12,898		337
Chevron Corp		59,426		7,320
Cimarex Energy Co		3,149		220
Concho Resources Inc		6,300		699
ConocoPhillips		35,586		2,375
Devon Energy Corp		13,526		427
Diamondback Energy Inc, Cl A		4,700		477
EOG Resources Inc		18,327		1,744
Exxon Mobil Corp		132,500		10,706
Halliburton Co		27,242		798
Helmerich & Payne Inc		3,443		191
Hess Corp		7,874		474
HollyFrontier Corp		4,800		236
Kinder Morgan Inc/DE		60,114		1,203
Marathon Oil Corp		25,292		423
Marathon Petroleum Corp		21,250		1,272
National Oilwell Varco Inc, Cl A		12,530		334
Noble Energy Inc		15,437		382
Occidental Petroleum Corp		23,500		1,556
ONEOK Inc		12,954		905
Phillips 66		13,299		1,266

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pioneer Natural Resources Co		5,192	$	791
Schlumberger Ltd, Cl A		43,437		1,892
TechnipFMC PLC		13,613		320
Valero Energy Corp		12,997		1,102
Williams Cos Inc/The		38,046		1,093
				40,127
Financials — 11.7%
Affiliated Managers Group Inc		1,729		185
Aflac Inc		23,518		1,176
Allstate Corp/The		10,412		981
American Express Co		21,713		2,373
American International Group Inc		27,105		1,167
Ameriprise Financial Inc		4,317		553
Aon PLC		7,609		1,299
Arthur J Gallagher & Co		5,800		453
Assurant Inc		1,782		169
Bank of America Corp		281,645		7,771
Bank of New York Mellon Corp/The		27,743		1,399
BB&T Corp		24,256		1,129
Berkshire Hathaway Inc, Cl B *		60,830		12,220
BlackRock Inc		3,815		1,630
Brighthouse Financial Inc *		3,292		120
Capital One Financial Corp		14,615		1,194
Cboe Global Markets Inc		3,400		325
Charles Schwab Corp/The		37,135		1,588
Chubb Ltd		14,466		2,026
Cincinnati Financial Corp		4,693		403
Citigroup Inc		73,445		4,570
Citizens Financial Group Inc		14,300		465
CME Group Inc		11,248		1,851
Comerica Inc		4,873		357
Discover Financial Services		10,146		722
E*TRADE Financial Corp		7,570		352
Everest Re Group Ltd		1,300		281
Fifth Third Bancorp		20,851		526
First Republic Bank/CA		5,100		512
Franklin Resources Inc		9,536		316
Goldman Sachs Group Inc/The		10,721		2,058
Hartford Financial Services Group Inc/The		11,461		570
Huntington Bancshares Inc		32,047		406
Intercontinental Exchange Inc		17,680		1,346
Invesco Ltd		11,812		228
Jefferies Financial Group Inc		8,140		153
JPMorgan Chase & Co		102,417		10,368
KeyCorp		31,052		489
Lincoln National Corp		6,209		365
Loews Corp		8,789		421
M&T Bank Corp		4,308		676
Marsh & McLennan Cos Inc		15,617		1,466
MetLife Inc		30,212		1,286
Moody’s Corp		5,104		924

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Morgan Stanley		40,717	$	1,718
MSCI Inc, Cl A		2,700		537
Nasdaq Inc, Cl A		3,687		323
Northern Trust Corp		6,871		621
People’s United Financial Inc		11,889		195
PNC Financial Services Group Inc/The		14,197		1,741
Principal Financial Group Inc, Cl A		8,033		403
Progressive Corp/The		18,421		1,328
Prudential Financial Inc		12,777		1,174
Raymond James Financial Inc		4,100		330
Regions Financial Corp		32,060		454
S&P Global Inc		7,678		1,617
SunTrust Banks Inc		14,139		838
SVB Financial Group, Cl B *		1,700		378
Synchrony Financial		20,601		657
T Rowe Price Group Inc		7,340		735
Torchmark Corp, Cl A		3,335		273
Travelers Cos Inc/The		8,352		1,146
Unum Group		6,563		222
US Bancorp		47,202		2,275
Wells Fargo & Co		128,333		6,201
Willis Towers Watson PLC		4,047		711
Zions Bancorp NA		5,537		251
				92,997
Health Care — 13.6%
Abbott Laboratories		54,824		4,383
AbbVie Inc		46,325		3,733
ABIOMED Inc *		1,400		400
Agilent Technologies Inc		10,085		811
Alexion Pharmaceuticals Inc *		7,008		947
Align Technology Inc *		2,300		654
Allergan PLC		9,780		1,432
AmerisourceBergen Corp, Cl A		5,054		402
Amgen Inc, Cl A		19,563		3,717
Anthem Inc		8,038		2,307
Baxter International Inc		14,992		1,219
Becton Dickinson and Co		8,419		2,102
Biogen Inc *		6,150		1,454
Boston Scientific Corp *		43,192		1,658
Bristol-Myers Squibb Co		51,338		2,449
Cardinal Health Inc		9,603		462
Celgene Corp, Cl A *		21,794		2,056
Centene Corp *		13,000		690
Cerner Corp *		10,112		578
Cigna Corp (A)		11,920		1,917
Cooper Cos Inc/The, Cl A		1,500		444
Covetrus Inc *		1		—
CVS Health Corp		40,660		2,193
Danaher Corp, Cl A		19,591		2,586
DaVita Inc *		4,157		226
DENTSPLY SIRONA Inc		6,871		341

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		6,572	$	1,257
Eli Lilly & Co		27,066		3,512
Gilead Sciences Inc		40,113		2,608
HCA Healthcare Inc		8,343		1,088
Henry Schein Inc *		4,844		291
Hologic Inc *		8,300		402
Humana Inc		4,290		1,141
IDEXX Laboratories Inc *		2,700		604
Illumina Inc *		4,600		1,429
Incyte Corp *		5,500		473
Intuitive Surgical Inc *		3,538		2,019
IQVIA Holdings Inc *		4,900		705
Johnson & Johnson		83,344		11,651
Laboratory Corp of America Holdings *		3,017		462
McKesson Corp		6,137		718
Medtronic PLC		42,141		3,838
Merck & Co Inc		80,966		6,734
Mettler-Toledo International Inc *		800		578
Mylan *		15,926		451
Nektar Therapeutics, Cl A *		5,700		192
PerkinElmer Inc		3,369		325
Perrigo Co PLC		4,076		196
Pfizer Inc		173,557		7,371
Quest Diagnostics Inc		4,378		394
Regeneron Pharmaceuticals Inc *		2,415		992
ResMed Inc		4,400		457
Stryker Corp		9,676		1,911
Teleflex Inc		1,400		423
Thermo Fisher Scientific Inc		12,611		3,452
UnitedHealth Group Inc		30,111		7,445
Universal Health Services Inc, Cl B		2,642		353
Varian Medical Systems Inc *		2,765		392
Vertex Pharmaceuticals Inc *		8,058		1,482
Waters Corp *		2,220		559
WellCare Health Plans Inc *		1,600		432
Zimmer Biomet Holdings Inc		6,353		811
Zoetis Inc, Cl A		14,873		1,497
				107,806
Industrials — 8.8%
3M Co		17,926		3,725
Alaska Air Group Inc		3,900		219
Allegion PLC		3,094		281
American Airlines Group Inc		12,725		404
AMETEK Inc		7,064		586
AO Smith Corp		4,700		251
Arconic Inc		13,592		260
Boeing Co/The		16,409		6,259
Caterpillar Inc, Cl A		18,045		2,445
CH Robinson Worldwide Inc		4,387		382
Cintas Corp		2,652		536
Copart Inc *		6,200		376

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 3

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CSX Corp		24,088	$	1,802
Cummins Inc		4,563		720
Deere & Co		9,913		1,585
Delta Air Lines Inc, Cl A		19,622		1,013
Dover Corp		4,546		426
Eaton Corp PLC		13,239		1,067
Emerson Electric Co		19,226		1,316
Equifax Inc		3,876		459
Expeditors International of Washington Inc		5,408		410
Fastenal Co, Cl A		9,022		580
FedEx Corp		7,569		1,373
Flowserve Corp		4,154		188
Fluor Corp		4,492		165
Fortive Corp		9,254		776
Fortune Brands Home & Security Inc		4,700		224
General Dynamics Corp		8,465		1,433
General Electric Co		273,693		2,734
Harris Corp		3,627		579
Honeywell International Inc		22,752		3,616
Huntington Ingalls Industries Inc, Cl A		1,300		269
IHS Markit Ltd *		11,300		615
Illinois Tool Works Inc		9,431		1,354
Ingersoll-Rand PLC		7,703		832
Jacobs Engineering Group Inc		3,621		272
JB Hunt Transport Services Inc		2,845		288
Johnson Controls International PLC		28,138		1,039
Kansas City Southern		3,263		378
L3 Technologies Inc		2,519		520
Lockheed Martin Corp		7,693		2,309
Masco Corp		9,623		378
Nielsen Holdings PLC		11,380		269
Norfolk Southern Corp		8,402		1,570
Northrop Grumman Corp		5,261		1,418
PACCAR Inc		10,819		737
Parker-Hannifin Corp, Cl A		3,952		678
Pentair PLC		5,277		235
Quanta Services Inc		4,282		162
Raytheon Co		8,799		1,602
Republic Services Inc		6,762		544
Robert Half International Inc		3,959		258
Rockwell Automation Inc		3,835		673
Rollins Inc		4,950		206
Roper Technologies Inc		3,214		1,099
Snap-on Inc		1,655		259
Southwest Airlines Co, Cl A		15,433		801
Stanley Black & Decker Inc		4,711		642
Textron Inc		7,537		382
TransDigm Group Inc *		1,500		681
Union Pacific Corp		22,719		3,799
United Continental Holdings Inc *		6,900		551
United Parcel Service Inc, Cl B		21,811		2,437
United Rentals Inc *		2,599		297

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
United Technologies Corp		25,507	$	3,288
Verisk Analytics Inc, Cl A		5,100		678
Wabtec Corp		4,290		316
Waste Management Inc		12,082		1,255
WW Grainger Inc		1,447		435
Xylem Inc/NY		5,548		439
				70,155
Information Technology — 19.7%
Accenture PLC, Cl A		20,048		3,529
Adobe Inc *		15,264		4,068
Advanced Micro Devices Inc *		27,600		704
Akamai Technologies Inc *		5,274		378
Alliance Data Systems Corp		1,346		236
Amphenol Corp, Cl A		9,420		890
Analog Devices Inc		11,392		1,199
ANSYS Inc *		2,700		493
Apple Inc		140,230		26,637
Applied Materials Inc		29,871		1,185
Arista Networks Inc *		1,600		503
Autodesk Inc, Cl A *		6,905		1,076
Automatic Data Processing Inc		13,742		2,195
Broadcom Inc		12,375		3,721
Broadridge Financial Solutions Inc		3,700		384
Cadence Design Systems Inc *		8,800		559
Cisco Systems Inc		138,072		7,455
Citrix Systems Inc		4,026		401
Cognizant Technology Solutions Corp, Cl A		17,877		1,295
Corning Inc, Cl B		24,571		813
DXC Technology Co		8,276		532
F5 Networks Inc, Cl A *		1,791		281
Fidelity National Information Services Inc, Cl B		10,253		1,160
Fiserv Inc, Cl A *		12,264		1,083
FleetCor Technologies Inc *		2,700		666
FLIR Systems Inc		3,992		190
Fortinet Inc *		4,600		386
Gartner Inc *		2,800		425
Global Payments Inc		5,047		689
Hewlett Packard Enterprise Co		42,910		662
HP Inc		47,710		927
Intel Corp		140,997		7,572
International Business Machines Corp		27,968		3,946
Intuit Inc		8,085		2,114
IPG Photonics Corp *		1,200		182
Jack Henry & Associates Inc		2,500		347
Juniper Networks Inc		11,433		303
Keysight Technologies Inc *		6,000		523
KLA-Tencor Corp		4,849		579
Lam Research Corp		4,820		863
Mastercard Inc, Cl A		28,182		6,635
Maxim Integrated Products Inc		8,800		468

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Microchip Technology Inc		7,437	$	617
Micron Technology Inc *		34,771		1,437
Microsoft Corp		240,196		28,329
Motorola Solutions Inc		5,102		716
NetApp Inc		7,628		529
NVIDIA Corp		19,048		3,420
Oracle Corp, Cl B		79,533		4,272
Paychex Inc		10,100		810
PayPal Holdings Inc *		36,885		3,830
Qorvo Inc *		3,905		280
QUALCOMM Inc		38,068		2,171
Red Hat Inc *		5,560		1,016
salesforce.com Inc *		23,972		3,796
Seagate Technology PLC		8,043		385
Skyworks Solutions Inc		5,607		462
Symantec Corp, Cl A		20,408		469
Synopsys Inc *		4,600		530
TE Connectivity Ltd		10,803		872
Texas Instruments Inc		29,511		3,130
Total System Services Inc		5,067		481
VeriSign Inc *		3,378		613
Visa Inc, Cl A		54,732		8,549
Western Digital Corp		9,238		444
Western Union Co/The		13,277		245
Xerox Corp		6,089		195
Xilinx Inc		7,987		1,013
				156,865
Materials — 2.4%
Air Products & Chemicals Inc		6,961		1,329
Albemarle Corp		3,400		279
Avery Dennison Corp		2,576		291
Ball Corp		10,412		603
Celanese Corp, Cl A		4,100		404
CF Industries Holdings Inc		6,737		275
DowDuPont Inc		70,875		3,778
Eastman Chemical Co		4,498		341
Ecolab Inc		7,854		1,387
FMC Corp		4,149		319
Freeport-McMoRan Inc, Cl B		45,762		590
International Flavors & Fragrances Inc		3,115		401
International Paper Co		12,473		577
Linde PLC		17,182		3,023
Livent Corp *		1		—
LyondellBasell Industries, Cl A		9,543		802
Martin Marietta Materials Inc, Cl A		1,965		395
Mosaic Co/The		10,810		295
Newmont Mining Corp		16,604		594
Nucor Corp		9,348		546
Packaging Corp of America		3,000		298
PPG Industries Inc		7,270		821
Sealed Air Corp		5,158		238

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Sherwin-Williams Co/The, Cl A		2,513	$	1,082
Vulcan Materials Co		4,130		489
Westrock Co		8,092		310
				19,467
Real Estate — 2.9%
Alexandria Real Estate Equities Inc ‡		3,400		485
American Tower Corp, Cl A ‡		13,816		2,723
Apartment Investment & Management Co, Cl A ‡		4,944		249
AvalonBay Communities Inc ‡		4,322		868
Boston Properties Inc ‡		4,908		657
CBRE Group Inc, Cl A *‡		9,525		471
Crown Castle International Corp ‡		13,128		1,680
Digital Realty Trust Inc, Cl A ‡		6,600		785
Duke Realty Corp ‡		11,700		358
Equinix Inc ‡		2,559		1,160
Equity Residential ‡		11,533		869
Essex Property Trust Inc ‡		2,060		596
Extra Space Storage Inc ‡		3,900		397
Federal Realty Investment Trust ‡		2,400		331
HCP Inc ‡		15,430		483
Host Hotels & Resorts Inc ‡		23,612		446
Iron Mountain Inc ‡		9,376		332
Kimco Realty Corp ‡		13,396		248
Macerich Co/The ‡		3,465		150
Mid-America Apartment Communities Inc ‡		3,600		394
Prologis Inc ‡		19,570		1,408
Public Storage ‡		4,700		1,024
Realty Income Corp ‡		9,218		678
Regency Centers Corp ‡		5,200		351
SBA Communications Corp, Cl A *‡		3,600		719
Simon Property Group Inc ‡		9,758		1,778
SL Green Realty Corp ‡		2,515		226
UDR Inc ‡		8,700		395
Ventas Inc ‡		11,110		709
Vornado Realty Trust ‡		5,331		359
Welltower Inc ‡		11,807		916
Weyerhaeuser Co ‡		23,960		631
				22,876
Utilities — 3.1%
AES Corp		20,412		369
Alliant Energy Corp		7,700		363
Ameren Corp		7,644		562
American Electric Power Co Inc		15,629		1,309
American Water Works Co Inc		5,800		605
Atmos Energy Corp		3,800		391
CenterPoint Energy Inc		16,217		498
CMS Energy Corp		9,013		501
Consolidated Edison Inc		9,778		829
Dominion Energy Inc		24,868		1,906

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 5

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		5,741	$	716
Duke Energy Corp		22,398		2,016
Edison International		10,390		643
Entergy Corp		5,677		543
Evergy Inc		7,800		453
Eversource Energy		9,944		706
Exelon Corp		30,490		1,528
FirstEnergy Corp		15,521		646
NextEra Energy Inc		14,998		2,899
NiSource Inc		11,613		333
NRG Energy Inc		8,664		368
Pinnacle West Capital Corp		3,594		344
PPL Corp		22,339		709
Public Service Enterprise Group Inc		15,757		936
Sempra Energy		8,568		1,078
Southern Co/The		32,682		1,689
WEC Energy Group Inc		9,837		778
Xcel Energy Inc		16,046		902
				24,620
Total Common Stock (Cost $528,650) ($ Thousands)				738,921

Description	Shares		Market Value       ($ Thousands)
EXCHANGE TRADED FUND — 3.9%
SPDR S&P 500 ETF Trust (B)		109,425	$	30,910
Total Exchange Traded Fund (Cost $29,213) ($ Thousands)				30,910
Total Investments in Securities — 96.8% (Cost $557,863) ($ Thousands)			$	769,831
	Contracts
PURCHASED OPTION (C) — 0.0%
Total Purchased Option (Cost $468) ($ Thousands)		185,586,452	$	155
PURCHASED SWAPTION (D) — 0.3%
Total Purchased Swaption (Cost $2,357) ($ Thousands)		864,868,000	$	2,720

A list of the OTC option contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Put Options
April 2019, EUR Put USD Call*	Bank of Montreal		185,586,452	$	208,154		$1.10		04/20/19	$	155
Total Purchased Options				$	208,154					$	155

A list of the open OTC swaption contracts held by the Fund at March 31, 2019, is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date	Value (Thousands)
PURCHASED SWAPTION — 0.3%
Call Swaptions — 0.3%
CMS One Look*	Bank of America Merrill Lynch		864,868,000		$0.14	07/17/21	$	2,720
Total Purchased Swaption (Cost $2,357) ($ Thousands)							$	2,720

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows:

Type of Contract	Number of Contracts Long/(Short)	Expiration Date		Notional Amount (Thousands)			Value   (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Amsterdam Index	(65)		Apr-2019	$	(7,782	)	$	(7,998	)	$	(214	)
CAC40 10 Euro Index	(133)		Apr-2019		(7,829	)		(7,979	)		(147	)

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
DAX Index		(25)		Jun-2019	$	(8,066)	$	(8,095)	$	(25)
FTSE MIB Index		(66)		Jun-2019		(7,434)		(7,685)		(251)
IBEX		(77)		Apr-2019		(7,855)		(7,944)		(87)
MSCI EAFE Index E-MINI		(338)		Jun-2019		(31,160)		(31,542)		(382)
MSCI Emerging Markets		2,274		Jun-2019		119,811		120,226		415
S&P 500 Index E-MINI		(185)		Jun-2019		(25,559)		(26,250)		(691)
					$	24,126	$	22,733	$	(1,382)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		01/09/20	USD		894	SAR		3,355	$	—
Bank of America		01/09/20	SAR		152,334	USD		40,507		(85)
Barclays PLC		04/09/19	USD		1,476	EUR		1,313		—
Barclays PLC		04/09/19	USD		74,878	JPY		8,004,844		(2,495)
Barclays PLC		04/09/19	JPY		223,304	USD		2,018		(2)
BNP Paribas		04/09/19	EUR		38,458	USD		43,881		667
Goldman Sachs		04/09/19	USD		5,799	JPY		626,187		(136)
JPMorgan Chase Bank		04/09/19	EUR		68,928	USD		79,013		1,562
RBC		04/09/19	USD		3,406	JPY		375,744		(9)
									$	(498)

A list of the open OTC swap agreements held by the Fund at March 31, 2019, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

BNP Paribas(B)

Bloomberg Commodity Index Total Return

USD T-BILL AUCTION HIGH RATE + 11 BPS

INDEX RETURN

Quarterly

05/10/2019

USD

(73,205

)

$

1,295

$

–

$

1,295

HSBC

Russell 1000 Growth Total Return

INDEX RETURN

3-MONTH USD - LIBOR PLUS 16 BPS

Quarterly

04/23/2019

USD

41,873

(4,050

)

–

(4,050)

HSBC

Russell 1000 Value Index Total Return

3-MONTH USD - LIBOR PLUS 20 BPS

INDEX RETURN

Quarterly

04/23/2019

USD

(41,002

)

2,291

–

2,291

Morgan Stanley

Russell 1000 Growth Total Return

INDEX RETURN

3-MONTH USD - LIBOR PLUS 20 BPS

Quarterly

09/19/2019

USD

85,959

(621

)

–

(621)

Morgan Stanley

Russell 1000 Value Index Total Return

3-MONTH USD - LIBOR PLUS 24 BPS

INDEX RETURN

Quarterly

09/19/2019

USD

(86,911

)

(701

)

–

(701)

$

(1,786

)

$

–

$

(1,786)

Percentages are based on Net Assets of $795,513 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

(A) Securities considered illiquid. The total value of such securities as of March 31, 2019 was $1,917 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.

(B) Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2019.

(C) Refer to table below for details on Options Contracts.

(D) Refer to table below for details on Swaption Contracts.

BPS — Basis Point

Cl — Class

CMS — Constant Maturity Swap

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times and Stock Exchange

IBEX — Spanish Exchange Index

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2019 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

Dynamic Asset Allocation Fund (Continued)

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

Ltd — Limited

MIB — Milano Indice di Borsa

MSCI — Morgan Stanley Capital International

OTC — Over-The-Counter

PLC — Public Limited Company

S&P— Standard & Poor’s

SAR — Saudi Riyal

SPDR — Standard & Poor’s Depositary Receipt

USD — United States Dollar

The following is a list of the level of inputs used as of March 31, 2019, 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	$	738,921	$	—	$	—	$	738,921
Exchange Traded Fund		30,910		—		—		30,910
Total Investments in Securities	$	769,831	$	—	$	—	$	769,831
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Purchased Option	$	155	$	—	$	—	$	155
Purchased Swaption		—		2,720		—		2,720
Futures Contracts *
Unrealized Appreciation		415		—		—		415
Unrealized Depreciation		(1,797)		—		—		(1,797)
Forwards Contracts *
Unrealized Appreciation		—		2,229		—		2,229
Unrealized Depreciation		—		(2,727)		—		(2,727)
OTC Swaps
Total Return Swaps *
Unrealized Appreciation		—		3,586		—		3,586
Unrealized Depreciation		—		(5,372)		—		(5,372)
Total Other Financial Instruments	$	(1,227)	$	436	$	—	$	(791)

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

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

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

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

Amounts designated as “—” are either $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, 2019

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.

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees (the “Board”). 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 Board. Pursuant to the Committee’s Charter, adopted on June 18, 2004, as amended, 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 Act (17 CFR 270.30a-3(c))) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the Act (270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Exchange Act (17 CFR 240.13a-15(b) or 240.15d-15(b)) 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 Act(17 CFR 270.30a-3(d)) that occurred during 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. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Items 13. 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 are filed herewith.

(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, also accompany this filing as exhibits.

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 7, 2019

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 7, 2019
By	/s/ James J. Hoffmayer
	James J. Hoffmayer,
	Controller & CFO
Date:  June 7, 2019

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 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 7, 2019

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, James J. Hoffmayer, 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 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 7, 2019

/s/ James J. Hoffmayer

James J. Hoffmayer

Controller & CFO

EX-99.906CERT

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, As Adopted 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 Report on Form N-CSRS for the period ended March 31, 2019 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 Report 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 the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: June 7, 2019

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the Controller & CFO of SEI Institutional Managed Trust (the “Trust”), with respect to the Trust’s Report on Form N-CSRS for the period ended March 31, 2019 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 Report 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 the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: June 7, 2019

/s/ James J. Hoffmayer

James J. Hoffmayer

Controller & CFO