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

(Exact name of registrant as specified in charter)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices)

Timothy D. Barto, Esq.

SEI Investments Co.

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

Registrant’s telephone number, including area code: 1-610-676-1000

Date of fiscal year end: September 30, 2021

Date of reporting period: March 31, 2021

Item 1.    Reports to Stockholders.

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	274
Statements of Operations/Consolidated Statements of Operations	286
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	292
Consolidated Statement of Cash Flows	300
Financial Highlights/Consolidated Financial Highlights	301
Notes to Financial Statements/Consolidated Notes to Financial Statements	314
Disclosure of Fund Expenses	361
Review of the Liquidity Risk Management Program	364
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	365

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, 2021

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 — 99.2%
Communication Services — 6.3%
Alphabet Inc, Cl A *		0.7	%		7,256	$	14,966
Alphabet Inc, Cl C *		1.0			10,346		21,402
Comcast Corp, Cl A		0.8			311,982		16,881
Facebook Inc, Cl A *		1.5			111,416		32,815
Verizon Communications Inc		0.9			348,594		20,271
Other Securities		1.4					30,984
							137,319
Consumer Discretionary — 11.6%
Amazon.com Inc, Cl A *		2.3			16,137		49,929
General Motors Co		0.7			275,790		15,847
Lowe’s Cos Inc		0.8			94,558		17,983
Ross Stores Inc		0.7			132,001		15,828
Other Securities (A)		7.1					154,856
							254,443
Consumer Staples — 6.9%
Kroger Co/The		0.9			523,188		18,829
Philip Morris International Inc		0.6			152,724		13,553
Unilever PLC ADR		0.9			358,044		19,990
Other Securities		4.5					98,024
							150,396
Energy — 2.4%
Other Securities		2.4					52,929
Financials — 15.7%
Bank of America Corp		1.5			833,093		32,232
Berkshire Hathaway Inc, Cl B *		1.3			107,429		27,445
Capital One Financial Corp		1.1			185,240		23,568
Charles Schwab Corp/The		0.7			219,118		14,282
Citigroup Inc		0.8			226,874		16,505
First Republic Bank/CA		0.9			120,561		20,104
Markel Corp *		0.7			12,806		14,594
S&P Global Inc		0.6			36,924		13,029

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
US Bancorp		0.8	%		323,806	$	17,910
Other Securities ‡		7.3					164,323
							343,992
Health Care — 14.4%
Amgen Inc, Cl A		0.9			75,930		18,892
Becton Dickinson and Co		0.7			63,430		15,423
CVS Health Corp		0.8			227,837		17,140
Humana Inc		0.6			31,106		13,041
Johnson & Johnson		1.7			233,252		38,335
Medtronic PLC		0.6			115,198		13,608
Merck & Co Inc		0.8			231,072		17,813
Teleflex Inc		0.7			37,086		15,408
UnitedHealth Group Inc		1.0			60,733		22,597
Zimmer Biomet Holdings Inc		0.7			97,355		15,585
Other Securities (A)		5.9					127,889
							315,731
Industrials — 9.7%
Honeywell International Inc		1.3			132,550		28,773
Stanley Black & Decker Inc		0.8			85,552		17,082
WW Grainger Inc		0.6			33,540		13,447
Other Securities		7.0					153,802
							213,104
Information Technology — 23.0%
Adobe Inc *		1.4			62,259		29,596
Apple Inc		2.8			504,454		61,619
Applied Materials Inc		0.9			146,722		19,602
Global Payments Inc		1.0			103,225		20,808
Intel Corp		0.6			196,333		12,565
Intuit Inc		1.4			79,125		30,310
KLA Corp		0.7			43,998		14,537
Microchip Technology Inc		1.4			194,568		30,201
Microsoft Corp		2.6			242,452		57,163
Motorola Solutions Inc		0.6			67,599		12,712
PayPal Holdings Inc *		0.9			80,558		19,563
QUALCOMM Inc		0.9			143,364		19,009
salesforce.com *		0.8			86,371		18,299
Visa Inc, Cl A		1.3			139,382		29,511
Other Securities		5.7					127,102
							502,597
Materials — 5.1%
Air Products and Chemicals Inc		1.1			83,457		23,480
Other Securities (A)		3.9					87,445
							110,925
Real Estate — 1.6%
Crown Castle International Corp ‡		0.6			74,706		12,859
Other Securities ‡		1.0					22,591
							35,450

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.5%
NextEra Energy Inc		0.8	%		242,617	$	18,344
Other Securities		1.7					36,659
							55,003
Total Common Stock (Cost $1,277,765) ($ Thousands)							2,171,889
AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, L.P.
0.020% **†(B)		0.6			12,248,552		12,257
Total Affiliated Partnership (Cost $12,248) ($ Thousands)							12,257

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		0.7	%		16,343,657	$	16,344
Total Cash Equivalent (Cost $16,344) ($ Thousands)							16,344
Total Investments in Securities — 100.5% (Cost $1,306,357)($ Thousands)						$	2,200,490

A list of the open futures contracts held at March 31, 2021 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		52		Jun-2021	$	10,088	$	10,315	$	227
S&P Mid Cap 400 Index E-MINI		3		Jun-2021		753		782		29
					$	10,841	$	11,097	$	256

Percentages are based on a Net Assets of $2,188,929

($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $12,142 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $12,257 ($ 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, 2021, 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		2,171,889		–		–		2,171,889
Affiliated Partnership		–		12,257		–		12,257
Cash Equivalent		16,344		–		–		16,344
Total Investments in Securities		2,188,233		12,257		–		2,200,490
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		256		–		–		256
Total Other Financial Instruments		256		–		–		256

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.		$  14,838		$   63,598		$   (66,179)	$ 1	$ (1)	$ 12,257	12,248,552	$ 119	$ —
SEI Daily Income Trust, Government Fund, Cl F		15,549		291,087		(290,292)	—	—	16,344	16,343,657	1	—
Totals		$ 30,387		$ 354,685		$ (356,471)	$ 1	$ (1)	$ 28,601		$ 120	$ —

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, 2021 3

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 99.1%
Communication Services — 6.3%
AT&T Inc		2.1	%		1,031,235	$	31,215
BCE Inc		0.9			309,291		13,962
Comcast Corp, Cl A		0.7			189,923		10,277
Verizon Communications Inc		1.1			272,309		15,835
Other Securities		1.5					22,152
							93,441
Consumer Discretionary — 9.4%
General Motors Co		1.3			332,988		19,133
Genuine Parts Co		1.1			148,224		17,133
Lowe’s Cos Inc		0.8			64,249		12,219
PulteGroup Inc		0.8			218,605		11,464
Target Corp, Cl A		2.1			155,139		30,728
Other Securities (A)		3.3					48,382
							139,059
Consumer Staples — 8.3%
Kimberly-Clark Corp		0.8			86,011		11,960
Kroger Co/The		1.1			465,551		16,755
Philip Morris International Inc		1.1			184,254		16,351
Tyson Foods Inc, Cl A		0.7			147,236		10,940
Unilever PLC ADR		0.7			172,247		9,616
Walgreens Boots Alliance Inc		0.8			222,619		12,222
Other Securities		3.1					46,028
							123,872
Energy — 4.9%
Chevron Corp		1.4			193,503		20,277
ConocoPhillips		1.1			304,568		16,133
Exxon Mobil Corp		0.8			220,170		12,292
Other Securities		1.6					24,322
							73,024
Financials — 21.1%
Bank of America Corp		2.3			893,848		34,583
Bank of New York Mellon Corp/ The		0.6			201,580		9,533
Berkshire Hathaway Inc, Cl B *		0.8			47,122		12,038
Chubb Ltd		1.0			94,141		14,871

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Citigroup Inc		2.6	%		538,848	$	39,201
JPMorgan Chase & Co		2.1			201,397		30,659
Morgan Stanley		1.6			308,898		23,989
Truist Financial Corp		0.8			211,571		12,339
Wells Fargo & Co		1.2			468,761		18,314
Other Securities ‡(A)		8.1					118,116
							313,643
Health Care — 12.7%
CVS Health Corp		0.7			142,061		10,687
Johnson & Johnson		2.0			182,385		29,975
Medtronic PLC		1.0			131,252		15,505
Merck & Co Inc		1.3			251,611		19,397
Novartis AG ADR		0.9			152,220		13,012
Pfizer Inc		1.8			736,707		26,691
Other Securities (A)		5.0					73,057
							188,324
Industrials — 10.9%
3M Co		0.8			61,376		11,826
Cummins Inc		0.9			48,600		12,593
General Dynamics Corp		0.9			72,384		13,142
Johnson Controls International PLC		1.7			410,921		24,520
Raytheon Technologies Corp		1.1			209,293		16,172
Siemens AG ADR		1.1			197,944		16,290
Other Securities		4.4					66,501
							161,044
Information Technology — 10.8%
Broadcom Inc		0.7			20,633		9,567
Cisco Systems Inc/Delaware		1.4			395,800		20,467
HP Inc		0.9			417,991		13,271
Intel Corp		2.4			547,523		35,041
Other Securities		5.4					82,209
							160,555
Materials — 5.7%
Dow Inc		0.7			153,907		9,841
Eastman Chemical Co		0.7			89,995		9,910
Other Securities		4.3					64,888
							84,639
Real Estate — 3.9%
Healthpeak Properties Inc ‡		1.0			444,186		14,098
Welltower Inc ‡		1.0			203,902		14,606
Other Securities ‡		1.9					28,989
							57,693
Utilities — 5.1%
Duke Energy Corp		0.7			105,867		10,219
Exelon Corp		0.7			235,793		10,314
NextEra Energy Inc		1.4			282,830		21,385
Other Securities		2.3					33,828
							75,746
Total Common Stock (Cost $996,114) ($ Thousands)							1,471,040

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.020% **†(B)		0.2	%		3,609,859	$	3,608
Total Affiliated Partnership (Cost $3,610) ($ Thousands)							3,608

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		0.8	%		11,548,070	$	11,548
Total Cash Equivalent (Cost $11,548) ($ Thousands)							11,548
Total Investments in Securities — 100.1% (Cost $1,011,272)($ Thousands)						$	1,486,196

A list of the open futures contracts held at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		17		Jun-2021	$	3,370	$	3,372	$	2
S&P Mid Cap 400 Index E-MINI		24		Jun-2021		3,669		3,647		(22)
					$	7,039	$	7,019	$	(20)

Percentages are based on a Net Assets of $1,484,847 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $3,564 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $3,608 ($ Thousands).

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, 2021, 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	1,471,040		–		–		1,471,040
Affiliated Partnership	–		3,608		–		3,608
Cash Equivalent	11,548		–		–		11,548
Total Investments in Securities	1,482,588		3,608		–		1,486,196
Other Financial Instruments	Level 1 ($)	Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation	2		–		–		2
Unrealized Depreciation	(22)		–		–		(22)
Total Other Financial Instruments	(20)		–		–		(20)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 5

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Value Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($Thousands):

Security Description	Value 9/30/2020		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.		$2,813		$71,639		$(70,842)	$(3)	$1	$3,608	3,609,859	$64	$—
SEI Daily Income Trust, Government Fund, Cl F		13,611		156,481		(158,544)	—	—	11,548	11,548,070	1	—
Totals		$16,424		$228,120		$(229,386)	$(3)	$1	$15,156		$65	$—

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, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 98.7%
Communication Services — 10.6%
Alphabet Inc, Cl A *		2.2	%		17,794	$	36,700
Alphabet Inc, Cl C *		2.5			20,104		41,588
Facebook Inc, Cl A *		2.9			164,387		48,417
Pinterest Inc, Cl A *		0.9			215,363		15,943
T-Mobile US Inc *		0.8			112,916		14,147
Other Securities		1.3					20,982
							177,777
Consumer Discretionary — 16.0%
Amazon.com Inc, Cl A *		6.0			32,535		100,666
AutoZone Inc *		1.1			13,698		19,236
Lennar Corp, Cl A		0.7			111,324		11,269
Lowe’s Cos Inc		1.0			92,133		17,522
NIKE Inc, Cl B		1.0			120,711		16,041
Starbucks Corp		0.7			107,298		11,724
Tesla Inc *		0.8			21,380		14,280
TJX Cos Inc/The		0.8			201,293		13,316
Other Securities		3.9					64,457
							268,511
Consumer Staples — 4.4%
Colgate-Palmolive Co		0.7			149,613		11,794
PepsiCo Inc		1.2			141,079		19,956
US Foods Holding Corp *		0.8			359,174		13,692
Other Securities		1.7					27,872
							73,314
Financials — 4.8%
CME Group Inc		0.9			73,886		15,090
Moody’s Corp		1.1			62,893		18,780
MSCI Inc, Cl A		0.9			34,458		14,448
S&P Global Inc		0.7			34,598		12,209
Other Securities		1.2					19,318
							79,845
Health Care — 13.6%
Align Technology Inc *		0.9			28,573		15,473
Becton Dickinson and Co		0.8			54,004		13,131
Catalent Inc *		0.8			128,727		13,556

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Danaher Corp, Cl A		1.4	%		99,177	$	22,323
Johnson & Johnson		0.9			88,580		14,558
Medtronic PLC		0.7			97,677		11,539
Mettler-Toledo International Inc *		0.8			11,817		13,657
Stryker Corp		0.7			46,129		11,236
UnitedHealth Group Inc		2.6			117,712		43,797
Other Securities (A)		4.0					67,601
							226,871
Industrials — 6.2%
Carrier Global Corp		0.8			325,100		13,726
Middleby Corp/The *		0.7			73,090		12,115
TransDigm Group Inc *		0.6			18,030		10,600
Union Pacific Corp		0.7			54,750		12,067
Other Securities		3.4					55,271
							103,779
Information Technology — 40.4%
Adobe Inc *		2.3			81,146		38,574
Analog Devices Inc		0.8			90,226		13,992
Apple Inc		7.1			978,177		119,484
Applied Materials Inc		2.7			341,024		45,561
Broadcom Inc		0.9			31,941		14,810
Fiserv Inc, Cl A *		0.7			95,993		11,427
Intuit Inc		1.2			51,247		19,631
Mastercard Inc, Cl A		2.0			93,573		33,317
Microsoft Corp		8.8			625,099		147,380
NVIDIA Corp		1.2			36,311		19,387
NXP Semiconductors NV		0.7			56,823		11,441
Oracle Corp, Cl B		0.9			206,020		14,456
PayPal Holdings Inc *		2.2			148,411		36,040
QUALCOMM Inc		0.7			85,084		11,281
salesforce.com *		1.0			80,307		17,015
ServiceNow Inc *		0.7			22,029		11,017
Visa Inc, Cl A		2.4			191,735		40,596
Other Securities		4.1					70,184
							675,593
Materials — 2.7%
Sherwin-Williams Co/The, Cl A		1.3			30,486		22,499
Other Securities		1.4					22,360
							44,859
Total Common Stock (Cost $763,459) ($ Thousands)							1,650,549
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
0.020% **†(B)		0.4			6,774,096		6,775
Total Affiliated Partnership (Cost $6,776) ($ Thousands)							6,775

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 7

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021     

Large Cap Growth Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($Thousands)
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		1.3	%	$	22,100,043	$	22,100
Total Cash Equivalent (Cost $22,100) ($Thousands)							22,100
Total Investments in Securities — 100.4% (Cost $792,335)($Thousands)						$	1,679,424

A list of the open futures contracts held at March 31, 2021 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		50		Jun-2021	$	16,907	$	17,060	$	153

Percentages are based on Net Assets of $1,673,016 ($Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

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

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $6,907 ($Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $6,775 ($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, 2021, 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		1,650,549		–		–		1,650,549
Affiliated Partnership		–		6,775		–		6,775
Cash Equivalent		22,100		–		–		22,100
Total Investments in Securities		1,672,649		6,775		–		1,679,424
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		153		–		–		153
Total Other Financial Instruments		153		–		–		153

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$9,033	$41,187	$(43,448)	$1	$2	$6,775	6,774,096	$4	$—
SEI Daily Income Trust, Government Fund, Cl F	15,424	140,368	(133,692)	—	—	22,100	22,100,043	1	—
Totals	$24,457	$181,555	$(177,140)	$1	$2	$28,875		$5	$—

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, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 99.2%
Communication Services — 10.4%
Alphabet Inc, Cl A *		1.6	%		7,220	$	14,891
Alphabet Inc, Cl C *		1.6			6,994		14,468
AT&T Inc		0.6			172,090		5,209
Comcast Corp, Cl A		0.7			109,467		5,923
Facebook Inc, Cl A *		1.9			58,043		17,095
Netflix Inc *		0.6			10,235		5,339
Verizon Communications Inc		0.6			99,949		5,812
Walt Disney Co/The		0.9			43,632		8,051
Other Securities		1.9					18,423
							95,211
Consumer Discretionary — 12.0%
Amazon.com Inc, Cl A *		3.5			10,233		31,662
Home Depot Inc/The		0.9			25,982		7,931
McDonald’s Corp		0.5			17,942		4,022
NIKE Inc, Cl B		0.4			29,943		3,979
Tesla Inc *		1.4			18,475		12,340
Other Securities		5.3					49,818
							109,752
Consumer Staples — 5.8%
Coca-Cola Co/The		0.5			93,238		4,915
Costco Wholesale Corp		0.4			10,675		3,763
PepsiCo Inc		0.5			33,514		4,740
Procter & Gamble Co/The		0.9			58,808		7,964
Walmart Inc		0.5			33,664		4,573
Other Securities (A)		3.0					26,657
							52,612
Energy — 2.6%
Chevron Corp		0.5			46,503		4,873
Exxon Mobil Corp		0.6			102,066		5,698
Other Securities		1.5					13,179
							23,750
Financials — 11.3%
Bank of America Corp		0.8			186,741		7,225

Description	Percentage of Net Assets (%)			Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Berkshire Hathaway Inc, Cl B *		1.3	%		45,472	$	11,617
Citigroup Inc		0.4			50,185		3,651
JPMorgan Chase & Co		1.2			73,100		11,128
SEI Investments Co †		0.0			2,800		171
Wells Fargo & Co		0.4			91,491		3,574
Other Securities ‡(B)		7.2					65,917
							103,283
Health Care — 13.0%
Abbott Laboratories		0.6			41,740		5,002
AbbVie Inc		0.5			42,561		4,606
Eli Lilly and Co		0.4			20,353		3,802
Johnson & Johnson		1.1			63,675		10,465
Medtronic PLC		0.4			32,435		3,831
Merck & Co Inc		0.5			61,002		4,703
Pfizer Inc		0.5			134,350		4,867
Thermo Fisher Scientific Inc		0.5			9,531		4,350
UnitedHealth Group Inc		0.9			22,837		8,497
Other Securities		7.6					68,979
							119,102
Industrials — 9.2%
Honeywell International Inc		0.4			16,948		3,679
Union Pacific Corp		0.4			16,172		3,564
Other Securities		8.3					76,854
							84,097
Information Technology — 26.5%
Accenture PLC, Cl A		0.5			15,407		4,256
Adobe Inc *		0.6			11,665		5,545
Apple Inc		5.1			382,604		46,735
Broadcom Inc		0.5			9,531		4,419
Cisco Systems Inc/Delaware		0.6			102,482		5,299
Intel Corp		0.7			99,076		6,341
Mastercard Inc, Cl A		0.8			21,351		7,602
Microsoft Corp		4.7			180,900		42,651
NVIDIA Corp		0.8			14,224		7,595
PayPal Holdings Inc *		0.8			28,388		6,894
QUALCOMM Inc		0.4			27,214		3,608
salesforce.com Inc *		0.5			21,203		4,492
Texas Instruments Inc		0.5			22,173		4,190
Visa Inc, Cl A		1.0			40,765		8,631
Other Securities		9.1					84,227
							242,485
Materials — 2.8%
Other Securities		2.9					25,491
Real Estate — 3.0%
Other Securities ‡		3.0					27,614

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 9

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.6%
NextEra Energy Inc		0.4	%		47,235	$	3,571
Other Securities		2.1					19,571
							23,142
Total Common Stock (Cost $653,928) ($ Thousands)							906,539
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **†(C)		0.0			72,526		73
Total Affiliated Partnership (Cost $73) ($ Thousands)							73

Description	Percentage of Net Assets (%)			Shares		Market Value         ($ Thousands)
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		0.9	%		8,589,418	$	8,589
Total Cash Equivalent (Cost $8,589) ($ Thousands)							8,589
Total Investments in Securities — 100.1% (Cost $662,590)($ Thousands)						$	915,201

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value     (Thousands)		Unrealized     Appreciation/ (Depreciation) (Thousands)
500 Index E-MINI		37		Jun-2021	$	7,247	$	7,340	$	93
S&P Mid Cap 400 Index E-MINI		2		Jun-2021		526		521		(5)
					$	7,773	$	7,861	$	88

Percentages are based on a Net Assets of $914,257 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $69 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $109 ($ Thousands), or 0.0% 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, 2021 was $73 ($ 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.

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a list of the level of inputs used as of March 31, 2021, 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	906,539		–		–		906,539
Affiliated Partnership	–		73		–		73
Cash Equivalent	8,589		–		–		8,589
Total Investments in Securities	915,128		73		–		915,201

Other Financial Instruments	Level 1 ($)	Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation	93		–		–		93
Unrealized Depreciation	(5)		–		–		(5)
Total Other Financial Instruments	88		–		–		88

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Investment Co	$127	$17	$ —	$—	$27	$171	2,800	$1	$—
SEI Liquidity Fund, L.P.	924	2,794	(3,645)	—	—	73	72,526	6	—
SEI Daily Income Trust, Government Fund, Cl F	14,553	90,322	(96,286)	—	—	8,589	8,589,418	1	—
Totals	$15,604	$ 93,133	$ (99,931)	$—	$27	$8,833		$8	$—

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, 2021 11

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 99.6%
Communication Services — 5.7%
Alphabet Inc, Cl A *		1.2	%		26,214	$	54,067
Alphabet Inc, Cl C *		1.1			22,848		47,264
Facebook Inc, Cl A *		0.9	%		135,757		39,984
Other Securities		2.5					103,862
							245,177
Consumer Discretionary — 11.9%
Amazon.com Inc, Cl A *		1.3			18,448		57,080
Dollar General Corp		1.0			222,711		45,126
Lowe’s Cos Inc		1.4			328,236		62,424
NIKE Inc, Cl B		1.1			357,743		47,540
Ross Stores Inc		0.6			218,925		26,251
Target Corp, Cl A		0.8			185,748		36,791
TJX Cos Inc/The		0.6			374,562		24,777
Other Securities		5.1					220,154
							520,143
Consumer Staples — 8.8%
Altria Group Inc		0.7			561,690		28,736
Kroger Co/The		0.8			924,655		33,278
PepsiCo Inc		0.7			209,241		29,597
Philip Morris International Inc		1.0			469,703		41,682
Procter & Gamble Co/The		0.7			233,806		31,664
Unilever PLC ADR		0.9			731,480		40,839
Other Securities		4.0					175,229
							381,025
Energy — 2.5%
Chevron Corp		0.6			264,554		27,723
Other Securities		1.9					82,721
							110,444
Financials — 17.5%
Bank of America Corp		1.4			1,550,747		59,998
Citigroup Inc		0.6			379,987		27,644
JPMorgan Chase & Co		1.7			474,451		72,226
Moody’s Corp		1.8			263,689		78,740
Morgan Stanley		0.5			311,935		24,225

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MSCI Inc, Cl A		0.9	%		91,938	$	38,548
US Bancorp		0.7			573,724		31,733
Other Securities ‡		9.9					428,186
							761,300
Health Care — 14.6%
Amgen Inc, Cl A		0.8			145,948		36,313
Becton Dickinson and Co		0.6			113,758		27,660
CVS Health Corp		0.7			379,134		28,522
Johnson & Johnson		2.4			633,113		104,052
Merck & Co Inc		1.1			605,640		46,689
Mettler-Toledo International Inc *		0.8			28,371		32,788
Pfizer Inc		0.7			815,680		29,552
UnitedHealth Group Inc		1.4			167,008		62,139
Other Securities (A)		6.1					267,163
							634,878
Industrials — 9.6%
3M Co		0.6			131,281		25,295
Graco Inc		0.9			542,313		38,840
Johnson Controls International PLC		0.7			494,338		29,497
Siemens AG ADR		0.6			311,780		25,658
WW Grainger Inc		0.6			64,211		25,744
Other Securities		6.2					269,317
							414,351
Information Technology — 20.2%
Adobe Inc *		1.5			132,912		63,182
Apple Inc		2.6			932,824		113,944
Applied Materials Inc		0.6			183,527		24,519
Cisco Systems Inc/Delaware		0.6			498,298		25,767
Intel Corp		0.9			571,741		36,591
Intuit Inc		1.4			156,005		59,759
Mastercard Inc, Cl A		1.4			175,853		62,612
Microchip Technology Inc		1.0			289,399		44,921
Microsoft Corp		2.6			486,353		114,667
Oracle Corp, Cl B		0.8			512,747		35,979
Visa Inc, Cl A		1.3			275,684		58,371
Other Securities (A)		5.5					237,043
							877,355
Materials — 5.4%
Linde PLC		0.8			123,959		34,726
Sherwin-Williams Co/The, Cl A		1.1			66,555		49,118
Other Securities		3.5					152,455
							236,299
Real Estate — 2.0%
American Tower Corp, Cl A ‡		0.6			101,757		24,326
Other Securities ‡		1.4					61,589
							85,915

12 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 1.4%
Other Securities		1.4	%			$	61,016
Total Common Stock (Cost $1,678,734) ($ Thousands)							4,327,903
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **†(B)		0.0			1,154,929		1,157
Total Affiliated Partnership (Cost $1,155) ($ Thousands)							1,157

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		2.4	%		105,365,872	$	105,366
Total Cash Equivalent (Cost $105,366) ($ Thousands)							105,366
Total Investments in Securities — 102.0% (Cost $1,785,255)($ Thousands)						$	4,434,426

A list of the open futures contracts held by the Fund at March 31, 2021 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		39		Jun-2021	$	7,739	$	7,736	$	(3)
S&P Mid Cap 400 Index E-MINI		2		Jun-2021		522		521		(1)
					$	8,261	$	8,257	$	(4)

Percentages are based on a Net Assets of $4,348,154 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $1,141 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $1,157 ($ 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, 2021, 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		4,327,903		–		–		4,327,903
Affiliated Partnership		–		1,157		–		1,157
Cash Equivalent		105,366		–		–		105,366
Total Investments in Securities		4,433,269		1,157		–		4,434,426
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total     ($)
Futures Contracts*
Unrealized Depreciation		(4)		–		–		(4)
Total Other Financial Instruments		(4)		–		–		(4)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 13

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$48,578	$159,168	$(206,600)	$ 8	$ 3	$ 1,157	1,154,929	$ 45	$ —
SEI Daily Income Trust, Government Fund, Cl F	21,668	317,706	(234,008)	—	—	105,366	105,365,872	1	—
Totals	$70,246	$476,874	$(440,608)	$ 8	$ 3	$106,523		$ 46	$ —

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

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

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 10.8%
Alphabet Inc, Cl A *		1.8	%		8,351	$	17,224
Alphabet Inc, Cl C *		1.8			8,004		16,557
AT&T Inc		0.6			197,993		5,993
Comcast Corp, Cl A		0.7			126,896		6,866
Facebook Inc, Cl A *		2.1			66,813		19,678
Netflix Inc *		0.7			12,269		6,400
Verizon Communications Inc		0.7			114,896		6,681
Walt Disney Co/The		1.0			50,393		9,299
Other Securities		1.4					13,267
							101,965
Consumer Discretionary — 12.3%
Amazon.com Inc, Cl A *		3.9			11,885		36,773
Home Depot Inc/The		1.0			29,895		9,125
McDonald’s Corp		0.5			20,738		4,648
NIKE Inc, Cl B		0.5			35,323		4,694
Tesla Inc *		1.5			21,334		14,250
Other Securities		4.9					46,783
							116,273
Consumer Staples — 6.1%
Coca-Cola Co/The		0.6			107,649		5,674
Costco Wholesale Corp		0.5			12,336		4,348
PepsiCo Inc		0.6			38,259		5,412
Procter & Gamble Co/The		1.0			68,345		9,256
Walmart Inc		0.6			38,456		5,223
Other Securities		2.8					27,560
							57,473
Energy — 2.8%
Chevron Corp		0.6			53,478		5,604
Exxon Mobil Corp		0.7			117,546		6,562
Other Securities		1.5					14,046
							26,212
Financials — 11.2%
Bank of America Corp		0.9			210,945		8,161
Berkshire Hathaway Inc, Cl B *		1.4			52,893		13,513
Citigroup Inc		0.4			57,951		4,216
JPMorgan Chase & Co		1.4			84,676		12,890

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		0.5	%		114,715	$	4,482
Other Securities		6.6					62,416
							105,678
Health Care — 12.9%
Abbott Laboratories		0.6			49,199		5,896
AbbVie Inc		0.6			49,050		5,308
Eli Lilly and Co		0.4			22,108		4,130
Johnson & Johnson		1.3			73,025		12,002
Medtronic PLC		0.5			37,372		4,415
Merck & Co Inc		0.6			70,276		5,418
Pfizer Inc		0.6			154,856		5,610
Thermo Fisher Scientific Inc		0.5			10,969		5,006
UnitedHealth Group Inc		1.0			26,208		9,751
Other Securities		6.8					63,847
							121,383
Industrials — 8.8%
Honeywell International Inc		0.5			19,277		4,184
Union Pacific Corp		0.4			18,574		4,094
Other Securities		7.9					74,180
							82,458
Information Technology — 26.4%
Accenture PLC, Cl A		0.5			17,581		4,857
Adobe Inc *		0.7			13,269		6,308
Apple Inc		5.7			438,162		53,522
Broadcom Inc		0.6			11,316		5,247
Cisco Systems Inc/Delaware		0.6			117,161		6,058
Intel Corp		0.8			112,797		7,219
Mastercard Inc, Cl A		0.9			24,346		8,668
Microsoft Corp		5.2			209,415		49,374
NVIDIA Corp		1.0			17,229		9,199
PayPal Holdings Inc *		0.8			32,492		7,890
QUALCOMM Inc		0.4			31,554		4,184
salesforce.com Inc *		0.6			25,521		5,407
Texas Instruments Inc		0.5			25,503		4,820
Visa Inc, Cl A		1.1			47,061		9,964
Other Securities		7.0					66,362
							249,079
Materials — 2.7%
Other Securities		2.7					25,160
Real Estate — 2.4%
Other Securities ‡		2.4					22,929
Utilities — 2.6%
NextEra Energy Inc		0.4			54,380		4,112
Other Securities		2.2					20,805
							24,917
Total Common Stock (Cost $267,301) ($ Thousands)							933,527

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 15

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		0.7	%		6,427,474	$	6,427
Total Cash Equivalent (Cost $6,427) ($ Thousands)							6,427
Total Investments in Securities — 99.7% (Cost $273,728)($ Thousands)						$	939,954

A list of the open futures contracts held by the Fund at March 31, 2021 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		38		Jun-2021	$	7,498	$	7,538	$	40

Percentages are based on a Net Assets of $942,319 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

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

^‡ Real Estate Investment Trust.

Cl — Class

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, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1   ($)		Level 2   ($)		Level 3   ($)		Total   ($)
Common Stock		933,527		–		–		933,527
Cash Equivalent		6,427		–		–		6,427
Total Investments in Securities		939,954		–		–		939,954
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		40		–		–		40
Total Other Financial Instruments		40		–		–		40

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020		Purchases at Cost		Proceeds from Sales		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.		$   349		$  1,842		$  (2,191)		$ —		$ —		$      —		—		$3		$ —
SEI Daily Income Trust, Government Fund, Cl F		12,428		45,940		(51,941)		—		—		6,427		6,427,474		1		—
Totals		$12,777		$47,782		$(54,132)		$ —		$ —		$6,427				$4		$ —

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

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

16 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 96.1%
Communication Services — 3.1%
Cinemark Holdings Inc		0.3	%		109,386	$	2,233
Cogent Communications Holdings Inc		0.3			33,336		2,292
Lions Gate Entertainment Corp, Cl A * (A)		0.6			272,867		4,079
TEGNA Inc		0.3			122,513		2,307
Other Securities		1.6					10,408
							21,319
Consumer Discretionary — 15.9%
American Eagle Outfitters Inc		0.4			104,368		3,052
Brunswick Corp/DE		0.4			28,098		2,680
Modine Manufacturing Co *		0.7			308,036		4,550
Shutterstock Inc		0.4			33,810		3,010
Taylor Morrison Home Corp, Cl A *		0.4			78,818		2,428
Urban Outfitters Inc *		0.4			79,389		2,952
Other Securities (A)		13.2					90,445
							109,117
Consumer Staples — 4.9%
Pilgrim’s Pride Corp *		0.5			155,282		3,694
TreeHouse Foods Inc *		0.3			40,874		2,135
Other Securities		4.1					27,945
							33,774
Energy — 3.0%
Cabot Oil & Gas Corp		0.3			112,230		2,108
Cimarex Energy Co		0.5			60,973		3,621
Delek US Holdings Inc		0.6			193,244		4,209
Diamondback Energy Inc, Cl A		0.3			28,141		2,068
Other Securities		1.3					8,716
							20,722

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Financials — 18.9%
American Equity Investment Life
Holding Co		0.4	%		88,923	$	2,804
Bank OZK		0.3			51,428		2,101
BankUnited Inc		1.2			183,162		8,050
CNO Financial Group Inc		0.7			207,866		5,049
First Commonwealth Financial Corp		0.4			188,987		2,716
First Horizon Corp		0.7			285,435		4,827
First Midwest Bancorp Inc/IL		0.4			111,360		2,440
FNB Corp/PA		1.0			524,247		6,658
Home BancShares Inc/AR		0.3			79,031		2,138
PacWest Bancorp		0.7			128,068		4,886
Pinnacle Financial Partners Inc		0.5			38,272		3,393
Sterling Bancorp/DE		0.4			103,926		2,392
Umpqua Holdings Corp		0.8			324,780		5,700
Western Alliance Bancorp		0.4			25,941		2,450
Other Securities ‡		10.7					73,890
							129,494
Health Care — 10.3%
Ensign Group Inc/The		0.6			43,286		4,062
Pennant Group Inc/The *		0.1			13,207		605
Other Securities (A)		9.6					65,941
							70,608
Industrials — 17.2%
ACCO Brands Corp		0.6			521,799		4,404
Altra Industrial Motion Corp		0.3			37,870		2,095
BWX Technologies Inc, Cl W		0.4			44,679		2,946
JetBlue Airways Corp *		0.6			191,611		3,897
Masonite International Corp *		0.3			20,579		2,372
Regal Beloit		0.4			18,370		2,621
Snap-on Inc		0.3			9,060		2,090
Standex International Corp		0.3			22,100		2,112
WESCO International Inc *		0.6			45,087		3,901
Other Securities		13.4					91,550
							117,988
Information Technology — 12.6%
Alliance Data Systems Corp		0.5			33,369		3,740
J2 Global Inc *		0.6			31,467		3,772
NCR Corp *		0.4			74,140		2,813
Rogers Corp *		0.3			11,979		2,255
Silicon Motion Technology Corp ADR		0.4			46,397		2,756
Super Micro Computer Inc *		0.4			71,106		2,777
Other Securities		10.0					68,286
							86,399
Materials — 6.0%
Commercial Metals Co, Cl A		0.9			204,819		6,317
Domtar Corp		0.3			63,503		2,346
Reliance Steel & Aluminum Co		0.3			13,781		2,099
Other Securities (A)		4.5					30,030
							40,792

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 17

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.3%
Other Securities ‡		2.3	%			$	16,029
Utilities — 1.9%
Portland General Electric Co		0.4			63,870		3,032
Other Securities		1.5					10,148
							13,180
Total Common Stock (Cost $463,872) ($ Thousands)							659,422

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 1.2%
SEI Liquidity Fund, L.P.
0.020% **†(B)		1.2	%		8,117,859	$	8,119
Total Affiliated Partnership (Cost $8,118) ($ Thousands)							8,119
CASH EQUIVALENT — 3.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		3.8			25,893,125		25,893
Total Cash Equivalent (Cost $25,893) ($ Thousands)							25,893
Total Investments in Securities — 101.1% (Cost $497,883)($ Thousands)						$	693,434

A list of the open futures contracts held at March 31, 2021 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		41		Jun-2021	$	4,541	$	4,556	$	15

Percentages are based on a Net Assets of $685,895 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $6,203 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $8,119 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

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

The following is a list of the level of inputs used as of March 31, 2021, 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		659,422		–		–		659,422
Affiliated Partnership		–		8,119		–		8,119
Cash Equivalent		25,893		–		–		25,893
Total Investments in Securities		685,315		8,119		–		693,434
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		15		–		–		15
Total Other Financial Instruments		15		–		–		15

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

18 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 14,415	$ 49,219	$(55,515)	$1	$(1)	$8,119	8,117,859	$84	$—
SEI Daily Income Trust, Government Fund, Cl F	9,347	145,852	(129,306)	—	—	25,893	25,893,125	1	—
Totals	$ 23,762	$195,071	$(184,821)	$1	$(1)	$34,012		$ 85	$—

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, 2021 19

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 94.5%
Communication Services — 3.9%
John Wiley & Sons Inc, Cl A		0.6	%		44,260	$	2,399
Lions Gate Entertainment Corp, Cl A *		0.5			151,338		2,262
Nexstar Media Group Inc, Cl A		1.3			38,144		5,357
Other Securities (A)		1.5					6,679
							16,697
Consumer Discretionary — 11.7%
Lithia Motors Inc, Cl A		1.2			12,637		4,930
Meritage Homes Corp *		0.5			23,595		2,169
Modine Manufacturing Co *		0.6			185,572		2,741
Other Securities (A)		9.4					40,073
							49,913
Consumer Staples — 3.2%
Hostess Brands Inc, Cl A *		0.8			240,489		3,449
Spectrum Brands Holdings Inc		0.5			25,349		2,155
Other Securities (A)		1.9					8,311
							13,915
Energy — 3.1%
Delek US Holdings Inc		0.5			107,177		2,334
Other Securities (A)(B)		2.6					11,072
							13,406
Financials — 24.3%
BankUnited Inc		0.9			90,582		3,981
BGC Partners Inc, Cl A		0.7			616,304		2,977
CIT Group Inc		0.5			44,492		2,292
CNO Financial Group Inc		1.3			230,071		5,588
Columbia Banking System Inc		0.9			93,310		4,021
First Commonwealth Financial Corp		0.6			175,092		2,516
First Horizon Corp		0.8			202,315		3,421
First Merchants Corp		0.6			53,053		2,467
FNB Corp/PA		0.7			251,885		3,199
OFG Bancorp		0.7			123,495		2,793
Pacific Premier Bancorp Inc		0.6			60,330		2,621

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PacWest Bancorp		2.1	%		231,936	$	8,848
Starwood Property Trust Inc ‡		1.2			200,873		4,970
Umpqua Holdings Corp		0.6			136,954		2,404
Other Securities ‡(A)		12.1					51,635
							103,733
Health Care — 3.8%
Syneos Health Inc, Cl A *		0.9			51,324		3,893
Other Securities (A)		2.9					12,372
							16,265
Industrials — 15.2%
ACCO Brands Corp		0.8			402,096		3,394
Atkore Inc *		0.9			51,243		3,684
BWX Technologies Inc, Cl W		0.9			59,303		3,910
Colfax Corp *		1.2			111,919		4,903
JetBlue Airways Corp *		0.7			144,973		2,949
KAR Auction Services Inc		0.7			192,901		2,894
Teledyne Technologies Inc *		0.6			6,001		2,482
WESCO International Inc *		0.7			34,998		3,028
XPO Logistics Inc *		0.7			23,824		2,937
Other Securities (A)		8.0					34,690
							64,871
Information Technology — 12.5%
ACI Worldwide Inc *		1.0			108,279		4,120
Amkor Technology Inc		0.5			93,950		2,227
Euronet Worldwide Inc *		0.5			16,683		2,307
Insight Enterprises Inc *		0.6			27,571		2,631
J2 Global Inc *		2.1			73,879		8,855
NCR Corp *(A)		0.6			64,079		2,432
Sanmina Corp *		0.5			51,733		2,141
Silicon Motion Technology Corp ADR		1.6			115,193		6,841
Verint Systems Inc *		0.7			67,863		3,087
Other Securities (A)		4.4					18,783
							53,424
Materials — 9.5%
Ashland Global Holdings Inc		0.9			40,922		3,633
Axalta Coating Systems Ltd *		1.0			140,362		4,152
Commercial Metals Co, Cl A (A)		0.9			130,327		4,019
FMC Corp		1.4			52,230		5,777
Silgan Holdings Inc		1.5			151,154		6,353
Other Securities (A)		3.8					16,539
							40,473
Real Estate — 6.5%
Gaming and Leisure Properties Inc ‡		1.0			98,262		4,169
Howard Hughes Corp/The *		0.7			32,837		3,124
Medical Properties Trust Inc ‡		1.2			249,343		5,306
Other Securities ‡(A)		3.6					15,410
							28,009

20 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 0.8%
Other Securities (A)		0.8	%			$	3,542
Total Common Stock (Cost $274,059) ($ Thousands)							404,248
AFFILIATED PARTNERSHIP — 6.9%
SEI Liquidity Fund, L.P.
0.020% **†(C)		6.9			29,632,329		29,641
Total Affiliated Partnership (Cost $29,639) ($ Thousands)							29,641

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		5.4	%		22,914,301	$	22,914
Total Cash Equivalent (Cost $22,914) ($ Thousands)							22,914
Total Investments in Securities — 106.8% (Cost $326,612)($ Thousands)						$	456,803

A list of the open futures contracts held at March 31, 2021 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		54		Jun-2021		$              5,991	$	6,001	$	10

Percentages are based on Net Assets of $427,594 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡ 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, 2021 (See Note 10). The total market value of securities on loan at March 31, 2021 was $28,779 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $1,990 ($ Thousands), or 0.5% 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, 2021 was $29,641 ($ Thousands).

ADR — American Depositary Receipt

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, 2021, 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		404,248		–		–		404,248
Affiliated Partnership		–		29,641		–		29,641
Cash Equivalent		22,914		–		–		22,914
Total Investments in Securities		427,162		29,641		–		456,803
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		10		–		–		10
Total Other Financial Instruments		10		–		–		10

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 21

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 7,690	$ 68,828	$(46,880)	$ 5	$ (2)	$ 29,641	29,632,329	$ 67	$ —
SEI Daily Income Trust, Government Fund, Cl F	13,795	48,172	(39,053)	—	—	22,914	22,914,301	1	—
Totals	$ 21,485	$ 117,000	$ (85,933)	$ 5	$ (2)	$ 52,555		$ 68	$ —

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

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

22 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 96.0%
Communication Services — 0.7%
TechTarget Inc *		0.4	%		27,385	$	1,902
Other Securities (A)		0.3					1,381
							3,283
Consumer Discretionary — 16.6%
Brinker International Inc *		0.5			31,848		2,263
Century Communities Inc *		0.5			33,697		2,033
Hanesbrands Inc		0.4			100,771		1,982
Rent-A-Center Inc/TX		0.6			46,539		2,683
Sally Beauty Holdings Inc *(A)		0.9			190,859		3,842
Shutterstock Inc		0.4			21,893		1,949
Skechers USA Inc, Cl A *		0.8			84,219		3,513
Other Securities (A)		12.5					55,637
							73,902
Consumer Staples — 0.8%
Other Securities (A)		0.8					3,429
Energy — 1.5%
Other Securities (A)		1.5					6,529
Financials — 10.4%
Cowen Inc, Cl A		0.5			63,689		2,239
Investors Bancorp Inc		0.5			143,634		2,110
Jaws Acquisition, Cl A *(A)		0.5			156,788		2,077
Mr Cooper Group Inc *		0.6			74,408		2,586
Other Securities ‡(A)(B)(C)		8.3					37,517
							46,529
Health Care — 27.2%
AMN Healthcare Services Inc *		0.6			34,719		2,559
CareDx Inc *(A)		0.5			35,867		2,442
Enanta Pharmaceuticals Inc *		0.5			43,885		2,164
Ensign Group Inc/The		0.7			31,608		2,966
Halozyme Therapeutics Inc *(A)		0.7			71,432		2,978
Medpace Holdings Inc *		0.5			14,397		2,362

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Merit Medical Systems Inc *(A)		0.7	%		53,682	$	3,214
Natera Inc *		0.5			22,791		2,314
Omnicell Inc *		0.6			20,143		2,616
Pennant Group Inc/The *		0.2			17,625		807
Prestige Consumer Healthcare Inc, Cl A *		0.5			51,099		2,252
Repligen Corp *		0.5			11,198		2,177
Select Medical Holdings Corp *		0.7			87,557		2,986
Syneos Health Inc, Cl A *		0.8			45,820		3,475
Tenet Healthcare Corp *		0.7			60,091		3,125
Veracyte Inc *		0.7			54,594		2,934
Other Securities (A)		17.8					79,039
							120,410
Industrials — 17.8%
ABM Industries Inc		0.7			60,336		3,078
Atkore Inc *		0.5			27,873		2,004
Clean Harbors Inc *		0.5			28,427		2,390
EMCOR Group Inc		0.4			17,006		1,907
Heritage-Crystal Clean Inc *		0.8			128,377		3,483
Hillenbrand Inc		0.4			41,934		2,001
John Bean Technologies Corp, Cl A		0.5			15,514		2,069
Matson Inc		1.1			70,254		4,686
Middleby Corp/The *(A)		0.7			19,186		3,180
Ritchie Bros Auctioneers Inc		0.7			53,961		3,159
Tennant Co (A)		0.5			29,843		2,384
TriNet Group Inc *		0.6			34,630		2,700
Triton International Ltd		0.6			48,120		2,646
Other Securities (A)		9.8					43,483
							79,170
Information Technology — 16.6%
2U Inc *		0.6			73,156		2,797
Digital Turbine Inc *		0.5			27,584		2,217
Echo Global Logistics Inc *		0.4			60,296		1,894
Pluralsight Inc, Cl A *		0.5			97,335		2,174
Sanmina Corp *		0.4			47,065		1,948
SVMK Inc *		0.4			103,178		1,890
TTEC Holdings Inc		0.5			24,039		2,415
Ultra Clean Holdings Inc *		0.5			35,609		2,067
Vishay Intertechnology Inc		0.5			90,209		2,172
Other Securities (A)(B)		12.3					54,147
							73,721
Materials — 3.4%
Louisiana-Pacific Corp		0.7			57,054		3,164
Other Securities (A)		2.7					12,038
							15,202
Real Estate — 0.7%
Other Securities ‡(A)		0.7					3,268
Telecommunication Services — 0.1%
Other Securities		0.1					279

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 23

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Concluded)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 0.2%
Other Securities		0.2	%			$	656
Total Common Stock (Cost $333,715) ($ Thousands)							426,378
AFFILIATED PARTNERSHIP — 15.7%
SEI Liquidity Fund, L.P.
0.020% **†(D)		15.7			69,787,629		69,802
Total Affiliated Partnership (Cost $69,801) ($ Thousands)							69,802

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 4.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		4.0	%		17,821,135	$	17,821
Total Cash Equivalent (Cost $17,821) ($ Thousands)							17,821
Total Investments in Securities — 115.7% (Cost $421,337)($ Thousands)						$	514,001

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Russell 2000 Index E-MINI		62		Jun-2021	$	6,875	$	6,890	$	15
					$	6,875	$	6,890	$	15

Percentages are based on a Net Assets of $444,444 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $69,599 ($ Thousands).

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

(C) Securities considered restricted. The total market value of such securities as of March 31, 2021 was $61 ($ Thousands) and represented 0.0% 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, 2021 was $69,802 ($ Thousands).

Cl — Class

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, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)	Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock	426,312		–		66		426,378
Affiliated Partnership	–		69,802		–		69,802
Cash Equivalent	17,821		–		–		17,821
Total Investments in Securities	444,133		69,802		66		514,001

Other Financial Instruments	Level 1 ($)	Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation	15		–		–		15
Total Other Financial Instruments	15		–		–		15

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

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

24 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 14,256	$ 116,878	$(61,332)	$ 1	$(1)	$69,802	69,787,629	$ 188	$—
SEI Daily Income Trust, Government Fund, Cl F	5,613	64,752	(52,544)	—	—	17,821	17,821,135	—	—
Totals	$ 19,869	$ 181,630	$(113,876)	$ 1	$(1)	$87,623		$ 188	$—

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, 2021 25

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 97.1%
Communication Services — 3.8%
Lions Gate Entertainment Corp, Cl A *(A)		0.7	%		480,584	$	7,185
Nexstar Media Group Inc, Cl A		0.9			68,960		9,684
Other Securities (A)		2.2					21,538
							38,407
Consumer Discretionary — 9.6%
American Eagle Outfitters Inc		0.5			163,769		4,788
Bloomin’ Brands Inc *		0.6			205,848		5,568
Etsy Inc *		0.5			25,967		5,237
Lithia Motors Inc, Cl A		0.9			24,454		9,539
Modine Manufacturing Co *		0.8			571,716		8,444
Pool Corp		0.8			23,829		8,227
Other Securities (A)		5.5					56,217
							98,020
Consumer Staples — 4.8%
Hostess Brands Inc, Cl A *		0.7			468,657		6,721
Medifast Inc		0.5			25,737		5,452
Other Securities (A)		3.6					36,893
							49,066
Energy — 1.9%
Cimarex Energy Co		0.6			98,294		5,838
Delek US Holdings Inc *(A)		0.7			328,319		7,151
Other Securities (B)		0.6					6,660
							19,649
Financials — 17.5%
Argo Group International
Holdings Ltd		0.5			103,605		5,213
BankUnited Inc		0.6			127,615		5,609
BGC Partners Inc, Cl A		0.5			1,099,126		5,309
CNO Financial Group Inc		0.7			289,034		7,021
Columbia Banking System Inc		0.6			136,760		5,893
First Commonwealth Financial Corp		0.4			316,920		4,554

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
First Horizon Corp		0.6	%		341,595	$	5,776
FNB Corp/PA (A)		0.6			494,669		6,282
Pacific Premier Bancorp Inc		0.5			114,780		4,986
PacWest Bancorp		1.4			386,880		14,759
Starwood Property Trust Inc ‡		0.8			310,592		7,684
Other Securities ‡(A)		10.3					106,014
							179,100
Health Care — 11.9%
Change Healthcare Inc *		0.7			306,740		6,779
Syneos Health Inc, Cl A *		0.7			96,849		7,346
Other Securities (A)		10.5					108,148
							122,273
Industrials — 15.2%
BWX Technologies Inc, Cl W		0.5			84,376		5,564
Colfax Corp *(A)		0.7			167,422		7,335
IAA Inc *		0.5			85,739		4,728
JetBlue Airways Corp *		0.5			254,146		5,169
KAR Auction Services Inc *		0.4			300,328		4,505
Teledyne Technologies Inc *		0.8			18,991		7,856
WESCO International Inc *		0.8			94,612		8,187
XPO Logistics Inc *		0.9			78,605		9,692
Other Securities (A)		10.1					102,152
							155,188
Information Technology — 18.5%
ACI Worldwide Inc *		1.4			374,772		14,260
J2 Global Inc *(A)		2.5			211,316		25,328
NCR Corp *(A)		0.5			132,854		5,042
ON Semiconductor Corp *		0.4			108,955		4,534
Semtech Corp *		0.5			69,289		4,781
Silicon Motion Technology Corp ADR		1.3			221,337		13,145
Super Micro Computer Inc *		0.7			182,775		7,139
Verint Systems Inc *		0.5			112,718		5,128
Other Securities (A)		10.7					110,190
							189,547
Materials — 7.0%
Ashland Global Holdings Inc		0.5			55,852		4,958
Axalta Coating Systems Ltd *		0.5			164,272		4,859
Commercial Metals Co, Cl A (A)		0.8			270,710		8,349
FMC Corp		1.1			102,303		11,316
Silgan Holdings Inc		1.1			270,689		11,377
Other Securities (A)(C)		3.0					30,510
							71,369
Real Estate — 4.9%
Gaming and Leisure Properties Inc ‡		0.7			167,435		7,104
Howard Hughes Corp/The *		0.5			51,451		4,895
Medical Properties Trust Inc ‡		0.9			410,854		8,743
Newmark Group Inc, Cl A		0.4			450,766		4,510
Other Securities ‡(A)		2.4					24,482
							49,734

26 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.0%
Other Securities (A)		2.0	%			$	20,804
Total Common Stock (Cost $548,850) ($ Thousands)							993,157
AFFILIATED PARTNERSHIP — 11.2%
SEI Liquidity Fund, L.P.
0.020% **†(D)		11.2			114,322,771		114,352
Total Affiliated Partnership (Cost $114,346) ($ Thousands)							114,352
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		2.9			30,072,280		30,072
Total Cash Equivalent (Cost $30,072) ($ Thousands)							30,072
Total Investments in Securities — 111.2% (Cost $693,268)($ Thousands)						$	1,137,581

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Russell 2000 Index E-MINI		14		Jun-2021	$	1,552	$	1,556	$	4
S&P Mid Cap 400 Index E-MINI		4		Jun-2021		1,049		1,042		(7)
					$	2,601	$	2,598	$	(3)

Percentages are based on a Net Assets of $1,023,126

($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $112,616 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $1,724 ($ Thousands), or 0.2% of Net Assets (See Note 2).

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

(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, 2021 was $114,352 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

S&P— Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets.

“Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)	Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock	992,968		–		189		993,157
Affiliated Partnership	–		114,352		–		114,352
Cash Equivalent	30,072		–		–		30,072
Total Investments in Securities	1,023,040		114,352		189		1,137,581

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 27

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund  (Concluded)

Other Financial Instruments	Level 1 ($)	Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation	4		–		–		4
Unrealized Depreciation	(7)		–		–		(7)
Total Other Financial Instruments	(3)		–		–		(3)

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

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

For the period ended March 31, 2021, there was a transfer between Level 1 and Level 3 assets and liabilities due to the unavailability of observable inputs to determine fair value.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$28,359	$176,791	$(90,805)	$10	$(3)	$114,352	114,322,771	$70	$—
SEI Daily Income Trust, Government Fund, Cl F	18,861	90,218	(79,007)	—	—	30,072	30,072,280	1	—
Totals	$47,220	$267,009	$(169,812)	$10	$(3)	$144,424		$71	$—

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

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

28 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 98.2%
Communication Services — 4.7%
Lumen Technologies Inc	0.8%		49,500	$	661
Other Securities (A)	3.9				3,105
					3,766
Consumer Discretionary — 12.0%
Best Buy Co Inc	0.8		5,700		654
Dollar Tree Inc *	0.9		6,100		698
DR Horton Inc	0.9		7,900		704
Ford Motor Co *	1.1		73,900		905
Lennar Corp, Cl A	0.6		4,600		466
Lennar Corp, Cl B	0.4		3,800		313
O’Reilly Automotive Inc *	0.7		1,190		604
Other Securities	6.5				5,295
					9,639
Consumer Staples — 4.9%
Archer-Daniels-Midland Co	0.9		13,500		770
Kroger Co/The	0.9		20,300		731
Tyson Foods Inc, Cl A	0.8		9,100		676
Other Securities	2.3				1,779
					3,956
Energy — 1.4%
Other Securities	1.4				1,137
Financials — 10.0%
Ameriprise Financial Inc	1.0		3,400		790
Annaly Capital Management Inc ‡	0.8		69,500		598
Citizens Financial Group Inc	0.7		13,400		592
Discover Financial Services	1.0		8,000		760
KeyCorp	0.7		29,400		587
Popular Inc	0.7		8,000		562
Raymond James Financial Inc	0.7		4,600		564
Synchrony Financial	0.7		14,700		598
Other Securities	3.7				3,039
					8,090
Health Care — 13.4%
Align Technology Inc *	0.9		1,340		726

Description	Percentage of Net Assets (%)	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AmerisourceBergen Corp, Cl A	0.7%		4,900	$	579
Hologic Inc *	0.8		8,300		617
IDEXX Laboratories Inc *	0.8		1,340		656
IQVIA Holdings Inc *	0.9		3,900		753
Mettler-Toledo International Inc *	0.8		540		624
ResMed Inc	0.8		3,200		621
Other Securities	7.8				6,262
					10,838
Industrials — 14.3%
Acuity Brands Inc	0.8		3,900		643
Cummins Inc	1.0		3,100		803
Generac Holdings Inc *	0.9		2,200		720
Masco Corp	0.8		10,600		635
Old Dominion Freight Line Inc, Cl A	0.7		2,500		601
Parker-Hannifin Corp, Cl A	0.9		2,200		694
WW Grainger Inc	0.7		1,490		597
Other Securities	8.5				6,865
					11,558
Information Technology — 20.2%
Cadence Design Systems Inc *	1.0		5,900		808
EPAM Systems Inc *	0.8		1,600		635
HP Inc	0.9		21,800		692
KLA Corp	1.2		2,900		958
MKS Instruments Inc	0.8		3,500		649
PTC Inc *	0.8		4,800		661
Skyworks Solutions Inc	0.8		3,600		661
SS&C Technologies Holdings Inc	0.7		8,600		601
Synopsys Inc *	0.9		2,800		694
Zebra Technologies Corp, Cl A *	0.8		1,260		611
Other Securities	11.5				9,313
					16,283
Materials — 6.9%
Corteva Inc	1.1		18,100		844
Freeport-McMoRan Inc, Cl B	1.0		25,200		830
PPG Industries Inc	0.8		4,200		631
Steel Dynamics Inc	0.7		11,200		569
Other Securities	3.3				2,683
					5,557
Real Estate — 5.5%
Weyerhaeuser Co ‡	0.9		20,100		716
Other Securities ‡(A)	4.6				3,712
					4,428
Utilities — 4.9%
AES Corp/The	0.8		25,400		681
MDU Resources Group Inc	0.8		20,000		632
Public Service Enterprise Group Inc	0.8		10,600		638

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 29

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Mid-Cap Fund(Concluded)

Description	Percentage of Net Assets (%)	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
UGI Corp	0.7%		14,000	$	574
Other Securities	1.8				1,463
					3,988
Total Common Stock (Cost $62,463) ($ Thousands)					79,240
PREFERRED STOCK — 0.1%
Consumer Discretionary — 0.1%
Other Securities	0.1				107
Total Preferred Stock (Cost $236) ($ Thousands)					107

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, L.P.
0.020% **†(B)		0.7	%		579,529	$	580
Total Affiliated Partnership (Cost $580) ($ Thousands)							580
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		1.4			1,109,175		1,109
Total Cash Equivalent (Cost $1,109) ($ Thousands)							1,109
Total Investments in Securities — 100.4% (Cost $64,388)($ Thousands)						$	81,036

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P Mid Cap 400 Index E-MINI		1		Jun-2021	$	256	$	260	$	4

Percentages are based on a Net Assets of $80,715 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $564 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $580 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

S&P— Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets.

“Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		79,240		–		–		79,240
Preferred Stock		107		–		–		107
Affiliated Partnership		–		580		–		580
Cash Equivalent		1,109		–		–		1,109
Total Investments in Securities		80,456		580		–		81,036
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4		–		–		4
Total Other Financial Instruments		4		–		–		4

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

30 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$ 1,710	$ (1,130)	$ —	$ —	$ 580	579,529	$ —	$ —
SEI Daily Income Trust, Government Fund, Cl F	1,119	10,440	(10,450)	—	—	1,109	1,109,175	—	—
Totals	$ 1,119	$ 12,150	$ (11,580)	$ —	$ —	$ 1,689		$ —	$ —

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, 2021 31

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility 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 — 98.7%
Communication Services — 8.1%
AT&T Inc		1.3	%		418,608	$	12,671
Comcast Corp, Cl A		1.3			240,900		13,035
Omnicom Group Inc		0.9			121,800		9,031
Verizon Communications		2.5			433,911		25,232
Other Securities		2.1					21,396
							81,365
Consumer Discretionary — 8.1%
eBay Inc		1.2			194,674		11,922
Target Corp, Cl A		2.0			98,529		19,516
Toyota Motor Corp ADR (A)		0.7			47,464		7,407
Other Securities (A)		4.2					41,757
							80,602
Consumer Staples — 16.8%
Conagra Brands Inc		1.1			287,811		10,822
General Mills Inc		1.0			169,734		10,408
Hershey Co/The		0.7			42,124		6,662
J M Smucker Co/The		1.6			121,998		15,436
Kellogg Co		0.9			148,945		9,428
Kimberly-Clark Corp		1.3			90,908		12,641
Kraft Heinz Co/The		0.9			219,400		8,776
Kroger Co/The		1.5			405,027		14,577
Tyson Foods Inc, Cl A		1.1			144,449		10,733
Other Securities (A)		6.7					68,183
							167,666
Energy — 0.6%
Other Securities		0.6					5,499
Financials — 11.2%
Aflac Inc		1.1			221,967		11,360
Allstate Corp/The		1.3			115,300		13,248
Bank of New York Mellon Corp/ The		0.9			198,000		9,363
Berkshire Hathaway Inc, Cl B *		2.1			80,117		20,467

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
US Bancorp		0.7	%		125,400	$	6,936
Other Securities ‡		5.1					50,403
							111,777
Health Care — 14.6%
AbbVie Inc		0.9			86,995		9,415
Amgen Inc, Cl A		1.1			42,500		10,574
Bristol-Myers Squibb Co		1.6			251,177		15,857
CVS Health Corp		1.0			126,626		9,526
Gilead Sciences Inc		0.9			141,500		9,145
Johnson & Johnson		2.1			127,718		20,991
Merck & Co Inc		2.4			315,164		24,296
Pfizer Inc		1.6			444,439		16,102
Other Securities (A)		3.0					30,286
							146,192
Industrials — 9.7%
3M Co		1.0			50,635		9,756
Cummins Inc		0.8			31,600		8,188
Northrop Grumman Corp		1.0			29,432		9,525
Snap-on Inc		1.0			44,000		10,152
Other Securities (A)		5.9					59,670
							97,291
Information Technology — 17.1%
Amdocs Ltd		2.1			300,704		21,094
Cisco Systems Inc/Delaware		1.9			359,046		18,566
F5 Networks Inc, Cl A *		1.4			67,564		14,095
Intel Corp		2.2			339,000		21,696
International Business Machines Corp		1.4			102,708		13,687
J2 Global Inc *		0.6			50,200		6,017
Juniper Networks Inc		0.7			284,966		7,218
Oracle Corp, Cl B		2.4			344,999		24,209
Seagate Technology PLC		0.9			116,500		8,941
Western Union Co/The		1.1			424,181		10,460
Other Securities		2.4					24,840
							170,823
Materials — 4.4%
Linde PLC		0.6			22,103		6,192
Newmont Corp		0.7			115,789		6,979
Other Securities		3.1					30,935
							44,106
Real Estate — 2.7%
Other Securities ‡		2.7					27,314
Utilities — 5.4%
DTE Energy Co		0.6			46,699		6,218
Entergy Corp		0.9			85,500		8,505
Evergy Inc		1.2			204,537		12,176
Exelon Corp		0.7			163,000		7,130

32 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		0.6	%		134,094	$	6,365
Other Securities (A)		1.4					13,169
							53,563
Total Common Stock (Cost $753,623) ($ Thousands)							986,198
AFFILIATED PARTNERSHIP — 1.1%
SEI Liquidity Fund, L.P.
0.020% **†(B)		1.1			11,340,643		11,343
Total Affiliated Partnership (Cost $11,343) ($ Thousands)							11,343

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		1.3	%		12,632,496	$	12,632
Total Cash Equivalent (Cost $12,632) ($ Thousands)							12,632
Total Investments in Securities — 101.1% (Cost $777,598)($ Thousands)						$	1,010,173

A list of the open futures contracts held by the Fund at March 31, 2021, 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		33		Jun-2021	$	6,542	$	6,546	$	4
					$	6,542	$	6,546	$	4

Percentages are based on a Net Assets of $998,797 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $11,216 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $11,343 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

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, 2021, 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		986,198		–		–		986,198
Affiliated Partnership		–		11,343		–		11,343
Cash Equivalent		12,632		–		–		12,632
Total Investments in Securities		998,830		11,343		–		1,010,173
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4		–		–		4
Total Other Financial Instruments		4		–		–		4

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 13,094	$ 39,459	$ (41,209)	$ (1)	$ —	$ 11,343	11,340,643	$ 36	$ —
SEI Daily Income Trust, Government Fund, Cl F	31,666	834,157	(853,191)	—	—	12,632	12,632,496	1	—
Totals	$ 44,760	$ 873,616	$ (894,400)	$ (1)	$ —	$ 23,975		$ 37	$ —

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 33

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility 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 — 97.7%
Australia — 2.0%
Newcrest Mining Ltd		0.8	%		461,027	$	8,575
Other Securities		1.2					11,844
							20,419
Austria — 0.0%
Other Securities		0.0					404
Belgium — 0.3%
Other Securities		0.3					3,277
Bermuda — 0.2%
Other Securities		0.2					2,302
Canada — 4.9%
Alimentation Couche-Tard Inc, Cl B		0.8			262,600		8,466
George Weston Ltd		0.9			104,821		9,281
Loblaw Cos Ltd		0.8			154,226		8,614
Other Securities		2.4					24,519
							50,880
Denmark — 1.0%
Other Securities		1.0					10,149
Finland — 0.3%
Other Securities		0.3					3,178
France — 1.2%
Other Securities		1.2					12,743

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Germany — 0.6%
Henkel AG & Co KGaA		0.1	%		14,619	$	1,451
Other Securities		0.5					4,162
							5,613
Hong Kong — 1.8%
CLP Holdings Ltd, Cl B		0.8			869,156		8,441
Other Securities		1.0					10,197
							18,638
Israel — 0.4%
Other Securities		0.4					4,480
Italy — 0.4%
Other Securities		0.4					4,510
Japan — 10.2%
KDDI Corp		1.0			330,800		10,164
Nippon Telegraph & Telephone Corp (A)		1.0			397,200		10,216
Okinawa Cellular Telephone Co		0.0			3,500		161
Oracle Corp Japan *		0.1			13,600		1,329
Softbank Corp		1.5			1,147,600		14,940
Other Securities (A)		6.6					68,537
							105,347
Netherlands — 1.2%
Koninklijke Ahold Delhaize NV		1.2			444,731		12,414
New Zealand — 0.5%
Other Securities ‡		0.5					5,252
Norway — 1.1%
Orkla ASA		0.8			806,339		7,920
Other Securities		0.3					3,574
							11,494
Portugal — 0.1%
Other Securities		0.1					1,194
Singapore — 0.4%
Other Securities		0.4					3,910
Spain — 0.5%
Other Securities (A)		0.5					4,655
Sweden — 1.8%
Axfood AB (A)		0.8			327,941		7,856

34 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sweden (continued)
ICA Gruppen AB		0.8	%		176,368	$	8,640
Other Securities		0.2					2,267
							18,763
Switzerland — 4.9%
Novartis AG		0.9			102,623		8,807
Roche Holding AG		0.9			29,133		9,455
Swisscom AG (A)		1.0			18,237		9,824
Other Securities		2.1					22,518
							50,604
United Kingdom — 2.7%
Other Securities		2.7					27,449
United States — 61.2%
Agilent Technologies Inc		0.8			61,383		7,804
Alphabet Inc, Cl A *		0.7			3,623		7,473
Alphabet Inc, Cl C *		0.1			502		1,039
Amgen Inc, Cl A		0.8			32,320		8,042
AT&T Inc		1.2			411,885		12,468
Casey’s General Stores Inc		0.9			42,324		9,150
Cerner Corp		1.0			144,178		10,363
Check Point Software Technologies Ltd *		1.0			92,132		10,316
Chemed Corp		1.0			21,520		9,895
Church & Dwight Co Inc		1.0			123,087		10,752
Cisco Systems Inc/Delaware		1.1			221,897		11,474
Clorox Co/The		1.0			55,958		10,793
Colgate-Palmolive Co		1.2			151,468		11,940
Costco Wholesale Corp		1.4			39,816		14,034
Dollar General Corp		1.0			51,640		10,463
F5 Networks Inc, Cl A *		1.1			54,178		11,303
General Mills Inc		1.0			170,104		10,431
Gilead Sciences Inc		0.8			125,562		8,115
Johnson & Johnson		1.3			79,844		13,122
Juniper Networks Inc		0.9			366,962		9,295
Kellogg Co		0.8			128,137		8,111
Kimberly-Clark Corp		1.2			91,092		12,666
Kroger Co/The		1.1			317,561		11,429
Merck & Co Inc		0.9			115,941		8,938
Mettler-Toledo International Inc *		0.8			6,967		8,052
Microsoft Corp		0.9			39,057		9,209
Oracle Corp, Cl B		1.1			167,429		11,749
Procter & Gamble Co/The		0.8			61,172		8,285
Reliance Steel & Aluminum Co		0.9			57,596		8,771
Royal Gold Inc, Cl A		0.8			73,041		7,861
Target Corp, Cl A		1.2			61,414		12,164
United Therapeutics Corp *		0.8			48,976		8,192
Verizon Communications Inc		1.2			215,541		12,534
Walmart Inc		1.2			90,846		12,340

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United States (continued)
Waters Corp *		1.0	%		35,833	$	10,183
Other Securities ‡		27.2					284,427
							633,183
Total Common Stock (Cost $891,428) ($ Thousands)							1,010,858
PREFERRED STOCK — 0.8%
Germany — 0.8%
Henkel AG & Co KGaA (B)		0.8			73,963		8,333
Total Preferred Stock (Cost $7,679) ($ Thousands)							8,333
AFFILIATED PARTNERSHIP — 1.6%
SEI Liquidity Fund, L.P.
0.020% **†(C)		1.6			16,384,413		16,389
Total Affiliated Partnership (Cost $16,388) ($ Thousands)							16,389
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		0.4			3,749,889		3,750
Total Cash Equivalent (Cost $3,750) ($ Thousands)							3,750
Total Investments in Securities — 100.5% (Cost $919,245) ($ Thousands)						$	1,039,330

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 35

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Euro STOXX 50		6		Jun-2021	$	270	$	272	$	7
FTSE 100 Index		1		Jun-2021		92		92		–
Hang Seng Index		1		May-2021		182		182		1
S&P 500 Index E-MINI^		10		Jun-2021		1,963		1,984		20
SPI 200 Index		1		Jun-2021		129		129		1
TOPIX Index		1		Jun-2021		177		177		2
					$	2,813	$	2,836	$	31

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation     (Depreciation) (Thousands)
Brown Brothers Harriman		04/13/21	USD		25	SGD		34	$	—
Brown Brothers Harriman		04/13/21	USD		73	SGD		98		—
Brown Brothers Harriman		04/13/21	USD		54	DKK		340		—
Brown Brothers Harriman		04/13/21	USD		138	DKK		860		(2	)
Brown Brothers Harriman		04/13/21	USD		267	SEK		2,283		(5	)
Brown Brothers Harriman		04/13/21	USD		20	AUD		27		—
Brown Brothers Harriman		04/13/21	USD		331	AUD		428		(5	)
Brown Brothers Harriman		04/13/21	USD		372	HKD		2,885		(1	)
Brown Brothers Harriman		04/13/21	USD		94	GBP		69		—
Brown Brothers Harriman		04/13/21	USD		822	GBP		593		(4	)
Brown Brothers Harriman		04/13/21	USD		640	NOK		5,489		3
Brown Brothers Harriman		04/13/21	USD		279	NOK		2,367		(2	)
Brown Brothers Harriman		04/13/21	USD		928	EUR		780		(12	)
Brown Brothers Harriman		04/13/21	USD		25	NZD		36		—
Brown Brothers Harriman		04/13/21	USD		945	NZD		1,324		(18	)
Brown Brothers Harriman		04/13/21	USD		523	CAD		661		4
Brown Brothers Harriman		04/13/21	USD		465	CAD		582		(2	)
Brown Brothers Harriman		04/13/21	USD		225	CHF		211		—
Brown Brothers Harriman		04/13/21	USD		1,047	CHF		972		(13	)
Brown Brothers Harriman		04/13/21	USD		1,428	JPY		155,613		(19	)
Brown Brothers Harriman		04/13/21	SGD		2,785	USD		2,093		21
Brown Brothers Harriman		04/13/21	SGD		698	USD		519		(1	)
Brown Brothers Harriman		04/13/21	NZD		6,814	USD		4,955		183
Brown Brothers Harriman		04/13/21	NZD		98	USD		69		—
Brown Brothers Harriman		04/13/21	GBP		8,451	USD		11,790		131
Brown Brothers Harriman		04/13/21	GBP		232	USD		319		—
Brown Brothers Harriman		04/13/21	AUD		13,193	USD		10,290		241
Brown Brothers Harriman		04/13/21	CAD		465	USD		371		2
Brown Brothers Harriman		04/13/21	CAD		22,821	USD		18,076		(83	)
Brown Brothers Harriman		04/13/21	CHF		26,133	USD		28,540		763
Brown Brothers Harriman		04/13/21	CHF		41	USD		43		—
Brown Brothers Harriman		04/13/21	EUR		28,665	USD		34,552		855
Brown Brothers Harriman		04/13/21	EUR		37	USD		44		—
Brown Brothers Harriman		04/13/21	DKK		44,587	USD		7,222		174
Brown Brothers Harriman		04/13/21	DKK		57	USD		9		—

36 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation     (Depreciation) (Thousands)
Brown Brothers Harriman		04/13/21	NOK		63,571	USD		7,482	$	34
Brown Brothers Harriman		04/13/21	NOK		1,900	USD		222		(1)
Brown Brothers Harriman		04/13/21	HKD		81,680	USD		10,526		20
Brown Brothers Harriman		04/13/21	SEK		87,239	USD		10,362		351
Brown Brothers Harriman		04/13/21	SEK		257	USD		29		—
Brown Brothers Harriman		04/13/21	JPY		6,688,277	USD		62,560		2,021
									$	4,635

Percentages are based on a Net Assets of $1,034,108 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $16,081 ($ Thousands).

(B) There is currently no rate available.

(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, 2021 was $16,389 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

USD — U.S. Dollar

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

The following is a list of the level of inputs used as of March 31, 2021, 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		1,010,623		235		–		1,010,858
Preferred Stock		8,333		–		–		8,333
Affiliated Partnership		–		16,389		–		16,389
Cash Equivalent		3,750		–		–		3,750
Total Investments in Securities		1,022,706		16,624		–		1,039,330
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		31		–		–		31
Forwards Contracts*
Unrealized Appreciation		–		4,802		–		4,802
Unrealized Depreciation		–		(167)		–		(167)
Total Other Financial Instruments		31		4,635		–		4,666

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 37

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$11,893	$ 40,490	$(35,993)	$(2)	$1	$16,389	16,384,413	$27	$ —
SEI Daily Income Trust, Government Fund, Cl F	15,236	92,339	(103,825)	—	—	3,750	3,749,889	—	—
Totals	$27,129	$132,829	$(139,818)	$(2)	$1	$20,139		$27	$ —

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

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

38 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Managed Volatility 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 — 98.1%
Communication Services — 3.7%
Other Securities		3.7	%			$	36,761
Consumer Discretionary — 6.4%
AutoZone Inc *		1.4			10,000		14,043
eBay Inc		0.9			140,400		8,598
McDonald’s Corp		0.6			26,822		6,012
Target Corp, Cl A		1.4			68,000		13,469
Other Securities (A)		2.1					20,266
							62,388
Consumer Staples — 14.3%
Altria Group Inc		0.8			145,146		7,426
Costco Wholesale Corp		0.8			21,538		7,592
Kroger Co/The		1.6			432,009		15,548
McCormick & Co Inc/MD		0.7			79,237		7,065
PepsiCo Inc		0.8			56,305		7,964
Tyson Foods Inc, Cl A		1.4			183,000		13,597
Walmart Inc		3.1			224,473		30,490
Other Securities		5.1					50,698
							140,380
Energy — 0.3%
Other Securities		0.3					2,665
Financials — 11.5%
Allstate Corp/The		0.8			65,446		7,520
Berkshire Hathaway Inc, Cl B *		1.7			64,800		16,555
Everest Re Group Ltd		1.0			39,096		9,689
Progressive Corp/The		1.1			115,800		11,072
Travelers Cos Inc/The		1.3			83,472		12,554
Other Securities		5.6					55,887
							113,277
Health Care — 19.7%
Anthem Inc		1.6			44,047		15,811
Bristol-Myers Squibb Co		0.9			140,025		8,840
Eli Lilly and Co		1.8			95,629		17,865
Humana Inc		1.3			30,097		12,618

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Johnson & Johnson		2.8	%		168,900	$	27,759
Merck & Co Inc		1.9			247,609		19,088
Pfizer Inc		2.2			597,905		21,662
Quest Diagnostics Inc		0.7			50,752		6,514
UnitedHealth Group Inc		1.4			35,650		13,264
Other Securities (A)		5.1					49,298
							192,719
Industrials — 9.8%
Cummins Inc		0.6			23,200		6,011
Lockheed Martin Corp		0.9			23,421		8,654
Northrop Grumman Corp		1.2			37,681		12,195
Raytheon Technologies Corp		1.1			135,100		10,439
Republic Services Inc		1.5			146,100		14,515
Waste Management Inc		1.6			124,467		16,059
Other Securities		2.9					28,233
							96,106
Information Technology — 19.5%
Amdocs Ltd		1.6			227,100		15,931
Apple Inc		3.8			303,048		37,018
Cisco Systems Inc/Delaware		1.6			306,400		15,844
Citrix Systems Inc		0.9			61,962		8,697
Intel Corp		2.0			307,300		19,667
Microsoft Corp		2.1			85,745		20,216
Motorola Solutions Inc		1.7			87,963		16,541
Oracle Corp, Cl B		1.3			176,000		12,350
Synopsys Inc *		1.0			41,600		10,308
Other Securities		3.5					34,373
							190,945
Materials — 3.5%
Sealed Air Corp		0.6			136,300		6,245
Sonoco Products Co		0.6			98,300		6,223
Other Securities		2.3					21,799
							34,267
Real Estate — 0.3%
Other Securities ‡		0.3					3,037
Utilities — 9.1%
Ameren Corp		0.6			74,283		6,044
American Electric Power Co Inc		0.7			76,728		6,499
Entergy Corp		1.2			119,200		11,857
Eversource Energy		0.7			83,105		7,196
Exelon Corp		0.7			158,000		6,911
NextEra Energy Inc		0.9			116,564		8,813
Public Service Enterprise Group Inc		1.1			183,544		11,051
WEC Energy Group Inc		0.8			77,148		7,220
Other Securities		2.4					23,351
							88,942
Total Common Stock (Cost $485,152) ($ Thousands)							961,487

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 39

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Managed Volatility Fund (Concluded)

Description	Percentage of Net Assets (%)	Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 1.1%
SEI Liquidity Fund, L.P.
0.020% **†(B)	1.1%		10,518,498	$	10,521
Total Affiliated Partnership (Cost $10,521) ($ Thousands)					10,521
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†	1.8		18,130,278		18,130
Total Cash Equivalent (Cost $18,130) ($ Thousands)					18,130
Total Investments in Securities — 101.0% (Cost $513,803)($ Thousands)				$	990,138

A list of the open futures contracts held by the Fund at March 31, 2021, 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		50		Jun-2021	$	9,913	$	9,919	$	6
					$	9,913	$	9,919	$	6

Percentages are based on a Net Assets of $980,316 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $10,374 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $10,521 ($ Thousands).

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, 2021, 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		961,487		–		–		961,487
Affiliated Partnership		–		10,521		–		10,521
Cash Equivalent		18,130		–		–		18,130
Total Investments in Securities		979,617		10,521		–		990,138
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		6		–		–		6
Total Other Financial Instruments		6		–		–		6

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

40 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020		Purchases at Cost		Proceeds from Sales		Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.		$3,411		$16,662		$(9,552)		$—		$—		$10,521		10,518,498		$2		$—
SEI Daily Income Trust, Government Fund, Cl F		14,794		115,926		(112,590)		—		—		18,130		18,130,278		1		—
Totals		$18,205		$132,588		$(122,142)		$—		$—		$28,651				$3		$—

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, 2021 41

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility 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 — 96.3%
Australia — 4.2%
Other Securities ‡		4.2	%			$	16,319
Austria — 1.0%
Other Securities (A)		1.0					4,086
Belgium — 1.6%
Etablissements Franz Colruyt		1.0			62,755		3,751
Other Securities		0.6					2,567
							6,318
Canada — 2.3%
Canadian Tire Corp Ltd, Cl A		0.6			16,691		2,368
Other Securities (A)		1.7					6,555
							8,923
Denmark — 2.4%
Other Securities		2.4					9,508
Finland — 1.4%
Kesko Oyj, Cl B		0.5			61,076		1,872
Other Securities		0.9					3,397
							5,269
France — 8.3%
Carrefour SA		1.0			215,049		3,904
Cie Generale des Etablissements
Michelin SCA		0.7			17,959		2,694
Orange SA		1.2			385,969		4,765
Sanofi		1.7			66,653		6,600
Other Securities		3.7					14,196
							32,159
Germany — 5.9%
Deutsche Post AG		0.6			39,181		2,152
Deutsche Telekom AG		1.0			184,690		3,727

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Germany (continued)
Henkel AG & Co KGaA		0.2	%		8,576	$	851
Merck KGaA		1.1			24,835		4,256
Uniper SE		0.5			52,457		1,904
Other Securities		2.5					9,883
							22,773
Hong Kong — 4.4%
CLP Holdings Ltd, Cl B		0.6			240,500		2,336
HKT Trust & HKT Ltd		0.5			1,455,000		2,074
VTech Holdings Ltd		0.7			289,200		2,604
Other Securities		2.6					9,929
							16,943
Ireland — 0.3%
Other Securities		0.3					1,303
Israel — 0.6%
Other Securities		0.6					2,217
Italy — 2.1%
Enel SpA		0.5			205,432		2,051
Other Securities (A)		1.6					6,179
							8,230
Japan — 27.4%
Astellas Pharma Inc		0.5			135,200		2,082
Canon Inc		0.6			99,700		2,258
Chugai Pharmaceutical Co Ltd		0.0			2,600		106
FUJIFILM Holdings Corp		0.6			36,000		2,141
ITOCHU Corp (A)		1.0			124,300		4,035
Itochu Enex Co Ltd		0.2			68,900		681
Japan Post Holdings Co Ltd		0.5			220,100		1,965
Kamigumi Co Ltd		0.6			124,600		2,365
KDDI Corp		1.3			169,900		5,220
Lawson Inc		0.2			11,900		585
Mitsubishi Shokuhin Co Ltd		0.3			37,300		1,045
Mizuho Financial Group Inc		0.6			146,980		2,127
Nippon Telegraph & Telephone Corp		1.6			235,200		6,049
Nitto Fuji Flour Milling Co Ltd		0.1			4,000		276
Okinawa Cellular Telephone Co		0.0			3,100		143
Seven & i Holdings Co Ltd		0.6			59,100		2,387
Softbank Corp		0.5			162,500		2,115
Teijin Ltd		0.5			106,200		1,833
Toyota Motor Corp		0.6			29,000		2,261
Other Securities  ‡(A)		17.1					66,788
							106,462
Netherlands — 2.9%
Koninklijke Ahold Delhaize NV		1.4			203,347		5,676

42 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Netherlands (continued)
NN Group NV		0.8	%		57,352	$	2,810
Other Securities		0.7					2,627
							11,113
New Zealand — 0.9%
Other Securities ‡		0.9					3,579
Norway — 1.0%
Other Securities		1.0					4,044
Portugal — 0.6%
Other Securities		0.6					2,225
Singapore — 2.6%
DBS Group Holdings Ltd		0.7			125,500		2,689
Other Securities ‡		1.9					7,502
							10,191
Spain — 3.1%
Cia de Distribucion Integral Logista
Holdings		0.4			81,284		1,614
Endesa SA		0.9			126,770		3,361
Iberdrola SA		0.9			274,135		3,539
Other Securities		0.9					3,439
							11,953
Sweden — 2.6%
ICA Gruppen AB		0.7			52,686		2,581
Other Securities (A)		1.9					7,511
							10,092
Switzerland — 8.0%
Berner Kantonalbank AG		0.0			473		107
BKW AG		0.6			22,015		2,405
Novartis AG		0.7			32,351		2,776
Roche Holding AG		2.1			25,339		8,224
Swiss Life Holding AG		0.6			4,709		2,325
Swisscom AG		0.9			6,006		3,236
Other Securities		3.1					11,916
							30,989
United Kingdom — 11.8%
BAE Systems PLC		0.6			342,600		2,387
British American Tobacco PLC		0.5			52,707		2,017
GlaxoSmithKline PLC		1.2			256,871		4,565
Imperial Brands PLC		0.7			127,933		2,633
J Sainsbury PLC		0.5			596,752		1,997
Kingfisher PLC		0.7			610,073		2,679
Tate & Lyle PLC		0.9			333,398		3,529
Tesco		0.6			710,347		2,243

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Kingdom (continued)
Wm Morrison Supermarkets PLC		0.5	%		792,496	$	1,995
Other Securities ‡		5.6					21,748
							45,793
United States — 0.9%
Other Securities		0.9					3,481
Total Common Stock (Cost $301,400) ($ Thousands)							373,970
PREFERRED STOCK — 0.7%
Germany — 0.7%
Henkel AG & Co KGaA (B)		0.5			17,310		1,950
Other Securities (B)		0.2					920
Total Preferred Stock (Cost $2,380) ($ Thousands)							2,870
AFFILIATED PARTNERSHIP — 3.1%
SEI Liquidity Fund, L.P.
0.020% **†(C)		3.1			11,864,892		11,868
Total Affiliated Partnership (Cost $11,867) ($ Thousands)							11,868
CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		1.5			5,660,617		5,661
Total Cash Equivalent (Cost $5,661) ($ Thousands)							5,661
Total Investments in Securities — 101.6% (Cost $321,308)($ Thousands)						$	394,369

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 43

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Euro STOXX 50		36		Jun-2021	$	1,621	$	1,636	$	36
FTSE 100 Index		5		Jun-2021		463		461		–
Hang Seng Index		3		May-2021		545		546		2
SPI 200 Index		3		Jun-2021		388		386		3
TOPIX Index		6		Jun-2021		1,073		1,061		4
					$	4,090	$	4,090	$	45

Percentages are based on a Net Assets of $388,342 ($ Thousands).

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021, was $11,208 ($ Thousands).

(B) There is currently no rate available.

(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, 2021 was $11,868 ($ Thousands).

Cl — Class

FTSE— Financial Times and Stock Exchange

L.P. — Limited Partnership

PLC — Public Limited Company

SPI — Share Price Index

TOPIX — Tokyo 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, 2021, 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		373,970		—		—		373,970
Preferred Stock		2,870		—		—		2,870
Affiliated Partnership		—		11,868		—		11,868
Cash Equivalent		5,661		—		—		5,661
Total Investments in Securities		382,501		11,868		—		394,369
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		45		–		–		45
Total Other Financial Instruments		45		–		–		45

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

For the period ended March 31, 2021, there were no transfers in to or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$8,302	$35,716	$(32,151)	$(1)	$2	$11,868	11,864,892	$43	$—
SEI Daily Income Trust, Government Fund, Cl F	2,764	22,387	(19,490)	—	—	5,661	5,660,617	—	—
Totals	$11,066	$58,103	$(51,641)	$(1)	$2	$17,529		$43	$—

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

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

44 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Real Estate Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK — 97.5%
Real Estate — 97.5%
Acadia Realty Trust ‡		1.1	%		59,660	$	1,132
American Assets Trust Inc ‡		1.2			38,131		1,237
American Campus Communities Inc ‡		2.8			65,733		2,838
American Tower Corp, Cl A ‡		3.5			14,490		3,464
Americold Realty Trust ‡		0.6			14,840		571
Apple Hospitality Inc ‡		0.6			38,651		563
AvalonBay Communities Inc ‡		3.9			21,588		3,983
Brixmor Property Group Inc ‡		1.8			92,940		1,880
Columbia Property Trust Inc ‡		0.9			54,641		934
Cousins Properties Inc ‡		2.2			62,450		2,208
CyrusOne Inc ‡		1.1			16,240		1,100
Digital Realty Trust Inc, Cl A ‡		2.8			20,166		2,840
Diversified Healthcare Trust ‡		0.3			68,660		328
Douglas Emmett Inc ‡		1.4			46,859		1,471
Duke Realty Corp ‡		2.3			55,750		2,338
Empire State Realty Trust Inc, Cl A *‡		0.3			29,076		324
Equinix Inc ‡		8.0			12,020		8,169
Equity Residential ‡		2.8			40,530		2,903
Essex Property Trust Inc ‡		2.9			10,956		2,978
Extra Space Storage Inc ‡		2.4			18,100		2,399
Federal Realty Investment Trust ‡		1.2			12,534		1,272
First Industrial Realty Trust Inc ‡		1.8			39,010		1,786
Healthpeak Properties Inc ‡		1.2			39,480		1,253
Host Hotels & Resorts Inc *‡		2.6			155,683		2,623
Invitation Homes Inc ‡		4.7			150,716		4,821
JBG SMITH Properties ‡		1.6			52,124		1,657
Kilroy Realty Corp ‡		1.3			20,420		1,340
Life Storage Inc ‡		2.8			33,416		2,872
Mid-America Apartment Communities Inc ‡		1.4			9,880		1,426
Park Hotels & Resorts Inc *‡		0.1			8,680		187
Prologis Inc ‡		8.2			79,070		8,381
Public Storage ‡		2.0			8,149		2,011
Regency Centers Corp ‡		1.6			28,970		1,643
Retail Properties of America Inc, Cl A ‡		1.2			120,213		1,260
Rexford Industrial Realty Inc ‡		1.1			21,210		1,069
Ryman Hospitality Properties Inc *‡		1.0			13,530		1,049
Sabra Health Care Inc ‡		1.2			72,213		1,254
SBA Communications Corp, Cl A ‡		3.9			14,310		3,972
Simon Property Group Inc ‡		1.9			16,760		1,907

Description	Percentage of Net Assets (%)			Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
SL Green Realty ‡		0.3	%		4,513	$	316
Sun Communities Inc ‡		2.6			17,350		2,603
UDR Inc ‡		2.4			55,838		2,449
Ventas Inc ‡		1.9			35,351		1,886
VEREIT Inc ‡		0.7			18,610		719
Weingarten Realty Investors ‡		0.5			18,966		510
Welltower Inc ‡		5.4			76,509		5,480
Total Common Stock (Cost $75,089) ($ Thousands)							99,406
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		1.1			1,180,220		1,180
Total Cash Equivalent (Cost $1,180) ($ Thousands)							1,180
Total Investments in Securities — 98.6% (Cost $76,269)($ Thousands)						$	100,586

Percentages are based on a Net Assets of $101,980 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  Real Estate Investment Trust.

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

Cl — Class

As of March 31, 2021, 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, 2021, there were no transfers in or out of Level 3.

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, 2021 45

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Real Estate Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$    1,153	$13,962	$ (13,935)	$  -	$  -	$  1,180	1,180,220	$  -	$  -

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

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

46 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

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 — 34.3%
Agency Mortgage-Backed Obligations — 23.2%
FHLMC
7.500%, 05/01/2031 to 02/01/2038	$	291	$	330
7.000%, 05/01/2024 to 03/01/2039		101		117
6.500%, 10/01/2031 to 09/01/2039		170		194
6.000%, 07/01/2021 to 09/01/2038		248		292
5.500%, 01/01/2024 to 08/01/2037		175		200
5.000%, 05/01/2033 to 03/01/2050		9,738		10,937
4.500%, 04/01/2035 to 05/01/2050		14,531		16,055
4.000%, 01/01/2035 to 03/01/2050		35,320		38,653
3.500%, 04/01/2033 to 12/01/2050		71,481		76,836
3.000%, 03/01/2031 to 04/01/2051		40,555		42,793
2.500%, 10/01/2031 to 03/01/2051		8,182		8,482
2.000%, 01/01/2036 to 04/30/2051		7,611		7,681
0.000%, 03/15/2031 to 07/15/2031 (A)		1,750		1,429
FHLMC ARM
2.827%, VAR ICE LIBOR USD 12 Month+1.641%, 05/01/2049		728		760
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		106		112
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		47		58
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		263		304
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		711		838
FHLMC CMO, Ser 2007-3281, Cl AI, IO
6.324%, 02/15/2037 (B)		54		11

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037	$	120	$	139
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037 (A)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.924%, 05/15/2038 (B)		14		2
FHLMC CMO, Ser 2010-3621, Cl SB, IO
6.124%, 01/15/2040 (B)		37		7
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.844%, 10/15/2041 (B)		395		63
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,723		1,774
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		405		423
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		298		21
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.944%, 08/15/2039 (B)		515		98
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		465		33
FHLMC CMO, Ser 2013-4174, Cl SA, IO
6.094%, 05/15/2039 (B)		68		3
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		98		13
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.144%, 09/15/2042 (B)		321		43
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		472		482
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		153		155
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		215		13
FHLMC CMO, Ser 2014-328, Cl S4, IO
2.377%, 02/15/2038 (B)		19		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
5.894%, 05/15/2044 (B)		69		13
FHLMC CMO, Ser 2014-4415, Cl IO, IO
2.282%, 04/15/2041 (B)		212		12
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		825		854
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		616		638
FHLMC CMO, Ser 2016-353, Cl S1, IO
5.894%, 12/15/2046 (B)		453		93
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053		1,731		1,834
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		2,142		2,245
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		287		296
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		2,288		2,396

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 47

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038	$	273	$	293
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		724		778
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		441		457
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		980		1,023
FHLMC CMO, Ser 2018-4846, Cl PF
0.456%, VAR ICE LIBOR USD 1 Month+0.350%, 12/15/2048		167		169
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		239		248
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		1,062		1,132
FHLMC CMO, Ser 2020-4988, Cl AF
0.494%, VAR ICE LIBOR USD 1 Month+0.350%, 10/15/2037		70		71
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		1,281		202
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		368		54
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		866		139
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		5,514		730
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		394		66
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		591		76
FHLMC CMO, Ser 2020-5018, Cl IO, IO
3.500%, 10/25/2050		2,762		474
FHLMC CMO, Ser 2020-5018, Cl IH, IO
3.500%, 10/25/2050		1,593		267
FHLMC CMO, Ser 2020-5038, Cl IJ, IO
4.000%, 11/25/2050		4,297		725
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		194		27
FHLMC CMO, Ser 2020-5040, Cl CI, IO
4.000%, 11/25/2050		4,608		649
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		794		134
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		4,139		645
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		2,271		2,277
FHLMC CMO, Ser 2021-5092, Cl DT
1.500%, 11/25/2049		2,289		2,309
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO
0.658%, 12/25/2027 (B)		3,000		104

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.482%, 10/25/2021 (B)	$	238	$	–
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.088%, 05/25/2023 (B)		31,662		71
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025 (B)		280		306
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.605%, 03/25/2027 (B)		4,897		160
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
0.880%, 06/25/2029 (B)		1,997		128
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.148%, 06/25/2029 (B)		4,850		421
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.238%, 06/25/2029 (B)		700		66
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
0.948%, 08/25/2023 (B)		7,317		127
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.312%, 07/25/2026 (B)		1,039		61
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.203%, 06/25/2027 (B)		1,566		84
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		628
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		347
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		623
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
1.718%, 10/25/2037 (B)		96		97
FNMA
7.500%, 10/01/2037 to 04/01/2039		116		143
7.000%, 09/01/2026 to 02/01/2039		455		524
6.500%, 05/01/2027 to 05/01/2040		155		177
6.000%, 02/01/2023 to 07/01/2041		1,613		1,894
5.500%, 02/01/2035 to 09/01/2056		5,181		5,962
5.000%, 07/01/2033 to 03/01/2050		29,243		33,026
4.500%, 04/01/2025 to 01/01/2059		47,519		52,805
4.200%, 01/01/2029		775		873
4.000%, 09/01/2033 to 06/01/2057		47,608		52,067
3.820%, 07/01/2027		114		128

48 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.790%, 12/01/2025	$	1,465	$	1,574
3.734%, 02/01/2048 (B)		255		279
3.500%, 07/01/2029 to 03/01/2057		45,639		48,892
3.160%, 05/01/2029		186		203
3.020%, 06/01/2024 to 05/01/2026		1,540		1,582
3.000%, 12/01/2031 to 07/01/2060		58,161		61,325
2.900%, 11/01/2029		500		542
2.820%, 07/01/2027		574		616
2.790%, 08/01/2029		1,200		1,281
2.500%, 06/01/2028 to 04/01/2051		37,914		39,325
2.455%, 04/01/2040		1,920		1,879
2.260%, 04/01/2030		687		712
2.000%, 01/01/2036 to 05/01/2051		24,906		25,080
1.950%, 04/01/2032		100		100
1.500%, 12/01/2035		195		196
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.418%, 09/25/2022 (B)		7,741		37
FNMA ACES, Ser 2014-M2, Cl A2
3.513%, 12/25/2023 (B)		1,273		1,350
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027 (B)		335		360
FNMA ARM
2.764%, VAR ICE LIBOR USD 12 Month+1.579%, 06/01/2045		525		547
2.683%, VAR ICE LIBOR USD 12 Month+1.586%, 01/01/2046		1,879		1,963
2.488%, VAR 12 Month Treas Avg+1.903%, 11/01/2035		72		76
2.393%, VAR 12 Month Treas Avg+1.875%, 10/01/2035		338		357
2.361%, VAR 12 Month Treas Avg+1.851%, 11/01/2035		353		372
2.325%, VAR 12 Month Treas Avg+1.808%, 10/01/2035		59		62
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		150		159
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		227		238
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		170		193
FNMA CMO, Ser 2006-112, Cl ST, IO
6.591%, 11/25/2036 (B)		427		69
FNMA CMO, Ser 2008-22, Cl SI, IO
6.321%, 03/25/2037 (B)		214		3
FNMA CMO, Ser 2009-103, Cl MB
2.916%, 12/25/2039 (B)		31		33
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037 (A)		728		679
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,323		1,482
FNMA CMO, Ser 2011-87, Cl SG, IO
6.441%, 04/25/2040 (B)		140		15

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2011-96, Cl SA, IO
6.441%, 10/25/2041 (B)	$	750	$	148
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		202		9
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		38		2
FNMA CMO, Ser 2012-118, Cl CI, IO
3.500%, 12/25/2039		113		3
FNMA CMO, Ser 2012-133, Cl CS, IO
6.041%, 12/25/2042 (B)		215		47
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		597		611
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		16		17
FNMA CMO, Ser 2012-35, Cl SC, IO
6.391%, 04/25/2042 (B)		123		25
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		171		198
FNMA CMO, Ser 2012-70, Cl YS, IO
6.541%, 02/25/2041 (B)		21		1
FNMA CMO, Ser 2012-74, Cl SA, IO
6.541%, 03/25/2042 (B)		222		37
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042 (A)		17		16
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042 (A)		34		32
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,682		1,704
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		375		385
FNMA CMO, Ser 2013-124, Cl SB, IO
5.841%, 12/25/2043 (B)		363		70
FNMA CMO, Ser 2013-126, Cl CS, IO
6.041%, 09/25/2041 (B)		262		38
FNMA CMO, Ser 2013-30, Cl CA
1.500%, 04/25/2043		244		247
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		7,288
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		650		670
FNMA CMO, Ser 2013-54, Cl BS, IO
6.041%, 06/25/2043 (B)		139		30
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		60		4
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		339		25
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		206		246
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		1,537		1,765
FNMA CMO, Ser 2013-9, Cl SA, IO
6.041%, 03/25/2042 (B)		273		47

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 49

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2014-47, Cl AI, IO
2.212%, 08/25/2044 (B)	$	142	$	9
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		378		400
FNMA CMO, Ser 2015-55, Cl IO, IO
1.921%, 08/25/2055 (B)		389		17
FNMA CMO, Ser 2015-56, Cl AS, IO
6.041%, 08/25/2045 (B)		46		11
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		2,090		2,162
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		250		260
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		2,140		2,229
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		4,068		4,217
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		853		903
FNMA CMO, Ser 2017-42, Cl H
3.000%, 11/25/2043		474		490
FNMA CMO, Ser 2017-76, Cl SB, IO
5.991%, 10/25/2057 (B)		1,301		282
FNMA CMO, Ser 2017-85, Cl SC, IO
6.091%, 11/25/2047 (B)		407		74
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,438		1,538
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		331		356
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		1,633		1,700
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		958		997
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		463		484
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,385		1,491
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		600		636
FNMA CMO, Ser 2019-79, Cl FA
0.609%, VAR ICE LIBOR USD 1 Month+0.500%, 01/25/2050		2,303		2,331
FNMA CMO, Ser 2020-101, Cl IA, IO
3.500%, 01/25/2051		5,171		769
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		1,127		155
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		406		347
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		914		937
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		3,353		3,416

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050	$	666	$	110
FNMA CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050		387		61
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		1,623		281
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		3,157		596
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		2,685		497
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,839		309
FNMA CMO, Ser 2020-84, Cl ID, IO
3.500%, 12/25/2050		1,462		230
FNMA CMO, Ser 2020-99, Cl IA, IO
3.500%, 09/25/2049		860		158
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		199		32
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		833		145
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		256		48
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		287		17
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		238		23
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		1,116		1,164
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,675		1,788
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,971		308
FNMA TBA
5.000%, 04/30/2037		2,970		3,290
4.500%, 04/14/2033		3,458		3,764
4.000%, 04/01/2039		5,541		5,946
3.500%, 04/01/2041		5,119		5,406
3.000%, 04/01/2043		4,852		5,054
2.500%, 04/25/2027 to 06/01/2043		130,580		133,725
2.000%, 05/15/2028 to 04/15/2036		85,312		87,387
FNMA, Ser 2014-M8, Cl X2, IO
0.289%, 06/25/2024 (B)		5,523		76
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		110
FNMA, Ser M27, Cl A2
2.700%, 11/25/2040		300		311
FNMA, Ser M36, Cl X1, IO
1.468%, 09/25/2034 (B)		598		64

50 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser M4, Cl A2
3.610%, 02/25/2031	$	190	$	215
FNMA, Ser M5, Cl A2
3.273%, 02/25/2029		230		254
FNMA, Ser M6, Cl A
2.500%, 10/25/2037		95		95
FNMA, Ser M8, Cl A2
3.061%, 05/25/2027 (B)		200		218
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045 (C)		11,024		19
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
2.269%, VAR ICE LIBOR USD 1 Month+2.150%, 01/25/2026 (C)		1,311		1,308
FRESB Mortgage Trust, Ser 2017-SB42, Cl A10F
2.960%, 10/25/2027 (B)		203		210
GNMA
8.000%, 11/15/2029 to 09/15/2030		36		40
7.500%, 03/15/2029 to 10/15/2037		57		66
7.000%, 09/15/2031		20		24
6.500%, 07/15/2028 to 12/15/2035		1,080		1,239
6.000%, 12/15/2028 to 10/20/2040		1,911		2,236
5.508%, 07/20/2060 (B)		1		1
5.000%, 12/20/2039 to 03/20/2049		13,401		14,826
4.700%, 09/20/2061 (B)		355		367
4.500%, 04/20/2041 to 09/20/2049		14,395		15,769
4.240%, 01/20/2069 (B)		26		27
4.000%, 06/20/2047 to 04/20/2050		24,103		26,102
3.715%, 04/20/2063 (B)		113		117
3.500%, 03/20/2046 to 05/15/2050		19,628		20,927
3.000%, 02/20/2034 to 01/20/2050		14,071		14,858
2.500%, 12/20/2050		199		208
GNMA CMO, Ser 2007-17, Cl IB, IO
6.139%, 04/20/2037 (B)		378		66
GNMA CMO, Ser 2007-51, Cl SG, IO
6.469%, 08/20/2037 (B)		49		8
GNMA CMO, Ser 2007-78, Cl SA, IO
6.424%, 12/16/2037 (B)		446		66
GNMA CMO, Ser 2009-66, Cl XS, IO
6.694%, 07/16/2039 (B)		349		48
GNMA CMO, Ser 2010-4, Cl NS, IO
6.284%, 01/16/2040 (B)		3,271		622
GNMA CMO, Ser 2010-85, Cl HS, IO
6.539%, 01/20/2040 (B)		22		2
GNMA CMO, Ser 2010-H11, Cl FA
1.115%, VAR ICE LIBOR USD 1 Month+1.000%, 06/20/2060		378		385
GNMA CMO, Ser 2010-H27, Cl FA
0.500%, VAR ICE LIBOR USD 1 Month+0.380%, 12/20/2060		1,043		1,045

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2010-H28, Cl FE
0.520%, VAR ICE LIBOR USD 1 Month+0.400%, 12/20/2060	$	399	$	400
GNMA CMO, Ser 2011-H08, Cl FD
0.620%, VAR ICE LIBOR USD 1 Month+0.500%, 02/20/2061		197		198
GNMA CMO, Ser 2011-H08, Cl FG
0.600%, VAR ICE LIBOR USD 1 Month+0.480%, 03/20/2061		408		409
GNMA CMO, Ser 2011-H09, Cl AF
0.620%, VAR ICE LIBOR USD 1 Month+0.500%, 03/20/2061		310		311
GNMA CMO, Ser 2012-141, Cl WA
4.531%, 11/16/2041 (B)		249		278
GNMA CMO, Ser 2012-34, Cl SA, IO
5.939%, 03/20/2042 (B)		355		78
GNMA CMO, Ser 2012-43, Cl SN, IO
6.494%, 04/16/2042 (B)		64		16
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		110		2
GNMA CMO, Ser 2012-98, Cl SA, IO
5.994%, 08/16/2042 (B)		164		37
GNMA CMO, Ser 2012-H25, Cl FA
0.820%, VAR ICE LIBOR USD 1 Month+0.700%, 12/20/2061		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.741%, VAR ICE LIBOR USD 1 Month+0.000%, 10/20/2062		998		46
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		164		17
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		306		44
GNMA CMO, Ser 2014-5, Cl SP, IO
6.044%, 06/16/2043 (B)		177		23
GNMA CMO, Ser 2014-H10, Cl TA
0.720%, VAR ICE LIBOR USD 1 Month+0.600%, 04/20/2064		502		507
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		110		17
GNMA CMO, Ser 2015-H10, Cl FC
0.600%, VAR ICE LIBOR USD 1 Month+0.480%, 04/20/2065		340		342
GNMA CMO, Ser 2015-H18, Cl FA
0.570%, VAR ICE LIBOR USD 1 Month+0.450%, 06/20/2065		193		194
GNMA CMO, Ser 2015-H20, Cl FA
0.590%, VAR ICE LIBOR USD 1 Month+0.470%, 08/20/2065		239		240
GNMA CMO, Ser 2016-135, Cl SB, IO
5.994%, 10/16/2046 (B)		245		70
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		938		974

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 51

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.310%, VAR ICE LIBOR USD 12 Month+0.000%, 07/20/2067	$	745	$	78
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.691%, VAR ICE LIBOR USD 12 Month+0.000%, 09/20/2067		4,745		340
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.066%, VAR ICE LIBOR USD 12 Month+0.000%, 10/20/2067		339		31
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.636%, VAR ICE LIBOR USD 12 Month+0.000%, 11/20/2067		149		12
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		1,307		1,348
GNMA CMO, Ser 2018-H06, Cl PF
0.420%, VAR ICE LIBOR USD 1 Month+0.300%, 02/20/2068		455		455
GNMA CMO, Ser 2018-H07, Cl FD
0.420%, VAR ICE LIBOR USD 1 Month+0.300%, 05/20/2068		814		813
GNMA CMO, Ser 2019-123, Cl A
3.000%, 10/20/2049		146		150
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		1,022		1,078
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		592		633
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		629		653
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		296		44
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		788		116
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		394		59
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		295		43
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		295		46
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		198		30
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		1,088		169
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		2,570		302
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		283		44
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		754		116
GNMA CMO, Ser 2020-H09, Cl FL
1.261%, VAR ICE LIBOR USD 1 Month+1.150%, 05/20/2070		896		942

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-H09, Cl NF
1.361%, VAR ICE LIBOR USD 1 Month+1.250%, 04/20/2070	$	350	$	361
GNMA CMO, Ser 2020-H12, Cl F
0.611%, VAR ICE LIBOR USD 1 Month+0.500%, 07/20/2070		99		100
GNMA CMO, Ser 2020-H13, Cl FA
0.561%, VAR ICE LIBOR USD 1 Month+0.450%, 07/20/2070		791		799
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		2,194		2,215
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		498		99
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.489%, 08/20/2044 (B)		187		34
GNMA TBA
3.000%, 05/01/2043		1,300		1,355
2.500%, 04/15/2048		8,300		8,558
2.000%, 04/15/2051 to 05/15/2051		43,675		44,009
GNMA, Ser 107, Cl AD
2.755%, 11/16/2047 (B)		385		402
GNMA, Ser 2012-112, Cl IO, IO
0.174%, 02/16/2053 (B)		616		5
GNMA, Ser 2012-152, Cl IO, IO
0.727%, 01/16/2054 (B)		4,316		112
GNMA, Ser 2012-27, Cl IO, IO
0.888%, 04/16/2053 (B)		1,228		24
GNMA, Ser 2013-96, Cl IO, IO
0.411%, 10/16/2054 (B)		903		6
GNMA, Ser 2014-47, Cl IA, IO
0.129%, 02/16/2048 (B)		125		2
GNMA, Ser 2014-50, Cl IO, IO
0.662%, 09/16/2055 (B)		432		16
GNMA, Ser 2014-92, Cl IX, IO
0.219%, 05/16/2054 (B)		3,280		36
GNMA, Ser 2015-5, Cl IK, IO
0.581%, 11/16/2054 (B)		4,333		105
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		946		982
GNMA, Ser 22, Cl IO, IO
0.997%, 05/16/2063 (B)		1,097		99
GNMA, Ser 28, Cl AB
3.150%, 06/16/2060		370		382
GNMA, Ser 41, Cl IO, IO
0.699%, 07/16/2058 (B)		1,439		68
				1,036,706
Non-Agency Mortgage-Backed Obligations — 11.1%
Adjustable Rate Mortgage Trust, Ser 2004- 2, Cl 3A1
2.446%, 02/25/2035 (B)		85		85

52 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Adjustable Rate Mortgage Trust, Ser 2007- 1, Cl 5A31
0.389%, VAR ICE LIBOR USD 1 Month+0.280%, 03/25/2037	$	1,045	$	1,017
Alen Mortgage Trust, Ser ACEN, Cl A
1.256%, VAR ICE LIBOR USD 1 Month+1.150%, 04/15/2034 (C)		885		885
Alternative Loan Trust, Ser 2006-18CB, Cl A6
28.166%, 07/25/2036 (B)		183		262
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.201%, VAR ICE LIBOR USD 6 Month+2.000%, 02/25/2045		99		100
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.204%, VAR ICE LIBOR USD 6 Month+2.000%, 06/25/2045		1,091		1,121
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
1.951%, VAR ICE LIBOR USD 6 Month+1.750%, 11/25/2045		922		581
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
0.509%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2046		2,971		2,788
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (B)(C)		240		244
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (B)(C)		837		853
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065 (B)(C)		324		325
AOA Mortgage Trust, Ser 2015-1177, Cl A
2.957%, 12/13/2029 (C)		930		937
AREIT Trust, Ser CRE3, Cl A
1.126%, VAR ICE LIBOR USD 1 Month+1.020%, 09/14/2036 (C)		4,769		4,770
Aventura Mall Trust, Ser AVM, Cl A
4.112%, 07/05/2040 (B)(C)		420		464
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038 (B)(C)		1,790		2,013
BAMLL Commercial Mortgage Securities Trust, Ser JGDN, Cl A
2.856%, VAR ICE LIBOR USD 1 Month+2.750%, 11/15/2030 (C)		2,020		2,064
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.829%, 08/10/2045 (B)(C)		1,625		715

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Funding Trust, Ser 2004-C, Cl 1A1
3.233%, 12/20/2034 (B)	$	8	$	8
Banc of America Funding Trust, Ser 2006-G, Cl 2A4
0.691%, VAR ICE LIBOR USD 1 Month+0.580%, 07/20/2036		181		181
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		688
BBCMS Mortgage Trust, Ser C9, Cl A5
2.299%, 02/15/2054		340		336
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035 (C)		455		484
BBCMS Trust, Ser CBM, Cl A
1.106%, VAR ICE LIBOR USD 1 Month+1.000%, 07/15/2037 (C)		375		375
BB-UBS Trust, Ser 2012-SHOW, Cl A
3.430%, 11/05/2036 (C)		600		628
BCAP LLC Trust, Ser 2009-RR5, Cl 8A1
5.500%, 11/26/2034 (B)(C)		2		2
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
0.518%, 03/28/2037 (B)(C)		657		652
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
2.771%, 05/25/2034 (B)		7		7
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
2.780%, 10/25/2033 (B)		379		383
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.541%, 11/25/2035 (B)		2,776		795
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035 (B)		796		805
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041 (B)(C)		1		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
0.249%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		3,306		3,126
Benchmark Mortgage Trust, Ser B20, Cl A5
2.034%, 10/15/2053		930		901
Benchmark Mortgage Trust, Ser B24, Cl A5
2.584%, 03/15/2054		1,560		1,578
BFLD, Ser 2019-DPLO, Cl A
1.196%, VAR ICE LIBOR USD 1 Month+1.090%, 10/15/2034 (C)		845		844
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049 (C)		674		690
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059 (C)		765		782

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 53

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035 (C)	$	1,320	$	1,340
BX Commercial Mortgage Trust, Ser 2019- XL, Cl F
2.106%, VAR ICE LIBOR USD 1 Month+2.000%, 10/15/2036 (C)		2,549		2,547
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.026%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (C)		1,119		1,120
BX Commercial Mortgage Trust, Ser IND, Cl H
3.106%, VAR ICE LIBOR USD 1 Month+3.000%, 11/15/2035 (C)		4,102		4,103
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041 (C)		610		637
BX Trust, Ser MMP, Cl A
1.106%, VAR ICE LIBOR USD 1 Month+1.000%, 08/15/2036 (C)		279		278
BX, Ser MFM1, Cl A
0.806%, VAR ICE LIBOR USD 1 Month+0.700%, 01/15/2034 (C)		735		733
Cali Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2029		1,280		1,424
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.176%, VAR ICE LIBOR USD 1 Month+1.070%, 12/15/2037 (C)		940		941
CD Commercial Mortgage Trust, Ser 2006- CD2, Cl X, IO
0.023%, 01/15/2046 (B)(C)		54		–
CD Commercial Mortgage Trust, Ser 2017- CD3, Cl A4
3.631%, 02/10/2050		310		340
CD Commercial Mortgage Trust, Ser 2017- CD5, Cl XA, IO
0.882%, 08/15/2050 (B)		8,510		334
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039 (C)		1,160		1,200
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A1
1.965%, 06/15/2050		2		2
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		401
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		494		529
CFK Trust, Ser MF2, Cl E
3.458%, 03/15/2039 (B)(C)		2,840		2,668
CFK Trust, Ser MF2, Cl F
3.458%, 03/15/2039 (B)(C)		2,960		2,631

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
3.175%, 02/25/2037 (B)	$	9	$	10
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
2.919%, 02/25/2037 (B)		6		7
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
3.477%, 06/25/2035 (B)		13		13
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
1.036%, VAR ICE LIBOR USD 1 Month+0.930%, 11/15/2036 (C)		490		490
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048 (B)(C)		180		184
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035 (C)		240		250
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,791
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.595%, 09/25/2033 (B)		7		8
Citigroup Mortgage Loan Trust, Ser 2017- RP2, Cl A1
3.250%, 07/25/2067 (B)(C)		2,288		2,305
COLT Funding LLC, Ser 2019-4, Cl A1
2.579%, 11/25/2049 (B)(C)		498		503
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065 (B)(C)		567		572
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		72		73
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (B)		120		127
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		138
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.067%, 10/10/2046 (B)		70		70
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046 (C)		299		306
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.146%, 03/10/2047 (B)		1,751		48
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		255
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		307

54 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.120%, 02/10/2048 (B)	$	5,751	$	204
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029 (C)		410		426
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037 (C)		1,230		1,250
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		402		434
COMM Mortgage Trust, Ser CR26, Cl C
4.480%, 10/10/2048 (B)		410		443
COMM Mortgage Trust, Ser CR6, Cl A4
3.101%, 03/10/2046		1,420		1,462
COMM Mortgage Trust, Ser LC21, Cl A4
3.708%, 07/10/2048		311		340
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		378		404
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		744		790
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046		465		483
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		771
Commercial Mortgage Pass-Through
Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		596
Commercial Mortgage Pass-Through Certificates, Ser CR14, Cl B
4.619%, 02/10/2047 (B)		850		922
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.409%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (C)		1,252		1,254
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.209%, VAR ICE LIBOR USD 1 Month+2.100%, 10/25/2039 (C)		1,699		1,700
Core Mortgage Trust, Ser 2019-CORE, Cl A
0.986%, VAR ICE LIBOR USD 1 Month+0.880%, 12/15/2031 (C)		4,105		4,105
Credit Suisse Commercial Mortgage Trust, Ser 2006-C5, Cl AJ
5.373%, 12/15/2039		188		35
Credit Suisse First Boston Mortgage Securities, Ser 2003-27, Cl 5A3
5.250%, 11/25/2033		7		7
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		22		23
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.751%, 10/25/2033 (B)		656		644

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse Mortgage Trust, Ser 2019, Cl B
4.024%, 12/15/2021	$	3,790	$	3,754
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		414		447
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		530		564
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A2
3.033%, 08/15/2048		24		24
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		345		378
CSAIL Commercial Mortgage Trust, Ser C16, Cl A3
3.329%, 06/15/2052		596		636
CSAIL Commercial Mortgage Trust, Ser C17, Cl A4
2.763%, 09/15/2052		466		479
CSAIL Commercial Mortgage Trust, Ser C19, Cl AS
2.971%, 03/15/2053		580		601
CSAIL Commercial Mortgage Trust, Ser C19, Cl C
3.614%, 03/15/2053 (B)		500		505
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,746		1,780
CSMC, Ser 2021-2R, Cl 1A1
1.856%, VAR ICE LIBOR USD 1 Month+1.750%, 07/25/2047 (C)		1,310		1,310
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (C)		290		240
CSMC Trust, Ser 2017-CHOP, Cl G
5.456%, VAR ICE LIBOR USD 1 Month+5.350%, 07/15/2032 (C)		1,000		704
CSMC Trust, Ser 2017-PFHP, Cl A
1.056%, VAR ICE LIBOR USD 1 Month+0.950%, 12/15/2030 (C)		1,190		1,182
CSMC Trust, Ser 2017-RPL1, Cl M2
3.035%, 07/25/2057 (B)(C)		1,760		1,516
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048 (B)(C)		3,929		3,988
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060 (B)(C)		956		981
CSMC, Ser 2014-11R, Cl 9A2
0.258%, VAR ICE LIBOR USD 1 Month+0.140%, 10/27/2036 (C)		2,433		2,116
CSMC, Ser 2014-7R, Cl 8A1
3.176%, 07/27/2037 (B)(C)		96		95
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037 (C)		2,135		2,240

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 55

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2015-5R, Cl 1A1
1.299%, 09/27/2046 (B)(C)	$	228	$	229
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034 (C)		1,175		1,253
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
4.935%, 01/10/2034 (B)(C)		315		332
DBUBS Mortgage Trust, Ser 2011-LC2A, Cl A4
4.537%, 07/10/2044 (C)		30		30
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045 (C)		1,240		1,292
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.910%, VAR ICE LIBOR USD 1 Month+0.800%, 11/19/2044		447		418
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048 (B)(C)		350		354
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
4.759%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		248		260
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048 (B)(C)		1,055		1,062
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
3.109%, VAR ICE LIBOR USD 1 Month+3.000%, 07/25/2024		2,427		2,393
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1M2
2.459%, VAR ICE LIBOR USD 1 Month+2.350%, 01/25/2031		2,171		2,171
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
4.359%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2031		540		549
UMBS TBA
2.000%, 04/15/2051 to 06/11/2051		208,225		207,286
1.500%, 04/15/2036 to 05/15/2036		29,600		29,692
FWD Securitization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049 (B)(C)		894		925
GCAT, Ser 2019-NQM1, Cl A1
2.985%, 02/25/2059 (C)		213		214
GNMA
4.500%, 08/20/2047 to 04/20/2048		1,027		1,121
3.500%, 09/20/2048 to 10/20/2050		865		917
3.000%, 07/20/2050		1,488		1,551
2.500%, 12/20/2050 to 03/20/2051		16,544		17,076
2.000%, 12/20/2050 to 03/20/2051		2,378		2,402

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA TBA
2.500%, 06/01/2045 to 05/15/2046	$	17,350	$	17,847
GS Mortgage Securities II, Ser 2010-C1, Cl A2
4.592%, 08/10/2043 (C)		228		228
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032 (C)		1,310		1,320
GS Mortgage Securities II, Ser GC30, Cl B
4.030%, 05/10/2050 (B)		480		510
GS Mortgage Securities II, Ser SRP5, Cl A
1.406%, VAR ICE LIBOR USD 1 Month+1.300%, 09/15/2031 (C)		2,900		2,524
GS Mortgage Securities Trust, Ser 2006- GG8, Cl AJ
5.622%, 11/10/2039		183		61
GS Mortgage Securities Trust, Ser 2006- GG8, Cl X, IO
0.910%, 11/10/2039 (B)(C)		233		–
GS Mortgage Securities Trust, Ser 2012- GC6, Cl A3
3.482%, 01/10/2045		1,069		1,079
GS Mortgage Securities Trust, Ser 2013- GC16, Cl B
5.161%, 11/10/2046 (B)		270		290
GS Mortgage Securities Trust, Ser 2014- GC18, Cl A4
4.074%, 01/10/2047		977		1,053
GS Mortgage Securities Trust, Ser 2014- GC26, Cl B
4.215%, 11/10/2047 (B)		680		696
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		820		773
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (C)		3,643		3,852
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (B)(C)		13		13
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.823%, 10/25/2033 (B)		155		164
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		14		14
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		4		4
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.723%, 05/19/2034 (B)		578		583

56 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Hudson Yards Mortgage Trust, Ser 2019- 30HY, Cl A
3.228%, 07/10/2039 (C)	$	1,225	$	1,304
Hudson Yards Mortgage Trust, Ser 2019- 55HY, Cl A
2.943%, 12/10/2041 (B)(C)		1,240		1,293
Impac Secured Assets Trust, Ser 2006-2, Cl 2A1
0.459%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		4		4
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (C)		1,043		1,111
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.889%, 01/15/2047 (B)		130		139
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%, 08/15/2047		358		386
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.554%, 09/15/2047 (B)		120		114
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		541		576
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,792		1,857
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		449
JPMDB Commercial Mortgage Securities Trust, Ser COR6, Cl A4
3.057%, 11/13/2052		366		386
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.000%, 06/12/2043 (B)		510		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB19, Cl AJ
5.897%, 02/12/2049 (B)		46		22
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.336%, 02/15/2051 (B)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C5, Cl B
5.425%, 08/15/2046 (B)(C)		296		298
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
5.376%, 07/15/2047 (B)		380		390
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.756%, 01/05/2031 (B)(C)		1,305		1,328

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039 (C)	$	1,500	$	1,609
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.534%, 11/25/2033 (B)		19		20
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
3.053%, 08/25/2034 (B)		40		42
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.482%, 05/25/2045 (B)(C)		75		78
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048 (B)(C)		306		311
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048 (B)(C)		834		850
KKR Industrial Portfolio Trust, Ser KDIP, Cl A
0.656%, VAR ICE LIBOR USD 1 Month+0.550%, 12/15/2037 (C)		455		454
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.374%, 02/15/2041 (B)(C)		304		–
Lehman XS Trust, Ser 2007-16N, Cl 2A2
0.959%, VAR ICE LIBOR USD 1 Month+0.850%, 09/25/2047		5,739		5,799
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035 (A)(C)		3		3
MASTR Reperforming Loan Trust, Ser 2005- 1, Cl 1A1
6.000%, 08/25/2034 (C)		1,250		949
Mello Warehouse Securitization Trust, Ser 2020-1, Cl A
1.009%, VAR ICE LIBOR USD 1 Month+0.900%, 10/25/2053 (C)		895		895
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
0.909%, VAR ICE LIBOR USD 1 Month+0.800%, 11/25/2053 (C)		971		972
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
0.809%, VAR ICE LIBOR USD 1 Month+0.700%, 02/25/2055 (C)		280		280
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.874%, 07/25/2033 (B)		9		9
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.375%, 02/25/2034 (B)		38		39
Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1
1.125%, 11/25/2060 (B)(C)		1,265		1,271

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 57

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040 (C)	$	1,750	$	1,783
ML-CFC Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
4.624%, 12/12/2049 (B)(C)		2		–
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048 (B)		84		46
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048 (B)(C)		11		6
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049 (B)		28		27
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030 (C)		758		751
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		401
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		83
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		138		148
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		273
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052 (B)		1,030		1,106
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C5, Cl A4
3.176%, 08/15/2045		220		225
Morgan Stanley Capital I Trust, Ser 2006- IQ12, Cl AJ
5.399%, 12/15/2043		54		36
Morgan Stanley Capital I Trust, Ser 2007- HQ11, Cl X, IO
0.003%, 02/12/2044 (B)(C)		23		–
Morgan Stanley Capital I Trust, Ser 2007- IQ16, Cl AJ
6.100%, 12/12/2049 (B)		85		48
Morgan Stanley Capital I Trust, Ser 2007- T27, Cl AJ
6.015%, 06/11/2042 (B)		1,365		1,413
Morgan Stanley Capital I Trust, Ser 2016- BNK2, Cl XA, IO
1.042%, 11/15/2049 (B)		3,323		134

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2017- ASHF, Cl A
0.956%, VAR ICE LIBOR USD 1 Month+0.850%, 11/15/2034 (C)	$	38	$	37
Morgan Stanley Capital I Trust, Ser 2019- BPR, Cl A
1.506%, VAR ICE LIBOR USD 1 Month+1.400%, 05/15/2036 (C)		1,720		1,671
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		600		572
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035 (B)(C)		490		478
Natixis Commercial Mortgage Securities Trust, Ser 2PAC, Cl A
2.966%, 12/15/2038 (C)		1,260		1,306
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057 (B)(C)		881		944
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (B)(C)		503		511
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A3
5.957%, 03/25/2047		78		80
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059 (B)(C)		357		365
OBX Trust, Ser 2020-EXP1, Cl 2A1A
0.859%, VAR ICE LIBOR USD 1 Month+0.750%, 02/25/2060 (C)		885		887
OBX Trust, Ser 2020-EXP3, Cl 2A1A
1.009%, VAR ICE LIBOR USD 1 Month+0.900%, 01/25/2060 (C)		699		701
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054 (C)		1,570		1,584
PHH Alternative Mortgage Trust, Ser 2007- 3, Cl A3
0.409%, VAR ICE LIBOR USD 1 Month+0.300%, 07/25/2037		5,688		5,633
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034 (A)		4		3
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		13		13
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035 (C)		860		783
Radnor RE, Ser 2018-1, Cl M2
2.809%, VAR ICE LIBOR USD 1 Month+2.700%, 03/25/2028 (C)		7,270		7,327
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/15/2032 (B)(C)		445		470

58 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
3.006%, 12/25/2034 (B)	$	230	$	229
Residential Mortgage Loan Trust, Ser 2019- 3, Cl A1
2.633%, 09/25/2059 (B)(C)		1,450		1,474
Rosslyn Portfolio Trust, Ser 2017-R17, Cl A
1.939%, VAR ICE LIBOR USD 1 Month+0.950%, 06/15/2033 (C)		282		282
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055 (B)(C)		2,960		3,015
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058 (B)(C)		2,840		2,962
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043 (B)(C)		75		72
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043 (B)(C)		390		384
SG Residential Mortgage Trust, Ser 2019-3, Cl A1
2.703%, 09/25/2059 (B)(C)		437		443
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
0.614%, VAR ICE LIBOR USD 3 Month+0.390%, 01/21/2070 (C)		179		179
STACR Trust, Ser 2018-DNA3, Cl M2A
2.209%, VAR ICE LIBOR USD 1 Month+2.100%, 09/25/2048 (C)		550		551
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (B)(C)		744		744
Starwood Mortgage Residential Trust, Ser 2019-INV1, Cl A1
2.610%, 09/27/2049 (B)(C)		509		516
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (B)(C)		940		957
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (B)(C)		686		693
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055 (B)(C)		652		654
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
0.299%, VAR ICE LIBOR USD 1 Month+0.190%, 09/25/2047		4,228		4,034
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003- 24A, Cl 3A2
2.511%, 07/25/2033 (B)		39		40

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003- 37A, Cl 2A
2.404%, 12/25/2033 (B)	$	15	$	15
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.470%, 12/10/2045 (B)(C)		670		467
Verus Securitization Trust, Ser 2019-2, Cl A1
3.211%, 05/25/2059 (B)(C)		722		724
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059 (C)		998		1,017
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (C)		1,343		1,366
Verus Securitization Trust, Ser 2019-INV1, Cl A1
3.402%, 12/25/2059 (B)(C)		369		373
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059 (B)(C)		553		563
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (B)(C)		699		712
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060 (B)(C)		1,204		1,216
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065 (C)		258		259
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (B)(C)		803		800
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (B)(C)		1,040		1,039
Visio Trust, Ser 2019-1, Cl A1
3.572%, 06/25/2054 (B)(C)		328		330
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055 (C)		690		693
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.337%, 11/15/2030 (B)(C)		987		1,018
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (C)		110		113
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.565%, 10/25/2033 (B)		29		29
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.714%, 08/25/2033 (B)		17		17
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.768%, 09/25/2033 (B)		29		29
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
17.164%, 06/25/2033 (B)		5		6

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 59

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033	$	65	$	66
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
3.545%, 06/25/2034 (B)		17		17
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		70		76
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
1.669%, VAR ICE LIBOR USD 1 Month+1.560%, 10/25/2045		267		278
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.629%, VAR ICE LIBOR USD 1 Month+0.260%, 11/25/2045		4,897		4,818
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
0.959%, VAR 12 Month Treas Avg+0.700%, 02/25/2047		1,315		1,252
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
0.959%, VAR 12 Month Treas Avg+0.700%, 01/25/2047		847		749
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022 (B)(C)		267		272
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045 (B)		780		800
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.274%, 07/15/2046 (B)		20		20
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		616
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.304%, 11/15/2059 (B)		5,205		262
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
4.073%, 05/25/2035 (B)		1,996		1,809
Wells Fargo Mortgage-Backed Securities Trust, Ser 2015-5R, Cl 2A1
2.656%, 03/26/2035 (B)(C)		29		29
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.302%, 06/15/2045 (B)(C)		587		5
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.184%, 05/15/2045 (B)(C)		822		16

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047 (B)	$	110	$	119
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047 (B)		300		320
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		403		422
				497,591
Total Mortgage-Backed Securities (Cost $1,536,460) ($ Thousands)				1,534,297
U.S. TREASURY OBLIGATIONS — 30.3%
U.S. Treasury Bills
0.090%, 05/04/2021 (A)		8,840		8,840
0.052%, 08/12/2021 (A)		54,495		54,490
0.041%, 05/06/2021 (A)		10,370		10,370
0.040%, 08/19/2021 (A)		47,510		47,506
U.S. Treasury Bonds
2.500%, 02/15/2045		5,310		5,408
2.353%, 05/15/2049 (A)		5,380		2,672
2.000%, 02/15/2050		4,840		4,413
1.875%, 02/15/2041		51,809		48,118
1.875%, 02/15/2051		83,012		73,362
1.625%, 11/15/2050		52,225		43,347
1.375%, 11/15/2040		35,701		30,284
1.375%, 08/15/2050		43,081		33,482
1.250%, 05/15/2050		44,345		33,352
1.125%, 05/15/2040		13,102		10,660
1.125%, 08/15/2040		27,330		22,154
U.S. Treasury Inflation Protected Securities
2.125%, 02/15/2040		2,009		2,869
2.125%, 02/15/2041		968		1,394
1.375%, 02/15/2044		2,683		3,487
0.750%, 02/15/2042		2,512		2,891
U.S. Treasury Notes
3.125%, 05/15/2021		4,551		4,568
2.000%, 02/15/2023		4,170		4,312
1.750%, 11/30/2021		937		947
1.750%, 02/28/2022		662		672
1.500%, 10/31/2024		6,153		6,361
1.500%, 11/30/2024		6,136		6,342
1.375%, 05/31/2021		18,578		18,618
1.375%, 01/31/2025		3,044		3,131
1.250%, 03/31/2028		91,220		90,208
1.125%, 02/29/2028		260		255
1.125%, 02/15/2031		64,263		60,668
0.875%, 11/15/2030		5,070		4,684

60 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.750%, 03/31/2026	$	142,503	$	141,200
0.750%, 01/31/2028		25,600		24,524
0.625%, 12/31/2027		8,410		8,002
0.625%, 05/15/2030		1,050		955
0.625%, 08/15/2030		250		226
0.500%, 02/28/2026 (D)		90,395		88,580
0.500%, 06/30/2027		10,880		10,377
0.500%, 08/31/2027		8,552		8,124
0.500%, 10/31/2027		280		265
0.375%, 11/30/2025		8,179		7,996
0.375%, 12/31/2025		13,987		13,653
0.375%, 01/31/2026		310		302
0.250%, 11/15/2023		120		120
0.250%, 03/15/2024		55,435		55,283
0.250%, 05/31/2025		2,280		2,236
0.250%, 06/30/2025		360		353
0.250%, 09/30/2025		5,796		5,651
0.250%, 10/31/2025		11,195		10,896
0.125%, 05/31/2022		3,212		3,213
0.125%, 07/31/2022		40		40
0.125%, 09/30/2022		4,853		4,853
0.125%, 10/31/2022		11,250		11,249
0.125%, 12/31/2022		12,843		12,837
0.125%, 01/31/2023		66,410		66,371
0.125%, 02/28/2023		137,715		137,629
0.125%, 03/31/2023		69,769		69,720
0.125%, 08/15/2023		11,056		11,029
0.125%, 09/15/2023		2,094		2,088
0.125%, 10/15/2023		7,164		7,140
0.125%, 01/15/2024		12,645		12,580
Total U.S. Treasury Obligations (Cost $1,397,129) ($ Thousands)				1,357,357
CORPORATE OBLIGATIONS — 30.1%
Communication Services — 3.0%
Alphabet
2.050%, 08/15/2050		400		329
1.100%, 08/15/2030		240		220
0.800%, 08/15/2027		220		211
0.450%, 08/15/2025		110		108
Altice France
7.375%, 05/01/2026 (C)		230		239
AT&T
6.500%, 09/01/2037		1,335		1,750
5.250%, 03/01/2037		2,420		2,914
5.150%, 03/15/2042		25		30
4.850%, 03/01/2039		750		869
4.750%, 05/15/2046		1,600		1,829
4.500%, 05/15/2035		75		85
4.350%, 03/01/2029		240		271

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 06/15/2045	$	350	$	382
3.800%, 02/15/2027		318		351
3.800%, 12/01/2057 (C)		4,839		4,583
3.550%, 09/15/2055 (C)		989		903
3.500%, 06/01/2041		336		331
3.500%, 09/15/2053 (C)		5,418		4,983
3.100%, 02/01/2043		819		762
3.000%, 06/30/2022		958		985
2.550%, 12/01/2033 (C)		850		806
2.300%, 06/01/2027		750		766
2.250%, 02/01/2032		869		826
1.700%, 03/25/2026		1,500		1,500
1.650%, 02/01/2028		2,005		1,939
CCO Holdings
4.500%, 08/15/2030 (C)		50		51
4.500%, 05/01/2032 (C)		1,220		1,235
Charter Communications Operating
6.834%, 10/23/2055		70		96
6.484%, 10/23/2045		110		143
6.384%, 10/23/2035		10		13
5.750%, 04/01/2048		777		945
5.375%, 04/01/2038		843		996
5.375%, 05/01/2047		141		163
4.908%, 07/23/2025		2,960		3,357
4.800%, 03/01/2050		1,818		1,945
4.464%, 07/23/2022		302		315
4.200%, 03/15/2028		1,263		1,393
3.900%, 06/01/2052		529		507
3.750%, 02/15/2028		85		92
3.500%, 06/01/2041		652		618
Comcast
7.050%, 03/15/2033		90		128
6.500%, 11/15/2035		480		678
4.700%, 10/15/2048		90		111
4.600%, 10/15/2038		773		931
4.400%, 08/15/2035		1,770		2,067
4.250%, 10/15/2030		560		643
4.200%, 08/15/2034		220		252
4.150%, 10/15/2028		2,603		2,978
4.000%, 03/01/2048		70		78
3.999%, 11/01/2049		199		223
3.969%, 11/01/2047		78		87
3.950%, 10/15/2025		314		350
3.750%, 04/01/2040		820		898
3.700%, 04/15/2024		580		633
3.450%, 02/01/2050		380		391
3.400%, 04/01/2030		1,915		2,072
3.400%, 07/15/2046		60		62
3.300%, 04/01/2027		190		207
3.250%, 11/01/2039		60		62
3.150%, 03/01/2026		390		423
3.100%, 04/01/2025		30		32

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 61

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.950%, 01/15/2031	$	450	$	432
1.500%, 02/15/2031		3,175		2,943
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		206
Comcast Cable Holdings
10.125%, 04/15/2022 (D)		45		49
Corning
5.450%, 11/15/2079		775		960
DISH DBS
7.750%, 07/01/2026		130		143
5.875%, 11/15/2024		580		607
Electronic Arts
1.850%, 02/15/2031		540		509
Fox
5.476%, 01/25/2039		520		647
3.500%, 04/08/2030		535		569
Level 3 Financing
3.875%, 11/15/2029 (C)		1,760		1,855
NBCUniversal Media
5.950%, 04/01/2041		305		428
NTT Finance
1.591%, 04/03/2028 (C)		1,125		1,098
1.162%, 04/03/2026 (C)		3,812		3,760
Sky
3.750%, 09/16/2024 (C)		1,090		1,197
Sprint
7.875%, 09/15/2023		110		126
Sprint Capital
8.750%, 03/15/2032		490		725
Sprint Spectrum
5.152%, 03/20/2028 (C)		2,567		2,926
4.738%, 03/20/2025 (C)		3,850		4,122
3.360%, 09/20/2021 (C)		1,059		1,067
Telefonica Emisiones
5.520%, 03/01/2049		248		302
5.213%, 03/08/2047		150		175
T-Mobile USA
6.000%, 03/01/2023		10		10
6.000%, 04/15/2024		10		10
4.375%, 04/15/2040 (C)		1,730		1,922
3.875%, 04/15/2030 (C)		3,445		3,754
3.750%, 04/15/2027 (C)		2,115		2,312
3.500%, 04/15/2025 (C)		3,019		3,259
3.500%, 04/15/2031		360		363
2.875%, 02/15/2031		240		232
2.625%, 02/15/2029		330		320
2.550%, 02/15/2031 (C)		1,919		1,876
2.250%, 02/15/2026		100		101
2.050%, 02/15/2028 (C)		2,141		2,103
1.500%, 02/15/2026 (C)		1,421		1,407
Verizon Communications
5.500%, 03/16/2047		60		78

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 03/16/2037	$	805	$	1,013
4.862%, 08/21/2046		470		562
4.522%, 09/15/2048		686		793
4.500%, 08/10/2033		620		720
4.400%, 11/01/2034		2,277		2,600
4.329%, 09/21/2028		1,325		1,516
4.272%, 01/15/2036		78		88
4.125%, 08/15/2046		320		349
4.016%, 12/03/2029		714		798
4.000%, 03/22/2050		170		182
3.875%, 02/08/2029		210		233
3.850%, 11/01/2042		610		654
3.700%, 03/22/2061		1,298		1,276
3.550%, 03/22/2051		1,591		1,584
3.500%, 11/01/2024		120		130
3.400%, 03/22/2041		634		641
3.376%, 02/15/2025		508		551
3.150%, 03/22/2030		360		379
3.000%, 03/22/2027		140		150
2.875%, 11/20/2050		1,988		1,761
2.650%, 11/20/2040		2,772		2,527
2.625%, 08/15/2026		1,000		1,057
2.550%, 03/21/2031		5,045		5,032
2.100%, 03/22/2028		1,035		1,040
1.750%, 01/20/2031		410		382
1.450%, 03/20/2026		260		260
0.850%, 11/20/2025		130		127
ViacomCBS
6.875%, 04/30/2036		620		856
5.900%, 10/15/2040		455		574
5.850%, 09/01/2043		220		282
4.750%, 05/15/2025		1,035		1,170
4.600%, 01/15/2045		61		68
4.375%, 03/15/2043		92		99
4.200%, 05/19/2032		198		222
3.875%, 04/01/2024		130		140
3.700%, 08/15/2024		810		878
Vodafone Group
5.250%, 05/30/2048		1,810		2,256
4.875%, 06/19/2049		1,544		1,831
4.375%, 05/30/2028		670		769
4.250%, 09/17/2050		439		482
Walt Disney
6.650%, 11/15/2037		235		344
6.200%, 12/15/2034		65		90
4.700%, 03/23/2050		355		443
4.625%, 03/23/2040		765		924
3.600%, 01/13/2051		1,095		1,155
2.650%, 01/13/2031		170		173
				134,901

62 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 1.9%
Alibaba Group Holding
3.150%, 02/09/2051	$	545	$	505
Amazon.com
4.950%, 12/05/2044		500		652
4.250%, 08/22/2057		110		131
4.050%, 08/22/2047		380		440
3.875%, 08/22/2037		910		1,037
3.150%, 08/22/2027		680		744
2.800%, 08/22/2024		245		262
2.700%, 06/03/2060		147		130
2.500%, 06/03/2050		604		538
1.500%, 06/03/2030		650		619
1.200%, 06/03/2027		672		658
0.800%, 06/03/2025		560		558
American Honda Finance MTN
1.000%, 09/10/2025		1,875		1,845
BMW US Capital
4.150%, 04/09/2030 (C)		845		962
3.800%, 04/06/2023 (C)		1,005		1,069
3.100%, 04/12/2021 (C)		215		215
1.850%, 09/15/2021 (C)		100		101
Burlington Northern Santa Fe
3.050%, 02/15/2051		315		304
Cox Communications
4.800%, 02/01/2035 (C)		890		1,045
Daimler Finance North America
2.700%, 06/14/2024 (C)		595		626
0.750%, 03/01/2024 (C)		980		975
Dollar General
3.250%, 04/15/2023		50		53
Element Fleet Management
3.850%, 06/15/2025 (C)		645		679
1.600%, 04/06/2024		228		228
Ford Motor
5.291%, 12/08/2046		99		104
Ford Motor Credit
5.875%, 08/02/2021		250		253
5.125%, 06/16/2025		200		216
4.271%, 01/09/2027		1,040		1,079
4.250%, 09/20/2022		1,000		1,031
4.125%, 08/17/2027		200		206
4.000%, 11/13/2030		270		268
3.815%, 11/02/2027		261		264
3.813%, 10/12/2021		190		192
3.810%, 01/09/2024		300		309
3.339%, 03/28/2022		1,730		1,749
2.900%, 02/16/2028		200		192
1.463%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		1,100		1,093
1.104%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		1,040		1,035

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.048%, VAR ICE LIBOR USD 3 Month+0.810%, 04/05/2021	$	1,625	$	1,625
General Motors
6.250%, 10/02/2043		260		333
6.125%, 10/01/2025		320		376
5.950%, 04/01/2049		80		101
5.400%, 10/02/2023		190		206
5.400%, 04/01/2048		406		478
5.150%, 04/01/2038		240		274
4.875%, 10/02/2023		1,995		2,184
General Motors Financial
4.375%, 09/25/2021		735		749
4.350%, 01/17/2027		110		122
4.250%, 05/15/2023		110		118
4.200%, 11/06/2021		1,435		1,466
4.150%, 06/19/2023		83		89
3.450%, 04/10/2022		415		425
3.200%, 07/06/2021		1,835		1,843
3.150%, 06/30/2022		870		894
1.700%, 08/18/2023		712		725
Hanesbrands
5.375%, 05/15/2025 (C)		310		328
4.875%, 05/15/2026 (C)		210		225
4.625%, 05/15/2024 (C)		30		32
Hilton Domestic Operating
5.750%, 05/01/2028 (C)		150		161
5.375%, 05/01/2025 (C)		460		485
Home Depot
4.250%, 04/01/2046		48		56
3.900%, 12/06/2028		40		45
3.900%, 06/15/2047		60		67
3.750%, 02/15/2024		66		72
3.350%, 04/15/2050		1,025		1,060
3.300%, 04/15/2040		480		504
3.125%, 12/15/2049		1,220		1,195
2.950%, 06/15/2029		178		189
2.700%, 04/15/2030		1,801		1,867
2.500%, 04/15/2027		280		295
2.375%, 03/15/2051		402		344
Hyundai Capital America
2.375%, 10/15/2027 (C)		490		491
1.800%, 10/15/2025 (C)		823		822
1.250%, 09/18/2023 (C)		490		494
Hyundai Capital America MTN
1.300%, 01/08/2026 (C)		980		957
0.800%, 01/08/2024 (C)		998		989
Las Vegas Sands
3.200%, 08/08/2024		890		928
2.900%, 06/25/2025		210		215
Leland Stanford Junior University
1.289%, 06/01/2027		66		66

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 63

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lennar
5.000%, 06/15/2027	$	20	$	23
4.750%, 11/29/2027		460		528
4.500%, 04/30/2024		170		185
Levi Strauss
5.000%, 05/01/2025		54		55
Lowe’s
5.000%, 04/15/2040		965		1,181
4.500%, 04/15/2030		200		231
3.500%, 04/01/2051		179		181
2.625%, 04/01/2031		814		816
Marriott International
5.750%, 05/01/2025		582		668
4.625%, 06/15/2030		125		140
2.850%, 04/15/2031		1,412		1,388
McDonald’s MTN
4.875%, 12/09/2045		260		314
4.450%, 03/01/2047		240		278
4.450%, 09/01/2048		72		84
4.200%, 04/01/2050		530		600
3.800%, 04/01/2028		665		736
3.700%, 01/30/2026		702		774
3.625%, 09/01/2049		180		187
3.600%, 07/01/2030		290		316
3.500%, 03/01/2027		510		559
3.500%, 07/01/2027		200		220
3.300%, 07/01/2025		320		346
1.450%, 09/01/2025		324		327
MDC Holdings
6.000%, 01/15/2043		150		189
Newell Brands
4.700%, 04/01/2026		110		122
4.350%, 04/01/2023		278		293
NIKE
3.375%, 03/27/2050		950		994
3.250%, 03/27/2040		210		220
2.850%, 03/27/2030		430		453
2.750%, 03/27/2027		410		437
2.400%, 03/27/2025		260		274
Nissan Motor
4.810%, 09/17/2030 (C)		377		413
4.345%, 09/17/2027 (C)		1,100		1,196
3.522%, 09/17/2025 (C)		1,474		1,561
3.043%, 09/15/2023 (C)		580		607
Nissan Motor Acceptance
2.750%, 03/09/2028 (C)		492		488
Prime Security Services Borrower
5.750%, 04/15/2026 (C)		320		345
QVC
4.850%, 04/01/2024		370		397
Sands China
5.400%, 08/08/2028		320		366

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 08/08/2025	$	380	$	425
4.600%, 08/08/2023		610		652
3.800%, 01/08/2026		420		446
Starbucks
3.500%, 11/15/2050		1,755		1,751
3.350%, 03/12/2050		441		428
1.300%, 05/07/2022		400		404
Target
2.250%, 04/15/2025		450		471
Time Warner Cable
7.300%, 07/01/2038		530		735
6.750%, 06/15/2039		10		13
6.550%, 05/01/2037		138		180
5.875%, 11/15/2040		1,405		1,741
5.500%, 09/01/2041		1,599		1,888
Time Warner Entertainment
8.375%, 07/15/2033		270		390
TJX
3.750%, 04/15/2027		1,875		2,087
3.500%, 04/15/2025		300		327
Toll Brothers Finance
4.375%, 04/15/2023		120		125
Toyota Motor
1.339%, 03/25/2026		1,261		1,258
0.681%, 03/25/2024		1,020		1,019
Toyota Motor Credit MTN
2.900%, 03/30/2023		775		813
VOC Escrow
5.000%, 02/15/2028 (C)		380		375
Volkswagen Group of America Finance
2.900%, 05/13/2022 (C)		1,455		1,493
1.250%, 11/24/2025 (C)		1,345		1,325
0.875%, 11/22/2023 (C)		1,055		1,059
Wynn Macau
5.625%, 08/26/2028 (C)		500		523
5.125%, 12/15/2029 (C)		200		205
Yale University
1.482%, 04/15/2030		482		459
0.873%, 04/15/2025		563		563
				85,909
Consumer Staples — 2.0%
Alimentation Couche-Tard
3.800%, 01/25/2050 (C)		25		25
3.550%, 07/26/2027 (C)		650		705
Altria Group
6.200%, 02/14/2059		76		92
5.950%, 02/14/2049		490		609
5.800%, 02/14/2039		1,190		1,451
4.800%, 02/14/2029		361		415
4.750%, 05/05/2021		200		201
4.400%, 02/14/2026		514		579

64 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 02/04/2061	$	419	$	386
3.875%, 09/16/2046		893		864
3.400%, 02/04/2041		1,619		1,497
2.450%, 02/04/2032		2,806		2,667
2.350%, 05/06/2025		268		278
Anheuser-Busch
4.900%, 02/01/2046		6,561		7,771
4.700%, 02/01/2036		891		1,043
3.650%, 02/01/2026		1,135		1,247
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		525		675
5.450%, 01/23/2039		1,035		1,291
4.750%, 01/23/2029		100		117
4.600%, 04/15/2048		1,666		1,905
4.500%, 06/01/2050		670		758
4.375%, 04/15/2038		936		1,062
4.350%, 06/01/2040		560		632
4.150%, 01/23/2025		664		738
4.000%, 04/13/2028		180		200
3.750%, 07/15/2042		518		531
3.500%, 06/01/2030		200		216
BAT Capital
5.282%, 04/02/2050		1,260		1,381
4.906%, 04/02/2030		173		197
4.700%, 04/02/2027		338		380
4.540%, 08/15/2047		3,053		3,066
4.390%, 08/15/2037		61		64
3.984%, 09/25/2050		460		431
3.734%, 09/25/2040		10		10
3.557%, 08/15/2027		2,329		2,475
3.222%, 08/15/2024		167		178
3.215%, 09/06/2026		1,300		1,372
2.726%, 03/25/2031		1,033		1,003
2.259%, 03/25/2028		372		366
BAT International Finance
1.668%, 03/25/2026		1,058		1,047
Bunge Finance
3.750%, 09/25/2027		589		646
3.250%, 08/15/2026		851		906
1.630%, 08/17/2025		838		838
Cargill
1.375%, 07/23/2023 (C)		440		449
Coca-Cola
3.375%, 03/25/2027		380		419
2.950%, 03/25/2025		210		227
2.600%, 06/01/2050		190		171
2.500%, 06/01/2040		20		19
2.500%, 03/15/2051		545		474
1.450%, 06/01/2027		905		901
Constellation Brands
4.400%, 11/15/2025		415		468

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumers Energy
2.500%, 05/01/2060	$	267	$	221
Costco Wholesale
3.000%, 05/18/2027		284		308
2.750%, 05/18/2024		183		196
1.600%, 04/20/2030		3,222		3,083
1.375%, 06/20/2027		780		777
Danone
2.947%, 11/02/2026 (C)		470		501
2.589%, 11/02/2023 (C)		1,370		1,430
2.077%, 11/02/2021 (C)		230		232
Diageo Investment
2.875%, 05/11/2022		370		381
Estee Lauder
1.950%, 03/15/2031		945		915
Hershey
0.900%, 06/01/2025		130		129
Imperial Brands Finance
3.500%, 07/26/2026 (C)		635		679
3.125%, 07/26/2024 (C)		2,250		2,378
Keurig Dr Pepper
4.417%, 05/25/2025		280		314
Kraft Heinz Foods
7.125%, 08/01/2039 (C)		10		14
6.875%, 01/26/2039		40		55
6.750%, 03/15/2032		10		13
5.500%, 06/01/2050		220		270
5.200%, 07/15/2045		360		415
5.000%, 06/04/2042		1,250		1,403
4.875%, 10/01/2049		2,370		2,651
4.625%, 10/01/2039		10		11
4.375%, 06/01/2046		160		167
4.250%, 03/01/2031		110		121
3.000%, 06/01/2026		380		401
Kroger
3.950%, 01/15/2050		120		129
Lamb Weston Holdings
4.875%, 05/15/2028 (C)		90		97
4.625%, 11/01/2024 (C)		70		73
Land O’ Lakes
6.000%, 11/15/2022 (C)		1,020		1,087
Mars
3.200%, 04/01/2030 (C)		210		224
2.700%, 04/01/2025 (C)		370		391
2.375%, 07/16/2040 (C)		300		274
Molson Coors Brewing
3.500%, 05/01/2022		100		103
Mondelez International
1.500%, 05/04/2025		660		667
Mondelez International Holdings
Netherlands BV
2.125%, 09/19/2022 (C)		290		297

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 65

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.000%, 10/28/2021 (C)	$	2,420	$	2,440
Nestle Holdings
3.500%, 09/24/2025 (C)		450		494
PepsiCo
4.250%, 10/22/2044		100		116
4.000%, 03/05/2042		160		180
3.875%, 03/19/2060		120		135
3.625%, 03/19/2050		80		88
3.100%, 07/17/2022		59		61
3.000%, 08/25/2021		31		31
2.875%, 10/15/2049		60		58
2.625%, 03/19/2027		50		53
2.250%, 03/19/2025		50		53
1.625%, 05/01/2030		440		420
0.750%, 05/01/2023		530		535
Philip Morris International
4.500%, 03/20/2042		130		148
2.900%, 11/15/2021		370		376
2.875%, 05/01/2024		1,170		1,242
2.500%, 08/22/2022		590		607
2.500%, 11/02/2022		680		702
2.100%, 05/01/2030		290		280
1.125%, 05/01/2023		280		284
Procter & Gamble
3.000%, 03/25/2030		1,425		1,533
2.800%, 03/25/2027		80		86
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (C)		1,860		1,967
Reynolds American
8.125%, 05/01/2040		570		801
7.250%, 06/15/2037		390		500
5.850%, 08/15/2045		3,140		3,692
Walgreens Boots Alliance
4.800%, 11/18/2044		1,100		1,207
3.450%, 06/01/2026		1,590		1,710
3.300%, 11/18/2021		912		922
Walmart
4.050%, 06/29/2048		8		9
3.950%, 06/28/2038		783		903
3.700%, 06/26/2028		1,381		1,551
3.550%, 06/26/2025		140		154
3.400%, 06/26/2023		393		419
3.300%, 04/22/2024		60		65
3.050%, 07/08/2026		296		321
				89,993
Energy — 3.4%
Aker BP
4.000%, 01/15/2031 (C)		456		475
Apache
5.250%, 02/01/2042		50		49
5.100%, 09/01/2040		205		200

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 04/15/2043	$	390	$	362
4.375%, 10/15/2028		200		199
4.250%, 01/15/2044		890		795
3.250%, 04/15/2022		86		87
BG Energy Capital
4.000%, 10/15/2021 (C)		1,485		1,513
BP Capital Markets
3.535%, 11/04/2024		100		109
3.506%, 03/17/2025		520		567
BP Capital Markets America
3.790%, 02/06/2024		100		108
3.633%, 04/06/2030		320		350
3.543%, 04/06/2027		790		864
3.410%, 02/11/2026		1,110		1,206
3.379%, 02/08/2061		267		247
3.245%, 05/06/2022		250		258
3.216%, 11/28/2023		420		448
3.194%, 04/06/2025		1,620		1,743
3.119%, 05/04/2026		230		247
3.000%, 02/24/2050		940		855
2.937%, 04/06/2023		50		52
2.772%, 11/10/2050		772		673
1.749%, 08/10/2030		643		607
Cameron LNG
3.302%, 01/15/2035 (C)		660		677
2.902%, 07/15/2031 (C)		140		141
Canadian Natural Resources
6.450%, 06/30/2033		50		63
Cheniere Energy
4.625%, 10/15/2028 (C)		260		270
Chevron
3.191%, 06/24/2023		22		23
2.895%, 03/03/2024		560		597
2.355%, 12/05/2022		15		15
1.995%, 05/11/2027		635		649
1.554%, 05/11/2025		520		530
Chevron USA
5.250%, 11/15/2043		260		336
5.050%, 11/15/2044		29		37
4.950%, 08/15/2047		160		201
3.850%, 01/15/2028		200		223
3.250%, 10/15/2029		50		54
1.018%, 08/12/2027		710		683
Cimarex Energy
4.375%, 06/01/2024		210		228
4.375%, 03/15/2029		780		863
3.900%, 05/15/2027		970		1,055
Conoco Funding
7.250%, 10/15/2031		180		255
ConocoPhillips
5.900%, 10/15/2032		10		13
5.900%, 05/15/2038		420		564

66 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 08/15/2028 (C)	$	850	$	967
4.150%, 11/15/2034		280		311
3.750%, 10/01/2027 (C)		620		685
Continental Resources
4.500%, 04/15/2023		180		186
4.375%, 01/15/2028		520		549
3.800%, 06/01/2024		200		205
DCP Midstream Operating
6.450%, 11/03/2036 (C)		110		123
Devon Energy
7.875%, 09/30/2031		660		884
5.850%, 12/15/2025		1,438		1,675
5.600%, 07/15/2041		744		856
5.000%, 06/15/2045		1,400		1,526
4.750%, 05/15/2042		353		374
Diamondback Energy
4.400%, 03/24/2051		658		670
3.500%, 12/01/2029		849		881
3.250%, 12/01/2026		1,005		1,054
0.900%, 03/24/2023		1,097		1,097
Ecopetrol
5.875%, 05/28/2045		1,236		1,319
4.125%, 01/16/2025		203		217
Enable Midstream Partners
4.950%, 05/15/2028		1,055		1,162
4.400%, 03/15/2027		623		673
4.150%, 09/15/2029		369		383
3.900%, 05/15/2024		87		93
Enbridge
2.500%, 01/15/2025		1,105		1,151
Energy Transfer
6.250%, 04/15/2049		130		152
Energy Transfer Operating
8.250%, 11/15/2029		1,490		1,967
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.134%(B)(E)		360		344
6.500%, 02/01/2042		45		54
6.050%, 06/01/2041		146		166
6.000%, 06/15/2048		128		145
5.500%, 06/01/2027		118		136
5.300%, 04/15/2047		1,245		1,296
5.250%, 04/15/2029		1,417		1,612
5.150%, 03/15/2045		1,314		1,351
5.000%, 05/15/2050		800		823
4.950%, 06/15/2028		180		201
4.050%, 03/15/2025		1,515		1,636
3.750%, 05/15/2030		1,250		1,288
Energy Transfer Partners
4.500%, 11/01/2023		690		743
Eni
4.000%, 09/12/2023 (C)		1,940		2,085

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Enterprise Products Operating
7.550%, 04/15/2038	$	40	$	59
5.700%, 02/15/2042		40		51
4.850%, 03/15/2044		430		494
4.800%, 02/01/2049		60		69
4.200%, 01/31/2050		1,530		1,613
4.150%, 10/16/2028		1,605		1,807
3.950%, 01/31/2060		865		864
3.700%, 01/31/2051		270		265
3.125%, 07/31/2029		170		179
2.800%, 01/31/2030		540		557
EOG Resources
4.950%, 04/15/2050		450		547
4.375%, 04/15/2030		120		138
4.150%, 01/15/2026		340		382
3.900%, 04/01/2035		390		421
EQT
7.625%, 02/01/2025		30		35
3.900%, 10/01/2027		505		516
3.000%, 10/01/2022 (D)		430		436
Equinor
3.250%, 11/18/2049		232		227
3.000%, 04/06/2027		1,355		1,450
2.875%, 04/06/2025		2,225		2,375
Exxon Mobil
4.327%, 03/19/2050		2,250		2,575
4.227%, 03/19/2040		800		901
4.114%, 03/01/2046		533		586
3.482%, 03/19/2030		460		499
3.452%, 04/15/2051		200		200
3.043%, 03/01/2026		660		712
2.992%, 03/19/2025		3,680		3,942
2.397%, 03/06/2022		100		102
1.571%, 04/15/2023		80		82
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (C)		489		471
2.625%, 03/31/2036 (C)		458		438
2.160%, 03/31/2034 (C)		720		697
1.750%, 09/30/2027 (C)		1,867		1,866
Halliburton
5.000%, 11/15/2045		80		89
4.850%, 11/15/2035		60		67
3.800%, 11/15/2025		45		49
3.500%, 08/01/2023		3		3
Hess
6.000%, 01/15/2040		2,330		2,781
HollyFrontier
2.625%, 10/01/2023		341		351
KazMunayGas National JSC
5.750%, 04/19/2047 (C)		340		403
Kinder Morgan
5.550%, 06/01/2045		300		356

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 67

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.300%, 12/01/2034	$	500	$	590
5.200%, 03/01/2048		690		786
5.050%, 02/15/2046		170		191
4.300%, 06/01/2025		510		569
4.300%, 03/01/2028		200		223
3.150%, 01/15/2023		193		201
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		483
5.400%, 09/01/2044		20		23
Marathon Oil
5.200%, 06/01/2045		322		350
MEG Energy
5.875%, 02/01/2029 (C)		80		80
MPLX
5.500%, 02/15/2049		390		457
4.875%, 12/01/2024		320		359
4.800%, 02/15/2029		330		378
4.700%, 04/15/2048		430		463
4.500%, 04/15/2038		520		566
Northwest Pipeline
4.000%, 04/01/2027		219		245
Occidental Petroleum
7.875%, 09/15/2031		610		717
7.500%, 05/01/2031		870		1,012
6.950%, 07/01/2024		288		316
6.600%, 03/15/2046		360		382
6.450%, 09/15/2036		280		309
5.550%, 03/15/2026		110		117
4.625%, 06/15/2045		280		244
4.500%, 07/15/2044		525		446
4.400%, 04/15/2046		120		102
4.200%, 03/15/2048		170		137
4.100%, 02/15/2047		600		480
3.500%, 06/15/2025		45		45
3.400%, 04/15/2026		270		260
3.000%, 02/15/2027		300		282
2.900%, 08/15/2024		810		801
2.700%, 02/15/2023		63		63
Oleoducto Central
4.000%, 07/14/2027 (C)		247		261
ONEOK
5.850%, 01/15/2026		81		95
4.950%, 07/13/2047		63		66
4.450%, 09/01/2049		252		248
4.350%, 03/15/2029		227		247
4.000%, 07/13/2027		134		145
3.400%, 09/01/2029		210		215
3.100%, 03/15/2030		537		540
ONEOK Partners
6.650%, 10/01/2036		339		426
Parsley Energy
4.125%, 02/15/2028 (C)		60		64

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pertamina Persero
6.000%, 05/03/2042 (C)	$	300	$	353
Petrobras Global Finance BV
7.375%, 01/17/2027		310		368
6.900%, 03/19/2049		1,870		2,048
6.850%, 06/05/2115		820		845
6.250%, 03/17/2024		1,394		1,545
5.750%, 02/01/2029		300		327
5.299%, 01/27/2025		1,278		1,412
Petroleos del Peru
5.625%, 06/19/2047 (C)		454		477
Petroleos Mexicanos
7.690%, 01/23/2050		70		65
6.950%, 01/28/2060		780		673
6.625%, 06/15/2035		1,797		1,707
6.500%, 03/13/2027		135		141
6.375%, 01/23/2045		1,105		917
5.950%, 01/28/2031		620		595
5.625%, 01/23/2046		480		382
4.875%, 01/18/2024		32		33
2.460%, 12/15/2025		923		962
2.378%, 04/15/2025		457		473
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		129
6.750%, 09/21/2047		2,970		2,547
Phillips 66
1.300%, 02/15/2026		405		400
Pioneer Natural Resources
2.150%, 01/15/2031		450		422
1.900%, 08/15/2030		844		784
1.125%, 01/15/2026		1,223		1,202
0.750%, 01/15/2024		658		656
Plains All American Pipeline
4.900%, 02/15/2045		137		134
4.650%, 10/15/2025		1,485		1,627
3.550%, 12/15/2029		613		611
2.850%, 01/31/2023		250		256
Range Resources
5.875%, 07/01/2022		4		4
5.000%, 03/15/2023 (D)		322		327
4.875%, 05/15/2025		120		119
Rockies Express Pipeline
6.875%, 04/15/2040 (C)		830		896
4.950%, 07/15/2029 (C)		2,235		2,282
Ruby Pipeline
8.000%, 04/01/2022 (C)(D)		1,100		903
Sabine Pass Liquefaction
5.750%, 05/15/2024		1,605		1,811
5.625%, 03/01/2025		1,200		1,372
5.000%, 03/15/2027		1,265		1,439
Saudi Arabian Oil
1.625%, 11/24/2025 (C)		540		544

68 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.250%, 11/24/2023 (C)	$	450	$	453
Schlumberger Finance Canada
2.650%, 11/20/2022 (C)		329		340
1.400%, 09/17/2025		380		380
Schlumberger Holdings
3.900%, 05/17/2028 (C)		475		517
Schlumberger Investment
3.650%, 12/01/2023		61		66
Shell International Finance BV
4.550%, 08/12/2043		280		331
4.375%, 05/11/2045		470		546
4.125%, 05/11/2035		1,566		1,780
3.250%, 04/06/2050		840		820
2.875%, 05/10/2026		900		960
2.750%, 04/06/2030		440		454
Sinopec Group Overseas Development
4.375%, 04/10/2024 (C)		1,240		1,361
Southern Natural Gas
8.000%, 03/01/2032		170		232
Spectra Energy Partners
5.950%, 09/25/2043		30		37
3.500%, 03/15/2025		815		872
Sunoco Logistics Partners Operations
5.400%, 10/01/2047		643		687
5.350%, 05/15/2045		465		487
5.300%, 04/01/2044		640		672
4.000%, 10/01/2027		600		645
3.900%, 07/15/2026		750		807
Targa Resources Partners
5.500%, 03/01/2030		130		136
4.875%, 02/01/2031 (C)		320		324
4.000%, 01/15/2032 (C)		40		38
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,595
2.900%, 03/01/2030 (C)		1,510		1,502
Total Capital International
3.127%, 05/29/2050		492		462
TransCanada PipeLines
4.625%, 03/01/2034		860		965
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		76
Valero Energy
1.200%, 03/15/2024		1,115		1,118
Western Midstream Operating
6.500%, 02/01/2050		210		227
5.500%, 08/15/2048		54		53
5.300%, 02/01/2030		1,190		1,290
5.300%, 03/01/2048		162		163
4.650%, 07/01/2026		40		42
4.500%, 03/01/2028		60		62
4.350%, 02/01/2025		390		404
4.000%, 07/01/2022		35		36

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.325%, VAR ICE LIBOR USD 3 Month+1.850%, 01/13/2023	$	130	$	127
Williams
7.875%, 09/01/2021		260		268
7.750%, 06/15/2031 (D)		841		1,107
7.500%, 01/15/2031		100		132
5.750%, 06/24/2044		51		62
5.400%, 03/04/2044		84		97
3.750%, 06/15/2027		1,044		1,137
2.600%, 03/15/2031		1,343		1,309
WPX Energy
8.250%, 08/01/2023		50		57
5.875%, 06/15/2028		40		44
5.250%, 09/15/2024		1,910		2,118
5.250%, 10/15/2027		70		75
4.500%, 01/15/2030		304		327
				153,758
Financials — 8.1
ABN AMRO Bank
4.750%, 07/28/2025 (C)		360		403
Ally Financial
5.750%, 11/20/2025		1,127		1,281
1.450%, 10/02/2023		670		680
Ambac Assurance
5.100% (C)(E)		8		12
Ambac LSNI
6.000%, VAR ICE LIBOR USD 3 Month+5.000%, 02/12/2023 (C)		31		31
American Express
3.700%, 08/03/2023		381		408
3.400%, 02/27/2023		414		436
2.500%, 08/01/2022		1,410		1,448
American Express Credit MTN
0.884%, VAR ICE LIBOR USD 3 Month+0.700%, 03/03/2022		1,430		1,437
American International Group
6.250%, 05/01/2036		100		134
6.250%, VAR ICE LIBOR USD 3 Month+2.056%, 03/15/2037		1,220		1,318
4.750%, 04/01/2048		130		154
4.375%, 06/30/2050		419		477
4.200%, 04/01/2028		128		144
4.125%, 02/15/2024		107		117
3.900%, 04/01/2026		530		585
3.875%, 01/15/2035		30		33
3.400%, 06/30/2030		709		753
2.500%, 06/30/2025		260		273
Andrew W Mellon Foundation
0.947%, 08/01/2027		384		373
Antares Holdings
3.950%, 07/15/2026 (C)		666		671

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 69

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aon
6.250%, 09/30/2040	$	19	$	26
3.500%, 06/14/2024		65		70
Apollo Management Holdings
5.000%, 03/15/2048 (C)		795		908
4.400%, 05/27/2026 (C)		530		598
Athene Global Funding
3.000%, 07/01/2022 (C)		211		217
2.950%, 11/12/2026 (C)		2,090		2,194
2.500%, 03/24/2028 (C)		1,270		1,266
Athene Holding
4.125%, 01/12/2028		1,240		1,350
3.500%, 01/15/2031		238		244
Avolon Holdings Funding
5.125%, 10/01/2023 (C)		120		128
3.950%, 07/01/2024 (C)		715		747
2.875%, 02/15/2025 (C)		975		971
AXA Equitable Holdings
3.900%, 04/20/2023		500		532
Banco Santander
3.848%, 04/12/2023		600		637
2.958%, 03/25/2031		400		397
2.749%, 12/03/2030		1,000		952
2.746%, 05/28/2025		1,400		1,462
1.849%, 03/25/2026		1,200		1,197
1.344%, VAR ICE LIBOR USD 3 Month+1.120%, 04/12/2023		400		406
Bank of America
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		1,010		1,083
3.004%, VAR ICE LIBOR USD 3 Month+0.790%, 12/20/2023		2,539		2,641
2.592%, VAR United States Secured Overnight Financing Rate+2.150%, 04/29/2031		1,548		1,543
1.658%, VAR United States Secured Overnight Financing Rate+0.910%, 03/11/2027		4,373		4,377
Bank of America MTN
5.000%, 01/21/2044		830		1,019
4.450%, 03/03/2026		847		951
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/2050		805		923
4.271%, VAR ICE LIBOR USD 3 Month+1.310%, 07/23/2029		65		73
4.250%, 10/22/2026		80		90
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/2038		179		203
4.200%, 08/26/2024		1,530		1,687
4.125%, 01/22/2024		290		317
4.100%, 07/24/2023		340		367
4.083%, VAR ICE LIBOR USD 3 Month+3.150%, 03/20/2051		2,835		3,160

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 04/01/2024	$	1,309	$	1,430
4.000%, 01/22/2025		2,033		2,221
3.974%, VAR ICE LIBOR USD 3 Month+1.210%, 02/07/2030		1,900		2,099
3.864%, VAR ICE LIBOR USD 3 Month+0.940%, 07/23/2024		600		643
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		524		575
3.593%, VAR ICE LIBOR USD 3 Month+1.370%, 07/21/2028		1,364		1,480
3.550%, VAR ICE LIBOR USD 3 Month+0.780%, 03/05/2024		860		907
3.500%, 04/19/2026		941		1,031
3.300%, 01/11/2023		1,200		1,261
3.194%, VAR ICE LIBOR USD 3 Month+1.180%, 07/23/2030		240		252
3.093%, VAR ICE LIBOR USD 3 Month+1.090%, 10/01/2025		2,145		2,289
2.884%, VAR ICE LIBOR USD 3 Month+1.190%, 10/22/2030		265		272
2.496%, VAR ICE LIBOR USD 3 Month+0.990%, 02/13/2031		886		877
2.456%, VAR ICE LIBOR USD 3 Month+0.870%, 10/22/2025		1,628		1,707
2.015%, VAR ICE LIBOR USD 3 Month+0.640%, 02/13/2026		162		166
1.922%, VAR United States Secured Overnight Financing Rate+1.370%, 10/24/2031		527		496
1.898%, VAR United States Secured Overnight Financing Rate+1.530%, 07/23/2031		970		910
1.319%, VAR United States Secured Overnight Financing Rate+1.150%, 06/19/2026		1,421		1,416
1.197%, VAR United States Secured Overnight Financing Rate+1.010%, 10/24/2026		2,404		2,370
Bank of Montreal MTN
1.850%, 05/01/2025		880		901
Bank of New York Mellon
3.550%, 09/23/2021		34		34
3.400%, 05/15/2024		530		574
Bank of New York Mellon MTN
3.442%, VAR ICE LIBOR USD 3 Month+1.069%, 02/07/2028		840		923
3.250%, 09/11/2024		100		109
1.600%, 04/24/2025		260		265
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.551%(B)(E)		510		542
1.300%, 06/11/2025		480		480

70 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Barclays
5.088%, VAR ICE LIBOR USD 3 Month+3.054%, 06/20/2030	$	1,940	$	2,196
3.811%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.700%, 03/10/2042		708		692
3.564%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.900%, 09/23/2035		1,779		1,782
1.007%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.800%, 12/10/2024		1,269		1,269
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month+1.902%, 05/16/2029		520		598
4.338%, VAR ICE LIBOR USD 3 Month+1.356%, 05/16/2024		700		750
Barclays Bank
1.700%, 05/12/2022		360		365
BBVA USA
3.875%, 04/10/2025		430		470
Berkshire Hathaway
3.750%, 08/15/2021 (D)		450		456
Berkshire Hathaway Finance
4.250%, 01/15/2049		1,395		1,610
Blackstone Secured Lending Fund
3.625%, 01/15/2026 (C)		670		693
BNP Paribas
4.705%, VAR ICE LIBOR USD 3 Month+2.235%, 01/10/2025 (C)		930		1,020
4.625%, 03/13/2027 (C)		200		224
4.400%, 08/14/2028 (C)		1,447		1,645
3.375%, 01/09/2025 (C)		290		311
2.219%, VAR United States Secured Overnight Financing Rate+2.074%, 06/09/2026 (C)		600		615
1.323%, VAR United States Secured Overnight Financing Rate+1.004%, 01/13/2027 (C)		1,155		1,129
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr+1.483%, 03/01/2033 (C)		400		436
3.500%, 03/01/2023 (C)		464		489
3.052%, VAR United States Secured Overnight Financing Rate+1.507%, 01/13/2031 (C)		200		205
BPCE
5.150%, 07/21/2024 (C)		410		459
Brighthouse Financial
4.700%, 06/22/2047		576		589
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		480		484
0.950%, 10/23/2025		895		877

Description	Face Amount   (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Charles Schwab
0.750%, 03/18/2024	$	895	$	900
Chubb INA Holdings
3.350%, 05/03/2026		200		218
3.150%, 03/15/2025		74		80
2.875%, 11/03/2022		39		40
CI Financial
3.200%, 12/17/2030		1,255		1,248
Citadel
4.875%, 01/15/2027 (C)		660		700
Citibank
0.782%, VAR ICE LIBOR USD 3 Month+0.600%, 05/20/2022		2,405		2,407
Citigroup
8.125%, 07/15/2039		1,064		1,743
6.675%, 09/13/2043		70		102
6.625%, 06/15/2032		100		132
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(B)(E)		300		319
5.950%, VAR ICE LIBOR USD 3 Month+3.905%(B)(E)		930		1,002
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(B)(E)		360		378
5.500%, 09/13/2025		950		1,101
5.316%, VAR United States Secured Overnight Financing Rate+4.548%, 03/26/2041		685		880
5.300%, 05/06/2044		225		284
4.750%, 05/18/2046		100		119
4.650%, 07/30/2045		903		1,076
4.650%, 07/23/2048		490		599
4.500%, 01/14/2022		380		392
4.450%, 09/29/2027		1,295		1,458
4.412%, VAR United States Secured Overnight Financing Rate+3.914%, 03/31/2031		2,750		3,126
4.400%, 06/10/2025		1,080		1,200
4.300%, 11/20/2026		240		268
4.125%, 07/25/2028		210		233
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/2029		81		90
4.050%, 07/30/2022		70		73
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/2030		1,860		2,058
3.878%, VAR ICE LIBOR USD 3 Month+1.168%, 01/24/2039		59		64
3.700%, 01/12/2026		485		532
3.500%, 05/15/2023		630		666
3.400%, 05/01/2026		260		283
3.352%, VAR ICE LIBOR USD 3 Month+0.897%, 04/24/2025		990		1,058
3.300%, 04/27/2025		120		129
3.200%, 10/21/2026		360		387

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 71

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.142%, VAR ICE LIBOR USD 3 Month+0.722%, 01/24/2023	$	935	$	954
3.106%, VAR United States Secured Overnight Financing Rate+2.842%, 04/08/2026		350		374
2.572%, VAR United States Secured Overnight Financing Rate+2.107%, 06/03/2031		310		309
1.678%, VAR United States Secured Overnight Financing Rate+1.667%, 05/15/2024		500		510
CME Group
3.000%, 03/15/2025		51		54
Cooperatieve Rabobank UA
4.625%, 12/01/2023		1,630		1,785
4.375%, 08/04/2025		2,150		2,380
Cooperatieve Rabobank UA MTN
3.875%, 02/08/2022		30		31
Credit Agricole MTN
4.000%, VAR USD Swap Semi 30/360 5 Yr Curr+1.644%, 01/10/2033 (C)		250		268
1.907%, VAR United States Secured Overnight Financing Rate+1.676%, 06/16/2026 (C)		400		405
Credit Suisse Group
4.282%, 01/09/2028 (C)		230		253
4.207%, VAR ICE LIBOR USD 3 Month+1.240%, 06/12/2024 (C)		300		320
4.194%, VAR United States Secured Overnight Financing Rate+3.730%, 04/01/2031 (C)		730		794
3.750%, 03/26/2025		250		269
2.593%, VAR United States Secured Overnight Financing Rate+1.560%, 09/11/2025 (C)		760		788
2.193%, VAR United States Secured Overnight Financing Rate+2.044%, 06/05/2026 (C)		3,934		3,996
1.305%, VAR United States Secured Overnight Financing Rate+0.980%, 02/02/2027 (C)		1,268		1,228
Credit Suisse NY
2.950%, 04/09/2025		520		549
Danske Bank
5.375%, 01/12/2024 (C)		650		725
5.000%, 01/12/2022 (C)		990		1,023
3.875%, 09/12/2023 (C)		200		214
3.244%, VAR ICE LIBOR USD 3 Month+1.591%, 12/20/2025 (C)		220		234
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (C)		1,994		2,014
1.226%, 06/22/2024 (C)		200		202

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.171%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.030%, 12/08/2023 (C)	$	1,316	$	1,323
Danske Bank MTN
4.375%, 06/12/2028 (C)		200		219
Deutsche Bank NY
3.729%, VAR United States Secured Overnight Financing Rate+2.757%, 01/14/2032		400		389
2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026		1,696		1,699
Farmers Exchange Capital
7.200%, 07/15/2048 (C)		1,021		1,347
7.050%, 07/15/2028 (C)		1,000		1,197
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month+3.744%, 11/01/2053 (C)		1,650		2,084
Federal Realty Investment Trust
3.950%, 01/15/2024		436		472
Fifth Third Bank
3.950%, 07/28/2025		339		377
2.875%, 10/01/2021		730		738
FS KKR Capital
3.400%, 01/15/2026		1,599		1,585
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month+0.768%(B)(E)		10		9
Goldman Sachs Group
6.750%, 10/01/2037		30		42
6.250%, 02/01/2041		1,050		1,479
5.750%, 01/24/2022		110		115
5.250%, 07/27/2021		740		751
5.150%, 05/22/2045		820		1,023
4.750%, 10/21/2045		730		897
4.250%, 10/21/2025		1,120		1,250
4.223%, VAR ICE LIBOR USD 3 Month+1.301%, 05/01/2029		1,300		1,453
3.814%, VAR ICE LIBOR USD 3 Month+1.158%, 04/23/2029		480		526
3.800%, 03/15/2030		2,745		3,021
3.750%, 02/25/2026		560		614
3.691%, VAR ICE LIBOR USD 3 Month+1.510%, 06/05/2028		980		1,072
3.500%, 04/01/2025		540		585
3.500%, 11/16/2026		900		975
3.272%, VAR ICE LIBOR USD 3 Month+1.201%, 09/29/2025		2,700		2,896
3.200%, 02/23/2023		470		492
2.876%, VAR ICE LIBOR USD 3 Month+0.821%, 10/31/2022		788		798
0.523%, 03/08/2023		1,628		1,628
0.481%, 01/27/2023		4,959		4,952

72 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goldman Sachs Group MTN
4.800%, 07/08/2044	$	120	$	147
4.000%, 03/03/2024		1,090		1,188
3.850%, 07/08/2024		330		359
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		880		906
Golub Capital BDC
3.375%, 04/15/2024		1,396		1,444
2.500%, 08/24/2026		471		461
Guardian Life Global Funding
1.100%, 06/23/2025 (C)		670		665
HSBC Bank
7.650%, 05/01/2025		500		605
HSBC Bank USA
7.000%, 01/15/2039		275		406
HSBC Holdings
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.649%(B)(E)		905		893
4.583%, VAR ICE LIBOR USD 3 Month+1.535%, 06/19/2029		945		1,062
4.375%, 11/23/2026		345		384
4.300%, 03/08/2026		1,710		1,913
4.250%, 03/14/2024		510		554
4.250%, 08/18/2025		560		615
3.973%, VAR ICE LIBOR USD 3 Month+1.610%, 05/22/2030		860		933
2.633%, VAR United States Secured Overnight Financing Rate+1.402%, 11/07/2025		835		873
2.099%, VAR United States Secured Overnight Financing Rate+1.929%, 06/04/2026		200		203
2.013%, VAR United States Secured Overnight Financing Rate+1.732%, 09/22/2028		3,230		3,172
1.645%, VAR United States Secured Overnight Financing Rate+1.538%, 04/18/2026		1,091		1,091
1.589%, VAR United States Secured Overnight Financing Rate+1.290%, 05/24/2027		2,507		2,466
ILFC E-Capital Trust II
4.220%, 12/21/2065 (C)		400		332
ING Groep
2.727%, VAR United States Secured Overnight Financing Rate+1.316%, 04/01/2032		450		449
Intesa Sanpaolo
3.375%, 01/12/2023 (C)		440		458
3.125%, 07/14/2022 (C)(D)		600		617
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		2,320		2,532

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
8.750%, 09/01/2030	$	970	$	1,431
4.950%, 06/01/2045		430		534
4.452%, VAR ICE LIBOR USD 3 Month+1.330%, 12/05/2029		300		343
4.260%, VAR ICE LIBOR USD 3 Month+1.580%, 02/22/2048		84		96
4.250%, 10/01/2027		720		815
4.203%, VAR ICE LIBOR USD 3 Month+1.260%, 07/23/2029		800		904
4.032%, VAR ICE LIBOR USD 3 Month+1.460%, 07/24/2048		645		721
4.023%, VAR ICE LIBOR USD 3 Month+1.000%, 12/05/2024		2,805		3,043
3.900%, 07/15/2025		680		750
3.897%, VAR ICE LIBOR USD 3 Month+1.220%, 01/23/2049		115		126
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/2038		325		360
3.875%, 09/10/2024		1,140		1,250
3.625%, 05/13/2024		230		251
3.625%, 12/01/2027		230		250
3.207%, VAR ICE LIBOR USD 3 Month+0.695%, 04/01/2023		2,000		2,054
3.200%, 01/25/2023		100		105
3.200%, 06/15/2026		400		432
3.109%, VAR United States Secured Overnight Financing Rate+2.440%, 04/22/2051		130		126
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		620		631
2.950%, 10/01/2026		377		403
2.739%, VAR United States Secured Overnight Financing Rate+1.510%, 10/15/2030		165		167
2.522%, VAR United States Secured Overnight Financing Rate+2.040%, 04/22/2031		450		447
2.301%, VAR United States Secured Overnight Financing Rate+1.160%, 10/15/2025		1,190		1,239
2.182%, VAR United States Secured Overnight Financing Rate+1.890%, 06/01/2028		966		975
2.083%, VAR United States Secured Overnight Financing Rate+1.850%, 04/22/2026		2,824		2,899
2.005%, VAR United States Secured Overnight Financing Rate+1.585%, 03/13/2026		660		678

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 73

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.764%, VAR United States Secured Overnight Financing Rate+1.105%, 11/19/2031	$	965	$	899
1.514%, VAR United States Secured Overnight Financing Rate+1.455%, 06/01/2024		1,340		1,367
1.045%, VAR United States Secured Overnight Financing Rate+0.800%, 11/19/2026		1,759		1,717
1.040%, VAR United States Secured Overnight Financing Rate+0.695%, 02/04/2027		3,155		3,076
0.760%, VAR ICE LIBOR USD 3 Month+0.550%, 02/01/2027		1,590		1,524
KKR Group Finance II
5.500%, 02/01/2043 (C)		80		102
KKR Group Finance III
5.125%, 06/01/2044 (C)		535		650
Lloyds Banking Group
4.375%, 03/22/2028		925		1,038
4.344%, 01/09/2048		200		217
4.050%, 08/16/2023		1,390		1,500
3.100%, 07/06/2021		490		493
2.907%, VAR ICE LIBOR USD 3 Month+0.810%, 11/07/2023		410		425
2.858%, VAR ICE LIBOR USD 3 Month+1.249%, 03/17/2023		855		873
1.627%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.850%, 05/11/2027		2,000		1,985
Macquarie Bank
3.624%, 06/03/2030 (C)		425		434
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (C)		88		86
Mercury General
4.400%, 03/15/2027		935		1,054
MetLife
6.400%, 12/15/2036		420		526
5.700%, 06/15/2035		15		20
MetLife Capital Trust IV
7.875%, 12/15/2037 (C)		800		1,112
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (C)		1,955		2,149
Mitsubishi UFJ Financial Group
2.998%, 02/22/2022		230		235
Morgan Stanley
3.625%, 01/20/2027		852		934
0.985%, VAR United States Secured Overnight Financing Rate+0.720%, 12/10/2026		1,605		1,566
Morgan Stanley MTN
4.431%, VAR ICE LIBOR USD 3 Month+1.628%, 01/23/2030		340		389

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 07/23/2025	$	1,124	$	1,247
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/2038		119		133
3.875%, 04/29/2024		1,685		1,840
3.772%, VAR ICE LIBOR USD 3 Month+1.140%, 01/24/2029		1,080		1,181
3.622%, VAR United States Secured Overnight Financing
Rate+3.120%, 04/01/2031		3,039		3,296
3.125%, 07/27/2026		190		205
2.750%, 05/19/2022		1		1
2.720%, VAR United States Secured Overnight Financing Rate+1.152%, 07/22/2025		980		1,034
2.699%, VAR United States Secured Overnight Financing Rate+1.143%, 01/22/2031		992		1,009
2.625%, 11/17/2021		1,066		1,082
2.188%, VAR United States Secured Overnight Financing Rate+1.990%, 04/28/2026		1,461		1,509
1.794%, VAR United States Secured Overnight Financing Rate+1.034%, 02/13/2032		1,933		1,796
0.864%, VAR United States Secured Overnight Financing Rate+0.745%, 10/21/2025		1,137		1,131
MUFG Bank
4.100%, 09/09/2023 (C)		200		217
National Australia Bank MTN
2.332%, 08/21/2030 (C)		925		873
National Securities Clearing
1.500%, 04/23/2025 (C)		3,035		3,065
1.200%, 04/23/2023 (C)		410		416
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3
Month+1.392%, 08/01/2024 (C)		800		864
3.766%, VAR ICE LIBOR USD 3
Month+1.064%, 03/08/2024 (C)		1,090		1,151
Nationwide Building Society MTN
3.622%, VAR ICE LIBOR USD 3 Month+1.181%, 04/26/2023 (C)		830		856
Nationwide Mutual Insurance
4.350%, 04/30/2050 (C)		488		511
2.474%, VAR ICE LIBOR USD 3 Month+2.290%, 12/15/2024 (C)		3,735		3,731
Natwest Group
4.892%, VAR ICE LIBOR USD 3 Month+1.754%, 05/18/2029		200		228
4.519%, VAR ICE LIBOR USD 3 Month+1.550%, 06/25/2024		830		897
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/2025		220		240

74 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 09/12/2023	$	720	$	772
New York Life Global Funding
2.875%, 04/10/2024 (C)		1,045		1,114
0.950%, 06/24/2025 (C)		340		337
New York Life Insurance
6.750%, 11/15/2039 (C)		345		491
Nomura Holdings
2.648%, 01/16/2025		550		569
Nordea Bank Abp
4.875%, 05/13/2021 (C)		250		251
Northwestern Mutual Global Funding MTN
0.800%, 01/14/2026 (C)		750		733
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (C)		1,212		1,217
Ohio National Financial Services
5.550%, 01/24/2030 (C)		625		680
Owl Rock Capital
3.400%, 07/15/2026		1,836		1,859
Park Aerospace Holdings
5.500%, 02/15/2024 (C)		500		544
5.250%, 08/15/2022 (C)		270		283
4.500%, 03/15/2023 (C)		2,070		2,162
Pipeline Funding
7.500%, 01/15/2030 (C)		405		505
Principal Life Global Funding II
1.250%, 06/23/2025 (C)		160		160
Private Export Funding
0.550%, 07/30/2024 (C)		845		844
Prospect Capital
3.706%, 01/22/2026		680		671
Prudential Financial MTN
5.625%, 05/12/2041		10		13
Raymond James Financial
4.950%, 07/15/2046		180		220
Royal Bank of Canada MTN
3.200%, 04/30/2021		480		481
1.600%, 04/17/2023		760		778
1.150%, 06/10/2025		460		459
Santander Holdings USA
4.500%, 07/17/2025		153		169
4.400%, 07/13/2027		363		404
3.450%, 06/02/2025		1,995		2,136
3.400%, 01/18/2023		232		242
3.244%, 10/05/2026		724		764
Santander UK Group Holdings
4.796%, VAR ICE LIBOR USD 3 Month+1.570%, 11/15/2024		2,750		3,027
3.373%, VAR ICE LIBOR USD 3 Month+1.080%, 01/05/2024		760		794
1.532%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.250%, 08/21/2026		2,131		2,114

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.089%, VAR United States Secured Overnight Financing Rate+0.787%, 03/15/2025	$	2,475	$	2,471
SBL Holdings
5.000%, 02/18/2031 (C)		970		979
Scentre Group Trust 1
4.375%, 05/28/2030 (C)		635		707
3.625%, 01/28/2026 (C)		1,132		1,220
Societe Generale
3.625%, 03/01/2041 (C)		1,196		1,148
Societe Generale MTN
3.653%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 07/08/2035 (C)		677		675
2.625%, 01/22/2025 (C)		735		762
Standard Chartered
1.456%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.000%, 01/14/2027 (C)		673		657
0.991%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.780%, 01/12/2025 (C)		810		805
State Street
3.300%, 12/16/2024		70		76
3.152%, VAR United States Secured Overnight Financing Rate+2.650%, 03/30/2031		710		752
Sumitomo Mitsui Financial Group
2.058%, 07/14/2021		340		342
Svensk Exportkredit MTN
0.750%, 04/06/2023		1,346		1,358
Svenska Handelsbanken MTN
3.350%, 05/24/2021		500		502
Swedbank
1.300%, 06/02/2023 (C)		580		589
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (C)		124		179
4.900%, 09/15/2044 (C)		240		291
3.300%, 05/15/2050 (C)		2,455		2,381
The Vanguard Group
3.050%, 08/22/2050		670		557
Toronto-Dominion Bank MTN
3.250%, 06/11/2021		590		593
1.150%, 06/12/2025		460		460
0.750%, 06/12/2023		910		917
Truist Financial MTN
2.200%, 03/16/2023		1,625		1,679
1.267%, VAR United States Secured Overnight Financing Rate+0.609%, 03/02/2027		187		185
Trust Fibra Uno
6.390%, 01/15/2050 (C)		544		600

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 75

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 01/30/2026 (C)	$	490	$	542
UBS
1.750%, 04/21/2022 (C)		850		862
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%(B)(C)(E)		1,640		1,801
4.253%, 03/23/2028 (C)		350		395
4.125%, 09/24/2025 (C)		200		222
3.491%, 05/23/2023 (C)		1,650		1,703
2.859%, VAR ICE LIBOR USD 3 Month+0.954%, 08/15/2023 (C)		200		206
2.650%, 02/01/2022 (C)		385		392
UBS Group MTN
2.095%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.000%, 02/11/2032 (C)		1,266		1,197
UniCredit MTN
6.572%, 01/14/2022 (C)		1,350		1,407
US Bancorp
2.400%, 07/30/2024		1,410		1,486
1.450%, 05/12/2025		1,020		1,034
US Bancorp MTN
2.950%, 07/15/2022		25		26
USAA Capital
1.500%, 05/01/2023 (C)		150		153
Validus Holdings
8.875%, 01/26/2040		905		1,403
WEA Finance
4.750%, 09/17/2044 (C)		230		233
3.750%, 09/17/2024 (C)		990		1,048
Wells Fargo
7.950%, 11/15/2029		495		659
5.375%, 11/02/2043		400		499
3.068%, VAR United States Secured Overnight Financing Rate+2.530%, 04/30/2041		925		905
3.000%, 10/23/2026		1,030		1,101
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		2,760		2,847
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate+4.502%, 04/04/2051		7,736		9,887
4.900%, 11/17/2045		909		1,079
4.750%, 12/07/2046		700		820
4.650%, 11/04/2044		261		300
4.600%, 04/01/2021		160		160
4.478%, VAR United States Secured Overnight Financing Rate+4.032%, 04/04/2031		2,630		3,017
4.400%, 06/14/2046		1,370		1,522
4.150%, 01/24/2029		1,010		1,138

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 08/15/2023	$	900	$	973
3.750%, 01/24/2024		250		270
3.500%, 03/08/2022		72		74
3.450%, 02/13/2023		660		695
3.196%, VAR ICE LIBOR USD 3 Month+1.170%, 06/17/2027		1,550		1,661
2.879%, VAR United States Secured Overnight Financing Rate+1.432%, 10/30/2030		2,285		2,352
2.406%, VAR United States Secured Overnight Financing Rate+1.087%, 10/30/2025		1,005		1,050
2.164%, VAR ICE LIBOR USD 3 Month+0.750%, 02/11/2026		1,310		1,350
Westpac Banking
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+1.750%, 11/15/2035		1,567		1,487
				362,806
Health Care — 3.4%
Abbott Laboratories
4.900%, 11/30/2046		470		610
4.750%, 11/30/2036		260		321
3.750%, 11/30/2026		463		519
AbbVie
5.000%, 12/15/2021		35		36
4.625%, 10/01/2042		38		44
4.550%, 03/15/2035		500		579
4.500%, 05/14/2035		715		835
4.450%, 05/14/2046		233		268
4.400%, 11/06/2042		1,079		1,245
4.300%, 05/14/2036		228		261
4.250%, 11/14/2028		335		382
4.250%, 11/21/2049		3,426		3,860
4.050%, 11/21/2039		940		1,049
3.800%, 03/15/2025		460		503
3.750%, 11/14/2023		186		200
3.600%, 05/14/2025		770		839
3.450%, 03/15/2022		370		379
3.200%, 11/06/2022		44		46
3.200%, 11/21/2029		6,063		6,445
2.950%, 11/21/2026		380		405
2.900%, 11/06/2022		10		10
2.600%, 11/21/2024		1,820		1,922
2.300%, 11/21/2022		2,912		2,996
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,601
Aetna
3.875%, 08/15/2047		339		354
2.800%, 06/15/2023		2,650		2,764

76 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AmerisourceBergen
2.700%, 03/15/2031	$	510	$	508
Amgen
5.150%, 11/15/2041		332		417
4.663%, 06/15/2051		269		325
4.400%, 05/01/2045		375		432
3.625%, 05/22/2024		130		140
3.150%, 02/21/2040		530		527
2.770%, 09/01/2053 (C)		263		232
Anthem
4.625%, 05/15/2042		41		48
3.650%, 12/01/2027		220		243
3.500%, 08/15/2024		90		97
3.350%, 12/01/2024		1,425		1,541
3.125%, 05/15/2022		468		482
2.950%, 12/01/2022		661		687
2.250%, 05/15/2030		381		374
AstraZeneca
3.500%, 08/17/2023		315		336
Bausch Health
7.250%, 05/30/2029 (C)		170		190
6.250%, 02/15/2029 (C)		500		531
5.500%, 11/01/2025 (C)		20		21
Baxalta
3.600%, 06/23/2022		546		564
Baxter International
3.950%, 04/01/2030 (C)		425		478
BayCare Health System
3.831%, 11/15/2050		1,595		1,799
Bayer US Finance
3.375%, 10/08/2024 (C)		800		862
Bayer US Finance II
4.875%, 06/25/2048 (C)		1,795		2,134
4.700%, 07/15/2064 (C)		210		231
4.625%, 06/25/2038 (C)		420		481
4.375%, 12/15/2028 (C)		3,535		3,989
4.250%, 12/15/2025 (C)		2,345		2,609
Becton Dickinson
4.685%, 12/15/2044		301		358
3.734%, 12/15/2024		1,047		1,144
3.700%, 06/06/2027		121		133
3.363%, 06/06/2024		1,670		1,793
Biogen
3.625%, 09/15/2022		430		449
3.250%, 02/15/2051 (C)		120		112
Bon Secours Mercy Health
3.464%, 06/01/2030		855		921
Bristol-Myers Squibb
5.000%, 08/15/2045		175		224
4.550%, 02/20/2048		166		202
4.350%, 11/15/2047		203		240
4.250%, 10/26/2049		37		43

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.900%, 02/20/2028	$	487	$	547
3.875%, 08/15/2025		217		241
3.550%, 08/15/2022		360		376
3.400%, 07/26/2029		812		887
3.200%, 06/15/2026		770		837
2.900%, 07/26/2024		1,149		1,228
2.750%, 02/15/2023		300		313
2.600%, 05/16/2022		550		564
2.550%, 11/13/2050		977		870
2.350%, 11/13/2040		252		229
2.250%, 08/15/2021		420		423
1.450%, 11/13/2030		674		629
0.750%, 11/13/2025		315		310
Centene
4.625%, 12/15/2029		230		249
3.375%, 02/15/2030		230		232
3.000%, 10/15/2030		3,043		3,038
Cigna
4.900%, 12/15/2048		1,310		1,600
4.800%, 08/15/2038		500		596
4.375%, 10/15/2028		730		831
4.125%, 11/15/2025		290		323
3.875%, 10/15/2047		763		811
3.750%, 07/15/2023		462		494
3.400%, 03/01/2027		380		412
3.400%, 03/15/2050		120		118
2.400%, 03/15/2030		165		164
1.250%, 03/15/2026		630		622
CommonSpirit Health
4.350%, 11/01/2042		480		528
4.187%, 10/01/2049		635		683
2.782%, 10/01/2030		640		647
CVS Health
5.125%, 07/20/2045		670		818
5.050%, 03/25/2048		5,195		6,358
4.780%, 03/25/2038		809		955
4.300%, 03/25/2028		2,932		3,329
4.250%, 04/01/2050		30		34
4.125%, 04/01/2040		160		176
3.875%, 07/20/2025		515		569
3.750%, 04/01/2030		400		434
3.700%, 03/09/2023		304		323
3.625%, 04/01/2027		890		973
3.000%, 08/15/2026		339		362
2.750%, 12/01/2022		510		527
2.700%, 08/21/2040		997		916
CVS Pass-Through Trust
5.926%, 01/10/2034 (C)		71		82
Danaher
3.350%, 09/15/2025		315		344
2.600%, 10/01/2050		247		218

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 77

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DH Europe Finance II Sarl
2.600%, 11/15/2029	$	640	$	654
2.200%, 11/15/2024		863		899
2.050%, 11/15/2022		502		515
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (C)		170		177
Gilead Sciences
5.650%, 12/01/2041		35		46
4.750%, 03/01/2046		380		458
4.600%, 09/01/2035		500		588
4.500%, 02/01/2045		10		12
4.000%, 09/01/2036		281		308
3.700%, 04/01/2024		410		442
3.650%, 03/01/2026		460		506
3.250%, 09/01/2022		670		693
2.800%, 10/01/2050		549		486
2.600%, 10/01/2040		545		501
1.650%, 10/01/2030		511		479
1.200%, 10/01/2027		158		151
GlaxoSmithKline Capital
3.000%, 06/01/2024		310		331
2.850%, 05/08/2022		30		31
HCA
5.875%, 02/01/2029		410		478
5.625%, 09/01/2028		60		69
5.500%, 06/15/2047		60		74
5.375%, 02/01/2025		160		179
5.250%, 04/15/2025		820		936
5.250%, 06/15/2026		30		34
5.250%, 06/15/2049		2,150		2,623
5.125%, 06/15/2039		760		908
5.000%, 03/15/2024		1,390		1,546
4.500%, 02/15/2027		20		22
3.500%, 09/01/2030		520		526
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (C)		855		841
Humana
4.950%, 10/01/2044		60		72
4.800%, 03/15/2047		30		36
4.625%, 12/01/2042		170		197
4.500%, 04/01/2025		80		90
3.950%, 03/15/2027		70		78
3.850%, 10/01/2024		1,470		1,606
3.150%, 12/01/2022		560		580
Johnson & Johnson
3.700%, 03/01/2046		170		189
3.625%, 03/03/2037		260		293
3.500%, 01/15/2048		92		101
3.400%, 01/15/2038		173		188
2.625%, 01/15/2025		86		92
2.450%, 09/01/2060		935		825
0.950%, 09/01/2027		610		593

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.550%, 09/01/2025	$	300	$	297
Mass General Brigham
3.192%, 07/01/2049		115		114
Medtronic
4.625%, 03/15/2045		9		11
3.500%, 03/15/2025		241		264
Merck
3.700%, 02/10/2045		220		241
2.400%, 09/15/2022		29		30
1.450%, 06/24/2030		1,380		1,306
0.750%, 02/24/2026		530		522
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		747
PerkinElmer
3.625%, 03/15/2051		473		486
Pfizer
4.000%, 12/15/2036		815		934
2.800%, 03/11/2022		302		309
2.625%, 04/01/2030		1,230		1,275
1.700%, 05/28/2030		420		405
0.800%, 05/28/2025		670		665
Regeneron Pharmaceuticals
2.800%, 09/15/2050		389		336
1.750%, 09/15/2030		1,844		1,704
Royalty Pharma
3.550%, 09/02/2050 (C)		738		701
2.200%, 09/02/2030 (C)		780		744
1.750%, 09/02/2027 (C)		740		718
1.200%, 09/02/2025 (C)		856		838
0.750%, 09/02/2023 (C)		925		924
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		1,109
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		2,394		2,515
Smith & Nephew
2.032%, 10/14/2030		670		630
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		889		888
Stryker
2.900%, 06/15/2050		220		207
1.950%, 06/15/2030		722		696
1.150%, 06/15/2025		674		672
Takeda Pharmaceutical
5.000%, 11/26/2028		460		544
4.400%, 11/26/2023		2,174		2,376
3.175%, 07/09/2050		1,310		1,241
2.050%, 03/31/2030		1,236		1,190
Teva Pharmaceutical Finance BV
3.650%, 11/10/2021		430		433
2.950%, 12/18/2022		190		190

78 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025	$	390	$	431
6.000%, 04/15/2024		200		213
3.150%, 10/01/2026		1,540		1,473
2.800%, 07/21/2023		630		628
2.200%, 07/21/2021		380		379
Thermo Fisher Scientific
4.497%, 03/25/2030		1,292		1,503
2.600%, 10/01/2029		441		452
UnitedHealth Group
5.800%, 03/15/2036		280		378
4.625%, 07/15/2035		523		636
4.450%, 12/15/2048		90		110
4.250%, 04/15/2047		450		526
4.250%, 06/15/2048		110		130
3.875%, 12/15/2028		170		192
3.875%, 08/15/2059		533		593
3.750%, 07/15/2025		270		299
3.750%, 10/15/2047		110		119
3.700%, 08/15/2049		150		163
3.500%, 06/15/2023		150		160
3.375%, 11/15/2021		75		76
3.350%, 07/15/2022		28		29
3.125%, 05/15/2060		50		49
2.900%, 05/15/2050		562		536
2.875%, 12/15/2021		290		295
2.875%, 03/15/2023		50		52
2.750%, 05/15/2040		727		710
2.375%, 10/15/2022		70		72
2.000%, 05/15/2030		730		716
1.250%, 01/15/2026		170		170
Utah Acquisition Sub
3.950%, 06/15/2026		1,390		1,530
Viatris
4.000%, 06/22/2050 (C)		675		686
2.700%, 06/22/2030 (C)		140		138
Wyeth
5.950%, 04/01/2037		470		653
				150,402
Industrials — 2.6%
3M
3.700%, 04/15/2050		660		715
3.250%, 08/26/2049		220		223
3.050%, 04/15/2030		90		95
2.375%, 08/26/2029		390		397
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (C)		279		267
Adani Ports & Special Economic Zone
4.200%, 08/04/2027 (C)		594		630

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AerCap Ireland Capital DAC
5.000%, 10/01/2021	$	1,100	$	1,124
4.875%, 01/16/2024		1,500		1,632
4.625%, 07/01/2022		210		220
3.950%, 02/01/2022		855		875
3.875%, 01/23/2028		345		361
3.650%, 07/21/2027		650		682
3.500%, 01/15/2025		638		669
3.150%, 02/15/2024		560		583
1.750%, 01/30/2026		1,007		978
Air Lease
3.625%, 04/01/2027		221		232
3.625%, 12/01/2027		216		227
3.500%, 01/15/2022		1,110		1,135
3.375%, 07/01/2025		310		327
3.250%, 03/01/2025		1,645		1,733
Air Lease MTN
2.300%, 02/01/2025		355		362
Avolon Holdings Funding
5.250%, 05/15/2024 (C)		120		129
BAE Systems
4.750%, 10/11/2021 (C)		2,100		2,146
Boeing
5.930%, 05/01/2060		20		26
5.805%, 05/01/2050		1,603		2,021
5.705%, 05/01/2040		600		733
5.150%, 05/01/2030		940		1,081
5.040%, 05/01/2027		160		182
4.875%, 05/01/2025		1,500		1,670
4.508%, 05/01/2023		1,050		1,125
3.750%, 02/01/2050		547		525
3.625%, 02/01/2031		680		711
3.625%, 03/01/2048		23		21
3.550%, 03/01/2038		196		189
3.250%, 02/01/2028		675		698
3.250%, 02/01/2035		1,210		1,161
3.200%, 03/01/2029		490		496
3.100%, 05/01/2026		160		167
2.800%, 03/01/2027		190		192
2.700%, 02/01/2027		540		548
2.196%, 02/04/2026		2,127		2,120
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		134
5.400%, 06/01/2041		50		65
4.150%, 12/15/2048		150		171
4.050%, 06/15/2048		124		139
3.550%, 02/15/2050		158		165
3.450%, 09/15/2021		91		92
3.300%, 09/15/2051		619		619
Canadian Pacific Railway
6.125%, 09/15/2115		44		64

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 79

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Carrier Global
3.577%, 04/05/2050	$	60	$	59
3.377%, 04/05/2040		190		188
Cintas No. 2
3.700%, 04/01/2027		400		444
2.900%, 04/01/2022		400		409
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022		1,307		1,334
CoStar Group
2.800%, 07/15/2030 (C)		830		811
Crowley Conro
4.181%, 08/15/2043		455		524
CSX
4.300%, 03/01/2048		40		45
2.500%, 05/15/2051		183		154
DAE Funding
3.375%, 03/20/2028 (C)		922		915
2.625%, 03/20/2025 (C)		801		805
Deere
3.750%, 04/15/2050		530		594
3.100%, 04/15/2030		100		107
Delta Air Lines
7.375%, 01/15/2026		580		681
7.000%, 05/01/2025 (C)		2,410		2,775
4.750%, 10/20/2028 (C)		1,516		1,648
4.500%, 10/20/2025 (C)		1,769		1,884
4.375%, 04/19/2028		153		160
3.800%, 04/19/2023		381		388
3.625%, 03/15/2022		330		334
3.400%, 04/19/2021		510		510
2.900%, 10/28/2024		60		60
Delta Air Lines Pass Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,880		3,884
DP World MTN
5.625%, 09/25/2048 (C)		990		1,160
Eaton
7.625%, 04/01/2024		75		87
4.150%, 11/02/2042		140		158
2.750%, 11/02/2022		900		934
Equifax
3.950%, 06/15/2023		1,612		1,725
2.600%, 12/15/2025		255		267
GE Capital Funding
4.400%, 05/15/2030 (C)		1,805		2,042
3.450%, 05/15/2025 (C)		381		412
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035		4,436		5,084
General Dynamics
4.250%, 04/01/2040		880		1,033

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 04/01/2050	$	230	$	274
3.500%, 05/15/2025		60		66
3.250%, 04/01/2025		160		173
General Electric
4.350%, 05/01/2050		669		740
4.250%, 05/01/2040		2,157		2,378
3.625%, 05/01/2030		905		973
3.450%, 05/01/2027		723		785
General Electric MTN
6.875%, 01/10/2039		1,216		1,705
6.750%, 03/15/2032		1,335		1,790
6.150%, 08/07/2037		394		518
5.875%, 01/14/2038		3,330		4,304
0.674%, VAR ICE LIBOR USD 3 Month+0.480%, 08/15/2036		2,400		1,942
GFL Environmental
4.250%, 06/01/2025 (C)		250		258
Honeywell International
1.950%, 06/01/2030		940		927
1.350%, 06/01/2025		310		314
Hutama Karya Persero MTN
3.750%, 05/11/2030 (C)		386		404
IHS Markit
5.000%, 11/01/2022 (C)		750		790
4.750%, 02/15/2025 (C)		355		397
4.750%, 08/01/2028		1,215		1,403
3.625%, 05/01/2024		1,000		1,073
John Deere Capital MTN
1.200%, 04/06/2023		743		755
0.550%, 07/05/2022		965		968
L3Harris Technologies
5.054%, 04/27/2045		270		334
4.854%, 04/27/2035		80		97
Lockheed Martin
4.500%, 05/15/2036		90		109
4.070%, 12/15/2042		91		105
3.550%, 01/15/2026		1,190		1,312
3.100%, 01/15/2023		50		52
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (C)		510		558
Northrop Grumman
5.250%, 05/01/2050		350		452
5.150%, 05/01/2040		333		417
4.030%, 10/15/2047		948		1,049
3.250%, 08/01/2023		1,636		1,745
3.250%, 01/15/2028		1,642		1,760
2.930%, 01/15/2025		856		911
Otis Worldwide
3.112%, 02/15/2040		555		544
2.056%, 04/05/2025		220		226
Parker-Hannifin
2.700%, 06/14/2024		400		424

80 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Raytheon Technologies
4.625%, 11/16/2048	$	51	$	61
4.500%, 06/01/2042		430		511
4.450%, 11/16/2038		484		560
4.150%, 05/15/2045		59		65
4.125%, 11/16/2028		280		315
3.950%, 08/16/2025		963		1,069
3.650%, 08/16/2023		65		70
3.150%, 12/15/2024		200		215
2.250%, 07/01/2030		420		413
Republic Services
3.950%, 05/15/2028		335		374
2.500%, 08/15/2024		635		668
1.450%, 02/15/2031		1,650		1,507
Roper Technologies
1.000%, 09/15/2025		420		413
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (C)		1,770		1,749
0.650%, 03/11/2024 (C)		650		650
Southwest Airlines
5.125%, 06/15/2027		1,975		2,269
4.750%, 05/04/2023		675		729
Spirit Loyalty Cayman
8.000%, 09/20/2025 (C)		610		689
Teck Resources
6.125%, 10/01/2035		150		184
Union Pacific
3.950%, 09/10/2028		1,595		1,786
3.839%, 03/20/2060		1,030		1,078
3.750%, 07/15/2025		340		373
3.750%, 02/05/2070		330		336
3.250%, 02/05/2050		1,205		1,183
3.150%, 03/01/2024		267		286
2.973%, 09/16/2062 (C)		481		427
2.950%, 03/01/2022		560		574
2.400%, 02/05/2030		618		619
2.150%, 02/05/2027		499		512
United Parcel Service
5.300%, 04/01/2050		480		649
5.200%, 04/01/2040		240		308
United Rentals North America
4.875%, 01/15/2028		150		158
3.875%, 11/15/2027		100		104
3.875%, 02/15/2031		820		826
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025 (D)		526		496
Waste Management
4.150%, 07/15/2049		210		240
3.500%, 05/15/2024		370		400
				118,370

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 1.9%
Apple
4.375%, 05/13/2045	$	360	$	431
4.250%, 02/09/2047		390		463
3.850%, 05/04/2043		220		248
3.200%, 05/13/2025		64		69
3.200%, 05/11/2027		232		253
2.850%, 05/06/2021		113		113
2.800%, 02/08/2061		316		283
2.650%, 05/11/2050		777		704
2.650%, 02/08/2051		789		719
2.550%, 08/20/2060		738		632
2.450%, 08/04/2026		1,410		1,485
2.375%, 02/08/2041		316		293
2.150%, 02/09/2022		82		83
1.650%, 02/08/2031		1,609		1,535
1.550%, 08/04/2021		20		20
1.200%, 02/08/2028		789		759
1.125%, 05/11/2025		1,110		1,117
Avnet
3.750%, 12/01/2021		1,000		1,017
Broadcom
4.750%, 04/15/2029		565		635
4.700%, 04/15/2025		1,090		1,228
4.150%, 11/15/2030		1,604		1,733
3.875%, 01/15/2027		239		260
3.469%, 04/15/2034		648		652
3.419%, 04/15/2033		2,676		2,724
3.150%, 11/15/2025		1,442		1,536
2.450%, 02/15/2031 (C)		550		520
Dell International
8.350%, 07/15/2046 (C)		337		512
6.100%, 07/15/2027 (C)		320		384
6.020%, 06/15/2026 (C)		39		46
5.300%, 10/01/2029 (C)		322		376
4.900%, 10/01/2026 (C)		161		183
Fidelity National Information Services
2.250%, 03/01/2031		313		307
1.650%, 03/01/2028		627		612
1.150%, 03/01/2026		627		617
Flex
4.875%, 05/12/2030		385		436
Hewlett Packard Enterprise
4.650%, 10/01/2024		2,245		2,506
HP
2.200%, 06/17/2025		1,013		1,045
Intel
4.750%, 03/25/2050		2,840		3,557
4.600%, 03/25/2040		220		265
3.734%, 12/08/2047		48		52
3.700%, 07/29/2025		223		246
3.300%, 10/01/2021		35		36

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 81

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 11/15/2049	$	834	$	826
3.100%, 07/29/2022		35		36
3.100%, 02/15/2060		226		213
International Business Machines
3.000%, 05/15/2024		1,510		1,619
KLA
3.300%, 03/01/2050		428		410
Marvell Technology Group
4.200%, 06/22/2023		810		867
Mastercard
3.850%, 03/26/2050		80		90
3.375%, 04/01/2024		250		271
3.350%, 03/26/2030		635		695
Micron Technology
2.497%, 04/24/2023		1,105		1,145
Microsoft
4.100%, 02/06/2037		251		296
3.625%, 12/15/2023		89		96
3.500%, 02/12/2035		156		174
3.450%, 08/08/2036		565		625
3.300%, 02/06/2027		1,550		1,707
3.041%, 03/17/2062		199		194
2.921%, 03/17/2052		683		666
2.875%, 02/06/2024		1,010		1,077
2.700%, 02/12/2025		250		267
2.675%, 06/01/2060		233		213
2.525%, 06/01/2050		546		497
2.400%, 02/06/2022		600		610
2.400%, 08/08/2026		1,700		1,796
2.375%, 02/12/2022		20		20
2.375%, 05/01/2023		20		21
1.550%, 08/08/2021		400		401
NVIDIA
3.700%, 04/01/2060		310		332
3.500%, 04/01/2040		588		631
3.500%, 04/01/2050		2,093		2,206
2.850%, 04/01/2030		1,560		1,637
NXP BV
3.875%, 06/18/2026 (C)		654		718
3.150%, 05/01/2027 (C)		542		576
2.700%, 05/01/2025 (C)		280		294
Oracle
4.100%, 03/25/2061		129		133
3.950%, 03/25/2051		2,352		2,412
3.900%, 05/15/2035		1,720		1,852
3.650%, 03/25/2041		646		652
3.600%, 04/01/2040		725		728
2.950%, 11/15/2024		539		575
2.950%, 04/01/2030		790		814
2.875%, 03/25/2031		3,391		3,454
2.800%, 04/01/2027		962		1,013
2.625%, 02/15/2023		416		432

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.300%, 03/25/2028	$	969	$	980
1.650%, 03/25/2026		2,069		2,084
PayPal Holdings
2.300%, 06/01/2030		2,845		2,816
1.650%, 06/01/2025		1,619		1,648
1.350%, 06/01/2023		390		397
Prosus
4.850%, 07/06/2027 (C)		550		616
3.832%, 02/08/2051 (C)		320		280
Prosus MTN
4.027%, 08/03/2050 (C)		730		662
QUALCOMM
1.300%, 05/20/2028		961		920
salesforce.com
3.700%, 04/11/2028		670		748
3.250%, 04/11/2023		480		507
Tencent Holdings MTN
3.595%, 01/19/2028 (C)		570		606
Texas Instruments
4.150%, 05/15/2048		300		356
1.750%, 05/04/2030		290		277
TSMC Global
1.375%, 09/28/2030 (C)		1,925		1,783
Visa
4.300%, 12/14/2045		690		830
3.650%, 09/15/2047		235		259
3.150%, 12/14/2025		1,410		1,537
1.900%, 04/15/2027		565		578
Vontier
2.950%, 04/01/2031 (C)		425		415
1.800%, 04/01/2026 (C)		495		492
				82,774
Materials — 0.9%
Air Liquide Finance
2.250%, 09/27/2023 (C)		590		613
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,647
Anglo American Capital
4.750%, 04/10/2027 (C)		720		825
4.000%, 09/11/2027 (C)		200		220
3.625%, 09/11/2024 (C)		710		768
ArcelorMittal
7.250%, 10/15/2039		120		163
4.550%, 03/11/2026		330		366
3.600%, 07/16/2024		600		632
Barrick
5.250%, 04/01/2042		80		99
Barrick North America Finance
5.750%, 05/01/2043		290		379
5.700%, 05/30/2041		509		653

82 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berry Global
1.570%, 01/15/2026 (C)	$	2,135	$	2,102
BHP Billiton Finance USA
5.000%, 09/30/2043		410		529
4.125%, 02/24/2042		40		45
2.875%, 02/24/2022		50		51
Dow Chemical
5.250%, 11/15/2041		25		31
4.800%, 05/15/2049		360		429
4.375%, 11/15/2042		163		185
3.600%, 11/15/2050		347		349
2.100%, 11/15/2030		966		931
DuPont de Nemours
4.493%, 11/15/2025		1,775		2,005
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (C)		480		522
Freeport-McMoRan
5.450%, 03/15/2043		645		774
4.625%, 08/01/2030		180		196
4.550%, 11/14/2024		40		44
3.875%, 03/15/2023		20		21
Glencore Funding
4.125%, 05/30/2023 (C)		200		214
4.125%, 03/12/2024 (C)		1,340		1,451
4.000%, 03/27/2027 (C)		1,200		1,323
3.875%, 10/27/2027 (C)		220		241
3.000%, 10/27/2022 (C)		30		31
Industrias Penoles
4.150%, 09/12/2029 (C)		1,005		1,090
International Flavors & Fragrances
5.000%, 09/26/2048		1,505		1,846
LYB International Finance III
3.625%, 04/01/2051		762		749
3.375%, 10/01/2040		942		929
LyondellBasell Industries
5.750%, 04/15/2024		200		226
Nacional del Cobre de Chile
4.250%, 07/17/2042 (C)		970		1,046
Newcrest Finance Pty
3.250%, 05/13/2030 (C)		630		659
NewMarket
2.700%, 03/18/2031		1,478		1,441
Newmont
2.250%, 10/01/2030		1,985		1,932
Nucor
2.700%, 06/01/2030		353		360
Nutrition & Biosciences
1.230%, 10/01/2025 (C)		1,835		1,803
OCP
4.500%, 10/22/2025 (C)		400		423
Reliance Steel & Aluminum
2.150%, 08/15/2030		1,043		1,000

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southern Copper
5.250%, 11/08/2042 (D)	$	2,220	$	2,689
Suzano Austria GmbH
3.750%, 01/15/2031		1,400		1,447
Teck Resources
6.250%, 07/15/2041		227		279
6.000%, 08/15/2040		30		36
5.200%, 03/01/2042		372		407
3.900%, 07/15/2030		284		297
Vale Overseas
6.875%, 11/21/2036		874		1,162
6.250%, 08/10/2026		32		38
Westlake Chemical
5.000%, 08/15/2046		8		9
4.375%, 11/15/2047		485		525
WestRock RKT
4.000%, 03/01/2023		70		74
				39,306
Real Estate — 0.8%
Agree
2.900%, 10/01/2030		236		238
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,427
3.625%, 11/15/2027		745		813
3.300%, 07/15/2026		1,495		1,606
American Tower
2.700%, 04/15/2031		476		476
1.875%, 10/15/2030		1,430		1,337
1.600%, 04/15/2026		635		636
AvalonBay Communities MTN
4.350%, 04/15/2048		110		127
2.450%, 01/15/2031		1,155		1,150
Boston Properties
3.800%, 02/01/2024		1,250		1,346
3.400%, 06/21/2029		720		756
Brandywine Operating Partnership
3.950%, 11/15/2027		17		18
Brixmor Operating Partnership
2.250%, 04/01/2028		220		216
Camden Property Trust
2.800%, 05/15/2030		435		446
Crown Castle International
4.000%, 03/01/2027		158		175
2.900%, 04/01/2041		441		404
2.100%, 04/01/2031		1,746		1,642
1.050%, 07/15/2026		945		911
CyrusOne
2.900%, 11/15/2024		1,250		1,321
Equinix
2.950%, 09/15/2051		720		632

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 83

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ERP Operating
4.625%, 12/15/2021	$	64	$	65
Essex Portfolio
1.700%, 03/01/2028		627		603
GLP Capital
5.375%, 04/15/2026		2,615		2,934
5.300%, 01/15/2029		1,513		1,696
5.250%, 06/01/2025		565		633
4.000%, 01/15/2030		410		427
3.350%, 09/01/2024		125		132
Healthcare Realty Trust
3.875%, 05/01/2025		200		217
Life Storage
3.875%, 12/15/2027		915		1,013
Mid-America Apartments
4.300%, 10/15/2023		323		349
4.000%, 11/15/2025		386		428
3.950%, 03/15/2029		317		350
3.750%, 06/15/2024		740		801
3.600%, 06/01/2027		47		51
1.700%, 02/15/2031		297		273
Prologis
3.000%, 04/15/2050		115		110
Regency Centers
2.950%, 09/15/2029		685		696
Sabra Health Care
3.900%, 10/15/2029		715		729
Simon Property Group
3.800%, 07/15/2050		850		855
2.450%, 09/13/2029		1,020		1,009
2.000%, 09/13/2024		355		367
Spirit Realty
4.450%, 09/15/2026		40		44
4.000%, 07/15/2029		183		198
3.400%, 01/15/2030		379		393
3.200%, 02/15/2031		746		746
2.700%, 02/15/2032		251		238
2.100%, 03/15/2028		627		609
STORE Capital
4.625%, 03/15/2029		402		447
4.500%, 03/15/2028		1,190		1,309
2.750%, 11/18/2030		558		546
Ventas Realty
3.850%, 04/01/2027		500		552
VEREIT Operating Partnership
3.400%, 01/15/2028		334		352
2.850%, 12/15/2032		457		442
2.200%, 06/15/2028		339		332
Welltower
4.500%, 01/15/2024		102		111

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 03/15/2023	$	500	$	528
				36,262
Utilities — 2.1%
AEP Texas
6.650%, 02/15/2033		500		662
AES
1.375%, 01/15/2026 (C)		679		661
Alabama Power
3.700%, 12/01/2047		1,600		1,673
Ameren
1.750%, 03/15/2028		313		302
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		947
Black Hills
3.875%, 10/15/2049		283		283
3.050%, 10/15/2029		386		398
Boston Gas
4.487%, 02/15/2042 (C)		35		39
CenterPoint Energy
3.600%, 11/01/2021		595		606
Cleco Power
6.000%, 12/01/2040		700		888
Comision Federal de Electricidad
4.750%, 02/23/2027 (C)		240		263
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,769
4.450%, 03/15/2044		1,120		1,289
3.950%, 04/01/2050		130		140
3.350%, 04/01/2030		180		192
Dominion Energy
3.300%, 04/15/2041		254		249
3.071%, 08/15/2024		980		1,044
2.000%, 08/15/2021		444		446
1.450%, 04/15/2026		988		984
DTE Electric
2.950%, 03/01/2050		696		658
DTE Energy
3.800%, 03/15/2027		635		699
2.950%, 03/01/2030		421		428
2.529%, 10/01/2024		830		870
1.050%, 06/01/2025		2,137		2,108
Duke Energy
3.550%, 09/15/2021		76		76
3.150%, 08/15/2027		280		298
2.400%, 08/15/2022		340		348
1.800%, 09/01/2021		843		847
0.900%, 09/15/2025		705		689
Duke Energy Carolinas
4.250%, 12/15/2041		628		715
4.000%, 09/30/2042		1,000		1,101
2.550%, 04/15/2031		318		320

84 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Florida
3.850%, 11/15/2042	$	380	$	407
3.200%, 01/15/2027		1,080		1,167
Duke Energy Indiana
4.200%, 03/15/2042		30		33
2.750%, 04/01/2050		280		250
Duke Energy Progress
4.100%, 05/15/2042		425		476
2.800%, 05/15/2022		25		26
2.500%, 08/15/2050		473		402
Enel Finance International
4.625%, 09/14/2025 (C)		1,310		1,483
Entergy
2.400%, 06/15/2031		254		245
1.900%, 06/15/2028		629		614
Entergy Arkansas
2.650%, 06/15/2051		1,216		1,072
Evergy
2.900%, 09/15/2029		418		426
2.450%, 09/15/2024		588		615
Evergy Kansas Central
3.450%, 04/15/2050		528		532
Evergy Metro
5.300%, 10/01/2041		100		124
Evergy Missouri West
8.270%, 11/15/2021		2,700		2,819
Eversource Energy
2.900%, 10/01/2024		1,610		1,717
2.550%, 03/15/2031		473		471
Exelon
5.625%, 06/15/2035		760		956
4.700%, 04/15/2050		528		631
3.950%, 06/15/2025		375		410
FirstEnergy
4.750%, 03/15/2023		340		358
4.400%, 07/15/2027		940		1,010
1.600%, 01/15/2026		180		175
FirstEnergy, Ser C
7.375%, 11/15/2031		3,685		4,928
FirstEnergy Transmission
5.450%, 07/15/2044 (C)		35		40
Indiana Michigan Power
4.550%, 03/15/2046		325		381
Interstate Power & Light
3.500%, 09/30/2049		241		237
ITC Holdings
4.050%, 07/01/2023		1,152		1,230
2.700%, 11/15/2022		637		657
Jersey Central Power & Light
4.700%, 04/01/2024 (C)		700		761
KeySpan Gas East
2.742%, 08/15/2026 (C)		1,025		1,076

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Metropolitan Edison
4.300%, 01/15/2029 (C)	$	704	$	776
3.500%, 03/15/2023 (C)		2,775		2,873
MidAmerican Energy
4.800%, 09/15/2043		830		1,011
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (C)		162		175
Mississippi Power
4.250%, 03/15/2042		466		511
3.950%, 03/30/2028		777		856
NextEra Energy Capital Holdings
2.250%, 06/01/2030		515		504
0.650%, 03/01/2023		5,233		5,251
NiSource
5.800%, 02/01/2042		149		187
Northern States Power
3.200%, 04/01/2052		318		316
2.250%, 04/01/2031		476		475
Oncor Electric Delivery
4.550%, 12/01/2041		690		811
2.750%, 05/15/2030		1,065		1,109
Pacific Gas and Electric
4.950%, 07/01/2050		315		324
4.550%, 07/01/2030		227		247
4.500%, 07/01/2040		161		163
4.200%, 06/01/2041		271		269
3.950%, 12/01/2047		518		475
3.500%, 08/01/2050		130		113
3.300%, 12/01/2027		636		664
3.300%, 08/01/2040		84		76
3.150%, 01/01/2026		225		234
2.500%, 02/01/2031		2,463		2,324
2.100%, 08/01/2027		2,223		2,176
1.750%, 06/16/2022		2,555		2,559
PECO Energy
4.150%, 10/01/2044		1,140		1,282
Pennsylvania Electric
3.250%, 03/15/2028 (C)		267		274
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (C)		500		608
Piedmont Natural Gas
2.500%, 03/15/2031		473		468
PPL Capital Funding
5.000%, 03/15/2044		257		306
4.125%, 04/15/2030		818		919
3.400%, 06/01/2023		91		96
3.100%, 05/15/2026		765		815
Progress Energy
3.150%, 04/01/2022		280		286
Public Service Electric and Gas MTN
3.700%, 05/01/2028		1,545		1,702

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 85

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.700%, 05/01/2050	$	699	$	642
2.050%, 08/01/2050		129		103
Public Service of Colorado
1.875%, 06/15/2031		721		688
Public Service of New Hampshire
3.500%, 11/01/2023		515		550
Sempra Energy
2.900%, 02/01/2023		480		499
Southern
1.750%, 03/15/2028		470		456
Southern California Edison
4.650%, 10/01/2043		75		84
4.125%, 03/01/2048		778		811
4.050%, 03/15/2042		5		5
3.700%, 08/01/2025		99		108
Southern California Gas
2.550%, 02/01/2030		900		903
Southern Gas Capital
4.400%, 05/30/2047		500		551
1.750%, 01/15/2031		386		355
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,579
Southwestern Public Service
3.750%, 06/15/2049		955		1,009
Tampa Electric
3.450%, 03/15/2051		379		386
2.400%, 03/15/2031		474		471
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (C)		222		238
Virginia Electric & Power
4.650%, 08/15/2043		585		700
2.450%, 12/15/2050		459		391
2.950%, 01/15/2022		330		334
Vistra Operations
4.300%, 07/15/2029 (C)		1,590		1,679
WEC Energy Group
1.375%, 10/15/2027		457		441
0.800%, 03/15/2024		1,901		1,900
				93,839
Total Corporate Obligations (Cost $1,289,883) ($ Thousands)				1,348,320
ASSET-BACKED SECURITIES — 6.8%
Automotive — 0.9%
Ally Auto Receivables Trust, Ser 2018-1, Cl A3
2.350%, 06/15/2022		7		7

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ally Auto Receivables Trust, Ser 2019-4, Cl A3
1.840%, 06/17/2024	$	190	$	192
Americredit Automobile Receivables Trust, Ser 2018-1, Cl A3
3.070%, 12/19/2022		172		172
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl A2A
1.100%, 03/20/2023		92		92
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A
0.600%, 12/18/2023		1,144		1,145
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2
0.420%, 03/18/2024		1,101		1,102
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A3
0.530%, 06/18/2025		905		907
Avis Budget Rental Car Funding AESOP, Ser 2017-1A, Cl A
3.070%, 09/20/2023 (C)		333		344
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (C)		665		692
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (C)		1,120		1,163
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (C)		2,800		2,856
Bank of The West Auto Trust, Ser 2019-1, Cl A2
2.400%, 10/17/2022 (C)		11		11
Chase Auto Credit Linked Notes, Ser 2020- 1, Cl B
0.991%, 01/25/2028 (C)		619		621
Chase Auto Credit Linked Notes, Ser 2020- 2, Cl B
0.840%, 02/25/2028 (C)		1,035		1,036
Chesapeake Funding II, Ser 2017-3A, Cl B
2.570%, 08/15/2029 (C)		205		205
Chesapeake Funding II, Ser 2018-2A, Cl A1
3.230%, 08/15/2030 (C)		427		433
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (C)		794		804
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/16/2032 (C)		2,341		2,352
Chesapeake Funding II, Ser 2020-1A, Cl B
1.240%, 08/16/2032 (C)		1,455		1,466
Drive Auto Receivables Trust, Ser 2019-3, Cl A3
2.490%, 06/15/2023		20		20

86 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Drive Auto Receivables Trust, Ser 2020-1, Cl A2
1.990%, 12/15/2022	$	8	$	8
Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.850%, 07/17/2023		185		186
Enterprise Fleet Financing, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (C)		277		281
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (C)		425		422
Exeter Automobile Receivables Trust, Ser 2020-2A, Cl A
1.130%, 08/15/2023 (C)		750		752
Ford Credit Auto Owner Trust, Ser 2017-B, Cl A4
1.870%, 09/15/2022		92		92
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (C)		588		634
Ford Credit Auto Owner Trust, Ser 2018-2, Cl A
3.470%, 01/15/2030 (C)		1,725		1,840
Ford Credit Auto Owner Trust, Ser 2018-A, Cl A3
3.030%, 11/15/2022		65		65
Ford Credit Auto Owner Trust, Ser 2019-1, Cl A
3.520%, 07/15/2030 (C)		2,077		2,237
GM Financial Consumer Automobile Receivables Trust, Ser 2020-1, Cl A2
1.830%, 01/17/2023		90		90
Hertz Fleet Lease Funding, Ser 2019-1, Cl D
3.440%, 01/10/2033 (C)		1,580		1,583
Hertz Vehicle Financing II, Ser 2016-2A, Cl B
3.940%, 03/25/2022 (C)		1,340		1,338
Hyundai Auto Receivables Trust, Ser 2020- B, Cl A2
0.380%, 03/15/2023		1,291		1,292
Santander Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.030%, 02/15/2024		393		397
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.620%, 05/15/2023		1,100		1,101
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023		962		962
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		684		685

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A2
0.420%, 09/15/2023	$	647	$	648
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3
0.480%, 07/15/2024		623		624
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (C)		935		980
Tesla Auto Lease Trust, Ser 2021-A, Cl A3
0.560%, 03/20/2025 (C)		372		372
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (C)		375		377
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (C)		1,911		1,897
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A2
1.920%, 07/15/2022		65		66
Toyota Auto Receivables Owner Trust, Ser 2020-A, Cl A2
1.670%, 11/15/2022		88		89
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (C)		1,050		1,050
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (C)		1,340		1,341
				37,029
Credit Cards — 0.2%
Capital One Multi-Asset Execution Trust, Ser 2016-A2, Cl A2
0.736%, VAR ICE LIBOR USD 1 Month+0.630%, 02/15/2024		1,463		1,463
Capital One Multi-Asset Execution Trust, Ser 2016-A7, Cl A7
0.616%, VAR ICE LIBOR USD 1 Month+0.510%, 09/16/2024		872		875
Capital One Multi-Asset Execution Trust, Ser 2017-A5, Cl A5
0.686%, VAR ICE LIBOR USD 1 Month+0.580%, 07/15/2027		1,215		1,228
Citibank Credit Card Issuance Trust, Ser 2017-A5, Cl A5
0.731%, VAR ICE LIBOR USD 1 Month+0.620%, 04/22/2026		1,250		1,265
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
0.876%, VAR ICE LIBOR USD 1 Month+0.770%, 05/14/2029		2,985		3,026

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 87

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Discover Card Execution Note Trust, Ser 2017-A5, Cl A5
0.706%, VAR ICE LIBOR USD 1 Month+0.600%, 12/15/2026	$	940	$	951
Discover Card Execution Note Trust, Ser 2018-A2, Cl A2
0.436%, VAR ICE LIBOR USD 1 Month+0.330%, 08/15/2025		1,200		1,205
				10,013
Financials — 0.0%
Sequoia Infrastructure Funding I Ltd.
1.595%, 04/15/2031 (C)		815		815
Mortgage Related Securities — 0.3%
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.159%, VAR ICE LIBOR USD 1 Month+1.050%, 01/25/2034		505		497
Aegis Asset-Backed Securities Trust, Ser 2005-5, Cl 2A
0.609%, VAR ICE LIBOR USD 1 Month+0.500%, 12/25/2035		230		230
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
1.084%, VAR ICE LIBOR USD 1 Month+0.975%, 12/25/2034		313		309
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
0.964%, VAR ICE LIBOR USD 1 Month+0.855%, 08/25/2034		2,599		2,567
Citifinancial Mortgage Securities, Ser 2004- 1, Cl AF4
5.070%, 04/25/2034		210		219
Citigroup Mortgage Loan Trust, Ser 2006- HE2, Cl M1
0.399%, VAR ICE LIBOR USD 1 Month+0.290%, 08/25/2036		4,091		4,064
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.389%, VAR ICE LIBOR USD 1 Month+0.280%, 05/25/2037		5,500		4,899
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
0.784%, VAR ICE LIBOR USD 1 Month+0.675%, 12/25/2034		381		372
New Century Home Equity Loan Trust, Ser 2003-A, Cl A
0.829%, VAR ICE LIBOR USD 1 Month+0.720%, 10/25/2033 (C)		94		93

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Option One Mortgage Loan Trust, Ser 2005- 4, Cl M1
0.769%, VAR ICE LIBOR USD 1 Month+0.660%, 11/25/2035	$	94	$	94
Option One Mortgage Loan Trust, Ser 2006- 1, Cl 1A1
0.549%, VAR ICE LIBOR USD 1 Month+0.440%, 01/25/2036		736		733
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002- AL1, Cl A2
3.450%, 02/25/2032		11		11
				14,088
Other Asset-Backed Securities — 5.4%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.209%, VAR ICE LIBOR USD 1 Month+1.100%, 12/27/2044 (C)		1,373		1,390
American Tower Trust, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (C)		340		344
Antares CLO, Ser 2020-1A, Cl A1
2.113%, VAR ICE LIBOR USD 3 Month+1.900%, 10/23/2031 (C)		1,400		1,407
Apidos CLO XXI, Ser 2018-21A, Cl A1R
1.153%, VAR ICE LIBOR USD 3 Month+0.930%, 07/18/2027 (C)		530		530
Applebee’s Funding, Ser 2019-1A, Cl A2I
4.194%, 06/07/2049 (C)		1,861		1,911
Balboa Bay Loan Funding, Ser 2020-1A, Cl A
1.490%, VAR ICE LIBOR USD 3 Month+1.350%, 01/20/2032 (C)		1,405		1,409
Barings CLO, Ser 2017-IA, Cl AR
1.024%, VAR ICE LIBOR USD 3 Month+0.800%, 01/20/2028 (C)		1,070		1,070
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.388%, VAR ICE LIBOR USD 3 Month+1.200%, 02/25/2035		3,050		3,090
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.218%, VAR ICE LIBOR USD 3 Month+1.000%, 10/27/2036		2,150		2,160
BVRT CMO
1.610%, 02/10/2022		1,175		1,175
BVRT Financing Trust
0.000%, 01/10/2033 (G)		795		795
BVRT Financing Trust, Ser 2020, Cl A71
1.900%, 07/10/2032		780		781
CARLYLE US CLO, Ser 2021-1A, Cl A1
1.331%, VAR ICE LIBOR USD 3 Month+1.140%, 04/15/2034 (C)		1,150		1,150

88 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Funding Mortgage Loan Asset- Backed Certificates, Ser 2003-6, Cl 1A5
4.968%, 11/25/2034	$	36	$	37
CIT Education Loan Trust, Ser 2007-1, Cl A
0.291%, VAR ICE LIBOR USD 3 Month+0.090%, 03/25/2042 (C)		1,090		1,070
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.133%, 03/25/2037		1,575		1,619
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.133%, 03/25/2037		1,430		1,480
College Ave Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (C)		902		891
College Avenue Student Loans, Ser 2017-A, Cl A1
1.759%, VAR ICE LIBOR USD 1 Month+1.650%, 11/26/2046 (C)		519		529
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (C)		325		342
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (C)		592		609
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.609%, VAR ICE LIBOR USD 1 Month+0.500%, 10/25/2034		384		376
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.649%, VAR ICE LIBOR USD 1 Month+0.540%, 12/25/2034		265		259
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
0.909%, VAR ICE LIBOR USD 1 Month+0.800%, 10/25/2047		1,627		1,614
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.246%, VAR ICE LIBOR USD 1 Month+0.140%, 07/15/2036		321		298
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,303		1,280
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (C)		1,594		1,683
Dryden XXVI Senior Loan Fund, Ser 2018- 26A, Cl AR
1.141%, VAR ICE LIBOR USD 3 Month+0.900%, 04/15/2029 (C)		1,150		1,149
Educational Funding of the South, Ser 2011- 1, Cl A2
0.868%, VAR ICE LIBOR USD 3 Month+0.650%, 04/25/2035		597		597

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Elmwood CLO II, Ser 2021-2A, Cl AR
0.000%, 04/20/2034 (C)(G)	$	1,800	$	1,800
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.109%, VAR ICE LIBOR USD 1 Month+1.000%, 08/25/2034		374		379
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		213
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		2,102
Ford Credit Floorplan Master Owner Trust A, Ser 2020-1, Cl A1
0.700%, 09/15/2025		808		810
Galaxy XXIX CLO, Ser 2018-29A, Cl A
0.984%, VAR ICE LIBOR USD 3 Month+0.790%, 11/15/2026 (C)		1,559		1,558
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (C)		563		567
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
1.322%, VAR ICE LIBOR USD 3 Month+1.110%, 10/29/2029 (C)		3,000		3,004
Golub Capital BDC 3 CLO 1, Ser 2021-1A, Cl A
1.711%, VAR ICE LIBOR USD 3 Month+1.600%, 04/15/2033 (C)		900		900
GSAMP Trust, Ser 2003-SEA, Cl A1
0.909%, VAR ICE LIBOR USD 1 Month+0.800%, 02/25/2033		574		549
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.609%, VAR ICE LIBOR USD 1 Month+0.500%, 05/25/2046		3,300		3,172
GSAMP Trust, Ser 2006-NC1, Cl A3
0.689%, VAR ICE LIBOR USD 1 Month+0.580%, 02/25/2036		885		884
Higher Education Funding, Ser 2014-1, Cl A
1.238%, VAR ICE LIBOR USD 3 Month+1.050%, 05/25/2034 (C)		1,334		1,341
Hildene Community Funding CDO, Ser 2020-1A, Cl AR
3.250%, 11/01/2035 (C)		1,240		1,226
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (C)		713		741
Home Partners of America Trust, Ser 2019- 2, Cl A
2.703%, 10/19/2039 (C)		1,687		1,705
HSI Asset Securitization Trust, Ser 2006- OPT3, Cl 3A3
0.289%, VAR ICE LIBOR USD 1 Month+0.180%, 02/25/2036		90		90

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 89

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
HSI Asset Securitization Trust, Ser 2006- OPT4, Cl 1A1
0.449%, VAR ICE LIBOR USD 1 Month+0.340%, 03/25/2036	$	44	$	44
Invitation Homes Trust, Ser 2018-SFR2, Cl A
1.006%, VAR ICE LIBOR USD 1 Month+0.900%, 06/17/2037 (C)		3,280		3,286
JFIN CLO, Ser 2017-2A, Cl A1AR
1.394%, VAR ICE LIBOR USD 3 Month+1.170%, 07/20/2026 (C)		27		27
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (C)		834		915
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (C)		1,148		1,222
Laurel Road Prime Student Loan Trust, Ser 2020-A, Cl A1FX
0.720%, 11/25/2050 (C)		115		115
LCM XIII, Ser 2019-13A, Cl ARR
1.363%, VAR ICE LIBOR USD 3 Month+1.140%, 07/19/2027 (C)		1,400		1,400
LCM XXI, Ser 2018-21A, Cl AR
1.104%, VAR ICE LIBOR USD 3 Month+0.880%, 04/20/2028 (C)		1,126		1,125
LCM XXIV, Ser 2021-24A, Cl AR
1.000%, VAR ICE LIBOR USD 3 Month+0.980%, 03/20/2030 (C)		950		950
LoanCore Issuer, Ser 2019-CRE2, Cl A
1.236%, VAR ICE LIBOR USD 1 Month+1.130%, 05/15/2036 (C)		3,500		3,499
Magnetite VII, Ser 2018-7A, Cl A1R2
1.041%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (C)		1,000		1,000
Magnetite XXVIII, Ser 2020-28A, Cl A
1.487%, VAR ICE LIBOR USD 3 Month+1.270%, 10/25/2031 (C)		1,800		1,802
MF, Ser 2020-FL4, Cl A
1.806%, VAR ICE LIBOR USD 1 Month+1.700%, 11/15/2035 (C)		980		987
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,666		1,772
Mill City Mortgage Trust, Ser 2015-2, Cl A2
3.000%, 09/25/2057 (B)(C)		247		247
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.728%, 02/26/2029 (B)(C)		930		928
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
1.706%, VAR ICE LIBOR USD 1 Month+1.600%, 10/15/2031 (C)		457		465
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
2.256%, VAR ICE LIBOR USD 1 Month+2.150%, 12/15/2045 (C)		399		411

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (C)	$	489	$	512
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (C)		2,885		2,856
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (C)		237		240
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (C)		154		158
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (C)		867		926
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (C)		1,476		1,516
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (C)		2,132		2,188
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (C)		1,717		1,795
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (C)		3,732		3,843
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (C)		713		732
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2A
2.460%, 11/15/2068 (C)		1,271		1,305
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2B
1.006%, VAR ICE LIBOR USD 1
Month+0.900%, 11/15/2068 (C)		836		833
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A1
1.800%, 01/15/2069 (C)		124		124
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (C)		748		761
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (C)		902		911
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (C)		2,240		2,248
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (C)		1,789		1,800

90 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (C)	$	208	$	207
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (C)		3,305		3,302
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.619%, VAR ICE LIBOR USD 1 Month+0.510%, 06/25/2031		2,788		2,767
Navient Student Loan Trust, Ser 2014-3, Cl A
0.729%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		2,344		2,315
Navient Student Loan Trust, Ser 2014-4, Cl A
0.729%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		1,597		1,598
Navient Student Loan Trust, Ser 2016-2A, Cl A3
1.609%, VAR ICE LIBOR USD 1 Month+1.500%, 06/25/2065 (C)		1,270		1,317
Navient Student Loan Trust, Ser 2017-1A, Cl A3
1.259%, VAR ICE LIBOR USD 1 Month+1.150%, 07/26/2066 (C)		1,000		1,018
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.159%, VAR ICE LIBOR USD 1 Month+1.050%, 07/26/2066 (C)		2,900		2,947
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (C)		1,406		1,482
Navient Student Loan Trust, Ser 2020-2A, Cl A1A
1.320%, 08/26/2069 (C)		1,612		1,576
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (C)		575		563
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.398%, VAR ICE LIBOR USD 3 Month+0.180%, 10/27/2036		583		575
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
0.378%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2037		991		979
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.328%, VAR ICE LIBOR USD 3 Month+0.110%, 10/25/2033		3,428		3,381
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.287%, VAR ICE LIBOR USD 3 Month+0.100%, 03/23/2037		2,931		2,854

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
0.307%, VAR ICE LIBOR USD 3 Month+0.120%, 12/24/2035	$	2,895	$	2,859
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
0.367%, VAR ICE LIBOR USD 3 Month+0.180%, 03/22/2032		455		439
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
0.551%, VAR ICE LIBOR USD 3 Month+0.350%, 03/25/2026 (C)		44		44
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
0.959%, VAR ICE LIBOR USD 1 Month+0.850%, 07/27/2037 (C)		950		954
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.059%, VAR ICE LIBOR USD 1 Month+0.950%, 11/25/2048 (C)		2,155		2,191
Neuberger Berman Loan Advisers CLO 40, Ser 2021-40A, Cl A
1.248%, VAR ICE LIBOR USD 3 Month+1.060%, 04/16/2033 (C)		1,825		1,825
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (C)		1,113		1,118
Octagon Investment Partners 50, Ser 2020- 4A, Cl A1
1.470%, VAR ICE LIBOR USD 3 Month+1.300%, 10/15/2033 (C)		1,725		1,728
Octagon Investment Partners XIV, Ser 2021- 1A, Cl AARR
1.060%, VAR ICE LIBOR USD 3 Month+0.950%, 07/15/2029 (C)		3,200		3,199
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (C)		809		841
Origen Manufactured Housing, Ser 2006-A, Cl A2
2.090%, 10/15/2037 (B)		929		898
Parliament Funding II ltd, Ser 2020-1A, Cl A
2.674%, VAR ICE LIBOR USD 3 Month+2.450%, 08/12/2030 (C)		825		828
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.475%, 08/25/2035 (B)(C)		1,248		1,240
RAMP Trust, Ser 2006-RZ3, Cl M1
0.459%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		5,897		5,754
Rockford Tower CLO, Ser 2019-2A, Cl A
1.512%, VAR ICE LIBOR USD 3 Month+1.330%, 08/20/2032 (C)		3,150		3,155

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 91

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SBA Small Business Investment, Ser 2018- 10B, Cl 1
3.548%, 09/10/2028	$	1,149	$	1,230
SBA Small Business Investment, Ser 2019- 10A, Cl 1
3.113%, 03/10/2029		694		738
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
0.514%, VAR ICE LIBOR USD 3 Month+0.330%, 03/15/2024		447		446
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
0.494%, VAR ICE LIBOR USD 3 Month+0.310%, 12/15/2038		1,399		1,378
SLM Student Loan Trust, Ser 2003-1, Cl A5C
0.934%, VAR ICE LIBOR USD 3 Month+0.750%, 12/15/2032 (C)		674		660
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
1.384%, VAR ICE LIBOR USD 3 Month+1.200%, 12/15/2033 (C)		2,183		2,185
SLM Student Loan Trust, Ser 2005-4, Cl A4
0.388%, VAR ICE LIBOR USD 3 Month+0.170%, 07/25/2040		3,000		2,919
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.378%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2041		2,440		2,387
SLM Student Loan Trust, Ser 2007-2, Cl A4
0.278%, VAR ICE LIBOR USD 3 Month+0.060%, 07/25/2022		2,941		2,839
SLM Student Loan Trust, Ser 2007-3, Cl A4
0.278%, VAR ICE LIBOR USD 3 Month+0.060%, 01/25/2022		848		819
SLM Student Loan Trust, Ser 2007-7, Cl B
0.968%, VAR ICE LIBOR USD 3 Month+0.750%, 10/27/2070		1,050		951
SLM Student Loan Trust, Ser 2008-2, Cl A3
0.968%, VAR ICE LIBOR USD 3 Month+0.750%, 04/25/2023		803		789
SLM Student Loan Trust, Ser 2008-2, Cl B
1.418%, VAR ICE LIBOR USD 3 Month+1.200%, 01/25/2083		685		611
SLM Student Loan Trust, Ser 2008-3, Cl B
1.418%, VAR ICE LIBOR USD 3 Month+1.200%, 04/26/2083		685		639
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.868%, VAR ICE LIBOR USD 3 Month+1.650%, 07/25/2022		632		637
SLM Student Loan Trust, Ser 2008-4, Cl B
2.068%, VAR ICE LIBOR USD 3 Month+1.850%, 04/25/2073		685		677

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-5, Cl A4
1.918%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023	$	108	$	109
SLM Student Loan Trust, Ser 2008-5, Cl B
2.068%, VAR ICE LIBOR USD 3 Month+1.850%, 07/25/2073		685		672
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.318%, VAR ICE LIBOR USD 3 Month+1.100%, 07/25/2023		3,161		3,161
SLM Student Loan Trust, Ser 2008-6, Cl B
2.068%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		672
SLM Student Loan Trust, Ser 2008-7, Cl B
2.068%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		681
SLM Student Loan Trust, Ser 2008-8, Cl B
2.468%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2075		685		694
SLM Student Loan Trust, Ser 2008-9, Cl A
1.718%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023		1,339		1,349
SLM Student Loan Trust, Ser 2008-9, Cl B
2.468%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2083		685		690
SLM Student Loan Trust, Ser 2009-3, Cl A
0.859%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2045 (C)		555		561
SLM Student Loan Trust, Ser 2010-1, Cl A
0.509%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2025		357		351
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.059%, VAR ICE LIBOR USD 1 Month+0.950%, 09/25/2028		1,825		1,802
SLM Student Loan Trust, Ser 2012-2, Cl A
0.809%, VAR ICE LIBOR USD 1 Month+0.700%, 01/25/2029		1,560		1,512
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.859%, VAR ICE LIBOR USD 1 Month+0.750%, 05/26/2026		337		334
SMB Private Education Loan Trust, Ser 2016-A, Cl A2A
2.700%, 05/15/2031 (C)		932		959
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (C)		464		475
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
1.556%, VAR ICE LIBOR USD 1 Month+1.450%, 02/17/2032 (C)		1,490		1,505
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
1.206%, VAR ICE LIBOR USD 1 Month+1.100%, 09/15/2034 (C)		483		487

92 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (C)	$	559	$	590
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (C)		2,505		2,658
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (C)		1,733		1,736
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (C)		1,669		1,679
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (C)		4,353		4,369
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (C)		7,127		7,029
SoFi Consumer Loan Program Trust, Ser 2017-4, Cl A
2.500%, 05/26/2026 (C)		19		19
SoFi Consumer Loan Program Trust, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (C)		24		24
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (C)		627		632
SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX
2.540%, 05/15/2046 (C)		1,293		1,330
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (C)		1,206		1,225
SoFi Professional Loan Program, Ser 2016- D, Cl A1
1.059%, VAR ICE LIBOR USD 1 Month+0.950%, 01/25/2039 (C)		49		49
SoFi Professional Loan Program, Ser 2016- E, Cl A1
0.959%, VAR ICE LIBOR USD 1 Month+0.850%, 07/25/2039 (C)		79		79
SoFi Professional Loan Program, Ser 2017- A, Cl A1
0.809%, VAR ICE LIBOR USD 1 Month+0.700%, 03/26/2040 (C)		97		97
SoFi Professional Loan Program, Ser 2017- E, Cl A1
0.609%, VAR ICE LIBOR USD 1 Month+0.500%, 11/26/2040 (C)		39		39
SoFi Professional Loan Program, Ser 2018- A, Cl A2B
2.950%, 02/25/2042 (C)		391		399

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
South Carolina Student Loan, Ser 2015-A, Cl A
1.609%, VAR ICE LIBOR USD 1 Month+1.500%, 01/25/2036	$	951	$	960
Stack Infrastructure Issuer, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (C)		1,355		1,358
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
0.659%, VAR ICE LIBOR USD 1 Month+0.550%, 09/25/2034		463		449
Structured Asset Investment Loan Trust, Ser 2005-HE1, Cl M1
0.814%, VAR ICE LIBOR USD 1 Month+0.705%, 07/25/2035		7		7
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
0.319%, VAR ICE LIBOR USD 1 Month+0.210%, 02/25/2037		3,962		3,777
STWD, Ser 2019-FL1, Cl A
1.186%, VAR ICE LIBOR USD 1 Month+1.080%, 07/15/2038 (C)		100		100
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (C)		730		725
Symphony CLO XIX, Ser 2018-19A, Cl A
1.183%, VAR ICE LIBOR USD 3 Month+0.960%, 04/16/2031 (C)		1,700		1,700
Symphony CLO XXVI, Ser 2021-26A, Cl AR
1.189%, VAR ICE LIBOR USD 3 Month+1.080%, 04/20/2033 (C)		1,140		1,140
TCI-Flatiron CLO, Ser 2021-1A, Cl AR2
1.386%, VAR ICE LIBOR USD 3 Month+1.150%, 01/17/2032 (C)		1,500		1,501
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (B)(C)		66		66
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(C)		1,270		1,310
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.709%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (C)		785		785
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057 (B)(C)		1,050		1,097
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (B)(C)		1,254		1,310
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.109%, VAR ICE LIBOR USD 1 Month+1.000%, 05/25/2058 (C)		1,092		1,101

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 93

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (B)(C)	$	590	$	604
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (B)(C)		1,709		1,772
TPG Real Estate Finance Issuer, Ser 2018-FL2, Cl A
1.238%, VAR ICE LIBOR USD 1 Month+1.130%, 11/15/2037 (C)		3,967		3,976
Trinity Rail Leasing, Ser 2020-2A, Cl A2
2.560%, 11/19/2050 (C)		955		979
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (C)		397		394
United States Small Business
Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		213		223
United States Small Business
Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		373		387
Venture XXV CLO, Ser 2021-25A, Cl BR
1.924%, VAR ICE LIBOR USD 3 Month+1.700%, 04/20/2029 (C)		925		924
Venture XXVI CLO, Ser 2021-26A, Cl BR
1.924%, VAR ICE LIBOR USD 3 Month+1.700%, 01/20/2029 (C)		500		500
Verizon Owner Trust, Ser 2019-C, Cl A1A
1.940%, 04/22/2024		96		98
Wells Fargo Home Equity Asset-Backed
Securities Trust, Ser 2006-2, Cl M2
0.399%, VAR ICE LIBOR USD 1 Month+0.290%, 07/25/2036		6,442		6,247
Zais CLO, Ser 2020-16A, Cl A2
2.590%, VAR ICE LIBOR USD 3 Month+2.300%, 10/20/2031 (C)		1,525		1,527
				241,873
Total Asset-Backed Securities (Cost $298,740) ($ Thousands)				303,818
SOVEREIGN DEBT — 2.3%
Abu Dhabi Government International Bond
3.875%, 04/16/2050 (C)		2,170		2,356
2.500%, 10/11/2022 (C)		1,010		1,041
2.500%, 04/16/2025 (C)		1,151		1,213
Argentine Republic Government International Bond
1.000%, 07/09/2029		203		73
0.125%, 0.500%, 07/09/2021,
07/09/2030 (F)		1,216		407

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
0.125%, 1.125%, 07/09/2021, 07/09/2035 (F)	$	2,557	$	764
0.125%, 2.500%, 07/09/2021, 07/09/2041 (F)		1,460		503
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2025	BRL	20,585		3,849
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023		3,994		745
10.000%, 01/01/2027		2,571		478
Brazilian Government International Bond
5.625%, 01/07/2041	$	1,120		1,161
5.000%, 01/27/2045		3,400		3,219
4.625%, 01/13/2028 (D)		2,890		3,052
2.625%, 01/05/2023		200		206
China Government Bond
3.390%, 05/21/2025	CNY	2,000		313
3.310%, 11/30/2025		11,500		1,795
Colombia Government International Bond
5.625%, 02/26/2044	$	660		748
5.000%, 06/15/2045		830		882
3.875%, 02/15/2061		1,040		931
Egypt Government International Bond
5.577%, 02/21/2023 (C)		410		427
Export-Import Bank of India
3.375%, 08/05/2026 (C)		350		371
Indonesia Government International Bond
5.875%, 01/15/2024 (C)		840		950
5.250%, 01/08/2047 (C)		400		483
5.125%, 01/15/2045 (C)		400		474
4.350%, 01/11/2048		460		499
3.850%, 07/18/2027 (C)		800		877
3.750%, 04/25/2022 (C)		740		763
3.700%, 10/30/2049		1,550		1,574
3.500%, 01/11/2028		400		429
Israel Government International Bond
3.375%, 01/15/2050		280		283
2.750%, 07/03/2030		470		492
Italy Buoni Poliennali Del Tesoro
2.300%, 10/15/2021	EUR	12,390		14,775
Japan Bank for International Cooperation
1.750%, 10/17/2024	$	950		987
Kenya Government International Bond
7.250%, 02/28/2028 (C)		200		210
6.875%, 06/24/2024		200		220
Kuwait International Government Bond
3.500%, 03/20/2027 (C)		930		1,026
Mexico Government International Bond
6.050%, 01/11/2040		1,210		1,448
4.750%, 03/08/2044		10,498		11,024
4.600%, 02/10/2048		337		343
4.500%, 04/22/2029		1,445		1,601
4.350%, 01/15/2047		400		395

94 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
3.750%, 01/11/2028	$	390	$	417
3.600%, 01/30/2025		3,300		3,586
2.659%, 05/24/2031		2,504		2,360
Nigeria Government International Bond
7.143%, 02/23/2030 (C)		240		244
6.500%, 11/28/2027 (C)		220		227
Panama Government International Bond
4.500%, 04/01/2056		540		589
2.252%, 09/29/2032		620		589
Paraguay Government International Bond
5.400%, 03/30/2050 (C)		664		748
2.739%, 01/29/2033 (C)		477		458
Peruvian Government International Bond
5.625%, 11/18/2050		600		791
3.300%, 03/11/2041		821		796
2.783%, 01/23/2031		2,292		2,290
2.392%, 01/23/2026		657		675
Province of Quebec Canada
2.625%, 02/13/2023		620		647
Provincia de Buenos Aires
9.125%, 03/16/2024 (C)(H)		230		88
7.875%, 06/15/2027 (C)(H)		250		95
6.500%, 02/15/2023 (C)(H)		300		110
Qatar Government International Bond
4.817%, 03/14/2049 (C)		1,640		2,007
4.000%, 03/14/2029 (C)		880		999
3.875%, 04/23/2023		430		458
3.250%, 06/02/2026		200		217
Republic of Poland Government
International Bond
5.000%, 03/23/2022		100		104
4.000%, 01/22/2024		1,327		1,453
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	315,940		4,481
7.700%, 03/16/2039		162,070		2,281
7.650%, 04/10/2030		63,630		883
7.250%, 05/10/2034		24,200		327
7.000%, 01/25/2023		34,160		463
7.000%, 08/16/2023		231,430		3,144
6.900%, 05/23/2029		452,100		5,978
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030	$	458		529
5.625%, 04/04/2042		2,000		2,449
4.875%, 09/16/2023		200		218
Saudi Government International Bond MTN
2.875%, 03/04/2023 (C)		360		374
Total Sovereign Debt (Cost $104,840) ($ Thousands)				104,462

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS — 1.5%
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial Term Loan, 1st Lien
4.365%, VAR LIBOR+4.250%, 07/10/2026	$	1,264	$	1,260
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 07/31/2024		568		558
AMWINS Group Inc.
3.000%, 02/19/2028		450		446
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.615%, VAR LIBOR+2.500%, 10/01/2026 (I)		894		889
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
1.865%, 01/15/2027		134		132
1.865%, VAR LIBOR+1.750%, 03/11/2025		274		270
AsplundhTree Expert, LLC
1.853%, 09/07/2027 (I)		419		418
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%,
11/03/2024		569		567
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%,
12/23/2026 (I)		333		331
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 07/31/2027		380		377
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.453%, VAR LIBOR+4.250%,
02/11/2026		1,715		1,716
Atlantic Aviation FBO, Term Loan B, 1st Lien
3.870%, 12/06/2025		157		157
Avolon TLB Borro
2.611%, 12/01/2027		280		280
B.C. Unlimited Liability Company
1.865%, VAR LIBOR+1.750%, 11/19/2026		1,458		1,430
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 06/02/2025		721		718
Bausch Health Companies Inc., Term Loan, 1st Lien
2.865%, 11/27/2025		394		391
Berry Global, Inc.
1.898%, 07/01/2026		671		665
BJ’s Wholesale Club, Term Loan B, 1st Lien
2.106%, VAR LIBOR+2.000%, 02/03/2024		124		124

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 95

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
2.625%, 08/15/2025	$	156	$	155
Brookfeild WEC Holdings
3.250%, 08/01/2025		229		227
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 12/23/2024		937		922
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.615%, VAR LIBOR+4.500%, 07/21/2025		618		619
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 03/01/2024		1,397		1,396
Charter Communications Operating Llc Lien1
1.870%, 04/30/2025 (I)		1,060		1,057
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
1.870%, VAR LIBOR+1.750%, 02/01/2027		160		159
Citadel Securities, LP, Term Loan, 1st Lien
2.615%, 02/02/2028		691		683
CityCenter Holdings, LLC , Term B Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/18/2024		715		705
Clarios Global
3.350%, 04/30/2026		397		393
Clarios Global LP, Initial Dollar Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 04/30/2026		659		652
CSC Holdings, LLC
2.606%, VAR LIBOR+2.500%, 04/15/2027		218		215
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.115%, VAR LIBOR+4.000%, 10/16/2026		1,351		1,348
Deerfield Dakota Holding, LLC , Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		975		975
Dell International, LLC
2.000%, 09/19/2025		561		560
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/01/2027		250		249

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (I)	$	239	$	237
Energizer Holdings
2.750%, 12/22/2027		210		209
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.609%, VAR LIBOR+2.500%, 11/18/2024		25		24
EyeCare Partners, LLC, Term Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 02/18/2027		308		305
First Eagle Holdings, Term Loan
2.754%, 02/01/2027		264		261
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.115%, VAR LIBOR+2.000%, 07/03/2024		601		594
Formula One Management Limited, Facility B3 (USD), 1st Lien
3.500%, VAR LIBOR+2.500%, 02/01/2024		50		49
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.115%, 11/30/2023		600		598
Froneri International Limited, Facility B1, Term Loan, 1st Lien
2.365%, VAR LIBOR+2.250%, 01/29/2027		437		430
Garda World Security Corp
4.360%, 10/30/2026		268		268
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.254%, VAR LIBOR+2.000%, 12/30/2026		1,392		1,387
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025		108		108
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 10/02/2025		724		721
Go Daddy Operating Company LLC, Term Loan B, 1st Lien
1.865%, 02/15/2024 (B)		319		317
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 10/04/2023 (I)		171		168
Great Outdoors Group, LLC, Term B-1 Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 03/06/2028		310		310

96 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Grifols Worldwide Operations Limited,
Dollar Tranche B Term Loan, 1st Lien
2.081%, VAR LIBOR+2.000%, 11/15/2027	$	1,368	$	1,352
Harbor Freight Tools USA, Inc., Initial Term Loan (2020), 1st Lien
4.000%, VAR LIBOR+3.000%, 10/19/2027		798		797
HCA Inc., Tranche B-12, Term Loan
1.865%, 03/13/2025		241		240
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.859%, VAR LIBOR+1.750%, 06/22/2026		1,348		1,335
Horizon Therapeudics
2.500%, 03/15/2028 (I)		1,040		1,036
Hudson River, Term Loan, 1st Lien
0.141%, 03/20/2028		450		445
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 05/01/2026		895		883
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 01/29/2026		490		488
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 01/26/2028		530		524
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.865%, VAR LIBOR+1.750%, 03/01/2027		1,162		1,146
McAfee, LLC, Term B USD Loan
3.865%, VAR LIBOR+3.750%, 09/30/2024		1,181		1,180
Michaels Stores, Inc., 2020 Refinancing Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 10/01/2027		653		651
Micro Focus, MA FinanceCo
2.865%, 06/21/2024 (B)		11		11
Milano Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027 (I)		1,360		1,353
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 06/07/2023 (I)		640		636

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 09/18/2026	$	1,454	$	1,442
Numericable U.S. LLC, Term Loan B, 1st Lien
3.794%, 01/31/2026		214		212
Option Care Health, Inc., Term B Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 08/06/2026		535		532
Pactiv Evergreen Inc., Tranche B-1 U.S. Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 02/05/2023 (I)		310		309
Parexel International Corporation, Initial Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 09/27/2024 (I)		610		602
PCI Gaming Authority, Term B Facility Loan
2.615%, 05/29/2026		465		462
Peraton Corp., Delayed Draw Term Loan B, 1st Lien
4.500%, 02/01/2028 (I)		746		745
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		424		424
Petco Health and Wellness Company, Inc.,
Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/03/2028 (I)		650		647
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.361%, VAR LIBOR+3.250%, 03/05/2026		1,308		1,293
PPD Inc.
2.750%, 01/13/2028 (I)		1,160		1,153
Prime Security Services Borrower, LLC,
2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 09/23/2026		970		966
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 02/15/2028 (I)		645		639
Realogy Group LLC (fka Realogy Corporation), Extended 2025 Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 02/08/2025		26		26
Realpage Inc.
0.000%, 02/18/2028 (I)		1,050		1,045

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 97

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 11/16/2025	$	1,128	$	1,125
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.865%, VAR LIBOR+1.750%, 02/04/2027		1,212		1,205
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 08/14/2024		1,434		1,406
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
2.865%, VAR LIBOR+2.500%, 06/21/2024		77		77
Sotera Health Holdings LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026		1,230		1,225
Station Casinos LLC, Term B-1 Facility Term Loan, 1st Lien
2.500%, 02/08/2027		680		669
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.609%, VAR LIBOR+3.500%, 12/17/2026		683		676
TKC Holdings, Inc. Term Loan B
4.750%, VAR LIBOR+3.750%, 02/01/2023		1,201		1,172
TKC Holdings, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 02/01/2023		3		3
Trans Union LLC, 2019 Replacement Term
B-5 Loan, 1st Lien
1.865%, 11/16/2026 (I)		643		639
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
2.365%, 12/09/2025		60		59
Triton Water Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 03/31/2028 (I)		820		816
UFC Holdings, Term Loan, 1st Lien
3.750%, 04/29/2026		986		981
Univision Communications Inc., 2020
Replacement First-Lien Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 03/15/2026		1,059		1,057
US Foods, Inc. (aka U.S. Foodservice, Inc.),
Initial Term Loan, 1st Lien
1.865%, 06/27/2023 (B)		327		323

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
US Foods, Inc., Term Loan
4.365%, 09/13/2026	$	87	$	85
Verscend Holding Corp
0.000%, (I)		410		410
Verscend Holding Corp., Term B Loan, 1st Lien
4.615%, VAR LIBOR+4.500%, 08/27/2025 (I)		328		328
VFH Parent LLC, Initial Term Loan, 1st Lien
3.110%, VAR LIBOR+3.000%, 03/01/2026 (I)		117		117
VICI Properties 1 LLC, Term B Loan, 1st Lien
1.861%, VAR LIBOR+1.750%, 12/20/2024		1,065		1,052
Virgin Media Bristol LLC, N Facility, 1st Lien
2.511%, VAR LIBOR+2.500%, 01/31/2028 (I)		1,377		1,363
Western Digital Corporation, Term Loan B-4
1.865%, VAR LIBOR+1.750%, 04/29/2023		238		238
Whatabrands LLC, 2020 Refinancing Term Loan, 1st Lien
2.856%, VAR LIBOR+2.750%, 07/31/2026		10		10
Wynn Resorts, Term Loan, 1st Lien
1.870%, 09/20/2024		1,350		1,303
XPO Logistics, Inc., Term Loan B, 1st Lien
1.859%, 02/24/2025 (B)		550		546
Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 03/09/2027 (I)		630		624
Total Loan Participations (Cost $67,504) ($ Thousands)				67,113
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.4%
FHLB DN
0.075%, 04/28/2021 (A)		11,885		11,885
FNMA
0.500%, 06/17/2025		4,215		4,173
Resolution Funding Interest
1.319%, 01/15/2030 (A)		905		763
Resolution Funding Principal
1.355%, 01/15/2030 (A)		910		767
1.304%, 04/15/2030 (A)		1,165		975

98 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Tennessee Valley Authority 0.750%, 05/15/2025	$	1,055	$	1,053
Total U.S. Government Agency Obligations (Cost $19,789) ($ Thousands)				19,616
MUNICIPAL BONDS — 0.4%
California — 0.1%
Los Angeles, Community College District, GO
6.750%, 08/01/2049		353		579
University of California, Ser N, RB Callable 11/15/2059 @ 100
3.256%, 05/15/2060		2,435		2,430
				3,009
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,075		1,495
Massachusetts — 0.0%
Massachusetts, Ser C, GO
Callable 03/01/2030 @ 100
3.000%, 03/01/2049		635		665
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,090
New York — 0.2%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		260		322
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		622
New York City, Ser D, GO
1.823%, 08/01/2030		610		573
New York City, Transitional Finance
Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
Callable 08/01/2030 @ 100
2.000%, 08/01/2035		1,000		921
New York City, Transitional Finance
Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
Callable 11/01/2030 @ 100
2.400%, 11/01/2032		610		605

Description	Face Amount       (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance
Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037	$	275	$	359
New York City, Water & Sewer System, Ser GG, RB
Callable 06/15/2030 @ 100
4.000%, 06/15/2050		560		649
New York City, Water & Sewer System, Sub-Ser, RB
Callable 12/15/2030 @ 100
4.000%, 06/15/2050		90		105
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		1,019
New York State, Urban Development, Ser E, RB
Callable 03/15/2030 @ 100
4.000%, 03/15/2043		1,100		1,253
				6,428
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		556
Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		1,002
University of Texas, Ser B, RB
Callable 02/15/2049 @ 100
2.439%, 08/15/2049		295		271
				1,273
Virginia — 0.0%
University of Virginia, RB
Callable 03/01/2050 @ 100
2.256%, 09/01/2050		725		635
Total Municipal Bonds (Cost $14,027) ($ Thousands)				15,151
	Shares
AFFILIATED PARTNERSHIP — 2.0%
SEI Liquidity Fund, L.P.
0.020% **†(J)		88,022,939		88,058
Total Affiliated Partnership (Cost $88,029) ($ Thousands)				88,058

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 99

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
CASH EQUIVALENT — 6.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		303,630,851	$	303,631
Total Cash Equivalent (Cost $303,631) ($ Thousands)				303,631
Total Investments in Securities — 114.9% (Cost $5,120,032) ($ Thousands)			$	5,141,823
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (K) (Cost $510) ($ Thousands)		1,989	$	271

Description	Contracts			Market Value     ($Thousands)
PURCHASED SWAPTION** — 0.0%
Total Purchased Swaption (L) (Cost $154) ($ Thousands)		5,220,000		$	365
WRITTEN OPTIONS* — (0.0)%
Total Written Options (K) (Premiums Received $769) ($ Thousands)		(1,686	)	$	(383	)
WRITTEN SWAPTIONS* — (0.0)%
Total Written Swaptions (L) (Premiums Received $105) ($ Thousands)		(7,912,000	)	$	(115	)

A list of the exchange traded option contracts held by the Fund at March 31, 2021, is as follows:

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
March 2022, IMM Eurodollar Future Option*		850		$	82			$99.63		3/19/2022	$	85
Call Options
May 2021, U.S. 10 Year Future Option*		314			133			132.50		4/17/2021		54
May 2021, U.S. 5 Year Future Option*		316			82			124.00		4/17/2021		37
May 2021, U.S. 5 Year Future Option*		316			47			124.25		4/17/2021		20
May 2021, U.S. Bond Future Option*		193			167			158.00		4/17/2021		75
					429							186
Total Purchased Options				$	510						$	271
WRITTEN OPTIONS —(0.0)%
Put Options
March 2022, IMM Eurodollar Future Option*		(670	)	$	(34	)		99.38		03/19/22	$	(38	)
March 2022, IMM Eurodollar Future Option*		(23	)		(5	)		99.75		03/19/22		(3	)
					(39	)						(41	)
Call Options
June 2021, U.S. 10 Year Future Option*		(157	)		(149	)		132.00		05/22/21		(86	)
June 2021, U.S. 10 Year Future Option*		(168	)		(75	)		134.00		05/22/21		(24	)
May 2021, U.S. 10 Year Future Option*		(161	)		(108	)		134.00		04/17/21		(8	)
June 2021, U.S. 5 Year Future Option*		(316	)		(127	)		124.00		05/22/21		(79	)
June 2021, U.S. Bond Future Option*		(118	)		(226	)		157.00		05/22/21		(142	)
May 2021, U.S. Bond Future Option*		(73	)		(45	)		164.00		04/17/21		(3	)
					(730	)						(342	)

100 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Number of Contracts	Notional Amount (Thousands) ††			Exercise Price	Expiration Date	Value (Thousands)
WRITTEN OPTIONS (continued)
Total Written Options		$	(769	)			$	(383	)

Description	Counterparty		Number of Contracts/ Notional Amount††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.0%
Put Swaptions
Swaption 30 Year*		Bank of America Merill Lynch	$	5,220,000			$2.75		01/20/2024	$	365
WRITTEN SWAPTIONS — (0.0)%
Call Swaptions
Swaption*		Bank of America Merill Lynch	$	(1,437,000	)		$1.75		06/19/2021	$	(5	)
Swaption*		Bank of America Merill Lynch		(356,000	)		$1.75		06/19/2021		(1	)
Swaption*		Bank of America Merill Lynch		(683,000	)		$1.75		06/19/2021		(2	)
Swaption*		Bank of America Merill Lynch		(740,000	)		$1.80		06/19/2021		(4	)
Swaption*		Bank of America Merill Lynch		(740,000	)		$1.80		06/19/2021		(4	)
Put Swaptions
Swaption*		Bank of America Merill Lynch		(1,437,000	)		$2.25		06/19/2021		(39	)
Swaption*		Bank of America Merill Lynch		(356,000	)		$2.25		06/19/2021		(9	)
Swaption*		Bank of America Merill Lynch		(683,000	)		$2.25		06/19/2021		(19	)
Swaption*		Bank of America Merill Lynch		(740,000	)		$2.30		06/19/2021		(16	)
Swaption*		Bank of America Merill Lynch		(740,000	)		$2.30		06/19/2021		(16	)
Total Written Swaptions			$	(7,912,000	)					$	(115	)
†† Represents cost.

A list of the open futures contracts held by the Fund at March 31, 2021, 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$		(2,083	)		Jun-2021	$	(519,830	)	$	(519,838	)	$	(8	)
90-Day Euro$		(1,522	)		Dec-2021		(378,889	)		(379,492	)		(603	)
90-Day Euro$		1,630			Dec-2023		403,373			402,590			(783	)
Euro-Bund		(276	)		Jun-2021		(57,174	)		(55,560	)		(180	)
Euro-Buxl		(5	)		Jun-2021		(1,263	)		(1,211	)		17
Euro-OAT		76			Jun-2021		14,829			14,466			5
U.S. 2-Year Treasury Note		185			Jul-2021		40,867			40,834			(33	)
U.S. 2-Year Treasury Note		(486	)		Jul-2021		(107,384	)		(107,273	)		111
U.S. 5-Year Treasury Note		3,755			Jul-2021		469,053			463,361			(5,692	)
U.S. 10-Year Treasury Note		528			Jun-2021		70,881			69,135			(1,746	)
U.S. 10-Year Treasury Note		(560	)		Jun-2021		(75,005	)		(73,325	)		1,680
U.S. Long Treasury Bond		457			Jun-2021		74,203			70,649			(3,554	)
U.S. Long Treasury Bond		(334	)		Jun-2021		(53,517	)		(51,634	)		1,883
U.S. Ultra Long Treasury Bond		590			Jun-2021		111,627			106,919			(4,708	)
Ultra 10-Year U.S. Treasury Note		(504	)		Jun-2021		(75,077	)		(72,418	)		2,659
						$	(83,306	)	$	(92,797	)	$	(10,952	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 101

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation                (Depreciation) (Thousands)
BNP Paribas		04/19/21	EUR		18,240	USD		22,277	$	832
Citigroup		04/19/21	USD		2,379	GBP		1,753		39
Citigroup		04/19/21	USD		3,148	EUR		2,600		(91	)
Citigroup		04/19/21	USD		3,179	BRL		16,979		(173	)
Citigroup		04/19/21	USD		8,091	RUB		607,800		(63	)
Citigroup		04/19/21	USD		14,535	JPY		1,498,110		(973	)
Citigroup		04/19/21	USD		14,574	AUD		18,672		(353	)
Citigroup		04/19/21	CNH		14,971	USD		2,302		24
Citigroup		04/19/21	USD		15,411	IDR		216,529,634		(546	)
Citigroup		04/19/21	USD		26,800	CAD		33,952		217
Citigroup		04/19/21	USD		11,305	CAD		14,118		(71	)
Citigroup		04/19/21	COP		5,189,635	USD		1,501		88
Goldman Sachs		04/19/21	USD		1,048	BRL		5,680		(43	)
Goldman Sachs		04/19/21	USD		3,889	RUB		291,022		(45	)
Goldman Sachs		04/19/21	EUR		16,648	USD		20,426		854
									$	(304	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021, 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)
0.19%		USD LIBOR BBA		Semi-Annual		06/15/2022		USD		40,784	$	(11	)	$	–		$	(11	)
1.10%		USD-LIBOR-BBA		Semi-Annual		12/18/2025		USD		61,056		(569	)		–			(569	)
USD FEDL01		0.26%		Annual		05/15/2027		USD		37,002		1,872			(111	)		1,983
1.35%		USD-LIBOR-BBA		Quarterly		02/15/2028		USD		40,028		333			221			112
0.56%		USD-SOFRRATE		Annual		07/20/2045		USD		8,660		2,369			108			2,261
USD-SOFRRATE		0.74%		Annual		08/19/2045		USD		5,670		1,352			–			1,352
1.2%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		2,162		458			12			446
1.225%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		1,086		224			1			223
USD-LIBOR-BBA		1.6%		Quarterly		02/15/2047		USD		2,748		354			15			339
1.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		12,509		3,164			148			3,016
2.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		7,258		367			(5	)		372
0.90%		USD LIBOR BBA		Quarterly		03/17/2050		USD		3,996		1,194			5			1,189
1.2%		USD LIBOR BBA		Quarterly		10/07/2050		USD		5,663		1,329			28			1,301
2.00%		USD-LIBOR-BBA		Quarterly		06/03/2051		USD		494		28			5			23
2.05%		USD-LIBOR-BBA		Quarterly		06/07/2051		USD		1,480		67			–			67
											$	12,531		$	427		$	12,104

102 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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.34		Sell		1.00%		Quarterly		06/20/2025		(13,261	)	$	264	$	115	$	149
CDX.NA.IG.36		Sell		5.00%		Quarterly		06/20/2026		(25,030	)		2,234		2,129		105
TEMPORARY NAME		Sell		1.00%		Quarterly		06/20/2026		(101,726	)		2,346		2,217		129
												$	4,844	$	4,461	$	383

Percentages are based on Net Assets of $4,474,703 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^†  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, 2021, the value of these securities amounted to $588,160 ($ Thousands), representing 13.1% of the Net Assets of the Fund.

(D) Certain securities or partial positions of certain securities are on loan at March 31, 2021 (See Note 10). The total market value of securities on loan at March 31, 2021 was $86,550 ($ Thousands).

(E) Perpetual security with no stated maturity date.

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

(G) No interest rate available.

(H) Security is in default on interest payment.

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

(J) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2021 was $88,058 ($ Thousands).

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

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

ABS — Asset-Backed Security

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

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 Offshore

COP — Colombian Peso

DAC — Designated Activity Company

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

FRESB — Freddie Mac Small Balance Mortgage Trust

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

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

PO — Principal Only

Pty — Proprietary

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

TBA — To Be Announced

USD — U.S. Dollar

VAR — Variable Rate

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 103

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Core Fixed Income Fund(Concluded)

The following is a list of the level of inputs used as of March 31, 2021, 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		–			1,534,297			–		1,534,297
U.S. Treasury Obligations		–			1,357,357			–		1,357,357
Corporate Obligations		–			1,348,320			–		1,348,320
Asset-Backed Securities		–			303,818			–		303,818
Sovereign Debt		–			104,462			–		104,462
Loan Participations		–			67,113			–		67,113
U.S. Government Agency Obligations		–			19,616			–		19,616
Municipal Bonds		–			15,151			–		15,151
Affiliated Partnership		–			88,058			–		88,058
Cash Equivalent		303,631			–			–		303,631
Total Investments in Securities		303,631			4,838,192			–		5,141,823
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		271			–			–		271
Written Options		(383	)		–			–		(383	)
Purchased Swaptions		–			365			–		365
Written Swaptions		–			(115	)		–		(115	)
Futures Contracts*
Unrealized Appreciation		6,355			–			–		6,355
Unrealized Depreciation		(17,307	)		–			–		(17,307	)
Forwards Contracts*
Unrealized Appreciation		–			2,054			–		2,054
Unrealized Depreciation		–			(2,358	)		–		(2,358	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			12,684			–		12,684
Unrealized Depreciation		–			(580	)		–		(580	)
Credit Default Swaps*
Unrealized Appreciation		–			383			–		383
Total Other Financial Instruments		(11,064	)		12,433			–		1,369

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$7,459	$632,665	$(552,153)	$93	$(6)	$88,058	88,022,939	$21	$—
SEI Daily Income Trust, Government Fund, Cl F	185,394	2,347,887	(2,229,650)	—	—	303,631	303,630,851	10	—
Totals	$192,853	$2,980,552	$(2,781,803)	$93	$(6)	$391,689		$31	$—

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

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

104 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 72.6%
Communication Services — 9.1%
Altice Financing
7.500%, 05/15/2026 (A)	$	315	$	329
5.000%, 01/15/2028 (A)		4,050		4,004
Altice France
8.125%, 02/01/2027 (A)		1,346		1,475
7.375%, 05/01/2026 (A)		3,221		3,350
Altice France Holding
10.500%, 05/15/2027 (A)		490		552
6.000%, 02/15/2028 (A)		1,756		1,730
AMC Entertainment Holdings
12.000%cash/0.000% PIK, 06/15/2026 (A)		621		505
10.500%, 04/24/2026 (A)		38		40
6.125%, 05/15/2027		420		256
5.750%, 06/15/2025		230		147
ANGI Group
3.875%, 08/15/2028 (A)		1,980		1,980
Belo
7.250%, 09/15/2027		250		291
CB Escrow
8.000%, 10/15/2025 (A)		105		112
CCO Holdings
5.875%, 05/01/2027 (A)		280		289
5.750%, 02/15/2026 (A)		1,044		1,077
5.500%, 05/01/2026 (A)		556		573
5.375%, 06/01/2029 (A)		625		670
5.125%, 05/01/2027 (A)		3,257		3,444
5.000%, 02/01/2028 (A)		735		777
4.750%, 03/01/2030 (A)		300		311
4.500%, 08/15/2030 (A)		459		468

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 02/01/2031 (A)	$	3,609	$	3,617
Cincinnati Bell
7.000%, 07/15/2024 (A)		305		315
Cinemark USA
8.750%, 05/01/2025 (A)		115		126
Clear Channel International BV
6.625%, 08/01/2025 (A)		1,439		1,504
Clear Channel Outdoor Holdings Inc
7.750%, 04/15/2028 (A)		3,234		3,206
Clear Channel Worldwide Holdings
9.250%, 02/15/2024		1,250		1,300
5.125%, 08/15/2027 (A)		1,820		1,832
Connect Finco SARL
6.750%, 10/01/2026 (A)		1,170		1,246
Consolidated Communications
6.500%, 10/01/2028 (A)		3,823		4,129
5.000%, 10/01/2028 (A)		471		475
Digicel Holdings Bermuda
8.750%, 05/25/2024 (A)		826		852
DISH DBS
7.750%, 07/01/2026		2,353		2,592
7.375%, 07/01/2028		2,145		2,250
5.875%, 07/15/2022		45		47
5.875%, 11/15/2024		3,112		3,257
5.000%, 03/15/2023		1,072		1,118
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,845		1,893
Entercom Media
6.500%, 05/01/2027 (A)		237		245
Front Range BidCo
6.125%, 03/01/2028 (A)		571		587
4.000%, 03/01/2027 (A)		1,141		1,123
Frontier Communications
11.000%, 09/15/2025 (B)		905		619
10.500%, 09/15/2022 (B)		1,035		708
6.875%, 01/15/2025 (B)		1,435		929
6.750%, 05/01/2029 (A)		457		482
5.875%, 10/15/2027 (A)		206		218
5.000%, 05/01/2028 (A)		1,073		1,092
Gray Television
4.750%, 10/15/2030 (A)		581		576
iHeartCommunications (C)
8.375%, 05/01/2027		4,143		4,449
6.375%, 05/01/2026		94		100
5.250%, 08/15/2027 (A)		1,088		1,119
4.750%, 01/15/2028 (A)		842		848
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		2,202		1,360
8.500%, 10/15/2024 (A)(B)		1,695		1,063
5.500%, 08/01/2023 (B)		268		164
Intelsat Luxembourg
8.125%, 06/01/2023 (B)		635		25

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 105

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lamar Media
4.875%, 01/15/2029	$	115	$	120
4.000%, 02/15/2030		565		563
Level 3 Financing
5.375%, 05/01/2025		760		776
4.625%, 09/15/2027 (A)		764		786
4.250%, 07/01/2028 (A)		540		546
3.625%, 01/15/2029 (A)		2,124		2,058
Live Nation Entertainment
6.500%, 05/15/2027 (A)		236		262
5.625%, 03/15/2026 (A)		264		274
4.875%, 11/01/2024 (A)		1,782		1,814
4.750%, 10/15/2027 (A)		459		463
3.750%, 01/15/2028 (A)		55		54
Lumen Technologies
7.500%, 04/01/2024		1,275		1,429
6.875%, 01/15/2028		395		440
5.125%, 12/15/2026 (A)		2,625		2,765
4.500%, 01/15/2029 (A)		1,040		1,014
4.000%, 02/15/2027 (A)		593		606
Meredith
6.875%, 02/01/2026		419		430
6.500%, 07/01/2025 (A)		55		59
Midcontinent Communications
5.375%, 08/15/2027 (A)		582		605
Netflix
5.875%, 11/15/2028		470		569
5.375%, 11/15/2029 (A)		205		242
4.875%, 04/15/2028		1,273		1,447
4.875%, 06/15/2030 (A)		666		767
Nexstar (Escrow Security)
5.625%, 07/15/2027 (A)		4,838		5,086
Nexstar Broadcasting
4.750%, 11/01/2028 (A)		644		651
Outfront Media Capital
6.250%, 06/15/2025 (A)		554		586
5.000%, 08/15/2027 (A)		465		470
4.250%, 01/15/2029 (A)		1,980		1,906
Sable International Finance
5.750%, 09/07/2027 (A)		946		997
Salem Media Group
6.750%, 06/01/2024 (A)		3,640		3,585
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		680		700
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		81		81
3.875%, 01/15/2029 (A)		605		594
Sinclair Television Group
5.125%, 02/15/2027 (A)		1,337		1,305
4.125%, 12/01/2030 (A)		3,370		3,244
Sirius XM Radio
5.500%, 07/01/2029 (A)		869		940

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 08/01/2027 (A)	$	1,106	$	1,160
4.625%, 07/15/2024 (A)		340		350
4.125%, 07/01/2030 (A)		1,323		1,325
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr+4.226%(D)		605		607
5.125%, 09/19/2027		527		558
Sprint
7.875%, 09/15/2023		1,276		1,458
7.625%, 02/15/2025		4,366		5,189
7.625%, 03/01/2026		1,490		1,825
Sprint Capital
8.750%, 03/15/2032		1,403		2,075
TEGNA
4.625%, 03/15/2028		1,609		1,637
Telecom Italia Capital
6.000%, 09/30/2034		285		323
Telesat Canada
6.500%, 10/15/2027 (A)		4,447		4,455
4.875%, 06/01/2027 (A)		1,120		1,120
T-Mobile USA
4.750%, 02/01/2028		964		1,030
3.500%, 04/15/2025 (A)		96		104
3.500%, 04/15/2031		930		938
3.375%, 04/15/2029		905		914
2.250%, 02/15/2026		111		112
Trilogy International Partners
8.875%, 05/01/2022 (A)		980		951
Trilogy Private Notes
10.000%, 01/31/2024 (E)(F)		32		32
United States Cellular
6.700%, 12/15/2033		1,289		1,561
Urban One
7.375%, 02/01/2028 (A)		5,230		5,415
Windstream Escrow
7.750%, 08/15/2028 (A)		1,355		1,377
WMG Acquisition
3.000%, 02/15/2031 (A)		275		261
				140,857
Consumer Discretionary — 14.1%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (A)		561		564
4.000%, 10/15/2030 (A)		1,559		1,504
3.500%, 02/15/2029 (A)		93		91
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		915		1,011
Academy
6.000%, 11/15/2027 (A)		1,028		1,082
Adelphia Communications (Escrow Security)
10.250%, 06/15/2011 (B)(F)		150		1
9.500%, 02/15/2004 (B)(F)		25		–

106 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.875%, 01/15/2009 (B)(F)	$	225	$	–
Adient Global Holdings
4.875%, 08/15/2026 (A)		525		539
Adient US
9.000%, 04/15/2025 (A)		144		160
7.000%, 05/15/2026 (A)		5		5
Adtalem Global Education
5.500%, 03/01/2028 (A)		1,710		1,688
Allied Universal Holdco
9.750%, 07/15/2027 (A)		674		740
6.625%, 07/15/2026		856		908
American Axle & Manufacturing
6.875%, 07/01/2028		158		166
6.500%, 04/01/2027		375		389
6.250%, 04/01/2025		410		422
6.250%, 03/15/2026		600		615
American Greetings
8.750%, 04/15/2025 (A)		3,210		3,306
Aramark Services
5.000%, 02/01/2028 (A)		277		287
Asbury Automotive Group
4.750%, 03/01/2030		49		50
4.500%, 03/01/2028		2,031		2,078
Ashtead Capital
4.125%, 08/15/2025 (A)		375		385
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,069		3,268
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(F)(G)		2,750		–
Bally’s
6.750%, 06/01/2027 (A)		1,240		1,330
BCPE Ulysses Intermediate
7.750%cash/0.750% PIK, 04/01/2027 (A)		1,091		1,132
Boyd Gaming
8.625%, 06/01/2025 (A)		461		513
6.000%, 08/15/2026		300		312
Boyne USA
7.250%, 05/01/2025 (A)		230		239
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		712
Cablevision Systems
5.875%, 09/15/2022		92		97
Caesars Entertainment
6.250%, 07/01/2025 (A)		2,119		2,254
Caesars Resort Collection
5.250%, 10/15/2025 (A)		1,640		1,654
Carnival
11.500%, 04/01/2023 (A)		872		1,000
10.500%, 02/01/2026 (A)		836		985
9.875%, 08/01/2027 (A)		180		212
5.750%, 03/01/2027 (A)		3,836		3,943

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CBS Radio
7.250%, 11/01/2024 (A)	$	315	$	326
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		257		276
Cedar Fair
5.500%, 05/01/2025 (A)		180		189
5.375%, 06/01/2024		1,207		1,221
5.250%, 07/15/2029		65		67
Cengage Learning
9.500%, 06/15/2024 (A)		3,565		3,632
Century Communities
6.750%, 06/01/2027		444		472
5.875%, 07/15/2025		1,061		1,098
Cirsa Finance International Sarl
7.875%, 12/20/2023 (A)		1,326		1,341
Claire’s Stores
9.000%, 03/15/2019 (B)		815		–
Clarios Global
6.750%, 05/15/2025 (A)		1,378		1,474
Constellation
8.500%, 09/15/2025 (A)		485		457
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		320		365
5.625%, 11/15/2026 (A)		885		748
CSC Holdings
7.500%, 04/01/2028 (A)		1,220		1,345
6.500%, 02/01/2029 (A)		1,010		1,116
5.750%, 01/15/2030 (A)		2,655		2,796
4.625%, 12/01/2030 (A)		2,093		2,059
4.125%, 12/01/2030 (A)		1,790		1,778
3.375%, 02/15/2031 (A)		327		308
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		2,590		2,639
Dana
5.625%, 06/15/2028		1,196		1,280
5.375%, 11/15/2027		539		566
Dana Financing Luxembourg Sarl
6.500%, 06/01/2026 (A)		730		757
Diamond Sports Group
6.625%, 08/15/2027 (A)		2,773		1,456
5.375%, 08/15/2026 (A)		7,358		5,296
eG Global Finance
8.500%, 10/30/2025 (A)		520		551
6.750%, 02/07/2025 (A)		2,375		2,428
Entercom Media
6.750%, 03/31/2029 (A)		2,269		2,358
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)		3,108		–
Ford Motor
9.625%, 04/22/2030		157		219
9.000%, 04/22/2025		1,567		1,898
8.500%, 04/21/2023		2,094		2,335

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 107

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ford Motor Credit
5.584%, 03/18/2024	$	65	$	70
5.125%, 06/16/2025		130		140
5.113%, 05/03/2029		1,855		1,988
4.687%, 06/09/2025		655		695
4.542%, 08/01/2026		730		772
4.271%, 01/09/2027		310		322
4.134%, 08/04/2025		250		261
4.125%, 08/17/2027		1,315		1,358
4.063%, 11/01/2024		984		1,029
4.000%, 11/13/2030		1,497		1,485
3.815%, 11/02/2027		745		753
3.813%, 10/12/2021		1,125		1,137
3.810%, 01/09/2024		123		127
3.470%, 04/05/2021		915		915
3.350%, 11/01/2022		160		163
3.096%, 05/04/2023		271		275
3.087%, 01/09/2023		34		35
2.979%, 08/03/2022		995		1,010
1.104%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		575		572
Ford Motor Credit MTN
4.389%, 01/08/2026		740		778
Gap
8.875%, 05/15/2027 (A)		85		99
GCI
4.750%, 10/15/2028 (A)		314		321
GEMS MENASA Cayman
7.125%, 07/31/2026 (A)		1,102		1,148
Getty Images
9.750%, 03/01/2027 (A)		1,325		1,411
G-III Apparel Group
7.875%, 08/15/2025 (A)		990		1,077
Goodyear Tire & Rubber
5.250%, 04/30/2031		180		180
GrubHub Holdings
5.500%, 07/01/2027 (A)		1,020		1,061
Hanesbrands
4.625%, 05/15/2024 (A)		2,293		2,433
Hertz
7.625%, 06/01/2022 (A)(B)		172		185
7.125%, 08/01/2026 (A)(B)		465		464
6.000%, 01/15/2028 (A)(B)		540		541
5.500%, 10/15/2024 (A)(B)		559		555
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		265
5.375%, 05/01/2025 (A)		74		78
3.750%, 05/01/2029 (A)		97		96
3.625%, 02/15/2032 (A)		1,074		1,042
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		2,550		2,728

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Inn Of The Mountain Gods Resort & Casino
9.250%, 11/30/2023 (F)	$	2,182	$	2,149
International Game Technology
6.250%, 01/15/2027 (A)		2,800		3,102
4.125%, 04/15/2026 (A)		200		206
IRB Holding Corp.
7.000%, 06/15/2025 (A)		125		135
6.750%, 02/15/2026 (A)		1,773		1,835
Ken Garff Automotive
4.875%, 09/15/2028 (A)		278		278
L Brands
9.375%, 07/01/2025 (A)		78		97
7.500%, 06/15/2029		271		308
6.875%, 07/01/2025 (A)		252		280
6.875%, 11/01/2035		37		44
6.750%, 07/01/2036		1,040		1,227
6.625%, 10/01/2030 (A)		1,099		1,245
LBM Acquisition
6.250%, 01/15/2029 (A)		1,106		1,139
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,999		2,131
Liberty Interactive
8.250%, 02/01/2030		3,457		3,924
Lions Gate Capital Holdings
6.375%, 02/01/2024 (A)		1,375		1,419
5.500%, 04/15/2029 (A)		510		510
Lithia Motors
4.375%, 01/15/2031 (A)		1,135		1,178
Macy’s
8.375%, 06/15/2025 (A)		311		344
Macy’s Retail Holdings
5.875%, 04/01/2029 (A)		1,440		1,477
Marriott Ownership Resorts
6.500%, 09/15/2026		555		580
6.125%, 09/15/2025 (A)		234		249
Mattamy Group
4.625%, 03/01/2030 (A)		1,388		1,379
Mattel
6.750%, 12/31/2025 (A)		273		287
5.875%, 12/15/2027 (A)		190		209
3.750%, 04/01/2029 (A)		98		99
3.375%, 04/01/2026 (A)		78		81
McGraw Hill
8.000%, 11/30/2024 (A)		2,075		2,093
Melco Resorts Finance
5.250%, 04/26/2026		826		859
Meritage Homes
3.875%, 04/15/2029 (A)		796		796
MGM Resorts International
6.750%, 05/01/2025		850		914
6.000%, 03/15/2023		1,285		1,377
5.750%, 06/15/2025		467		509

108 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Michaels Stores
4.750%, 10/01/2027 (A)	$	990	$	1,077
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)(F)		175		–
Monitronics International Inc
9.125%, 04/01/2020 (B)(F)		5,936		–
National CineMedia
5.875%, 04/15/2028 (A)		150		139
NCL
12.250%, 05/15/2024 (A)		1,070		1,295
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2021 (E)(F)		1,582		562
NESCO Holdings II
5.500%, 04/15/2029 (A)		71		73
Newell Brands
5.875%, 04/01/2036		90		110
4.700%, 04/01/2026		240		265
NMG Holding
7.125%, 04/01/2026 (A)		3,080		3,142
Nordstrom
8.750%, 05/15/2025 (A)		280		317
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		3,224		3,471
6.250%, 05/15/2026 (A)		1,444		1,534
Peninsula Pacific Entertainment
8.500%, 11/15/2027 (A)		4,517		4,856
Penn National Gaming
5.625%, 01/15/2027 (A)		1,300		1,349
PetSmart
7.750%, 02/15/2029 (A)		673		731
4.750%, 02/15/2028 (A)		611		626
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		623
PM General Purchaser
9.500%, 10/01/2028 (A)		233		249
Prime Security Services Borrower
5.750%, 04/15/2026		1,044		1,127
3.375%, 08/31/2027 (A)		605		587
QVC
4.750%, 02/15/2027		570		590
4.375%, 09/01/2028		278		280
Radiate Holdco
6.500%, 09/15/2028 (A)		550		581
4.500%, 09/15/2026 (A)		550		556
Remington Outdoor Company Inc
0.000%, 12/31/2049 (F)		1,245		–
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		458		534
10.875%, 06/01/2023 (A)		903		1,039
9.125%, 06/15/2023 (A)		581		640
Sabre GLBL Inc.
9.250%, 04/15/2025 (A)		168		200

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.375%, 09/01/2025 (A)	$	290	$	316
Scientific Games International
8.625%, 07/01/2025 (A)		845		919
8.250%, 03/15/2026 (A)		1,375		1,475
7.250%, 11/15/2029 (A)		435		472
7.000%, 05/15/2028 (A)		846		904
SeaWorld Parks & Entertainment
9.500%, 08/01/2025 (A)		1,935		2,103
Service International
7.500%, 04/01/2027		640		765
Shea Homes
4.750%, 02/15/2028 (A)		711		724
4.750%, 04/01/2029 (A)		825		834
Signal Parent
6.125%, 04/01/2029 (A)		340		337
Silversea Cruise Finance
7.250%, 02/01/2025 (A)		1,493		1,545
Six Flags Entertainment
5.500%, 04/15/2027 (A)		80		83
4.875%, 07/31/2024 (A)		4,128		4,168
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		668		723
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,045		1,079
Speedway Motorsports
4.875%, 11/01/2027 (A)		846		846
SRS Distribution Inc.
8.250%, 07/01/2026 (A)		1,310		1,380
Staples
10.750%, 04/15/2027 (A)		1,355		1,338
7.500%, 04/15/2026 (A)		1,753		1,849
Stars Group Holdings BV
7.000%, 07/15/2026 (A)		175		183
Station Casinos
5.000%, 10/01/2025 (A)		386		391
4.500%, 02/15/2028 (A)		510		507
Studio City Finance
5.000%, 01/15/2029 (A)		1,880		1,887
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		3,550		3,461
Superior Plus
4.500%, 03/15/2029 (A)		97		98
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,200		2,310
Tempur Sealy International
5.500%, 06/15/2026		605		632
4.000%, 04/15/2029 (A)		385		383
Tenneco
7.875%, 01/15/2029 (A)		138		155
5.375%, 12/15/2024		110		110
5.125%, 04/15/2029 (A)		2,319		2,286
5.000%, 07/15/2026		3,160		2,978

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 109

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Terrier Media Buyer
8.875%, 12/15/2027 (A)	$	2,838	$	3,054
Univision Communications
9.500%, 05/01/2025 (A)		1,580		1,730
6.625%, 06/01/2027 (A)		784		837
Vail Resorts
6.250%, 05/15/2025 (A)		437		466
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		492
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,264
4.500%, 08/15/2030 (A)		480		484
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,334		1,359
Vista Outdoor
4.500%, 03/15/2029 (A)		1,080		1,069
White Capital Buyer
6.875%, 10/15/2028 (A)		105		111
White Capital Parent
8.250%cash/0% PIK, 03/15/2026 (A)		1,710		1,783
William Carter
5.625%, 03/15/2027 (A)		225		238
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,135		1,199
5.250%, 05/15/2027 (A)		190		199
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		1,550		1,680
5.125%, 10/01/2029 (A)		250		256
Yum! Brands
7.750%, 04/01/2025 (A)		110		120
6.875%, 11/15/2037		1,065		1,289
5.350%, 11/01/2043		130		137
4.625%, 01/31/2032		217		222
3.625%, 03/15/2031		239		230
				218,535
Consumer Staples — 3.0%
Albertsons
5.875%, 02/15/2028		408		434
5.750%, 03/15/2025		61		63
4.875%, 02/15/2030		185		190
4.625%, 01/15/2027		2,072		2,148
3.500%, 02/15/2023 (A)		130		133
3.500%, 03/15/2029 (A)		1,756		1,671
3.250%, 03/15/2026 (A)		499		497
Central Garden & Pet
5.125%, 02/01/2028		265		280
4.125%, 10/15/2030		187		189
Chobani
7.500%, 04/15/2025 (A)		780		812
4.625%, 11/15/2028 (A)		1,807		1,843

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Coty
6.500%, 04/15/2026 (A)	$	2,070	$	2,086
Dole Food
7.250%, 06/15/2025 (A)		1,398		1,435
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		322
4.125%, 04/01/2029 (A)		117		116
Energizer Holdings
4.750%, 06/15/2028 (A)		469		484
4.375%, 03/31/2029 (A)		1,138		1,142
Fresh Market
9.750%, 05/01/2023 (A)		1,100		1,132
High Ridge Brands Co. (Escrow Security)
8.478%, 03/15/2025		760		–
JBS USA LUX
5.500%, 01/15/2030		1,215		1,345
Kraft Heinz Foods
3.000%, 06/01/2026		2,080		2,193
Lamb Weston Holdings
4.875%, 11/01/2026 (A)		360		373
4.875%, 05/15/2028 (A)		135		145
4.625%, 11/01/2024 (A)		1,917		1,989
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		1,955		2,001
New Albertsons
8.700%, 05/01/2030		955		1,203
Performance Food Group
6.875%, 05/01/2025 (A)		50		53
5.500%, 10/15/2027 (A)		355		371
Post Holdings
5.750%, 03/01/2027 (A)		995		1,046
5.625%, 01/15/2028 (A)		565		594
5.500%, 12/15/2029 (A)		621		665
4.625%, 04/15/2030 (A)		153		153
Primo Water Holdings
5.500%, 04/01/2025 (A)		2,427		2,494
Rite Aid
8.000%, 11/15/2026 (A)		1,310		1,375
7.700%, 02/15/2027		925		905
7.500%, 07/01/2025 (A)		2,465		2,561
Sigma Holdco BV
7.875%, 05/15/2026 (A)		4,792		4,791
Simmons Foods
4.625%, 03/01/2029 (A)		820		827
Spectrum Brands
5.750%, 07/15/2025		54		56
5.500%, 07/15/2030 (A)		267		286
5.000%, 10/01/2029 (A)		100		105
3.875%, 03/15/2031 (A)		93		91
TreeHouse Foods
4.000%, 09/01/2028		40		40

110 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Triton Water Holdings Inc.
6.250%, 04/01/2029 (A)	$	1,303	$	1,329
Turning Point Brands
5.625%, 02/15/2026 (A)		1,140		1,183
Vector Group
10.500%, 11/01/2026 (A)		2,890		3,096
5.750%, 02/01/2029 (A)		970		1,000
				47,247
Energy — 11.0%
Aethon United BR
8.250%, 02/15/2026 (A)		990		1,025
Antero Midstream Partners
7.875%, 05/15/2026 (A)		838		901
5.750%, 03/01/2027 (A)		1,622		1,622
5.750%, 01/15/2028 (A)		300		300
5.375%, 09/15/2024		865		875
Antero Resources
8.375%, 07/15/2026 (A)		1,555		1,714
7.625%, 02/01/2029 (A)		375		399
5.625%, 06/01/2023		400		401
Apache
5.100%, 09/01/2040		2,061		2,015
4.875%, 11/15/2027		1,747		1,791
4.625%, 11/15/2025		468		482
4.375%, 10/15/2028		278		277
Archrock Partners
6.250%, 04/01/2028 (A)		1,928		1,958
Ascent Resources Utica Holdings
9.000%, 11/01/2027 (A)		678		861
8.250%, 12/31/2028 (A)		2,416		2,513
7.000%, 11/01/2026 (A)		1,606		1,605
Baytex Energy
8.750%, 04/01/2027 (A)		390		354
Blue Racer Midstream
7.625%, 12/15/2025 (A)		870		938
6.625%, 07/15/2026 (A)		205		211
Buckeye Partners
4.500%, 03/01/2028 (A)		230		231
4.125%, 03/01/2025 (A)		230		235
4.125%, 12/01/2027		305		301
California Resources
7.125%, 02/01/2026 (A)		284		289
Carrizo Oil & Gas
8.250%, 07/15/2025		185		157
6.250%, 04/15/2023		175		156
Cheniere Energy
4.625%, 10/15/2028 (A)		1,045		1,087
Cheniere Energy Partners
5.625%, 10/01/2026		1,321		1,381
4.500%, 10/01/2029		6,562		6,824
4.000%, 03/01/2031 (A)		549		559

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chesapeake Energy
5.875%, 02/01/2029 (A)	$	227	$	241
5.500%, 02/01/2026 (A)		1,022		1,064
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049		3,650		–
Citgo Holding
9.250%, 08/01/2024 (A)		4,540		4,506
CITGO Petroleum
6.375%, 06/15/2026 (A)		476		480
CNX Midstream Partners
6.500%, 03/15/2026 (A)		1,035		1,053
CNX Resources
7.250%, 03/14/2027 (A)		2,240		2,406
6.000%, 01/15/2029 (A)		1,031		1,071
Comstock Resources
7.500%, 05/15/2025 (A)		190		197
6.750%, 03/01/2029 (A)		2,262		2,319
Continental Resources
5.750%, 01/15/2031 (A)		1,294		1,462
Crestwood Midstream Partners
5.750%, 04/01/2025		1,420		1,428
5.625%, 05/01/2027 (A)		265		260
CrownRock
5.625%, 10/15/2025 (A)		1,520		1,551
DCP Midstream Operating
8.125%, 08/16/2030		1,125		1,458
5.625%, 07/15/2027		638		693
5.125%, 05/15/2029		538		572
Delek Logistics Partners
6.750%, 05/15/2025		811		811
Devon Energy
7.950%, 04/15/2032		834		1,118
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		148		158
Energy Transfer
5.500%, 06/01/2027		1,564		1,613
EnLink Midstream
5.625%, 01/15/2028 (A)		195		189
5.375%, 06/01/2029		4,066		3,802
EnLink Midstream Partners
4.850%, 07/15/2026		190		184
Enviva Partners
6.500%, 01/15/2026 (A)		2,160		2,263
EP Energy (Escrow Security)
0.000%, 05/01/2021		972		–
0.000%, 06/15/2023		669		–
0.000%, 02/15/2025		653		–
EQM Midstream Partners
6.500%, 07/01/2027 (A)		712		774
6.000%, 07/01/2025 (A)		747		804
4.750%, 01/15/2031 (A)		204		198
4.500%, 01/15/2029 (A)		424		413

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 111

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
EQT
8.500%, 02/01/2030	$	540	$	689
7.625%, 02/01/2025		1,460		1,680
5.000%, 01/15/2029		92		98
3.900%, 10/01/2027		10		10
Exterran Energy Solutions
8.125%, 05/01/2025		1,819		1,673
Genesis Energy
8.000%, 01/15/2027		717		726
7.750%, 02/01/2028		708		708
6.500%, 10/01/2025		825		809
Great Western Petroleum
12.000%, 09/01/2025 (A)		1,038		924
Gulfport Energy
6.375%, 05/15/2025 (B)		183		165
6.375%, 01/15/2026 (B)		585		526
6.000%, 10/15/2024 (B)		215		192
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,990		2,139
Hess Midstream Operations
5.625%, 02/15/2026 (A)		2,043		2,111
Hilcorp Energy I
6.250%, 11/01/2028 (A)		57		59
6.000%, 02/01/2031 (A)		1,462		1,484
5.750%, 02/01/2029 (A)		2,704		2,728
Holly Energy Partners
5.000%, 02/01/2028 (A)		190		192
Laredo Petroleum
10.125%, 01/15/2028		1,574		1,509
9.500%, 01/15/2025		1,992		1,917
Marathon Oil
6.600%, 10/01/2037		1,527		1,898
MEG Energy
7.125%, 02/01/2027 (A)		1,580		1,655
6.500%, 01/15/2025 (A)		384		397
5.875%, 02/01/2029 (A)		82		82
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		1,820		1,570
7.500%, 01/15/2026 (A)		2,022		1,628
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		1,150
Nabors Industries
7.250%, 01/15/2026 (A)		155		129
5.750%, 02/01/2025		430		319
New Fortress Energy
6.750%, 09/15/2025 (A)		618		635
NGL Energy Operating
7.500%, 02/01/2026 (A)		3,396		3,485
NGL Energy Partners
7.500%, 11/01/2023		2,075		2,002
7.500%, 04/15/2026		155		132
6.125%, 03/01/2025		2,123		1,805

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern Oil and Gas
8.125%, 03/01/2028 (A)	$	1,991	$	1,980
NuStar Logistics
6.375%, 10/01/2030		685		740
6.000%, 06/01/2026		180		194
5.750%, 10/01/2025		685		733
5.625%, 04/28/2027		50		52
Oasis Midstream Partners
8.000%, 04/01/2029 (A)		248		255
Occidental Petroleum
8.875%, 07/15/2030		1,188		1,498
8.500%, 07/15/2027		1,188		1,408
8.000%, 07/15/2025		696		799
6.625%, 09/01/2030		968		1,088
6.450%, 09/15/2036		1,380		1,524
6.375%, 09/01/2028		1,771		1,944
6.125%, 01/01/2031		3,012		3,326
5.875%, 09/01/2025		721		769
5.550%, 03/15/2026		980		1,039
5.500%, 12/01/2025		2,079		2,194
4.625%, 06/15/2045		1,165		1,016
4.500%, 07/15/2044		95		81
4.400%, 04/15/2046		95		80
3.400%, 04/15/2026		753		724
3.200%, 08/15/2026		2,827		2,708
2.900%, 08/15/2024		271		268
2.700%, 02/15/2023		299		298
Ovintiv
8.125%, 09/15/2030		95		123
6.500%, 08/15/2034		65		78
Parkland Fuel
5.875%, 07/15/2027 (A)		1,255		1,338
PBF Holding
9.250%, 05/15/2025 (A)		175		178
6.000%, 02/15/2028		205		151
PDC Energy
5.750%, 05/15/2026		1,805		1,872
Peabody Energy
6.375%, 03/31/2025 (A)		769		300
Precision Drilling
7.750%, 12/15/2023		280		281
7.125%, 01/15/2026 (A)		285		277
Range Resources
8.250%, 01/15/2029 (A)		107		114
4.875%, 05/15/2025		708		700
Seventy Seven Energy (Escrow Security)
6.500%, 07/15/2022 (B)(F)		305		–
Seventy Seven Operating (Escrow Security)
6.625%, 11/15/2019 (B)(F)		1,869		–
Shelf Drilling Holdings
8.875%, 11/15/2024 (A)		335		335
8.250%, 02/15/2025 (A)		1,415		1,033

112 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SM Energy
6.625%, 01/15/2027	$	718	$	664
6.125%, 11/15/2022		105		103
5.625%, 06/01/2025		1,785		1,651
5.000%, 01/15/2024		1,288		1,211
Southwestern Energy
7.750%, 10/01/2027		838		896
7.500%, 04/01/2026		1,000		1,058
6.450%, 01/23/2025		502		536
Summit Midstream Holdings
5.750%, 04/15/2025		218		178
5.500%, 08/15/2022		1,383		1,338
Sunoco
5.875%, 03/15/2028		1,585		1,659
4.500%, 05/15/2029 (A)		668		665
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		410
6.000%, 03/01/2027 (A)		2,065		2,086
6.000%, 12/31/2030 (A)		3,516		3,476
5.500%, 09/15/2024 (A)		75		76
5.500%, 01/15/2028 (A)		70		68
Targa Resources Partners
6.875%, 01/15/2029		192		212
6.500%, 07/15/2027		2,833		3,079
5.875%, 04/15/2026		525		550
5.000%, 01/15/2028		1,056		1,100
4.875%, 02/01/2031		250		253
4.250%, 11/15/2023		65		65
4.000%, 01/15/2032 (A)		167		157
TerraForm Power Operating
4.750%, 01/15/2030 (A)		375		389
4.250%, 01/31/2023 (A)		1,164		1,202
Transocean
11.500%, 01/30/2027 (A)		1,045		896
8.000%, 02/01/2027 (A)		1,670		998
7.500%, 04/15/2031		990		474
Transocean Guardian
5.875%, 01/15/2024 (A)		1,354		1,184
Transocean Pontus
6.125%, 08/01/2025 (A)		1,593		1,505
Transocean Proteus
6.250%, 12/01/2024 (A)		816		775
USA Compression Partners
6.875%, 04/01/2026		1,365		1,400
6.875%, 09/01/2027		1,700		1,751
Valaris PLC
5.850%, 01/15/2044 (B)		2,145		279
5.400%, 12/01/2042 (B)		280		36
4.875%, 06/01/2022 (B)		480		63
Vine Energy Holdings
6.750%, 04/15/2029 (A)		1,312		1,312

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vine Oil & Gas
9.750%, 04/15/2023 (A)	$	591	$	633
8.750%, 04/15/2023 (A)		228		243
Western Gas Partners
3.950%, 06/01/2025		244		251
Western Midstream Operating
4.750%, 08/15/2028		855		893
4.650%, 07/01/2026		870		913
2.325%, VAR ICE LIBOR USD 3 Month+1.850%, 01/13/2023		520		510
WPX Energy
5.875%, 06/15/2028		81		89
5.750%, 06/01/2026		199		208
				170,769
Financials — 6.0%
Acrisure
7.000%, 11/15/2025 (A)		1,543		1,593
4.250%, 02/15/2029 (A)		1,254		1,233
AG Issuer
6.250%, 03/01/2028 (A)		856		896
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,415		1,519
AmWINS Group
7.750%, 07/01/2026 (A)		559		598
AssuredPartners
7.000%, 08/15/2025 (A)		1,625		1,676
5.625%, 01/15/2029 (A)		1,029		1,049
Bank of America
5.875%, VAR ICE LIBOR USD 3 Month+2.931%(D)		855		932
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%(D)		1,630		1,779
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.867%(D)		590		648
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+3.905%(D)		50		54
5.000%, VAR United States Secured Overnight Financing Rate+3.813%(D)		2,339		2,410
Credit Agricole
6.875%, VAR USD Swap Semi 30/360 5 Yr Curr+4.319%(A)(D)		612		679
Donnelley Financial Solutions
8.250%, 10/15/2024		603		629
Finance of America Funding
7.875%, 11/15/2025 (A)		1,688		1,746
Freedom Mortgage
8.250%, 04/15/2025 (A)		3,345		3,483

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 113

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.125%, 11/15/2024 (A)	$	1,555	$	1,611
7.625%, 05/01/2026 (A)		1,235		1,296
FS Energy and Power Fund
7.500%, 08/15/2023 (A)		900		904
Genworth Holdings
4.900%, 08/15/2023		657		645
Genworth Mortgage Holdings
6.500%, 08/15/2025 (A)		1,106		1,195
HAT Holdings I
6.000%, 04/15/2025 (A)		1,489		1,571
3.750%, 09/15/2030 (A)		724		697
Home Point Capital
5.000%, 02/01/2026 (A)		1,385		1,371
HSBC Holdings
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.649%(D)		783		773
Hunt
6.250%, 02/15/2026 (A)		937		967
5.250%, 04/15/2029 (A)		2,550		2,550
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		945		1,059
Jefferies Finance
6.250%, 06/03/2026 (A)		834		876
JPMorgan Chase
5.000%, VAR United States Secured Overnight Financing Rate+3.380%(D)		856		885
4.000%, VAR United States Secured Overnight Financing Rate+2.745%(D)		1,691		1,674
Ladder Capital Finance Holdings LLLP
5.250%, 03/15/2022 (A)		1,280		1,290
5.250%, 10/01/2025 (A)		636		636
4.250%, 02/01/2027 (A)		1,288		1,269
LD Holdings Group
6.500%, 11/01/2025 (A)		1,298		1,360
6.125%, 04/01/2028 (A)		1,265		1,286
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.760%(D)		1,965		2,191
LPL Holdings
4.625%, 11/15/2027 (A)		2,231		2,315
Merger Sub II
10.750%, 08/01/2027 (A)		1,741		1,948
MGIC Investment
5.250%, 08/15/2028		340		354
Morgan Stanley
5.875%, VAR ICE LIBOR USD 3 Month+4.435%(D)		855		962
5.300%, VAR ICE LIBOR USD 3 Month+3.160%(D)		535		551

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)	$	1,592	$	1,561
MSCI
5.375%, 05/15/2027 (A)		300		321
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		1,464		1,519
5.500%, 08/15/2028 (A)		2,822		2,833
5.125%, 12/15/2030 (A)		443		435
Navient
5.000%, 03/15/2027		706		708
New Residential Investment
6.250%, 10/15/2025 (A)		3,329		3,341
NFP
7.000%, 05/15/2025 (A)		276		296
6.875%, 08/15/2028 (A)		864		897
OneMain Finance
7.125%, 03/15/2026		2,105		2,428
6.625%, 01/15/2028		342		388
5.375%, 11/15/2029		1,172		1,247
4.000%, 09/15/2030		1,517		1,475
PennyMac Financial Services
4.250%, 02/15/2029 (A)		1,661		1,588
PRA Group
7.375%, 09/01/2025 (A)		1,465		1,568
Quicken Loans
5.250%, 01/15/2028 (A)		682		718
3.875%, 03/01/2031 (A)		642		619
3.625%, 03/01/2029 (A)		86		83
Radian Group
4.875%, 03/15/2027		550		577
Saracen Development
11.000%cash/3.000% PIK, 10/15/2025 (A)(E)(F)		2,296		2,647
Starwood Property Trust
5.500%, 11/01/2023 (A)		1,240		1,296
4.750%, 03/15/2025		1,366		1,418
StoneX Group
8.625%, 06/15/2025 (A)		778		822
United Wholesale Mortgage
5.500%, 11/15/2025 (A)		1,716		1,789
Verscend Escrow
9.750%, 08/15/2026 (A)		1,130		1,212
VistaJet Malta Finance
10.500%, 06/01/2024 (A)		3,591		3,914
Voya Financial
4.700%, VAR ICE LIBOR USD 3 Month+2.084%, 01/23/2048		778		794
WeWork
7.875%, 05/01/2025 (A)		3,090		3,059
				92,713

114 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 6.5%
Acadia Healthcare
5.500%, 07/01/2028 (A)	$	763	$	803
AdaptHealth
4.625%, 08/01/2029 (A)		69		69
Air Methods
8.000%, 05/15/2025 (A)		5,500		5,170
Akumin
7.000%, 11/01/2025 (A)		1,050		1,117
Avantor Funding
4.625%, 07/15/2028 (A)		321		335
Bausch Health
9.000%, 12/15/2025 (A)		1,695		1,841
7.250%, 05/30/2029 (A)		195		218
7.000%, 03/15/2024 (A)		723		740
7.000%, 01/15/2028 (A)		945		1,026
6.250%, 02/15/2029 (A)		3,638		3,861
6.125%, 04/15/2025 (A)		1,935		1,984
5.250%, 01/30/2030 (A)		3,604		3,618
5.250%, 02/15/2031 (A)		1,370		1,363
5.000%, 01/30/2028 (A)		890		907
5.000%, 02/15/2029 (A)		706		697
Bausch Health Americas
9.250%, 04/01/2026 (A)		385		427
8.500%, 01/31/2027 (A)		842		934
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)		58		56
Centene
5.375%, 06/01/2026 (A)		530		554
4.625%, 12/15/2029		917		992
4.250%, 12/15/2027		1,637		1,721
3.375%, 02/15/2030		320		323
Change Healthcare Holdings
5.750%, 03/01/2025		829		845
CHS
8.000%, 03/15/2026 (A)		85		92
6.875%, 04/15/2029 (A)		1,684		1,760
6.000%, 01/15/2029 (A)		120		127
5.625%, 03/15/2027 (A)		240		252
4.750%, 02/15/2031 (A)		1,110		1,084
DaVita
3.750%, 02/15/2031 (A)		2,996		2,871
Emergent BioSolutions
3.875%, 08/15/2028 (A)		3,198		3,126
Encompass Health
5.750%, 09/15/2025		915		945
4.750%, 02/01/2030		1,384		1,424
4.625%, 04/01/2031		137		142
4.500%, 02/01/2028		375		384
Endo DAC
9.500%, 07/31/2027 (A)		1,121		1,218
6.000%, 02/01/2025 (A)		698		612

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.000%, 06/30/2028 (A)	$	1,257	$	1,018
Endo Finance
5.750%, 01/15/2022 (A)		981		976
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (A)		2,134		2,156
Envision Healthcare Corporation
8.750%, 10/15/2026 (A)		2,628		1,945
Global Medical Response
6.500%, 10/01/2025 (A)		1,164		1,205
HCA
5.875%, 02/15/2026		4,455		5,107
5.875%, 02/01/2029		465		542
5.625%, 09/01/2028		130		150
5.375%, 02/01/2025		2,747		3,064
3.500%, 09/01/2030		2,485		2,514
Hill-Rom Holdings
5.000%, 02/15/2025 (A)		445		457
4.375%, 09/15/2027 (A)		1,000		1,030
Hologic
3.250%, 02/15/2029 (A)		508		502
Horizon Pharma USA
5.500%, 08/01/2027 (A)		797		851
IQVIA
5.000%, 10/15/2026 (A)		805		836
Jaguar Holding II
5.000%, 06/15/2028 (A)		95		99
4.625%, 06/15/2025 (A)		96		100
Legacy LifePoint Health
6.750%, 04/15/2025 (A)		374		397
LifePoint Health
5.375%, 01/15/2029 (A)		490		483
4.375%, 02/15/2027 (A)		5,501		5,391
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)(B)		315		221
5.500%, 04/15/2025 (A)(B)		630		443
MEDNAX
6.250%, 01/15/2027 (A)		992		1,061
Ortho-Clinical Diagnostics
7.250%, 02/01/2028 (A)		1,139		1,248
Owens & Minor
4.500%, 03/31/2029 (A)		112		113
Par Pharmaceutical
7.500%, 04/01/2027 (A)		1,757		1,868
Prestige Brands
5.125%, 01/15/2028 (A)		115		121
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		640		666
Radiology Partners
9.250%, 02/01/2028 (A)		974		1,060
RP Escrow Issuer
5.250%, 12/15/2025 (A)		1,051		1,089

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 115

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Select Medical
6.250%, 08/15/2026 (A)	$	841	$	894
Surgery Center Holdings
6.750%, 07/01/2025 (A)		828		846
Syneos Health
3.625%, 01/15/2029 (A)		625		608
Tenet Healthcare
7.500%, 04/01/2025 (A)		164		177
6.875%, 11/15/2031		595		661
6.250%, 02/01/2027 (A)		1,433		1,513
6.125%, 10/01/2028 (A)		5,877		6,121
5.125%, 05/01/2025		1,729		1,753
5.125%, 11/01/2027 (A)		480		502
4.875%, 01/01/2026 (A)		1,684		1,750
4.625%, 07/15/2024		495		503
4.625%, 06/15/2028 (A)		2,470		2,532
US Acute Care Solutions
6.375%, 03/01/2026 (A)		594		616
Varex Imaging
7.875%, 10/15/2027 (A)		1,335		1,485
				100,312
Industrials — 8.5%
ACCO Brands
4.250%, 03/15/2029 (A)		285		277
ADT Security
4.875%, 07/15/2032 (A)		1,508		1,532
Allison Transmission
5.875%, 06/01/2029 (A)		210		230
4.750%, 10/01/2027 (A)		1,632		1,734
3.750%, 01/30/2031 (A)		190		184
American Airlines
11.750%, 07/15/2025 (A)		1,184		1,464
5.750%, 04/20/2029 (A)		3,144		3,351
5.500%, 04/20/2026 (A)		2,213		2,307
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		2,134		2,134
American Woodmark
4.875%, 03/15/2026 (A)		585		600
Arconic
6.125%, 02/15/2028 (A)		729		779
5.900%, 02/01/2027		535		607
ASGN
4.625%, 05/15/2028 (A)		1,122		1,158
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		270		268
Avis Budget Car Rental
6.375%, 04/01/2024 (A)		1,080		1,098
5.375%, 03/01/2029 (A)		163		169
5.250%, 03/15/2025 (A)		195		198
Beacon Roofing Supply
4.875%, 11/01/2025 (A)		850		869

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Boeing
5.805%, 05/01/2050	$	1,112	$	1,402
5.150%, 05/01/2030		225		259
Boise Cascade
4.875%, 07/01/2030 (A)		924		968
Bombardier
7.875%, 04/15/2027 (A)		820		804
7.500%, 12/01/2024 (A)		1,856		1,854
7.500%, 03/15/2025 (A)		875		861
6.000%, 10/15/2022 (A)		4,073		4,073
Brand Industrial Services
8.500%, 07/15/2025 (A)		1,464		1,475
Brink’s
5.500%, 07/15/2025 (A)		235		248
Builders FirstSource
5.000%, 03/01/2030 (A)		853		894
BWX Technologies
5.375%, 07/15/2026 (A)		1,692		1,747
4.125%, 06/30/2028 (A)		397		401
4.125%, 04/15/2029 (A)		1,706		1,730
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		1,900		1,959
CDW
4.250%, 04/01/2028		370		383
3.250%, 02/15/2029		171		169
Clark Equipment
5.875%, 06/01/2025 (A)		696		736
Clean Harbors
4.875%, 07/15/2027 (A)		1,267		1,337
Cloud Crane
10.125%, 08/01/2024 (A)		290		303
Core & Main Holdings LP
8.625%cash/0.750% PIK, 09/15/2024 (A)		1,635		1,660
Core & Main LP
6.125%, 08/15/2025 (A)		1,331		1,366
CoreCivic
5.000%, 10/15/2022		245		247
4.625%, 05/01/2023		475		468
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,501		2,629
Delta Air Lines
7.375%, 01/15/2026		283		332
7.000%, 05/01/2025 (A)		2,035		2,343
4.750%, 10/20/2028 (A)		1,627		1,768
EnerSys
4.375%, 12/15/2027 (A)		559		572
EnPro Industries
5.750%, 10/15/2026		328		347
Fortress Transportation & Infrastructure Investors
9.750%, 08/01/2027 (A)		995		1,133

116 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.750%, 03/15/2022	$	468	$	469
6.500%, 10/01/2025 (A)		1,170		1,223
GFL Environmental
8.500%, 05/01/2027 (A)		232		255
5.125%, 12/15/2026 (A)		1,125		1,185
4.000%, 08/01/2028 (A)		874		846
3.750%, 08/01/2025 (A)		208		211
3.500%, 09/01/2028 (A)		650		630
GrafTech Finance
4.625%, 12/15/2028 (A)		1,985		1,996
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		1,895		2,137
Griffon
5.750%, 03/01/2028		450		480
H&E Equipment Services
3.875%, 12/15/2028 (A)		1,790		1,741
Harsco
5.750%, 07/31/2027 (A)		465		476
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		818		869
Herc Holdings
5.500%, 07/15/2027 (A)		2,160		2,299
Hillman Group
6.375%, 07/15/2022 (A)		3,171		3,175
Howmet Aerospace
6.875%, 05/01/2025		155		180
Icahn Enterprises
4.750%, 09/15/2024		2,305		2,394
4.375%, 02/01/2029 (A)		560		547
JELD-WEN
6.250%, 05/15/2025 (A)		235		250
4.875%, 12/15/2027 (A)		15		15
4.625%, 12/15/2025 (A)		355		359
Korn Ferry
4.625%, 12/15/2027 (A)		1,444		1,471
Masonite International
5.750%, 09/15/2026 (A)		42		44
5.375%, 02/01/2028 (A)		198		210
MasTec
4.500%, 08/15/2028 (A)		343		356
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (A)		1,306		1,430
New Enterprise Stone & Lime
6.250%, 03/15/2026 (A)		1,035		1,061
Nielsen Finance
5.875%, 10/01/2030 (A)		412		445
5.625%, 10/01/2028 (A)		412		433
5.000%, 04/15/2022 (A)		253		253
PGT Escrow Issuer
6.750%, 08/01/2026 (A)		300		319
PowerTeam Services
9.033%, 12/04/2025 (A)		2,139		2,375

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
RBS Global
4.875%, 12/15/2025 (A)	$	1,491	$	1,521
Rolls-Royce
5.750%, 10/15/2027 (A)		1,955		2,080
Sensata Technologies
5.000%, 10/01/2025 (A)		1,173		1,296
4.375%, 02/15/2030 (A)		1,779		1,866
4.000%, 04/15/2029 (A)		416		423
3.750%, 02/15/2031 (A)		414		408
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		3,630		3,691
Spirit AeroSystems
7.500%, 04/15/2025 (A)		268		288
4.600%, 06/15/2028		1,900		1,862
3.950%, 06/15/2023		1,305		1,292
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		695		785
SPX FLOW
5.875%, 08/15/2026 (A)		230		239
Standard Industries
5.000%, 02/15/2027 (A)		30		31
4.750%, 01/15/2028 (A)		725		752
3.375%, 01/15/2031 (A)		132		125
Stericycle
3.875%, 01/15/2029 (A)		109		108
Stevens Holding
6.125%, 10/01/2026 (A)		245		262
Team Health Holdings
6.375%, 02/01/2025 (A)		4,066		3,583
Terex
5.625%, 02/01/2025 (A)		710		730
5.000%, 05/15/2029 (A)		120		124
Tervita
11.000%, 12/01/2025 (A)		2,220		2,520
TransDigm
8.000%, 12/15/2025 (A)		500		544
6.250%, 03/15/2026 (A)		3,537		3,749
5.500%, 11/15/2027		1,982		2,049
4.625%, 01/15/2029 (A)		488		481
TriMas
4.875%, 10/15/2025 (A)		205		210
4.125%, 04/15/2029 (A)		224		224
Triumph Group
8.875%, 06/01/2024 (A)		344		387
7.750%, 08/15/2025		2,360		2,372
6.250%, 09/15/2024 (A)		250		254
5.250%, 06/01/2022		165		164
Tutor Perini
6.875%, 05/01/2025 (A)		4,915		5,082
Uber Technologies
7.500%, 05/15/2025 (A)		554		598

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 117

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
United Airlines Holdings
4.875%, 01/15/2025	$	1,510	$	1,538
United Rentals North America
5.500%, 05/15/2027		378		403
4.875%, 01/15/2028		875		922
Univar Solutions USA
5.125%, 12/01/2027 (A)		281		292
Wabash National
5.500%, 10/01/2025 (A)		340		348
Welbilt
9.500%, 02/15/2024		190		196
WESCO Distribution
7.250%, 06/15/2028 (A)		356		398
7.125%, 06/15/2025 (A)		356		389
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		1,277
Wolverine Escrow
13.125%, 11/15/2027 (A)		100		86
9.000%, 11/15/2026 (A)		614		613
XPO Logistics
6.750%, 08/15/2024 (A)		1,781		1,868
6.250%, 05/01/2025 (A)		215		230
6.125%, 09/01/2023 (A)		230		234
				132,455
Information Technology — 3.4%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		416
Alliance Data Systems
4.750%, 12/15/2024 (A)		840		862
AMS
7.000%, 07/31/2025 (A)		1,617		1,731
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,737
4.250%, 06/01/2028 (A)		108		108
Ascend Learning LLC
6.875%, 08/01/2025 (A)		530		543
Austin BidCo
7.125%, 12/15/2028 (A)		955		972
Avaya
6.125%, 09/15/2028 (A)		2,918		3,104
Black Knight InfoServ
3.625%, 09/01/2028 (A)		236		232
BY Crown Parent
4.250%, 01/31/2026 (A)		1,136		1,174
Castle US Holding
9.500%, 02/15/2028 (A)		1,025		1,045
CDK Global
5.875%, 06/15/2026		33		34
5.250%, 05/15/2029 (A)		190		204
CommScope
8.250%, 03/01/2027 (A)		1,973		2,111

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.125%, 07/01/2028 (A)	$	325	$	345
6.000%, 03/01/2026 (A)		600		634
CommScope Technologies
6.000%, 06/15/2025 (A)		2,654		2,707
CPI CG
8.625%, 03/15/2026 (A)		800		838
Diebold Nixdorf
9.375%, 07/15/2025 (A)		694		773
Entegris
4.625%, 02/10/2026 (A)		635		657
4.375%, 04/15/2028 (A)		725		748
Gartner
4.500%, 07/01/2028 (A)		50		52
3.750%, 10/01/2030 (A)		117		116
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,868		1,952
Hughes Satellite Systems
5.250%, 08/01/2026		549		604
Microchip Technology
4.250%, 09/01/2025 (A)		136		142
NCR
8.125%, 04/15/2025 (A)		122		134
6.125%, 09/01/2029 (A)		450		476
5.750%, 09/01/2027 (A)		1,225		1,296
5.125%, 04/15/2029 (A)		843		852
5.000%, 10/01/2028 (A)		692		699
Nuance Communications
5.625%, 12/15/2026		1,757		1,843
ON Semiconductor
3.875%, 09/01/2028 (A)		416		428
Open Text Holdings
4.125%, 02/15/2030 (A)		1,885		1,911
Plantronics
4.750%, 03/01/2029 (A)		164		161
Presidio Holdings
8.250%, 02/01/2028 (A)		567		617
4.875%, 02/01/2027 (A)		160		164
PTC
4.000%, 02/15/2028 (A)		1,438		1,460
3.625%, 02/15/2025 (A)		549		563
Science Applications International
4.875%, 04/01/2028 (A)		1,982		2,049
Seagate HDD Cayman
5.750%, 12/01/2034		856		971
3.375%, 07/15/2031 (A)		1,221		1,174
3.125%, 07/15/2029 (A)		1,865		1,801
SS&C Technologies
5.500%, 09/30/2027 (A)		498		530
Switch
3.750%, 09/15/2028 (A)		58		57
Synaptics
4.000%, 06/15/2029 (A)		1,224		1,215

118 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Twilio
3.875%, 03/15/2031	$	479	$	489
3.625%, 03/15/2029		479		485
Veritas US
10.500%, 02/01/2024 (A)		1,031		1,055
7.500%, 09/01/2025 (A)		3,280		3,411
Viasat
6.500%, 07/15/2028 (A)		2,455		2,585
5.625%, 09/15/2025 (A)		1,548		1,573
Xerox Holdings
5.500%, 08/15/2028 (A)		278		288
5.000%, 08/15/2025 (A)		278		289
ZoomInfo Technologies
3.875%, 02/01/2029 (A)		19		19
				52,436
Materials — 7.2%
Alcoa Nederland Holding BV
7.000%, 09/30/2026 (A)		285		301
6.750%, 09/30/2024 (A)		495		512
6.125%, 05/15/2028 (A)		1,098		1,196
5.500%, 12/15/2027 (A)		200		215
Allegheny Technologies
7.875%, 08/15/2023		1,764		1,913
5.875%, 12/01/2027		999		1,034
Arconic
6.000%, 05/15/2025 (A)		283		305
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		2,092		2,196
Ardagh Packaging Finance
6.000%, 02/15/2025 (A)		356		367
5.250%, 04/30/2025 (A)		1,280		1,345
5.250%, 08/15/2027 (A)		455		466
4.125%, 08/15/2026 (A)		993		1,019
Ashland
6.875%, 05/15/2043		851		1,064
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		412
3.375%, 02/15/2029 (A)		205		200
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,170		4,410
Berry Global
4.500%, 02/15/2026 (A)		1,343		1,377
Big River Steel
6.625%, 01/31/2029 (A)		264		288
Boart Longyear Management Pty
10.000%cash/4.500% PIK, 12/31/2022		2,103		1,609
BWAY Holding
7.250%, 04/15/2025 (A)		1,994		1,994
Carpenter Technology
6.375%, 07/15/2028		184		198

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CEMEX Materials
7.700%, 07/21/2025 (A)	$	920	$	1,049
CF Industries
5.150%, 03/15/2034		228		261
4.950%, 06/01/2043		682		781
Chemours
7.000%, 05/15/2025		320		329
5.750%, 11/15/2028 (A)		2,436		2,565
5.375%, 05/15/2027		511		542
Clearwater Paper
5.375%, 02/01/2025 (A)		910		965
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		139		137
4.625%, 03/01/2029 (A)		193		193
Compass Minerals International
6.750%, 12/01/2027 (A)		1,120		1,198
Constellium
5.875%, 02/15/2026 (A)		1,316		1,356
5.750%, 05/15/2024 (A)		847		858
5.625%, 06/15/2028 (A)		495		522
3.750%, 04/15/2029 (A)		267		255
Cornerstone Chemical
6.750%, 08/15/2024 (A)		6,420		6,051
Crown Americas
4.750%, 02/01/2026		835		866
4.250%, 09/30/2026		2,195		2,332
CVR Partners
9.250%, 06/15/2023 (A)		1,905		1,922
Element Solutions
3.875%, 09/01/2028 (A)		1,772		1,750
First Quantum Minerals
7.500%, 04/01/2025 (A)		1,350		1,394
6.875%, 03/01/2026 (A)		1,941		2,009
6.875%, 10/15/2027 (A)		693		743
6.500%, 03/01/2024 (A)		1,189		1,207
Flex Acquisition
7.875%, 07/15/2026 (A)		822		862
FMG Resources August 2006 Pty
4.375%, 04/01/2031 (A)		147		150
Forterra Finance
6.500%, 07/15/2025 (A)		185		199
Freeport-McMoRan
5.450%, 03/15/2043		2,690		3,230
5.400%, 11/14/2034		589		701
4.625%, 08/01/2030		526		572
4.375%, 08/01/2028		696		738
4.125%, 03/01/2028		334		351
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		592
Graham Packaging Company
7.125%, 08/15/2028 (A)		85		90

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 119

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Greif
6.500%, 03/01/2027 (A)	$	345	$	364
Hecla Mining
7.250%, 02/15/2028		620		665
Hexion
7.875%, 07/15/2027 (A)		1,365		1,468
IAMGOLD
5.750%, 10/15/2028 (A)		1,860		1,884
INEOS Group Holdings
5.625%, 08/01/2024 (A)		1,340		1,357
Innophos Holdings
9.375%, 02/15/2028 (A)		1,790		1,929
Kraton Polymers
4.250%, 12/15/2025 (A)		798		801
LABL Escrow Issuer
10.500%, 07/15/2027 (A)		290		323
6.750%, 07/15/2026 (A)		390		418
LSB Industries
9.625%, 05/01/2023 (A)		5,050		5,177
Mineral Resources
8.125%, 05/01/2027 (A)		2,205		2,437
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		2,470		2,266
New Gold Inc
7.500%, 07/15/2027 (A)		1,010		1,046
6.375%, 05/15/2025 (A)		199		205
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)		2,115		–
Nouryon Holding BV
8.000%, 10/01/2026 (A)		455		483
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		619
5.000%, 05/01/2025 (A)		1,800		1,876
4.875%, 06/01/2024 (A)		300		314
Novelis
5.875%, 09/30/2026 (A)		1,884		1,972
4.750%, 01/30/2030 (A)		745		767
OCI
5.250%, 11/01/2024 (A)		1,779		1,850
4.625%, 10/15/2025 (A)		635		656
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		1,195		1,299
6.375%, 08/15/2025 (A)		600		663
5.875%, 08/15/2023 (A)		679		727
Rain CII Carbon
7.250%, 04/01/2025 (A)		4,700		4,865
Reichhold Industries
9.000%, 05/08/2017 (A)(B)(F)		859		–
Reynolds Group Issuer
4.000%, 10/15/2027		1,125		1,102
Scotts Miracle-Gro
4.500%, 10/15/2029		84		87

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 04/01/2031 (A)	$	639	$	630
Summit Materials
5.250%, 01/15/2029		119		124
5.125%, 06/01/2025 (A)		1,302		1,322
Taseko Mines
7.000%, 02/15/2026 (A)		1,659		1,689
Trident TPI Holdings
9.250%, 08/01/2024 (A)		1,410		1,495
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		473
5.125%, 04/01/2029 (A)		156		161
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		453		492
5.500%, 08/15/2026 (A)		599		628
Tronox
6.500%, 05/01/2025 (A)		507		544
4.625%, 03/15/2029 (A)		1,038		1,039
United States Steel
6.875%, 08/15/2025		778		793
6.875%, 03/01/2029		1,444		1,480
Valvoline
4.250%, 02/15/2030 (A)		185		189
Venator Finance Sarl
9.500%, 07/01/2025 (A)		871		973
5.750%, 07/15/2025 (A)		2,400		2,328
Warrior Met Coal
8.000%, 11/01/2024 (A)		1,350		1,384
				112,555
Real Estate — 2.2%
Brookfield Property
5.750%, 05/15/2026		5,328		5,481
Diversified Healthcare Trust
9.750%, 06/15/2025		2,080		2,355
4.375%, 03/01/2031		645		630
GEO Group
5.125%, 04/01/2023		35		31
Howard Hughes
5.375%, 08/01/2028 (A)		562		591
Iron Mountain
5.250%, 03/15/2028 (A)		756		785
5.250%, 07/15/2030 (A)		765		789
5.000%, 07/15/2028 (A)		990		1,012
4.875%, 09/15/2027 (A)		1,667		1,706
4.875%, 09/15/2029 (A)		1,000		1,012
4.500%, 02/15/2031 (A)		268		265
iStar
4.750%, 10/01/2024		566		589
4.250%, 08/01/2025		1,119		1,127
Kennedy-Wilson
5.000%, 03/01/2031		94		95
4.750%, 03/01/2029		95		96

120 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027	$	204	$	225
5.625%, 05/01/2024		1,130		1,213
4.625%, 06/15/2025 (A)		261		275
4.500%, 09/01/2026		1,618		1,694
4.500%, 01/15/2028		95		98
3.875%, 02/15/2029 (A)		227		226
QualityTech
3.875%, 10/01/2028 (A)		1,317		1,310
Realogy Group
9.375%, 04/01/2027 (A)		998		1,105
RHP Hotel Properties
5.000%, 04/15/2023		415		415
4.750%, 10/15/2027		355		363
4.500%, 02/15/2029 (A)		164		165
Service Properties Trust
4.950%, 02/15/2027		2,565		2,536
3.950%, 01/15/2028		1,961		1,814
Uniti Group
7.875%, 02/15/2025		813		880
7.125%, 12/15/2024 (A)		115		118
6.500%, 02/15/2029 (A)		163		162
6.000%, 04/15/2023 (A)		240		244
VICI Properties
4.625%, 12/01/2029 (A)		448		465
4.250%, 12/01/2026 (A)		429		439
4.125%, 08/15/2030 (A)		711		717
3.750%, 02/15/2027 (A)		580		581
XHR
6.375%, 08/15/2025 (A)		1,810		1,912
				33,521
Utilities — 1.6%
Calpine
5.000%, 02/01/2031 (A)		373		364
4.625%, 02/01/2029 (A)		140		136
4.500%, 02/15/2028 (A)		2,881		2,905
3.750%, 03/01/2031 (A)		3,114		2,968
NRG Energy
7.250%, 05/15/2026		305		317
6.625%, 01/15/2027		1,113		1,158
5.250%, 06/15/2029 (A)		100		107
3.625%, 02/15/2031 (A)		2,153		2,099
3.375%, 02/15/2029 (A)		590		576
Pacific Gas and Electric
4.750%, 02/15/2044		337		342
4.300%, 03/15/2045		394		382
3.950%, 12/01/2047		840		771
PG&E
5.250%, 07/01/2030		2,588		2,747
5.000%, 07/01/2028		568		600

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pike
5.500%, 09/01/2028 (A)	$	1,536	$	1,563
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		1,895		1,909
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		745		762
Talen Energy Supply
7.625%, 06/01/2028 (A)		556		563
6.625%, 01/15/2028 (A)		1,035		1,034
Vistra Operations
5.625%, 02/15/2027 (A)		462		480
5.500%, 09/01/2026 (A)		360		373
5.000%, 07/31/2027 (A)		2,456		2,533
4.300%, 07/15/2029 (A)		808		853
				25,542
Total Corporate Obligations (Cost $1,098,704) ($ Thousands)				1,126,942
ASSET-BACKED SECURITIES — 11.5%
Other Asset-Backed Securities — 11.5%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9 (H)
0.735%, VAR ICE LIBOR USD 1 Month+0.550%, 03/15/2019 (A)(B)(F)		587		21
Apex Credit CLO, Ser 2020-1A, Cl E1
7.809%, VAR ICE LIBOR USD 3 Month+7.560%, 10/20/2031 (A)		1,258		1,233
Ares XXXIV CLO, Ser 2020-2A, Cl FR
8.823%, VAR ICE LIBOR USD 3 Month+8.600%, 04/17/2033 (A)(F)		1,446		1,359
B&M CLO, Ser 2014-1A, Cl E
5.973%, VAR ICE LIBOR USD 3 Month+5.750%, 04/16/2026 (A)(F)		2,480		1,438
Battalion CLO VII, Ser 2014-7A
0.000%, 07/17/2028 (A)(F)(I)		4,490		1,616
Battalion CLO VIII, Ser 2015-8A
0.000%, 07/18/2030 (A)(E)(F)(I)		3,390		2,441
Battalion CLO X, Ser 2016-10A
0.000%, 01/25/2035 (A)(F)(I)		4,450		4,227
Battalion CLO XI, Ser 2017-11A
0.000%, 10/24/2029 (A)(F)(I)		5,857		4,803
Battalion CLO XII, Ser 2018-12A
0.000%, 05/17/2031 (A)(F)(I)		4,663		3,730
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (F)(I)		3,427		2,639

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 121

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Battalion CLO XVI, Ser 2019-16A
0.000%, 12/19/2032 (A)(F)(I)	$	2,128	$	1,958
Battalion CLO, Warehouse Note
0.000% (F)(J)		3,119		3,119
Benefit Street Partners CLO III, Ser 2013-IIIA
0.000%, 07/20/2029 (A)(F)(I)		2,531		860
Benefit Street Partners CLO IV
0.000%, 07/20/2026 * (A)(F)(I)		7		3,395
Benefit Street Partners CLO IX
0.000%, 07/20/2025 * (A)(F)(I)		2,293		1,559
Benefit Street Partners CLO V
0.000%, 10/20/2026 * (A)(F)(I)		6,387		1
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (F)(I)		10,259		6,207
Benefit Street Partners CLO VI, Ser 2015-VIA
0.000%, 10/18/2029 (A)(F)(I)		7,502		3,151
Benefit Street Partners CLO VII, Ser 2015-VIII
0.000%, 07/18/2027 (F)(I)		6,715		2,368
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 * (A)(E)(F)(I)		6,720		3,898
Benefit Street Partners CLO X, Ser 2016-10A
0.000%, 04/20/2034 (A)(F)(I)		7,631		4,426
Benefit Street Partners CLO XII, Ser 2017- 12A, Cl C
3.291%, VAR ICE LIBOR USD 3 Month+3.050%, 10/15/2030 (A)(F)		1,238		1,201
Benefit Street Partners CLO XIV, Ser 2018-14A
0.000%, 04/20/2031 (A)(F)(I)		3,809		2,857
Benefit Street Partners CLO XVIII, Ser 2019-18A
0.000%, 10/15/2032 (A)(F)(I)		3,486		2,637
Benefit Street Partners CLO XX, Ser 2020-20A
0.000%, 07/15/2031 (A)(F)(I)		2,261		2,426
Benefit Street Partners CLO XXIII, Ser 2021- 23A, Cl Sub
0.000%, 04/25/2034 (F)		5,130		4,322
Benefit Street Partners CLO, Warehouse Note
0.000%, (F)(J)		3,157		3,157
Bighorn III, Warehouse Note
0.000%, (F)(J)		3,390		3,390
Blue Ridge CLO II, Ser 2014-2A, Cl D
5.023%, VAR ICE LIBOR USD 3 Month+4.800%, 07/18/2026 (A)(F)		2,277		1,480
Blue Ridge CLO II, Ser 2014-2A, Cl E
6.023%, VAR ICE LIBOR USD 3 Month+5.800%, 07/18/2026 (A)(B)(F)		2,639		224

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Cathedral Lake CLO, Ser 2015-3A
0.000%, 01/15/2026 (A)(F)(I)	$	2,725	$	1,144
Cathedral Lake V, Ser 2018-5A
0.000%, 10/21/2030 (A)(F)(I)		3,139		1,569
Great Lakes CLO, Ser 2014-1A
0.000%, 10/15/2029 (A)(F)(I)		4,860		2,187
Great Lakes CLO, Ser 2015-1A
0.000%, 01/16/2030 (A)(F)(I)		4,519		2,260
Great Lakes CLO, Ser 2015-1A, Cl ER
8.000%, VAR ICE LIBOR USD 3 Month+7.360%, 01/16/2030 (A)(F)		3,253		3,027
Great Lakes CLO, Ser 2015-1A, Cl FR
11.000%, VAR ICE LIBOR USD 3 Month+10.000%, 01/16/2030 (A)(B)(F)		1,198		1,091
Great Lakes CLO, Ser 2017-1A, Cl ER
7.741%, VAR ICE LIBOR USD 3 Month+7.500%, 10/15/2029 (A)(F)		3,321		3,223
Great Lakes CLO, Ser 2017-1A, Cl FR
10.241%, VAR ICE LIBOR USD 3 Month+10.000%, 10/15/2029 (A)(F)		1,940		1,801
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A
0.000%, 10/20/2029 (A)(F)(I)		2,484		1,242
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A
0.000%, 07/20/2029 (A)(F)(I)		651		560
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl D
7.784%, VAR ICE LIBOR USD 3 Month+7.560%, 07/20/2029 (A)(F)		3,223		3,162
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A
0.000%, 04/18/2030 (A)(F)(I)		1,169		739
Ivy Hill Middle Market Credit Fund XIV,
Ser 2018-14A, Cl D 7.293%, VAR ICE LIBOR USD 3 Month+7.070%, 04/18/2030 (A)(F)		1,559		1,481
JFIN CLO, Ser 2018-1A, Cl BR
2.574%, VAR ICE LIBOR USD 3 Month+2.350%, 07/20/2028 (A)(F)		1,757		1,757
LCM CLO, Ser 31A
0.000%, 01/20/2032 (F)(I)		1,115		870
Lockwood Grove CLO, Ser 2014-1A
0.000%, 01/25/2030 (A)(F)(I)		3,797		2,506
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
6.068%, VAR ICE LIBOR USD 3 Month+5.850%, 01/25/2030 (A)(F)		2,499		2,399

122 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman CLO XXII, Ser 2016-22A
0.000%, 10/17/2027 (A)(F)(I)	$	3,640	$	2,257
Neuberger Berman CLO XXII, Ser 2016-22A, Cl F
0.100%, 10/17/2030 (A)(F)		112		18
Neuberger Berman Loan Advisers CLO
0.000%, 10/20/2032 (F)(I)		3,438		3,301
Neuberger Berman Loan Advisers CLO, Ser 2020-36A
0.114%, 04/20/2033 (A)(F)(K)		14		13
0.000%, 04/20/2033 (A)(F)(I)		1,095		931
Neuberger Berman Loan Advisers CLO, Ser 2020-39
0.000%, 01/20/2032 (E)(F)(I)		3,294		2,907
Neuberger Berman Loan Advisers CLO, Ser 2021-41
0.000%, 04/15/2034 (F)(I)		2,670		2,328
Neuberger Berman Loan Advisers, Warehouse Note
0.000% (E)(F)(J)		2,713		2,581
NewStar Clarendon Fund CLO, Ser 2015-1A, Cl E
6.268%, VAR ICE LIBOR USD 3 Month+6.050%, 01/25/2027 (A)(E)(F)		3,439		3,350
NewStar Exeter Fund CLO, Ser 2015-1A, Cl E
7.424%, VAR ICE LIBOR USD 3 Month+7.200%, 01/20/2027 (A)(F)		3,890		3,579
NewStar Fairfield Fund CLO, Ser 2015-2A
0.000%, 04/20/2030 (A)(F)(I)		7,983		3,952
OCP CLO, Ser 2017-14A
0.000%, 11/20/2030 (A)(F)(I)		1,655		1,158
OCP CLO, Ser 2020-19A
0.000%, 07/20/2031 (A)(F)(I)		1,224		1,236
OCP CLO, Warehouse Note
0.000% (F)(J)		5,356		5,259
Shackleton CLO, Ser 2014-6A
0.000%, 07/17/2026 (A)(F)(I)		7,935		1
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (F)(I)		6,388		2,300
Shackleton CLO, Ser 2019-14A
0.000%, 07/20/2030 (A)(F)(I)		1,999		1,559
TCP Whitney CLO, Ser 2017-1I
0.000%, 08/20/2029 (F)(I)		9,085		7,404
TCW CLO, Ser 2017-1A
0.000%, 07/29/2029 (A)(F)(I)		4,194		2,894
TCW CLO, Ser 2018-1A
0.000%, 04/25/2031 (A)(F)(I)		2,978		2,353
TCW CLO, Ser 2019-2A
0.000%, 10/20/2032 (A)(F)(I)		3,528		2,611
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (F)(I)		5,111		3,169

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Telos CLO, Ser 2018-5A, Cl BR
1.703%, VAR ICE LIBOR USD 3 Month+1.480%, 04/17/2028 (A)(F)	$	1,001	$	987
Venture 35 CLO, Ser 2018-35A
0.000%, 10/22/2031 (A)(F)(I)		11,892		5,946
Venture CDO, Ser 2016-25A
0.000%, 04/20/2029 (A)(F)(I)		2,030		1,177
Venture XXVI CLO, Ser 2017-26A
0.000%, 01/20/2029 (A)(F)(I)		1,609		724
Venture XXVIII CLO, Ser 2017-28A
0.000%, 07/20/2030 (A)(F)(I)		3,228		1,775
Voya CLO, Ser 2020-2
0.000%, 07/21/2031 (F)(I)		4,915		5,417
Total Asset-Backed Securities (Cost $139,461) ($ Thousands)				178,348
LOAN PARTICIPATIONS — 11.1%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.609%, 03/04/2027 (K)		177		175
AAdvantage Loyalty IP Ltd., Initial Term Loan, 1st Lien
5.500%, 04/20/2028 (L)		3,059		3,131
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (L)		1,695		1,690
AI Aqua Merger Sub Inc., Tranche B-1 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 12/13/2023		2,139		2,135
Alvogen Pharma US Inc., January 2020 Loan, 1st Lien
6.250%, 12/31/2023		1,266		1,259
AMC Entertainment Holdings Inc., Term Loan B-1, 1st Lien
3.195%, VAR LIBOR+3.000%, 04/22/2026 (L)		1,529		1,317
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (F)		859		902
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (L)		2,747		2,679
American Trailer World Corp., Initial Term Loan, 1st Lien
4.500%, 03/03/2028		643		638
Ankura Consulting Group LLC, Closing Date Term Loan, 1st Lien
5.250%, 03/17/2028		505		501
AP Gaming I LLC, Incremental Term Loan B, 1st Lien
4.500%, 02/15/2024		722		706

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 123

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Apollo Commercial Real Estate Finance Inc., Term Loan B-1, 1st Lien
4.000%, 03/11/2028	$	758	$	748
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (E)(F)		167		167
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/07/2025 (E)(F)		975		975
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien
8.500%, 11/24/2028 (K)		1,060		1,063
Ascend Learning LLC, Amendment No. 2 Incremental Term Loan, 1st Lien
4.750%, 07/12/2024		93		93
Ascend Learning LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 07/12/2024		140		139
Asurion LLC, New Term Loan B, 1st Lien
3.365%, VAR LIBOR+3.250%, 12/23/2026		658		654
Asurion LLC, New Term Loan B, 2nd Lien
5.365%, 01/31/2028 (L)		884		899
Autokiniton, Term Loan B, 1st Lien
5.250%, 03/26/2028 (L)		651		652
Avianca Holdings S.A., DIP Delayed Draw Loan A-1, 1st Lien
12.500%, 11/10/2021 (F)(L)		1,416		1,422
10.500%, 11/10/2021		169		1
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 06/02/2025 (L)		441		440
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (F)		389		378
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
7.500%, 04/23/2024 (F)(L)		2,051		1,880
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024 (K)(L)		889		676
Buckeye Partners L.P., Term Loan B-1, 1st Lien
2.365%, 11/01/2026		228		226
BWay Holding Company , Initial Term Loan, 1st Lien
3.443%, VAR LIBOR+3.250%, 04/03/2024		1,715		1,677
Caesars Resort Collection LLC, Term Loan B-1, 1st Lien
4.615%, VAR LIBOR+4.500%, 07/21/2025 (L)		1,965		1,968

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023	$	1,407	$	1,400
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
5.500%, 08/08/2023 (F)		2,333		2,100
CBAC Borrower LLC, Term Loan B, 1st Lien
4.109%, 07/08/2024 (K)		1,494		1,433
CCI Buyer Inc., Initial Term Loan, 1st Lien
4.750%, 12/17/2027		168		168
Cengage Learning Inc., 2016 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/07/2023 (L)		2,646		2,615
Cenveo Corporation, Exit Term Loan, 1st Lien
10.500%, 06/07/2023 (F)		2,322		2,275
Claire’s Stores Inc., Initial Term Loan, 1st Lien
6.615%, VAR LIBOR+6.500%, 12/18/2026		1,127		1,063
Clarios Global LP, Initial Dollar Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 04/30/2026 (L)		679		671
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 11/08/2027		771		769
ConvergeOne Holdings Corp., Initial Term Loan, 1st Lien
5.109%, VAR LIBOR+5.000%, 01/04/2026		2,774		2,673
Cornerstone OnDemand Inc., Term Loan, 1st Lien
4.361%, VAR LIBOR+4.250%, 04/22/2027		169		169
Delta Topco Inc., Initial Term Loan, 2nd Lien
8.000%, 12/01/2028 (K)		891		910
E.W. Scripps Company, Term Loan B, 1st Lien
3.750%, 01/07/2028		595		592
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 03/07/2022 (F)		2,168		2,136
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (L)		758		750
Endurance International Group Holdings Inc., Initial Term Loan, 1st Lien
4.250%, 02/10/2028 (L)		961		950

124 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Enterprise Development Authority, Term Loan B, 1st Lien
5.000%, 02/18/2028 (L)	$	2,818	$	2,825
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.859%, VAR LIBOR+3.750%, 10/10/2025 (L)		5,739		4,938
Epic Crude Services LP, Term Loan, 1st Lien
5.260%, VAR LIBOR+5.000%, 03/02/2026		1,711		1,242
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027 (L)		4,341		3,734
eResearchTechnology Inc., Initial Term Loan, 1st Lien
5.500%, 02/04/2027 (L)		2,382		2,383
Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien
9.500%, 06/30/2027 (F)		273		269
Forest City Enterprises L.P., Replacement Term Loan, 1st Lien
3.615%, 12/08/2025		551		538
Gannett Holdings LLC, Term Loan, 1st Lien
7.750%, 02/09/2026		1,286		1,294
Gates Global LLC, Initial B-2 Dollar Term Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 04/01/2024		411		410
Getty Images Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR+4.500%, 02/19/2026 (L)		515		510
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025		214		214
Global Medical Response Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 03/14/2025		1,006		999
Grab Holdings Inc., Initial Term Loan, 1st Lien
5.500%, 01/29/2026		3,448		3,500
Graham Packaging Company Inc., Initial Term Loan, 1st Lien
3.750%, 08/04/2027 (L)		349		346
Green Energy Partners/Stonewall LLC, Term Loan B-1 Conversion Advances, 1st Lien
6.500%, VAR LIBOR+5.500%, 11/13/2021 (F)		397		370
Greeneden U.S. Holdings I LLC, Initial Dollar Term Loan, 1st Lien
4.750%, 12/01/2027		285		285

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Gulf Finance LLC, Term Loan B, 1st Lien
6.250%, 08/25/2023 (L)	$	1,992	$	1,645
Hercules Achievement Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 12/16/2024		307		296
Hoffmaster Group, Term Loan B, 1st Lien
5.000%, 11/21/2023 (F)(L)		505		466
Hub International Limited, Initial Term Loan, 1st Lien
2.965%, VAR LIBOR+3.000%, 04/25/2025 (L)		1,050		1,034
iHeartCommunications Inc., New Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 05/01/2026 (L)		474		468
Indivior Finance S.a r.l., 2017 Replacement USD Term Loan, 1st Lien
5.500%, 12/19/2022 (F)		639		635
Informatica LLC, Dollar 2020 Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 02/25/2027		97		96
IRB Holding Corp., Fourth Amendment Incremental Term Loan, 1st Lien
4.250%, 12/15/2027 (K)(L)		229		228
Ivanti Software Inc., First Amendment Term Loan, 1st Lien
4.750%, 12/01/2027 (L)		302		300
Ivanti Software Inc., Initial Term Loan, 1st Lien
5.750%, 12/01/2027		1,525		1,530
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/23/2023 (B)		2,253		6
Journey Personal Care Corp., Initial Term Loan, 1st Lien
5.000%, 03/01/2028 (L)		2,030		2,031
Knight Energy Services, Exit Facility Loan
8.500%, 02/09/2024 (F)		62		—
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 08/29/2022 (L)		4,101		4,070
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.000%, 10/01/2024 (K)(L)		5,904		5,720
Liftoff Mobile Inc., Initial Term Loan, 1st Lien
4.250%, 03/17/2028		769		765

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 125

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR+8.125%, 02/16/2022	$	5,371	$	5,304
Mavenir Systems Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.000%, 05/08/2025 (F)		1,548		1,544
McGraw Hill LLC, Term Loan B, 1st Lien
5.750%, 11/01/2024 (L)		2,082		2,077
Meredith Corporation, Tranche B-3 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 01/31/2025		318		322
Mileage Plus Holdings LLC, Initial Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/21/2027		937		994
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/13/2024		1,083		1,060
MLN US HoldCo LLC, Term Loan B, 1st Lien
4.603%, VAR LIBOR+4.500%, 11/30/2025		802		702
Monitronics International Inc, Term Loan, 1st Lien
7.750%, 03/29/2024 (F)		218		212
Navitas Midstream Midland Basin LLC, Initial Term Loan, 1st Lien
5.500%, 12/13/2024		1,111		1,110
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
2.860%, VAR LIBOR+3.000%, 10/01/2025		539		530
Optiv, Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 02/01/2024		1,293		1,245
Park River Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 12/28/2027		128		127
Peak 10 Holding Corporation, Initial Term Loan, 1st Lien
3.703%, VAR LIBOR+3.500%, 08/01/2024		4,674		4,347
Penney Borrower LLC, Initial Loan, 1st Lien
9.500%, 12/07/2026 (L)		1,026		958
Peraton Corp., Delayed Draw Term Loan B, 1st Lien
4.500%, 02/01/2028 (L)		638		637
Peraton Corp., Term Loan B, 1st Lien
4.500%, 02/01/2028 (L)		362		362

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Petco Health & Wellness Company Inc., Initial Term Loan, 1st Lien
4.000%, 03/03/2028 (L)	$	350	$	348
PetSmart LLC, Initial Term Loan, 1st Lien
4.250%, 02/11/2028 (L)		2,020		2,016
Plantronics Inc., Initial Term Loan B, 1st Lien
2.615%, 07/02/2025		905		892
Playtika Holding Corp., Term Loan B-1, 1st Lien
2.750%, 03/13/2028 (L)		1,310		1,302
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.212%, 07/31/2025 (L)		4,451		4,037
Premier Brands Group Holdings LLC, Term Loan, 1st Lien
8.254%, 03/19/2024		348		237
8.187%, 03/19/2024		373		254
Rent-A-Center Inc., Initial Term Loan, 1st Lien
4.750%, 02/17/2028		2,618		2,629
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 09/07/2023 (L)		4,926		2,309
S&S Holdings LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028		758		736
Sabre GLBL Inc., Term Loan B, 1st Lien
4.115%, 12/17/2027		929		938
Schweitzer-Mauduit International Inc., Term Loan B, 1st Lien
4.500%, 01/27/2028 (L)		932		928
Serta Simmons Bedding LLC, Initial Exchange Term Loan, 1st Lien
8.500%, 08/10/2023 (L)		384		366
Shutterfly, Insitutional Term Loan, 1st Lien
7.000%, 09/25/2026 (L)		208		209
SIJ LLC, Term Loan, 1st Lien
10.000%, 07/15/2026 (F)		3,075		3,044
Sotera Health Holdings LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026		1,651		1,645
SP PF Buyer LLC, Closing Date Term Loan, 1st Lien
4.615%, 12/22/2025		1,509		1,454
SRS Distribution Inc., Term Loan B, 1st Lien
3.146%, 05/23/2025 (L)		722		714
Staples Inc., 2019 Refinancing New Term Loan B-1, 1st Lien
5.205%, VAR LIBOR+5.000%, 04/16/2026 (L)		3,152		3,070

126 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Steinway Musical Instruments Inc., Closing Date Loan, 1st Lien
4.750%, 02/14/2025	$	448	$	442
Sunshine Luxembourg VII S.a.r.l., Term Loan B-3, 1st Lien
4.500%, 10/01/2026 (L)		788		786
Syniverse Holdings Inc., Initial Term Loan, 2nd Lien
10.000%, 03/11/2024		1,125		1,095
Syniverse Holdings Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR+5.000%, 03/09/2023 (L)		6,355		6,260
Team Health Holdings Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/06/2024		4,312		4,000
Thryv Inc., Initial Term Loan, 1st Lien
9.500%, 03/01/2026		1,285		1,286
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.267%, VAR LIBOR+3.000%, 03/28/2025		1,067		1,044
Tortoise Borrower LLC, Initial Term Loan, 1st Lien
4.500%, 01/31/2025 (L)		1,026		908
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien
6.500%, VAR LIBOR+4.000%, 09/27/2024 (F)(L)		1,729		1,712
Triton Water Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 03/31/2028 (L)		1,308		1,302
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (L)		1,931		1,951
Twin River Worldwide Holdings Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 05/11/2026 (F)		756		808
U.S. Renal Care Inc., Initial Term Loan, 1st Lien
5.125%, VAR LIBOR+5.000%, 06/26/2026		483		480
Valaris PLC, DIP Term Loan
0.000%, 08/17/2021 (E)(F)(L)		1,115		1,113
VeriFone Systems Inc., Initial Term Loan, 1st Lien
4.182%, 08/20/2025 (L)		1,531		1,492
Vertic Group Corporation, Term Loan, 1st Lien
3.119%, 03/02/2027		149		147

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Vertical Midco GmbH, Facility B (USD) Term Loan, 1st Lien
4.478%, VAR LIBOR+4.250%, 07/30/2027	$	276	$	276
White Cap Buyer LLC, Initial Closing Date Term Loan, 1st Lien
4.500%, 10/19/2027		443		442
Wilsonart LLC, Term Loan D, 1st Lien
4.250%, VAR LIBOR+3.250%, 12/19/2023		1,137		1,134
Wilsonart LLC, Term Loan E, 1st Lien
4.500%, 12/19/2026 (L)		695		693
Wok Holdings Inc., Initial Term Loan, 1st Lien
6.365%, 03/01/2026		650		618
Woodford Express LLC, Initial Term Loan, 1st Lien
6.000%, 01/27/2025		1,963		1,781
Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 03/09/2027 (L)		307		305
Total Loan Participations (Cost $169,871) ($ Thousands)				171,746
	Shares
COMMON STOCK — 2.0%
21st Century Oncology Private Company *(E)(F)		15,311		172
Aquity Holdings Inc *(F)		85,745		900
Arctic Canadian Diamond Company Ltd.		1,054		–
Aspect Software, Cl CR1 *(F)		27,500		–
Aspect Software, Cl CR2 *(F)		11,134		–
Battalion Oil *		607		7
Berry Corp		331,646		1,827
Cenveo Corporation *(F)		38,426		442
CHC Group LLC *		7,983		–
Chesapeake Energy *		4,043		175
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		364
Copper Property Pass-Through Certificates		147,922		2,590
Cumulus Media Inc, Cl A *		33,499		305
EP Energy *		15,235		1,112
Extraction Oil & Gas *		121,543		4,368
FTS International, Cl A *		51,419		1,272
Global Aviation Holdings Inc, Cl A *(F)		97,655		–
Guitar Center (E)(F)		13,905		1,970
Gymboree *(F)		40,312		20
Hexion Holdings Corp *		105,856		1,588
iHeartMedia Inc *(C)		104,022		1,888
Knight Energy Services *(F)(M)		1,764		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 127

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Magnachip Semiconductor *		36,341	$	905
Medical Card Systems *(F)		284,758		–
Mmodal (Escrow Security) *(F)		67,688		8
Monitronics International Inc *(E)(F)		211,006		2,146
Motors Liquidation GUC Trust		213		–
MYT Holding LLC *(E)(F)		273,738		1,629
Neiman Marcus Group *(F)(G)		6,554		410
Nine West FKA Premier Brands *		92,548		139
Noble Corp		25,319		429
Oasis Petroleum Inc		11,454		680
Parker Drilling *(O)		79,089		522
Penney Borrower LLC		19,723		204
Quad/Graphics Inc		166		1
Reichhold Industries *(E)(F)		1,427		1,809
Remainco LLC *(E)(F)		27,268		33
Remington Outdoor Company Inc *(E)(F)		12,794		–
Rue 21 *		1,835		183
SandRidge Energy *		8,295		33
TE Holdcorp *(F)		50,160		–
Titan Energy LLC *		22,243		2
Tourmaline Oil Corp		75,020		1,428
VICI Properties Inc ‡		52,784		1,491
Whiting Petroleum *		13,557		481
Windstream Services *(F)		10,897		135
Total Common Stock (Cost $34,855) ($ Thousands)				31,668
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.8%
Air Canada CV to 65.1337
4.000%, 07/01/2025 (A)	$	260		410
Apollo Commercial Real Estate Finance CV to 50.226
4.750%, 08/23/2022		282		282
Cheniere Energy CV to 7.2265
4.250%, 03/15/2045		615		503
Chesapeake Energy CV to 116.7134
5.500%, 09/15/2026		100		2
CNX Resources CV to 77.8816
2.250%, 05/01/2026 (A)		270		365
DISH Network CV to 15.343
3.375%, 08/15/2026		1,312		1,261
Golar LNG CV to 26.9925
2.750%, 02/15/2022		556		537
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		1,740		1,713
Liberty Media CV to 16.776
3.750%, 02/15/2030		2,556		1,958
Liberty Media CV to 22.947
4.000%, 11/15/2029		490		375

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (A)	$	2,242	$	3,010
Pebblebrook Hotel Trust CV to 39.2549
1.750%, 12/15/2026		715		837
Twitter CV to 7.6905
0.892%, 03/15/2026 (A)		765		723
Total Convertible Bonds (Cost $10,743) ($ Thousands)				11,976
	Shares
PREFERRED STOCK — 0.4%
Boardriders Inc., 0.000% (E)(F)		215,931		225
Claire’s Stores, 0.000% (E)(F)		792		732
Crestwood Equity Partners, 9.250% (D)(N)		202,389		1,749
Danaher, 5.000%		554		718
FHLMC, 0.000% (D)		16,903		139
FNMA, 0.000% (D)		24,650		200
Foresight, 0.000%		32,601		318
Guitar Center, 0.000% (E)(F)		366		35
Ladenburg Thalmann Financial Services,
6.500%		64,356		1,282
MYT Holding LLC, 0.000%		384,147		388
Neiman Marcus Group, 0.000% (E)(F)		3,938		–
Qurate Retail, 8.000%		2,044		208
TE Holdcorp, 0.000% (F)		87,794		–
ViacomCBS, 5.750%		7,652		514
Total Preferred Stock (Cost $7,070) ($ Thousands)				6,508
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.1%
Puerto Rico — 0.1%
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2022 @ 100
5.250%, 07/01/2023 (B)(F)		350		292
5.125%, 07/01/2037 (B)		340		278
5.000%, 07/01/2041 (B)		765		618
Total Municipal Bonds (Cost $962) ($ Thousands)				1,188

128 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS — 0.1%
Carestream Health Inc.
Strike Price $– *‡‡(E)(F)		47	$	–
Chesapeake Energy, Expires 02/12/2026
Strike Price $36 *		5,032		85
Chesapeake Energy, Expires 02/12/2026
Strike Price $32 *		4,069		80
Chesapeake Energy, Expires 02/12/2026
Strike Price $28 *		3,661		73
Guitar Center, Expires 12/22/2070
Strike Price $100 *(E)(F)		3,680		230
Guitar Center, Expires 12/22/2070
Strike Price $160 *(E)(F)		3,681		152
Guitar Center, Expires 12/30/2027
Strike Price $– *(F)		14,007		–
Noble Corp, Expires 02/05/2028
Strike Price $– *		22,660		121
Remington Outdoor Company Inc
Strike Price $– *‡‡(E)(F)		12,902		–
SandRidge Energy, Expires 10/07/2022
Strike Price $41 *		7,653		–
SandRidge Energy, Expires 10/07/2022
Strike Price $42 *		3,221		–
Windstream
Strike Price $– *‡‡(E)(F)		104		1
Windstream Services
Strike Price $– *‡‡(F)		12,184		157
Total Warrants (Cost $793) ($ Thousands)				899
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **†(P)		1,141		1
Total Affiliated Partnership (Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		25,175,629		25,176
Total Cash Equivalent (Cost $25,176) ($ Thousands)				25,176
Total Investments in Securities — 100.2% (Cost $1,487,636) ($ Thousands)			$	1,554,452

Percentages are based on Net Assets of $1,551,158 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  Real Estate Investment Trust.

^‡‡  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, 2021, the value of these securities amounted to $943,693 ($ Thousands), representing 60.8% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Security, or a portion thereof, is owned through a holding entity, Bamboo Temple, LLC.

(D) Perpetual security with no stated maturity date.

(E) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2021 was $29,807 ($ Thousands) and represented 1.9% of the Net Assets of the Fund.

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

(G) Securities considered restricted. The total market value of such securities as of March 31, 2021 was $39 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(H) Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.

(I) No interest rate available.

(J) Warehouse Note - Interest rate and maturity date are unavailable.

(K) 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.

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

(M) Security, or a portion thereof, is owned through a holding entity, Knights Energy Topco, LLC.

(N) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $1,749 ($ Thousands), or 0.1% of the Net Assets of the Fund (See Note 2).

(O) Securities considered illiquid. The total value of such securities as March 31, 2021 was $522 ($Thousands) and represented 0.0% of the Net Assets of the Fund.

(P) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2021 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

PIK — Payment-in-Kind

Pty — Proprietary

Ser — Series

SPX — Standard & Poor’s 500 Index

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 129

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

High Yield Bond Fund (Concluded)

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s

investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total     ($)
Corporate Obligations		–		1,121,551		5,391		1,126,942
Asset-Backed Securities		–		1,233		177,115		178,348
Loan Participations		–		149,338		22,408		171,746
Common Stock		18,450		3,545		9,673		31,668
Convertible Bonds		–		11,976		–		11,976
Preferred Stock		2,545		2,971		992		6,508
Municipal Bonds		–		896		292		1,188
Warrants		–		359		540		899
Affiliated Partnership		–		1		–		1
Cash Equivalent		25,176		–		–		25,176
Total Investments in Securities		46,171		1,291,870		216,411		1,554,452

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 Asset-Backed Securities			Investments in Loan Participations			Investments in Common Stock			Investments in Preferred Stock			Investments in Convertible Bonds			Investments in Municipal Bonds			Investments in Warrants
Balance as of September 30, 2020	$	7,108		$	114,965		$	24,952		$	6,107		$	1,445		$	8		$	1,584		$	110
Accrued discounts/premiums		(3	)		127			126			–			–			(17	)		–			–
Realized gain/(loss)		256			868			(483	)		(2,199	)		77			(38	)		101			(58	)
Change in unrealized appreciation/ (depreciation)		(909	)		55,623			2,326			5,160			(102	)		47			11			362
Purchases		105			31,028			3,607			1,762			34			–			–			329
Sales		(3,909	)		(25,496	)		(8,120	)		(1,157	)		(100	)		–			(1,404	)		(203	)
Net transfer into Level 3		2,743			–			–			–			1			–			–			–
Net transfer out of Level 3		–			–			–			–			(363	)		–			–			–
Ending Balance as of March 31, 2021(1)	$	5,391		$	177,115		$	22,408		$	9,673		$	992		$	–		$	292		$	540
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(1,072	)	$	44,635		$	1,292		$	1,683		$	(102	)	$	–		$	62		$	257

(1) Of the $216,411 ($ Thousands) in Level 3 securities as of March 31, 2021, $14,013 ($ Thousands) or 0.9% 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, 2021, 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.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 1	$–	$–	$–	$–	$ 1	1,141	$–	$–
SEI Daily Income Trust, Government Fund, Cl F	7,810	325,815	(308,449)	–	–	25,176	25,175,629	2	–
Totals	$7,811	$325,815	$(308,449)	$–	$–	$25,177		$2	$–

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

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

130 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Conservative Income Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 53.8%
Banks — 2.9%
Banque et Caisse d Epargne de l Etat
0.220%, 04/08/2021 (A)	$	4,000	$	4,000
HSBC Bank
0.310%, 01/07/2022 (A)		2,000		1,996
0.270%, 02/02/2022 (A)		1,500		1,497
Toronto-Dominion Bank
0.060%, 04/07/2021 (A)(B)		2,000		2,000
				9,493
Consumer Discretionary — 1.7%
American Honda Finance
0.200%, 04/22/2021 (A)		2,900		2,900
Hyundai Capital America
0.210%, 04/13/2021 (A)(B)		2,900		2,900
				5,800
Financials — 44.9%
Alinghi Funding
0.291%, 10/08/2021 (A)(B)		2,000		1,998
0.268%, 12/07/2021 (A)(B)		1,500		1,498
0.260%, 09/16/2021 (A)(B)		3,000		2,997
Antalis
0.200%, 05/11/2021 (A)(B)		1,000		1,000
0.090%, 04/06/2021 (A)(B)		2,000		2,000
ASB Finance
0.199%, 09/13/2021 (A)(B)		2,000		1,999
Autobahn Funding
0.090%, 04/06/2021 (A)(B)		4,000		4,000
Bayerische Landesbank
0.070%, 04/01/2021 (A)		8,000		8,000
0.050%, 04/05/2021 (A)		4,000		4,000
Bedford Row Funding
0.272%, 08/12/2021 (B)		1,000		1,000
0.272%, 11/04/2021 (B)		1,000		1,000
0.271%, 04/26/2021 (A)(B)		1,000		1,000
0.090%, 04/07/2021 (A)(B)		2,000		2,000
BNZ International Funding
0.210%, 08/12/2021 (A)(B)		4,000		3,998
0.205%, 11/16/2021 (A)(B)		2,000		1,998
BPCE
0.336%, 12/01/2021 (A)(B)		2,000		1,997
0.336%, 12/09/2021 (A)(B)		2,000		1,997
0.301%, 05/13/2021 (A)(B)		1,000		1,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Caisse d’Amortissement de la Dette Sociale
0.259%, 06/22/2021 (A)(B)	$	2,000	$	1,999
Citigroup Global Markets
0.261%, 06/04/2021 (A)(B)		4,000		3,999
Concord Minutemen Capital
0.386%, 06/14/2021 (A)(B)		350		350
Credit Industriel et Commercial
0.250%, 07/01/2021 (A)(B)		4,000		3,999
Crown Point Capital
0.260%, 04/01/2021 (A)(B)		5,000		5,000
0.231%, 10/29/2021 (A)(B)		1,500		1,498
DBS Bank
0.229%, 07/06/2021 (A)(B)		4,000		3,998
0.219%, 04/23/2021 (A)(B)		5,000		5,000
Erste Abwicklungsanstalt
0.050%, 04/01/2021 (A)(B)		10,000		10,000
Fairway Finance
0.260%, 07/08/2021 (A)(B)		2,000		1,999
Federation des Caisses Desjardins du Quebec
0.090%, 04/08/2021 (A)(B)		6,000		6,000
Landesbank Baden-Wuerttemberg NY
0.090%, 04/01/2021 (A)		7,000		7,000
Lime Funding
0.208%, 08/05/2021 (A)(B)		1,000		999
Longship Funding
0.060%, 04/06/2021 (A)(B)		7,000		7,000
Mackinac Funding
0.288%, 04/15/2021 (A)(B)		2,000		2,000
Macquarie Bank
0.175%, 06/01/2021 (A)(B)		3,000		2,999
Mitsubishi UFJ Trust & Banking
0.260%, 04/19/2021 (A)(B)		3,000		3,000
Mizuho Bank NY
0.150%, 04/12/2021 (A)(B)		5,000		5,000
National Bank of Canada
0.200%, 10/25/2021 (A)(B)		3,000		2,997
National Securities Clearing
0.100%, 04/06/2021 (A)(B)		7,000		7,000
Natixis NY
0.290%, 05/18/2021 (A)		2,000		2,000
Nieuw Amsterdam Receivables
0.148%, 06/03/2021 (A)(B)		2,000		1,999
Oversea-Chinese Banking
0.279%, 06/21/2021 (B)		2,000		1,999
PSP Capital
0.220%, 04/14/2021 (A)(B)		3,000		3,000
Ridgefield Funding
0.260%, 05/10/2021 (A)(B)		2,000		2,000
0.259%, 05/11/2021 (A)(B)		2,000		2,000
Societe Generale
0.301%, 06/02/2021 (A)(B)		2,000		1,999

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 131

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Suncorp-Metway
0.260%, 04/07/2021 (A)(B)	$	3,500	$	3,500
Swedbank NY
0.050%, 04/01/2021 (A)		5,000		5,000
				148,816
Health Care — 0.9%
UnitedHealth Group
0.150%, 04/21/2021 (A)(B)		2,900		2,900
Industrials — 0.9%
Hitachi America Capital
0.170%, 04/08/2021 (A)(B)		2,900		2,900
Materials — 0.8%
Amcor Flexibles North America
0.180%, 04/09/2021 (A)(B)		2,750		2,750
Utilities — 1.7%
American Water Capital
0.130%, 04/08/2021 (A)(B)		2,900		2,900
PPL Electric Utilities
0.140%, 04/05/2021 (A)(B)		2,900		2,900
				5,800
Total Commercial Paper
(Cost $178,441) ($ Thousands)				178,459
CORPORATE OBLIGATIONS — 3.6%
Consumer Discretionary — 1.2%
Jets Stadium Development
0.160%, VAR N/A0.000%,
04/01/2047 (B)(D)		4,000		4,000
Financials — 2.4%
Bank of Montreal
0.222%, VAR ICE LIBOR USD 3
Month+0.040%, 09/17/2021		2,000		2,000
Canadian Imperial Bank of Commerce NY
0.358%, VAR ICE LIBOR USD 3 Month+0.140%, 07/23/2021		1,500		1,501
Credit Suisse NY
0.310%, VAR United States Secured Overnight Financing Rate+0.300%, 11/16/2021		2,000		2,002
DNB Bank
0.395%, VAR ICE LIBOR USD 3 Month+0.200%, 05/05/2021		1,500		1,500

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Svenska Handelsbanken NY
0.300%, VAR ICE LIBOR USD 3 Month+0.110%, 06/16/2021	$	1,000	$	1,000
				8,003
Total Corporate Obligations (Cost $12,000) ($ Thousands)				12,003
U.S. TREASURY OBLIGATION — 0.3%
U.S. Treasury Notes
0.240%, VAR US Treasury 3 Month Bill Money Market Yield+0.220%, 07/31/2021		1,000		1,001
Total U.S. Treasury Obligation (Cost $1,000) ($ Thousands)				1,001
CERTIFICATES OF DEPOSIT — 37.3%
Australia & New Zealand Banking Group
0.215%, 03/09/2022 (B)		1,500		1,500
0.214%, 03/02/2022 (B)		1,000		1,000
Bank of America
0.275%, 10/01/2021		500		500
Bank of Montreal
0.311%, 06/24/2021		1,000		1,000
0.243%, 08/06/2021		2,000		2,001
0.225%, 02/23/2022		1,000		1,000
Bank of Nova Scotia
0.225%, 08/10/2021 (B)		1,500		1,500
Bedford Row Funding
0.253%, 09/27/2021		3,000		3,000
Canadian Imperial Bank of Commerce NY
0.353%, 08/06/2021		1,000		1,001
0.344%, 01/14/2022		1,000		1,001
0.278%, 10/04/2021		1,500		1,500
0.060%, 04/05/2021		5,000		5,000
Citibank
0.270%, 06/14/2021		3,000		3,001
Cooperatieve Rabobank UA
0.250%, 08/16/2021		2,000		2,000
Credit Industriel et Commercial
0.370%, 06/18/2021		1,000		1,000
Credit Suisse NY
0.300%, 08/23/2021		1,000		1,000
0.240%, 04/08/2022		1,500		1,500
DNB Bank
0.301%, 06/25/2021 (B)		2,000		2,001
DZ Bank AG
0.140%, 04/14/2021		5,000		5,000

132 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
HSBC Bank
0.330%, 08/31/2021 (B)	$	2,000	$	2,001
Kookmin Bank
0.334%, 02/07/2022		1,000		1,000
Landesbank Baden-Wuerttemberg NY
0.250%, 07/08/2021		3,000		3,001
Mizuho Bank NY
0.280%, 05/10/2021		3,000		3,001
0.260%, 08/06/2021		3,000		3,001
0.210%, 08/26/2021		2,000		2,000
MUFG Bank NY
0.240%, 10/22/2021		1,000		1,000
0.240%, 10/27/2021		3,000		3,001
National Australia Bank
0.354%, 07/08/2021 (B)		1,000		1,001
0.233%, 03/29/2022 (B)		1,500		1,500
Nordea Bank Abp NY
0.285%, 06/09/2021		1,500		1,500
Norinchukin Bank
0.225%, 09/27/2021		1,500		1,500
0.060%, 04/01/2021		8,500		8,500
Oversea-Chinese Banking
0.110%, 04/06/2021		7,000		7,000
Royal Bank of Canada
0.650%, 05/03/2021		1,000		1,001
0.430%, 07/26/2021		1,500		1,502
0.273%, 12/10/2021		1,000		1,000
Skandinaviska Enskilda Banken NY
0.250%, 05/13/2021		2,000		2,000
Standard Chartered Bank NY
0.214%, 09/03/2021		3,000		3,000
Sumitomo Mitsui Banking
0.280%, 06/01/2021		2,000		2,001
0.270%, 05/03/2021		2,000		2,000
0.260%, 07/06/2021		3,000		3,001
0.224%, 09/13/2021		2,000		2,000
0.050%, 04/05/2021		9,000		9,000
Svenska Handelsbanken NY
0.231%, 08/09/2021		1,750		1,750
0.208%, 09/02/2021		1,000		1,000
Swedbank NY
0.274%, 10/20/2021		2,000		2,000
0.250%, 07/26/2021		2,000		2,001
Toronto-Dominion Bank
0.430%, 07/28/2021		1,500		1,501
0.400%, 08/16/2021		1,000		1,001
0.276%, 08/24/2021		1,000		1,000
0.250%, 02/18/2022		2,000		2,000
UBS AG
0.395%, 07/09/2021		1,500		1,500
0.220%, 02/08/2022		2,500		2,499

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Westpac Banking
0.358%, 07/02/2021 (B)	$	1,000	$	1,000
0.213%, 02/04/2022 (B)		1,500		1,500
0.202%, 02/17/2022 (B)		2,800		2,800
0.191%, 09/01/2021 (B)		1,000		1,000
Total Certificates of Deposit (Cost $123,550) ($ Thousands)				123,568
	Shares
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		695,388		695
Total Cash Equivalent (Cost $695) ($ Thousands)				695
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 4.9%
Bank of America Securities 0.010%, dated 3/31/2021, to be repurchased on 4/01/2021, repurchase price $6,000,002 (collateralized by various GNMA obligations, ranging in par value $299,938 - $2,465,280, 2.020% - 5.000%, 4/20/2041 - 2/20/2050; with total market value $2,040,000) (C)		6,000		6,000
Goldman Sachs & Co 0.010%, dated 3/31/2021, to be repurchased on 4/01/2021, repurchase price $2,000,001 (collateralized by GNMA obligation, par value $7,040,200, 4.500%, 6/20/2050; with total market value $6,120,000) (C)		2,000		2,000
TD Securities 0.010%, dated 3/31/2021, to be repurchased on 4/01/2021, repurchase price $8,000,002 (collateralized by various U.S Treasury obligations, ranging in par value $107,000 - $999,500, 0.500% - 2.750%, 6/30/2021 - 11/15/2029; with total market value $8,160,088) (C)		8,000		8,000
Total Repurchase Agreements (Cost $16,000) ($ Thousands)				16,000
Total Investments in Securities - 100.1% (Cost $331,686) ($ Thousands)			$	331,726

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 133

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Conservative Income Fund (Concluded)

Percentages are based on Net Assets of $331,066 ($Thousands).

** The rate reported is the 7-day effective yield as of March 31, 2021.

^†  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) 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, 2021, the value of these securities amounted to $162,869 ($Thousands), representing 49.2% of the Net Assets of the Fund.

(C) Tri-Party Repurchase Agreement.

(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.

Cl — Class

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments carried at value ($Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		178,459		–		178,459
Corporate Obligations		–		12,003		–		12,003
U.S. Treasury Obligation		–		1,001		–		1,001
Certificates of Deposit		–		123,568		–		123,568
Cash Equivalent		695		–		–		695
Repurchase Agreements		–		16,000		–		16,000
Total Investments in Securities		695		331,031		–		331,726

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 716	$ 2,971	$ (2,992)	$ —	$ —	$ 695	695,388	$ —	$ —

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Free Conservative Income Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS — 76.8%
Alaska — 0.5%
Alaska State, Housing Finance, Ser B, RB Callable 04/08/2021 @ 100
0.050%, 12/01/2030 (A)	$	960	$	960
Arizona — 0.7%
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB Callable 04/05/2021 @ 100
0.110%, 09/01/2035 (A)(B)		1,500		1,500
California — 4.9%
Los Angeles County, Schools Pooled Financing Program, Ser B-3, RB
2.000%, 12/30/2021		1,000		1,014
Riverside County, Office of Education Pooled Notes, Ser A, RB
2.000%, 12/01/2021		4,000		4,050
Southern California, Metropolitan Water District, Sub-Ser C, RB
0.320%, 07/01/2047 (A)		5,000		5,000
				10,064
Colorado — 0.8%
University of Colorado, Ser A-1, RB Callable 04/05/2021 @ 100
0.050%, 06/01/2050 (A)		1,600		1,600
Connecticut — 2.9%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser A-3, RB Callable 04/05/2021 @ 100
0.070%, 11/15/2045 (A)		1,150		1,150
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB Callable 04/05/2021 @ 100
0.070%, 11/15/2045 (A)		375		375
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB Callable 04/05/2021 @ 100
0.070%, 05/15/2040 (A)		1,300		1,300

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Connecticut State, Ser C, GO Callable 04/05/2021 @ 100
0.120%, 05/15/2034 (A)	$	3,170	$	3,170
				5,995
District of Columbia — 3.4%
District of Columbia, Medlantic/Helix Project, Ser A, RB Callable 05/03/2021 @ 100
0.040%, 08/15/2038 (A)(B)		2,300		2,300
RBC Municipal Products Trust, Ser 2018-G63, GO
0.100%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB Callable 10/01/2029 @ 100
0.100%, 10/01/2053 (A)(B)(C)		2,650		2,650
				6,950
Florida — 4.2%
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB Callable 04/05/2021 @ 100
0.090%, 04/01/2032 (A)(B)		2,895		2,895
Palm Beach County, Raymond Kravis Center Project, RB Callable 05/03/2021 @ 100
0.060%, 07/01/2032 (A)(B)		5,885		5,885
				8,780
Georgia — 1.0%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB Callable 04/05/2021 @ 100
0.060%, 01/01/2048 (A)(B)		2,000		2,000
Illinois — 7.1%
Aurora, Fox Valley Counseling Center, RB Callable 04/05/2021 @ 100
0.080%, 05/01/2028 (A)(B)		1,710		1,710
Illinois State, Development Finance Authority, Glenwood School For Boys, RB Callable 04/05/2021 @ 100
0.090%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB Callable 04/05/2021 @ 100
0.090%, 06/01/2029 (A)(B)		3,500		3,500

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 135

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Illinois State, Finance Authority, Northwestern University, Sub-Ser, RB Callable 04/05/2021 @ 100
0.070%, 12/01/2046 (A)	$	1,980	$	1,980
Tender Option Bond Trust Receipts, Ser 2015-XF1043, GO
0.120%, 03/01/2033 (A)(B)(C)		4,250		4,250
University of Illinois, Hospital & Health Sciences System, Ser B, RB Callable 04/05/2021 @ 100
0.090%, 10/01/2026 (A)(B)		1,200		1,200
				14,640
Iowa — 7.8%
Iowa State, Finance Authority, Midwestern Disaster Area Economic Development, CJ Bio America Project, RB Callable 04/05/2021 @ 100
0.140%, 04/01/2022 (A)(B)		7,000		7,000
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB Callable 05/03/2021 @ 100
0.080%, 09/01/2036 (A)		1,500		1,500
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB Callable 04/05/2021 @ 100
0.080%, 05/01/2023 (A)		3,000		3,000
Iowa State, Finance Authority, RB, GNMA/ FNMA/FHLMC Callable 04/05/2021 @ 100
0.060%, 07/01/2046 (A)		625		625
Iowa State, Finance Authority, Ser B-RE, RB, GNMA/FNMA/FHLMC Callable 04/05/2021 @ 100
0.070%, 07/01/2047 (A)		2,000		2,000
Iowa State, Finance Authority, UnityPoint Health Project, RB Callable 04/05/2021 @ 100
0.020%, 02/15/2039 (A)(B)		2,000		2,000
				16,125
Louisiana — 2.5%
Louisiana State, Offshore Terminal Authority, RB Callable 05/03/2021 @ 100
0.080%, 09/01/2033 (A)(B)		1,850		1,850
Louisiana State, Public Facilities Authority, Air Products and Chemicals Project, Ser B, RB Callable 04/05/2021 @ 100
0.050%, 12/01/2043 (A)		2,300		2,300

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Louisiana State, Public Facilities Authority, Linlake Ventures Project, RB Callable 05/03/2021 @ 100
0.050%, 01/01/2037 (A)	$	1,000	$	1,000
				5,150
Maryland — 0.8%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB Callable 05/03/2021 @ 100
0.110%, 02/01/2041 (A)		1,070		1,070
Maryland State, Health & Higher Educational Facilities Authority, Anne Arundel Health System Project, Ser B, RB Callable 04/05/2021 @ 100
0.080%, 07/01/2043 (A)(B)		500		500
				1,570
Massachusetts — 1.4%
Truro, GO
2.000%, 06/11/2021		2,900		2,910
Michigan — 2.4%
Central Michigan University, Ser A, RB Callable 04/05/2021 @ 100
0.070%, 10/01/2032 (A)(B)		1,400		1,400
Michigan State University, Ser A, RB Callable 04/05/2021 @ 100
0.060%, 02/15/2033 (A)		1,700		1,700
Michigan State, Housing Development Authority, Single Family Mortgage Project, Ser D, RB Callable 05/03/2021 @ 100
0.110%, 06/01/2030 (A)		1,900		1,900
				5,000
Minnesota — 0.2%
Minneapolis, University Gateway Project, RB
0.060%, 12/01/2040 (A)		500		500
Mississippi — 2.6%
Jackson County, Chevron USA Project, RB Callable 05/03/2021 @ 100
0.020%, 06/01/2023 (A)		4,100		4,100
Mississippi State, Business Finance, Chevron, Ser L, RB Callable 05/03/2021 @ 100
0.020%, 11/01/2035 (A)		1,300		1,300
				5,400

136 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Missouri — 2.1%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB Callable 04/05/2021 @ 100
0.080%, 04/15/2034 (A)(B)	$	920	$	920
RBC Municipal Products Trust, Ser C-16, RB
0.130%, 09/01/2039 (A)(B)(C)		3,500		3,500
				4,420
Nevada — 0.3%
Tender Option Bond Trust Receipts, Ser 2020-XF2858, RB Callable 07/01/2029 @ 100
0.120%, 07/01/2050 (A)(C)		700		700
New Jersey — 2.4%
Jersey City, Ser C, GO
2.000%, 06/17/2021		5,000		5,020
New York — 5.4%
Carmel, Central School District, GO
1.500%, 06/17/2021		2,000		2,005
New York City, Health and Hospitals, Ser B, RB Callable 04/05/2021 @ 100
0.060%, 02/15/2031 (A)(B)		400		400
New York City, Water & Sewer System, RB Callable 04/05/2021 @ 100
0.030%, 06/15/2048 (A)		2,300		2,300
New York State, Housing Finance Agency, Ser A, RB
0.080%, 11/01/2050 (A)(B)		1,000		1,000
Oneida County, Industrial Development Agency, Mohawk Valley Community College Dormitory Project, Ser A, RB Callable 04/05/2021 @ 100
0.120%, 08/01/2036 (A)(B)		1,200		1,200
Oswego County, Industrial Development Agency, O.H. Properties Project, Ser A, RB Callable 04/05/2021 @ 100
0.120%, 06/01/2024 (A)(B)		445		445
RBC Municipal Products Trust, Ser 2018-G5, GO
0.100%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts, Ser 2017-XF0550, RB Callable 02/15/2027 @ 100
0.160%, 02/15/2042 (A)(C)		2,000		2,000
				11,250

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
North Carolina — 1.1%
North Carolina, Medical Care Commission, Ser A, RB Callable 04/05/2021 @ 100
0.060%, 10/01/2035 (A)	$	800	$	800
Raleigh, Downtown Improvement Project, Ser A, RB Callable 05/03/2021 @ 100
0.060%, 06/01/2034 (A)		1,460		1,460
				2,260
North Dakota — 1.5%
North Dakota, Housing Finance Agency, Ser H, RB Callable 04/05/2021 @ 100
0.070%, 07/01/2039 (A)		3,100		3,100
Ohio — 2.4%
Akron, Bath Copley Joint Township Hospital District, Ser B-R, RB Callable 04/05/2021 @ 100
0.070%, 11/15/2047 (A)(B)		1,230		1,230
Fairborn, School District, School Facilities Construction and Improvement, Ser A, GO
4.000%, 12/01/2021		350		359
Franklin County, Hospital Facilities Revenue, RB Callable 04/05/2021 @ 100
0.060%, 11/15/2041 (A)		500		500
Franklin County, Hospital Facilities Revenue, Sub-Ser R, RB Callable 04/05/2021 @ 100
0.070%, 12/01/2028 (A)(B)		1,065		1,065
Hamilton County, Health Care Facilities Authority, Children’s Home Project, RB Callable 04/05/2021 @ 100
0.080%, 03/01/2033 (A)(B)		800		800
Parma, GO
1.000%, 07/22/2021		1,000		1,002
				4,956
Oregon — 0.5%
Oregon State, Facilities Authority, Ser B, RB Callable 04/05/2021 @ 100
0.020%, 08/01/2034 (A)(B)		1,100		1,100
Pennsylvania — 3.1%
Emmaus, General Authority, RB
0.050%, 12/01/2028		200		200

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 137

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Free Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC Callable 05/01/2021 @ 100
0.130%, 11/15/2029 (A)	$	175	$	175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB Callable 04/05/2021 @ 100
0.090%, 12/01/2037 (A)(B)		3,000		3,000
Philadelphia Gas Works, Ser D, RB Callable 05/03/2021 @ 100
0.060%, 08/01/2031 (A)(B)		600		600
Philadelphia, Ser A, RB
4.000%, 06/30/2021		2,000		2,019
South Central, General Authority, Wellspan Health Highland Groups, RB Callable 04/05/2021 @ 100
0.100%, 06/01/2037 (A)		500		500
				6,494
Tennessee — 1.0%
Clarksville, Public Building Authority, Pooled Financing, RB Callable 05/01/2021 @ 100
0.110%, 06/01/2029 (A)(B)		2,000		2,000
Texas — 11.8%
Denton, Independent School District, Ser B, GO Callable 04/05/2021 @ 100
0.090%, 08/01/2035 (A)		840		840
Harris County, Health Facilities Development Authority, Methodist Hospital System Project, RB Callable 04/05/2021 @ 100
0.010%, 12/01/2041 (A)		1,500		1,500
Houston, Combined Utility System Revenue, RB Callable 04/05/2021 @ 100
0.070%, 05/15/2034 (A)(B)		1,125		1,125
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
0.170%, 06/15/2027 (A)(C)		1,500		1,500
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB Callable 06/01/2021 @ 100
0.100%, 03/01/2039 (A)		5,300		5,300
0.100%, 03/01/2042 (A)		2,500		2,500

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB Callable 05/03/2021 @ 100
0.100%, 12/01/2040 (A)	$	1,000	$	1,000
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB Callable 04/05/2021 @ 100
0.070%, 07/01/2047 (A)(B)		1,525		1,525
Tarrant County, Cultural Education Facilities Finance, Methodist Hospitals of Dallas Project, Ser R, RB Callable 04/05/2021 @ 100
0.020%, 10/01/2041 (A)(B)		1,800		1,800
Texas State, Veterans Bonds, GO Callable 05/03/2021 @ 100
0.100%, 12/01/2047 (A)		2,230		2,230
0.090%, 12/01/2046 (A)		1,100		1,100
0.070%, 12/01/2040 (A)		700		700
Texas State, Veterans Bonds, Ser A, GO
0.070%, 06/01/2041 (A)		300		300
Texas State, Veterans Bonds, Ser B, GO
0.070%, 12/01/2042 (A)		2,750		2,750
Texas State, Veterans Bonds, Ser B, GO Callable 05/03/2021 @ 100
0.070%, 06/01/2046 (A)		285		285
				24,455
Virginia — 0.7%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB Callable 04/05/2021 @ 100
0.070%, 05/15/2042 (A)		635		635
Loudoun County, Economic Development Authority, Howard Hughes Institute, Ser F, RB Callable 05/03/2021 @ 100
0.080%, 02/15/2038 (A)		900		900
				1,535
Washington — 0.1%
Port Tacoma, Sub-Ser B, RB Callable 04/05/2021 @ 100
0.070%, 12/01/2044 (A)(B)		300		300
West Virginia — 0.2%
West Virginia, Hospital Finance Authority, West Virginia University, RB Callable 04/05/2021 @ 100
0.070%, 06/01/2034 (A)(B)		475		475

138 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Wisconsin — 1.0%
Wisconsin State, Housing & Economic Development Authority, Ser C, RB Callable 04/05/2021 @ 100
0.070%, 05/01/2046 (A)	$	2,000	$	2,000
Total Municipal Bonds
(Cost $159,202) ($ Thousands)				159,209
TAX-EXEMPT COMMERCIAL PAPER — 23.1%
Brownsville, Utility System
0.220%, 12/16/2021		1,500		1,500
Fort Bend, Independent School District
0.110%, 04/28/2021		1,000		1,000
Garland, Water & Sewer
0.150%, 05/25/2021		4,000		4,000
Honolulu City and County
0.160%, 07/07/2021		4,000		4,000
King County
0.130%, 05/19/2021		1,000		1,000
0.100%, 06/03/2021		1,000		1,000
Memphis
0.100%, 05/06/2021		5,000		5,000
Michigan State University
0.110%, 05/06/2021		5,000		5,000
New York State, Power Authority
0.290%, 07/13/2021		2,000		2,001
North East, Independent School District
0.210%, 05/03/2021		7,000		7,000
Omaha, Public Power District
0.130%, 05/06/2021		1,000		1,000
Port Authority of New York & New Jersey
0.120%, 06/09/2021		1,525		1,525
San Diego, Public Facilities Financing Authority
0.100%, 04/21/2021		5,000		5,000
University of Minnesota
0.110%, 05/20/2021		3,000		3,000
University of Texas
0.120%, 05/19/2021		900		900
0.100%, 05/20/2021		2,000		2,000
University of Washington
0.150%, 07/07/2021		3,000		3,000
Total Tax-Exempt Commercial Paper
(Cost $47,925) ($ Thousands)				47,926
Total Investments in Securities — 99.9%
(Cost $207,127) ($ Thousands)			$	207,135

Percentages are based on Net Assets of $207,338 ($ 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, 2021, the value of these securities amounted to $18,500 ($ Thousands), representing 8.9% of the Net Assets of the Fund.

AGC — Assured Guaranty Corporation

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of March 31, 2021, 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, 2021, there were no transfers in or out of Level 3.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 139

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Real Return Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.5%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	10,450	$	12,239
2.000%, 01/15/2026		7,624		9,007
0.625%, 04/15/2023		15,956		16,982
0.625%, 01/15/2024		17,914		19,416
0.625%, 01/15/2026		14,115		15,689
0.500%, 04/15/2024		9,973		10,808
0.375%, 07/15/2023		18,607		19,927
0.375%, 07/15/2025		16,154		17,790
0.250%, 01/15/2025		16,819		18,260
0.125%, 04/15/2022		16,049		16,507
0.125%, 07/15/2022		15,630		16,247
0.125%, 01/15/2023		19,029		19,956
0.125%, 07/15/2024		16,409		17,751
0.125%, 10/15/2024		13,692		14,806
0.125%, 04/15/2025		11,454		12,396
0.125%, 10/15/2025		13,844		15,075
0.125%, 10/15/2025		83		90
Total U.S. Treasury Obligations (Cost $240,352) ($ Thousands)				252,946

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		1,342,207	$	1,342
Total Cash Equivalent (Cost $1,342) ($ Thousands)				1,342
Total Investments in Securities — 100.1% (Cost $241,694) ($ Thousands)			$	254,288

Percentages are based on Net Assets of $254,159 ($ Thousands).

** The rate reported is the 7-day effective yield as of March 31, 2021.

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

Cl — Class

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		252,946		–		252,946
Cash Equivalent		1,342		–		–		1,342
Total Investments in Securities		1,342		252,946		–		254,288

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 394	$ 17,932	$ (16,984)	$ —	$ —	$ 1,342	1,342,207	$ —	$ —

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

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

140 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

CONSOLIDATED SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund

^†Percentages are based on total investments.

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK — 87.0%
Communication Services — 9.8%
Alphabet Inc, Cl A *		1.7	%		6,710	$	13,839
Alphabet Inc, Cl C *		1.6			6,383		13,204
AT&T Inc		0.6			158,703		4,804
Comcast Corp, Cl A		0.7			101,680		5,502
Facebook Inc, Cl A *		1.9			53,451		15,743
Netflix Inc *		0.6			9,781		5,102
Verizon Communications Inc		0.6			92,098		5,356
Walt Disney Co/The		0.9			40,250		7,427
Other Securities		1.2					10,642
							81,619
Consumer Discretionary — 11.0%
Amazon.com Inc, Cl A *		3.5			9,463		29,279
Home Depot Inc/The		0.9			23,882		7,290
McDonald’s Corp		0.4			16,607		3,722
NIKE Inc, Cl B		0.5			28,238		3,753
Tesla Inc *		1.4			17,081		11,409
Other Securities		4.3					36,708
							92,161
Consumer Staples — 5.5%
Coca-Cola Co/The		0.5			86,282		4,548
Costco Wholesale Corp		0.4			9,776		3,446
PepsiCo Inc		0.5			30,640		4,334
Procter & Gamble Co/The		0.9			54,766		7,417
Walmart Inc		0.5			30,876		4,194
Other Securities		2.7					21,987
							45,926
Energy — 2.5%
Chevron Corp		0.5			42,823		4,487
Exxon Mobil Corp		0.6			94,200		5,259
Other Securities		1.4					11,181
							20,927
Financials — 9.8%
Bank of America Corp		0.8			169,073		6,541
Berkshire Hathaway Inc, Cl B *		1.3			42,330		10,814
Citigroup Inc		0.4			46,445		3,379
JPMorgan Chase & Co		1.2			67,717		10,308

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		0.4	%		91,933	$	3,592
Other Securities		5.7					47,478
							82,112
Health Care — 11.1%
Abbott Laboratories		0.6			39,424		4,725
AbbVie Inc		0.5			39,241		4,247
Eli Lilly and Co		0.4			17,666		3,300
Johnson & Johnson		1.2			58,344		9,589
Merck & Co Inc		0.5			56,266		4,338
Pfizer Inc		0.5			124,057		4,495
Thermo Fisher Scientific Inc		0.5			8,776		4,005
UnitedHealth Group Inc		0.9			20,991		7,810
Other Securities		6.0					50,651
							93,160
Industrials — 7.4%
Honeywell International Inc		0.4			15,452		3,354
Union Pacific Corp		0.4			14,842		3,271
Other Securities		6.6					55,627
							62,252
Information Technology — 23.3%
Adobe Inc *		0.6			10,633		5,055
Apple Inc		5.1			350,560		42,821
Broadcom Inc		0.5			9,075		4,208
Cisco Systems Inc/Delaware		0.6			93,972		4,859
Intel Corp		0.7			90,397		5,785
Mastercard Inc, Cl A		0.8			19,482		6,937
Microsoft Corp		4.7			167,534		39,499
NVIDIA Corp		0.9			13,728		7,330
PayPal Holdings Inc *		0.8			25,985		6,310
QUALCOMM Inc		0.4			25,268		3,350
salesforce.com Inc *		0.5			20,372		4,316
Texas Instruments Inc		0.5			20,511		3,876
Visa Inc, Cl A		1.0			37,732		7,989
Other Securities		6.2					52,815
							195,150
Materials — 2.0%
Other Securities		2.0					16,455
Real Estate — 2.2%
Other Securities ‡		2.2					18,465

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 141

CONSOLIDATED SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.4%
NextEra Energy Inc		0.4	%		43,592	$	3,296
Other Securities		2.0					16,605
							19,901
Total Common Stock
(Cost $363,574) ($ Thousands)							728,128
FOREIGN COMMON STOCK — 2.2%
Consumer Discretionary — 0.1%
Other Securities		0.1					833
Financials — 0.2%
Other Securities		0.2					1,805
Health Care — 0.5%
Medtronic PLC		0.4			29,941		3,537
Other Securities		0.1					486
							4,023
Industrials — 0.5%
Other Securities		0.5					3,762

Description	Percentage of Net Assets (%)			Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Information Technology — 0.5%
Accenture PLC, Cl A		0.4	%		14,048	$	3,881
Other Securities		0.1					333
							4,214
Materials — 0.4%
Other Securities		0.4					3,653
Total Foreign Common Stock
(Cost $9,664) ($ Thousands)							18,290
Total Investments in Securities — 89.2%
(Cost $373,238) ($ Thousands)						$	746,418
				Contracts
PURCHASED OPTION* — 0.4%
Total Purchased Option (A)
(Cost $823) ($ Thousands)					185,919,788	$	3,393
PURCHASED SWAPTIONS* — 2.3%
Total Purchased Swaption (B)
(Cost $5,038) ($ Thousands)					612,455,481	$	19,052

A list of the open option contracts held by the Fund at March 31, 2021 is as follows:

Description	Number of Contracts		Notional Amount (Thousands) †		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.4%
Call Options
EUR PUT USD CALL*		185,919,788	$	823		$1.19		4/17/2021	$	3,393
Total Purchased Option			$	823					$	3,393

^† Represents Cost

A list of the open OTC swaption contracts held by the Fund at March 31, 2021 is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 2.3%
Call Swaptions
CMS One Look*	Bank of America Merill Lynch		80,642,481		$2.00		08/19/2023	$	11,776
CMS One Look*	Bank of America Merill Lynch		531,813,000		$0.14		07/17/2021		7,276
Total Purchased Swaptions			612,455,481					$	19,052

142 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long	Expiration Date		Notional Amount (Thousands)		Value     (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
MSCI EAFE Index	114		Jun-2021	$	12,502	$	12,494	$	(8	)
S&P 500 Index E-MINI^	364		Jun-2021		71,297		72,207		910
				$	83,799	$	84,701	$	902

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized                (Depreciation) (Thousands)
Bank of America		01/11/22	USD		170	SAR		637	$	—
Bank of America		01/11/22	SAR		157,631	USD		41,965		(50	)
									$	(50	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021, is as follows:

Interest Rate Swap
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)	Upfront Payments/ Receipts (Thousands)	Net Unrealized Appreciation (Thousands)
1Y CPI-CPURNSA	2.1475%	Annually	12/10/2030	USD		27,761	$    1,265	$    –	$    1,265

A list of the open OTC swap agreements held by the Fund at March 31, 2021, 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)
BNP Paribas^	BLOOMBERG COMMODITY INDEX TOTAL RETURN		12 BPS	BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		05/18/2021		USD		(47,209	)	$	(992	)	$	–	$	(992	)
BNP Paribas^	BLOOMBERG COMMODITY INDEX TOTAL RETURN		7 BPS	BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		06/18/2021		USD		(33,924	)		(268	)		–		(268	)
BNP Paribas^	BLOOMBERG COMMODITY INDEX TOTAL RETURN		0.10%	BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		12/09/2021		USD		(37,166	)		(861	)		–		(861	)
BNP Paribas	BLOOMBERG COMMODITY INDEX TOTAL RETURN		USD LIBOR 3-Months	BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		12/16/2021		USD		(13,566	)		(172	)		–		(172	)
														$	(2,293	)	$	–	$	(2,293	)

Percentages are based on a Net Assets of $836,723 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

^ Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2021.

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

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

BPS — Basis Points

Cl — Class

EAFE — Europe, Australasia and Far East

Ltd. — Limited

MSCI — Morgan Stanley Capital International

OTC — Over The Counter

PLC — Public Limited Company

S&P — Standard & Poor’s

SAR — Saudi Riyal

USD — U.S. Dollar

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 143

CONSOLIDATED SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Concluded)

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, 2021, 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		728,128			–			–		728,128
Foreign Common Stock		18,290			–			–		18,290
Total Investments in Securities		746,418			–			–		746,418
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Option		3,393			–			–		3,393
Purchased Swaptions		–			19,052			–		19,052
Futures Contracts*
Unrealized Appreciation		910			–			–		910
Unrealized Depreciation		(8	)		–			–		(8	)
Forwards Contracts*
Unrealized Depreciation		–			(50	)		–		(50	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			1,265			–		1,265
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–			(2,293	)		–		(2,293	)
Total Other Financial Instruments		4,295			17,974			–		22,269

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

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

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

144 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund

^†Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 37.6%
Communication Services — 4.3%
Activision Blizzard Inc		16,210	$	1,507
AT&T Inc		24,982		756
Bumble, Cl A		41,806		2,608
Cinemark Holdings Inc		117,970		2,408
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		13
Cumulus Media Inc, Cl A *		5,075		46
DISH Network Corp, Cl A *		40,431		1,464
iHeartMedia Inc *(A)		5,524		100
Intelsat *(B)		9,697		4
Marcus Corp/The		25,891		518
News Corp, Cl A		88,191		2,243
Sciplay, Cl A *		2,609		42
Snap Inc, Cl A *		53,694		2,808
Take-Two Interactive Software Inc, Cl A *		4,259		753
United States Cellular Corp *		3,164		115
Urban One, Cl A		12,426		67
ViacomCBS Inc, Cl B		32,100		1,448
Vonage Holdings Corp *		54,396		643
Walt Disney Co/The		4,965		916
Warner Music Group, Cl A		23,546		808
Windstream Services *(C)		5,206		64
Zillow Group Inc, Cl A *		9,140		1,201
				20,532
Consumer Discretionary — 3.4%
Accel Entertainment, Cl A *		6,302		69
Aramark		18,683		706
BorgWarner Inc		49,480		2,294
Caleres Inc (N)		115,062		2,508
Cenveo Corporation *(C)		2,777		32

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coupang, Cl A		7,125	$	352
Everi Holdings Inc *		5,329		75
Full House Resorts *		47,796		407
Garrett Motion Inc *(B)		342,910		1,780
General Motors Co		582		33
Guitar Center *(D)		2,167		307
Harley-Davidson Inc, Cl A		21,524		863
MercadoLibre Inc *		611		899
Monitronics International Inc *(C)(D)		9,238		94
Red Rock Resorts Inc, Cl A		21,657		706
Ulta Beauty Inc *		7,904		2,444
Vivint Smart Home *		1,973		28
Wynn Resorts Ltd		20,160		2,527
				16,124
Consumer Staples — 0.7%
Coty Inc, Cl A		271,783		2,448
Molson Coors Beverage Co, Cl B		15,090		772
Tyson Foods Inc, Cl A		388		29
				3,249
Energy — 0.7%
APA		140,520		2,515
Chesapeake Energy *		8,498		369
Extraction Oil & Gas *		8,373		301
NextDecade *		14,675		39
Parker Drilling *		4,414		29
				3,253
Financials — 11.9%
26 Capital Acquisition		7,116		71
26 Capital Acquisition, Cl A		56		1
7GC & Holdings *		5,284		54
7GC & Holdings, Cl A *		5,766		57
890 5th Avenue Partners		1,942		19
Accelerate Acquisition		12,958		129
ACON S2 Acquisition *		5,474		54
ACON S2 Acquisition, Cl A		9,212		90
Adara Acquisition		1,018		10
Adit EdTech Acquisition		21,242		208
AEA-Bridges Impact, Cl A		4,074		40
Aequi Acquisition *		11,216		112
Agile Growth		14,089		140
Alkuri Global Acquisition *		12,804		126
Alpha Capital Acquisition		1,119		11
Altimar Acquisition II		2,760		28
Altimar Acquisition III		1,680		17
Altimeter Growth *		34,185		418
Anzu Special Acquisition I *		43,233		431
Apollo Strategic Growth Capital II *		102		1
Arctos NorthStar Acquisition		15,390		154
Ares Acquisition *		3,240		32
Arrowroot Acquisition		23,729		236
Astrea Acquisition		35,167		348

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 145

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Athlon Acquisition		9,126	$	90
Athlon Acquisition, Cl A		1,620		16
Atlantic Avenue Acquisition, Cl A *		75,497		732
Atlantic Coastal Acquisition		17,080		168
Austerlitz Acquisition I *		5,092		51
Austerlitz Acquisition II		5,092		51
Authentic Equity Acquisition *		29,762		294
Authentic Equity Acquisition, Cl A		7,484		73
Avanti Acquisition *		4,355		45
Avanti Acquisition, Cl A		4,838		47
B Riley Principal 150 Merger *		1,018		10
Biotech Acquisition *		16,548		164
Bite Acquisition		30,053		297
BlueRiver Acquisition		3,454		34
BlueRiver Acquisition, Cl A		518		5
Bluescape Opportunities Acquisition, Cl A		4,852		48
BOA Acquisition		26,458		262
Bright Lights Acquisition		4,876		49
Bright Lights Acquisition, Cl A		10,489		101
Broadscale Acquisition		51,509		510
Broadstone Acquisition *		152		2
Broadstone Acquisition, Cl A *		36,974		362
Burgundy Technology Acquisition, Cl A *		18,875		187
Capstar Special Purpose Acquisition, Cl A *		6,105		60
Carney Technology Acquisition II *		14,165		141
Carney Technology Acquisition II, Cl A *		3,197		31
Cartesian Growth *		26,039		259
Cascade Acquisition *		130		1
Cascade Acquisition, Cl A *		3,371		33
Catcha Investment		4,799		48
CBRE Acquisition Holdings *		648		6
CC Neuberger Principal Holdings II *		85		1
CC Neuberger Principal Holdings II, Cl A *		9,352		92
Centricus Acquisition		443		4
Cerberus Telecom Acquisition, Cl A *		2,546		25
CF Acquisition IV *		29,600		297
CF Acquisition IV, Cl A *		16,048		157
CF Acquisition V		14,469		144
CF Acquisition VIII		564		6
CHP Merger, Cl A *		15,825		157
Churchill Capital V, Cl A		2,200		22
Churchill Capital VII		19,566		195
Clarim Acquisition *		15,429		154
Cohn Robbins Holdings, Cl A *		8,159		80
Colicity		15,219		154
Colonnade Acquisition II		24,928		246
Concord Acquisition, Cl A		13,020		127
Constellation Acquisition I		14,122		140
Constellation Acquisition I, Cl A		32		—
Conx, Cl A		3,884		39
Corner Growth Acquisition *		1,537		16
Corner Growth Acquisition, Cl A		15,876		155

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
COVA Acquisition		48,594	$	484
Crown PropTech Acquisitions		21,642		215
D & Z Media Acquisition		31,299		310
D8 Holdings, Cl A *		29,661		295
Decarbonization Plus Acquisition II		118,410		1,191
Decarbonization Plus Acquisition III		8,228		82
Deep Lake Capital Acquisition		3,140		32
Delwinds Insurance Acquisition		5,890		58
DFP Healthcare Acquisitions, Cl A		8,369		84
DHB Capital *		21,510		213
DHC Acquisition *		19,482		195
DiamondHead Holdings, Cl A		12,958		128
Digital Transformation Opportunities		8,908		88
dMY Technology Group IV		115,523		1,160
DPCM Capital *		2,148		21
Duddell Street Acquisition, Cl A		14,309		140
Dune Acquisition		8,983		90
Dune Acquisition, Cl A		3,942		38
E.Merge Technology Acquisition, Cl A *		82,738		807
East Resources Acquisition, Cl A *		36,639		358
ECP Environmental Growth Opportunities *		2,037		20
Edify Acquisition		12,783		127
Edify Acquisition, Cl A		9,904		96
eHealth Inc *		21,309		1,550
EJF Acquisition *		43,524		433
Empowerment & Inclusion Capital I *		6,685		66
Empowerment & Inclusion Capital I, Cl A		1,456		14
Environmental Impact Acquisition		242		2
Epiphany Technology Acquisition		3,233		32
Epiphany Technology Acquisition, Cl A		3,019		29
EQ Health Acquisition		28,676		284
Equity Distribution Acquisition, Cl A *		2,033		20
ESM Acquisition		7,288		72
Evo Acquisition		24,152		240
Far Peak Acquisition *		924		9
Far Peak Acquisition, Cl A		14,209		139
FinServ Acquisition, Cl A *		2,345		31
FinServ Acquisition II		2,137		21
Fintech Evolution Acquisition Group		35,614		352
First Reserve Sustainable Growth		13,168		131
FirstMark Horizon Acquisition, Cl A		1,001		10
Flame Acquisition		12,609		125
Foresight Acquisition *		18,452		183
Forest Road Acquisition II *		10,080		100
Fortistar Sustainable Solutions		38,382		380
Fortress Value Acquisition III, Cl A		645		6
Forum Merger III *		2,571		26
Freedom Acquisition I *		2,037		20
Fusion Acquisition II		76,555		760
G&P Acquisition		58,341		579
Gaming & Hospitality Acquisition		24,627		244
GigCapital4 *		23,881		236

146 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Global Partner Acquisition II *		5,496	$	54
Global Synergy Acquisition		2,309		23
Global Synergy Acquisition, Cl A		971		9
GO Acquisition *		3,110		32
GO Acquisition, Cl A *		28,264		278
Goal Acquisitions (B)		161,241		1,620
Golden Falcon Acquisition *		9,752		98
Golden Falcon Acquisition, Cl A *		5,406		52
Gores Guggenheim *		4,860		48
Gores Holdings VII *		1,018		10
Gores Metropoulos II *		15,485		157
Growth Capital Acquisition		45,132		447
GX Acquisition II		11,824		117
Hamilton Lane Alliance Holdings I *		4,211		42
Haymaker Acquisition III *		1,003		10
Healthcare Capital		20,413		201
Healthcare Capital, Cl A		1,837		18
Hennessy Capital Investment V		26,074		264
Hennessy Capital Investment V, Cl A		4,664		46
HIG Acquisition *		8,763		90
HIG Acquisition, Cl A		754		7
Highland Transcend Partners I, Cl A		810		8
Horizon Acquisition, Cl A *		4,897		48
HPX *		80		1
HPX, Cl A *		38,319		376
Hudson Executive Investment III *		3,941		39
IG Acquisition *		5,268		54
IG Acquisition, Cl A		32,608		322
INSU Acquisition III, Cl A		6,867		68
InterPrivate II Acquisition		11,562		114
InterPrivate III Financial Partners		1,716		17
InterPrivate IV InfraTech Partners		1,620		16
Investindustrial Acquisition, Cl A		6,689		65
Isleworth Healthcare Acquisition *(B)		36,802		357
Isos Acquisition		10,931		109
ITHAX Acquisition		56,589		568
Itiquira Acquisition		15,167		151
Jack Creek Investment *		31,694		314
Jaws Mustang Acquisition *		27,274		277
JOFF Fintech Acquisition		12,319		123
Kadem Sustainable Impact		392		4
Kairos Acquisition		16,771		167
Kairos Acquisition, Cl A		1,120		11
Kernel Group Holdings		41,213		411
Khosla Ventures Acquisition, Cl A		3,498		35
Khosla Ventures Acquisition III, Cl A		6,530		65
KINS Technology Group *		6,925		70
Kismet Acquisition Three		21,087		208
Kismet Acquisition Two		27,859		277
KL Acquisition		4,069		40
KludeIn I Acquisition, Cl A *		485		5
L&F Acquisition, Cl A		2,998		30

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lefteris Acquisition, Cl A		24,404	$	240
Legato Merger		76,677		777
LendingTree Inc *		5,146		1,096
Leo Holdings II		13,250		131
Leo Holdings II, Cl A		1,358		13
Leo Holdings III		32		—
LGL Systems Acquisition, Cl A		2,526		25
LightJump Acquisition		31		—
Lionheart Acquisition II *		3,004		31
Lionheart Acquisition II, Cl A		11,485		113
Live Oak Mobility Acquisition *		971		10
Locust Walk Acquisition *		1,767		17
M3-Brigade Acquisition II		4,218		42
Magnum Opus Acquisition		19,438		192
Malacca Straits Acquisition, Cl A		5,134		51
Marlin Technology, Cl A *		103,758		1,025
Mason Industrial Technology *		46,677		464
MCAP Acquisition		39,766		396
MDH Acquisition		33,841		336
Mission Advancement		78,453		781
Montes Archimedes Acquisition, Cl A *		52,176		510
Monument Circle Acquisition *		44,977		443
Motive Capital		18,142		181
Mudrick Capital Acquisition II *		31,721		320
Music Acquisition		4,316		43
Natural Order Acquisition		971		10
NightDragon Acquisition		749		8
Noble Corp *		2,760		47
Noble Rock Acquisition *		34,889		345
North Atlantic Acquisition		29,311		291
Northern Genesis Acquisition II		5,252		53
Northern Star Investment II, Cl A		387		4
Northern Star Investment III		11,090		110
Northern Star Investment IV		10,200		101
Novus Capital II		6,748		67
Oaktree Acquisition II, Cl A *		6,546		65
Old Republic International Corp		37,529		820
Omnichannel Acquisition *		520		5
Omnichannel Acquisition, Cl A *		9,407		92
One Equity Partners Open Water I *		43,826		437
Open Lending, Cl A *		24,710		875
Oyster Enterprises Acquisition		55,962		553
Penney Borrower LLC *		3,070		32
Peridot Acquisition II *		61,456		611
Pine Technology Acquisition		18,129		180
Pioneer Merger		14,038		140
Pioneer Merger, Cl A *		1,942		19
Pivotal Investment III *		7,431		74
PMV Consumer Acquisition, Cl A		1,307		13
Poema Global Holdings		17,288		173
Poema Global Holdings, Cl A		2,981		29
Pontem *		24,208		240

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 147

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pontem, Cl A		4,826	$	47
Population Health Investment		746		7
Population Health Investment, Cl A		988		10
Power & Digital Infrastructure Acquisition		1,498		15
Powered Brands		8,398		83
Prime Impact Acquisition I *		5,808		57
Prime Impact Acquisition I, Cl A		46,548		453
Priveterra Acquisition *		25,231		251
PROG Holdings Inc (N)		37,800		1,636
Progress Acquisition		38,838		384
Property Solutions Acquisition II		3,240		32
PropTech Investment II, Cl A *		485		5
Provident Acquisition, Cl A		243		2
Quantum FinTech Acquisition		17,602		175
Recharge Acquisition *		1,499		15
Recharge Acquisition, Cl A		4,236		41
Ribbit LEAP *(B)		58,788		647
RMG Acquisition III *		83,367		829
RMG Acquisition III, Cl A (B)		152		2
Roman DBDR Tech Acquisition, Cl A		9,894		98
Rosecliff Acquisition I		16,690		166
Rotor Acquisition		4,261		43
RXR Acquisition *		3,240		32
Sandbridge X2		11,126		111
Sarissa Capital Acquisition, Cl A		1,304		13
Science Strategic Acquisition Alpha		30,163		300
ScION Tech Growth I *		33,428		337
ScION Tech Growth I, Cl A		7,402		72
ScION Tech Growth II		10,642		106
SCP & CO Healthcare Acquisition *		34,685		346
SCP & CO Healthcare Acquisition, Cl A		2		—
SCVX *		5,374		53
Seven Oaks Acquisition, Cl A *		1,092		11
Silver Crest Acquisition		21,473		213
SilverBox Engaged Merger I		45,460		451
Simon Property Group Acquisition Holdings		102		1
Slam *		1,689		17
Soaring Eagle Acquisition		46,098		467
Social Leverage Acquisition I		11,424		114
Spartacus Acquisition *		12,989		132
Spartacus Acquisition, Cl A		14,548		144
Spartan Acquisition III		3,461		35
Sports Entertainment Acquisition, Cl A *		49,756		486
Sports Ventures Acquisition		2,189		22
Sports Ventures Acquisition, Cl A		13,074		126
SportsTek Acquisition		35,782		356
Supernova Partners Acquisition, Cl A		170		2
Supernova Partners Acquisition II		971		10
Sustainable Development Acquisition I *		12,597		125
SVF Investment, Cl A		28,818		294
SVF Investment 3, Cl A		260		3
Switchback II, Cl A		1,554		15

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tailwind International Acquisition *		45,399	$	449
Tailwind Two Acquisition *		9,976		99
Tastemaker Acquisition		53		1
TB Acquisition		21,719		214
TCW Special Purpose Acquisition		27,147		270
Tekkorp Digital Acquisition, Cl A *		1,243		12
Thayer Ventures Acquisition *		390		4
Thimble Point Acquisition *		17,495		175
Thoma Bravo Advantage, Cl A *		44,121		461
Thunder Bridge Capital Partners III, Cl A *		12,003		119
Tiga Acquisition, Cl A		1,623		16
TLG Acquisition One *		44,603		442
Trepont Acquisition I, Cl A		4,622		45
Tuatara Capital Acquisition		4,244		42
TWC Tech Holdings II *		2,637		27
TWC Tech Holdings II, Cl A *		2,146		21
Twelve Seas Investment II		58,904		580
Twin Ridge Capital Acquisition		5,314		53
TZP Strategies Acquisition		19,673		196
Velocity Acquisition		14,802		146
Virtuoso Acquisition		19,799		195
VPC Impact Acquisition Holdings II		14,676		145
VPC Impact Acquisition Holdings III		3,307		33
Waldencast Acquisition		940		9
Warrior Technologies Acquisition *		37,562		372
Wells Fargo & Co		19,338		756
Yucaipa Acquisition, Cl A		3,257		32
Z-Work Acquisition *		3,699		37
				56,448
Health Care — 0.8%
Alexion Pharmaceuticals Inc *		6,471		989
Bausch Health *		51,908		1,648
Change Healthcare Inc *		2,656		59
Intercept Pharmaceuticals *		6,848		158
Monitronics International Inc *(C)		9,199		93
PRA Health Sciences Inc *		644		99
Viatris Inc, Cl W *		53,976		754
Viracta Therapeutics		9,424		87
				3,887
Industrials — 1.6%
ADT Inc		3,170		27
Air Transport Services Group Inc *(N)		73,436		2,149
BWX Technologies Inc, Cl W (N)		37,433		2,468
Cornerstone Building Brands Inc *		3,879		55
Interface Inc, Cl A		1,752		22
Middleby Corp/The *(N)		14,886		2,467
Uber Technologies Inc *		10,189		555
				7,743
Information Technology — 7.8%
ACV Auctions, Cl A		3,785		131
Alliance Data Systems Corp		18,090		2,028

148 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Applied Materials Inc		2,202	$	294
Aquity Holdings Inc *(C)		3,945		41
Avaya Holdings Corp *		24,884		698
Ceridian HCM Holding Inc *		13,828		1,165
Dynatrace Inc *		28,465		1,373
Fiserv Inc, Cl A *		11,485		1,367
Flex *		78,042		1,429
GoDaddy Inc, Cl A *		32,224		2,501
Inphi Corp *		4,147		740
Mastercard Inc, Cl A		5,836		2,078
Maxim Integrated Products Inc		13,609		1,244
Mmodal (Escrow Security) *(C)		3,007		—
Nuance Communications Inc *		24,658		1,076
ON Semiconductor Corp *		42,252		1,758
Qualtrics International, Cl A		16,155		532
RealPage Inc *		62,923		5,487
RingCentral Inc, Cl A *		1,712		510
salesforce.com Inc *		7,152		1,515
Shift4 Payments, Cl A *		10,720		879
Shopify, Cl A *		1,005		1,112
Slack Technologies Inc, Cl A *		73,458		2,985
StoneCo Ltd, Cl A *		7,814		478
Twilio Inc, Cl A *		1,690		576
Vishay Intertechnology Inc (N)		101,344		2,441
Vontier *		24,362		737
Xilinx Inc		12,719		1,576
				36,751
Materials — 1.1%
Allegheny Technologies Inc *(N)		114,177		2,405
Arctic Canadian Diamond Company Ltd. *		228		—
Constellium, Cl A *(N)		161,349		2,372
Hexion Holdings Corp *		9,735		146
Libbey Glass Inc. *		1,549		54
Tronox Holdings		2,883		53
				5,030
Real Estate — 3.1%
Agree Realty Corp ‡		11,502		774
Copper Property Pass-Through Certificates *		23,020		403
Kimco Realty Corp ‡		82,266		1,542
Lamar Advertising Co, Cl A ‡		8,857		832
Outfront Media Inc ‡		68,104		1,487
Park Hotels & Resorts Inc ‡		105,395		2,274
Regency Centers Corp ‡		8,246		468
Sabra Health Care Inc ‡(N)		129,546		2,249
Service Properties Trust ‡		1,981		24
SL Green Realty ‡(N)		32,731		2,291
Vornado Realty Trust ‡(N)		51,887		2,355
				14,699
Utilities — 2.2%
Clearway Energy Inc, Cl C (N)		74,985		2,110

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		17,336	$	758
FirstEnergy Corp (N)		70,992		2,463
NRG Energy Inc		66,208		2,498
PG&E Corp *		206,166		2,414
				10,243
Total Common Stock (Cost $171,332) ($ Thousands)				177,959
	Face Amount         (Thousands)
CORPORATE OBLIGATIONS — 15.9%
Communication Services — 1.3%
Altice France Holding
6.000%, 02/15/2028 (E)	$	359		354
AMC Entertainment Holdings
6.125%, 05/15/2027		55		34
5.750%, 06/15/2025		30		19
CB Escrow
8.000%, 10/15/2025 (E)		567		603
CCO Holdings
5.750%, 02/15/2026 (E)		99		102
5.375%, 06/01/2029 (E)		85		91
Consolidated Communications
6.500%, 10/01/2028 (E)		419		453
5.000%, 10/01/2028 (E)		119		120
Digicel Group
10.000%, 04/01/2024		30		29
6.750%, 03/01/2023 (E)		110		101
DISH DBS
7.750%, 07/01/2026		225		248
7.375%, 07/01/2028		40		42
EW Scripps
5.125%, 05/15/2025 (E)		1,315		1,341
Frontier Communications
10.500%, 09/15/2022 (F)		125		85
7.125%, 01/15/2023 (F)		75		49
6.875%, 01/15/2025 (F)		85		55
Intelsat Luxembourg
8.125%, 06/01/2023 (F)		45		2
Salem Media Group
6.750%, 06/01/2024 (E)		395		389
Sinclair Television Group
4.125%, 12/01/2030 (E)		177		170
Spanish Broadcasting System
9.750%, 03/01/2026 (E)		158		155
T-Mobile USA
3.500%, 04/15/2031		65		66
3.375%, 04/15/2029		65		66
Townsquare Media
6.875%, 02/01/2026 (E)		342		364

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 149

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trilogy International Partners
8.875%, 05/01/2022 (E)	$	305	$	296
Urban One
7.375%, 02/01/2028 (E)		539		558
Windstream Escrow
7.750%, 08/15/2028 (E)		142		144
				5,936
Consumer Discretionary — 4.0%
1011778 BC ULC / New Red Finance
4.250%, 05/15/2024 (E)		256		259
American Greetings
8.750%, 04/15/2025 (E)		265		273
Ashton Woods USA
6.625%, 01/15/2028 (E)		200		213
At Home Holding III
8.750%, 09/01/2025 (E)		209		228
Bally’s
6.750%, 06/01/2027 (E)		60		64
BCPE Ulysses Intermediate
7.750%cash/8.500% PIK, 04/01/2027 (E)		63		65
Bed Bath & Beyond
5.165%, 08/01/2044		300		273
Boyd Gaming
6.375%, 04/01/2026		93		96
6.000%, 08/15/2026		1,281		1,334
Caesars Entertainment
6.250%, 07/01/2025 (E)		523		556
Carnival
11.500%, 04/01/2023 (E)		125		143
10.500%, 02/01/2026 (E)		95		112
9.875%, 08/01/2027 (E)		135		159
5.750%, 03/01/2027 (E)		15		15
Cengage Learning
9.500%, 06/15/2024 (E)		460		469
Chukchansi Economic Development Authority
10.250%, 05/30/2020 (E)(F)		45		22
9.750%, 05/30/2020 (E)(F)		263		132
Cirsa Finance International Sarl
7.875%, 12/20/2023 (E)		20		20
Clarios Global
6.750%, 05/15/2025 (E)		82		88
4.375%, 05/15/2026	EUR	100		122
Cooper-Standard Automotive
5.625%, 11/15/2026 (E)	$	178		150
CSC Holdings
5.750%, 01/15/2030 (E)		50		53
4.625%, 12/01/2030 (E)		591		581
4.125%, 12/01/2030 (E)		155		154
3.375%, 02/15/2031 (E)		177		167

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cumulus Media New Holdings
6.750%, 07/01/2026 (E)	$	199	$	203
Dave & Buster’s
7.625%, 11/01/2025 (E)		164		175
Diamond Sports Group
6.625%, 08/15/2027 (E)		477		250
5.375%, 08/15/2026 (E)		530		381
Empire Communities
7.375%, 12/15/2025	CAD	79		65
7.000%, 12/15/2025 (E)	$	551		580
Everi Payments
7.500%, 12/15/2025 (E)		180		187
Ford Motor
8.500%, 04/21/2023		110		123
Full House Resorts
8.250%, 02/15/2028 (E)		199		212
Genting New York
3.300%, 02/15/2026 (E)		123		123
Getty Images
9.750%, 03/01/2027 (E)		170		181
Goodyear Tire & Rubber
9.500%, 05/31/2025		288		323
5.625%, 04/30/2033		137		137
5.250%, 04/30/2031		27		27
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (E)		515		551
Inn Of The Mountain Gods Resort & Casino
9.250%, 11/30/2023 (C)		183		180
Jacobs Entertainment
7.875%, 02/01/2024 (E)		225		234
L Brands
7.600%, 07/15/2037		5		6
6.750%, 07/01/2036		80		94
6.625%, 10/01/2030 (E)		60		68
LBM Acquisition
6.250%, 01/15/2029 (E)		251		259
Liberty Interactive
8.250%, 02/01/2030		460		522
Life Time
8.000%, 04/15/2026 (E)		161		166
5.750%, 01/15/2026 (E)		210		216
Macy’s Retail Holdings
4.500%, 12/15/2034		296		263
2.875%, 02/15/2023		3		3
Mattamy Group
4.625%, 03/01/2030 (E)		800		795
McGraw Hill
8.000%, 11/30/2024 (E)		285		287
MDC Partners
7.500%, 05/01/2024 (E)		71		72
MGM Resorts International
7.750%, 03/15/2022		763		804

150 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Michaels Stores
8.000%, 07/15/2027 (E)	$	178	$	197
Mohegan Gaming & Entertainment
8.000%, 02/01/2026 (E)		331		334
Monitronics International Inc
9.125%, 04/01/2020 (C)(F)		495		—
NCL
12.250%, 05/15/2024 (E)		155		188
5.875%, 03/15/2026 (E)		235		238
3.625%, 12/15/2024 (E)		162		153
NCL Finance
6.125%, 03/15/2028 (E)		40		41
NMG Holding
7.125%, 04/01/2026 (E)		250		255
PetSmart
4.750%, 02/15/2028 (E)		204		209
Royal Caribbean Cruises
10.875%, 06/01/2023 (E)		120		138
9.125%, 06/15/2023 (E)		65		72
Scientific Games International
7.250%, 11/15/2029 (E)		140		152
5.000%, 10/15/2025 (E)		815		844
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (E)		480		468
Tenneco
5.125%, 04/15/2029 (E)		195		192
Terrier Media Buyer
8.875%, 12/15/2027 (E)		295		317
Univision Communications
6.625%, 06/01/2027 (E)		401		428
5.125%, 02/15/2025 (E)		305		308
William Hill MTN
4.750%, 05/01/2026	GBP	200		314
Wynn Las Vegas
5.500%, 03/01/2025 (E)	$	50		53
5.250%, 05/15/2027 (E)		60		63
4.250%, 05/30/2023 (E)		400		407
Wynn Resorts Finance
7.750%, 04/15/2025 (E)		120		130
				18,736
Consumer Staples — 0.8%
Albertsons
7.500%, 03/15/2026 (E)		1,452		1,604
Fresh Market
9.750%, 05/01/2023 (E)		420		432
New Albertsons
8.700%, 05/01/2030		235		296
Post Holdings
4.500%, 09/15/2031 (E)		135		133
Rite Aid
8.000%, 11/15/2026 (E)		76		80

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.700%, 02/15/2027	$	345	$	338
Turning Point Brands
5.625%, 02/15/2026 (E)		273		283
US Foods
6.250%, 04/15/2025 (E)		250		268
Vector Group
10.500%, 11/01/2026 (E)		225		241
5.750%, 02/01/2029 (E)		305		315
				3,990
Energy — 2.7%
Aethon United BR
8.250%, 02/15/2026 (E)		160		166
Antero Midstream Partners
7.875%, 05/15/2026 (E)		195		210
5.750%, 03/01/2027 (E)		150		150
5.750%, 01/15/2028 (E)		20		20
5.375%, 09/15/2024		60		61
Antero Resources
7.625%, 02/01/2029 (E)		170		181
Ascent Resources Utica Holdings
7.000%, 11/01/2026 (E)		244		244
Baytex Energy
8.750%, 04/01/2027 (E)		245		223
Cheniere Energy Partners
4.500%, 10/01/2029		85		88
Chesapeake Energy
5.875%, 02/01/2029 (E)		59		63
5.500%, 02/01/2026 (E)		165		172
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049		225		—
CNX Midstream Partners
6.500%, 03/15/2026 (E)		195		198
CNX Resources
7.250%, 03/14/2027 (E)		140		150
Comstock Resources
9.750%, 08/15/2026		70		76
Crestwood Midstream Partners
5.750%, 04/01/2025		150		151
EnLink Midstream
5.625%, 01/15/2028 (E)		80		77
5.375%, 06/01/2029		325		304
EnLink Midstream Partners
6.000%, VAR ICE LIBOR USD 3 Month+4.110%(H)		122		76
5.600%, 04/01/2044		148		123
5.450%, 06/01/2047		190		153
4.850%, 07/15/2026		85		82
EQM Midstream Partners
6.500%, 07/15/2048		115		115
EQT
8.500%, 02/01/2030		115		147

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 151

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.625%, 02/01/2025	$	140	$	161
Genesis Energy
8.000%, 01/15/2027		105		106
7.750%, 02/01/2028		80		80
Harvest Midstream I
7.500%, 09/01/2028 (E)		158		170
Indigo Natural Resources
5.375%, 02/01/2029 (E)		82		81
Laredo Petroleum
10.125%, 01/15/2028		160		153
9.500%, 01/15/2025		40		38
MEG Energy
7.125%, 02/01/2027 (E)		100		105
5.875%, 02/01/2029 (E)		80		80
New Fortress Energy
6.500%, 09/30/2026 (E)		224		225
NGL Energy Operating
7.500%, 02/01/2026 (E)		120		123
NGL Energy Partners
7.500%, 11/01/2023		205		198
7.500%, 04/15/2026		107		91
6.125%, 03/01/2025		242		206
Northern Oil and Gas
8.125%, 03/01/2028 (E)		205		204
Oasis Midstream Partners
8.000%, 04/01/2029 (E)		115		118
Occidental Petroleum
6.125%, 01/01/2031		40		44
5.550%, 03/15/2026		95		101
5.500%, 12/01/2025		70		74
4.625%, 06/15/2045		120		105
4.500%, 07/15/2044		10		8
4.400%, 04/15/2046		10		8
PBF Holding
7.250%, 06/15/2025		101		82
6.000%, 02/15/2028		58		43
Petrobras Global Finance BV
6.900%, 03/19/2049		595		652
6.750%, 06/03/2050		526		561
Petroleos Mexicanos
6.950%, 01/28/2060 (E)		351		303
6.875%, 10/16/2025 (E)		223		242
6.375%, 01/23/2045		650		539
6.350%, 02/12/2048		1,074		894
5.950%, 01/28/2031 (E)		305		293
4.500%, 01/23/2026		211		209
3.500%, 01/30/2023		604		612
Petroleos Mexicanos MTN
6.750%, 09/21/2047		507		435
Pride International
7.875%, 08/15/2040 (F)		50		9

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Range Resources
9.250%, 02/01/2026	$	285	$	310
Shelf Drilling Holdings
8.875%, 11/15/2024 (E)		60		60
8.250%, 02/15/2025 (E)		230		168
Southwestern Energy
7.750%, 10/01/2027		25		27
7.500%, 04/01/2026		202		214
Sunoco
4.500%, 05/15/2029 (E)		109		109
Targa Resources Partners
4.000%, 01/15/2032 (E)		145		136
Transocean
11.500%, 01/30/2027 (E)		145		124
6.800%, 03/15/2038		290		133
USA Compression Partners
6.875%, 09/01/2027		170		175
Valaris PLC
5.850%, 01/15/2044 (F)		185		24
Vine Energy Holdings
6.750%, 04/15/2029 (E)		191		191
Vine Oil & Gas
9.750%, 04/15/2023 (E)		158		169
8.750%, 04/15/2023 (E)		158		168
Western Midstream Operating
2.325%, VAR ICE LIBOR USD 3 Month+1.850%, 01/13/2023		715		701
				13,292
Financials — 2.0%
AG Issuer
6.250%, 03/01/2028 (E)		330		345
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%(H)		195		213
Burford Capital Global Finance
6.250%, 04/15/2028 (E)		154		158
Finance of America Funding
7.875%, 11/15/2025 (E)		305		316
Freedom Mortgage
8.250%, 04/15/2025 (E)		591		615
8.125%, 11/15/2024 (E)		437		453
FS Energy and Power Fund
7.500%, 08/15/2023 (E)		65		65
Genworth Holdings
4.900%, 08/15/2023		109		107
4.800%, 02/15/2024		130		126
Genworth Mortgage Holdings
6.500%, 08/15/2025 (E)		140		151
Goldman Sachs International
12.656%, 07/15/2021 (E)(I)	EGP	11,250		691

152 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GTCR AP Finance
8.000%, 05/15/2027 (E)	$	225	$	242
Home Point Capital
5.000%, 02/01/2026 (E)		105		104
HSBC Bank MTN
12.370%, 05/20/2021 (E)(I)	EGP	1,800		113
Hunt
5.250%, 04/15/2029 (E)	$	230		230
ICBC Standard Bank MTN
12.527%, 07/01/2021 (E)(I)	EGP	23,644		1,459
JPMorgan Chase Bank MTN
12.704%, 09/16/2021 (E)(I)		8,707		522
Ladder Capital Finance Holdings LLLP
5.250%, 03/15/2022 (E)	$	320		322
5.250%, 10/01/2025 (E)		35		35
LD Holdings Group
6.500%, 11/01/2025 (E)		150		157
6.125%, 04/01/2028 (E)		65		66
MDGH - GMTN BV MTN
4.500%, 11/07/2028		200		231
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (E)		115		116
5.125%, 12/15/2030 (E)		35		34
New Residential Investment
6.250%, 10/15/2025 (E)		280		281
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		21
3.500%, 01/23/2043		280		289
OneMain Finance
7.125%, 03/15/2026	$	105		121
6.875%, 03/15/2025		100		114
PennyMac Financial Services
4.250%, 02/15/2029 (E)		160		153
Saracen Development
11.000%cash/3.000% PIK, 10/15/2025 (C)(D)(E)		384		443
VistaJet Malta Finance
10.500%, 06/01/2024 (E)		135		147
VTB Bank Via VTB Capital
6.950%, 10/17/2022		653		692
WeWork
7.875%, 05/01/2025 (E)		577		571
				9,703
Health Care — 1.0%
Akumin
7.000%, 11/01/2025 (E)		185		197
APX Group
8.500%, 11/01/2024		390		405
Bausch Health
9.000%, 12/15/2025 (E)		82		89
6.250%, 02/15/2029 (E)		315		334

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.125%, 04/15/2025 (E)	$	164	$	168
5.000%, 02/15/2029 (E)		218		215
Bausch Health Americas
9.250%, 04/01/2026 (E)		61		68
8.500%, 01/31/2027 (E)		547		607
Centene
4.625%, 12/15/2029		214		232
3.375%, 02/15/2030		82		83
CHS
8.125%, 06/30/2024 (E)		253		264
6.875%, 04/15/2029 (E)		142		148
DaVita
4.625%, 06/01/2030 (E)		118		120
3.750%, 02/15/2031 (E)		54		52
Endo DAC
9.500%, 07/31/2027 (E)		114		124
6.000%, 06/30/2028 (E)		128		104
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (E)		200		202
FXI Holdings
7.875%, 11/01/2024 (E)		123		127
HCA
5.875%, 02/01/2029		70		82
Jaguar Holding II
5.000%, 06/15/2028 (E)		205		213
LifePoint Health
5.375%, 01/15/2029 (E)		211		208
4.375%, 02/15/2027 (E)		127		124
Prime Security Services Borrower
6.250%, 01/15/2028 (E)		105		109
RP Escrow Issuer
5.250%, 12/15/2025 (E)		65		67
Surgery Center Holdings
6.750%, 07/01/2025 (E)		87		89
Tenet Healthcare
6.250%, 02/01/2027 (E)		80		84
Varex Imaging
7.875%, 10/15/2027 (E)		225		250
Verisure Holding
3.250%, 02/15/2027 (E)	EUR	115		136
				4,901
Industrials — 1.2%
American Airlines
5.750%, 04/20/2029 (E)	$	135		144
5.500%, 04/20/2026 (E)		90		94
American Builders & Contractors Supply
5.875%, 05/15/2026 (E)		56		58
Arconic
6.125%, 02/15/2028 (E)		79		84
Beacon Roofing Supply
4.875%, 11/01/2025 (E)		134		137

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 153

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bombardier
7.875%, 04/15/2027 (E)	$	115	$	113
7.500%, 12/01/2024 (E)		25		25
7.500%, 03/15/2025 (E)		115		113
6.000%, 10/15/2022 (E)		35		35
Builders FirstSource
6.750%, 06/01/2027 (E)		919		986
Danaos
8.500%, 03/01/2028 (E)		145		155
Delta Air Lines
7.000%, 05/01/2025 (E)		185		213
Dycom Industries
4.500%, 04/15/2029 (E)		19		19
Fortress Transportation & Infrastructure Investors
9.750%, 08/01/2027 (E)		240		273
6.500%, 10/01/2025 (E)		50		52
Garda World Security
9.500%, 11/01/2027 (E)		310		343
8.750%, 05/15/2025 (E)		33		34
GFL Environmental
8.500%, 05/01/2027 (E)		100		110
3.500%, 09/01/2028 (E)		169		164
GrafTech Finance
4.625%, 12/15/2028 (E)		118		119
Icahn Enterprises
4.375%, 02/01/2029 (E)		165		161
New Enterprise Stone & Lime
6.250%, 03/15/2026 (E)		110		113
Parts Europe
6.500%, 07/16/2025	EUR	219		269
Sensata Technologies
4.000%, 04/15/2029 (E)	$	38		39
Team Health Holdings
6.375%, 02/01/2025 (E)		165		145
Tervita
11.000%, 12/01/2025 (E)		230		261
TransDigm
8.000%, 12/15/2025 (E)		109		119
6.375%, 06/15/2026		164		170
6.250%, 03/15/2026 (E)		333		353
TransDigm UK Holdings
6.875%, 05/15/2026		55		58
Triumph Group
8.875%, 06/01/2024 (E)		55		62
7.750%, 08/15/2025		290		291
6.250%, 09/15/2024 (E)		20		20
5.250%, 06/01/2022		70		69
Tutor Perini
6.875%, 05/01/2025 (E)		370		383

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Western Global Airlines
10.375%, 08/15/2025 (E)	$	160	$	180
				5,964
Information Technology — 0.5%
Banff Merger Sub
9.750%, 09/01/2026 (E)		415		442
Cablevision Lightpath
3.875%, 09/15/2027 (E)		134		133
Castle US Holding
9.500%, 02/15/2028 (E)		170		174
CommScope
7.125%, 07/01/2028 (E)		55		59
6.000%, 03/01/2026 (E)		150		158
CommScope Technologies
6.000%, 06/15/2025 (E)		289		295
Flexential Intermediate
11.250%, 08/01/2024 (E)		240		257
TTM Technologies
4.000%, 03/01/2029 (E)		133		131
Twilio
3.875%, 03/15/2031		65		66
3.625%, 03/15/2029		65		66
Veritas US
10.500%, 02/01/2024 (E)		514		526
7.500%, 09/01/2025 (E)		193		201
				2,508
Materials — 1.7%
Allegheny Technologies
7.875%, 08/15/2023		145		157
Ardagh Packaging Finance
6.000%, 02/15/2025 (E)		147		152
Axalta Coating Systems
3.375%, 02/15/2029 (E)		178		174
Baffinland Iron Mines
8.750%, 07/15/2026 (E)		690		730
Cleveland-Cliffs
9.875%, 10/17/2025 (E)		122		143
Cornerstone Chemical
6.750%, 08/15/2024 (E)		855		806
CSN Inova Ventures
6.750%, 01/28/2028 (E)		350		371
Eldorado
9.500%, 06/01/2024 (E)		109		118
First Quantum Minerals
7.500%, 04/01/2025 (E)		385		398
6.875%, 10/15/2027 (E)		130		139
6.500%, 03/01/2024 (E)		208		211
FMG Resources August 2006 Pty
4.375%, 04/01/2031 (E)		181		184

154 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freeport-McMoRan
5.450%, 03/15/2043	$	195	$	234
LSB Industries
9.625%, 05/01/2023 (E)		775		795
Mercer International
5.125%, 02/01/2029 (E)		263		273
Mineral Resources
8.125%, 05/01/2027 (E)		265		293
Mountain Province Diamonds
8.000%, 12/15/2022 (E)		390		358
Northwest Acquisitions ULC
7.125%, 11/01/2022 (E)(F)		460		–
Novelis
5.875%, 09/30/2026 (E)		243		254
Rain CII Carbon
7.250%, 04/01/2025 (E)		600		621
Rayonier AM Products
7.625%, 01/15/2026 (E)		160		170
Trident TPI Holdings
9.250%, 08/01/2024 (E)		417		442
Tronox
4.625%, 03/15/2029 (E)		353		353
				7,376
Real Estate — 0.3%
Diversified Healthcare Trust
9.750%, 06/15/2025		210		238
4.375%, 03/01/2031		85		83
GLP Capital
4.000%, 01/15/2031		82		85
Iron Mountain
5.250%, 07/15/2030 (E)		119		123
4.500%, 02/15/2031 (E)		86		85
Realogy Group
9.375%, 04/01/2027 (E)		160		177
Service Properties Trust
4.950%, 10/01/2029		41		39
3.950%, 01/15/2028		198		183
Uniti Group
7.125%, 12/15/2024 (E)		50		51
6.000%, 04/15/2023 (E)		170		173
				1,237
Utilities — 0.4%
Calpine
5.125%, 03/15/2028 (E)		116		117
5.000%, 02/01/2031 (E)		191		186
Eskom Holdings SOC MTN
8.450%, 08/10/2028		860		934
NRG Energy
5.250%, 06/15/2029 (E)		20		21

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oryx Funding
5.800%, 02/03/2031 (E)	$	212	$	219
Vistra Operations
5.500%, 09/01/2026 (E)		55		57
				1,534
Total Corporate Obligations (Cost $72,523) ($ Thousands)				75,177
	Shares
EXCHANGE TRADED FUNDS — 10.6%
Merger Fund, Cl L		2,877,796		50,390
VelocityShares Daily 2x VIX Short Term ETN		498		6
Total Exchange Traded Funds (Cost $46,211) ($ Thousands)				50,396
	Face Amount (Thousands)
LOAN PARTICIPATIONS — 4.0%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.609%, 03/04/2027 (G)		262		258
Advisors Group, 1st Lien
4.609%, 07/31/2026		60		60
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024		302		301
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.195%, VAR LIBOR+ 3.000%, 04/22/2026 (J)		177		152
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (C)		129		135
American Greetings, Term Loan, 1st Lien
5.500%, 04/06/2024 (G)		203		202
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (G)		431		420
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR+ 3.500%, 03/11/2028		200		197
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (G)		36		36
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/07/2025 (G)		215		215

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 155

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Avianca Holdings S.A., DIP Delayed Draw Loan A-1, 1st Lien
12.500%, 11/10/2021 (C)(G)	$	229	$	231
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (C)(G)		46		45
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
7.500%, 04/23/2024 (C)(G)(J)		242		221
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024 (G)(J)		450		343
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023 (G)		501		498
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
5.500%, 08/08/2023 (C)(G)		162		146
CBAC Borrower LLC, Term Loan B, 1st Lien
4.109%, 07/08/2024 (G)		244		234
Cengage Learning Inc., 2016 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR+ 4.250%, 06/07/2023		338		334
Century Casinos, Inc., Term Loan, 1st Lien
6.610%, 12/07/2026		185		178
Cenveo Corporation, Exit Term Loan, 1st Lien
10.500%, 06/07/2023 (C)(G)		576		564
ConvergeOne Holdings Corp., Initial Term Loan, 1st Lien
5.109%, VAR LIBOR+ 5.000%, 01/04/2026		490		473
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
6.609%, 10/31/2026 (C)		174		168
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
9.250%, 07/02/2024		—		—
8.000%, 07/02/2024		104		103
DMT Solutions Global Corporation, Term Loan
8.000%, 07/02/2024		104		103
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, VAR LIBOR+ 8.000%, 03/07/2022 (C)		131		129
ELO Touch Solutions, Term Loan B, 1st Lien
6.609%, 12/14/2025		176		177
Endo Luxembourg Finance Company I S.a.r.l., Initial Term Loan, 1st Lien
5.000%, 04/27/2024 (G)		—		—

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Enterprise Development Authority, Term Loan B, 1st Lien
5.000%, 02/18/2028	$	84	$	84
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.859%, VAR LIBOR+ 3.750%, 10/10/2025 (J)		879		757
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027		614		528
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR+ 4.500%, 02/19/2026		146		144
Glass Mountain, Term Loan B, 1st Lien
5.500%, 12/23/2024		68		16
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+ 2.750%, 10/04/2023 (J)		115		113
Herschend Entertainment Co., 1st Lien
6.750%, 08/25/2025 (C)		215		219
Hurtigruten Group, 1st Lien
8.000%, 06/11/2023		138		155
ICH US Intermediate Holdings II, Inc., Initial Term Loan, 1st Lien
6.750%, 12/24/2026 (C)(G)		5		5
Innovacare, Term Loan, 1st Lien
6.750%, 12/24/2026 (C)(G)		265		265
Inteliquent, Term Loan, 1st Lien
5.500%, 02/10/2024		105		105
J.C. Penney Borrower LLC, Term Loan
9.250%, 12/07/2025 (C)(G)		382		386
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR+ 4.250%, 06/23/2023 (F)		378		1
Jadex Inc., Refinancing Term Loan, 1st Lien
5.500%, 02/18/2028		155		153
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+ 4.750%, 08/29/2022 (J)		948		941
Lannett Company, Inc, Term Loan B
6.375%, 11/25/2022 (G)		212		202
Libbey, 1st Lien
11.000%, 11/13/2025 (G)		139		137
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.000%, 10/01/2024		915		886

156 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR+ 8.125%, 02/16/2022	$	564	$	557
Mavenir Systems Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+ 6.000%, 05/08/2025 (C)		409		408
McGraw Hill LLC, Term Loan B, 1st Lien
5.750%, 11/01/2024		298		297
MSG National, 1st Lien
7.000%, 12/31/2049		309		317
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (J)		235		235
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
5.500%, 02/28/2028		195		193
Peak 10 Holding Corporation, Initial Term Loan, 1st Lien
3.703%, VAR LIBOR+ 3.500%, 08/01/2024		669		622
Penney Borrower LLC, Initial Loan, 1st Lien
9.500%, 12/07/2026		160		149
Peraton Corp., Delayed Draw Term Loan B, 1st Lien
4.500%, 02/01/2028 (J)		131		131
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+ 3.750%, 02/01/2028		74		74
PLNTF Holdings Inc., 1st Lien
9.000%, 03/12/2026 (G)		205		203
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.212%, 07/31/2025 (G)(J)		658		597
Premier Brands Group Holdings LLC, Term Loan, 1st Lien
8.254%, 03/19/2024 (G)		30		20
8.187%, 03/19/2024 (G)(J)		55		38
R.R. Donnelley & Sons Company, Term B Loan
5.109%, 01/15/2024		229		227
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+ 3.500%, 09/07/2023		896		420
S&S Holdings LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (G)		245		238
SIJ LLC, Term Loan, 1st Lien
10.000%, 07/15/2026 (C)(G)		356		353
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.110%, 06/19/2026 (G)		215		214

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Syniverse Holdings Inc., Initial Term Loan, 2nd Lien
10.000%, 03/11/2024	$	140	$	136
Syniverse Holdings Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR+ 5.000%, 03/09/2023		1,208		1,190
Team Health Holdings Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+ 2.750%, 02/06/2024		618		573
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien
6.500%, VAR LIBOR+ 4.000%, 09/27/2024 (C)		414		410
Twin River Worldwide Holdings Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR+ 8.000%, 05/11/2026 (C)		249		267
Valaris PLC, DIP Term Loan
0.000%, 08/17/2021 (C)(G)(J)		49		48
Vida Capital, Term Loan
6.109%, 10/01/2026 (C)(G)		190		181
Total Loan Participations (Cost $18,651) ($ Thousands)				19,118
	Shares
FOREIGN COMMON STOCK — 3.9%
Canada — 0.4%
Ayr Wellness, Cl A		1,640		49
Lightspeed POS *		24,495		1,540
Mercer Park Brand Acquisition, Cl A		6,210		63
Tourmaline Oil Corp		5,763		110
				1,762
China — 0.5%
Baidu ADR *		1,812		394
Tencent Music Entertainment Group ADR *		88,300		1,810
				2,204
Hong Kong — 0.5%
Alibaba Group Holding *		35,382		1,001
Alibaba Group Holding ADR *		3,292		747
Tencent Holdings Ltd		6,300		494
				2,242
Italy — 0.2%
Nexi *		55,216		966

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 157

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Japan — 0.2%
Appier Group (B)		6,557	$	96
Murata Manufacturing Co Ltd		10,000		800
				896
Luxembourg — 0.0%
SES SA, Cl A		12,454		99
Norway — 0.2%
BW LPG (E)		174,101		1,195
South Korea — 0.6%
Kakao Corp		2,806		1,234
LG Chemical Ltd		1,369		974
NHN KCP *		787		35
SK Hynix Inc		3,397		398
				2,641
Taiwan — 0.7%
Himax Technologies ADR *		76,620		1,046
Sea Ltd ADR *		6,244		1,394
Taiwan Semiconductor Manufacturing Co Ltd ADR		8,358		988
				3,428
United Kingdom — 0.6%
21Vianet Group ADR *		36,787		1,188
John Menzies PLC		10,304		47
Micro Focus International ADR		10,890		84
Willis Towers Watson PLC		7,364		1,685
				3,004
Total Foreign Common Stock (Cost $17,614) ($ Thousands)				18,437
	Face Amount (Thousands)
SOVEREIGN DEBT — 2.9%
Angolan Government International Bond MTN
8.000%, 11/26/2029	$	341		319
Argentine Republic Government International Bond
1.000%, 07/09/2029		100		36
0.125% , –%, 07/09/2021, 07/09/2035 (K)		386		115
0.125% , –%, 07/09/2021, 01/09/2038 (K)		495		181

Description			Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
0.125% , –%, 07/09/2021, 07/09/2046 (K)		$		415	$	128
Bahamas Government International Bond
8.950%, 10/15/2032 (E)				541		576
Bahrain Government International Bond
7.000%, 01/26/2026				400		460
Egypt Government International Bond
8.875%, 05/29/2050 (E)				1,435		1,463
8.700%, 03/01/2049				579		580
8.150%, 11/20/2059 (E)				200		190
5.875%, 02/16/2031 (E)				365		342
Ghana Government International Bond
7.750%, 04/07/2029 (E)				262		259
6.409%, 04/07/2025 (E)(I)				200		155
Jordan Government International Bond
5.850%, 07/07/2030 (E)				289		294
4.950%, 07/07/2025 (E)				433		445
Nigeria Government International Bond
7.625%, 11/21/2025				1,333		1,501
Oman Government International Bond
7.000%, 01/25/2051 (E)				214		211
Paraguay Government International Bond
4.625%, 01/25/2023				1,810		1,905
Republic of South Africa Government Bond
8.250%, 03/31/2032		ZAR		10,472		613
Russian Federal Bond - OFZ
7.400%, 07/17/2024		RUB		103,941		1,426
7.150%, 11/12/2025				49,657		675
Saudi Government International Bond MTN
3.750%, 01/21/2055 (E)		$		300		294
2.750%, 02/03/2032 (E)				972		972
Turkey Government International Bond
6.375%, 10/14/2025				506		501
Verisure Midholding
5.250%, 02/15/2029		EUR		248		301
Total Sovereign Debt (Cost $13,989) ($ Thousands)						13,942
MUNICIPAL BONDS — 1.3%
Puerto Rico — 1.3%
Commonwealth of Puerto Rico, Ser A, GO
5.000%, 07/01/2020 (F)	$			5		4
Commonwealth of Puerto Rico, Ser A, GO
Callable 05/06/2021 @ 100
8.000%, 07/01/2035 (F)				6,515		5,114
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2022 @ 100
5.500%, 07/01/2026 (C)(F)				5		4
5.500%, 07/01/2039 (F)				325		272
5.250%, 07/01/2023 (C)(F)				30		25
5.125%, 07/01/2037 (F)				20		17

158 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
5.000%, 07/01/2032 (F)	$	5	$	4
5.000%, 07/01/2041 (F)		705		569
Commonwealth of Puerto Rico, Ser B, GO
4.400%, 07/01/2020 (F)		10		8
4.250%, 07/01/2019 (F)		5		4
Commonwealth of Puerto Rico, Ser C, GO
Callable 05/06/2021 @ 100
6.000%, 07/01/2032 (F)		5		4
Commonwealth of Puerto Rico, Ser C, GO
Callable 07/01/2021 @ 100
6.500%, 07/01/2040 (F)		5		4
Commonwealth of Puerto Rico, Ser E, GO
Callable 07/01/2021 @ 100
5.375%, 07/01/2030 (F)		5		5
Total Municipal Bonds (Cost $4,180) ($ Thousands)				6,034
	Shares
PREFERRED STOCK — 0.4%
Consumer Discretionary — 0.0%
Boardriders Inc., ~ *(C)(D)		25,646		26
Guitar Center, ~ *(D)		40		4
				30
Energy — 0.0%
Crestwood Equity Partners, 9.250% (L)		19,536		169
NuStar Logistics, 6.975%		2,565		63
				232
Financials — 0.3%
FHLMC, 8.375% *(N)		134,140		676
FNMA, 8.250% *(N)		133,608		742
				1,418
Real Estate — 0.1%
Colony Capital, 7.150% ‡		12,189		308
Total Preferred Stock (Cost $2,645) ($ Thousands)				1,988
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.4%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser 2017-CSMO, Cl F
3.847%, VAR ICE LIBOR USD 1 Month+3.741%, 11/15/2036 (C)(E)		175		175

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Other Asset-Backed Securities — 0.4%
Cifc Funding, Ser 2018-4RA, Cl C
3.423%, VAR ICE LIBOR USD 3 Month+3.200%, 10/17/2030 (E)	$	250	$	249
Octagon Investment Partners 43, Ser 2019- 1A, Cl D
4.118%, VAR ICE LIBOR USD 3 Month+3.900%, 10/25/2032 (E)		250		250
OHA Credit Funding 4, Ser 2019-4A, Cl D
3.972%, VAR ICE LIBOR USD 3 Month+3.750%, 10/22/2032 (E)		250		248
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
2.841%, VAR ICE LIBOR USD 3 Month+2.600%, 10/15/2027 (E)		250		248
TPG Real Estate Finance Issuer, Ser 2021- FL4, Cl D
3.706%, VAR ICE LIBOR USD 1 Month+3.600%, 03/15/2038 (E)		100		100
TPG Real Estate Finance Issuer, Ser 2021- FL4, Cl E
4.456%, VAR ICE LIBOR USD 1 Month+4.350%, 03/15/2038 (E)		100		100
Tryon Park CLO, Ser 2018-1A, Cl CR
2.941%, VAR ICE LIBOR USD 3 Month+2.700%, 04/15/2029 (E)		250		245
Venture XVII CLO, Ser 2018-17A, Cl DRR
3.061%, VAR ICE LIBOR USD 3 Month+2.820%, 04/15/2027 (E)		200		191
				1,631
Total Asset-Backed Securities (Cost $1,822) ($ Thousands)				1,806
CONVERTIBLE BONDS — 0.4%
Air Canada CV to 65.1337
4.000%, 07/01/2025 (E)		60		95
Aurora Cannabis CV to 11.5308
5.500%, 02/28/2024		127		111
CNX Resources CV to 77.8816
2.250%, 05/01/2026 (E)		50		68
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		265		261
Liberty Media CV to 16.776
3.750%, 02/15/2030		227		174
Liberty Media CV to 22.947
4.000%, 11/15/2029		217		166
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (E)		340		456
Pebblebrook Hotel Trust CV to 39.2549
1.750%, 12/15/2026		115		134

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 159

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CONVERTIBLE BONDS (continued)
Tilray CV to 5.9735
5.000%, 10/01/2023	$	257	$	236
Total Convertible Bonds (Cost $1,505) ($ Thousands)				1,701
U.S. TREASURY OBLIGATION — 0.2%
U.S. Treasury Bill
0.039%, 06/03/2021 (I)		722		722
Total U.S. Treasury Obligation (Cost $722) ($ Thousands)				722

Description	Number of Warrants		Market Value     ($ Thousands)
WARRANTS — 0.1%
7GC & Holdings, Expires 01/03/2027
Strike Price $12 *		12,464	$	10
ACON S2 Acquisition, Expires 09/18/2027
Strike Price $12 *		15,358		14
Adit EdTech Acquisition, Expires 01/03/2028
Strike Price $12 *		2,591		1
AEA-Bridges Impact, Expires 01/03/2026
Strike Price $12 *		174		–
Aequi Acquisition, Expires 12/03/2027
Strike Price $12 *		930		1
ArcLight Clean Transition, Expires 09/25/2027
Strike Price $12 *		1,624		9
Athlon Acquisition, Expires 03/08/2026
Strike Price $12 *		15,680		8
Atlantic Avenue Acquisition, Expires 10/09/2027
Strike Price $12 *		32,776		24
Authentic Equity Acquisition, Expires 01/03/2028
Strike Price $12 *		11,501		7
Avanti Acquisition, Expires 01/03/2026
Strike Price $12 *		633		1
BlueRiver Acquisition, Expires 01/07/2026
Strike Price $12 *		4,749		3
Bright Lights Acquisition, Expires 01/03/2028
Strike Price $12 *		29,690		18
Broadstone Acquisition, Expires 09/18/2028
Strike Price $12 *		8,680		6
Burgundy Technology Acquisition, Expires 10/08/2025
Strike Price $12 *		4,631		5
Capstar Special Purpose Acquisition, Expires 07/12/2027
Strike Price $12 *		3,645		3
Carney Technology Acquisition II, Expires 12/03/2027
Strike Price $12 *		515		–
Cascade Acquisition, Expires 12/03/2027
Strike Price $12 *		1,120		1
CF Acquisition IV, Expires 12/17/2025
Strike Price $12 *		14,977		14
CF Acquisition V, Expires 01/03/2028
Strike Price $12 *		6,743		5
Chesapeake Energy, Expires 02/12/2026
Strike Price $32 *		794		16
Chesapeake Energy, Expires 02/12/2026
Strike Price $28 *		715		14
Chesapeake Energy, Expires 02/12/2026
Strike Price $36 *		606		10
D & Z Media Acquisition, Expires 01/03/2028
Strike Price $12 *		4,480		3

160 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Number of Warrants		Market Value     ($ Thousands)
WARRANTS (continued)
D8 Holdings, Expires 08/08/2027
Strike Price $12 *		11,250	$	13
Deep Lake Capital Acquisition, Expires 01/03/2028
Strike Price $12 *		3,354		2
Delwinds Insurance Acquisition, Expires 08/04/2027
Strike Price $12 *		14,640		8
Dune Acquisition, Expires 11/01/2027
Strike Price $12 *		1,120		1
E.Merge Technology Acquisition, Expires 08/02/2025
Strike Price $12 *		9,009		9
East Resources Acquisition, Expires 07/04/2027
Strike Price $12 *		17,767		14
Edify Acquisition, Expires 01/03/2028
Strike Price $12 *		31,375		16
Empower, Expires 12/03/2027
Strike Price $12 *		6,258		7
Empowerment & Inclusion Capital I, Expires 01/03/2028
Strike Price $12 *		4,211		2
Equity Distribution Acquisition, Expires 09/12/2025
Strike Price $12 *		1,120		1
Fortistar Sustainable Solutions, Expires 01/03/2028
Strike Price $12 *		11,480		7
Goal Acquisitions, Expires 02/03/2022
Strike Price $12 *		1,120		1
Guitar Center, Expires 12/22/2070
Strike Price $100 *(D)		574		36
Guitar Center, Expires 12/30/2027
Strike Price $– *(C)		1,552		–
Guitar Center, Expires 12/22/2070
Strike Price $160 *(D)		574		24
Healthcare Capital, Expires 03/11/2025
Strike Price $12 *		14,758		9
Hennessy Capital Investment V, Expires 01/14/2026
Strike Price $12 *		11,468		13
HIG Acquisition, Expires 10/26/2025
Strike Price $12 *		3,751		4
HPX, Expires 07/17/2025
Strike Price $12 *		20,689		17
IG Acquisition, Expires 10/08/2027
Strike Price $12 *		8,433		8
INSU Acquisition III, Expires 01/03/2027
Strike Price $12 *		115		–
Investindustrial Acquisition, Expires 11/02/2027
Strike Price $12 *		3,211		2

Description	Number of Warrants		Market Value     ($ Thousands)
WARRANTS (continued)
Isleworth Healthcare Acquisition, Expires 08/02/2027
Strike Price $12 *		17,952	$	8
Jack Creek Investment, Expires 01/03/2028
Strike Price $12 *		11,612		6
Jaws Mustang Acquisition, Expires 02/02/2026
Strike Price $12 *		2,634		3
Kairos Acquisition, Expires 01/03/2028
Strike Price $12 *		2,186		1
KINS Technology Group, Expires 01/03/2026
Strike Price $12 *		6,720		4
Kismet Acquisition One, Expires 08/09/2025
Strike Price $12 *		3,240		3
Lakestar Spac I, Expires 01/03/2026
Strike Price $12 *		102		–
Legato Merger, Expires 01/03/2026
Strike Price $12 *		5,152		2
Leo Holdings II, Expires 01/10/2028
Strike Price $12 *		5,661		4
LGL Systems Acquisition, Expires 11/15/2026
Strike Price $12 *		1,263		2
Lionheart Acquisition II, Expires 02/14/2026
Strike Price $12 *		21,396		15
Marlin Technology, Expires 03/08/2026
Strike Price $12 *		3,290		2
Marquee Raine Acquisition, Expires 12/04/2025
Strike Price $12 *		1,021		1
Mason Industrial Technology, Expires 01/03/2028
Strike Price $12 *		2,800		2
Montes Archimedes Acquisition, Expires 01/03/2026
Strike Price $12 *		296		–
Monument Circle Acquisition, Expires 01/03/2028
Strike Price $12 *		7,851		4
Mudrick Capital Acquisition II, Expires 09/13/2027
Strike Price $12 *		17,679		11
Natural Order Acquisition, Expires 09/18/2025
Strike Price $12 *		2,037		2
Noble Corp, Expires 02/05/2028
Strike Price $– *		2,470		13
North Atlantic Acquisition, Expires 10/23/2025
Strike Price $12 *		10,709		6
OCA Acquisition, Expires 01/03/2028
Strike Price $12 *		21,124		10
Omnichannel Acquisition, Expires 01/02/2028

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 161

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants		Market Value     ($ Thousands)
WARRANTS (continued)
Strike Price $12 *		1,876	$	2
One Equity Partners Open Water I, Expires 01/03/2028
Strike Price $12 *		14,378		10
Oyster Enterprises Acquisition, Expires 01/03/2028
Strike Price $12 *		8,983		5
PMV Consumer Acquisition, Expires 09/03/2027
Strike Price $12 *		1,680		1
Poema Global Holdings, Expires 01/03/2028
Strike Price $12 *		6,498		4
Population Health Investment, Expires 10/04/2025
Strike Price $12 *		180		–
Prime Impact Acquisition I, Expires 10/04/2030
Strike Price $12 *		24,394		20
Progress Acquisition, Expires 01/03/2028
Strike Price $12 *		2,800		1
Recharge Acquisition, Expires 10/08/2027
Strike Price $12 *		95		–
RMG Acquisition III, Expires 01/03/2028
Strike Price $12 *		11		–
Roman DBDR Tech Acquisition, Expires 11/03/2025
Strike Price $12 *		11,429		9
Rotor Acquisition, Expires 06/18/2027
Strike Price $12 *		3,240		2
Science Strategic Acquisition Alpha, Expires 01/03/2028
Strike Price $12 *		16,801		10
ScION Tech Growth I, Expires 11/04/2025
Strike Price $12 *		7,979		7
SCP & CO Healthcare Acquisition, Expires 01/30/2028
Strike Price $12 *		2,240		1
SCVX, Expires 01/27/2025
Strike Price $12 *		1,714		2
Silver Crest Acquisition, Expires 04/03/2028
Strike Price $12 *		11,548		6
Spartacus Acquisition, Expires 11/03/2027
Strike Price $12 *		15,858		10
Sports Entertainment Acquisition, Expires 11/02/2025
Strike Price $12 *		543		1
Thayer Ventures Acquisition, Expires 01/04/2030
Strike Price $12 *		2,223		1
TLG Acquisition One, Expires 01/28/2028
Strike Price $12 *		1,016		1
Trepont Acquisition I, Expires 11/27/2025
Strike Price $12 *		2,031		1

Description	Number of Warrants			Market Value     ($ Thousands)
WARRANTS (continued)
Union Acquisition II, Expires 04/04/2025
Strike Price $12 *		19,909		$	14
Virtuoso Acquisition, Expires 01/03/2028
Strike Price $12 *		17,940			11
Vistas Media Acquisition, Expires 08/04/2026
Strike Price $12 *		6,608			4
Windstream Services
Strike Price $– *‡‡(C)		5,809			75
Yellowstone Acquisition, Expires 10/24/2025
Strike Price $12 *		2,146			2
Total Warrants (Cost $703) ($ Thousands)					666
	Number of Rights
RIGHTS — 0.0%
Celgene Corp CVR *‡‡		2,073			–
Total Rights (Cost $1) ($ Thousands)					–
	Shares
CASH EQUIVALENTS — 20.6%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Cl I
0.004%**		1,344,449			1,344
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		95,930,025			95,930
Total Cash Equivalents (Cost $97,274) ($ Thousands)					97,274
Total Investments in Securities — 98.3% (Cost $449,172) ($ Thousands)				$	465,220
COMMON STOCK SOLD SHORT— (9.8)%
Communication Services — (0.7)%
Cogent Communications Holdings Inc		(6,162	)		(424	)
New York Times Co/The, Cl A		(18,278	)		(925	)
Verizon Communications Inc		(23,028	)		(1,339	)
Warner Music Group, Cl A		(19,837	)		(681	)
					(3,369	)
Consumer Discretionary — (2.3)%
Asbury Automotive Group Inc *		(3,718	)		(731	)
AutoNation Inc *		(5,975	)		(557	)
Brunswick Corp/DE		(14,929	)		(1,424	)

162 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares			Market Value     ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Camping World Holdings Inc, Cl A		(27,439	)	$	(998	)
Carvana Co, Cl A *		(1,531	)		(402	)
Dick’s Sporting Goods Inc		(15,460	)		(1,177	)
Foot Locker Inc, Cl A		(660	)		(37	)
Gap Inc/The		(1,286	)		(38	)
Grand Canyon Education Inc *		(5,685	)		(609	)
H&R Block Inc		(18,386	)		(401	)
Hibbett Sports Inc *		(10,453	)		(720	)
Hyatt Hotels Corp, Cl A		(4,482	)		(371	)
MarineMax Inc *		(6,527	)		(322	)
Peloton Interactive Inc, Cl A *		(8,455	)		(951	)
Polaris Inc		(2,744	)		(366	)
Skechers USA Inc, Cl A *		(17,448	)		(728	)
Thor Industries Inc		(2,834	)		(382	)
Urban Outfitters Inc *		(972	)		(36	)
Winnebago Industries		(3,433	)		(263	)
Workhorse Group Inc *		(15,284	)		(210	)
					(10,723	)
Consumer Staples — (1.2)%
Campbell Soup Co		(39,400	)		(1,981	)
General Mills Inc		(12,300	)		(754	)
J M Smucker Co/The		(9,977	)		(1,262	)
Kroger Co/The		(20,443	)		(736	)
SpartanNash Co		(38,450	)		(755	)
					(5,488	)
Energy — (0.2)%
Frontline Ltd		(121,389	)		(868	)
Financials — (0.6)%
FactSet Research Systems Inc		(1,462	)		(451	)
Goldman Sachs Group Inc/The		(1,629	)		(533	)
Houlihan Lokey Inc, Cl A		(13,398	)		(891	)
Moelis & Co, Cl A		(7,038	)		(386	)
Pinnacle Financial Partners Inc		(4,209	)		(373	)
Raymond James Financial Inc		(3,256	)		(399	)
					(3,033	)
Health Care — 0.0%
Hologic Inc *		(1,057	)		(79	)
Industrials — (0.8)%
AeroVironment Inc *		(2,130	)		(247	)
Air Lease Corp, Cl A		(4,972	)		(244	)
Alaska Air Group Inc		(3,547	)		(246	)
Atlas Air Worldwide Holdings Inc *		(4,233	)		(256	)
Caterpillar Inc, Cl A		(2,427	)		(563	)
Delta Air Lines Inc, Cl A *		(7,831	)		(378	)

Description	Shares			Market Value     ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
GATX		(2,696	)	$	(250	)
Korn Ferry		(4,045	)		(252	)
Masco Corp		(4,298	)		(257	)
Terex Corp		(12,248	)		(564	)
Titan Machinery Inc *		(2,889	)		(74	)
TPI Composites *		(8,070	)		(455	)
					(3,786	)
Information Technology — (3.1)%
Advanced Micro Devices Inc *		(21,919	)		(1,721	)
Akamai Technologies Inc *		(5,757	)		(587	)
Amdocs Ltd		(3,325	)		(233	)
Analog Devices Inc		(8,573	)		(1,330	)
Apple Inc		(4,713	)		(576	)
Automatic Data Processing Inc		(5,182	)		(977	)
Bill.com Holdings Inc *		(2,813	)		(409	)
Broadridge Financial Solutions Inc		(4,075	)		(624	)
Check Point Software Technologies Ltd *		(7,292	)		(816	)
International Business Machines Corp		(10,752	)		(1,433	)
Jack Henry & Associates Inc		(3,929	)		(596	)
Marvell Technology Group Ltd		(8,198	)		(402	)
Okta Inc, Cl A *		(3,004	)		(662	)
Paycom Software Inc *		(1,111	)		(411	)
PTC Inc *		(4,157	)		(572	)
Qorvo Inc *		(2,887	)		(527	)
salesforce.com Inc *		(5,650	)		(1,197	)
Splunk Inc *		(2,284	)		(309	)
Sykes Enterprises Inc *		(1,717	)		(76	)
Trade Desk Inc/The, Cl A *		(344	)		(224	)
Workday Inc, Cl A *		(3,557	)		(884	)
Yext *		(19,208	)		(278	)
					(14,844	)
Real Estate — (0.9)%
Digital Realty Trust Inc, Cl A		(6,260	)		(881	)
Equinix Inc		(1,297	)		(881	)
Hudson Pacific Properties Inc		(13,590	)		(369	)
Iron Mountain Inc		(16,987	)		(629	)
Redfin Corp *		(11,164	)		(743	)
SL Green Realty		(5,101	)		(357	)
Vornado Realty Trust		(8,035	)		(365	)
					(4,225	)
Total Common Stock Sold Short (Proceeds $43,742) ($ Thousands)					(46,415	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 163

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value     ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.8)%
Communication Services — (0.3)%
Front Range BidCo
6.125%, 03/01/2028 (E)	$	(476	)	$	(490	)
Gray Television
7.000%, 05/15/2027 (E)		(177	)		(192	)
Outfront Media Capital
5.000%, 08/15/2027 (E)		(545	)		(550	)
					(1,232	)
Consumer Discretionary — (1.2)%
American Axle & Manufacturing
6.875%, 07/01/2028		(154	)		(162	)
6.250%, 04/01/2025		(115	)		(119	)
6.250%, 03/15/2026		(41	)		(42	)
Aramark Services
5.000%, 02/01/2028 (E)		(640	)		(664	)
Beazer Homes USA
5.875%, 10/15/2027		(260	)		(269	)
Expedia Group
6.250%, 05/01/2025 (E)		(72	)		(83	)
5.000%, 02/15/2026		(123	)		(139	)
3.250%, 02/15/2030		(149	)		(150	)
Goodyear Tire & Rubber
4.875%, 03/15/2027		(142	)		(146	)
MGM Resorts International
5.500%, 04/15/2027		(500	)		(537	)
4.625%, 09/01/2026		(900	)		(944	)
Radiate Holdco
6.500%, 09/15/2028 (E)		(400	)		(422	)
Tenneco
7.875%, 01/15/2029 (E)		(203	)		(228	)
Terrier Media Buyer
8.875%, 12/15/2027 (E)		(633	)		(681	)
Wynn Las Vegas
5.250%, 05/15/2027 (E)		(445	)		(466	)
ZF Finance GmbH MTN
3.750%, 09/21/2028		(94	)		(120	)
3.000%, 09/21/2025		(500	)		(620	)
					(5,792	)
Consumer Staples — (0.1)%
B&G Foods
5.250%, 09/15/2027		(246	)		(256	)
Spectrum Brands
3.875%, 03/15/2031 (E)		(230	)		(225	)
					(481	)
Energy — (0.2)%
Apache
4.375%, 10/15/2028		(115	)		(115	)
DCP Midstream Operating
5.625%, 07/15/2027		(138	)		(150	)
5.125%, 05/15/2029		(55	)		(59	)
EQT
5.000%, 01/15/2029		(27	)		(29	)

Description	Face Amount (Thousands)			Market Value     ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
PBF Logistics
6.875%, 05/15/2023	$	(156	)	$	(156	)
Southwestern Energy
8.375%, 09/15/2028		(96	)		(105	)
7.750%, 10/01/2027		(171	)		(183	)
Targa Resources Partners
6.875%, 01/15/2029		(44	)		(48	)
Western Midstream Operating
5.300%, 02/01/2030		(232	)		(251	)
					(1,096	)
Financials — (0.1)%
MPH Acquisition Holdings
5.750%, 11/01/2028 (E)		(82	)		(81	)
PennyMac Financial Services
4.250%, 02/15/2029 (E)		(200	)		(191	)
					(272	)
Health Care — 0.0%
Global Medical Response
6.500%, 10/01/2025 (E)		(117	)		(121	)
Industrials — (0.2)%
ACCO Brands
4.250%, 03/15/2029 (E)		(230	)		(224	)
Builders FirstSource
5.000%, 03/01/2030 (E)		(384	)		(402	)
Rolls-Royce
5.750%, 10/15/2027 (E)		(83	)		(88	)
Spirit AeroSystems
7.500%, 04/15/2025 (E)(N)		(143	)		(154	)
4.600%, 06/15/2028		(108	)		(106	)
					(974	)
Information Technology — (0.2)%
CommScope
8.250%, 03/01/2027 (E)		(400	)		(428	)
Diebold Nixdorf
9.375%, 07/15/2025 (E)		(188	)		(209	)
Endure Digital
6.000%, 02/15/2029 (E)		(246	)		(240	)
Plantronics
5.500%, 05/31/2023 (E)		(6	)		(6	)
4.750%, 03/01/2029 (E)		(190	)		(187	)
					(1,070	)
Materials — (0.3)%
Mauser Packaging Solutions Holding
5.500%, 04/15/2024 (E)		(691	)		(702	)
Trivium Packaging Finance BV
8.500%, 08/15/2027 (E)		(600	)		(651	)
5.500%, 08/15/2026 (E)		(189	)		(199	)
					(1,552	)
Real Estate — (0.1)%
Diversified Healthcare Trust
4.750%, 02/15/2028		(150	)		(148	)

164 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)			Market Value     ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Outfront Media Capital
4.625%, 03/15/2030 (E)	$	(111	)	$	(107	)
RHP Hotel Properties
4.500%, 02/15/2029 (E)		(271	)		(272	)
					(527	)
Utilities — (0.1)%
PG&E
5.000%, 07/01/2028		(223	)		(235	)
Total Corporate Obligations Sold Short (Proceeds $13,147) ($ Thousands)					(13,352	)
	Shares
FOREIGN COMMON STOCK SOLD SHORT— (2.6)%
Canada — (0.2)%
BCE Inc		(15,055	)		(679	)
Rogers Communications Inc, Cl B		(9,623	)		(444	)
					(1,123	)
China — (0.1)%
JinkoSolar Holding ADR *		(8,279	)		(345	)
Denmark — (0.2)%
Demant A/S *		(16,968	)		(721	)
Germany — (0.1)%
TeamViewer AG *		(15,705	)		(672	)
Ireland — (0.2)%
Accenture PLC, Cl A		(2,254	)		(623	)
ICON PLC *		(266	)		(52	)
					(675	)
Israel — (0.1)%
Wix.com Ltd *		(1,798	)		(502	)
Japan — (0.3)%
Rakuten Group Inc		(57,700	)		(689	)
Z Holdings Corp		(123,800	)		(617	)
					(1,306	)
Mexico — (0.2)%
America Movil ADR, Cl L		(71,153	)		(966	)

Description	Shares			Market Value     ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
Spain — (0.1)%
Cellnex Telecom SA		(10,497	)	$	(606	)
Switzerland — (0.5)%
Logitech International		(11,370	)		(1,188	)
Temenos AG		(7,159	)		(1,035	)
					(2,223	)
United Kingdom — (0.6)%
Allegion PLC		(3,455	)		(434	)
Aon PLC, Cl A		(7,927	)		(1,824	)
AstraZeneca PLC ADR		(13,747	)		(684	)
					(2,942	)
Total Foreign Common Stock Sold Short (Proceeds $11,345) ($ Thousands)					(12,081	)
EXCHANGE TRADED FUNDS SOLD SHORT— (2.4)%
Exchange Traded Fund — (2.4)%
iShares Russell 2000 ETF		(10,335	)		(2,284	)
SPDR S&P 500 ETF Trust		(22,479	)		(8,909	)
Total Exchange Traded Funds Sold Short (Proceeds $11,074) ($ Thousands)					(11,193	)
	Face Amount (Thousands)
SOVEREIGN DEBT — -0.2%
Altice Financing
2.250%, 01/15/25	EUR	(201	)		(230	)
Boparan Finance
7.625%, 11/30/25	GBP	(136	)		(185	)
Douglas GmbH
6.000%, 04/08/26	EUR	(154	)		(177	)
Rolls-Royce
4.625%, 02/16/26		(83	)		(105	)
Total Sovereign Debt (Proceeds $706) ($ Thousands)					(697	)
U.S. TREASURY OBLIGATIONS SOLD SHORT — 0.0%
U.S. Treasury Notes
1.125%, 02/15/31	$	(76	)		(72	)
0.500%, 02/28/26		(114	)		(111	)
Total U.S. Treasury Obligations (Proceeds $186) ($ Thousands)					(183	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 165

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value     ($ Thousands)
Total Investments Sold Short — (17.8)% (Proceeds $80,200) ($ Thousands)				$	(83,921	)
	Contracts
PURCHASED OPTIONS* — 0.2%
Total Purchased Options (M) (Cost $1,332) ($ Thousands)		2,454		$	781
WRITTEN OPTIONS* — (0.1)%
Total Written Options (M) (Premiums Received $1,004) ($ Thousands)		(816	)	$	(570	)

A list of the open exchange traded options contracts for the Fund at March 31, 2021, is as follows:

Description	Number of Contracts		Notional Amount (Thousands) ††		Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
Beazer Homes USA, Inc.*		65	$	4		$15.00		4/17/2021	$	–
iShares iBoxx $ High Yield Corporate Bond ETF*		204		14		85.00		4/17/2021		2
iShares iBoxx $ High Yield Corporate Bond ETF*		123		9		85.00		5/22/2021		7
iShares iBoxx $ Inv Grade Corporate Bond ETF*		32		3		126.00		4/17/2021		1
PBF Energy Inc*		29		3		12.00		4/17/2021		1
PBF Energy Inc*		11		1		11.00		4/17/2021		–
PennyMac Financial Services Inc*		15		3		60.00		5/22/2021		3
S&P 500 Index*		1		4		3,800.00		4/17/2021		1
S&P 500 Index*		28		31		3,810.00		4/17/2021		14
S&P 500 Index*		57		79		3,650.00		4/17/2021		30
S&P 500 Index*		60		83		3,710.00		4/17/2021		43
S&P 500 Index*		58		88		3,650.00		4/17/2021		50
S&P 500 Index*		17		65		3,920.00		4/17/2021		66
S&P 500 Index*		28		101		3,950.00		4/17/2021		66
S&P 500 Index*		57		211		3,850.00		4/17/2021		104
S&P 500 Index*		60		263		3,910.00		4/17/2021		147
S&P 500 Index*		17		22		3,720.00		4/17/2021		22
S&P 500 Index*		58		227		3,850.00		4/17/2021		157
SPDR® S&P® Oil & Gas Exploration & Production ETF*		21		6		79.00		4/17/2021		5
				1,217						719
Call Options
Advanced Micro Devices Inc*		53		4		150.00		4/17/2021		–
Altitude Acquisition Corp*		11		1		10.00		4/17/2021		–
American Axle & Manufact. Holdings, Inc.*		46		3		12.00		4/17/2021		–
Artius Acquisition Inc*		134		7		10.00		4/17/2021		3
Burgundy Technology Acquisition Corp*		11		–		10.00		4/17/2021		–
Capital Venture Acquisition Corp*		78		10		12.50		5/22/2021		2
CONX Corp.*		62		1		10.00		4/17/2021		1
Express, Inc.*		46		3		5.00		5/22/2021		3
Far Peak Acquisition Corp Class A*		11		–		10.00		6/19/2021		–
Ford Mortor Co*		70		5		15.00		6/19/2021		2
Forum Merger III Corp*		56		2		10.00		4/17/2021		1

166 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED OPTIONS (continued)
General Motors Co*		51		$	9			$70.00		6/19/2021	$	5
IG Acquisition Corp*		11			–			10.00		4/17/2021		–
Lefteris Acquisition Corp*		28			1			10.00		4/17/2021		–
Michaels Companies Inc*		34			1			22.50		4/17/2021		–
Michaels Companies Inc*		22			–			22.50		6/19/2021		–
NextGen Acquisition Corp Class A*		10			1			10.00		4/17/2021		–
Peridot Acquisition Corp*		25			3			12.50		4/17/2021		–
Peridot Acquisition Corp*		51			6			15.00		4/17/2021		–
ProShares UltraShort 20+ Year Treasury*		57			3			23.00		4/17/2021		2
Qell Acquisition Corp*		25			1			10.00		4/17/2021		1
RedBall Acquisition Corp*		114			3			10.00		4/17/2021		1
Root Inc*		24			4			20.00		5/22/2021		2
Social Capital Hedosophia Hldgs Corp VI*		56			5			10.00		6/19/2021		5
Social Capital Hedosophia Hldgs Corp VI*		56			7			10.00		7/17/2021		7
Social Capital Hedosophia HoldingsCorpIV*		103			14			10.00		7/17/2021		15
Social Capital Hedosophia HoldingsCorpIV*		41			4			10.00		6/19/2021		5
Sports Entertainment Acquisition Corp*		28			–			10.00		4/17/2021		–
Supernova Partners Acquisition Co Inc*		8			–			10.00		5/22/2021		–
Supernova Partners Acquisition Co Inc*		84			5			10.00		4/17/2021		1
Tap Co*		16			3			57.50		7/17/2021		2
TWC Tech Holdings II Corp*		9			–			10.00		4/17/2021		–
Tyson Foods, Inc.*		32			6			85.00		7/17/2021		3
VG Acquisition Corp*		50			3			10.00		4/17/2021		1
					115							62
Total Purchased Options				$	1,332						$	781
WRITTEN OPTIONS — 0.0%
Put Options
iShares iBoxx $ High Yield Corporate Bond ETF*		(204	)	$	(4	)		80.00		04/17/21	$	(2)
iShares iBoxx $ High Yield Corporate Bond ETF*		(123	)		(2	)		80.00		05/22/21		(3	)
S&P 500 Index*		(56	)		(110	)		3,880.00		04/17/21		(59	)
S&P 500 Index*		(34	)		(73	)		3,820.00		04/17/21		(74	)
S&P 500 Index*		(114	)		(253	)		3,750.00		04/17/21		(107	)
S&P 500 Index*		(119	)		(284	)		3,810.00		04/17/21		(155	)
S&P 500 Index*		(115	)		(275	)		3,750.00		04/17/21		(169	)
					(1,001	)						(569	)
Call Options
Peridot Acquisition Corp*		(51	)		(3	)		20.00		04/17/21		(1	)
					(3	)						(1	)
Total Written Options				$	(1,004	)					$	(570	)

^†† Represents Cost

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Short			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		(9	)		Jun-2021	$	(1,770	)	$	(1,785	)	$	(15)
U.S. 10-Year Treasury Note		(3	)		Jun-2021		(400	)		(393	)		7
U.S. Long Treasury Bond		(17	)		Jun-2021		(2,706	)		(2,628	)		78
						$	(4,876	)	$	(4,806	)	$	70

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 167

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation           (Depreciation) (Thousands)
Bank of America		06/16/21	USD		182	IDR		2,649,220	$	(2	)
Barclays PLC		04/05/21	USD		636	BRL		3,586		(1	)
Barclays PLC		04/05/21	BRL		3,780	USD		649		(21	)
Barclays PLC		04/21/21	USD		402	AUD		513		(11	)
Barclays PLC		04/21/21	AUD		513	USD		398		7
Barclays PLC		05/14/21	CAD		100	USD		79		–
Barclays PLC		05/14/21	CAD		140	USD		112		1
Barclays PLC		05/14/21	EUR		510	USD		624		25
Barclays PLC		05/19/21	USD		236	JPY		24,747		(12	)
Barclays PLC		06/16/21	USD		252	EUR		212		(3	)
Barclays PLC		06/16/21	USD		1,379	TRY		10,615		(157	)
BNYMellon		06/16/21	USD		51	CAD		64		–
BNYMellon		06/16/21	USD		76	CAD		96		–
BNYMellon		06/16/21	GBP		252	USD		352		4
BNYMellon		06/16/21	CAD		302	USD		240		–
BNYMellon		06/16/21	USD		439	EUR		369		(5	)
BNYMellon		06/16/21	EUR		1,049	USD		1,254		19
Citi		04/21/21	USD		771	CAD		989		15
Citi		04/21/21	CAD		1,576	USD		1,242		(12	)
Citi		05/19/21	USD		121	JPY		12,696		(6	)
Citi		05/20/21	CNH		1,826	USD		281		3
Credit Suisse First Boston		06/16/21	TRY		7,235	USD		843		11
Deutsche Bank		06/16/21	USD		165	IDR		2,411,361		–
Deutsche Bank		06/16/21	RUB		91,631	USD		1,241		39
Deutsche Bank		06/17/21	ZAR		9,535	USD		622		(17	)
Goldman Sachs		04/05/21	USD		506	BRL		2,865		2
Goldman Sachs		04/05/21	USD		1,037	BRL		5,694		(28	)
Goldman Sachs		04/05/21	BRL		8,560	USD		1,578		62
Goldman Sachs		07/02/21	BRL		2,865	USD		503		(1	)
Goldman Sachs		04/21/21	ILS		466	USD		142		2
Goldman Sachs		04/21/21	USD		494	AUD		637		(10	)
Goldman Sachs		04/21/21	USD		534	CAD		677		5
Goldman Sachs		04/21/21	AUD		637	USD		494		9
Goldman Sachs		04/21/21	USD		1,147	ILS		3,665		(48	)
Goldman Sachs		05/19/21	USD		985	JPY		105,054		(34	)
Goldman Sachs		05/19/21	JPY		20,943	USD		192		2
Goldman Sachs		05/20/21	USD		324	CNH		2,119		(3	)
Goldman Sachs		05/20/21	USD		710	KRW		802,914		3
Goldman Sachs		05/20/21	USD		189	KRW		211,161		(1	)
Goldman Sachs		05/20/21	CNH		12,871	USD		1,977		23
Goldman Sachs		05/20/21	KRW		3,379,688	USD		3,028		28
Goldman Sachs		05/20/21	KRW		1,092,532	USD		960		(10	)
Goldman Sachs		06/16/21	USD		430	RUB		32,056		(9	)
Goldman Sachs		06/16/21	USD		480	GBP		345		(3	)
HSBC		04/05/21	USD		660	BRL		3,573		(27	)
HSBC		04/21/21	CAD		1,370	USD		1,080		(9	)
HSBC		05/19/21	USD		1,060	JPY		111,204		(53	)

168 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation           (Depreciation) (Thousands)
HSBC		05/20/21	USD		585	CNH		3,807	$	(7	)
HSBC		06/16/21	USD		269	RUB		19,865		(9	)
HSBC		06/16/21	EUR		429	USD		511		6
HSBC		06/16/21	USD		650	MXN		13,928		25
JPMorgan Chase Bank		04/05/21	BRL		3,379	USD		602		4
JPMorgan Chase Bank		04/21/21	CAD		253	USD		200		(2	)
JPMorgan Chase Bank		05/19/21	USD		648	JPY		67,946		(32	)
JPMorgan Chase Bank		06/16/21	CNY		286	USD		44		–
JPMorgan Chase Bank		06/16/21	USD		543	CHF		497		(14	)
JPMorgan Chase Bank		06/16/21	USD		730	CNY		4,756		(9	)
JPMorgan Chase Bank		06/16/21	EUR		1,414	USD		1,683		19
JPMorgan Chase Bank		06/16/21	USD		1,496	RUB		111,742		(31	)
JPMorgan Chase Bank		06/16/21	TRY		3,380	USD		403		14
JPMorgan Chase Bank		06/16/21	IDR		36,814,101	USD		2,534		25
Montgomery/Bank of America		04/21/21	USD		594	CAD		753		5
Montgomery/Bank of America		05/19/21	JPY		72,570	USD		692		35
Montgomery/Bank of America		06/16/21	USD		153	CHF		140		(4	)
Montgomery/Bank of America		06/16/21	USD		498	GBP		356		(7	)
Montgomery/Bank of America		06/16/21	USD		628	EUR		528		(7	)
Morgan Stanley		04/21/21	USD		271	CAD		345		3
Morgan Stanley		04/21/21	CAD		877	USD		692		(6	)
Morgan Stanley		04/21/21	USD		1,696	AUD		2,189		(29	)
Morgan Stanley		04/21/21	AUD		2,189	USD		1,696		29
Morgan Stanley		05/19/21	USD		747	JPY		79,231		(30	)
Morgan Stanley		05/19/21	JPY		46,599	USD		443		21
Morgan Stanley		06/16/21	USD		1,371	RUB		102,786		(23	)
Morgan Stanley		06/16/21	USD		1,549	EUR		1,298		(22	)
Morgan Stanley		06/16/21	RUB		345,983	USD		4,614		77
NATWEST MARKETS INC. (PAS)		05/20/21	USD		250	CNH		1,625		(3	)
NATWEST MARKETS INC. (PAS)		05/20/21	CNH		919	USD		141		1
State Street		04/21/21	USD		235	CAD		295		(1	)
State Street		04/21/21	USD		470	ILS		1,491		(22	)
State Street		04/21/21	CAD		2,132	USD		1,714		18
State Street		04/21/21	CAD		1,050	USD		829		(7	)
State Street		05/19/21	USD		176	JPY		19,106		(3	)
State Street		05/19/21	JPY		331,846	USD		3,164		159
State Street		05/20/21	USD		329	CNH		2,169		–
State Street		05/20/21	USD		520	CNH		3,384		(6	)
State Street		05/20/21	CNH		17,153	USD		2,635		31
State Street		06/16/21	USD		87	CHF		79		(2	)
State Street		06/16/21	EUR		1,543	USD		1,836		20
TD Bank		04/21/21	CAD		664	USD		524		(5	)
TD Bank		05/20/21	CNH		10,628	USD		1,635		21
TD Bank		06/16/21	EUR		335	USD		398		4
UBS		04/21/21	USD		899	ILS		2,853		(43	)
UBS		04/21/21	CAD		967	USD		764		(6	)
UBS		04/21/21	USD		1,035	CAD		1,314		11
UBS		04/21/21	USD		1,761	AUD		2,273		(30	)
UBS		04/21/21	AUD		2,273	USD		1,757		26

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 169

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation           (Depreciation) (Thousands)
UBS		04/21/21	ILS		2,853	USD		867	$	11
UBS		05/19/21	USD		353	JPY		37,296		(15)
UBS		05/19/21	JPY		9,427	USD		90		5
UBS		05/20/21	USD		1,455	CNH		9,480		(15)
UBS		05/20/21	CNH		2,223	USD		342		4
UBS		06/16/21	USD		266	CHF		244		(7)
UBS		06/16/21	USD		2,275	EUR		1,912		(24)
Westpac Banking		04/21/21	USD		2,382	CAD		3,019		20
Westpac Banking		05/19/21	USD		303	JPY		31,815		(15)
Westpac Banking		06/16/21	USD		74	EUR		62		(1)
Westpac Banking		06/16/21	GBP		689	USD		964		14
									$	(52)

A list of the open OTC swap agreements held by the Fund at March 31, 2021 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)

Morgan Stanley

PERSPECTA Inc

FEDEF-1D

ASSET RETURN

Semi-Annually

05/21/2021

USD

(133)

$

–

$

–

$

–

Bank of America Merrill Lynch

Indonesia Government Bond

3-MONTH USD - LIBOR + 1%

INDONESIA GOVERNMENT

Semi-Annually

05/21/2021

USD

20,380,635

92

–

92

Deutsche Bank

Indonesia Treasury Bond

3-MONTH USD - LIBOR

INDONESIA GOVERNMENT

Semi-Annually

06/15/2032

USD

8,422,378

20

–

20

Goldman Sachs

NETMARBLE CORP

ASSET RETURN

NETMARBLE CORP

Monthly

12/15/2025

KRW

373

(32

)

–

(32)

Goldman Sachs

NOVATEK MICROELECT

1 MONTH LIBOR + 50

NOVATEK MICROELECT

Annually

12/15/2025

USD

(1,178)

182

–

182

Goldman Sachs

Russell 2000 Growth Index Technology

ASSET RETURN

RUSSELL 2000 GROWTH INDEX TECHNOLOGY

Monthly

12/15/2025

USD

9,555

452

–

452

Goldman Sachs

SILERGY CORP

1 MONTH LIBOR + 50

SILERGY CORP

Annually

12/08/2022

USD

(1,271)

(74

)

–

(74)

Goldman Sachs

WINBOND ELECTRONICS

ASSET RETURN

WINBOND ELECTRONICS

Monthly

12/15/2025

TWD

(14)

(55

)

–

(55)

Morgan Stanley

CDN PAC RLWAYS

ASSET RETURN

CDN PAC RLWAY(S)

Monthly

03/23/2023

USD

758

(34

)

–

(34)

Morgan Stanley

CHANGEHEALTHCARE

FEDEF-1D

CHANGEHEALTHCARE(L)

Annually

03/05/2023

USD

(870)

(8

)

–

(8)

Morgan Stanley

COHERENT INC

FEDEF-1D

COHERENT INC (L)

Annually

03/05/2023

USD

(2,513)

(12

)

–

(12)

Morgan Stanley

DIALOG SEMI

EURIB-1M

DIALOG SEMI(L)

Annually

02/16/2023

EUR

(1,230)

15

–

15

Morgan Stanley

EXTENDED STAY

FEDEF-1D

EXTENDED STAY (L)

Annually

03/24/2023

USD

(63)

—

–

–

Morgan Stanley

GRANDVISION NV

EURIB-1M

GRANDVISION NV(L)

Annually

11/01/2021

EUR

(69)

2

–

2

Morgan Stanley

GW PHRMA PLC

FEDEF-1D

GW PHRMA PLC (L)

Annually

03/01/2023

USD

(959)

9

–

9

Morgan Stanley

II-VI Inc

ASSET RETURN

II-VI INC (S)

Monthly

03/10/2023

USD

592

(17

)

–

(17)

Morgan Stanley

JAZZ PHARMA

ASSET RETURN

JAZZ PHARMA(S)

Monthly

02/04/2023

USD

40

–

–

–

Morgan Stanley

KANSAS CITY STHRN

FEDEF-1D

KANSAS CITY STHRN(L)

Annually

03/23/2023

USD

(1,080)

44

–

44

Morgan Stanley

MARVELL TECH

ASSET RETURN

MARVELL TECH(S)

Monthly

02/11/2023

USD

72

3

–

3

Morgan Stanley

SHAW COMM

DISC -1D

SHAW COMM (L)

Annually

03/16/2023

CAD

(1,608)

(24

)

–

(24)

$

563

$

–

$

563

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021 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.HY.34	Buy	5.00%	Quarterly	06/20/2025		$336	$	(30	)	$	(1)	$	(29)
CDX.HY.34	Buy	5.00%	Quarterly	06/20/2025		480		(42	)		(3)		(39)
CDX.HY.34	Buy	5.00%	Quarterly	06/20/2025		336		(29	)		(1)		(28)
CDX.HY.34	Buy	5.00%	Quarterly	06/20/2025		336		(30	)		(1)		(29)
CDX.HY.34	Buy	5.00%	Quarterly	06/20/2025		173		(15	)		(1)		(14)

170 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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.HY.34		Buy		5.00%		Quarterly		06/20/2025		$374		$	(33	)	$	—		$	(33	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		383			(34	)		(34	)		—
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		1,897			(169	)		(162	)		(7	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		154			(14	)		(14	)		—
GAP Inc.		Buy		1.00%		Quarterly		06/20/2025		270			2			37			(35	)
Mexico		Buy		1.00%		Quarterly		06/20/2023		1,273			(14	)		—			(14	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		2,550			(28	)		(21	)		(7	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		458			(5	)		3			(8	)
Nordstrom		Buy		1.00%		Quarterly		06/20/2025		50			2			3			(1	)
Republic of Turkey		Sell		1.00%		Quarterly		12/20/2022		(654	)		(40	)		(10	)		(30	)
Republic of Turkey		Buy		1.00%		Quarterly		06/20/2024		885			97			55			42
Simon Property Group		Buy		1.00%		Quarterly		06/20/2025		275			(3	)		16			(19	)
SOAF		Buy		1.00%		Quarterly		12/20/2024		3,399			103			—			103
													$            (282)			$            (134)			$            (148)

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)

4.788

1.0 X MXIBTIIE + 0.0 BPS

Monthly

06/14/2023

MXN

30,556

$        (13)

$        –

$        (13)

5.7

1.0 X MXIBTIIE + 0.0 BPS

Monthly

06/10/2026

MXN

30,700

(32)

–

(32)

1.0 X WIBR6M + 0.0 BPS

1.91

Semi-Annually

06/16/2031

PLN

11,421

1

–

1

1.0 X SORF6M + 0.0 BPS

1.6515

Semi-Annually

06/16/2031

SGD

1,065

(11)

–

(11)

$        (55)

$        –

$        (55)

Percentages are based on Net Assets of $473,092 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  Real Estate Investment Trust.

^‡‡ Expiration date not available.

There is currently no rate available.

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

(A) Security, or a portion thereof, is owned through a holding entity, Bamboo Temple, LLC.

(B) Securities considered illiquid. The total value of such securities as of March 31, 2021 was $2,885 ($ Thousands) and represented 0.6% of the Net Assets of the Fund.

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

(D) 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, 2021 was $983 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.

(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, 2021, the value of these securities amounted to $54,449 ($ Thousands), representing 11.5% of the Net Assets of the Fund.

(F) Security is in default on interest payment.

(G) 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. (H) Perpetual security with no stated maturity date.

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

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

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

(L) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $169 ($ Thousands), or 0.0% of the Net Assets of the Fund (See Note 2).

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

(N) Security, or portion thereof, has been pledged as collateral on securities sold short.

ADR — American Depositary Receipt

AUD— Australian Dollar

BPS— Basis Points

CAD— Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CNH— Chinese Yuan Offshore

CNY— Chinese Yuan

CV — Conversion Ratio

DAC — Designated Activity Company

EGP — Egyptian Pound

ETF — Exchange-Traded Fund

EUR—Euro

ETN — Exchange Traded Note

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

GBP— British Pound Sterling

ICE— Intercontinental Exchange

ILS— Israeli New Sheckels

JPY— Japanese Yen

KRW— Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

OTC — Over The Counter

PIK — Payment-in-Kind

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 171

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Strategy Alternative Fund (Concluded)

PLC — Public Limited Company

Pty — Proprietary

RUB — Russian Ruble

S&P— Standard & Poor’s

SGD — Singapore Dollar

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

TRY—Turkish Lira

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2021, 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		177,098		537		324		177,959
Corporate Obligations		–		74,554		623		75,177
Exchange Traded Funds		50,396		–		–		50,396
Loan Participations		–		14,937		4,181		19,118
Foreign Common Stock		18,437		–		–		18,437
Sovereign Debt		–		13,942		–		13,942
Municipal Bonds		–		6,005		29		6,034
Preferred Stock		1,958		4		26		1,988
Asset-Backed Securities		–		1,631		175		1,806
Convertible Bonds		–		1,701		–		1,701
U.S. Treasury Obligation		–		722		–		722
Warrants		–		591		75		666
Rights		–		–		–		–
Cash Equivalents		97,274		–		–		97,274
Total Investments in Securities		345,163		114,624		5,433		465,220
Securities Sold Short
Common Stock		(46,415)		–		–		(46,415)
Corporate Obligations		–		(13,352)		–		(13,352)
Foreign Common Stock		(12,081)		–		–		(12,081)
Exchange Traded Funds		(11,193)		–		–		(11,193)
Sovereign Debt		–		(697)		–		(697)
U.S. Treasury Obligations		–		(183)		–		(183)
Total Securities Sold Short		(69,689)		(14,232)		–		(83,921)

Other Financial Instruments	Level 1      ($)		Level 2      ($)			Level 3      ($)		Total    ($)
Purchased Options		781		–			–		781
Written Options		(570)		–			–		(570)
Futures Contracts*
Unrealized Appreciation		85		–			–		85
Unrealized Depreciation		(15)		–			–		(15)
Forwards Contracts*
Unrealized Appreciation		–		868			–		868
Unrealized Depreciation		–		(920)			–		(920)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		819			–		819
Unrealized Depreciation		–		(256	)		–		(256)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–		145			–		145
Unrealized Depreciation		–		(293	)		–		(293)
Interest Rate Swaps*
Unrealized Appreciation		–		1			–		1
Unrealized Depreciation		–		(56	)		–		(56)
Total Other Financial Instruments		281		308			–		589

* Futures contracts, forward contracts and 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 Common Stock			Investments in Corporate Obligations			Investments in Loan Participations			Investments in Municipal Bonds			Investments in Preferred Stock			Investments in Asset-Backed Securities		Investments in Mortgage- Backed Securities			Investments in Warrants
Balance as of September 30, 2020	$	245		$	654		$	2,658		$	152		$	26		$	–	$	161		$	–
Accrued discounts/premiums		–			(5	)		11			–			–			–		–			–
Realized gain/(loss)		(149	)		28			(57	)		9			–			–		–			–
Change in unrealized appreciation/ (depreciation)		(31	)		10			(280	)		2			(31	)		–		(161	)		(51	)
Purchases		275			12			686			–			4			–		–			51
Sales		(80	)		(256	)		(441	)		(134	)		–			–		–			–
Net transfer into Level 3		64			180			2,498			–			27			175		–			75
Net transfer out of Level 3		–			–			(894	)		–			–			–		–			–
Ending Balance as of March 31, 2021(1)	$	324		$	623		$	4,181		$	29		$	26		$	175	$	–		$	75
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(221	)	$	(22	)	$	(128	)	$	6		$	(31	)	$	1	$	(161	)	$	(27	)

172 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

(1) Of the $5,433 ($ Thousands) in Level 3 securities as of March 31, 2021, $983 ($ Thousands) or 0.2% 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, 2021, 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.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

					Change in
Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$78,712	$363,399	$(346,181)	$—	$—	$95,930	95,930,025	$5	$—

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, 2021 173

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund

Sector Weightings^†:

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS — 37.8%
U.S. Treasury Bills
0.115%, 04/22/2021 (A)(B)	$	48,070	$	48,069
0.110%, 04/08/2021 (A)(B)		204,289		204,289
0.110%, 04/29/2021 (A)(B)		39,119		39,119
0.110%, 05/13/2021 (A)(B)		26,963		26,962
0.100%, 05/20/2021 (B)		7,478		7,478
0.090%, 05/27/2021 (B)		2,780		2,780
0.090%, 06/03/2021 (B)		4,803		4,803
0.090%, 06/24/2021 (A)(B)		8,379		8,379
0.090%, 07/08/2021 (A)(B)		64,938		64,935
0.085%, 07/29/2021 (A)(B)		27,368		27,366
0.070%, 08/05/2021 (A)(B)		881		881
0.067%, 04/27/2021 (A)(B)		72,000		71,999
0.060%, 09/02/2021 (A)(B)		632		632
0.060%, 09/09/2021 (A)(B)		89,297		89,287
0.055%, 09/16/2021 (B)		24,163		24,160
0.045%, 08/26/2021 (A)(B)		7,973		7,972
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		3,182		4,463
3.625%, 04/15/2028		1,617		2,177
3.375%, 04/15/2032		5,158		7,506
2.500%, 01/15/2029		1,828		2,336
2.375%, 01/15/2025		1,110		1,300
2.375%, 01/15/2027		1,297		1,587
2.125%, 02/15/2040		2,421		3,457
2.125%, 02/15/2041		1,194		1,721
2.000%, 01/15/2026		1,318		1,557
1.750%, 01/15/2028		592		711
1.375%, 02/15/2044		1,122		1,459
1.000%, 02/15/2046		1,104		1,344
1.000%, 02/15/2049		4,678		5,818
0.875%, 01/15/2029		23,252		26,635
0.750%, 07/15/2028		23,249		26,487
0.750%, 02/15/2042		4,631		5,329
0.750%, 02/15/2045		833		959
0.625%, 07/15/2021		1,161		1,180

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.625%, 01/15/2024	$		1,121	$	1,215
0.625%, 01/15/2026			5,504		6,118
0.625%, 02/15/2043			1,138		1,280
0.500%, 01/15/2028			29,343		32,651
0.375%, 07/15/2023			1,124		1,204
0.375%, 07/15/2025			4,412		4,859
0.375%, 01/15/2027			19,600		21,608
0.375%, 07/15/2027			19,120		21,196
0.250%, 01/15/2025			552		599
0.250%, 07/15/2029			39,678		43,610
0.125%, 04/15/2021			552		553
0.125%, 01/15/2022			578		591
0.125%, 04/15/2022			7,529		7,744
0.125%, 07/15/2022			569		591
0.125%, 01/15/2023			9,633		10,102
0.125%, 07/15/2024			4,407		4,767
0.125%, 10/15/2024			5,506		5,954
0.125%, 04/15/2025			810		877
0.125%, 10/15/2025			7,662		8,343
0.125%, 10/15/2025			403		439
0.125%, 07/15/2026			5,827		6,365
0.125%, 01/15/2030			35,483		38,345
0.125%, 07/15/2030			30,608		33,176
0.125%, 01/15/2031			8,742		9,400
Total U.S. Treasury Obligations (Cost $973,892) ($ Thousands)					986,724
SOVEREIGN DEBT — 15.5%
Andina de Fomento
4.375%, 06/15/2022 (A)			125		130
Asian Development Bank
2.625%, 01/30/2024 (A)			375		398
2.625%, 01/12/2027 (A)			1,750		1,889
2.375%, 08/10/2027 (A)			500		530
2.000%, 04/24/2026 (A)			500		524
1.750%, 08/14/2026 (A)			500		517
Asian Infrastructure Investment Bank
2.250%, 05/16/2024 (A)			375		395
Canada Government International Bond
2.000%, 11/15/2022 (A)			375		386
Council of Europe Development Bank
2.625%, 02/13/2023 (A)			500		522
2.500%, 02/27/2024 (A)			750		794
1.750%, 09/26/2022 (A)			250		256
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR		39,893		57,019
0.100%, 04/15/2023			7,400		9,016
0.100%, 04/15/2026			8,232		10,680

174 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
0.100%, 04/15/2046	EUR		4,714	$	8,018
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023 (A)	$		750		786
1.875%, 02/23/2022 (A)			375		381
European Investment Bank
4.875%, 02/15/2036 (A)			250		333
3.250%, 01/29/2024 (A)			1,500		1,619
3.125%, 12/14/2023 (A)			250		268
2.625%, 03/15/2024 (A)			1,000		1,064
2.500%, 03/15/2023 (A)			375		392
2.500%, 10/15/2024 (A)			1,000		1,068
2.375%, 05/24/2027 (A)			250		267
2.125%, 04/13/2026 (A)			500		527
1.875%, 02/10/2025 (A)			500		523
Export Development Canada
2.750%, 03/15/2023 (A)			750		787
2.625%, 02/21/2024 (A)			1,375		1,461
2.500%, 01/24/2023 (A)			750		781
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR		1,315		2,209
3.150%, 07/25/2032			2,591		4,774
2.100%, 07/25/2023 (C)			1,977		2,526
1.850%, 07/25/2027			20,052		29,277
1.800%, 07/25/2040 (C)			1,800		3,449
1.100%, 07/25/2022			1,137		1,399
0.700%, 07/25/2030 (C)			20,122		28,895
0.250%, 07/25/2024			1,916		2,426
0.100%, 07/25/2021			1,272		1,511
0.100%, 03/01/2025			5,256		6,571
0.100%, 03/01/2028			1,574		2,052
0.100%, 03/01/2029			11,014		14,761
0.100%, 07/25/2036 (C)			4,068		5,828
0.100%, 07/25/2047 (C)			1,038		1,603
Inter-American Development Bank
7.000%, 06/15/2025 (A)	$		500		631
3.125%, 09/18/2028 (A)			375		415
3.000%, 10/04/2023 (A)			250		267
3.000%, 02/21/2024 (A)			250		268
2.625%, 01/16/2024 (A)			375		398
2.500%, 01/18/2023 (A)			750		781
2.000%, 06/02/2026 (A)			1,000		1,045
2.000%, 07/23/2026 (A)			375		392
1.750%, 09/14/2022 (A)			1,000		1,022
International Bank for Reconstruction & Development
7.625%, 01/19/2023 (A)			750		849
4.750%, 02/15/2035 (A)			250		324
3.000%, 09/27/2023 (A)			750		799
2.500%, 03/19/2024 (A)			750		796
2.500%, 11/25/2024 (A)			500		534
2.500%, 07/29/2025 (A)			375		401

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
2.500%, 11/22/2027 (A)	$		750	$	801
2.125%, 07/01/2022 (A)			375		384
1.875%, 10/07/2022 (A)			875		897
1.875%, 10/27/2026 (A)			375		390
1.750%, 04/19/2023 (A)			1,000		1,030
1.500%, 08/28/2024 (A)			375		387
International Finance MTN
2.875%, 07/31/2023 (A)			375		397
2.125%, 04/07/2026 (A)			1,000		1,053
2.000%, 10/24/2022 (A)			750		771
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026 (C)	EUR		2,778		4,048
2.600%, 09/15/2023 (C)			2,393		3,113
2.550%, 09/15/2041 (C)			1,230		2,238
2.350%, 09/15/2024 (C)			2,106		2,808
2.350%, 09/15/2035 (C)			3,131		5,133
2.100%, 09/15/2021 (C)			1,533		1,847
1.300%, 05/15/2028 (C)			1,549		2,096
1.250%, 09/15/2032 (C)			2,675		3,782
0.400%, 05/15/2030 (C)			2,502		3,213
0.100%, 05/15/2022 (C)			2,083		2,497
Korea Development Bank/The
4.625%, 11/16/2021 (A)	$		250		256
Korea International Bond
2.750%, 01/19/2027 (A)			1,000		1,077
Nordic Investment Bank
1.250%, 08/02/2021 (A)			500		502
North American Development Bank
2.400%, 10/26/2022 (A)			200		205
Province of Alberta Canada
3.350%, 11/01/2023 (A)			250		268
3.300%, 03/15/2028 (A)			500		550
2.950%, 01/23/2024 (A)			250		267
2.200%, 07/26/2022 (A)			1,000		1,025
Province of British Columbia Canada
6.500%, 01/15/2026 (A)			250		309
2.000%, 10/23/2022 (A)			750		771
Province of Manitoba Canada
3.050%, 05/14/2024 (A)			250		269
2.600%, 04/16/2024 (A)			500		531
2.125%, 05/04/2022 (A)			250		255
Province of Ontario Canada
3.200%, 05/16/2024 (A)			250		270
2.500%, 04/27/2026 (A)			1,000		1,066
2.450%, 06/29/2022 (A)			250		257
2.400%, 02/08/2022 (A)			750		763
2.250%, 05/18/2022 (A)			500		511
2.200%, 10/03/2022 (A)			500		514
2.000%, 10/02/2029 (A)			500		503
Province of Quebec Canada
7.500%, 09/15/2029 (A)			450		638
2.875%, 10/16/2024 (A)			500		539

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 175

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
2.625%, 02/13/2023 (A)	$		500	$	522
2.500%, 04/09/2024 (A)			1,000		1,060
2.500%, 04/20/2026 (A)			750		800
Svensk Exportkredit AB MTN
2.875%, 03/14/2023 (A)			1,000		1,050
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP		500		2,559
2.500%, 07/17/2024			340		1,671
2.000%, 01/26/2035			932		3,711
1.875%, 11/22/2022			716		1,079
1.250%, 11/22/2027			6,831		12,299
1.250%, 11/22/2032			11,126		23,330
1.250%, 11/22/2055			460		1,638
1.125%, 11/22/2037			2,768		6,531
0.750%, 03/22/2034			2,283		4,692
0.750%, 11/22/2047			567		1,553
0.625%, 03/22/2040			3,402		7,841
0.625%, 11/22/2042			1,941		4,714
0.500%, 03/22/2050			690		1,877
0.375%, 03/22/2062			500		1,659
0.250%, 03/22/2052			1,217		3,258
0.125%, 03/22/2024			1,215		1,850
0.125%, 03/22/2026			2,396		3,861
0.125%, 08/10/2028			6,172		10,565
0.125%, 03/22/2029			6,452		11,167
0.125%, 03/22/2044			3,646		8,276
0.125%, 08/10/2048			1,608		3,943
0.125%, 03/22/2058			1,151		3,338
0.125%, 11/22/2065			1,131		3,816
0.125%, 03/22/2068			2,950		10,762
Total Sovereign Debt (Cost $370,142) ($ Thousands)					405,187
		Shares
FOREIGN COMMON STOCK — 2.7%
Australia — 0.1%
Afterpay *			485		38
AGL Energy Ltd			11,836		87
AMP Ltd			26,830		26
Ampol			9,474		177
APA Group			22,955		175
ASX Ltd			1,383		75
Aurizon Holdings Ltd			21,309		63
AusNet Services			121,425		170
Brambles Ltd			4,589		37
CIMIC Group Ltd			2,946		39
Coca-Cola Amatil Ltd			13,155		135
Cochlear Ltd			834		134
Computershare Ltd			8,847		101
Crown Resorts Ltd			10,576		95
CSL Ltd			423		85

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Lendlease Group ‡		3,959	$	39
Northern Star Resources Ltd		10,849		78
Oil Search Ltd		44,079		138
Orica Ltd		4,582		49
Origin Energy Ltd		26,344		94
REA Group Ltd		1,032		111
Santos Ltd		27,255		147
SEEK Ltd		3,243		70
Sonic Healthcare Ltd		4,379		117
Tabcorp Holdings Ltd		30,312		108
Telstra Corp Ltd, Cl B		53,641		139
Treasury Wine Estates Ltd		13,519		107
Washington H Soul Pattinson & Co Ltd		3,573		86
Wesfarmers Ltd		1,419		57
WiseTech Global		2,479		55
Woodside Petroleum Ltd		8,953		164
Woolworths Group Ltd		6,248		194
				3,190
Austria — 0.0%
Erste Group Bank AG *		2,047		70
OMV AG		2,664		135
Verbund AG ‡		1,734		126
				331
Belgium — 0.0%
Ageas		1,537		93
Anheuser-Busch InBev SA/NV		1,152		73
Argenx *		261		72
Groupe Bruxelles Lambert SA		357		37
KBC Group NV		780		57
Proximus SADP		11,315		247
UCB SA, Cl A		560		53
				632
Canada — 0.3%
Agnico Eagle Mines Ltd		1,001		58
Algonquin Power & Utilities Corp		24,181		383
Alimentation Couche-Tard Inc, Cl B		1,594		51
AltaGas Ltd		5,402		90
Atco Ltd/Canada, Cl I		4,301		143
Bank of Nova Scotia/The, Cl C		1,590		99
Barrick Gold Corp		5,117		102
Bausch Health Cos Inc *		2,723		86
BCE Inc		6,461		292
BlackBerry Ltd *		8,664		73
Cameco Corp		14,669		243
Canadian Natural Resources Ltd		3,289		102
Canadian Pacific Railway Ltd		271		104
Canadian Tire Corp Ltd, Cl A		758		108
Canadian Utilities Ltd, Cl A		7,703		207
Canopy Growth Corp *		1,708		55

176 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
CCL Industries Inc, Cl B		2,082	$	115
CGI Inc, Cl A *		1,997		166
CI Financial Corp		3,354		48
Constellation Software Inc/Canada		100		140
Dollarama Inc		1,227		54
Emera Inc		7,106		316
Empire Co Ltd, Cl A		6,029		188
Enbridge Inc		7,000		255
First Quantum Minerals Ltd (Canada)		2,143		41
Fortis Inc/Canada		10,888		472
Franco-Nevada Corp		892		112
George Weston Ltd		1,417		125
Gildan Activewear Inc		2,328		71
Hydro One Ltd		14,737		343
iA Financial Corp Inc		540		29
Imperial Oil Ltd		4,941		120
Inter Pipeline Ltd		9,895		141
Keyera		5,373		112
Kinross Gold Corp		6,886		46
Loblaw Cos Ltd		7,305		408
Magna International Inc, Cl A		1,415		125
Metro Inc/CN, Cl A		10,610		484
Nutrien Ltd		1,332		72
Onex Corp		820		51
Open Text Corp		2,952		141
Parkland		2,087		63
Pembina Pipeline		5,103		147
Restaurant Brands International Inc		1,026		67
Rogers Communications Inc, Cl B		3,644		168
Royal Bank of Canada		1,066		98
Saputo Inc		4,704		141
Shaw Communications Inc, Cl B		6,821		177
Shopify Inc, Cl A *		63		70
Suncor Energy Inc		4,386		92
TC Energy Corp		4,998		229
TELUS Corp		8,437		168
Thomson Reuters		1,656		145
Toronto-Dominion Bank/The		1,857		121
Wheaton Precious Metals Corp		1,963		75
WSP Global Inc		1,000		95
				8,227
China — 0.0%
Sands China Ltd		18,800		94
Denmark — 0.1%
Ambu A/S, Cl B		4,155		196
Carlsberg A/S, Cl B		1,017		157
Chr Hansen Holding A/S		903		82
Coloplast A/S, Cl B		1,334		201
Danske Bank A/S		4,552		85
Demant A/S *		2,181		93

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
DSV A/S		468	$	92
Genmab A/S *		197		65
GN Store Nord A/S		902		71
H Lundbeck A/S, Cl H		2,569		88
Novo Nordisk A/S, Cl B		1,755		119
Novozymes A/S, Cl B		2,193		141
Orsted A/S		1,151		186
Pandora A/S		660		71
Tryg A/S		3,506		83
				1,730
Finland — 0.0%
Elisa Oyj		5,330		320
Fortum Oyj		5,767		154
Neste Oyj		2,790		149
Nokia Oyj		27,055		108
Orion Oyj, Cl B		2,179		87
UPM-Kymmene Oyj, Cl V		1,682		61
				879
France — 0.2%
Aeroports de Paris, Cl A		373		45
Air Liquide SA		839		137
Arkema SA		736		89
Atos SE		672		53
BioMerieux		1,592		203
Bouygues SA		892		36
Capgemini SE		433		74
Carrefour SA		6,251		113
Covivio ‡		434		37
Dassault Systemes SE		328		70
Edenred		1,268		66
Electricite de France SA		8,558		115
Engie SA		7,170		102
Getlink SE		4,624		71
Iliad SA		643		122
Ipsen SA		596		51
Kering		119		82
Legrand SA		1,748		163
L’Oreal SA		545		209
LVMH Moet Hennessy Louis Vuitton SE		84		56
Natixis SA		15,647		75
Orange SA		24,112		298
Orpea		727		84
Pernod Ricard SA		684		129
Publicis Groupe SA		2,651		162
Remy Cointreau SA		674		125
Sanofi		904		90
SCOR SE		1,457		50
Sodexo SA		1,245		120
STMicroelectronics NV		1,562		60
Suez		7,348		156

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 177

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Thales SA, Cl A		220	$	22
TOTAL SA		2,344		110
Ubisoft Entertainment SA *		1,282		98
Valeo SA		1,298		44
Veolia Environnement SA		5,206		134
Vinci SA		720		74
Vivendi SA		5,328		175
Wendel SA		480		60
Worldline SA/France *(C)		865		73
				4,033
Germany — 0.1%
adidas AG		308		96
Allianz SE		347		89
Beiersdorf AG		1,765		187
Brenntag AG		810		69
Carl Zeiss Meditec AG		1,160		175
Commerzbank AG		2,444		15
Continental AG		286		38
Covestro AG		1,507		102
Delivery Hero SE *		598		78
Deutsche Boerse AG		198		33
Deutsche Telekom AG		6,455		130
Deutsche Wohnen SE ‡		1,750		82
E.ON SE		13,577		158
GEA Group AG		1,568		64
Hannover Rueck SE		313		57
HeidelbergCement AG		879		80
Henkel AG & Co KGaA		1,543		153
Infineon Technologies AG		1,964		84
Merck KGaA		757		130
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		274		85
QIAGEN NV *		3,235		157
RWE AG		3,275		129
Siemens Healthineers AG (C)		1,867		101
Symrise AG, Cl A		1,058		129
TeamViewer *(C)		1,526		65
Telefonica Deutschland Holding AG		34,091		100
Uniper SE		3,925		143
United Internet AG		1,752		70
Volkswagen AG		147		53
Zalando SE *		783		77
				2,929
Hong Kong — 0.1%
AIA Group Ltd		6,600		80
ASM Pacific Technology Ltd		10,328		132
Budweiser Brewing APAC		35,200		105
CK Asset Holdings Ltd ‡		5,708		35
CK Hutchison Holdings Ltd		28,208		225
CK Infrastructure Holdings Ltd		22,000		131

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
CLP Holdings Ltd, Cl B		35,338	$	343
Galaxy Entertainment Group Ltd		10,000		90
HK Electric Investments & HK Electric Investments Ltd		290,000		288
HKT Trust & HKT Ltd		208,010		296
Hong Kong & China Gas Co Ltd		137,714		218
Melco Resorts & Entertainment Ltd ADR		3,036		60
PCCW Ltd		286,649		161
Power Assets Holdings Ltd		44,474		263
SJM Holdings Ltd		33,000		43
Swire Properties Ltd ‡		18,400		57
Techtronic Industries Co Ltd		6,501		111
WH Group Ltd		111,000		90
Wynn Macau Ltd		27,600		54
				2,782
Ireland — 0.0%
CRH PLC		355		17
Flutter Entertainment PLC		353		76
James Hardie Industries PLC		2,747		83
Kerry Group PLC, Cl A		1,065		134
				310
Israel — 0.0%
Azrieli Group Ltd ‡		1,204		74
Bank Leumi Le-Israel BM *		11,928		79
Elbit Systems Ltd		527		75
Nice Ltd *		238		52
Teva Pharmaceutical Industries Ltd ADR *		5,833		67
				347
Italy — 0.1%
Assicurazioni Generali SpA		5,334		107
Atlantia SpA		3,095		58
Ferrari NV		156		33
Infrastrutture Wireless Italiane		16,564		185
Intesa Sanpaolo SpA		22,601		61
Moncler SpA		390		22
Nexi *		4,854		85
Poste Italiane SpA		8,102		103
Prysmian SpA		903		29
Recordati SpA		3,108		168
Snam SpA		34,507		192
Telecom Italia SpA/Milano		154,497		84
Tenaris SA		3,361		38
Terna Rete Elettrica Nazionale SpA		30,067		227
				1,392
Japan — 1.0%
ABC-Mart Inc, Cl H		1,500		85
Advantest Corp		1,200		105
Aeon Co Ltd, Cl H		7,400		221

178 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Air Water Inc		6,100	$	107
Aisin Seiki Co Ltd		1,500		57
Ajinomoto Co Inc		30,600		627
Alfresa Holdings Corp		6,100		118
ANA Holdings Inc		5,500		128
Asahi Group Holdings Ltd		2,900		122
Asahi Intecc Co Ltd		3,700		102
Asahi Kasei Corp		9,000		104
Astellas Pharma Inc		6,600		102
Bandai Namco Holdings Inc		800		57
Bank of Kyoto Ltd/The		300		19
Calbee Inc		7,900		202
Canon Inc		1,900		43
Casio Computer		4,900		92
Central Japan Railway Co		400		60
Chiba Bank Ltd/The, Cl B		2,600		17
Chubu Electric Power Co Inc		34,100		440
Chugai Pharmaceutical Co Ltd		2,700		110
Chugoku Electric Power Co Inc/The		88,300		1,086
Coca-Cola Bottlers Japan Inc		8,200		143
Concordia Financial Group Ltd		18,000		73
CyberAgent Inc		12,800		231
Dai Nippon Printing Co Ltd		3,300		69
Dai-ichi Life Holdings		5,400		93
Daiichi Sankyo Co Ltd		3,300		96
Daito Trust Construction Co Ltd		900		105
Daiwa House Industry Co Ltd ‡		2,400		70
Daiwa House Investment Corp ‡		42		113
Dentsu Group Inc		3,500		112
Disco		500		157
Eisai Co Ltd		2,000		134
FUJIFILM Holdings Corp		3,500		208
GLP J-Reit ‡		44		72
GMO Payment Gateway Inc		600		80
Hakuhodo DY Holdings Inc		3,400		57
Hamamatsu Photonics		1,500		89
Hankyu Hanshin Holdings Inc		3,600		115
Hino Motors Ltd		8,200		71
Hirose Electric Co Ltd		882		136
Hisamitsu Pharmaceutical		1,700		111
Hitachi Metals Ltd		3,300		54
Hoya Corp		800		94
Ibiden		1,500		69
Idemitsu Kosan Co Ltd		12,498		323
Iida Group Holdings		5,600		136
Inpex Corp		19,800		135
IT Holdings		4,800		115
Ito En		2,900		178
ITOCHU Corp		3,700		120
Itochu Techno-Solutions Corp		2,800		90
Japan Metropolitan Fund Invest, Cl A ‡		64		66
Japan Post Bank Co Ltd		7,900		76

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Japan Real Estate Investment Corp ‡		53	$	313
Japan Tobacco Inc		6,700		129
JFE Holdings		14,700		181
JSR Corp		3,200		97
JXTG Holdings Inc		57,300		260
Kakaku.com Inc		4,300		118
Kansai Electric Power Co Inc/The		64,000		694
Kansai Paint Co Ltd		3,000		80
Kao Corp		1,800		119
KDDI Corp		8,800		270
Keikyu Corp		4,000		60
Keio Corp		1,600		108
Keyence		200		91
Kikkoman Corp		900		54
Kirin Holdings Co Ltd		6,000		115
Kobe Bussan		3,500		94
Komatsu Ltd		7,000		217
Konami Holdings Corp		3,000		179
Kose		900		128
Kubota		900		21
Kyocera Corp		1,500		95
Kyowa Hakko Kirin Co Ltd		6,200		186
Kyushu Electric Power Co Inc		37,800		374
Lasertec Corp		700		92
Lawson Inc		8,000		393
LIXIL Group Corp		3,000		83
M3 Inc		1,200		82
Marubeni Corp		14,900		124
Marui Group		6,700		126
McDonald’s Holdings Co Japan Ltd		1,723		80
Medipal Holdings Corp		6,800		131
MEIJI Holdings Co Ltd		2,000		129
Mercari *		1,200		55
Mitsubishi Chemical Holdings Corp, Cl B		20,700		155
Mitsui Chemicals Inc		1,800		57
Mitsui Fudosan Co Ltd ‡		2,500		57
Murata Manufacturing Co Ltd		1,500		120
Nabtesco Corp		1,500		69
Nagoya Railroad Co Ltd		3,100		74
NEC Corp		3,300		195
NGK Spark Plug Co Ltd		5,500		95
NH Foods Ltd		3,800		163
Nintendo Co Ltd		204		114
Nippon Building Fund Inc ‡		43		253
Nippon Paint Holdings		4,000		58
Nippon Prologis Inc ‡		40		129
Nippon Shinyaku		2,300		171
Nippon Telegraph & Telephone Corp		11,200		288
Nissan Chemical		1,600		86
Nisshin Seifun Group Inc		15,415		258
Nissin Foods Holdings Co Ltd		2,000		149
Nitori Holdings		400		78

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 179

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nomura Real Estate Master Fund ‡		44	$	66
Nomura Research Institute Ltd		2,934		91
NTT Data Corp		10,000		155
Obic Co Ltd		300		55
Odakyu Electric Railway Co Ltd		3,300		90
Oji Holdings Corp		22,200		144
Olympus		6,000		124
Ono Pharmaceutical Co Ltd		3,800		99
Oracle Corp Japan		1,200		117
Oriental Land		300		45
Orix JREIT Inc ‡		51		89
Osaka Gas Co Ltd		22,700		443
Otsuka Corp		2,000		94
Otsuka Holdings Co Ltd		2,600		110
Pan Pacific International Holdings Corp		10,600		250
PeptiDream Inc *		1,665		76
Pigeon		3,500		133
Pola Orbis Holdings Inc		3,200		77
Rakuten Group		8,100		97
Ricoh Co Ltd		5,000		51
Rohm Co Ltd		1,200		117
Ryohin Keikaku Co Ltd		4,000		95
Santen Pharmaceutical Co Ltd		10,500		145
SCSK		1,200		71
Sega Sammy Holdings Inc		7,600		119
Seibu Holdings Inc		8,600		95
Seven & i Holdings Co Ltd		5,800		234
Sharp		3,900		67
Shimadzu Corp		2,800		101
Shimamura Co Ltd		700		81
Shimano		300		72
Shimizu Corp		8,200		66
Shiseido Co Ltd		2,300		154
Shizuoka Bank Ltd/The		12,000		94
SoftBank Group Corp		1,300		110
Sohgo Security Services		3,300		156
Sompo Holdings		2,100		81
Sony Group		1,200		126
Square Enix Holdings Co Ltd		1,700		95
Subaru Corp		4,000		80
SUMCO Corp		3,800		87
Sumitomo Corp		6,500		93
Sumitomo Dainippon Pharma Co Ltd		7,800		136
Sumitomo Metal Mining		1,000		43
Suntory Beverage & Food Ltd		4,700		175
Suzuken Co Ltd/Aichi Japan		6,100		239
Sysmex Corp		1,400		151
T&D Holdings		7,300		94
Taisei Corp		2,300		89
Taisho Pharmaceutical Holdings Co Ltd		1,900		123
Taiyo Nippon Sanso Corp		5,000		95
Takeda Pharmaceutical Co Ltd		4,318		156

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
TDK Corp		700	$	97
Teijin Ltd		6,400		110
Terumo Corp		4,300		156
Toho Co Ltd/Tokyo		3,600		146
Toho Gas Co Ltd		5,312		328
Tohoku Electric Power Co Inc		42,500		402
Tokio Marine Holdings Inc		2,300		110
Tokyo Electric Power Co Holdings Inc *		108,600		363
Tokyo Electron		200		85
Tokyo Gas Co Ltd		26,800		597
Tokyu Corp		2,200		29
Toray Industries Inc		10,000		64
Tosoh Corp		5,500		105
TOTO Ltd		1,000		62
Toyo Suisan Kaisha Ltd		5,600		236
Toyota Industries Corp		1,900		170
Toyota Motor Corp		1,700		133
Trend Micro Inc/Japan		3,400		170
Unicharm Corp		3,600		151
United Urban Investment Corp ‡		66		89
Yakult Honsha Co Ltd		2,900		147
Yamaha		1,600		87
Yamato Holdings Co Ltd		3,700		102
Yamazaki Baking Co Ltd		27,600		447
Yokogawa Electric		2,300		42
Z Holdings Corp		17,700		88
				26,204
Netherlands — 0.1%
ABN AMRO Bank NV		4,803		59
Adyen NV *		34		76
Aegon NV		17,146		82
Akzo Nobel NV		447		50
ArcelorMittal SA		3,503		101
ASML Holding NV		100		61
Galapagos *		800		62
Koninklijke Ahold Delhaize NV		3,412		95
Koninklijke DSM NV		490		83
Koninklijke KPN NV		54,612		186
Koninklijke Philips NV		2,715		155
Koninklijke Vopak NV		7,020		350
Prosus NV		898		100
Wolters Kluwer NV		2,040		178
				1,638
New Zealand — 0.0%
a2 Milk Co Ltd *		5,550		34
Auckland International Airport Ltd		16,947		93
Fisher & Paykel Healthcare Corp Ltd		8,997		202
Mercury NZ Ltd		15,400		70

180 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Spark New Zealand Ltd		35,401	$	111
				510
Norway — 0.0%
Adevinta, Cl B *		4,613		68
Equinor ASA		8,101		159
Gjensidige Forsikring ASA		6,791		160
Norsk Hydro ASA		31,213		200
Schibsted, Cl A		1,345		56
Telenor ASA		9,091		160
Yara International ASA		3,013		157
				960
Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
EDP - Energias de Portugal SA		33,777		193
Galp Energia SGPS SA		16,599		194
Jeronimo Martins SGPS SA		3,401		57
				444
Singapore — 0.1%
CapitaLand Ltd ‡		53,100		148
CapitaLand Mall Trust ‡		73,740		119
City Developments Ltd		7,600		45
Genting Singapore Ltd		158,200		108
Jardine Matheson Holdings Ltd		1,864		122
Jardine Strategic Holdings Ltd		2,900		96
Oversea-Chinese Banking Corp Ltd		2,700		24
Singapore Airlines Ltd		31,000		128
Singapore Technologies Engineering Ltd		25,400		74
Singapore Telecommunications Ltd		26,400		48
Venture Corp Ltd		4,500		67
Wilmar International Ltd		44,800		181
				1,160
Spain — 0.1%
Aena SME SA		513		83
Cellnex Telecom SA		1,977		114
Enagas SA		5,776		126
Endesa SA		5,109		136
Ferrovial SA		1,532		40
Grifols SA		5,142		135
Iberdrola SA		12,650		163
Industria de Diseno Textil SA		3,329		110
Naturgy Energy Group SA		5,272		130
Red Electrica Corp SA		12,580		223
Repsol SA, Cl A		8,569		106
Siemens Gamesa Renewable Energy SA		1,571		61
Telefonica SA		11,895		53
				1,480

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Sweden — 0.1%
Atlas Copco AB, Cl A		345	$	21
Boliden AB		2,335		87
Electrolux AB		3,309		92
Epiroc AB, Cl A		2,231		51
Epiroc AB, Cl B		1,891		40
Essity AB, Cl B		1,340		42
H & M Hennes & Mauritz, Cl B		3,456		78
ICA Gruppen AB		3,041		149
Industrivarden AB, Cl C		4,865		171
Kinnevik		1,565		76
Lundin Petroleum AB		5,244		165
Nordea Bank Abp *		6,982		69
Skandinaviska Enskilda Banken AB, Cl A		7,936		97
Svenska Cellulosa AB SCA, Cl B		4,559		81
Svenska Handelsbanken AB, Cl A		7,194		78
Swedbank AB, Cl A		4,910		87
Swedish Match AB		1,119		88
Tele2 AB, Cl B		8,542		115
Telefonaktiebolaget LM Ericsson, Cl B		10,512		139
Telia Co AB		21,669		94
				1,820
Switzerland — 0.1%
Adecco Group AG		1,187		80
Baloise Holding AG		496		85
Barry Callebaut AG		104		236
Chocoladefabriken Lindt & Spruengli AG		1		92
Cie Financiere Richemont SA, Cl A		1,317		127
Geberit AG		215		137
Givaudan SA		26		101
LafargeHolcim Ltd		1,540		91
Lonza Group AG		163		92
Nestle SA		1,850		207
Partners Group Holding AG		76		97
Roche Holding AG		524		170
Schindler Holding AG		179		52
SGS SA, Cl B		41		117
Sika AG		195		56
Sonova Holding AG		307		82
Straumann Holding AG		58		73
Swatch Group AG/The, Cl B		358		103
Swiss Life Holding AG		180		89
Swiss Prime Site AG ‡		588		54
Swisscom AG		788		424
Temenos AG		552		80
UBS Group AG		5,937		92
Vifor Pharma AG		505		69
Zurich Insurance Group AG		87		37
				2,843

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 181

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
United Kingdom — 0.2%
Admiral Group PLC		1,718	$	74
Anglo American PLC		1,722		68
Antofagasta PLC		4,517		105
Aon PLC, Cl A		234		54
Associated British Foods PLC		2,191		73
AstraZeneca PLC		1,317		132
Auto Trader Group PLC		16,934		130
AVEVA Group		1,393		66
Barratt Developments PLC		2,222		23
Berkeley Group Holdings PLC		1,325		81
BHP Group		3,324		96
BP PLC		43,552		177
British American Tobacco PLC		1,681		64
BT Group PLC, Cl A		64,702		138
Bunzl PLC		3,000		96
Burberry Group PLC		2,826		74
Coca-Cola European Partners PLC		1,665		87
Coca-Cola HBC AG		3,429		109
Compass Group PLC		3,169		64
DCC PLC		1,122		97
Diageo PLC		2,888		119
Experian PLC		2,610		90
GlaxoSmithKline PLC		6,114		109
Halma PLC		5,482		180
Hikma Pharmaceuticals PLC		4,056		127
HSBC Holdings PLC		22,379		131
Imperial Brands PLC		3,182		66
Informa PLC		13,266		102
InterContinental Hotels Group PLC		1,158		79
J Sainsbury PLC		33,428		112
Johnson Matthey PLC		1,866		78
Kingfisher PLC		20,403		90
Linde PLC		660		185
National Grid PLC		15,406		184
NMC Health PLC *		12,179		1
Ocado Group PLC *		1,150		32
Pearson PLC		15,495		165
Persimmon PLC		1,353		55
Reckitt Benckiser Group PLC		405		36
RELX PLC		3,034		76
Rio Tinto PLC		815		62
Rolls-Royce Holdings PLC		19,553		28
Royal Dutch Shell PLC, Cl A		4,518		88
Royal Dutch Shell PLC, Cl B		2,304		42
Sage Group PLC/The		12,410		105
Severn Trent PLC		2,894		92
Smith & Nephew PLC		7,784		148
Smiths Group PLC		3,056		65
Smurfit Kappa Group PLC		1,116		53
Spirax-Sarco Engineering		249		39
SSE PLC		8,543		171

Description	Shares		Market Value     ($ Thousands)
FOREIGN COMMON STOCK (continued)
Trane Technologies PLC		641	$	106
Unilever PLC		292		16
United Utilities Group PLC, Cl B		14,303		183
Vodafone Group PLC		67,936		124
Whitbread PLC		1,095		52
Wm Morrison Supermarkets PLC		34,659		87
WPP PLC		8,141		103
				5,389
Total Foreign Common Stock (Cost $56,523) ($ Thousands)				69,324
COMMON STOCK — 2.4%
Communication Services — 0.3%
Activision Blizzard Inc		2,448		228
Alphabet Inc, Cl A *(A)		115		237
AT&T Inc		11,538		349
Capcom		6,800		221
Charter Communications Inc, Cl A *		355		219
Comcast Corp, Cl A		4,650		252
Discovery Inc, Cl A *		5,410		235
DISH Network Corp, Cl A *		4,240		154
Electronic Arts Inc		1,763		239
Facebook Inc, Cl A *		839		247
Fox Corp		6,025		210
Interpublic Group of Cos Inc/The		10,256		300
Live Nation Entertainment Inc *		2,226		188
Lumen Technologies Inc		27,586		368
Netflix Inc *		350		183
News Corp, Cl B		11,316		266
Nexon Co Ltd		5,800		188
Omnicom Group Inc		4,808		356
Quebecor Inc, Cl B		5,817		156
Scout24		1,869		142
Softbank Corp		10,500		137
Take-Two Interactive Software Inc, Cl A *		1,489		263
T-Mobile US Inc *		2,109		264
TPG Telecom		15,717		76
Twitter Inc *		2,423		154
Verizon Communications Inc		10,486		610
ViacomCBS Inc, Cl B		2,272		102
Walt Disney Co/The		1,361		251
				6,595
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		554		102
Amazon.com Inc, Cl A *		29		90
Aptiv PLC *		615		85
AutoZone Inc *		63		88
Best Buy Co Inc		879		101

182 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Booking Holdings Inc *		33	$	77
BorgWarner Inc		1,798		83
CarMax Inc *		607		81
Chipotle Mexican Grill Inc, Cl A *		60		85
Darden Restaurants Inc		642		91
Dollar General Corp		398		81
Dollar Tree Inc *		704		81
Domino’s Pizza Inc		229		84
DR Horton Inc		1,517		135
eBay Inc		1,485		91
Etsy Inc *		261		53
Expedia Group Inc		886		153
Faurecia *		81		4
Ford Motor Co *		6,979		85
Gap Inc/The		1,693		50
General Motors Co		1,328		76
Hanesbrands Inc		5,402		106
Hasbro Inc		959		92
HelloFresh *		1,530		114
Hilton Worldwide Holdings Inc *		1,035		125
Home Depot Inc/The		344		105
L Brands Inc *		1,468		91
Leggett & Platt Inc		1,806		82
Lennar Corp, Cl A		714		72
LKQ Corp *		2,394		101
Lowe’s Cos Inc		368		70
Marriott International Inc/MD, Cl A		281		42
McDonald’s Corp		63		14
MGM Resorts International		631		24
Mohawk Industries Inc *		714		137
Newell Brands Inc, Cl B		3,837		103
NIKE Inc, Cl B		338		45
O’Reilly Automotive Inc *		186		94
PulteGroup Inc		545		29
PVH Corp		953		101
Ralph Lauren Corp, Cl A		665		82
Ross Stores Inc		854		102
Starbucks Corp		1,082		118
Stellantis		4,810		85
Tapestry Inc *		2,823		116
Target Corp, Cl A		521		103
Tesla Inc *		46		31
TJX Cos Inc/The		1,474		98
Tractor Supply Co		712		126
Ulta Beauty Inc *		141		44
Under Armour Inc, Cl A *		2,909		64
VF Corp		958		77
Whirlpool Corp		398		88
Wynn Resorts Ltd		363		46
Yamada Denki Co Ltd		12,900		70
Yum! Brands Inc		758		82

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
ZOZO Inc		2,500	$	74
				4,729
Consumer Staples — 0.3%
Altria Group Inc		3,669		188
Archer-Daniels-Midland Co		2,936		167
Brown-Forman Corp, Cl B		1,763		122
Campbell Soup Co		7,410		373
Church & Dwight Co Inc		2,077		181
Clorox Co/The		1,065		205
Coca-Cola Co/The		3,032		160
Coles Group Ltd		5,570		68
Colgate-Palmolive Co		3,689		291
Conagra Brands Inc		4,939		186
Constellation Brands Inc, Cl A		1,139		260
Cosmos Pharmaceutical Corp		700		109
Costco Wholesale Corp		479		169
Estee Lauder Cos Inc/The, Cl A		852		248
General Mills Inc		5,970		366
Hershey Co/The		1,347		213
Hormel Foods Corp		9,195		439
J M Smucker Co/The		2,772		351
Kellogg Co		4,858		308
Kesko Oyj, Cl B		4,597		141
Kimberly-Clark Corp		2,081		289
Kobayashi Pharmaceutical		1,800		168
Kraft Heinz Co/The		4,956		198
Kroger Co/The		6,207		223
Lamb Weston Holdings Inc		2,378		184
Lion Corp		12,000		234
McCormick & Co Inc/MD		2,162		193
Molson Coors Beverage Co, Cl B		3,119		160
Mondelez International Inc, Cl A		3,684		216
Monster Beverage Corp *		3,145		286
PepsiCo Inc		1,095		155
Philip Morris International Inc		2,561		227
Procter & Gamble Co/The		2,075		281
Sundrug Co Ltd		1,500		55
Sysco Corp, Cl A		2,272		179
Tesco		17,126		54
Tsuruha Holdings Inc		900		116
Tyson Foods Inc, Cl A		2,695		200
Unilever		3,228		180
Walgreens Boots Alliance Inc		4,466		245
Walmart Inc		1,137		154
Welcia Holdings Co Ltd		4,000		138
				8,680
Energy — 0.1%
APA Corp		4,561		82
Baker Hughes Co, Cl A		6,778		146
Cabot Oil & Gas Corp		9,055		170
Chevron Corp		1,364		143

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 183

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
ConocoPhillips		8,119	$	430
Devon Energy Corp		6,537		143
Diamondback Energy Inc, Cl A		2,478		182
EOG Resources Inc		2,533		184
Exxon Mobil Corp		6,272		350
Hess Corp		3,016		213
HollyFrontier Corp		5,221		187
Kinder Morgan Inc		8,358		139
Marathon Oil Corp		17,930		192
Marathon Petroleum Corp		842		45
NOV Inc		9,602		132
ONEOK Inc		2,048		104
Phillips 66		2,119		173
Pioneer Natural Resources Co		950		151
Schlumberger NV, Cl A		6,517		177
Valero Energy Corp		2,323		166
Williams Cos Inc/The		6,562		155
				3,664
Financials — 0.1%
Allstate Corp/The		963		111
American International Group Inc		273		13
Ameriprise Financial Inc		518		120
Arthur J Gallagher & Co		347		43
Assurant Inc		976		138
Bank of America Corp		1,088		42
Bank of New York Mellon Corp/The		1,593		75
BlackRock Inc		75		57
Capital One Financial Corp		280		36
Cboe Global Markets Inc		436		43
Charles Schwab Corp/The		1,358		89
Chubb Ltd		198		31
Cincinnati Financial Corp		315		33
Citizens Financial Group Inc		2,888		128
Discover Financial Services		794		75
Equities		570		19
Fifth Third Bancorp		3,964		148
Franklin Resources Inc		2,773		82
Globe Life Inc		870		84
Goldman Sachs Group Inc/The		156		51
Hartford Financial Services Group Inc/The		671		45
Huntington Bancshares Inc/OH		2,954		46
Intercontinental Exchange Inc		482		54
Invesco Ltd		3,850		97
Japan Post Holdings Co Ltd		13,200		118
JPMorgan Chase & Co		293		45
KeyCorp		2,956		59
Loews Corp		1,583		81
London Stock Exchange Group		368		35
M&T Bank Corp		598		91
MarketAxess Holdings Inc		80		40
Marsh & McLennan Cos Inc		634		77
MetLife Inc		351		21

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Morgan Stanley		1,357	$	105
MSCI Inc, Cl A		231		97
Nasdaq Inc, Cl A		368		54
Nomura Holdings		3,700		20
Northern Trust Corp		370		39
ORIX		6,600		112
People’s United Financial Inc		7,837		140
PNC Financial Services Group Inc/The		607		106
Principal Financial Group Inc, Cl A		1,498		90
Progressive Corp/The		529		51
Prudential Financial Inc		736		67
Raymond James Financial Inc		1,182		145
Regions Financial Corp		3,285		68
State Street Corp		770		65
SVB Financial Group, Cl B *		177		87
Synchrony Financial		2,695		110
T Rowe Price Group Inc		327		56
Travelers Cos Inc/The		101		15
US Bancorp		2,336		129
Wells Fargo & Co		1,682		66
Willis Towers Watson PLC		490		112
				3,961
Health Care — 0.3%
Abbott Laboratories		643		77
AbbVie Inc		968		105
ABIOMED Inc *		280		89
Agilent Technologies Inc		1,033		131
Alcon Inc		1,519		107
Alexion Pharmaceuticals Inc *		503		77
Align Technology Inc *		126		68
AmerisourceBergen Corp, Cl A		593		70
Amgen Inc, Cl A		646		161
Amplifon		2,640		99
Anthem Inc		269		97
Baxter International Inc		1,597		135
Becton Dickinson and Co		396		96
Biogen Inc *		318		89
Bio-Rad Laboratories Inc, Cl A *		142		81
Boston Scientific Corp *		1,661		64
Bristol-Myers Squibb Co		1,520		96
Cardinal Health Inc		1,236		75
Centene Corp *		1,160		74
Cerner Corp		2,555		184
Cigna Corp		272		66
Cooper Cos Inc/The, Cl A		283		109
CVS Health Corp		1,342		101
Danaher Corp, Cl A		606		136
DaVita Inc *		510		55
DENTSPLY SIRONA Inc		1,707		109
Dexcom Inc *		138		50
DiaSorin SpA		1,134		182
Edwards Lifesciences Corp, Cl A *		1,150		96

184 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Eli Lilly and Co		431	$	80
Eurofins Scientific		990		95
Gilead Sciences Inc		1,887		122
HCA Healthcare Inc		406		76
Henry Schein Inc *		950		66
Hologic Inc *		720		54
Humana Inc		183		77
IDEXX Laboratories Inc *		187		91
Illumina Inc *		236		91
Incyte Corp *		941		76
Intuitive Surgical Inc *		130		96
Johnson & Johnson		1,720		283
Laboratory Corp of America Holdings *		675		172
McKesson Corp		787		153
Medtronic PLC		1,787		211
Merck & Co Inc		1,941		150
Mettler-Toledo International Inc *		80		92
PerkinElmer Inc		728		93
Perrigo Co PLC		1,841		75
Pfizer Inc		2,320		84
Quest Diagnostics Inc		658		84
Regeneron Pharmaceuticals Inc *		198		94
ResMed Inc		368		71
Sartorius Stedim Biotech		446		184
Shionogi & Co Ltd		1,600		86
Stryker Corp		346		84
Thermo Fisher Scientific Inc		120		55
UnitedHealth Group Inc		200		74
Universal Health Services Inc, Cl B		971		130
Varian Medical Systems Inc *		434		77
Vertex Pharmaceuticals Inc *		533		115
Viatris Inc, Cl W *		4,959		69
Waters Corp *		259		74
West Pharmaceutical Services Inc		276		78
Zimmer Biomet Holdings Inc		639		102
Zoetis Inc, Cl A		653		103
				6,596
Industrials — 0.2%
3M Co		411		79
A O Smith Corp		980		66
Alaska Air Group Inc		511		35
Allegion PLC		654		82
Amada Holdings		10,600		118
AMETEK Inc		926		118
Carrier Global Corp		916		39
CH Robinson Worldwide Inc		631		60
Cintas Corp		146		50
Copart Inc *		726		79
CSX Corp		987		95
Cummins Inc		289		75
Daifuku Co Ltd		500		49
Delta Air Lines Inc, Cl A *		1,126		54

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Dover Corp		565	$	78
Eaton Corp PLC		402		56
Emerson Electric Co		986		89
Equifax Inc		349		63
Expeditors International of Washington Inc		870		94
Fastenal Co, Cl A		1,178		59
Flowserve Corp		1,578		61
Fortive Corp		1,754		124
Fortune Brands Home & Security Inc		492		47
General Dynamics Corp		849		154
General Electric Co		5,173		68
Hitachi Construction Machinery Co Ltd		3,400		109
Honeywell International Inc		255		55
Howmet Aerospace Inc		2,374		76
Huntington Ingalls Industries Inc, Cl A		251		52
IHS Markit Ltd		978		95
Illinois Tool Works Inc		606		134
Ingersoll Rand Inc *		1,458		72
Jacobs Engineering Group Inc		539		70
JB Hunt Transport Services Inc		390		66
Johnson Controls International PLC		3,007		180
Kansas City Southern		477		126
Knorr-Bremse AG		603		76
Kyushu Railway Co		3,200		75
L3Harris Technologies Inc		320		65
Lockheed Martin Corp		186		69
Masco Corp		1,288		77
MonotaRO		1,800		49
Nielsen Holdings PLC		2,219		56
Norfolk Southern Corp		347		93
Northrop Grumman Corp		381		123
NSK		10,300		106
Otis Worldwide Corp		879		60
PACCAR Inc		370		34
Parker-Hannifin Corp, Cl A		549		173
Pentair PLC		1,382		86
Quanta Services Inc		797		70
Rational		61		48
Raytheon Technologies Corp		905		70
Rentokil Initial		12,011		80
Robert Half International Inc		845		66
Rockwell Automation Inc		289		77
Rollins Inc		4,270		147
Snap-on Inc		986		227
Southwest Airlines Co, Cl A		1,959		120
Textron Inc		2,178		122
TransDigm Group Inc *		128		75
Union Pacific Corp		229		51
United Parcel Service Inc, Cl B		363		62
United Rentals Inc *		170		56
Verisk Analytics Inc, Cl A		884		156
Waste Management Inc		830		107

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 185

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Xinyi Glass Holdings		30,000	$	98
Xylem Inc/NY		691		73
				5,774
Information Technology — 0.2%
Accenture PLC, Cl A		286		79
Adobe Inc *		91		43
Advanced Micro Devices Inc *		498		39
Akamai Technologies Inc *		831		85
Analog Devices Inc		376		58
ANSYS Inc *		69		23
Applied Materials Inc		1,164		156
Arista Networks Inc *		322		97
Autodesk Inc, Cl A *		232		64
Automatic Data Processing Inc		263		50
Broadcom Inc		192		89
Cadence Design Systems Inc *		1,227		168
Check Point Software Technologies Ltd *		1,215		136
Cisco Systems Inc/Delaware		2,109		109
Citrix Systems Inc		455		64
Cognizant Technology Solutions Corp, Cl A		1,546		121
Corning Inc, Cl B		2,864		125
CyberArk Software Ltd *		688		89
DXC Technology Co		1,512		47
F5 Networks Inc, Cl A *		250		52
Fidelity National Information Services
Inc, Cl B		799		112
Fiserv Inc, Cl A *		491		58
FleetCor Technologies Inc *		390		105
FLIR Systems Inc		2,455		139
Fortinet Inc *		468		86
Fujitsu Ltd		400		58
Gartner Inc *		1,003		183
Global Payments Inc		249		50
Hewlett Packard Enterprise Co		8,829		139
HP Inc		2,363		75
Intel Corp		981		63
International Business Machines Corp		341		46
Intuit Inc		357		137
IPG Photonics Corp *		202		43
Jack Henry & Associates Inc		424		64
Juniper Networks Inc		1,507		38
Keysight Technologies Inc *		736		106
KLA Corp		464		153
Logitech International SA		1,003		105
Microchip Technology Inc		571		89
Micron Technology Inc *		831		73
Microsoft Corp		768		181
Motorola Solutions Inc		235		44
NetApp Inc		725		53
NortonLifeLock Inc		4,139		88
NVIDIA Corp		28		15
Oracle Corp, Cl B		2,724		191

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Paychex Inc		150	$	15
Paycom Software Inc *		198		73
Qorvo Inc *		628		115
QUALCOMM Inc		570		76
salesforce.com Inc *		252		53
Seagate Technology PLC		1,509		116
ServiceNow Inc *		159		80
Skyworks Solutions Inc		656		120
Synopsys Inc *		211		52
Tecmo Koei Holdings		3,380		152
Texas Instruments Inc		282		53
Tyler Technologies Inc *		247		105
VeriSign Inc *		681		135
Vontier *		1,892		57
Western Digital Corp		1,138		76
Western Union Co/The		1,980		49
Wix.com Ltd *		230		64
Xerox Holdings Corp		2,375		58
Xilinx Inc		654		81
Zebra Technologies Corp, Cl A *		113		55
				5,773
Materials — 0.2%
Air Products and Chemicals Inc		580		163
Albemarle Corp		1,075		157
Amcor PLC		12,350		144
Avery Dennison Corp		1,153		212
B2Gold Corp		14,044		60
Ball Corp		1,307		111
Celanese Corp, Cl A		628		94
CF Industries Holdings Inc		3,811		173
Corteva Inc		5,121		239
Dow Inc		2,337		149
DuPont de Nemours Inc		705		54
Eastman Chemical Co		1,987		219
Ecolab Inc		731		156
Evolution Mining Ltd		34,376		107
FMC Corp		1,834		203
Freeport-McMoRan Inc, Cl B		3,462		114
International Flavors & Fragrances Inc		1,993		278
International Paper Co		1,705		92
Kirkland Lake Gold Ltd		1,686		57
Kuraray Co Ltd		7,300		83
LyondellBasell Industries NV, Cl A		1,153		120
Martin Marietta Materials Inc, Cl A		696		234
Mosaic Co/The		5,396		170
Newcrest Mining Ltd		3,749		69
Newmont Corp		4,763		287
Nucor Corp		2,612		210
Packaging Corp of America		1,034		139
Pan American Silver		2,322		70
PPG Industries Inc		1,382		208
Sealed Air Corp		3,350		154

186 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Sherwin-Williams Co/The, Cl A		276	$	204
SSR Mining Inc		3,657		52
Vulcan Materials Co		1,039		175
Westrock Co		3,440		179
Yamana Gold Inc		8,773		38
				5,174
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ‡		628		103
American Tower Corp, Cl A ‡		353		84
Boston Properties Inc ‡		379		38
Crown Castle International Corp ‡		437		75
Digital Realty Trust Inc, Cl A ‡		526		74
Duke Realty Corp ‡		2,124		89
Equinix Inc ‡		66		45
Equity Residential ‡		1,670		120
Essex Property Trust Inc ‡		198		54
Extra Space Storage Inc ‡		738		98
Federal Realty Investment Trust ‡		1,348		137
Healthpeak Properties Inc ‡		1,687		54
Host Hotels & Resorts Inc ‡		2,919		49
Iron Mountain Inc ‡		1,556		58
Mid-America Apartment Communities Inc ‡		1,107		160
Prologis Inc ‡		549		58
Public Storage ‡		325		80
Realty Income Corp ‡		2,310		147
Regency Centers Corp ‡		515		29
SBA Communications Corp, Cl A ‡		152		42
Simon Property Group Inc ‡		848		97
SL Green Realty Corp ‡		29		2
UDR Inc ‡		2,549		112
Vonovia SE ‡		1,105		72
Vornado Realty Trust ‡		747		34
Welltower Inc ‡		476		34
Weyerhaeuser Co ‡		1,020		36
				1,981
Utilities — 0.4%
AES Corp/The		8,922		239
Alliant Energy Corp		7,767		421
Ameren Corp		5,646		459
American Electric Power Co Inc		5,935		503
American Water Works Co Inc		1,287		193
Atmos Energy Corp		1,688		167
Brookfield Renewable, Cl A		2,401		113
CenterPoint Energy Inc		10,623		241
CMS Energy Corp		7,099		435
Consolidated Edison Inc		7,733		578
Dominion Energy Inc		7,520		571
DTE Energy Co		2,191		292
Duke Energy Corp		3,471		335
Edison International		5,332		312
Elia System Operator SA/NV		1,419		157

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		2,469	$	246
Evergy Inc		5,347		318
Eversource Energy		5,556		481
Exelon Corp		5,763		252
FirstEnergy Corp		5,862		203
NextEra Energy Inc		3,133		237
NiSource Inc		15,120		365
Northland Power		2,592		94
NRG Energy Inc		6,095		230
Pinnacle West Capital Corp		3,525		287
PPL Corp		9,644		278
Public Service Enterprise Group Inc		5,156		310
Sempra Energy		2,197		291
Southern Co/The		5,517		343
WEC Energy Group Inc		5,563		521
Xcel Energy Inc		7,537		501
				9,973
Total Common Stock (Cost $40,967) ($ Thousands)				62,900
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 1.7%
Communication Services — 0.0%
Alphabet Inc
3.625%, 05/19/2021 (A)	$	150		151
Consumer Discretionary — 0.1%
Toyota Motor
3.419%, 07/20/2023 (A)		500		533
Toyota Motor Credit MTN
3.200%, 01/11/2027 (A)		750		814
2.625%, 01/10/2023 (A)		375		390
University of Southern California
5.250%, 10/01/2111 (A)		100		140
				1,877
Consumer Staples — 0.1%
Coca-Cola
3.200%, 11/01/2023 (A)		500		537
Colgate-Palmolive MTN
2.250%, 11/15/2022 (A)		1,250		1,291
Procter & Gamble Co/The
2.150%, 08/11/2022 (A)		250		256
				2,084
Energy — 0.1%
Chevron Corp
2.954%, 05/16/2026 (A)		1,000		1,072

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 187

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinor ASA
2.450%, 01/17/2023 (A)	$	1,250	$	1,297
Nexen Inc
5.875%, 03/10/2035 (A)		100		124
Shell International Finance BV
3.250%, 05/11/2025 (A)		250		270
XTO Energy Inc
6.750%, 08/01/2037 (A)		300		416
				3,179
Financials — 1.0%
Bank of Montreal MTN
2.550%, 11/06/2022 (A)		250		258
1.900%, 08/27/2021 (A)		750		755
Bank of New York Mellon
3.550%, 09/23/2021 (A)		200		202
Bank of Nova Scotia
2.700%, 03/07/2022 (A)		500		511
Berkshire Hathaway Inc
3.400%, 01/31/2022 (A)		150		154
2.750%, 03/15/2023 (A)		1,000		1,045
BlackRock Inc
3.375%, 06/01/2022 (A)		500		518
Canadian Imperial Bank of Commerce
2.550%, 06/16/2022 (A)		500		514
CME Group
3.000%, 09/15/2022 (A)		100		104
3.000%, 03/15/2025 (A)		1,000		1,069
FMS Wertmanagement
2.750%, 03/06/2023 (A)		375		393
2.750%, 01/30/2024 (A)		375		399
2.000%, 08/01/2022 (A)		875		896
Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/2028 (A)		375		409
2.625%, 02/28/2024 (A)		1,000		1,064
2.500%, 11/20/2024 (A)		1,000		1,068
2.375%, 08/25/2021 (A)		1,000		1,009
2.125%, 03/07/2022 (A)		500		509
2.125%, 06/15/2022 (A)		500		512
2.125%, 01/17/2023 (A)		1,250		1,292
2.000%, 09/29/2022 (A)		750		770
Landwirtschaftliche Rentenbank
2.500%, 11/15/2027 (A)		125		133
2.375%, 06/10/2025 (A)		625		666
2.250%, 10/01/2021 (A)		1,000		1,010
2.000%, 01/13/2025 (A)		250		262
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026 (A)		1,125		1,163
National Australia Bank Ltd
3.000%, 01/20/2023 (A)		200		209
1.875%, 07/12/2021 (A)		750		753

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oesterreichische Kontrollbank
3.125%, 11/07/2023 (A)	$	250	$	268
2.625%, 01/31/2022 (A)		250		255
1.625%, 09/17/2022 (A)		250		255
Oesterreichische Kontrollbank AG MTN
2.875%, 03/13/2023 (A)		500		525
Svensk Exportkredit MTN
3.125%, 11/08/2021 (A)		375		381
2.875%, 05/22/2021 (A)		250		251
2.375%, 03/09/2022 (A)		125		128
2.000%, 08/30/2022 (A)		250		256
1.625%, 09/12/2021 (A)		250		251
1.625%, 11/14/2022 (A)		125		128
Toronto-Dominion Bank MTN
3.500%, 07/19/2023 (A)		250		268
3.250%, 06/11/2021 (A)		125		126
3.250%, 03/11/2024 (A)		125		134
2.125%, 04/07/2021 (A)		875		875
Wells Fargo Bank
3.625%, 10/22/2021 (A)		250		254
2.897%, VAR ICE LIBOR USD 3 Month+0.610%, 05/27/2022 (A)		500		502
2.082%, VAR ICE LIBOR USD 3 Month+0.650%, 09/09/2022 (A)		500		504
Wells Fargo Bank NA
3.550%, 08/14/2023 (A)		750		802
Westpac Banking
2.000%, 08/19/2021 (A)		750		755
				24,565
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037 (A)		300		423
3.375%, 12/05/2023 (A)		500		541
2.450%, 03/01/2026 (A)		1,000		1,064
Novartis Capital
4.400%, 05/06/2044 (A)		250		303
				2,331
Industrials — 0.0%
3M Co MTN
5.700%, 03/15/2037 (A)		150		198
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035 (A)		750		859
				1,057
Information Technology — 0.2%
Apple
3.000%, 02/09/2024 (A)		375		400
2.850%, 02/23/2023 (A)		1,000		1,044
2.850%, 05/11/2024 (A)		250		267

188 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.500%, 02/09/2022 (A)	$	500	$	509
2.450%, 08/04/2026 (A)		375		395
2.400%, 05/03/2023 (A)		250		261
Microsoft
3.700%, 08/08/2046 (A)		500		559
3.300%, 02/06/2027 (A)		1,000		1,101
2.125%, 11/15/2022 (A)		500		515
Visa
4.150%, 12/14/2035 (A)		125		148
3.150%, 12/14/2025 (A)		500		545
2.800%, 12/14/2022 (A)		125		130
2.150%, 09/15/2022 (A)		125		128
				6,002
Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026 (A)		1,000		1,076
Florida Power & Light Co
3.125%, 12/01/2025 (A)		1,000		1,079
Southern California Gas
5.125%, 11/15/2040 (A)		150		185
3.750%, 09/15/2042 (A)		250		268
				2,608
Total Corporate Obligations (Cost $42,266) ($ Thousands)				43,854
	Shares
EXCHANGE TRADED FUNDS — 0.6%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		16,949
Total Exchange Traded Funds (Cost $14,921) ($ Thousands)				16,949
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Volkswagen AG, 0.000%		220		62
Health Care — 0.0%
Sartorius AG, 0.000%		155		77
Materials — 0.0%
FUCHS PETROLUB SE, 0.000%		1,520		73
Total Preferred Stock (Cost $174) ($ Thousands)				212

Description	Number of Rights		Market Value     ($ Thousands)
RIGHTS — 0.0%
Computershare, Expires 04/26/2021 *		1,005	$	1
Snam SpA, Expires 04/14/2021 *		34,507		–
Total Rights (Cost $—) ($ Thousands)				1
Total Investments in Securities — 60.7% (Cost $1,498,885) ($ Thousands)			$	1,585,151

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 189

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)			Value       (Thousands)			Unrealized Appreciation     (Depreciation) (Thousands)
Amsterdam Index		103		Apr-2021	$	16,700		$	16,927		$	432
Australian 10-Year Bond		1,696		Jun-2021		181,415			178,410			(720	)
Bloomberg Commodity Index(A)		1,145		Jun-2021		9,905			9,595			(310	)
Brent Crude(A)		636		May-2021		42,134			39,629			(2,505	)
CAC40 10 Euro Index		84		Apr-2021		6,034			5,989			27
Canadian 10-Year Bond		1,655		Jun-2021		186,948			182,730			(4,998	)
Coffee C		89		Jul-2021		4,334			4,185			(149	)
Coffee C		86		May-2021		4,058			3,983			(75	)
Coffee C(A)		(26)		Jul-2021		(1,255	)		(1,223	)		32
Copper		85		May-2021		7,976			8,491			514
Corn(A)		670		Jul-2021		17,778			18,341			564
Cotton No. 2(A)		90		Jul-2021		3,905			3,698			(207	)
Cotton No. 2		48		May-2021		1,964			1,941			(23	)
Cotton No. 2(A)		37		Jul-2021		1,509			1,520			11
DAX Index		29		Jun-2021		12,592			12,806			367
Euro STOXX 50		69		Jun-2021		3,107			3,135			65
Euro-Bob		678		Jun-2021		110,425			107,639			50
Euro-BTP		244		Jun-2021		43,784			42,818			160
Euro-Bund		1,432		Jun-2021		296,000			288,268			(798	)
Euro-Buxl		104		Jun-2021		26,269			25,184			(417	)
Feeder Cattle(A)		13		Aug-2021		1,012			1,022			11
Feeder Cattle(A)		38		Aug-2021		3,030			2,988			(42	)
Feeder Cattle(A)		59		May-2021		4,300			4,407			107
FTSE 100 Index		142		Jun-2021		13,210			13,086			(53	)
FTSE MIB Index		98		Jun-2021		14,022			14,048			203
FTSE/JSE Top 40 Index		87		Jun-2021		3,586			3,605			(20	)
Gasoline(A)		71		May-2021		5,815			5,826			10
Gasoline(A)		126		May-2021		10,820			10,339			(481	)
Gold		269		Jul-2021		46,712			46,150			(563	)
Hang Seng China Enterprises Index		139		May-2021		9,739			9,783			49
Hang Seng Index		127		May-2021		22,908			23,128			233
IBEX		29		Apr-2021		2,979			2,927			(18	)
Japanese 10-Year Bond		105		Jun-2021		145,966			143,636			152
Japanese 10-Year Bond		1		Jun-2021		1,372			1,368			(1	)
Japanese 10-Year Government Bond E-MINI		1,428		Jun-2021		197,955			195,074			194
KC HRW Wheat(A)		44		Jul-2021		1,310			1,280			(30	)
KOSPI 200 Index		47		Jun-2021		4,227			4,305			71
Lean Hogs		144		Jun-2021		5,737			6,065			329
Live Cattle		371		Jul-2021		17,798			18,238			440
LME Copper(A)		141		Jun-2021		28,155			30,977			2,822
LME Lead(A)		25		Jun-2021		1,267			1,232			(35	)
LME Nickel(A)		84		Jun-2021		9,221			8,095			(1,126	)
LME Primary Aluminum		400		Jun-2021		21,384			22,088			703
LME Zinc(A)		175		Jun-2021		12,162			12,323			162
Long Gilt 10-Year Bond		810		Jul-2021		146,780			142,588			(1,680	)
Low Sulphur Gasoil(A)		224		Jun-2021		11,859			11,418			(440	)
MSCI Emerging Markets		1,665		Jun-2021		110,942			110,098			(844	)
Natural Gas(A)		115		May-2021		3,007			3,067			60
Natural Gas		341		Jul-2021		9,336			9,316			(20	)
NY Harbor ULSD(A)		202		May-2021		15,958			15,040			(918	)
NYMEX Cocoa(A)		477		Jul-2021		11,928			11,377			(551	)
OMX Stockholm 30		122		Apr-2021		3,090			3,062			42
Russell 2000 Index E-MINI		1,606		Jun-2021		188,505			178,467			(10,038	)
S&P - Goldman Sachs Commodity Index(A)		454		Apr-2021		55,396			52,914			(2,482	)

190 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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(A)		2,084		Jun-2021	$	409,552	$	413,403	$	3,851
S&P Mid Cap 400 Index E-MINI		87		Jun-2021		22,985		22,666		(319	)
S&P TSX 60 Index		143		Jun-2021		25,492		25,283		(49	)
SGX Nifty 50		241		May-2021		7,142		7,108		(34	)
Silver		146		May-2021		19,730		17,908		(1,822	)
Silver(A)		12		Jul-2021		1,457		1,474		17
Soybean(A)		132		Jul-2021		9,184		9,423		239
Soybean Meal(A)		132		Jul-2021		5,268		5,607		339
Soybean Oil		144		Jul-2021		4,559		4,386		(173	)
Soybean Oil		4		May-2021		129		127		(2	)
Soybean Oil		3		Jul-2021		90		91		2
SPI 200 Index		45		Jun-2021		5,861		5,798		23
SPI 200 Index		55		Jun-2021		7,256		7,086		(48	)
Sugar No. 11		1,053		Jul-2021		18,407		17,419		(988	)
TOPIX Index		298		Jun-2021		51,799		52,696		1,729
U.S. 2-Year Treasury Note		405		Jul-2021		89,458		89,394		(64	)
U.S. 5-Year Interest Rate Swap		136		Jun-2021		13,264		13,171		(94	)
U.S. 5-Year Treasury Note		487		Jul-2021		60,702		60,095		(607	)
U.S. 10-Year Interest Rate Swap		1,437		Jun-2021		131,485		128,836		(2,649	)
U.S. 10-Year Treasury Note		7,140		Jun-2021		958,594		934,894		(23,700	)
U.S. Long Treasury Bond		876		Jun-2021		140,883		135,424		(5,459	)
U.S. Ultra Long Treasury Bond		64		Jun-2021		12,120		11,598		(522	)
Wheat(A)		168		Jul-2021		5,151		5,172		22
Wheat(A)		202		Jul-2021		6,248		6,219		(29	)
Wheat(A)		1		Sep-2021		32		31		(1	)
WTI Crude Oil(A)		177		May-2021		11,233		10,475		(758	)
					$	4,135,151	$	4,059,187	$	(52,830	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation           (Depreciation) (Thousands)
Barclays PLC		04/28/21	GBP		70,700	USD		97,559	$	18
BNYMellon		04/29/21	AUD		4,800	USD		3,656		—
BNYMellon		04/29/21	CAD		11,200	USD		8,906		(7	)
Citigroup		06/16/21	USD		1,877	HUF		555,500		(76	)
Citigroup		06/16/21	USD		2,940	RUB		218,950		(69	)
Citigroup		06/16/21	USD		4,074	PLN		15,200		(220	)
Citigroup		06/16/21	USD		402	CZK		8,950		1
Citigroup		06/16/21	USD		3,881	CZK		83,550		(119	)
Citigroup		06/16/21	USD		1,261	CLP		914,125		13
Citigroup		06/16/21	USD		3,883	CLP		2,742,375		(61	)
Citigroup		06/16/21	USD		1,834	BRL		10,588		33
Citigroup		06/16/21	USD		5,648	BRL		31,013		(181	)
Citigroup		06/16/21	USD		7,562	GBP		5,423		(79	)
Citigroup		06/16/21	CNH		10,950	USD		1,675		16
Citigroup		06/16/21	USD		76	CNH		500		—
Citigroup		06/16/21	USD		11,604	CNH		75,600		(148	)
Citigroup		06/16/21	BRL		8,750	USD		1,572		30
Citigroup		06/16/21	BRL		2,950	USD		515		(5	)
Citigroup		06/16/21	PLN		15,200	USD		4,058		204

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 191

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation           (Depreciation) (Thousands)
Citigroup		06/16/21	USD		17,066	EUR		14,163	$	(395	)
Citigroup		06/16/21	USD		17,418	MXN		362,050		129
Citigroup		06/16/21	USD		400	MXN		8,250		—
Citigroup		06/16/21	GBP		18,182	USD		25,471		384
Citigroup		06/16/21	USD		666	KRW		754,950		4
Citigroup		06/16/21	USD		21,685	KRW		24,174,500		(229	)
Citigroup		06/16/21	USD		9,173	INR		682,950		52
Citigroup		06/16/21	USD		16,230	INR		1,195,700		(80	)
Citigroup		06/16/21	RUB		53,250	USD		692		(6	)
Citigroup		06/16/21	CZK		50,250	USD		2,309		46
Citigroup		06/16/21	CZK		22,550	USD		1,013		(2	)
Citigroup		06/16/21	MXN		81,850	USD		3,898		(69	)
Citigroup		06/16/21	EUR		91,686	USD		111,527		3,602
Citigroup		06/16/21	EUR		2,500	USD		2,939		(4	)
Citigroup		06/16/21	INR		293,100	USD		3,977		18
Citigroup		06/16/21	INR		165,800	USD		2,231		(8	)
Citigroup		06/16/21	HUF		555,500	USD		1,856		56
Citigroup		06/16/21	CLP		1,059,150	USD		1,452		(23	)
Citigroup		06/16/21	KRW		3,534,350	USD		3,152		16
Citigroup		06/16/21	KRW		1,761,750	USD		1,556		(7	)
Citigroup		06/17/21	USD		10,544	ZAR		160,181		196
Citigroup		06/17/21	USD		7,060	ZAR		104,469		(56	)
Citigroup		06/17/21	ZAR		48,050	USD		3,117		(105	)
JPMorgan Chase Bank		06/16/21	USD		1,877	HUF		555,500		(76	)
JPMorgan Chase Bank		06/16/21	USD		2,940	RUB		218,950		(70	)
JPMorgan Chase Bank		06/16/21	USD		4,074	PLN		15,200		(220	)
JPMorgan Chase Bank		06/16/21	USD		402	CZK		8,950		1
JPMorgan Chase Bank		06/16/21	USD		3,881	CZK		83,550		(119	)
JPMorgan Chase Bank		06/16/21	USD		1,261	CLP		914,125		13
JPMorgan Chase Bank		06/16/21	USD		3,883	CLP		2,742,375		(62	)
JPMorgan Chase Bank		06/16/21	USD		1,834	BRL		10,588		32
JPMorgan Chase Bank		06/16/21	USD		5,648	BRL		31,013		(182	)
JPMorgan Chase Bank		06/16/21	CNH		10,950	USD		1,675		15
JPMorgan Chase Bank		06/16/21	USD		76	CNH		500		—
JPMorgan Chase Bank		06/16/21	USD		11,604	CNH		75,600		(149	)
JPMorgan Chase Bank		06/16/21	BRL		8,750	USD		1,572		30
JPMorgan Chase Bank		06/16/21	BRL		2,950	USD		515		(5	)
JPMorgan Chase Bank		06/16/21	USD		12,893	EUR		10,700		(298	)
JPMorgan Chase Bank		06/16/21	PLN		15,200	USD		4,058		203
JPMorgan Chase Bank		06/16/21	USD		17,418	MXN		362,050		128
JPMorgan Chase Bank		06/16/21	USD		400	MXN		8,250		(1	)
JPMorgan Chase Bank		06/16/21	GBP		18,182	USD		25,471		383
JPMorgan Chase Bank		06/16/21	USD		666	KRW		754,950		3
JPMorgan Chase Bank		06/16/21	USD		21,685	KRW		24,174,500		(229	)
JPMorgan Chase Bank		06/16/21	USD		9,173	INR		682,950		52
JPMorgan Chase Bank		06/16/21	USD		16,230	INR		1,195,700		(80	)
JPMorgan Chase Bank		06/16/21	RUB		53,250	USD		692		(6	)
JPMorgan Chase Bank		06/16/21	CZK		50,250	USD		2,309		46
JPMorgan Chase Bank		06/16/21	CZK		22,550	USD		1,013		(2	)

192 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation                  (Depreciation) (Thousands)
JPMorgan Chase Bank		06/16/21	MXN		81,850	USD		3,898	$	(69	)
JPMorgan Chase Bank		06/16/21	EUR		91,446	USD		111,237		3,594
JPMorgan Chase Bank		06/16/21	EUR		2,500	USD		2,939		(5	)
JPMorgan Chase Bank		06/16/21	INR		293,100	USD		3,977		18
JPMorgan Chase Bank		06/16/21	INR		165,800	USD		2,231		(8	)
JPMorgan Chase Bank		06/16/21	HUF		555,500	USD		1,856		55
JPMorgan Chase Bank		06/16/21	CLP		1,059,150	USD		1,452		(24	)
JPMorgan Chase Bank		06/16/21	KRW		3,534,350	USD		3,152		15
JPMorgan Chase Bank		06/16/21	KRW		1,761,750	USD		1,556		(8	)
JPMorgan Chase Bank		06/17/21	USD		10,544	ZAR		160,181		195
JPMorgan Chase Bank		06/17/21	USD		7,060	ZAR		104,469		(57	)
JPMorgan Chase Bank		06/17/21	ZAR		48,050	USD		3,117		(105	)
State Street		04/28/21 - 04/29/21	EUR		119,700	USD		142,269		1,517
State Street		04/29/21	CHF		2,900	USD		3,083		(2	)
State Street		04/29/21	GBP		3,700	USD		5,094		(10	)
State Street		04/29/21	HKD		22,500	USD		2,896		2
State Street		04/30/21	JPY		3,221,600	USD		29,357		187
State Street		04/30/21	JPY		3,298	USD		30		—
									$	7,571

A list of the open OTC swap agreements held by the Fund at March 31, 2021 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Bank of America

Bovespa Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/14/2021

BRL

$

4,777

$

4,444

$

–

$

(120

)

Citibank

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/21/2021

TWD

5,386

5,410

–

79

JPMorgan Chase

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/21/2021

TWD

8,030

8,058

–

111

Merrill Lynch

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/21/2021

TWD

7,904

7,943

–

120

Citibank

Hang Seng Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/30/2021

HKD

2,243

2,252

–

11

JPMorgan Chase

Hang Seng Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/30/2021

HKD

21,009

21,113

–

116

Bank of America

Hang Seng Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/30/2021

HKD

14,970

15,061

–

99

JPMorgan Chase

Hang Seng Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/30/2021

HKD

4,696

4,735

–

41

Bank of America

Hang Seng Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/30/2021

HKD

16,310

16,390

–

89

Merrill Lynch

SGX Nifty 50

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/02/2021

USD

2,672

2,654

–

(18

)

Bank of America

Cotton No. 2 (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/06/2021

USD

570

566

–

(4

)

Merrill Lynch

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/14/2021

USD

5,008

6,096

–

1,089

Citibank

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/14/2021

USD

1,238

1,492

–

254

JPMorgan Chase

KOSPI Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/13/2021

KRW

15,746

16,121

–

311

Bank of America

Swiss Market

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/19/2021

CHF

9,127

9,173

–

183

Bank of America

Live Cattle (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/02/2021

USD

7,434

7,521

–

88

Citibank

Sugar (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/02/2021

USD

17

17

–

–

Bank of America

Sugar (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/02/2021

USD

86

83

–

(3

)

Bank of America

Cotton No. 2 (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/11/2021

USD

328

329

–

1

Citibank

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

332

335

–

4

Merrill Lynch

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

1,432

1,431

–

(1

)

Bank of America

Corn (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

7,321

7,556

–

234

Citibank

Soybean (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

10,271

10,423

–

151

Citibank

Soybean Meal (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

5,412

5,735

–

322

Merrill Lynch

Soybean Meal (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

5,210

5,522

–

312

Citibank

Wheat (A)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2021

USD

824

831

–

8

$

161,291

$

–

$

3,477

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 193

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Accumulation Fund (Concluded)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021 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 Depreciation (Thousands)
3 MONTH USD - LIBOR		0.25%		Semi-Annually		09/15/2023		USD		375,557	$	(1,187)	$	(820)	$	(367)
USD-LIBOR-BBA 3M		0.50%		Semi-Annually		06/16/2026		USD		142,459		(4,447)		(238)		(4,209)
3 MONTH USD - LIBOR		0.50%		Semi-Annually		09/15/2026		USD		121,347		(4,420)		(3,285)		(1,135)
											$	(10,054)	$	(4,343)	$	(5,711)

Percentages are based on Net Assets of $2,611,685 ($ Thousands).

* Non-income producing security.

‡ Real Estate Investment Trust.

(A) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2021.

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

(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, 2021, the value of these securities amounted to $73,315 ($ Thousands), representing 2.8% of the Net Assets of the Fund.

(D) No interest rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

BBA — British Bankers Association

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Exchange

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

ICE— Intercontinental Exchange

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KOSPI — Korea Composite Stock Exchange

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NYMEX — New York Mercantile Exchange

OMX — Offset Market Exchange

PLC — Public Limited Company

PLN — Polish Zloty

RUB — Russian Ruble

S&P — Standard & Poor’s

SGX — Singapore Exchange

SPI — Share Price Index

TAIEX — Taiwan Capitalization Weighted Stock Index

TOPIX — Tokyo Stock Exchange

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

ULSD — Ultra-Low Sulfur Diesel

USD — United States Dollar

VAR — Variable Rate

ZAR — South African Rand

194 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a list of the level of inputs used as of March 31, 2021, 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		–		986,724		–		986,724
Sovereign Debt		2,559		402,628		–		405,187
Foreign Common Stock		69,324		–		–		69,324
Common Stock		62,748		152		–		62,900
Corporate Obligations		–		43,854		–		43,854
Exchange Traded Funds		16,949		–		–		16,949
Preferred Stock		212		–		–		212
Rights		1		–		–		1
Total Investments in Securities		151,793		1,433,358		–		1,585,151
Other Financial Instruments	Level 1 ($)		Level  2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		14,032		–		–		14,032
Unrealized Depreciation		(66,862)		–		–		(66,862)
Forwards Contracts*
Unrealized Appreciation		–		11,307		–		11,307
Unrealized Depreciation		–		(3,736)		–		(3,736)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		3,623		–		3,623
Unrealized Depreciation		–		(146)		–		(146)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Depreciation		–		(5,711)		–		(5,711)
Total Other Financial Instruments		(52,830)		5,337		–		(47,493)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 195

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund

  Sector Weightings ^†:

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS — 47.6%
Communication Services — 3.6%
Altice France Holding
10.500%, 05/15/2027 (A)	$	850	$	957
AT&T
4.350%, 03/01/2029		700		791
3.500%, 06/01/2041		350		345
2.750%, 06/01/2031		375		373
2.550%, 12/01/2033 (A)		1,428		1,354
2.300%, 06/01/2027		1,050		1,073
1.650%, 02/01/2028		875		846
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,327
CCO Holdings
4.500%, 05/01/2032 (A)		1,540		1,559
CenturyLink
7.650%, 03/15/2042		748		851
Charter Communications Operating
5.125%, 07/01/2049		200		224
4.908%, 07/23/2025		3,200		3,629
3.750%, 02/15/2028		650		703
Clear Channel Worldwide Holdings
9.250%, 02/15/2024		40		42
Digicel Group 0.5
8.000%, 04/01/2025 (A)		86		71
Digicel International Finance
8.750%, 05/25/2024 (A)		61		62
DISH DBS
7.750%, 07/01/2026		700		771
Frontier Communications
6.750%, 05/01/2029 (A)		380		401

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 05/01/2028 (A)	$	395	$	402
iHeartCommunications (B)
6.375%, 05/01/2026		400		424
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(C)		650		401
5.500%, 08/01/2023 (C)		1,747		1,070
Lumen Technologies
5.125%, 12/15/2026 (A)		1,250		1,317
Mauritius Investments
6.500%, 10/13/2026		2,470		2,761
4.755%, 11/11/2024		400		418
Millicom International Cellular
6.625%, 10/15/2026 (A)		216		230
6.250%, 03/25/2029 (A)		477		530
5.125%, 01/15/2028 (A)		252		265
Netflix
6.375%, 05/15/2029		490		608
Playtika Holding
4.250%, 03/15/2029 (A)		868		855
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		450		463
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		580		577
Sprint Capital
8.750%, 03/15/2032		510		754
6.875%, 11/15/2028		520		656
TEGNA
4.625%, 03/15/2028		1,050		1,068
Telecom Argentina
8.500%, 08/06/2025 (A)		28		25
Telecom Italia Capital
6.000%, 09/30/2034		500		567
T-Mobile USA
4.500%, 04/15/2050 (A)		1,516		1,699
Townsquare Media
6.875%, 02/01/2026 (A)		902		961
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		370		393
Urban One
7.375%, 02/01/2028 (A)		740		766
Verizon Communications
3.700%, 03/22/2061		310		305
3.550%, 03/22/2051		140		139
3.400%, 03/22/2041		430		435
2.100%, 03/22/2028		515		518
VTR Comunicaciones
5.125%, 01/15/2028 (A)		770		805
				34,791
Consumer Discretionary — 6.2%
Adient US
7.000%, 05/15/2026 (A)		6		6

196 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Adtalem Global Education
5.500%, 03/01/2028 (A)	$	810	$	800
Allen Media
10.500%, 02/15/2028 (A)		760		802
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		671
BCPE Ulysses Intermediate
7.750%cash/8.500% PIK, 04/01/2027 (A)		1,660		1,722
Bed Bath & Beyond
5.165%, 08/01/2044		750		683
BorgWarner
5.000%, 10/01/2025 (A)		560		645
Boyd Gaming
4.750%, 12/01/2027		1,200		1,223
Burlington Coat Factory Warehouse
6.250%, 04/15/2025 (A)		297		315
CalAtlantic Group
5.250%, 06/01/2026		330		332
Carnival
9.875%, 08/01/2027 (A)		450		530
Carriage Services
6.625%, 06/01/2026 (A)		350		367
Carvana
5.500%, 04/15/2027 (A)		360		362
CSC Holdings
5.750%, 01/15/2030 (A)		1,525		1,606
Dealer Tire
8.000%, 02/01/2028 (A)		1,284		1,357
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		262
5.375%, 08/15/2026 (A)		330		238
Downstream Development Authority of the Quapaw Tribe of Oklahoma
10.500%, 02/15/2023 (A)		410		424
eG Global Finance
6.750%, 02/07/2025 (A)		488		499
Empire Communities
7.000%, 12/15/2025 (A)		570		601
Expedia Group
4.625%, 08/01/2027 (A)		647		720
Ford Motor
9.000%, 04/22/2025		270		327
8.500%, 04/21/2023		1,276		1,423
Ford Motor Credit
5.125%, 06/16/2025		1,075		1,160
4.000%, 11/13/2030		290		288
2.900%, 02/16/2028		290		279
Foundation Building Materials
6.000%, 03/01/2029 (A)		355		351
General Motors
5.950%, 04/01/2049		50		63

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 04/01/2025	$	250	$	271
General Motors Financial
5.650%, 01/17/2029		175		207
Genting New York
3.300%, 02/15/2026 (A)		395		394
Getty Images
9.750%, 03/01/2027 (A)		720		767
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		312
Hilton Domestic Operating
4.000%, 05/01/2031 (A)		459		459
Installed Building Products
5.750%, 02/01/2028 (A)		450		470
IRB Holding Corp.
6.750%, 02/15/2026 (A)		435		450
L Brands
6.875%, 07/01/2025 (A)		330		367
5.250%, 02/01/2028		740		794
LBM Acquisition
6.250%, 01/15/2029 (A)		865		891
Liberty Interactive
8.500%, 07/15/2029		330		376
Lions Gate Capital Holdings
5.875%, 11/01/2024 (A)		750		772
Mattel
3.375%, 04/01/2026 (A)		930		960
MDC Holdings
6.000%, 01/15/2043		270		341
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		977
MercadoLibre
3.125%, 01/14/2031		840		800
2.375%, 01/14/2026		210		208
MGM China Holdings
4.750%, 02/01/2027 (A)		390		396
Michaels Stores
8.000%, 07/15/2027 (A)		480		530
NCL
12.250%, 05/15/2024 (A)		1,000		1,210
10.250%, 02/01/2026 (A)		580		680
5.875%, 03/15/2026 (A)		120		122
3.625%, 12/15/2024 (A)		1,600		1,510
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		291
NMG Holding
7.125%, 04/01/2026 (A)		490		500
Park River Holdings
5.625%, 02/01/2029 (A)		325		315
PetSmart
7.750%, 02/15/2029 (A)		250		272
4.750%, 02/15/2028 (A)		250		256

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 197

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PM General Purchaser
9.500%, 10/01/2028 (A)	$	930	$	993
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		130		140
QVC
5.450%, 08/15/2034		440		440
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)		155		160
Rent-A-Center
6.375%, 02/15/2029 (A)		370		392
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		80		93
5.500%, 04/01/2028 (A)		945		950
5.250%, 11/15/2022		415		427
Sabre GLBL Inc.
9.250%, 04/15/2025 (A)		1,043		1,244
Sands China
5.125%, 08/08/2025		200		224
SeaWorld Parks & Entertainment
9.500%, 08/01/2025 (A)		1,150		1,250
Silversea Cruise Finance
7.250%, 02/01/2025 (A)		750		776
Six Flags Entertainment
5.500%, 04/15/2027 (A)		928		962
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,644
Superior Plus
4.500%, 03/15/2029 (A)		1,405		1,419
Tempur Sealy International
4.000%, 04/15/2029 (A)		1,984		1,974
Terrier Media Buyer
8.875%, 12/15/2027 (A)		850		915
Univision Communications
9.500%, 05/01/2025 (A)		300		328
Viking Cruises
7.000%, 02/15/2029 (A)		660		680
Virgin Media Secured Finance
5.000%, 04/15/2027	GBP	800		1,155
Virgin Media Vendor Financing Notes III DAC
4.875%, 07/15/2028 (A)		725		1,030
VOC Escrow
5.000%, 02/15/2028 (A)	$	1,070		1,057
Wendy’s International
7.000%, 12/15/2025		570		633
WW International
8.625%, 12/01/2025 (A)		620		645
Wyndham Destinations
6.625%, 07/31/2026 (A)		278		316
Wynn Macau
5.625%, 08/26/2028 (A)		800		836
5.125%, 12/15/2029 (A)		470		482

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wynn Resorts Finance
7.750%, 04/15/2025 (A)	$	740	$	802
Yum! Brands
7.750%, 04/01/2025 (A)		27		30
4.750%, 01/15/2030 (A)		454		480
Ziggo BV
4.875%, 01/15/2030 (A)		686		701
				57,132
Consumer Staples — 2.1%
Altria Group
2.350%, 05/06/2025		425		441
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,650		1,927
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		277
BRF
4.875%, 01/24/2030	$	1,440		1,469
Constellation Brands
3.150%, 08/01/2029		600		628
Coty
4.000%, 04/15/2023	EUR	1,625		1,866
Herbalife Nutrition
7.875%, 09/01/2025 (A)	$	603		656
H-Food Holdings
8.500%, 06/01/2026 (A)		500		511
HLF Financing Sarl
7.250%, 08/15/2026 (A)		1,452		1,521
Keurig Dr Pepper
4.597%, 05/25/2028		1,000		1,155
Kraft Heinz Foods
5.500%, 06/01/2050		190		233
5.000%, 07/15/2035		1,546		1,779
4.875%, 10/01/2049		330		369
4.375%, 06/01/2046		1,671		1,742
Kronos Acquisition Holdings
7.000%, 12/31/2027 (A)		880		843
Lindley
4.625%, 04/12/2023		190		196
Performance Food Group
6.875%, 05/01/2025 (A)		3		3
5.500%, 10/15/2027 (A)		450		471
Post Holdings
4.625%, 04/15/2030 (A)		429		430
Prosperous Ray
4.625%, 11/12/2023		300		325
Spectrum Brands
5.000%, 10/01/2029 (A)		75		79
Triton Water Holdings Inc.
6.250%, 04/01/2029 (A)		470		479
United Natural Foods
6.750%, 10/15/2028 (A)		664		710

198 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Foods
4.750%, 02/15/2029 (A)	$	1,171	$	1,171
				19,281
Energy — 7.1%
Antero Midstream Partners
5.750%, 03/01/2027 (A)		950		950
5.375%, 09/15/2024		1,060		1,072
Berry Petroleum
7.000%, 02/15/2026 (A)		1,500		1,451
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		614
Buckeye Partners
4.350%, 10/15/2024		245		252
4.125%, 12/01/2027		865		854
3.950%, 12/01/2026		860		850
Cenovus Energy
5.375%, 07/15/2025		825		927
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		288
5.125%, 06/30/2027		850		972
Continental Resources
4.500%, 04/15/2023		131		136
4.375%, 01/15/2028		100		106
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		337
6.450%, 11/03/2036 (A)		115		129
5.375%, 07/15/2025		650		704
Devon Energy
5.850%, 12/15/2025		1,021		1,190
5.000%, 06/15/2045		200		218
Endeavor Energy Resources
5.500%, 01/30/2026 (A)		330		342
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,453
EQT
8.500%, 02/01/2030		190		242
Equities Midstream Partners
4.000%, 08/01/2024		640		651
Exterran Energy Solutions
8.125%, 05/01/2025		700		644
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		547
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		393
Genesis Energy
7.750%, 02/01/2028		718		718
Global Partners
6.875%, 01/15/2029		545		585
GNL Quintero
4.634%, 07/31/2029		400		439

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Indigo Natural Resources
5.375%, 02/01/2029 (A)	$	1,175	$	1,158
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		800		912
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		334
Laredo Petroleum
9.500%, 01/15/2025		498		479
Marathon Petroleum
3.800%, 04/01/2028		325		351
3.625%, 09/15/2024		350		378
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,247
5.875%, 02/01/2029 (A)		500		501
MPLX
4.800%, 02/15/2029		250		286
4.000%, 03/15/2028		950		1,048
Nabors Industries
9.000%, 02/01/2025 (A)		1,597		1,637
NGL Energy Operating
7.500%, 02/01/2026 (A)		1,025		1,052
NGL Energy Partners
7.500%, 11/01/2023		1,150		1,110
NGPL PipeCo
7.768%, 12/15/2037 (A)		1,000		1,324
NuStar Logistics
6.375%, 10/01/2030		670		724
6.000%, 06/01/2026		915		986
Occidental Petroleum
8.000%, 07/15/2025		1,015		1,165
7.200%, 03/15/2029		140		153
7.150%, 05/15/2028		1,000		1,090
6.625%, 09/01/2030		700		787
6.125%, 01/01/2031		330		364
5.550%, 03/15/2026		725		769
4.400%, 04/15/2046		390		331
ONEOK
6.350%, 01/15/2031		325		407
Parsley Energy
5.625%, 10/15/2027 (A)		480		520
PBF Holding
9.250%, 05/15/2025 (A)		180		184
Petrobras Global Finance BV
5.299%, 01/27/2025		1,160		1,282
Petroleos de Venezuela
6.000%, 10/28/2022 (C)		8,860		243
6.000%, 05/16/2024 (C)		3,790		165
6.000%, 11/15/2026 (C)		1,110		48
5.500%, 04/12/2037 (C)		130		6
5.375%, 04/12/2027 (C)		2,570		112
Petroleos Mexicanos
7.690%, 01/23/2050		406		379

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 199

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.950%, 01/28/2060	$	207	$	179
6.500%, 03/13/2027		430		449
6.490%, 01/23/2027		160		167
6.350%, 02/12/2048		242		201
5.350%, 02/12/2028		180		175
4.500%, 01/23/2026		40		40
Petroleos Mexicanos MTN
6.750%, 09/21/2047		20		17
Phillips 66
3.900%, 03/15/2028		525		576
Plains All American Pipeline
3.650%, 06/01/2022		1,700		1,740
3.600%, 11/01/2024		175		186
Range Resources
9.250%, 02/01/2026		1,740		1,891
8.250%, 01/15/2029 (A)		210		225
5.875%, 07/01/2022		196		197
5.000%, 08/15/2022		220		224
5.000%, 03/15/2023		730		742
ReNew Power Synthetic
6.670%, 03/12/2024		200		210
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		914
SEPLAT Petroleum Development
9.250%, 04/01/2023		550		563
Summit Midstream Holdings
5.750%, 04/15/2025		925		754
5.500%, 08/15/2022		1,100		1,064
Summit Midstream Partners
9.500%, VAR ICE LIBOR USD 3 Month+7.430%(E)		757		467
Suncor Energy
3.100%, 05/15/2025		400		427
Sunoco
5.500%, 02/15/2026		240		247
4.500%, 05/15/2029 (A)		780		777
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		227
5.500%, 09/15/2024 (A)		472		479
Targa Resources Partners
4.875%, 02/01/2031 (A)		830		841
4.000%, 01/15/2032 (A)		170		160
TechnipFMC
6.500%, 02/01/2026 (A)		1,270		1,328
Total Capital International
2.829%, 01/10/2030		1,350		1,403
Transocean
11.500%, 01/30/2027 (A)		3,565		3,058
7.500%, 01/15/2026 (A)		500		319
Transocean Poseidon
6.875%, 02/01/2027 (A)		470		434

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)	$	1,250	$	1,081
USA Compression Partners
6.875%, 04/01/2026		1,175		1,205
Valero Energy
2.850%, 04/15/2025		350		366
Western Midstream Operating
5.450%, 04/01/2044		1,100		1,128
5.300%, 03/01/2048		530		532
WPX Energy
4.500%, 01/15/2030		173		186
YPF
4.000%, 9.000%, 01/01/2023, 02/12/2026 (A)(F)		825		673
				66,448
Financials — 10.4%
ABN AMRO Bank
4.375% (D)(E)	EUR	400		500
Acrisure
4.250%, 02/15/2029 (A)	$	975		959
AIA Group
3.900%, 04/06/2028 (A)		475		520
AIA Group MTN
3.200%, 03/11/2025 (A)		425		452
AIB Group MTN
4.750%, 10/12/2023 (A)		550		601
Akbank T.A.S.
6.797%, VAR USD Swap Semi 30/360 5 Yr Curr+4.029%, 04/27/2028		200		185
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		816
American Express
3.469%, VAR ICE LIBOR USD 3 Month+3.285%(E)		370		367
American International Group
4.200%, 04/01/2028		275		309
3.900%, 04/01/2026		325		358
3.400%, 06/30/2030		225		239
Arch Capital Finance
4.011%, 12/15/2026		1,025		1,154
Aviation Capital Group
5.500%, 12/15/2024 (A)		390		436
1.950%, 01/30/2026 (A)		350		341
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		149
4.250%, 04/15/2026 (A)		430		450
2.875%, 02/15/2025 (A)		1,250		1,245
Banco Bilbao Vizcaya Argentaria
5.875%, VAR EUR Swap Annual 5 Yr+5.660%(E)	EUR	800		1,001

200 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980	$	1,100
Banco do Brasil
9.000%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+6.362%(E)		200		218
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.398%(E)		1,920		1,888
Banco Mercantil del Norte
7.625%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.353%(A)(E)		200		219
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%(A)(E)		970		1,061
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%(A)(E)		420		438
Banco Santander
4.250%, 04/11/2027		400		446
3.306%, 06/27/2029		400		424
2.749%, 12/03/2030		200		190
2.746%, 05/28/2025		600		626
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month+3.705%(E)		150		166
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		2,115		2,267
Bank of America MTN
4.200%, 08/26/2024		1,050		1,158
4.000%, 01/22/2025		1,350		1,475
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		1,525		1,675
Banque Centrale de Tunisie International Bond
6.750%, 10/31/2023 (A)	EUR	440		472
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)		1,870		2,261
Barclays
8.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.672%(E)	$	1,170		1,299
7.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+6.579%(E)	GBP	700		1,087
2.852%, VAR United States Secured Overnight Financing Rate+2.714%, 05/07/2026	$	725		759
BBVA Bancomer
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.650%, 01/18/2033 (A)		410		422

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BNP Paribas
3.375%, 01/09/2025 (A)	$	1,000	$	1,073
1.323%, VAR United States Secured Overnight Financing Rate+1.004%, 01/13/2027 (A)		675		660
BPCE
4.625%, 09/12/2028 (A)		500		577
2.277%, VAR United States Secured Overnight Financing Rate+1.312%, 01/20/2032 (A)		375		362
CIT Group
6.125%, 03/09/2028		195		233
5.250%, 03/07/2025		185		208
Citigroup
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(E)		1,250		1,328
5.900%, VAR ICE LIBOR USD 3 Month+4.230%(E)		675		713
4.289%, VAR ICE LIBOR USD 3 Month+4.095%(E)		700		696
4.125%, 07/25/2028		1,450		1,606
3.400%, 05/01/2026		1,675		1,824
Commerzbank
6.125% (D)(E)	EUR	400		503
Compass Group Diversified Holdings
5.250%, 04/15/2029 (A)	$	548		574
Cooperatieve Rabobank UA
4.625%, VAR EUR Swap Annual 5 Yr+4.098%(E)	EUR	1,400		1,799
Credit Agricole
6.500%, VAR EUR Swap Annual 5 Yr+5.120%(E)		490		584
Credit Bank of Moscow Via CBOM Finance
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.416%, 10/05/2027	$	470		474
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%(A)(E)		410		433
7.250%, VAR USD ICE Swap 11:00 NY 5 Yr+4.332%(A)(E)		200		217
3.869%, VAR ICE LIBOR USD 3 Month+1.410%, 01/12/2029 (A)		600		643
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		802		897
Deutsche Bank
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.524%(E)		400		405
Deutsche Bank NY
3.729%, VAR United States Secured Overnight Financing Rate+2.757%, 01/14/2032		2,350		2,287

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 201

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DP World MTN
5.625%, 09/25/2048	$	200	$	234
Eastern & Southern African Trade & Development Bank MTN
5.375%, 03/14/2022		210		215
Erste Group Bank
6.500%, VAR EUR Swap Annual 5 Yr+6.204%(E)	EUR	400		528
Finance of America Funding
7.875%, 11/15/2025 (A)	$	300		310
First Horizon National
4.000%, 05/26/2025		625		686
3.550%, 05/26/2023		650		687
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,522
Global Aircraft Leasing
7.250%cash/7.250% PIK, 09/15/2024 (A)		3,078		2,951
HSBC Holdings
5.250%, VAR EUR Swap Annual 5 Yr+4.383%(E)	EUR	700		861
4.950%, 03/31/2030	$	226		264
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025		700		756
1.645%, VAR United States Secured Overnight Financing Rate+1.538%, 04/18/2026		1,000		1,000
Huarong Finance 2017
4.500% (D)(E)		200		201
Huarong Finance 2017 MTN
4.000% (D)(E)		310		314
Huarong Finance 2019 MTN
3.750%, 05/29/2024		250		263
Huarong Finance II MTN
5.000%, 11/19/2025		210		231
4.625%, 06/03/2026		610		659
Intercontinental Exchange
2.100%, 06/15/2030		800		770
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,210
Itau Unibanco Holding
4.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.222%(A)(E)		1,120		1,049
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,827
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		250		254
Kaisa Group Holdings
8.500%, 06/30/2022		200		203
LD Holdings Group
6.500%, 11/01/2025 (A)		860		901

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.125%, 04/01/2028 (A)	$	1,155	$	1,175
Lloyds Banking Group
4.947% (D)(E)	EUR	290		370
Morgan Stanley
3.625%, 01/20/2027	$	750		823
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,216
1.794%, VAR United States Secured Overnight Financing Rate+1.034%, 02/13/2032		625		581
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		1,473		1,444
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		1,754		1,761
Nationwide Building Society
3.960%, VAR ICE LIBOR USD 3 Month+1.855%, 07/18/2030 (A)		450		491
Natwest Group
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.720%(E)		750		879
4.500%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+3.992%(E)	GBP	1,160		1,596
3.754%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.100%, 11/01/2029	$	225		239
2.523%, VAR ICE LIBOR USD 3 Month+2.320%(E)		1,000		974
Navient
5.000%, 03/15/2027		1,100		1,103
NFP
6.875%, 08/15/2028 (A)		1,353		1,405
NMI Holdings
7.375%, 06/01/2025 (A)		570		658
Noble Holdings International
11.000%, 02/15/2028		248		259
OneMain Finance
4.000%, 09/15/2030		732		712
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		178
Raymond James Financial
4.650%, 04/01/2030		400		465
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024		760		782
6.500%, 01/08/2026 (A)		680		651
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%(A)(E)		510		560
7.000%, VAR USSW5YF+4.866%(E)		1,050		1,197
UniCredit MTN
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr+4.914%, 04/02/2034 (A)		460		542

202 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.459%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.750%, 06/30/2035 (A)	$	440	$	466
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		1,360		1,358
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month+3.990%(E)		525		578
Wells Fargo MTN
4.100%, 06/03/2026		1,575		1,750
Yapi ve Kredi Bankasi
7.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.415%, 01/22/2031 (A)		1,050		1,018
Yapi ve Kredi Bankasi MTN
13.875%, VAR USD Swap Semi 30/360 5 Yr Curr+11.245%(E)		480		531
8.250%, 10/15/2024 (A)		500		520
6.100%, 03/16/2023		510		510
				94,517
Health Care — 2.5%
AbbVie
3.200%, 11/21/2029		1,375		1,462
AdaptHealth
6.125%, 08/01/2028 (A)		670		710
4.625%, 08/01/2029 (A)		705		701
Akumin
7.000%, 11/01/2025 (A)		500		532
Bausch Health
5.000%, 01/30/2028 (A)		325		331
Bausch Health Americas
8.500%, 01/31/2027 (A)		700		777
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		338
4.250%, 12/15/2025 (A)		500		556
Becton Dickinson
3.700%, 06/06/2027		690		760
2.823%, 05/20/2030		625		640
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		556
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)	$	440		422
Cheplapharm Arzneimittel GmbH
5.500%, 01/15/2028 (A)		1,188		1,234
CHS
6.875%, 04/15/2029 (A)		930		972
4.750%, 02/15/2031 (A)		945		923
Cidron Aida Finco Sarl
6.250%, 04/01/2028 (A)	GBP	440		613
CVS Health
3.750%, 04/01/2030	$	590		640

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DaVita
3.750%, 02/15/2031 (A)	$	1,760	$	1,686
DENTSPLY SIRONA
3.250%, 06/01/2030		325		340
DH Europe Finance II Sarl
2.600%, 11/15/2029		175		179
Endo DAC
9.500%, 07/31/2027 (A)		650		706
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (A)		600		606
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		268
LifePoint Health
5.375%, 01/15/2029 (A)	$	1,185		1,167
Prestige Brands
3.750%, 04/01/2031 (A)		810		773
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		344
Radiology Partners
9.250%, 02/01/2028 (A)		400		436
Select Medical
6.250%, 08/15/2026 (A)		450		478
Stryker
1.950%, 06/15/2030		825		796
Tenet Healthcare
6.250%, 02/01/2027 (A)		200		211
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		380		410
Teva Pharmaceutical Finance Netherlands III BV
3.150%, 10/01/2026		320		306
US Renal Care
10.625%, 07/15/2027 (A)		40		44
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		563
Verisure Midholding
5.250%, 02/15/2029 (A)		500		607
Zimmer Biomet Holdings
3.550%, 03/20/2030	$	800		855
Zoetis
2.000%, 05/15/2030		1,100		1,059
				24,001
Industrials — 7.0%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		332
4.875%, 01/16/2024		400		435
4.625%, 07/01/2022		2,300		2,406
4.500%, 09/15/2023		340		366
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		365

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 203

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Air Lease
4.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.076%(E)	$	575	$	566
3.250%, 03/01/2025		850		895
Air Lease MTN
3.750%, 06/01/2026		600		641
Allied Universal Holdco
9.750%, 07/15/2027		649		712
American Airlines
5.750%, 04/20/2029 (A)		1,071		1,141
5.500%, 04/20/2026 (A)		582		607
American News
8.500%, 09/01/2026 (A)		2,063		2,310
Arcosa
4.375%, 04/15/2029 (A)		500		500
Avis Budget Car Rental
6.375%, 04/01/2024 (A)		10		10
5.375%, 03/01/2029 (A)		705		729
Boeing
5.930%, 05/01/2060		410		524
5.805%, 05/01/2050		350		441
5.150%, 05/01/2030		150		172
3.450%, 11/01/2028		375		385
3.250%, 03/01/2028		425		435
Bombardier
7.500%, 03/15/2025 (A)		350		344
6.125%, 01/15/2023 (A)		810		844
Carrier Global
2.493%, 02/15/2027		1,100		1,135
2.242%, 02/15/2025		2,125		2,200
Core & Main Holdings LP
8.625%cash/9.375% PIK, 09/15/2024 (A)		650		660
CoreCivic
4.625%, 05/01/2023		280		276
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		827		881
CoStar Group
2.800%, 07/15/2030 (A)		625		611
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		1,004
Delta Air Lines
7.000%, 05/01/2025 (A)		1,050		1,209
DP World MTN
6.850%, 07/02/2037 (A)		100		129
5.625%, 09/25/2048 (A)		750		879
Dun & Bradstreet
6.875%, 08/15/2026 (A)		688		735
Dycom Industries
4.500%, 04/15/2029 (A)		1,177		1,179

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GE Capital Funding
4.400%, 05/15/2030 (A)	$	425	$	481
GE Capital International Funding Unlimited Co
3.373%, 11/15/2025		400		434
General Electric MTN
6.875%, 01/10/2039		590		827
GFL Environmental
8.500%, 05/01/2027 (A)		849		935
5.125%, 12/15/2026 (A)		175		184
4.000%, 08/01/2028 (A)		1,188		1,149
3.750%, 08/01/2025 (A)		400		406
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		820		925
H&E Equipment Services
3.875%, 12/15/2028 (A)		340		331
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,365		1,451
Hillenbrand
3.750%, 03/01/2031		589		577
Husky III Holding
13.000%cash/13.750% PIK, 02/15/2025 (A)		600		653
IAA
5.500%, 06/15/2027 (A)		250		262
IHS Markit
4.750%, 08/01/2028		700		808
IHS Netherlands Holdco BV
7.125%, 03/18/2025		1,000		1,045
KOC Holding
6.500%, 03/11/2025		2,170		2,265
5.250%, 03/15/2023		1,330		1,347
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		519
Mexico City Airport Trust
5.500%, 10/31/2046 (A)		400		396
5.500%, 07/31/2047		892		885
4.250%, 10/31/2026 (A)		210		223
3.875%, 04/30/2028 (A)		1,190		1,208
MHP Lux
6.950%, 04/03/2026		1,870		1,963
MV24 Capital BV
6.748%, 06/01/2034		3,217		3,339
Northrop Grumman
3.250%, 01/15/2028		1,950		2,091
Otis Worldwide
2.565%, 02/15/2030		1,425		1,434
Park-Ohio Industries
6.625%, 04/15/2027		1,090		1,101
RR Donnelley & Sons
8.250%, 07/01/2027		584		689

204 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sensata Technologies
4.000%, 04/15/2029 (A)	$	380	$	387
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		840		949
Stanley Black & Decker
4.250%, 11/15/2028		650		745
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		217
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,523
TransDigm
8.000%, 12/15/2025 (A)		170		185
7.500%, 03/15/2027		260		277
6.500%, 05/15/2025		390		397
6.250%, 03/15/2026 (A)		800		848
5.500%, 11/15/2027		960		992
4.625%, 01/15/2029 (A)		505		497
TriMas
4.125%, 04/15/2029 (A)		1,430		1,430
Uber Technologies
6.250%, 01/15/2028 (A)		835		903
United Airlines, Pass Through Trust , Ser 2020-1, Class B
4.875%, 01/15/2026		80		83
WESCO Distribution
7.250%, 06/15/2028 (A)		678		759
Wolverine Escrow
9.000%, 11/15/2026 (A)		105		105
8.500%, 11/15/2024 (A)		1,370		1,367
XPO CNW
6.700%, 05/01/2034		650		768
				66,418
Information Technology — 3.2%
Arches Buyer
6.125%, 12/01/2028 (A)		364		375
Austin BidCo
7.125%, 12/15/2028 (A)		275		280
Banff Merger Sub
9.750%, 09/01/2026 (A)		200		213
Blast Motion
7.000%, 01/15/2024 (A)(G)		520		519
Broadcom
3.500%, 01/15/2028		53		56
3.500%, 02/15/2041 (A)		525		500
3.469%, 04/15/2034		4,325		4,351
3.419%, 04/15/2033		1,150		1,171
Brunello Bidco
3.500%, 02/15/2028 (A)	EUR	550		644
Castle US Holding
9.500%, 02/15/2028 (A)	$	839		856

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommScope
8.250%, 03/01/2027 (A)	$	710	$	760
7.125%, 07/01/2028 (A)		885		940
Dell International
6.020%, 06/15/2026 (A)		1,600		1,893
5.450%, 06/15/2023 (A)		525		574
Endure Digital
6.000%, 02/15/2029 (A)		2,819		2,752
Global Payments
3.200%, 08/15/2029		225		237
2.650%, 02/15/2025		400		420
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		2,126
Lam Research
1.900%, 06/15/2030		300		290
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		660		795
NCR
5.125%, 04/15/2029 (A)		2,824		2,856
NXP BV
3.400%, 05/01/2030 (A)		225		237
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Prosus
4.850%, 07/06/2027 (A)		740		828
3.680%, 01/21/2030 (A)		250		258
Prosus MTN
4.027%, 08/03/2050 (A)		560		508
Saga
3.375%, 05/12/2024	GBP	610		793
Seagate HDD Cayman
3.125%, 07/15/2029 (A)	$	1,769		1,708
Shift4 Payments
4.625%, 11/01/2026 (A)		490		510
Sunny Express Enterprises
3.350% (D)(E)		200		203
Switch
3.750%, 09/15/2028 (A)		450		443
TTM Technologies
4.000%, 03/01/2029 (A)		349		344
ZoomInfo Technologies
3.875%, 02/01/2029 (A)		630		616
				29,059
Materials — 3.0%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		597
Ardagh Metal Packaging Finance USA
4.000%, 09/01/2029 (A)		2,008		2,003
Axalta Coating Systems
3.375%, 02/15/2029 (A)		1,405		1,370

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 205

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berry Global
5.625%, 07/15/2027 (A)	$	550	$	581
1.570%, 01/15/2026 (A)		325		320
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		970		997
Cemex
7.375%, 06/05/2027 (A)		1,010		1,144
Cleveland-Cliffs
5.750%, 03/01/2025		550		567
4.875%, 03/01/2031 (A)		715		703
Constellium
3.750%, 04/15/2029 (A)		1,045		999
Element Solutions
3.875%, 09/01/2028 (A)		303		299
First Quantum Minerals
6.875%, 10/15/2027 (A)		1,100		1,180
Freeport-McMoRan
5.450%, 03/15/2043		750		900
Glencore Funding
4.125%, 03/12/2024 (A)		400		433
Hudbay Minerals
6.125%, 04/01/2029 (A)		150		160
4.500%, 04/01/2026 (A)		1,235		1,284
Huntsman International
4.500%, 05/01/2029		375		415
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		205
Ingevity
3.875%, 11/01/2028 (A)		735		713
Kleopatra Finco Sarl
4.250%, 03/01/2026 (A)	EUR	425		499
Kleopatra Holdings 2 SCA
6.500%, 09/01/2026 (A)		375		425
LABL Escrow Issuer
6.750%, 07/15/2026 (A)	$	950		1,018
Metinvest BV
7.750%, 04/23/2023 (A)		375		398
Minerals Technologies
5.000%, 07/01/2028 (A)		180		186
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		157
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(C)		960		–
Nouryon Holding BV
8.000%, 10/01/2026 (A)		650		690
Novelis
4.750%, 01/30/2030 (A)		800		824
OCI
5.250%, 11/01/2024 (A)		325		338
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		267		290

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pactiv
8.375%, 04/15/2027	$	1,265	$	1,455
Rayonier AM Products
7.625%, 01/15/2026 (A)		131		139
Samarco Mineracao
5.750%, 10/24/2023 (C)		200		169
4.125%, 11/01/2022 (C)		200		156
Sasol Financing USA
5.875%, 03/27/2024		1,080		1,145
5.500%, 03/18/2031		440		431
4.375%, 09/18/2026		1,800		1,836
Sealed Air
6.875%, 07/15/2033 (A)		411		506
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		710		744
Suzano Austria GmbH
6.000%, 01/15/2029		530		624
5.750%, 07/14/2026		400		470
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		234
Teck Resources
3.900%, 07/15/2030	$	250		261
Vale Overseas
6.250%, 08/10/2026		880		1,047
				28,912
Real Estate — 1.0%
Agree
2.900%, 10/01/2030		175		176
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		395
CyrusOne
1.450%, 01/22/2027	EUR	380		450
Diversified Healthcare Trust
9.750%, 06/15/2025	$	470		532
Duke Realty
1.750%, 07/01/2030		300		279
Essex Portfolio
3.000%, 01/15/2030		400		409
Five Point Operating
7.875%, 11/15/2025 (A)		590		617
GEO Group
5.875%, 10/15/2024		770		614
5.125%, 04/01/2023		80		71
MPT Operating Partnership
3.692%, 06/05/2028	GBP	544		782
Realogy Group
9.375%, 04/01/2027 (A)	$	617		683
7.625%, 06/15/2025 (A)		646		705
5.750%, 01/15/2029 (A)		420		414
Service Properties Trust
5.500%, 12/15/2027		410		433

206 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit Realty
3.200%, 01/15/2027	$	600	$	626
VEREIT Operating Partnership
4.875%, 06/01/2026		1,000		1,145
2.850%, 12/15/2032		375		363
WP Carey
4.250%, 10/01/2026		700		786
				9,480
Utilities — 1.5%
AES
2.450%, 01/15/2031 (A)		340		325
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		140
American Electric Power
2.300%, 03/01/2030		300		292
AmeriGas Partners
5.875%, 08/20/2026		75		83
Berkshire Hathaway Energy
4.250%, 10/15/2050		350		400
Calpine
3.750%, 03/01/2031 (A)		1,875		1,787
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		237
6.350%, 08/10/2028		500		528
FirstEnergy
2.650%, 03/01/2030		800		760
2.250%, 09/01/2030		885		821
Greenko Investment
4.875%, 08/16/2023 (A)		410		416
NiSource
3.600%, 05/01/2030		50		54
NRG Energy
7.250%, 05/15/2026		1,070		1,113
5.750%, 01/15/2028		40		42
3.625%, 02/15/2031 (A)		543		529
3.375%, 02/15/2029 (A)		204		199
Pike
5.500%, 09/01/2028 (A)		668		680
Sempra Energy
3.400%, 02/01/2028		1,075		1,152
Southern California Edison
4.200%, 03/01/2029		450		500
Suburban Propane Partners
5.500%, 06/01/2024		250		254
Talen Energy Supply
10.500%, 01/15/2026 (A)		540		483
TransAlta
6.500%, 03/15/2040		1,020		1,146

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vistra Operations
3.550%, 07/15/2024 (A)	$	1,200	$	1,256
				13,197
Total Corporate Obligations (Cost $430,795) ($ Thousands)				443,236
LOAN PARTICIPATIONS — 11.9%
Academy, Ltd., Initial Term Loan, 1st Lien
5.750%, 11/05/2027		898		898
ACProducts, Inc., Initial Term Loan, 1st Lien
7.500%, VAR LIBOR+6.500%, 08/18/2025		497		507
Acrisure, LLC, 2020 Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 02/15/2027		366		361
ADS Tactical Inc, Term Loan, 1st Lien
0.000%, 03/19/2026 (K)		1,200		1,188
Adtalem Global, Term Loan, 1st Lien
0.000%, 02/12/2028 (H)		870		861
Allen Media, Term Loan, 1st Lien
5.754%, VAR LIBOR+5.500%, 02/10/2027		981		978
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial Term Loan, 1st Lien
4.365%, VAR LIBOR+4.250%, 07/10/2026		1,281		1,276
Alterra Mountain Company, Additional Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 08/01/2026		554		556
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 07/31/2024		554		543
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.195%, VAR LIBOR+3.000%, 04/22/2026 (H)		2		1
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 01/29/2027		363		359
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 01/29/2027		183		181

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 207

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
American Axle & Manufacturing, Inc., Tranche B Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/06/2024	$	339	$	337
AmeriLife Holdings LLC, Initial Term Loan, 1st Lien
4.115%, VAR LIBOR+4.000%, 03/18/2027		159		159
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.615%, VAR LIBOR+2.500%, 10/01/2026 (H)		830		825
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/11/2028		1,080		1,067
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
2.861%, 05/15/2026		20		19
Applovin Corporation, Initial Term Loan, 1st Lien
3.615%, VAR LIBOR+3.500%, 08/15/2025		874		872
Arctic Canadian Diamond, Term Loan, 2nd Lien
12.500%, 12/31/2027		700		700
Aristocrat Leisure Limited, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/19/2024		377		378
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 11/03/2024		725		722
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 12/23/2026 (H)		808		802
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 07/31/2027		510		506
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.453%, VAR LIBOR+4.250%, 02/11/2026		644		645
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 06/02/2025		148		148
Blackstone CQP Holdco LP, Initial Term Loan, 1st Lien
3.687%, VAR LIBOR+3.500%, 09/30/2024		983		979

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Boyd Gaming Corporation, Refinancing Term B Loan, 1st Lien
2.331%, VAR LIBOR+2.250%, 09/15/2023	$	763	$	761
BWay Holding Company , Initial Term Loan, 1st Lien
3.443%, VAR LIBOR+3.250%, 04/03/2024		928		907
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 12/23/2024		950		936
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.615%, VAR LIBOR+4.500%, 07/21/2025		577		577
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.500%, 11/12/2027		624		624
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
4.004%, VAR LIBOR+3.750%, 01/29/2027		367		362
ChampionX Holding Inc., Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 06/03/2027 (H)		1,600		1,628
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 03/01/2024		490		489
Cinemark USA, Term Loan, 1st Lien
1.870%, 03/31/2025		159		151
Citadel Securities, LP, Term Loan, 1st Lien
2.615%, 02/02/2028		1,007		996
City Brewing Company, Term Loan, 1st Lien
0.000%, 03/31/2028 (H)		980		975
Clarios Global
3.350%, 04/30/2026		841		832
Claros Mortgage Trust, Inc., Initial Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 08/09/2026 (H)		308		307
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
3.004%, VAR LIBOR+2.750%, 09/18/2024		868		814
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 11/08/2027		750		748

208 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Commscope, Inc., Initial Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 04/06/2026	$	946	$	939
Conservice Midco, LLC, Initial Term Loan, 1st Lien
4.503%, VAR LIBOR+4.250%, 05/13/2027		1,667		1,664
CoreCivic, Inc., Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/18/2024		354		340
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 11/23/2027		410		407
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
4.861%, VAR LIBOR+4.750%, 06/26/2026		1,007		997
CWGS Group, LLC, Term Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 11/08/2023 (H)		687		684
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
7.115%, VAR LIBOR+7.000%, 02/19/2029		2,190		2,200
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.115%, VAR LIBOR+4.000%, 10/16/2026		1,139		1,135
Deerfield Dakota Holding, LLC , Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		248		248
Deerfield, Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 04/10/2028		840		852
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/01/2027		580		579
Douglas Dynamics L.L.C., 2020 Term B Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 06/08/2026		98		97
Edelman Financials, Term Loan, 1st Lien
0.000%, 03/15/2028 (H)		2,005		1,992
Empire Today, Term Loan, 1st Lien
0.000%, 03/24/2028 (H)		660		657
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (H)		748		740
Endurance International Group Holdings, Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 02/10/2028		525		519

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.609%, VAR LIBOR+2.500%, 11/18/2024	$	351	$	343
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.000%, 03/08/2024		248		248
EyeCare Partners, LLC, Term Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 02/18/2027		763		755
EyeCare Partners, Term Loan, 1st Lien Cov-Lite
8.365%, VAR LIBOR+8.250%, 02/18/2028		550		527
First Brand Group, Term Loan, 2nd Lien
9.500%, 03/30/2028 (H)		1,350		1,337
First Brands Group, LLC, 2021 Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 03/30/2027 (H)		860		859
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.115%, VAR LIBOR+2.000%, 07/03/2024		1,812		1,791
Foundation Building Materials, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.250%, 01/31/2028		174		172
Foundation Building Materials, Term Loan, 1st Lien
3.750%, 01/31/2028		101		100
Froneri International Limited, Facility B1, Term Loan, 1st Lien
2.625%, VAR Euribor+2.625%, 01/29/2027		330		383
2.365%, VAR LIBOR+2.250%, 01/29/2027		139		137
Gannett Holdings LLC, Term Loan, 1st Lien
7.750%, 02/09/2026		912		918
Garda World Security Corp
4.360%, 10/30/2026		679		679
Garrett LX S.a.r.l., Term Loan, 1st Lien
0.000%, 03/05/2028 (H)		1,200		1,191
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.254%, VAR LIBOR+2.000%, 12/30/2026		484		482
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR+4.500%, 02/19/2026		556		550

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 209

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025	$	135	$	135
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 10/02/2025		1,190		1,185
Global Tel*Link Corporation, Term Loan, 1st Lien
5.118%, VAR LIBOR+4.250%, 11/29/2026		110		84
4.365%, VAR LIBOR+0.040%, 11/29/2025		579		543
Globallogic Holdings Inc., 2020 Incremental Term B-2 Loan
4.500%, VAR LIBOR+3.750%, 09/14/2027		945		943
Globaltranz Enterprises, Inc., Initial Term Loan, 1st Lien
5.118%, VAR LIBOR+5.000%, 05/15/2026		523		499
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 01/29/2026		1,325		1,345
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR+3.000%, 08/04/2027		578		574
Great Outdoors Group, LLC, Term B-1 Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 03/06/2028		1,057		1,058
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.081%, VAR LIBOR+2.000%, 11/15/2027		464		459
Harbor Freight Tools USA, Inc., Initial Term Loan (2020), 1st Lien
4.000%, VAR LIBOR+3.000%, 10/19/2027		588		587
Hillman Group, Term Loan, 1st Lien
0.000%, 02/24/2028 (H)		375		373
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.859%, VAR LIBOR+1.750%, 06/22/2026		410		406
Hoya Midco, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/30/2024		928		909
Hudson River, Term Loan, 1st Lien
0.141%, 03/20/2028		910		901

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Idera, Inc., Term B-1 Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 03/02/2028	$	725	$	719
Idera, Term Loan, 2nd Lien
7.500%, 03/02/2029		175		174
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.115%, VAR LIBOR+3.000%, 05/01/2026		302		298
IHeartcommunications, Inc., Term Loan
4.750%, 05/01/2026		318		318
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 01/29/2026		350		349
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/05/2025		119		118
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 01/26/2028		745		736
JetBlue Airways Corporation, Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/17/2024		886		905
Lions Gate Capital Holdings LLC, Term B Loan, 1st Lien
2.365%, VAR LIBOR+2.250%, 03/24/2025		152		150
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 11/02/2027		359		359
Maravai Intermediate Holdings, LLC, Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 10/19/2027		137		138
McAfee, LLC, Term B USD Loan
3.865%, VAR LIBOR+3.750%, 09/30/2024		262		262
Michaels Stores, Inc., 2020 Refinancing Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 10/01/2027		1,125		1,123
Milano Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027 (H)		1,995		1,985

210 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/21/2027	$	740	$	786
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
3.358%, VAR LIBOR+3.250%, 05/14/2026		359		354
Mitchell International, Inc., Amendment No. 2 New Term Loan Facility, 1st Lien
4.750%, VAR LIBOR+4.250%, 11/29/2024		622		622
Mitchell International, Inc., Initial Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 11/29/2024		977		961
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 06/07/2023 (H)		710		706
Navistar, Inc., Tranche B Term Loan, 1st Lien
3.620%, VAR LIBOR+3.500%, 11/06/2024		534		534
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027		919		918
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 09/18/2026		804		798
Nielsen Finance LLC, Dollar Term B-5 Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 06/04/2025		78		78
Option Care Health, Inc., Term B Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 08/06/2026		1,407		1,400
Packers Holdings, LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/09/2028		925		914
Pactiv Evergreen Inc., Tranche B-1 U.S. Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 02/05/2023 (H)		236		235
PAE Incorporated, Initial Term Loan, 1st Lien
5.250%, 10/19/2027		419		419

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Parexel International Corporation, Initial Term Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 09/27/2024 (H)	$	331	$	327
Particle Investment S.a.r.l. (WebPros), Term Loan, 1st Lien
5.750%, 02/18/2027 (D)		383		380
Peraton Corp, Term Loan, 1st Lien
0.000%, 02/26/2029 (H)		600		609
Peraton Corp., Delayed Draw Term Loan B, 1st Lien
4.500%, 02/01/2028 (H)		606		605
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		344		344
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/03/2028 (H)		1,240		1,234
PetSmart LLC, Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 02/11/2028		660		659
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.361%, VAR LIBOR+3.250%, 03/05/2026		707		699
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/17/2027		319		319
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
3.750%, VAR LIBOR+3.000%, 11/18/2027		671		665
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 09/23/2026		397		395
Project Alpha Intermediate Holding, Inc., 2021 Refinancing Term Loan, 1st Lien
4.150%, VAR LIBOR+4.000%, 04/26/2024		236		236
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 02/15/2028 (H)		1,060		1,050
Radiology Partners Inc., Term Loan, 1st Lien
5.295%, 07/09/2025		295		293
Radiology Partners, Inc., Term B Loan
4.357%, 07/09/2025		345		342

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 211

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Radnet Management, Inc., Term B-1 Loan, 1st Lien
6.000%, VAR LIBOR+3.750%, 06/30/2023	$	13	$	13
4.750%, VAR LIBOR+3.750%, 06/30/2023		822		822
Realogy Group LLC (fka Realogy Corporation), Extended 2025 Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 02/08/2025		85		84
Redstone HoldCo 2 LP, Initial Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 09/01/2027		1,501		1,505
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 11/16/2025		1,030		1,027
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.865%, VAR LIBOR+1.750%, 02/04/2027		203		202
Royal Carribbean Cruises, Term Loan, 1st Lien
0.000%, 04/05/2022 (H)		360		338
Ryan Specialty Group, LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 09/01/2027		537		536
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.865%, VAR LIBOR+2.750%, 08/14/2024		745		730
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2020 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 09/03/2026		347		348
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
3.365%, VAR LIBOR+3.250%, 12/31/2025		857		845
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/20/2027		780		818
Sorenson, Term Loan, 1st Lien
6.25%, 03/17/2026		350		350
Sotera Health Holdings LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026		890		887

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
3.676%, VAR LIBOR+3.500%, 03/05/2027	$	466	$	461
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 02/01/2026		506		501
Symplr Software, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.500%, 12/22/2027		480		480
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.609%, VAR LIBOR+3.500%, 12/17/2026		928		919
TKC Holdings, Inc. Term Loan B
4.750%, VAR LIBOR+3.750%, 02/01/2023		679		663
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.000%, VAR LIBOR+8.000%, 02/28/2025		453		461
Triton Water Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 03/31/2028 (H)		790		786
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
9.250%, VAR LIBOR+8.500%, 11/02/2028		200		206
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027		418		422
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.125%, VAR LIBOR+5.000%, 06/26/2026		1,801		1,789
UFC Holdings, Term Loan, 1st Lien
3.750%, 04/29/2026		666		663
UKG Inc., 2021 Incremental Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 05/04/2026		100		99
UKG Inc., Initial Term Loan (2020), 2nd Lien
7.500%, VAR LIBOR+6.750%, 05/03/2027		25		26
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
3.865%, VAR LIBOR+3.750%, 05/04/2026		580		579

212 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Univision Communications Inc., 2020 Replacement First-Lien Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 03/15/2026	$	711	$	710
US Foods, Inc., Term Loan
4.365%, 09/13/2026		675		660
Verscend Holding Corp., Term B Loan, 1st Lien
4.615%, VAR LIBOR+4.500%, 08/27/2025 (H)		217		216
VFH Parent LLC, Initial Term Loan, 1st Lien
3.110%, VAR LIBOR+3.000%, 03/01/2026 (H)		253		252
VICI Properties 1 LLC, Term B Loan, 1st Lien
1.861%, VAR LIBOR+1.750%, 12/20/2024		440		435
Virgin Media Bristol LLC, N Facility, 1st Lien
2.511%, VAR LIBOR+2.500%, 01/31/2028 (H)		935		926
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien
0.000%, 01/31/2029 (H)		590		589
Virgin Pulse, Inc, Term Loan, 1st Lien
0.000%, 03/30/2028 (H)		950		943
Virtusa Corporation, Closing Date Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 02/11/2028 (H)		1,685		1,686
Whatabrands LLC, 2020 Refinancing Term Loan, 1st Lien
2.856%, VAR LIBOR+2.750%, 07/31/2026		163		161
WIN Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 03/24/2028 (H)		350		349
WP CityMD Bidco LLC, First Amendment Refinancing Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 08/13/2026 (H)		760		758

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
WP CPP Holdings, Term B Loan
4.750%, VAR LIBOR+3.750%, 04/30/2025	$	854	$	829
Total Loan Participations (Cost $110,387) ($ Thousands)				111,088
	Shares
COMMON STOCK — 11.4%
Communication Services — 1.2%
Activision Blizzard Inc		2,465		229
Alphabet Inc, Cl A *		947		1,953
Alphabet Inc, Cl C *		908		1,878
AT&T Inc		22,493		681
Charter Communications Inc, Cl A *		446		275
Comcast Corp, Cl A		14,429		781
Discovery Inc, Cl A *		459		20
Discovery Inc, Cl C *		914		34
DISH Network Corp, Cl A *		751		27
Electronic Arts Inc		881		119
Facebook Inc, Cl A *		7,578		2,232
Fox Corp		1,418		51
Interpublic Group of Cos Inc/The		1,182		34
Live Nation Entertainment Inc *		457		39
Lumen Technologies Inc		3,203		43
Netflix Inc *		1,397		729
News Corp, Cl A		1,127		29
News Corp, Cl B		450		11
Omnicom Group Inc		634		47
Take-Two Interactive Software Inc, Cl A *		386		68
T-Mobile US Inc *		1,839		230
Twitter Inc *		2,480		158
Verizon Communications Inc		13,057		759
ViacomCBS Inc, Cl B		1,835		83
Walt Disney Co/The		5,691		1,050
				11,560
Consumer Discretionary — 1.4%
Advance Auto Parts Inc		206		38
Amazon.com Inc, Cl A *		1,345		4,161
Aptiv PLC *		852		117
AutoZone Inc *		68		95
Best Buy Co Inc		697		80
Booking Holdings Inc *		129		301
BorgWarner Inc		797		37
Caesars Entertainment Inc *		630		55
CarMax Inc *		497		66
Carnival Corp *		2,537		67

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 213

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Cengage Learning Holdings II Inc *		5,114	$	72
Chipotle Mexican Grill Inc, Cl A *		91		129
Darden Restaurants Inc		431		61
Dollar General Corp		764		155
Dollar Tree Inc *		730		84
Domino’s Pizza Inc		115		42
DR Horton Inc		1,023		91
eBay Inc		2,003		123
Etsy Inc *		401		81
Expedia Group Inc		437		75
Ford Motor Co *		12,028		147
Gap Inc/The		525		16
Garmin Ltd		486		64
General Motors Co		4,009		230
Genuine Parts Co		487		56
Hanesbrands Inc		1,017		20
Hasbro Inc		409		39
Hilton Worldwide Holdings Inc *		899		109
Home Depot Inc/The		3,388		1,034
L Brands Inc *		718		44
Las Vegas Sands Corp		999		61
Leggett & Platt Inc		350		16
Lennar Corp, Cl A		843		85
LKQ Corp *		960		41
Lowe’s Cos Inc		2,299		437
Marriott International Inc/MD, Cl A		821		122
McDonald’s Corp		2,348		526
MGM Resorts International		1,343		51
Mohawk Industries Inc *		176		34
Newell Brands Inc, Cl B		1,194		32
NIKE Inc, Cl B		4,031		536
Norwegian Cruise Line Holdings Ltd *		900		25
NVR Inc *		11		52
O’Reilly Automotive Inc *		227		115
Penn National Gaming Inc *		446		47
Pool Corp		130		45
PulteGroup Inc		777		41
PVH Corp		198		21
Ralph Lauren Corp, Cl A		119		15
Ross Stores Inc		1,110		133
Royal Caribbean Cruises Ltd		663		57
Starbucks Corp		3,693		403
Tapestry Inc *		857		35
Target Corp, Cl A		1,559		309
Tesla Inc *		2,410		1,610
TJX Cos Inc/The		3,831		253
Tractor Supply Co		380		67
Ulta Beauty Inc *		187		58
Under Armour Inc, Cl A *		727		16
Under Armour Inc, Cl C *		448		8
VF Corp		1,022		82
Whirlpool Corp		199		44

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Wynn Resorts Ltd		304	$	38
Yum! Brands Inc		970		105
				13,209
Consumer Staples — 0.7%
Altria Group Inc		5,784		296
Archer-Daniels-Midland Co		1,739		99
Brown-Forman Corp, Cl B		612		42
Campbell Soup Co		549		28
Church & Dwight Co Inc		740		65
Clorox Co/The		382		74
Coca-Cola Co/The		12,228		645
Colgate-Palmolive Co		2,667		210
Conagra Brands Inc		1,486		56
Constellation Brands Inc, Cl A		521		119
Costco Wholesale Corp		1,390		490
Estee Lauder Cos Inc/The, Cl A		712		207
General Mills Inc		1,918		118
Hershey Co/The		455		72
Hormel Foods Corp		946		45
J M Smucker Co/The		322		41
Kellogg Co		845		53
Kimberly-Clark Corp		1,074		149
Kraft Heinz Co/The		1,961		78
Kroger Co/The		2,327		84
Lamb Weston Holdings Inc		468		36
McCormick & Co Inc/MD		753		67
Molson Coors Beverage Co, Cl B		580		30
Mondelez International Inc, Cl A		4,452		261
Monster Beverage Corp *		1,136		103
PepsiCo Inc		4,349		615
Philip Morris International Inc		4,899		435
Procter & Gamble Co/The		7,750		1,050
Sysco Corp, Cl A		1,577		124
Tyson Foods Inc, Cl A		891		66
Walgreens Boots Alliance Inc		2,212		121
Walmart Inc		4,369		593
				6,472
Energy — 0.3%
APA		1,082		19
Baker Hughes Co, Cl A		2,074		45
Cabot Oil & Gas Corp		1,207		23
Chevron Corp		6,073		636
ConocoPhillips		4,232		224
Devon Energy Corp		1,630		36
Diamondback Energy Inc, Cl A		524		39
EOG Resources Inc		1,832		133
Exxon Mobil Corp		13,357		746
Halliburton Co		2,863		61
Hess Corp		829		59
HollyFrontier Corp		389		14
Kinder Morgan Inc		6,072		101

214 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Marathon Oil Corp		2,288	$	24
Marathon Petroleum Corp		2,038		109
NOV Inc		1,125		15
Oasis Petroleum Inc		1		—
Occidental Petroleum Corp		2,659		71
ONEOK Inc		1,442		73
Phillips 66		1,421		116
Pioneer Natural Resources Co		637		101
Schlumberger NV, Cl A		4,376		119
Titan Energy LLC *		12,743		1
Valero Energy Corp		1,268		91
Williams Cos Inc/The		3,779		90
				2,946
Financials — 1.3%
Aflac Inc		2,042		105
Allstate Corp/The		951		109
American Express Co		2,060		291
American International Group Inc		2,805		130
Ameriprise Financial Inc		359		83
Aon PLC, Cl A		702		162
Arthur J Gallagher & Co		584		73
Aspect *(G)		57		—
Assurant Inc		187		27
Bank of America Corp		23,903		925
Bank of New York Mellon Corp/The		2,507		119
Berkshire Hathaway Inc, Cl B *		5,984		1,529
BlackRock Inc		442		333
Capital One Financial Corp		1,450		184
Cboe Global Markets Inc		350		35
Charles Schwab Corp/The		4,728		308
Chubb Ltd		1,432		226
Cincinnati Financial Corp		441		45
Citigroup Inc		6,553		477
Citizens Financial Group Inc		1,434		63
CME Group Inc		1,130		231
Comerica Inc		388		28
Discover Financial Services		1,003		95
Everest Re Group Ltd		125		31
Fifth Third Bancorp		2,166		81
First Republic Bank/CA		578		96
Franklin Resources Inc		832		25
Globe Life Inc		309		30
Goldman Sachs Group Inc/The		1,079		353
Hartford Financial Services Group Inc/The		1,086		73
Huntington Bancshares Inc/OH		3,178		50
Intercontinental Exchange Inc		1,784		199
Invesco Ltd		1,059		27
JPMorgan Chase & Co		9,575		1,458
KeyCorp		2,907		58
Lincoln National Corp		602		37
Loews Corp		664		34
M&T Bank Corp		414		63

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
MarketAxess Holdings Inc		114	$	57
Marsh & McLennan Cos Inc		1,610		196
MetLife Inc		2,348		143
Moody’s Corp		510		152
Morgan Stanley		4,752		369
MSCI Inc, Cl A		252		106
Nasdaq Inc, Cl A		388		57
Noble Corp *		7,982		135
Northern Trust Corp		634		67
People’s United Financial Inc		1,164		21
PNC Financial Services Group Inc/The		1,344		236
Principal Financial Group Inc, Cl A		806		48
Progressive Corp/The		1,825		174
Prudential Financial Inc		1,290		118
Raymond James Financial Inc		395		48
Regions Financial Corp		3,209		66
S&P Global Inc		759		268
State Street Corp		1,139		96
SVB Financial Group, Cl B *		169		83
Synchrony Financial		1,640		67
T Rowe Price Group Inc		704		121
Travelers Cos Inc/The		778		117
Truist Financial Corp		4,295		250
Unum Group		549		15
US Bancorp		4,361		241
W R Berkley Corp		448		34
Wells Fargo & Co		13,017		509
Willis Towers Watson PLC		402		92
Zions Bancorp NA		462		25
				12,104
Health Care — 1.5%
Abbott Laboratories		5,587		670
AbbVie Inc		5,565		602
ABIOMED Inc *		142		45
Agilent Technologies Inc		933		119
Alexion Pharmaceuticals Inc *		714		109
Align Technology Inc *		226		122
AmerisourceBergen Corp, Cl A		439		52
Amgen Inc, Cl A		1,817		452
Anthem Inc		767		275
Baxter International Inc		1,572		133
Becton Dickinson and Co		924		225
Biogen Inc *		474		133
Bio-Rad Laboratories Inc, Cl A *		66		38
Boston Scientific Corp *		4,542		176
Bristol-Myers Squibb Co		7,049		445
Cardinal Health Inc		873		53
Catalent Inc *		553		58
Centene Corp *		1,818		116
Cerner Corp		986		71
Cigna Corp		1,110		268
Cooper Cos Inc/The, Cl A		146		56

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 215

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
CVS Health Corp		4,082	$	307
Danaher Corp, Cl A		1,989		448
DaVita Inc *		250		27
DENTSPLY SIRONA Inc		691		44
Dexcom Inc *		296		106
Edwards Lifesciences Corp, Cl A *		1,977		165
Eli Lilly and Co		2,504		468
Gilead Sciences Inc		3,961		256
HCA Healthcare Inc		823		155
Henry Schein Inc *		474		33
Hologic Inc *		848		63
Humana Inc		401		168
IDEXX Laboratories Inc *		265		130
Illumina Inc *		455		175
Incyte Corp *		608		49
Intuitive Surgical Inc *		371		274
IQVIA Holdings Inc *		592		114
Johnson & Johnson		8,247		1,355
Laboratory Corp of America Holdings *		296		75
McKesson Corp		501		98
Medtronic PLC		4,244		501
Merck & Co Inc		7,976		615
Mettler-Toledo International Inc *		76		88
PerkinElmer Inc		365		47
Perrigo Co PLC		414		17
Pfizer Inc		17,585		637
Quest Diagnostics Inc		395		51
Regeneron Pharmaceuticals Inc *		327		155
ResMed Inc		452		88
STERIS PLC		288		55
Stryker Corp		1,031		251
Teleflex Inc		142		59
Thermo Fisher Scientific Inc		1,231		562
UnitedHealth Group Inc		2,976		1,107
Universal Health Services Inc, Cl B		241		32
Varian Medical Systems Inc *		271		48
Vertex Pharmaceuticals Inc *		825		177
Viatris Inc, Cl W *		3,998		56
Waters Corp *		205		58
West Pharmaceutical Services Inc		224		63
Zimmer Biomet Holdings Inc		676		108
Zoetis Inc, Cl A		1,516		239
				13,742
Industrials — 0.9%
3M Co		1,805		348
A O Smith Corp		402		27
Alaska Air Group Inc		341		24
Allegion PLC		270		34
American Airlines Group Inc		1,751		42
AMETEK Inc		710		91
Boeing Co/The *		1,739		443
Carrier Global Corp		2,545		107

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Caterpillar Inc, Cl A		1,701	$	394
CH Robinson Worldwide Inc		444		42
Cintas Corp		268		91
Copart Inc *		624		68
CSX Corp		2,424		234
Cummins Inc		457		118
Deere & Co		983		368
Delta Air Lines Inc, Cl A *		1,968		95
Dover Corp		470		64
Eaton Corp PLC		1,240		171
Emerson Electric Co		1,894		171
Equifax Inc		368		67
Expeditors International of Washington Inc		546		59
Fastenal Co, Cl A		1,766		89
FedEx Corp		761		216
Fortive Corp		1,025		72
Fortune Brands Home & Security Inc		451		43
Generac Holdings Inc *		190		62
General Dynamics Corp		717		130
General Electric Co		27,327		359
Honeywell International Inc		2,205		479
Howmet Aerospace Inc		1,110		36
Huntington Ingalls Industries Inc, Cl A		119		25
IDEX Corp		253		53
IHS Markit Ltd		1,169		113
Illinois Tool Works Inc		905		200
Ingersoll Rand Inc *		1,127		55
Jacobs Engineering Group Inc		386		50
JB Hunt Transport Services Inc		276		46
Johnson Controls International PLC		2,278		136
Kansas City Southern		275		73
L3Harris Technologies Inc		640		130
Lockheed Martin Corp		786		290
Masco Corp		787		47
Nielsen Holdings PLC		1,058		27
Norfolk Southern Corp		792		213
Northrop Grumman Corp		490		159
Old Dominion Freight Line Inc, Cl A		290		70
Otis Worldwide Corp		1,256		86
PACCAR Inc		1,116		104
Parker-Hannifin Corp, Cl A		404		127
Pentair PLC		494		31
Quanta Services Inc		421		37
Raytheon Technologies Corp		4,765		368
Republic Services Inc		634		63
Robert Half International Inc		353		28
Rockwell Automation Inc		362		96
Rollins Inc		670		23
Roper Technologies Inc		328		132
Snap-on Inc		172		40
Southwest Airlines Co, Cl A		1,833		112
Stanley Black & Decker Inc		490		98

216 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Teledyne Technologies Inc *		115	$	48
Textron Inc		694		39
Trane Technologies PLC		775		128
TransDigm Group Inc *		173		102
Union Pacific Corp		2,107		464
United Airlines Holdings Inc *		980		56
United Parcel Service Inc, Cl B		2,244		381
United Rentals Inc *		231		76
Verisk Analytics Inc, Cl A		527		93
Waste Management Inc		1,227		158
Westinghouse Air Brake Technologies Corp		593		47
WW Grainger Inc		147		59
Xylem Inc/NY		606		64
				9,291
Information Technology — 3.1%
Accenture PLC, Cl A		1,998		552
Adobe Inc *		1,512		719
Advanced Micro Devices Inc *		3,851		302
Akamai Technologies Inc *		483		49
Amphenol Corp, Cl A		1,886		124
Analog Devices Inc		1,148		178
ANSYS Inc *		269		91
Apple Inc		49,599		6,058
Applied Materials Inc		2,860		382
Arista Networks Inc *		178		54
Autodesk Inc, Cl A *		685		190
Automatic Data Processing Inc		1,361		256
Broadcom Inc		1,283		595
Broadridge Financial Solutions Inc		387		59
Cadence Design Systems Inc *		879		120
CDW Corp/DE		430		71
Cisco Systems Inc/Delaware		13,314		688
Citrix Systems Inc		397		56
Cognizant Technology Solutions Corp, Cl A		1,685		132
Corning Inc, Cl B		2,381		104
DXC Technology Co		736		23
Enphase Energy Inc *		400		65
F5 Networks Inc, Cl A *		193		40
Fidelity National Information Services Inc, Cl B		1,960		276
Fiserv Inc, Cl A *		1,828		218
FleetCor Technologies Inc *		267		72
FLIR Systems Inc		380		21
Fortinet Inc *		430		79
Gartner Inc *		297		54
Global Payments Inc		927		187
Hewlett Packard Enterprise Co		4,216		66
HP Inc		3,893		123
Intel Corp		12,779		818
International Business Machines Corp		2,787		371
Intuit Inc		865		331
IPG Photonics Corp *		106		22

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Jack Henry & Associates Inc		262	$	40
Juniper Networks Inc		1,052		27
Keysight Technologies Inc *		578		83
KLA Corp		481		159
Lam Research Corp		447		266
Leidos Holdings Inc		452		44
Mastercard Inc, Cl A		2,759		982
Maxim Integrated Products Inc		861		79
Microchip Technology Inc		831		129
Micron Technology Inc *		3,559		314
Microsoft Corp		23,704		5,589
Monolithic Power Systems Inc		140		49
Motorola Solutions Inc		551		104
NetApp Inc		712		52
NortonLifeLock Inc		1,684		36
NVIDIA Corp		1,951		1,042
NXP Semiconductors NV		868		175
Oracle Corp, Cl B		5,872		412
Paychex Inc		998		98
Paycom Software Inc *		161		60
PayPal Holdings Inc *		3,685		895
Qlik *(G)		3,600		—
Qlik, Cl A *(G)(I)		56		57
Qlik, Cl B *(G)		13,812		—
Qorvo Inc *		341		62
QUALCOMM Inc		3,566		473
salesforce.com Inc *		2,893		613
Seagate Technology PLC		598		46
ServiceNow Inc *		625		313
Skyworks Solutions Inc		533		98
Synopsys Inc *		482		119
TE Connectivity Ltd		1,070		138
Teradyne Inc		557		68
Texas Instruments Inc		2,898		548
Trimble Inc *		800		62
Tyler Technologies Inc *		128		54
VeriSign Inc *		308		61
Visa Inc, Cl A		5,319		1,126
Western Digital Corp		985		66
Western Union Co/The		1,292		32
Xilinx Inc		747		93
Zebra Technologies Corp, Cl A *		163		79
				28,289
Materials — 0.4%
Air Products and Chemicals Inc		694		195
Albemarle Corp		353		52
Amcor PLC		5,141		60
Avery Dennison Corp		274		50
Ball Corp		1,021		87
Celanese Corp, Cl A		340		51
CF Industries Holdings Inc		667		30
Corteva Inc		2,334		109

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 217

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Dow Inc		2,331	$	149
DuPont de Nemours Inc		1,688		130
Eastman Chemical Co		442		49
Ecolab Inc		773		165
FMC Corp		429		47
Freeport-McMoRan Inc, Cl B		4,590		151
International Flavors & Fragrances Inc		765		107
International Paper Co		1,201		65
Linde PLC		1,645		461
LyondellBasell Industries NV, Cl A		784		82
Martin Marietta Materials Inc, Cl A		190		64
Mosaic Co/The		1,105		35
Newmont Corp		2,524		152
Nucor Corp		911		73
Packaging Corp of America		308		41
PPG Industries Inc		761		114
Sealed Air Corp		462		21
Sherwin-Williams Co/The, Cl A		249		184
Vulcan Materials Co		400		68
Westrock Co		863		45
				2,837
Real Estate — 0.3%
Alexandria Real Estate Equities Inc ‡		401		66
American Tower Corp, Cl A ‡		1,413		338
AvalonBay Communities Inc ‡		433		80
Boston Properties Inc ‡		415		42
CBRE Group Inc, Cl A *‡		1,033		82
Crown Castle International Corp ‡		1,348		232
Digital Realty Trust Inc, Cl A ‡		868		122
Duke Realty Corp ‡		1,245		52
Equinix Inc ‡		283		192
Equity Residential ‡		1,059		76
Essex Property Trust Inc ‡		195		53
Extra Space Storage Inc ‡		440		58
Federal Realty Investment Trust ‡		206		21
Healthpeak Properties Inc ‡		1,749		56
Host Hotels & Resorts Inc ‡		2,164		36
Iron Mountain Inc ‡		910		34
Kimco Realty Corp ‡		1,243		23
Mid-America Apartment Communities Inc ‡		387		56
Prologis Inc ‡		2,358		250
Public Storage ‡		465		115
Realty Income Corp ‡		1,187		75
Regency Centers Corp ‡		482		27
SBA Communications Corp, Cl A ‡		335		93
Simon Property Group Inc ‡		1,066		121
UDR Inc ‡		952		42
Ventas Inc ‡		1,217		65
Vornado Realty Trust ‡		469		21
Welltower Inc ‡		1,278		92

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Weyerhaeuser Co  ‡		2,276	$	81
				2,601
Utilities — 0.3%
AES Corp/The		2,161		58
Alliant Energy Corp		833		45
Ameren Corp		758		62
American Electric Power Co Inc		1,552		131
American Water Works Co Inc		566		85
Atmos Energy Corp		402		40
CenterPoint Energy Inc		1,750		40
CMS Energy Corp		857		52
Consolidated Edison Inc		1,042		78
Dominion Energy Inc		2,590		197
DTE Energy Co		594		79
Duke Energy Corp		2,458		237
Edison International		1,248		73
Entergy Corp		603		60
Evergy Inc		778		46
Eversource Energy		1,050		91
Exelon Corp		3,164		138
FirstEnergy Corp		1,630		57
NextEra Energy Inc		6,168		466
NiSource Inc		1,208		29
NRG Energy Inc		813		31
Pinnacle West Capital Corp		349		28
PPL Corp		2,347		68
Public Service Enterprise Group Inc		1,624		98
Sempra Energy		906		120
Southern Co/The		3,358		209
WEC Energy Group Inc		980		92
Xcel Energy Inc		1,643		109
				2,819
Total Common Stock (Cost $51,064) ($ Thousands)				105,870

	Face Amount (Thousands)
SOVEREIGN DEBT — 11.3%
Abu Dhabi Government International Bond
4.125%, 10/11/2047 (A)	$	380	428
3.875%, 04/16/2050 (A)		1,630	1,770
Angolan Government International Bond
9.375%, 05/08/2048		200	188
9.125%, 11/26/2049 (A)		1,170	1,086
8.000%, 11/26/2029 (A)		420	394
Argentine Republic Government International Bond
1.000%, 07/09/2029		262	94
0.500%, 07/09/2029	EUR	6	2
0.125%, 07/09/2021	$	1,310	452

218 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description		Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
0.125% ,0.500%, 07/09/2021, 07/09/2030 (F)	$		3,760	$	1,259
0.125%, 07/09/2030	EUR		165		63
0.125%, 07/09/2035	$		1,686		503
Armenia Government International Bond
3.950%, 09/26/2029 (A)			290		274
Azerbaijan Government International Bond
3.500%, 09/01/2032			1,360		1,343
Bahrain Government International Bond
7.375%, 05/14/2030 (A)			1,610		1,787
Belize Government International Bond
4.938%, 02/20/2034			165		65
Benin Government International Bond
4.875%, 01/19/2032	EUR		1,480		1,653
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028	$		140		152
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2029	BRL		1,400		259
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2027			2,791		519
CBB International Sukuk Programme SPC
6.250%, 11/14/2024 (A)	$		300		329
Colombia Government International Bond
4.125%, 05/15/2051			630		598
3.125%, 04/15/2031			730		714
3.000%, 01/30/2030			200		196
Dominican Republic International Bond
7.450%, 04/30/2044			600		706
6.850%, 01/27/2045			660		729
6.500%, 02/15/2048 (A)			1,270		1,342
6.400%, 06/05/2049 (A)			660		691
6.000%, 07/19/2028 (A)			1,300		1,464
4.500%, 01/30/2030			550		556
Ecuador Government International Bond
0.500%, 07/31/2040 (A)			1,128		487
13.352%, 07/31/2030 (A)(J)			329		132
Ecuador Government International Bond
0.500%, 07/31/2030 (A)			352		205
Egypt Government International Bond
8.875%, 05/29/2050 (A)			710		724
8.700%, 03/01/2049 (A)			520		521
8.500%, 01/31/2047			650		646
7.903%, 02/21/2048 (A)			360		339
7.625%, 05/29/2032 (A)			480		491
7.600%, 03/01/2029 (A)			510		542
6.375%, 04/11/2031 (A)	EUR		330		397
5.625%, 04/16/2030			1,560		1,821
4.750%, 04/11/2025			100		122
4.750%, 04/16/2026			680		824
Ghana Government International Bond
8.125%, 01/18/2026	$		500		530
8.125%, 03/26/2032 (A)			950		916

Description		Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Guatemala Government Bond
6.125%, 06/01/2050 (A)	$		530	$	613
5.750%, 06/06/2022			500		523
4.900%, 06/01/2030 (A)			280		307
4.875%, 02/13/2028			790		869
4.500%, 05/03/2026 (A)			770		829
4.375%, 06/05/2027 (A)			790		845
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023 (A)			860		860
Honduras Government International Bond
7.500%, 03/15/2024			660		716
Indonesia Government International Bond
5.250%, 01/17/2042			1,000		1,195
3.850%, 10/15/2030			200		220
3.500%, 01/11/2028			880		943
2.850%, 02/14/2030			900		916
1.100%, 03/12/2033	EUR		400		455
0.900%, 02/14/2027			180		213
Indonesia Treasury Bond
7.000%, 05/15/2027	IDR		96,424,000		6,895
Iraq Government International Bond
5.800%, 01/15/2028	$		245		231
Israel Government International Bond
3.375%, 01/15/2050			310		313
2.750%, 07/03/2030			460		481
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR		420		497
6.125%, 06/15/2033	$		650		664
5.750%, 12/31/2032			219		219
5.250%, 03/22/2030	EUR		390		473
4.875%, 01/30/2032 (A)			1,660		1,901
Jamaica Government International Bond
7.875%, 07/28/2045	$		740		1,003
Kazakhstan Government International
Bond MTN
5.125%, 07/21/2025			720		835
Kenya Government International Bond
8.250%, 02/28/2048 (A)			260		268
8.000%, 05/22/2032 (A)			910		965
7.000%, 05/22/2027 (A)			250		265
Lebanon Government International Bond
8.250%, 05/17/2034 (C)			30		3
8.200%, 05/17/2033 (C)			40		5
7.150%, 11/20/2031 (C)			40		5
7.050%, 11/02/2035 (C)			100		11
7.000%, 03/20/2028 (C)			40		5
6.850%, 03/23/2027 (C)			100		11
6.850%, 05/25/2029 (C)			721		83
6.750%, 11/29/2027 (C)			410		47
6.650%, 04/22/2024 (C)			170		20
6.650%, 11/03/2028 (C)			80		9
6.650%, 02/26/2030 (C)			832		95

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 219

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)			Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
6.600%, 11/27/2026 (C)	$		30	$		4
6.200%, 02/26/2025 (C)			860			98
Mexican Bonos
8.500%, 05/31/2029	MXN		9,520			522
6.500%, 06/09/2022			5,740			286
Mexico Government International Bond
4.750%, 03/08/2044	$		440			462
3.771%, 05/24/2061			520			458
3.600%, 01/30/2025			1,000			1,087
2.659%, 05/24/2031			360			339
Mongolia Government International Bond
5.625%, 05/01/2023			200			209
Morocco Government International Bond
3.000%, 12/15/2032 (A)			730			684
1.500%, 11/27/2031 (A)	EUR		290			320
Mozambique International Bond
5.000%, 09/15/2023	$		220			181
Nigeria Government International Bond
8.747%, 01/21/2031			1,720			1,890
7.696%, 02/23/2038 (A)			690			676
Oman Government International Bond
6.750%, 01/17/2048			200			191
6.250%, 01/25/2031 (A)			1,600			1,672
Pakistan Government International Bond
8.250%, 09/30/2025			370			409
6.875%, 12/05/2027			200			209
Panama Government International Bond
4.500%, 04/01/2056			300			327
Papua New Guinea Government International Bond
8.375%, 10/04/2028 (A)			290			298
Paraguay Government International Bond
6.100%, 08/11/2044			700			840
5.600%, 03/13/2048 (A)			560			636
5.400%, 03/30/2050 (A)			320			360
5.000%, 04/15/2026 (A)			440			497
4.700%, 03/27/2027 (A)			570			636
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026 (A)			530			596
4.450%, 02/20/2029 (A)			330			372
Peruvian Government International Bond
2.783%, 01/23/2031			480			480
Provincia de Buenos Aires
10.875%, 01/26/2021 (C)			63			26
9.950%, 06/09/2021 (A)			3,100			1,170
9.125%, 03/16/2024 (A)			550			209
7.875%, 06/15/2027 (A)			400			152
6.500%, 02/15/2023 (A)			2,240			823
Provincia de Cordoba
3.000%, 06/01/2027 (A)			526			308
Qatar Government International Bond
5.103%, 04/23/2048 (A)			1,690			2,136

Description		Face Amount (Thousands)			Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
4.817%, 03/14/2049 (A)	$		1,130	$		1,383
4.625%, 06/02/2046			280			331
4.400%, 04/16/2050 (A)			450			522
3.750%, 04/16/2030 (A)			200			223
Republic of Armenia International Bond
3.600%, 02/02/2031 (A)			1,300			1,189
Republic of Belarus International Bond
6.875%, 02/28/2023			260			265
6.200%, 02/28/2030			200			185
Republic of Uzbekistan Bond MTN
3.700%, 11/25/2030 (A)			660			641
Romanian Government International Bond
5.125%, 06/15/2048 (A)			200			226
3.375%, 01/28/2050	EUR		230			282
2.875%, 05/26/2028			650			843
2.875%, 03/11/2029			1,490			1,933
2.124%, 07/16/2031 (A)			250			300
2.000%, 12/08/2026 (A)			590			739
2.000%, 01/28/2032 (A)			110			130
Russian Federal Bond - OFZ
7.050%, 01/19/2028	RUB		434,240			5,821
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$		200			237
5.100%, 03/28/2035 (A)			200			230
4.375%, 03/21/2029 (A)			800			874
Saudi Government International Bond MTN
4.500%, 04/22/2060 (A)			1,070			1,194
3.750%, 01/21/2055 (A)			220			215
3.250%, 10/22/2030 (A)			430			453
Senegal Government International Bond
4.750%, 03/13/2028 (A)	EUR		740			883
Serbia International Bond
1.500%, 06/26/2029 (A)			500			588
South Africa Government International Bond
5.650%, 09/27/2047	$		950			873
4.850%, 09/27/2027			890			918
4.300%, 10/12/2028			200			197
Sri Lanka Government International Bond
7.550%, 03/28/2030 (A)			910			554
6.850%, 03/14/2024 (A)			200			127
6.850%, 11/03/2025			570			355
6.825%, 07/18/2026 (A)			250			152
6.750%, 04/18/2028 (A)			660			401
6.200%, 05/11/2027 (A)			380			231
Third Pakistan International Sukuk
5.625%, 12/05/2022			630			646
Turkey Government International Bond
7.625%, 04/26/2029			560			575
7.375%, 02/05/2025			30			31
6.875%, 03/17/2036			60			57
6.000%, 01/14/2041			1,980			1,672

220 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description		Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
5.200%, 02/16/2026	EUR		260	$	306
4.250%, 03/13/2025	$		410		381
4.250%, 04/14/2026			530		481
Ukraine Government International Bond
9.750%, 11/01/2028 (A)			640		745
8.994%, 02/01/2024			670		743
7.750%, 09/01/2022			450		474
7.750%, 09/01/2023			910		981
7.750%, 09/01/2024			230		248
7.750%, 09/01/2027			250		267
7.375%, 09/25/2032 (A)			200		201
7.253%, 03/15/2033 (A)			420		418
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024 (A)			340		358
Zambia Government International Bond
5.375%, 09/20/2022			760		422
Total Sovereign Debt (Cost $109,095) ($ Thousands)					105,185
MORTGAGE-BACKED SECURITIES — 7.1%
Agency Mortgage-Backed Obligations — 1.6%
FHLMC REMIC CMO, Ser 2014-4320, Cl SD, IO
5.994%, 07/15/2039			385		71
FHLMC REMIC CMO, Ser 2019-4905, Cl SA, IO
5.991%, 08/25/2049			758		141
FHLMC REMIC CMO, Ser 2019-4936, Cl PS, IO
5.891%, 12/25/2049			238		36
FHLMC REMIC CMO, Ser 2019-4936, Cl ES, IO
5.891%, 12/25/2049			228		37
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050			6,001		921
FHLMC REMIC CMO, Ser 2020-4991, Cl IE, IO
5.000%, 07/25/2050			3,286		386
FHLMC REMIC CMO, Ser 2020-4998, Cl GI, IO
4.000%, 08/25/2050			3,042		470
FHLMC REMIC CMO, Ser 2020-5009, Cl DI, IO
2.000%, 09/25/2050			1,764		210
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050			1,034		170

Description		Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050	$		715	$	116
FHLMC Stacr Remic Trust, Ser 2017-HRP1, Cl B1
4.709%, VAR ICE LIBOR USD 1 Month+4.600%,12/25/2042			330		332
FHLMC Stacr Remic Trust, Ser 2020-DNA1, Cl B1
2.409%, VAR ICE LIBOR USD 1 Month+2.300%,01/25/2050 (A)			370		362
FHLMC Stacr Remic Trust, Ser 2020-DNA3, Cl B1
5.209%, VAR ICE LIBOR USD 1 Month+5.100%,06/25/2050 (A)			1,620		1,671
FNMA REMIC CMO, Ser 2012-115, Cl DS, IO
5.991%, 10/25/2042			435		90
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
5.491%, 05/25/2045			593		92
FNMA REMIC CMO, Ser 2015-34, Cl LS, IO
5.991%, 06/25/2045			925		182
FNMA REMIC CMO, Ser 2016-69, Cl BS, IO
5.991%, 10/25/2046			870		146
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
6.041%, 01/25/2048			1,835		334
FNMA REMIC CMO, Ser 2017-69, Cl SG, IO
6.041%, 09/25/2047			1,888		430
FNMA REMIC CMO, Ser 2017-86, Cl SB, IO
6.041%, 11/25/2047			1,663		354
FNMA REMIC CMO, Ser 2019-81, Cl SD, IO
5.891%, 01/25/2050			389		60
FNMA REMIC CMO, Ser 2020-45, Cl EI, IO
5.000%, 07/25/2050			498		75
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050			960		157
FNMA REMIC CMO, Ser 2020-60, Cl KI, IO
2.000%, 09/25/2050			2,097		246
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048			1,661		309
FNMA, Ser FN BL5547
2.680%, 01/01/2035			100		103
FNMA, Ser FN BM6224
2.790%, 01/01/2035 (D)			348		362
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
6.494%, VAR ICE LIBOR USD 1 Month+6.600%,01/16/2040			1,859		385
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
5.939%, 08/20/2043			186		40
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.489% 08/20/2044			522		95
GNMA REMIC CMO, Ser 2014-158, Cl SA, IO
5.494%, 10/16/2044			245		38

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 221

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2015-110, Cl MS, IO
5.599%, 08/20/2045	$		284	$	51
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045			2,425		275
GNMA REMIC CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045			936		96
GNMA REMIC CMO, Ser 2015-57, Cl AS, IO
5.489%, 04/20/2045			2,046		342
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045			1,388		150
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045			662		65
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
5.549%, 07/20/2047			1,409		251
GNMA REMIC CMO, Ser 2018-105, Cl SC, IO
6.089%, 08/20/2048			359		58
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
6.089%, 09/20/2048			614		115
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
6.089%, 09/20/2048			899		176
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
6.089%, 09/20/2048			2,524		505
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
6.039%, 10/20/2048			857		154
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
6.039%, 10/20/2048			607		97
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
6.089% 05/20/2048			2,864		470
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
5.589%, 01/20/2048			1,693		334
GNMA REMIC CMO, Ser 2018-72, Cl IB, IO
4.000%, 04/20/2046			614		97
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
5.939%, 01/20/2049			468		68
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
5.989%, 09/20/2049			1,304		186
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
5.989%, 09/20/2049			1,309		211
GNMA REMIC CMO, Ser 2019-128, Cl IO, IO
4.000%, 10/20/2049			1,038		143
GNMA REMIC CMO, Ser 2019-129, Cl AI, IO
3.500%, 10/20/2049			3,216		449
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049			5,101		531
GNMA REMIC CMO, Ser 2019-151, Cl IA, IO
3.500%, 12/20/2049			2,058		297
GNMA REMIC CMO, Ser 2019-4, Cl SJ, IO
5.939%, 01/20/2049			933		137
GNMA REMIC CMO, Ser 2019-52, Cl SK, IO
5.939%, 04/20/2049			1,215		166
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
5.939%, 01/20/2049			346		56

Description		Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2019-69, Cl S, IO
3.159%, 06/20/2049	$		432	$	31
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
5.989%, 06/20/2049			318		47
GNMA REMIC CMO, Ser 2019-98, Cl SC, IO
5.939%, 08/20/2049			974		165
GNMA REMIC CMO, Ser 2020-61, Cl SF, IO
6.329%, 07/20/2043			2,424		455
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050			2,553		357
					14,956
Non-Agency Mortgage-Backed Obligations – 5.5%
Alternative Loan Trust, Ser 2005-81, Cl A1
0.669%, VAR ICE LIBOR USD 1 Month+0.560%, 02/25/2037			615		512
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%,11/15/2052			870		917
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.046%, 05/15/2052 (D)			10,908		712
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
2.256%, VAR ICE LIBOR USD 1 Month+2.150%, 04/15/2034 (A)			1,970		1,933
BX Trust, Ser 2018-GWMZ, Cl MC
5.594%, VAR ICE LIBOR USD 1 Month+5.488%, 05/15/2037 (A)			1,100		1,005
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%,10/10/2052 (A)			938		968
CGMS Commercial Mortgage Trust,
Ser 2017-MDRA, Cl C
3.752%, 07/10/2030 (A)(D)			1,620		1,600
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
4.459%, VAR ICE LIBOR USD 1 Month+4.350%, 04/25/2031 (A)			460		467
Credit Suisse Mortgage Trust, Ser 2019-RIO, Cl B
8.000%,12/15/2021			1,440		1,357
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (A)			320		264
CSMC Trust, Ser 2017-RPL1, Cl M2
3.035%, 07/25/2057 (A)(D)			1,190		1,025
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041 (A)			950		972
CSWF, Ser 2018-TOP, Cl D
1.906%, VAR ICE LIBOR USD 1 Month+1.800%, 08/15/2035 (A)			1,072		1,070

222 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
3.659%, VAR ICE LIBOR USD 1 Month+3.550%, 07/25/2030	$	570	$	574
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2
2.259%, VAR ICE LIBOR USD 1 Month+2.150%, 10/25/2030		594		591
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2C
2.259%, VAR ICE LIBOR USD 1 Month+2.150%, 10/25/2030		2,470		2,426
GMACM Mortgage Loan Trust, Ser 2005-AF2, Cl A1
6.000%, 12/25/2035		1,168		1,111
GS Mortgage Securities Trust, Ser 2017-STAY, Cl E
2.506%, VAR ICE LIBOR USD 1 Month+2.400%, 07/15/2032 (A)		1,000		998
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C
5.731%, 09/15/2031		1,970		562
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
1.206%, VAR ICE LIBOR USD 1 Month+1.100%, 12/15/2036 (A)		1,830		1,829
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
0.350%, VAR ICE LIBOR USD 1 Month+0.240%, 11/19/2036		2,095		1,932
Impac CMB Trust, Ser 2005-4, Cl 1M1
0.754%, VAR ICE LIBOR USD 1 Month+0.430%, 05/25/2035		1,113		1,122
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl C
3.906%, VAR ICE LIBOR USD 1 Month+3.800%, 07/15/2034 (A)		1,697		1,566
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl XCP, IO
2.052%, 07/15/2034 (A)(D)		2,368		14
JPMorgan Chase Commercial Mortgage Securities Trust, Ser NNN, Cl FFL
2.606%, VAR ICE LIBOR USD 1 Month+2.500%, 01/16/2037 (A)		1,584		1,573
JPMorgan Chase Commercial Mortgage Securities Trust, Ser WPT, Cl FFL
3.003%, VAR ICE LIBOR USD 1 Month+2.900%, 07/05/2033 (A)		1,790		1,724
JPMorgan Chase Commercial Mortgage Securities, Ser 2019-BKWD, Cl E
2.706%, VAR ICE LIBOR USD 1 Month+2.600%, 09/15/2029 (A)		1,730		1,713

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066 (A)	$	660	$	660
Morgan Stanley Re-REMIC Trust, Ser 2010- R5, Cl 4B
1.549%, 06/26/2036 (A)		299		275
Motel 6 Trust, Ser 2017-MTL6, Cl F
4.356%, VAR ICE LIBOR USD 1 Month+4.250%, 08/15/2034 (A)		1,204		1,206
Natixis Commercial Mortgage Securities Trust, Ser 2019-TRUE, Cl A
3.511%, VAR ICE LIBOR USD 1 Month+2.011%, 04/18/2024 (A)		870		858
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.572%, 05/25/2033 (D)		793		538
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
1.805%, VAR ICE LIBOR USD 1 Month+0.430%, 03/26/2036 (A)		447		446
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
2.809%, VAR ICE LIBOR USD 1 Month+2.700%, 10/27/2022 (A)		525		526
Radnor, Ser 2020-1, Cl M1C
1.859%, VAR ICE LIBOR USD 1 Month+1.750%, 02/25/2030 (A)		1,830		1,779
RALI Series Trust, Ser 2006-QO2, Cl A2
0.649%, VAR ICE LIBOR USD 1 Month+0.540%, 02/25/2046		1,420		452
RALI Series Trust, Ser 2007-QO2, Cl A1
0.259%, VAR ICE LIBOR USD 1 Month+0.150%, 02/25/2047		959		504
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057 (D)		1,720		1,773
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057 (A)(D)		1,125		1,172
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059 (A)(D)		1,720		1,784
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059 (A)(D)		2,230		2,317
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059 (A)(D)		830		844
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060 (A)(D)		640		656
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036 (A)(D)		885		846

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 223

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)			Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Tharaldson Hotel Portfolio Trust, Ser THL, Cl F
4.226%, VAR ICE LIBOR USD 1 Month+4.102%,11/11/2034 (A)	$		583	$		525
Tharaldson Hotel Portfolio Trust, Ser THL, Cl E
3.453%, VAR ICE LIBOR USD 1 Month+3.330%, 11/11/2034 (A)			1,742			1,686
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
2.526%,12/25/2036 (D)			810			772
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
2.804%,04/25/2036 (D)			659			626
						50,782
Total Mortgage-Backed Securities (Cost $64,629) ($ Thousands)						65,738
ASSET-BACKED SECURITIES — 4.0%
Automotive — 0.5%
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl C
3.150%, 03/20/2026 (A)			820			850
Hertz Vehicle Financing II, Ser 2015-3A, Cl C
4.440%, 09/25/2021 (A)			350			345
Hertz Vehicle Financing II, Ser 2016-2A, Cl C
4.990%, 03/25/2022 (A)			3,000			2,951
Hertz Vehicle Financing II, Ser 2018-1A, Cl D
5.860%, 02/25/2024 (A)			530			523
						4,669
Industrials – 0.1%
United Airlines Pass-Through Trust,
Ser 2015-1, Cl A
3.700%, 12/01/2022			240			243
Mortgage Related Securities – 0.3%
ACE Securities Home Equity Loan Trust,
Ser 2004 – HE3, Cl M1
1.039%, VAR ICE LIBOR USD 1
Month+0.930%, 11/25/2034			540			540
Asset Backed Securities Home Equity Loan
Trust, Ser 2007 – HE1, Cl A4
0.249%, VAR ICE LIBOR USD 1
Month+0.140%, 12/25/2036			1,515			1,478

Description		Face Amount (Thousands)			Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Option One Mortgage Loan Trust, Ser 2005-3, Cl M4
1.039%, VAR ICE LIBOR USD 1
Month+0.930%, 08/25/2035	$		970	$		894
						2,912
Other Asset-Backed Securities – 3.1%
522 Funding CLO, Ser 2019-5A, Cl E
7.581%, VAR ICE LIBOR USD 3
Month+7.340%, 01/15/2033 (A)			250			249
Apidos CLO XXII, Ser 2020-22A, Cl DR
6.974%, VAR ICE LIBOR USD 3
Month+6.750%, 04/20/2031 (A)			680			670
Avery Point VI CLO, Ser 2018-6A, Cl DR
3.145%, VAR ICE LIBOR USD 3
Month+2.950%, 08/05/2027 (A)			610			602
Bain Capital Credit CLO, Ser 2021-1A, Cl D
5.095%, VAR ICE LIBOR USD 3
Month+2.910%, 04/18/2034 (A)			450			446
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
3.824%, VAR ICE LIBOR USD 3
Month+3.600%, 01/20/2032 (A)			340			336
BlueMountain CLO, Ser 2018-1A, Cl CR
2.074%, VAR ICE LIBOR USD 3
Month+1.850%, 04/20/2027 (A)			700			696
BlueMountain CLO, Ser 2018-2A, Cl AR2
1.232%, VAR ICE LIBOR USD 3
Month+1.050%, 11/20/2028 (A)			330			330
BlueMountain CLO, Ser 2018-2A, Cl ER
5.423%, VAR ICE LIBOR USD 3
Month+5.200%, 07/18/2027 (A)			1,000			935
Bristol Park CLO, Ser 2020-1A, Cl ER
7.241%, VAR ICE LIBOR USD 3
Month+7.000%, 04/15/2029 (A)			500			498
Canyon Capital CLO, Ser 2021-1A, Cl E
6.596%, VAR ICE LIBOR USD 3
Month+6.410%, 04/15/2034 (A)			280			279
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
1.244%, VAR ICE LIBOR USD 3
Month+1.050%, 05/15/2031 (A)			1,045			1,046
Carlyle US CLO, Ser 2017-1A, Cl A1B
1.454%, VAR ICE LIBOR USD 3
Month+1.230%, 04/20/2031 (A)			646			647
Cathedral Lake VII, Ser 2021-7RA, Cl D
4.472%, VAR ICE LIBOR USD 3
Month+4.280%, 01/15/2032 (A)			700			693
Catskill Park CLO, Ser 2017-1A, Cl D
6.224%, VAR ICE LIBOR USD 3
Month+6.000%, 04/20/2029 (A)			900			898
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021 *(A)(J)(K)			3,000			4

224 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
0.369%, VAR ICE LIBOR USD 1
Month+0.260%, 12/25/2036	$	1,290	$	1,243
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
3.114%, VAR ICE LIBOR USD 3
Month+2.900%, 08/09/2024 (A)		975		963
Cumberland Park CLO, Ser 2018-2A, Cl DR
2.924%, VAR ICE LIBOR USD 3
Month+2.700%, 07/20/2028 (A)		500		499
Cumberland Park CLO, Ser 2018-2A, Cl ER
5.874%, VAR ICE LIBOR USD 3
Month+5.650%, 07/20/2028 (A)		600		595
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (A)		504		532
Dryden LXXV CLO, Ser 2021-75A, Cl ER
2 0.000% 04/15/2034 (A)(K)		770		768
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER
3 0.000% 04/20/2034 (A)(K)		330		323
Educational Funding, Ser 2006-1A, Cl A3
0.565%, VAR ICE LIBOR USD 3
Month+0.350%, 04/25/2033 (A)		492		407
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
0.269%, VAR ICE LIBOR USD 1
Month+0.160%, 11/25/2036		1,258		1,234
Halsey Point CLO I, Ser 2019-1A, Cl F
8.424%, VAR ICE LIBOR USD 3
Month+8.200%, 01/20/2033 (A)		290		261
Hildene Community Funding CDO, Ser 2020-1A, Cl AR
3.250%, 11/01/2035 (A)		250		247
Jackson Mill CLO, Ser 2018-1A, Cl DR
3.041%, VAR ICE LIBOR USD 3
Month+2.800%, 04/15/2027 (A)		1,250		1,248
Jamestown CLO X, Ser 2017-10A, Cl A1
1.473%, VAR ICE LIBOR USD 3
Month+1.250%, 07/17/2029 (A)		750		749
LCM XXII, Ser 2018-22A, Cl DR
5.724%, VAR ICE LIBOR USD 3
Month+5.500%, 10/20/2028 (A)		350		332
Legacy Mortgage Asset Trust, Ser 2019-GS1, Cl A1
4.000%, 01/25/2059 (A)		475		482
Marathon, Ser 2005-2A
0.000%, 12/20/2019 (A)(G)(J)(K)		750		–
Marathon, Ser 2019-2A, Cl BA
3.524%, VAR ICE LIBOR USD 3
Month+3.300%, 01/20/2033 (A)		330		331

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Oaktree CLO, Ser 2019-1A, Cl D
4.022%, VAR ICE LIBOR USD 3
Month+3.800%, 04/22/2030 (A)	$	250	$	245
Ocean Trails CLO IX, Ser 2020-9A, Cl A1
2.153%, VAR ICE LIBOR USD 3
Month+1.870%, 10/15/2029 (A)		270		271
Ocean Trails CLO IX, Ser 2020-9A, Cl A2
2.553%, VAR ICE LIBOR USD 3
Month+2.270%, 10/15/2029 (A)		310		311
Ocean Trails CLO VI, Ser 2021-6A, Cl DRR
3.687%, VAR ICE LIBOR USD 3
Month+3.600%, 07/15/2028 (A)		340		340
OHA Loan Funding, Ser 2019-1A, Cl DR2
4.194%, VAR ICE LIBOR USD 3
Month+4.000%, 11/15/2032 (A)		250		252
OZLM VII, Ser 2018-7RA, Cl CR
3.223%, VAR ICE LIBOR USD 3
Month+3.000%, 07/17/2029 (A)		650		629
OZLM XI, Ser 2017-11A, Cl BR
2.505%, VAR ICE LIBOR USD 3
Month+2.300%, 10/30/2030 (A)		600		600
Parallel, Ser 2020-1A, Cl CR
2.224%, VAR ICE LIBOR USD 3
Month+2.000%, 07/20/2029 (A)		750		740
Popular ABS Mortgage Pass-Through Trust, Ser 2005-6, Cl A4
3.480%, 01/25/2036		333		334
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053 (A)		690		678
Sound Point CLO XXIII, Ser 2019-2A, Cl A1
1.641%, VAR ICE LIBOR USD 3
Month+1.400%, 04/15/2032 (A)		710		710
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
0.679%, VAR ICE LIBOR USD 1
Month+0.570%, 10/25/2036 (A)		1,955		1,923
SUNNOVA HELIOS II, Ser 2019-AA, Cl C
5.320%, 06/20/2046 (A)		548		574
Sunrun Atlas Issuer, Ser 2019-2, ClA
3.610%, 02/01/2055 (A)		416		439
Symphony CLO XIX, Ser 2018-19A, Cl E
5.423%, VAR ICE LIBOR USD3
Month+5.200%, 04/16/2031 (A)		250		233
Venture XXXI CLO, Ser 2018-31A, Cl A1
1.254%, VAR ICE LIBOR USD 3
Month+1.030%, 04/20/2031 (A)		680		681
Voya CLO, Ser 2018-3A, Cl A1A
1.391%, VAR ICE LIBOR USD 3
Month+1.150%, 10/15/2031 (A)		750		750
Voya CLO, Ser 2021-3A, Cl DR
7.050%, VAR ICE LIBOR USD 3
Month+6.950%, 04/20/2034 (A)		260		259

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 225

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wachovia Asset Securitization Issuance II,
Ser 2007-HE1, Cl A
0.249%, VAR ICE LIBOR USD 1
Month+0.140%, 07/25/2037 (A)	$	313	$	293
Whitehorse XII, Ser 2018-12A, Cl D
3.891%, VAR ICE LIBOR USD 3
Month+3.650%, 10/15/2031 (A)		250		240
Zais CLO XIV, Ser 2020-16A, Cl D1
5.770%, VAR ICE LIBOR USD 3
Month+5.480%, 10/20/2031 (A)		250		247
				29,292
Total Asset-Backed Securities (Cost $41,225) ($ Thousands)				37,116
CONVERTIBLE BONDS — 0.8%
Alarm.com CV to 6.7939
0.309%, 01/15/2026 (A)(J)		187		173
Apollo Commercial Real Estate Finance CV to 50.226
4.750%, 08/23/2022		2,190		2,193
Cheniere Energy CV to 7.2265
4.250%, 03/15/2045		1,500		1,226
DISH Network CV to 15.343
3.375%, 08/15/2026		610		586
DraftKings CV to 10.543
0.000%, 03/15/2028 (A)(J)		340		336
Gannett CV to 200.000
6.000%, 12/01/2027 (G)		240		316
GEO Corrections Holdings CV to 108.4011
6.500%, 02/23/2026 (A)		100		104
Innovate Capital Pte CV to 209.9661
6.000%, 12/11/2024		71		18
JetBlue Airways CV to 38.5802
0.500%, 04/01/2026 (A)		310		341
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		350		345
Liberty Media CV to 22.947
4.000%, 11/15/2029		320		245
Live Nation Entertainment CV to 9.4469
2.000%, 02/15/2025		1,250		1,384
Twitter CV to 7.6905
0.000%, 03/15/2026 (A)		210		199
Total Convertible Bonds (Cost $6,976) ($ Thousands)				7,466
	Shares
PREFERRED STOCK — 0.5%
Energy — 0.4%
MPLX, 8.462% *(E)(G)		70,655		2,367

Description	Face Amount (Thousands)			Market Value ($ Thousands)
PREFERRED STOCK (continued)
Targa Resources, 9.500% *(E)		1,570		$	1,646
					4,013
Financials — 0.1%
B Riley Financial, 5.500%		13,003			330
Total Preferred Stock
(Cost $4,270) ($ Thousands)					4,343
	Face Amount (Thousands)
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, GO
7.350%, 07/01/2035	$	225			279
Total Municipal Bond
(Cost $250) ($ Thousands)					279
	Number of Warrants
WARRANTS — 0.0%
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *		5,574			30
Total Warrants
(Cost $13) ($ Thousands)					30
Total Investments in Securities — 94.6%
(Cost $818,704) ($ Thousands)				$	880,351
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (L)
(Cost $635) ($ Thousands)		12,363,482		$	302
WRITTEN OPTIONS* — (0.2)%
Total Written Options (L)
(Premiums Received $2,910) ($ Thousands)		(16,717,213	)	$	(2,218)

226 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

A list of the open exchange traded options contracts held by the Fund at March 31, 2021 is as follows:

Description	Number of Contracts			Notional Amount (Thousands) †			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
May 2021, S&P 500 E-mini 3rd Week Option*		42		$	191		$	3,500.00		5/22/2021	$	35
April 2021, S&P 500 E-mini 3rd Week Option*		22			62			3,600.00		4/17/2021		4
April 2021, S&P 500 E-mini 3rd Week Option*		13			32			3,500.00		4/17/2021		2
June 2021, S&P 500 E-mini Option*		53			128			3,600.00		6/19/2021		112
June 2021, S&P 500 E-mini Option*		22			59			3,700.00		6/19/2021		61
USD Put/CAD Call*		3,013,330			36			1.26		5/22/2021		33
USD Put/EUR Call*		4,500,000			43			1.20		4/17/2021		–
USD Put/MXN Call*		1,690,000			36			20.60		5/22/2021		40
USD Put/MXN Call*		2,260,000			35			19.91		4/17/2021		12
USD Put/RUB Call*		900,000			13			72.46		5/22/2021		3
Total Purchased Options				$	635						$	302
WRITTEN OPTIONS — (0.2)%
Put Options
April 2021, S&P 500 E-mini 3rd Week Option*		(22	)	$	(29	)		3,300.00		04/17/21	$	(1	)
May 2021, S&P 500 E-mini 3rd Week Option*		(30	)		(89	)		3,300.00		05/22/21		(14	)
June 2021, S&P 500 E-mini Option*		(22	)		(27	)		3,400.00		06/19/21		(27	)
June 2021, S&P 500 E-mini Option*		(53	)		(64	)		3,300.00		06/19/21		(51	)
USD Put/CAD Call*		(3,013,330	)		(13	)		1.23		05/22/21		(7	)
USD Put/EUR Call*		(4,500,000	)		(12	)		1.23		04/17/21		–
USD Put/JPY Call*		(1,373,396	)		(4	)		108.35		04/17/21		–
USD Put/MXN Call*		(3,380,000	)		(33	)		20.00		05/22/21		(35	)
					(271	)						(135	)
Call Options
SPX US Index Option*		(180	)		(1,310	)		3,960.00		04/17/21		(966	)
SPX US Index Option*		(180	)		(1,296	)		3,950.00		04/17/21		(1,084	)
USD Call/CNY Put*		(2,990,000	)		(18	)		6.58		04/17/21		(15	)
USD Call/RUB Put*		(1,460,000	)		(15	)		78.26		05/22/21		(18	)
					(2,639	)						(2,083	)
Total Written Options				$	(2,910	)					$	(2,218	)

† Represents Cost

A list of the open futures contracts held by the Fund at March 31, 2021 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$		237			Dec-2023	$	58,651		$	58,536		$	(115	)
90-Day Euro$		(32	)		Dec-2021		(7,981	)		(7,979	)		2
Australian 10-Year Bond		21			Jun-2021		2,251			2,209			(14	)
Euro-Bob		5			Jun-2021		814			794			1
Euro-Bund		(39	)		Jun-2021		(8,079	)		(7,851	)		(25	)
S&P 500 Index E-MINI		182			Jun-2021		35,674			36,103			429
U.S. 2-Year Treasury Note		553			Jul-2021		122,165			122,062			(103	)
U.S. 5-Year Treasury Note		(245	)		Jul-2021		(30,518	)		(30,233	)		285
U.S. 10-Year Treasury Note		520			Jun-2021		69,302			68,088			(1,214	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 227

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
U.S. Long Treasury Bond		234			Jun-2021	$	37,576		$	36,175		$	(1,401	)
U.S. Ultra Long Treasury Bond		185			Jun-2021		35,252			33,526			(1,726	)
Ultra 10-Year U.S. Treasury Note		(83	)		Jun-2021		(12,348	)		(11,926	)		422
						$	302,759		$	299,504		$	(3,459	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
DEFAULT		04/09/21	EUR		700	USD		841	$	18
ANZ		06/16/21	SEK		23,643	USD		2,784		69
BNP Paribas		04/19/21	EUR		730	USD		892		33
BNP Paribas		04/19/21	USD		875	NOK		7,500		4
BNP Paribas		04/19/21	USD		1,021	RUB		75,750		(21	)
Citigroup		04/06/21 -04/09/21	EUR		2,300	USD		2,764		61
Citigroup		04/19/21	AUD		138	USD		108		3
Citigroup		04/19/21	USD		699	EUR		580		(17	)
Citigroup		04/19/21	GBP		1,350	USD		1,886		23
Citigroup		04/19/21	GBP		529	USD		718		(12	)
Citigroup		04/19/21	USD		1,901	RUB		143,230		(9	)
Citigroup		04/19/21	USD		2,091	JPY		217,040		(126	)
Citigroup		04/19/21	USD		2,095	AUD		2,687		(49	)
Citigroup		04/19/21	USD		915	BRL		5,370		35
Citigroup		04/19/21	USD		1,917	BRL		10,724		(19	)
Citigroup		04/19/21	USD		3,098	MXN		62,721		(38	)
Citigroup		04/19/21	MXN		5,800	USD		279		(4	)
Citigroup		04/19/21 -05/10/21	USD		7,295	CAD		9,235		55
Citigroup		04/19/21	CAD		1,770	USD		1,423		15
Citigroup		04/19/21 -05/10/21	CAD		5,539	USD		4,372		(36	)
Citigroup		04/19/21	RUB		15,570	USD		211		5
Citigroup		04/19/21	BRL		18,659	USD		3,527		224
Citigroup		04/19/21	JPY		71,120	USD		689		45
Citigroup		06/16/21	NOK		21,541	USD		2,541		17
Goldman Sachs		04/19/21	USD		857	EUR		730		1
Goldman Sachs		04/06/21	USD		983	EUR		810		(30	)
Goldman Sachs		04/19/21	AUD		32	USD		25		1
Goldman Sachs		04/19/21	USD		205	MXN		4,230		1
Goldman Sachs		04/19/21	USD		787	CAD		990		1
Goldman Sachs		04/19/21	GBP		870	USD		1,193		(7	)
Goldman Sachs		04/19/21	USD		888	BRL		5,160		26
Goldman Sachs		04/19/21	EUR		4,865	USD		5,962		241
Goldman Sachs		04/19/21	USD		1,404	RUB		107,050		10
Goldman Sachs		04/19/21	USD		3,990	RUB		298,562		(46	)
Goldman Sachs		04/19/21	BRL		2,940	USD		521		—
Goldman Sachs		04/19/21	BRL		3,750	USD		649		(15	)
Goldman Sachs		05/03/21	MXN		18,496	USD		904		3
Goldman Sachs		04/19/21	MXN		7,500	USD		359		(6	)
Goldman Sachs		04/19/21 - 05/12/21	RUB		560,658	USD		7,564		159
Goldman Sachs		04/19/21	RUB		81,590	USD		1,073		(5	)
HSBC		04/09/21	USD		271	EUR		230		(1	)

228 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
HSBC		04/09/21	EUR		16,898	USD		20,531	$	667
JPMorgan Chase Bank		04/09/21	EUR		3,803	USD		4,615		145
JPMorgan Chase Bank		04/15/21	SAR		14,390	USD		3,834		(3)
JPMorgan Chase Bank		04/19/21	USD		242	NOK		2,070		1
JPMorgan Chase Bank		04/19/21	USD		485	AUD		630		(6)
JPMorgan Chase Bank		04/19/21	USD		434	CAD		550		3
JPMorgan Chase Bank		04/19/21	USD		578	CAD		722		(4)
JPMorgan Chase Bank		04/19/21	CAD		1,080	USD		864		5
JPMorgan Chase Bank		04/19/21	CAD		660	USD		519		(6)
JPMorgan Chase Bank		04/19/21	BRL		2,580	USD		446		(11)
JPMorgan Chase Bank		04/19/21 - 06/16/21	USD		6,700	JPY		719,537		(185)
JPMorgan Chase Bank		04/19/21 - 05/18/21	RUB		44,893	USD		605		13
JPMorgan Chase Bank		04/19/21	JPY		89,500	USD		852		42
JPMorgan Chase Bank		04/19/21	IDR		113,153,060	USD		8,071		303
JPMorgan Chase Bank		06/16/21	NZD		3,067	USD		2,198		51
JPMorgan Chase Bank		06/16/21	CAD		3,472	USD		2,745		(18)
Morgan Stanley		04/09/21	USD		1,018	EUR		843		(27)
Morgan Stanley		04/19/21	USD		371	AUD		480		(5)
Morgan Stanley		04/19/21	USD		373	NZD		520		(9)
Morgan Stanley		04/19/21	NZD		520	USD		373		9
Morgan Stanley		04/19/21	USD		4,248	RUB		324,170		34
Morgan Stanley		04/19/21	USD		3,480	NOK		29,940		28
Morgan Stanley		04/19/21	USD		1,103	NOK		9,370		(5)
Morgan Stanley		04/19/21	NOK		21,330	USD		2,524		25
Morgan Stanley		04/19/21	JPY		70,820	USD		672		31
Morgan Stanley		05/24/21	USD		132	MXN		2,769		2
Standard Bank		05/20/21	GBP		2,192	USD		3,050		26
State Street		06/16/21	USD		5,086	EUR		4,268		(62)
UBS		06/16/21	AUD		2,893	USD		2,228		24
									$	1,677

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021 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)
Transocean	Buy	1.00%	Quarterly		12/20/2022		235	$	51	$	33	$	18
CDX.NA HY.36	Buy	5.00%	Quarterly		06/20/2026		3,853		(344)		(327)		(17)
Republic of Turkey	Sell	1.00%	Quarterly		06/20/2026		(1,400)		(232)		(225)		(7)
CDS-DAIGR	Buy	1.00%	Quarterly		12/20/2024		1,290		(31)		(21)		(10)
CDS-DAIGR	Sell	1.00%	Quarterly		12/20/2024		(1,290)		28		11		17
CDX.NA.HY.30	Sell	5.00%	Quarterly		06/20/2023		(15,916)		1,087		540		547
CDX.NA.HY.34	Sell	5.00%	Quarterly		06/25/2025		(6,092)		551		(199)		750
CDX.NA.IG.34	Sell	1.00%	Quarterly		06/20/2023		(7,300)		111		81		30
CDX.NA.IG.34-V1	Sell	1.00%	Quarterly		06/20/2025		(26,200)		472		333		139
ICE CD Boeing Company	Sell	1.00%	Quarterly		06/20/2024		(525)		4		8		(4)
ICE CD CDXIG	Sell	1.00%	Quarterly		12/20/2024		(2,375)		43		46		(3)
ICE CD Chile	Sell	1.00%	Quarterly		06/20/2024		(410)		9		8		1
ICE CD Columbia	Sell	1.00%	Quarterly		12/20/2023		(4,600)		30		(27)		57
ICE CD Columbia	Sell	1.00%	Quarterly		06/20/2024		(2,410)		12		8		4
ICE CD General Electric	Sell	1.00%	Quarterly		06/20/2024		(1,225)		19		(9)		28

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 229

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Continued)

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)
ICE CD Kingdom of Saudi Arabia		Sell		1.00%		Quarterly		06/20/2024		(5,490	)	$	111	$	36	$	75
ICE CD Mexico		Sell		1.00%		Quarterly		06/20/2024		(1,160	)		12		(10)		22
ICE CD Peru		Sell		1.00%		Quarterly		06/20/2024		(2,040	)		33		24		9
ICE CD Peru		Sell		1.00%		Quarterly		12/20/2024		(1,620	)		26		27		(1)
ICE CD Philippines		Sell		1.00%		Quarterly		12/20/2023		(740	)		16		1		15
ICE CD Qatar		Sell		1.00%		Quarterly		06/20/2024		(400	)		9		6		3
ICE CD Qatar		Sell		1.00%		Quarterly		12/20/2024		(860	)		21		15		6
												$	2,038	$	359	$	1,679

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)
WIBR3M	PLN @ 0.25%		Quarterly		12/16/2021		PLN		22,350	$	(1)	$	(1)	$	–
GOLDMAN SACHS BANK USA INC (PA	USD-SOFRRATE		Annually		08/19/2045		USD		910		217		–		217
CITIGROUP GLOBAL MARKETS (PAS)	CMENA IR SWAP (SOFRRATE)		Annually		07/20/2045		USD		7,020		1,920		18		1,902
EURO6M	0.25%		Semi-Annual		06/16/2041		EUR		490		26		16		10
EURO6M	0.00%		Semi-Annual		06/16/2031		EUR		4,650		54		29		25
GBP BP0006M	GBP @ 0.5%		Semi-Annual		06/16/2031		GBP		600		48		42		6
MXIBTIIE	MXN @ 6.40%		Monthly		06/04/2031		MXN		40,230		76		7		69
EURO6M	(0.25)%		Semi-Annual		06/16/2028		EUR		4,740		48		41		7
6.25%	JIBA3M		Quarterly		06/17/2026		ZAR		9,140		1		1		–
EURO6M	(0.25)%		Semi-Annual		06/16/2026		EUR		3,440		(8)		(7)		(1)
MXN @ 5.55%	MXIBTIIE		Monthly		06/10/2026		MXN		5,730		1		–		1
USD - LIBOR - BBA	1.10%		Semi-Annual		12/18/2025		USD		17,937		(167)		–		(167)
0.75%	WIBR6M		Annually		12/16/2025		PLN		4,500		(25)		(1)		(24)
6.32%	BZDIOVRA		Monthly		01/02/2025		BRL		11,111		119		19		100
28-DAY MXN - TIIE	7.20%		Monthly		07/17/2024		MXN		365,383		880		–		880
EURO6M	(0.50)%		Semi-Annual		06/16/2024		EUR		5,900		14		18		(4)
BZDIOVRA	4.93%		Monthly		01/02/2024		BRL		3,450		(41)		1		(42)
KWCDC	1.00%		Quarterly		06/16/2023		KRW		11,402,540		29		37		(8)
2.75%	3-MONTH CNY -CNREPOFIX		Annually		06/16/2023		CNY		3,670		(2)		–		(2)
(0.50)%	EURO6M		Annually		06/16/2023		EUR		3,990		(1)		(4)		3
0.345%	WIBR6M		Annually		06/16/2023		PLN		2,055		(3)		–		(3)
28-DAY MXN - TIIE	4.70%		Monthly		06/14/2023		MXN		12,060		(6)		–		(6)
5.80%	BZDIOVRA		Monthly		01/02/2023		BRL		11,150		21		11		10
BZDIOVRA	4.23%		Monthly		01/02/2023		BRL		4,470		(29)		(1)		(28)
BZDIOVRA	3.39%		Monthly		01/03/2022		BRL		14,750		(23)		–		(23)
BZDIOVRA	4.12%		Monthly		01/03/2022		BRL		6,150		(4)		22		(26)
USD - LIBOR - BBA	1.60%		Quarterly		02/15/2047		USD		807		104		5		99
EURO6M	0.00%		Semi-Annual		06/16/2051		EUR		400		67		54		13
										$	3,315	$	307	$	3,008

A list of open OTC swap agreements held by the Fund at March 31, 2021 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 (Depreciation) (Thousands)

Citibank

1-DAY BRL - CETIP

0.07024%

Annually

01/04/2027

BRL

3,600

$

20

$

–

$

20

Citibank

1-DAY BRL - CETIP

0.07024%

Annually

01/04/2027

BRL

4,300

23

2

21

Citibank

1-DAY BRL - CETIP

0.07024%

Annually

01/04/2027

BRL

4,628

27

2

25

Citibank

1-DAY BRL - CETIP

6.87%

Annually

01/04/2027

BRL

15,030

117

–

117

230 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount   (Thousands)	Value (Thousands)		Upfront Payments   (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase	1-DAY BRL - CETIP	0.07044%	Annually	01/04/2027	BRL	3,000	$	17	$	–	$	17
							$	204	$	4	$	200

Percentages are based on Net Assets of $930,312 ($ 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, 2021, the value of these securities amounted to $336,954 ($ Thousands), representing 36.2% of the Net Assets of the Fund.

(B) Security, or a portion thereof, is owned through a holding entity, Bamboo Temple, LLC.

(C) Security is in default on interest payment.

(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) Perpetual security with no stated maturity date.

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

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

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

(I) 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, 2021 was $57 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

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

(K) No interest rate available.

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

ABS — Asset-Backed Security

AUD — Australian Dollar

BBA — British Bankers Association

BRL — Brazilian Real

CAD — Canadian Dollar

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan Onshore

CV — Convertible Security

DAC — Designated Activity Company

EUR — Euro

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

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

JSC — Joint-Stock Company

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

PLN — Polish Zloty

Pty — Proprietary

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor’s

SAR— Saudi Riyal

Ser — Series

SPX — Standard & Poor’s 500 Index

SEK — Swedish Krona

TIIE — Interbank Equilibrium Interest Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of March 31, 2021, 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		–		442,717		519		443,236
Loan Participations		–		111,088		–		111,088
Common Stock		105,606		207		57		105,870
Sovereign Debt		–		105,185		–		105,185
Mortgage-Backed Securities		–		65,738		–		65,738
Asset-Backed Securities		–		37,116		–		37,116
Convertible Bonds		–		7,150		316		7,466
Preferred Stock		119		1,857		2,367		4,343
Municipal Bond		–		279		–		279
Warrants		–		30		–		30
Total Investments in Securities		105,725		771,367		3,259		880,351

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		302			–			–		302
Written Options		(2,218	)		–			–		(2,218	)
Futures Contracts*
Unrealized Appreciation		1,139			–			–		1,139
Unrealized Depreciation		(4,598	)		–			–		(4,598	)
Forwards Contracts*
Unrealized Appreciation		–			2,459			–		2,459
Unrealized Depreciation		–			(782	)		–		(782	)
OTC Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			200			–		200
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			1,721			–		1,721
Unrealized Depreciation		–			(42	)		–		(42	)
Interest Rate Swaps*
Unrealized Appreciation		–			3,342			–		3,342
Unrealized Depreciation		–			(334	)		–		(334	)
Total Other Financial Instruments		(5,375	)		6,564			–		1,189

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 231

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Income Fund (Concluded)

* Futures contracts, forward contracts and swap contracts are valued at the unrealized appreciation

(depreciation) on the instrument.

(1) 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 Common Stock		Investments in Convertible Bond		Investments in Preferred Stock
Balance as of October 1, 2020	$	–		$	232		$	57	$	–	$	–
Accrued discounts/premiums		–			(5	)		–		–		–
Realized gain/(loss)		–			2			–		–		–
Change in unrealized appreciation/ (depreciation)		(1	)		65			–		–		–
Purchases		520			18			–		–		–
Sales		–			(312	)		–		–		–
Net transfer into Level 3		–			–			–		316		2,367
Net transfer out of Level 3		–			–			–		–		–
Ending Balance as of March 31, 2021	$	519		$	–		$	57	$	316	$	2,367
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(1	)	$	65		$	–	$	–	$	–

For the period ended March 31, 2021, 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.

232 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 64.4%
U.S. Treasury Bills
0.090%, 07/08/2021 (A)(B)	$	1,000	$	1,000
0.053%, 05/06/2021 (A)(B)		21,500		21,500
0.052%, 05/20/2021 (A)(B)		21,500		21,500
0.050%, 04/22/2021 (A)(B)		7,500		7,500
0.049%, 05/13/2021 (A)(B)		21,500		21,499
0.045%, 06/10/2021 (A)(B)		400		400
0.031%, 04/13/2021 (A)(B)		176		176
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025		19,102		22,374
2.000%, 01/15/2026		13,693		16,177
0.625%, 04/15/2023		30,982		32,976
0.625%, 01/15/2024		21,928		23,767
0.625%, 01/15/2026		11,746		13,055
0.500%, 04/15/2024		13,965		15,134
0.375%, 07/15/2023		28,578		30,606
0.375%, 07/15/2025		58,603		64,535
0.250%, 01/15/2025		31,359		34,046
0.125%, 01/15/2022		9,939		10,167
0.125%, 07/15/2022		36,680		38,126
0.125%, 01/15/2023		21,572		22,623
0.125%, 07/15/2024		7,513		8,128
0.125%, 10/15/2024		46,293		50,059
0.125%, 10/15/2025		22,003		23,959
0.125%, 07/15/2026		18,692		20,417
U.S. Treasury Notes
0.320%, VAR US Treasury 3 Month Bill Money Market Yield+0.300%, 10/31/2021 (A)		5,300		5,306
0.134%, VAR US Treasury 3 Month Bill Money Market Yield+0.114%, 04/30/2022 (A)		4,500		4,505

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.075%, VAR US Treasury 3 Month Bill Money Market Yield+0.055%, 07/31/2022 (A)	$	7,600	$	7,603
0.075%, VAR US Treasury 3 Month Bill Money Market Yield+0.055%, 10/31/2022 (A)		2,900		2,902
0.069%, VAR US Treasury 3 Month Bill Money Market Yield+0.049%, 01/31/2023 (A)		2,100		2,101
Total U.S. Treasury Obligations (Cost $499,613) ($ Thousands)				522,141
	Shares
COMMON STOCK — 30.4%
Communication Services — 2.5%
Activision Blizzard Inc		4,647		432
Alphabet Inc, Cl A *		1,132		2,335
Alphabet Inc, Cl C *		1,087		2,249
Anterix Inc *		1,229		58
AT&T Inc		92,447		2,798
ATN International Inc		175		9
Cogent Communications Holdings Inc		800		55
Electronic Arts Inc		1,876		254
Facebook Inc, Cl A *		8,722		2,569
Iridium Communications Inc *		2,421		100
Liberty Broadband Corp, Cl C *		986		148
Liberty Media Corp-Liberty Braves *		700		19
Liberty Media Corp-Liberty Formula One, Cl C *		1,100		48
Live Nation Entertainment Inc *		800		68
Lumen Technologies Inc		12,471		166
Madison Square Garden Entertainment Corp *		378		31
Madison Square Garden Sports Corp *		173		31
Match Group Inc *		647		89
Netflix Inc *		2,632		1,373
Pinterest Inc, Cl A *		1,721		127
Roku Inc, Cl A *		551		179
Shenandoah Telecommunications Co		500		24
Spotify Technology SA *		917		246
Take-Two Interactive Software Inc, Cl A *		1,000		177
T-Mobile US Inc *		7,335		919
Twitter Inc *		2,187		139
Verizon Communications Inc		55,414		3,222
ViacomCBS Inc, Cl B		2,385		107
Vonage Holdings Corp *		4,800		57
Walt Disney Co/The		10,567		1,950
Zillow Group Inc, Cl C *		500		65

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 233

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zynga Inc, Cl A *		3,891	$	40
				20,084
Consumer Staples — 7.9%
Albertsons Cos Inc		2,900		55
Altria Group Inc		52,831		2,703
Andersons Inc/The		1,700		47
Archer-Daniels-Midland Co		15,700		895
B&G Foods Inc, Cl A		1,029		32
BellRing Brands, Cl A *		800		19
Beyond Meat Inc *		1,500		195
BJ’s Wholesale Club Holdings Inc *		4,200		188
Boston Beer Co Inc/The, Cl A *		250		302
Brown-Forman Corp, Cl A		1,128		72
Brown-Forman Corp, Cl B		4,917		339
Bunge Ltd		3,636		288
Calavo Growers Inc		154		12
Cal-Maine Foods Inc		1,150		44
Campbell Soup Co		6,096		306
Casey’s General Stores Inc		697		151
Celsius Holdings Inc *		1,500		72
Central Garden & Pet Co, Cl A *		1,700		88
Church & Dwight Co Inc		7,279		636
Clorox Co/The		3,614		697
Coca-Cola Co/The		110,678		5,834
Coca-Cola Consolidated Inc		200		58
Colgate-Palmolive Co		24,423		1,925
Conagra Brands Inc		13,786		518
Constellation Brands Inc, Cl A		4,521		1,031
Costco Wholesale Corp		12,458		4,391
Coty Inc, Cl A		5,365		48
Darling Ingredients Inc *		3,636		268
Edgewell Personal Care Co		634		25
Energizer Holdings Inc		2,113		100
Estee Lauder Cos Inc/The, Cl A		6,343		1,845
Flowers Foods Inc		5,007		119
Freshpet Inc *		800		127
General Mills Inc		17,395		1,067
Grocery Outlet Holding Corp *		2,000		74
Hain Celestial Group Inc/The *		2,234		97
Herbalife Nutrition Ltd *		2,408		107
Hershey Co/The		4,294		679
Hormel Foods Corp		8,239		394
Hostess Brands Inc, Cl A *		3,770		54
Ingredion Inc		1,982		178
Inter Parfums Inc		100		7
J & J Snack Foods Corp		227		36
J M Smucker Co/The		3,414		432
John B Sanfilippo & Son Inc		500		45
Kellogg Co		7,212		456
Keurig Dr Pepper Inc		13,346		459
Kimberly-Clark Corp		9,958		1,385
Kraft Heinz Co/The		17,918		717

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kroger Co/The		21,436	$	771
Lamb Weston Holdings Inc		4,305		334
Lancaster Colony Corp		550		96
McCormick & Co Inc/MD		6,946		619
Medifast Inc		354		75
Molson Coors Beverage Co, Cl B		5,274		270
Mondelez International Inc, Cl A		40,204		2,353
Monster Beverage Corp *		9,821		895
National Beverage Corp, Cl A		600		29
Nu Skin Enterprises Inc, Cl A		1,143		60
PepsiCo Inc		39,192		5,544
Performance Food Group Co *		3,195		184
Philip Morris International Inc		44,589		3,957
Pilgrim’s Pride Corp *		1,078		26
Post Holdings Inc *		1,872		198
Primo Water Corp		4,125		67
Procter & Gamble Co/The		70,214		9,509
Reynolds Consumer Products Inc		1,300		39
Sanderson Farms Inc		601		94
Seaboard Corp		7		26
Simply Good Foods Co/The *		1,900		58
Spectrum Brands Holdings Inc		1,066		91
Sprouts Farmers Market Inc *		3,028		81
Sysco Corp, Cl A		13,729		1,081
TreeHouse Foods Inc *		1,231		64
Tyson Foods Inc, Cl A		8,158		606
United Natural Foods Inc *		1,600		53
US Foods Holding Corp *		6,256		238
USANA Health Sciences Inc *		600		58
Vector Group Ltd		1,429		20
Walgreens Boots Alliance Inc		19,715		1,082
Walmart Inc		39,328		5,342
WD-40 Co		361		110
				63,647
Energy — 7.7%
Antero Midstream Corp		21,800		197
Antero Resources Corp *		10,847		111
APA		21,748		389
Arch Resources Inc		1,200		50
Archrock Inc		9,200		87
Baker Hughes Co, Cl A		40,110		867
Brigham Minerals Inc, Cl A		1,383		20
Cabot Oil & Gas Corp		23,725		446
Cactus Inc, Cl A		2,400		74
ChampionX Corp *		11,738		255
Cheniere Energy Inc *		13,932		1,003
Chevron Corp		112,509		11,790
Cimarex Energy Co		5,389		320
Clean Energy Fuels Corp *		7,200		99
CNX Resources Corp *		11,660		171
ConocoPhillips		78,702		4,169
Continental Resources Inc/OK, Cl A		4,193		108

234 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Delek US Holdings Inc		3,533	$	77
Devon Energy Corp		33,348		729
DHT Holdings Inc		3,000		18
Diamondback Energy Inc, Cl A		8,978		660
DMC Global Inc		1,200		65
Dorian LPG Ltd *		3,800		50
Dril-Quip Inc *		2,488		83
EOG Resources Inc		36,198		2,625
EQT Corp *		16,298		303
Equitrans Midstream Corp		27,822		227
Exxon Mobil Corp		249,669		13,939
Frank’s International *		13,200		47
Frontline Ltd		6,986		50
Golar LNG Ltd		5,677		58
Green Plains Inc *		1,900		51
Halliburton Co		51,769		1,111
Helix Energy Solutions Group Inc *		6,312		32
Helmerich & Payne Inc		6,538		176
Hess Corp		16,120		1,141
HollyFrontier Corp		8,731		312
Kinder Morgan Inc		119,187		1,984
Kosmos Energy Ltd *		29,600		91
Liberty Oilfield Services Inc, Cl A		4,870		55
Magnolia Oil & Gas Corp, Cl A *		7,409		85
Marathon Oil Corp		45,362		484
Marathon Petroleum Corp		37,504		2,006
Matador Resources Co		5,400		127
Murphy Oil Corp		7,823		128
NexTier Oilfield Solutions Inc *		9,300		35
Nordic American Tankers Ltd		4,900		16
NOV Inc		23,723		326
Occidental Petroleum Corp		48,809		1,299
Oceaneering International Inc, Cl A *		3,277		37
ONEOK Inc		32,054		1,624
Ovintiv Inc		14,670		349
Par Pacific Holdings Inc *		3,495		49
Patterson-UTI Energy Inc		11,759		84
PBF Energy Inc, Cl A *		5,520		78
PDC Energy Inc, Cl A *		5,614		193
Phillips 66		26,374		2,151
Pioneer Natural Resources Co		11,672		1,854
ProPetro Holding Corp *		1,894		20
Range Resources Corp *		13,557		140
Renewable Energy Group Inc *		2,600		172
REX American Resources Corp *		307		26
Schlumberger NV, Cl A		82,198		2,235
Scorpio Tankers Inc		2,888		53
SFL Corp Ltd		5,683		46
SM Energy Co		4,000		66
Southwestern Energy Co *		39,622		184
Targa Resources Corp		13,859		440
Tellurian *		12,300		29

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Transocean Ltd *		31,635	$	112
Valero Energy Corp		23,947		1,715
Williams Cos Inc/The		73,244		1,735
World Fuel Services Corp		3,440		121
				62,059
Health Care — 5.9%
10X Genomics Inc, Cl A *		522		94
Abbott Laboratories		15,602		1,870
AbbVie Inc		15,791		1,709
ABIOMED Inc *		524		167
Acadia Healthcare Co Inc, Cl A *		1,266		72
ACADIA Pharmaceuticals Inc *		1,000		26
Acceleron Pharma Inc *		500		68
Adaptive Biotechnologies Corp *		1,146		46
Agilent Technologies Inc		3,098		394
Agios Pharmaceuticals Inc *		800		41
Alexion Pharmaceuticals Inc *		1,951		298
Align Technology Inc *		701		380
Allscripts Healthcare Solutions Inc *		1,658		25
Alnylam Pharmaceuticals Inc *		1,173		166
Amedisys Inc *		200		53
AmerisourceBergen Corp, Cl A		933		110
Amgen Inc, Cl A		5,380		1,339
Amicus Therapeutics Inc *		3,123		31
AMN Healthcare Services Inc *		700		52
Amphastar Pharmaceuticals Inc *		1,493		27
ANI Pharmaceuticals Inc *		300		11
Anthem Inc		2,183		784
Arena Pharmaceuticals Inc *		1,141		79
Arrowhead Pharmaceuticals Inc *		926		61
Avanos Medical Inc *		858		38
Avantor Inc *		2,606		75
Baxter International Inc		4,457		376
Becton Dickinson and Co		2,635		641
Biogen Inc *		1,392		389
Biohaven Pharmaceutical Holding Co Ltd *		600		41
BioMarin Pharmaceutical Inc *		1,643		124
Bio-Rad Laboratories Inc, Cl A *		202		115
Bio-Techne Corp		458		175
Bioxcel Therapeutics Inc *		1,100		47
Bluebird Bio Inc *		597		18
Blueprint Medicines Corp *		540		52
Boston Scientific Corp *		12,693		491
Bridgebio Pharma Inc *		1,050		65
Bristol-Myers Squibb Co		20,457		1,291
Bruker Corp		1,124		72
Cantel Medical Corp		404		32
Cardinal Health Inc		2,475		150
Cardiovascular Systems Inc *		256		10
CareDx Inc *		700		48
Catalent Inc *		1,529		161
Centene Corp *		4,850		310

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 235

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cerner Corp		3,481	$	250
Change Healthcare Inc *		1,100		24
Charles River Laboratories International Inc *		653		189
Chemed Corp		150		69
ChemoCentryx Inc *		900		46
Cigna Corp		3,221		779
CONMED Corp		400		52
Cooper Cos Inc/The, Cl A		472		181
CorVel Corp *		300		31
Covetrus Inc *		1,935		58
CVS Health Corp		11,278		848
Danaher Corp, Cl A		5,537		1,246
DaVita Inc *		658		71
Denali Therapeutics Inc *		800		46
DENTSPLY SIRONA Inc		1,904		121
Dexcom Inc *		917		330
Edwards Lifesciences Corp, Cl A *		7,041		589
Elanco Animal Health Inc *		4,300		127
Eli Lilly and Co		7,622		1,424
Emergent BioSolutions Inc *		700		65
Enanta Pharmaceuticals Inc *		1,100		54
Encompass Health Corp		1,078		88
Ensign Group Inc/The		379		36
Envista Holdings Corp *		1,700		69
Exact Sciences Corp *		1,239		163
Exelixis Inc *		2,304		52
Fate Therapeutics Inc *		800		66
FibroGen Inc *		1,486		52
Genprex Inc		16,100		69
Gilead Sciences Inc		11,994		775
Global Blood Therapeutics Inc *		800		33
Globus Medical Inc, Cl A *		900		55
Guardant Health Inc *		534		82
Haemonetics Corp *		628		70
Halozyme Therapeutics Inc *		1,268		53
HCA Healthcare Inc		2,459		463
Health Catalyst Inc *		1,000		47
HealthEquity Inc *		600		41
HealthStream Inc *		1,500		34
Henry Schein Inc *		1,103		76
Hill-Rom Holdings Inc		563		62
Hologic Inc *		2,517		187
Humana Inc		1,256		527
iBio		39,000		60
ICU Medical Inc *		224		46
IDEXX Laboratories Inc *		716		350
Illumina Inc *		1,453		558
Incyte Corp *		1,843		150
Insmed Inc *		855		29
Inspire Medical Systems Inc *		300		62
Insulet Corp *		510		133

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Integer Holdings Corp *		500	$	46
Integra LifeSciences Holdings Corp *		728		50
Intuitive Surgical Inc *		1,163		859
Invitae Corp *		648		25
Ionis Pharmaceuticals Inc *		1,376		62
Iovance Biotherapeutics Inc *		1,500		47
IQVIA Holdings Inc *		1,882		363
iRhythm Technologies Inc *		200		28
Ironwood Pharmaceuticals Inc, Cl A *		2,400		27
Jazz Pharmaceuticals PLC *		629		103
Johnson & Johnson		24,369		4,005
Karuna Therapeutics Inc *		500		60
Kodiak Sciences Inc *		400		45
Laboratory Corp of America Holdings *		833		212
LHC Group Inc *		500		96
Ligand Pharmaceuticals Inc *		278		42
Luminex Corp		1,000		32
Masimo Corp *		492		113
McKesson Corp		1,239		242
Medpace Holdings Inc *		300		49
Merck & Co Inc		22,893		1,765
Merit Medical Systems Inc *		600		36
Mesa Laboratories Inc		102		25
Mettler-Toledo International Inc *		210		243
Mirati Therapeutics Inc *		366		63
Moderna Inc *		2,309		302
ModivCare Inc *		205		30
Molina Healthcare Inc *		638		149
Natera Inc *		641		65
Nektar Therapeutics, Cl A *		2,584		52
Neogen Corp, Cl B *		469		42
NeoGenomics Inc *		1,022		49
Neurocrine Biosciences Inc *		928		90
Nevro Corp *		200		28
NextGen Healthcare Inc *		3,016		55
Novavax Inc *		538		98
Novocure Ltd *		900		119
NuVasive Inc *		600		39
Omnicell Inc *		650		84
Orthofix Medical Inc *		972		42
Pacific Biosciences of California Inc *		1,400		47
Pacira BioSciences Inc *		800		56
Patterson Cos Inc		777		25
Penumbra Inc *		450		122
PerkinElmer Inc		1,122		144
Pfizer Inc		50,235		1,820
PPD Inc *		2,100		79
PRA Health Sciences Inc *		698		107
Premier Inc, Cl A		600		20
PTC Therapeutics *		800		38
QIAGEN NV *		2,804		137
Quest Diagnostics Inc		933		120

236 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quidel Corp *		200	$	26
Regeneron Pharmaceuticals Inc *		923		437
Repligen Corp *		588		114
ResMed Inc		1,314		255
Sage Therapeutics Inc *		897		67
Sarepta Therapeutics Inc *		609		45
Scholar Rock Holding Corp *		1,000		51
Seagen Inc *		1,052		146
STAAR Surgical Co *		180		19
STERIS PLC		917		175
Stryker Corp		3,231		787
Supernus Pharmaceuticals Inc *		437		11
Syneos Health Inc, Cl A *		473		36
Tandem Diabetes Care Inc *		400		35
Teladoc Health Inc *		961		175
Teleflex Inc		392		163
Tenet Healthcare Corp *		1,100		57
TG Therapeutics Inc *		1,500		72
Thermo Fisher Scientific Inc		3,657		1,669
Turning Point Therapeutics Inc *		400		38
Twist Bioscience Corp *		400		50
Ultragenyx Pharmaceutical Inc *		476		54
United Therapeutics Corp *		461		77
UnitedHealth Group Inc		8,410		3,129
Universal Health Services Inc, Cl B		598		80
US Physical Therapy Inc		26		3
Varian Medical Systems Inc *		770		136
Veeva Systems Inc, Cl A *		1,170		306
Vertex Pharmaceuticals Inc *		2,428		522
Viatris Inc, Cl W *		8,940		125
Vir Biotechnology *		800		41
Waters Corp *		601		171
West Pharmaceutical Services Inc		570		161
Xencor Inc *		1,609		69
Zimmer Biomet Holdings Inc		1,846		296
Zoetis Inc, Cl A		4,343		684
				46,591
Industrials — 0.0%
HMS Holdings Corp *		500		19
KBR Inc		1,300		50
ManTech International Corp/VA, Cl A		256		22
				91
Information Technology — 1.9%
ACI Worldwide Inc *		592		23
Adobe Inc *		1,281		609
Amdocs Ltd		953		67
ANSYS Inc *		154		52
Aspen Technology Inc *		476		69
Autodesk Inc, Cl A *		463		128
Automatic Data Processing Inc		1,240		234
Avalara Inc *		300		40

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Black Knight Inc *		400	$	30
Blackbaud Inc, Cl A		100		7
Bottomline Technologies DE Inc *		717		32
Broadridge Financial Solutions Inc		400		61
Cadence Design Systems Inc *		982		135
Cass Information Systems Inc		800		37
CDK Global Inc		1,065		58
Citrix Systems Inc		300		42
Cloudflare Inc, Cl A *		700		49
Cognizant Technology Solutions Corp, Cl A		1,645		129
Cognyte Software Ltd *		600		17
CommVault Systems Inc *		400		26
Coupa Software Inc *		200		51
Crowdstrike Holdings Inc, Cl A *		500		91
Datadog Inc, Cl A *		675		56
DocuSign Inc, Cl A *		500		101
Ebix Inc		100		3
EPAM Systems Inc *		102		40
Euronet Worldwide Inc *		127		18
Fastly Inc, Cl A *		600		40
Fidelity National Information Services Inc, Cl B		1,618		228
Fiserv Inc, Cl A *		1,600		190
Five9 Inc *		300		47
FleetCor Technologies Inc *		205		55
Fortinet Inc *		350		65
Gartner Inc *		500		91
Genpact Ltd		700		30
Global Payments Inc		962		194
Guidewire Software Inc, Cl Z *		500		51
HubSpot Inc *		100		45
International Business Machines Corp		2,850		380
Intuit Inc		1,073		411
Jack Henry & Associates Inc		351		53
Manhattan Associates Inc *		714		84
Mastercard Inc, Cl A		2,652		944
Microsoft Corp		22,084		5,207
MicroStrategy Inc, Cl A *		105		71
MongoDB Inc, Cl A *		200		53
NortonLifeLock Inc		1,406		30
Nuance Communications Inc *		1,126		49
Okta Inc, Cl A *		400		88
Oracle Corp, Cl B		5,396		378
PagerDuty Inc *		1,465		59
Palo Alto Networks Inc *		296		95
Paychex Inc		1,175		115
Paycom Software Inc *		51		19
PayPal Holdings Inc *		3,077		747
Pegasystems Inc		470		54
Perspecta Inc		2,515		73
Progress Software Corp		922		41
Proofpoint Inc *		100		13

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 237

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PTC Inc *		600	$	83
QAD Inc, Cl A		677		45
Qualys Inc *		154		16
RingCentral Inc, Cl A *		200		60
salesforce.com Inc *		2,586		548
ServiceNow Inc *		512		256
Slack Technologies Inc, Cl A *		1,514		62
Splunk Inc *		458		62
Square Inc, Cl A *		1,070		243
SS&C Technologies Holdings Inc		560		39
StoneCo Ltd, Cl A *		700		43
Synopsys Inc *		561		139
Teradata Corp *		1,200		46
Trade Desk Inc/The, Cl A *		200		130
Twilio Inc, Cl A *		500		170
Verint Systems Inc *		600		27
Visa Inc, Cl A		5,087		1,077
VMware Inc, Cl A *		120		18
Western Union Co/The		605		15
WEX Inc *		200		42
Workday Inc, Cl A *		551		137
Zoom Video Communications Inc, Cl A *		552		177
Zscaler Inc *		300		52
				15,692
Real Estate — 3.1%
Acadia Realty Trust ‡		527		10
Agree Realty Corp ‡		900		61
Alexander & Baldwin Inc ‡		2,738		46
Alexandria Real Estate Equities Inc ‡		2,014		331
American Assets Trust Inc ‡		135		4
American Campus Communities Inc ‡		2,870		124
American Homes 4 Rent, Cl A ‡		5,494		183
American Tower Corp, Cl A ‡		8,427		2,015
Americold Realty Trust ‡		3,500		135
Apartment Income Corp ‡		3,622		155
Apartment Investment and Management Co, Cl A ‡		3,422		21
Apple Hospitality Inc ‡		6,014		88
AvalonBay Communities Inc ‡		2,953		545
Boston Properties Inc ‡		3,132		317
Brandywine Realty Trust ‡		1,921		25
Brixmor Property Group Inc ‡		5,385		109
Brookfield Property Inc, Cl A ‡		600		11
Camden Property Trust ‡		2,503		275
CareTrust Inc ‡		2,600		61
CBRE Group Inc, Cl A *‡		6,976		552
Colony Capital Inc ‡		1,266		8
Columbia Property Trust Inc ‡		350		6
CoreSite Realty Corp ‡		586		70
Corporate Office Properties Trust ‡		3,615		95
Cousins Properties Inc ‡		2,828		100
Crown Castle International Corp ‡		7,604		1,309

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CubeSmart ‡		4,481	$	170
CyrusOne Inc ‡		1,736		118
Digital Realty Trust Inc, Cl A ‡		4,857		684
Douglas Emmett Inc ‡		4,369		137
Duke Realty Corp ‡		6,565		275
EastGroup Properties Inc ‡		817		117
Empire State Realty Trust Inc, Cl A ‡		5,128		57
EPR Properties, Cl A ‡		2,153		100
Equinix Inc ‡		1,568		1,066
Equity Commonwealth ‡		650		18
Equity LifeStyle Properties Inc ‡		3,600		229
Equity Residential ‡		7,784		558
Essential Properties Realty Trust Inc ‡		1,802		41
Essex Property Trust Inc ‡		1,431		389
eXp World Holdings Inc *‡		1,900		87
Extra Space Storage Inc ‡		3,181		422
Federal Realty Investment Trust ‡		1,419		144
First Industrial Realty Trust Inc ‡		2,830		130
Forestar Group Inc *‡		4,100		95
Four Corners Property Trust Inc ‡		2,300		63
Franklin Street Properties Corp ‡		8,100		44
Gaming and Leisure Properties Inc ‡		5,101		216
Getty Realty Corp ‡		1,300		37
Global Net Lease Inc ‡		1,447		26
Healthcare Realty Trust Inc ‡		4,304		130
Healthcare Trust of America Inc, Cl A ‡		6,241		172
Healthpeak Properties Inc ‡		11,521		366
Highwoods Properties Inc ‡		2,151		92
Host Hotels & Resorts Inc ‡		14,088		237
Howard Hughes Corp/The *‡		1,109		106
Hudson Pacific Properties Inc ‡		4,182		113
Industrial Logistics Properties Trust ‡		1,400		32
Innovative Industrial Properties Inc, Cl A ‡		300		54
Invitation Homes Inc ‡		10,112		323
Iron Mountain Inc ‡		6,036		223
JBG SMITH Properties ‡		3,600		114
Jones Lang LaSalle Inc ‡		1,024		183
Kennedy-Wilson Holdings Inc ‡		1,545		31
Kilroy Realty Corp ‡		2,628		172
Kimco Realty Corp ‡		6,927		130
Kite Realty Group Trust ‡		3,400		66
Lamar Advertising Co, Cl A ‡		1,784		168
Lexington Realty Trust, Cl B ‡		5,988		67
Life Storage Inc ‡		1,650		142
LTC Properties Inc ‡		285		12
Macerich Co/The ‡		1,197		14
Mack-Cali Realty Corp ‡		3,324		51
Marcus & Millichap Inc *‡		600		20
Medical Properties Trust Inc ‡		8,458		180
Mid-America Apartment Communities Inc ‡		2,519		364
Monmouth Real Estate Investment Corp, Cl A ‡		2,406		43

238 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
National Health Investors Inc ‡		941	$	68
National Retail Properties Inc ‡		3,300		145
National Storage Affiliates Trust ‡		2,043		82
Newmark Group Inc, Cl A ‡		3,459		35
Office Properties Income Trust ‡		433		12
Omega Healthcare Investors Inc ‡		5,274		193
Outfront Media Inc ‡		2,922		64
Paramount Group Inc ‡		1,707		17
Park Hotels & Resorts Inc ‡		6,954		150
Pebblebrook Hotel Trust ‡		2,977		72
Physicians Realty Trust ‡		3,578		63
Piedmont Office Realty Trust Inc, Cl A ‡		66		1
PotlatchDeltic Corp ‡		2,163		114
Prologis Inc ‡		13,295		1,409
PS Business Parks Inc ‡		602		93
Public Storage ‡		3,165		781
QTS Realty Trust Inc, Cl A ‡		502		31
Rayonier Inc ‡		3,008		97
Realty Income Corp ‡		7,669		487
Redfin Corp *‡		1,609		107
Regency Centers Corp ‡		3,449		196
Retail Opportunity Investments Corp ‡		1,900		30
Retail Properties of America Inc, Cl A ‡		2,190		23
Rexford Industrial Realty Inc ‡		2,128		107
RLJ Lodging Trust ‡		4,599		71
Ryman Hospitality Properties Inc *‡		972		75
Sabra Health Care Inc ‡		3,595		62
Saul Centers Inc ‡		834		33
SBA Communications Corp, Cl A ‡		1,975		548
Service Properties Trust ‡		2,918		35
Simon Property Group Inc ‡		6,531		743
SITE Centers Corp ‡		185		3
SL Green Realty ‡		1,753		123
Spirit Realty Capital Inc ‡		2,141		91
St Joe Co/The ‡		1,367		59
STAG Industrial Inc ‡		3,378		114
STORE Capital Corp ‡		5,355		179
Sun Communities Inc ‡		1,852		278
Sunstone Hotel Investors Inc ‡		6,306		79
Terreno Realty Corp ‡		1,178		68
UDR Inc ‡		6,488		285
Uniti Group Inc ‡		4,762		53
Universal Health Realty Income Trust ‡		400		27
Urban Edge Properties ‡		3,148		52
Ventas Inc ‡		8,383		447
VEREIT Inc ‡		4,024		155
VICI Properties Inc ‡		8,100		229
Vornado Realty Trust ‡		3,078		140
Washington Real Estate Investment Trust ‡		2,778		61
Weingarten Realty Investors ‡		962		26
Welltower Inc ‡		8,856		634
Weyerhaeuser Co ‡		13,592		484

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WP Carey Inc ‡		4,179	$	296
Xenia Hotels & Resorts Inc *‡		2,300		45
				25,356
Utilities — 1.6%
AES Corp/The		8,142		218
Alliant Energy Corp		3,628		197
Ameren Corp		3,054		248
American Electric Power Co Inc		6,079		515
American States Water Co		600		45
American Water Works Co Inc		1,659		249
Atmos Energy Corp		1,173		116
Avangrid Inc		1,200		60
Avista Corp		400		19
Black Hills Corp, Cl A		1,000		67
Brookfield Infrastructure, Cl A		1,255		96
Brookfield Renewable, Cl A		1,400		66
Brookfield Renewable Partners (C)		856		36
California Water Service Group, Cl A		1,300		73
CenterPoint Energy Inc		7,208		163
Chesapeake Utilities Corp		600		70
Clearway Energy Inc, Cl C		1,319		37
CMS Energy Corp		2,704		166
Consolidated Edison Inc		4,544		340
Dominion Energy Inc		10,007		760
DTE Energy Co		2,733		364
Duke Energy Corp		9,123		881
Edison International		5,080		298
Entergy Corp		2,793		278
Essential Utilities Inc		2,403		108
Evergy Inc		2,501		149
Eversource Energy		4,082		353
Exelon Corp		11,762		514
FirstEnergy Corp		7,122		247
Hawaiian Electric Industries Inc		228		10
IDACORP Inc, Cl A		800		80
MDU Resources Group Inc		3,045		96
MGE Energy Inc		500		36
Middlesex Water Co		800		63
National Fuel Gas Co		337		17
New Jersey Resources Corp		172		7
NextEra Energy Inc		24,844		1,878
NiSource Inc		4,246		102
NRG Energy Inc		2,105		79
OGE Energy Corp		1,715		56
ONE Gas Inc		494		38
Ormat Technologies Inc		400		31
PG&E Corp *		16,661		195
Pinnacle West Capital Corp		1,550		126
PNM Resources Inc		1,652		81
Portland General Electric Co		1,076		51
PPL Corp		9,316		269
Public Service Enterprise Group Inc		5,837		351

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 239

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Sempra Energy		3,584	$	475
SJW Group		900		57
Southern Co/The		12,824		797
Southwest Gas Holdings Inc		376		26
Sunnova Energy International Inc *		1,100		45
UGI Corp		1,847		76
Unitil Corp		600		27
Vistra Corp		7,078		125
WEC Energy Group Inc		3,415		320
Xcel Energy Inc		6,274		417
				12,664
Total Common Stock
(Cost $173,903) ($ Thousands)				246,184
	Face Amount   (Thousands)
CORPORATE OBLIGATIONS — 14.7%
Communication Services — 1.0%
AT&T
3.500%, 09/15/2053 (D)	$	466		429
2.750%, 06/01/2031		181		180
Baidu
3.425%, 04/07/2030		201		210
Cable One
4.000%, 11/15/2030 (D)		387		383
CCO Holdings
5.000%, 02/01/2028 (D)		282		298
4.000%, 03/01/2023 (D)		603		609
Lumen Technologies
4.500%, 01/15/2029 (D)		596		581
Netflix
5.875%, 11/15/2028		812		982
T-Mobile USA
3.375%, 04/15/2029		196		198
2.875%, 02/15/2031		374		361
2.625%, 04/15/2026		186		189
TWDC Enterprises 18 MTN
4.125%, 06/01/2044		288		326
Verizon Communications
5.012%, 04/15/2049		11		14
4.862%, 08/21/2046		279		334
3.400%, 03/22/2041		1,193		1,206
2.987%, 10/30/2056 (D)		109		96
ViacomCBS
4.950%, 01/15/2031		223		264
Weibo
3.375%, 07/08/2030		1,395		1,387
				8,047

Description		Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 2.1%
1011778 BC ULC / New Red Finance Inc
3.500%, 02/15/2029 (D)	$		813	$	792
Alibaba Group Holding
2.125%, 02/09/2031			1,209		1,151
AutoNation
4.750%, 06/01/2030			148		170
Booking Holdings
4.625%, 04/13/2030			1,080		1,257
Clarios Global
4.375%, 05/15/2026 (D)	EUR		155		189
Cox Communications
2.950%, 06/30/2023 (D)	$		240		251
CSC Holdings
6.750%, 11/15/2021			160		164
Expedia Group
6.250%, 05/01/2025 (D)			24		28
Falabella
3.750%, 10/30/2027			300		323
General Motors
6.800%, 10/01/2027			201		249
6.125%, 10/01/2025			145		170
General Motors Financial
5.100%, 01/17/2024			858		949
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (D)			413		416
Harley-Davidson Financial Services
3.350%, 06/08/2025 (D)			1,308		1,370
Hilton Domestic Operating
4.000%, 05/01/2031 (D)			1,074		1,074
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (D)			300		292
Las Vegas Sands
3.200%, 08/08/2024			350		365
2.900%, 06/25/2025			600		614
Lear
3.800%, 09/15/2027			97		106
3.500%, 05/30/2030			312		325
Levi Strauss
3.500%, 03/01/2031 (D)			401		387
Marriott International
5.750%, 05/01/2025			68		78
Mattel
3.750%, 04/01/2029 (D)			339		343
3.375%, 04/01/2026 (D)			338		349
MercadoLibre
2.375%, 01/14/2026			200		198
Newell Brands
4.875%, 06/01/2025			71		78
4.700%, 04/01/2026			289		320
Nissan Motor
4.345%, 09/17/2027 (D)			1,086		1,181

240 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ralph Lauren
2.950%, 06/15/2030	$	1,299	$	1,339
Ross Stores
4.700%, 04/15/2027		842		958
Royal Caribbean Cruises
11.500%, 06/01/2025 (D)		525		612
10.875%, 06/01/2023 (D)		292		336
Time Warner Cable
4.500%, 09/15/2042		330		352
Wynn Macau
5.625%, 08/26/2028 (D)		348		364
				17,150
Consumer Staples — 1.0%
Albertsons
3.500%, 03/15/2029 (D)		408		389
Altria Group
4.800%, 02/14/2029		167		192
3.400%, 05/06/2030		745		777
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		755		970
4.600%, 06/01/2060		444		499
BAT Capital
4.700%, 04/02/2027		475		534
2.726%, 03/25/2031		521		506
2.259%, 03/25/2028		1,337		1,315
BRF GmbH
4.350%, 09/29/2026		299		306
Cencosud
5.150%, 02/12/2025		724		808
Coca-Cola Femsa
2.750%, 01/22/2030		326		330
1.850%, 09/01/2032		320		292
InRetail Consumer
3.250%, 03/22/2028 (D)		321		319
Tyson Foods
3.950%, 08/15/2024		715		781
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (D)(E)		660		7
				8,025
Energy — 1.5%
Baker Hughes a GE
3.337%, 12/15/2027		501		535
BP Capital Markets America
2.939%, 06/04/2051		1,261		1,122
Cenovus Energy
5.375%, 07/15/2025		248		278
4.250%, 04/15/2027		52		56
Chevron USA
5.250%, 11/15/2043		593		765

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Enbridge Energy Partners
7.375%, 10/15/2045	$	688	$	971
Energy Transfer
6.250%, 04/15/2049		413		483
Energy Transfer Operating
5.200%, 02/01/2022		465		477
Eni
4.250%, 05/09/2029 (D)		900		1,004
Husky Energy
4.400%, 04/15/2029		1,334		1,423
Marathon Petroleum
6.500%, 03/01/2041		175		232
5.125%, 12/15/2026		227		265
Oleoducto Central
4.000%, 07/14/2027 (D)		438		463
ONEOK
6.350%, 01/15/2031		142		178
Pertamina Persero MTN
6.450%, 05/30/2044		450		557
Petroleos Mexicanos
6.840%, 01/23/2030		181		184
Petroleos Mexicanos MTN
6.750%, 09/21/2047		380		326
Saudi Arabian Oil
2.250%, 11/24/2030 (D)		328		314
Tengizchevroil Finance International
3.250%, 08/15/2030 (D)		262		261
TransCanada PipeLines
6.100%, 06/01/2040		915		1,185
Transocean Poseidon
6.875%, 02/01/2027 (D)		294		272
Valero Energy
2.700%, 04/15/2023		488		507
Williams
3.900%, 01/15/2025		217		235
				12,093
Financials — 5.1%
ABN AMRO Bank
4.750%, 07/28/2025 (D)		269		301
AIB Group MTN
4.750%, 10/12/2023 (D)		300		328
Aircastle
5.250%, 08/11/2025 (D)		456		497
5.000%, 04/01/2023		37		39
4.400%, 09/25/2023		454		484
4.250%, 06/15/2026		62		66
4.125%, 05/01/2024		181		191
2.850%, 01/26/2028 (D)		904		860
Alleghany
3.625%, 05/15/2030		931		1,003

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 241

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Express
3.622%, VAR ICE LIBOR USD 3 Month+3.428%(F)	$	66	$	66
3.469%, VAR ICE LIBOR USD 3 Month+3.285%(F)		521		516
Australia & New Zealand Banking Group
4.400%, 05/19/2026 (D)		400		448
Aviation Capital Group
5.500%, 12/15/2024 (D)		455		509
4.875%, 10/01/2025 (D)		182		198
4.375%, 01/30/2024 (D)		161		171
4.125%, 08/01/2025 (D)		6		6
3.875%, 05/01/2023 (D)		395		412
3.500%, 11/01/2027 (D)		165		170
2.875%, 01/20/2022 (D)		75		76
1.950%, 01/30/2026 (D)		442		430
Banco de Credito del Peru MTN
3.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 07/01/2030 (D)(F)		755		755
Banco Santander
5.179%, 11/19/2025		1,200		1,365
Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand
5.375%, 04/17/2025 (D)		364		409
Bank of America
6.500%, VAR ICE LIBOR USD 3 Month+4.174%(F)		362		405
6.300%, VAR ICE LIBOR USD 3 Month+4.553%(F)		233		268
Bank of America MTN
3.124%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023 (F)		1,200		1,226
Bank of New York Mellon
4.700%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.358%(F)		203		220
Barclays
3.684%, 01/10/2023		695		711
BNP Paribas
1.323%, VAR United States Secured Overnight Financing Rate+1.004%, 01/13/2027 (D)(F)		320		313
Capital One Financial
3.991%, VAR ICE LIBOR USD 3 Month+3.800%(F)		403		401
2.600%, 05/11/2023		416		433
CDBL Funding 1 MTN
3.500%, 10/24/2027		620		657

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Charles Schwab
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971%(F)	$	409	$	453
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.168%(F)		756		765
China Cinda 2020 I Management MTN
3.125%, 03/18/2030		635		640
CITIC MTN
2.850%, 02/25/2030		343		340
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(F)		311		326
4.672%, VAR ICE LIBOR USD 3 Month+4.478%(F)		283		284
4.289%, VAR ICE LIBOR USD 3 Month+4.095%(F)		320		318
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.597%(F)		359		363
Cooperatieve Rabobank UA
4.375%, 08/04/2025		657		728
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.598%(D)(F)		200		216
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%(F)		645		682
6.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.822%(D)(F)		365		389
Danske Bank
3.244%, VAR ICE LIBOR USD 3 Month+1.591%, 12/20/2025 (D)		900		958
Deutsche Bank NY
3.961%, VAR United States Secured Overnight Financing Rate+2.581%, 11/26/2025		315		341
2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026		347		348
Discover Bank
4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028		475		507
Discover Financial Services
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.783%(F)		1,308		1,452
Fifth Third Bancorp
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.215%(F)		247		262

242 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goldman Sachs Group MTN
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023	$	728	$	749
1.790%, VAR ICE LIBOR USD 3 Month+1.600%, 11/29/2023		900		926
Guardian Life Insurance of America
4.850%, 01/24/2077 (D)		145		168
HSBC Holdings
4.292%, VAR ICE LIBOR USD 3 Month+1.348%, 09/12/2026		261		288
4.041%, VAR ICE LIBOR USD 3 Month+1.546%, 03/13/2028		552		604
ING Groep
1.726%, VAR United States Secured Overnight Financing Rate+1.005%, 04/01/2027		1,191		1,189
JPMorgan Chase
4.005%, VAR ICE LIBOR USD 3 Month+3.800%(F)		289		290
3.682%, VAR ICE LIBOR USD 3 Month+3.470%(F)		349		348
3.522%, VAR ICE LIBOR USD 3 Month+3.320%(F)		171		170
2.083%, VAR United States Secured Overnight Financing Rate+1.850%, 04/22/2026		605		621
Lincoln National
4.200%, 03/15/2022		355		368
MetLife
5.700%, 06/15/2035		80		108
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (D)		275		285
Morgan Stanley
4.051%, VAR ICE LIBOR USD 3 Month+3.810%(F)		883		883
3.851%, VAR ICE LIBOR USD 3 Month+3.610%(F)		84		84
Morgan Stanley MTN
5.000%, 11/24/2025		171		197
3.591%, VAR ICE LIBOR USD 3 Month+1.340%, 07/22/2028		854		931
Natwest Group
8.625%, VAR USD Swap Semi 30/360 5 Yr Curr+7.598%(F)		425		435
2.523%, VAR ICE LIBOR USD 3 Month+2.320%(F)		600		585
Navient
6.625%, 07/26/2021		770		784
Navient MTN
7.250%, 01/25/2022		52		54
OEC Finance
7.125%, 12/26/2046 (D)		240		38

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Santander Holdings USA
4.400%, 07/13/2027	$	405	$	450
SLM
4.200%, 10/29/2025		699		734
Standard Chartered
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.723%(D)(F)		200		217
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+6.301%(F)		412		431
1.722%, VAR ICE LIBOR USD 3 Month+1.510%(D)(F)		400		374
Standard Chartered MTN
4.300%, 02/19/2027 (D)		475		514
State Street
2.901%, VAR United States Secured Overnight Financing Rate+2.600%, 03/30/2026		63		67
Synchrony Financial
4.500%, 07/23/2025		945		1,046
Truist Financial
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.349%(F)		829		903
UBS Group
7.125%, VAR USSW5YF+5.883%(F)		606		617
UniCredit
2.569%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.300%, 09/22/2026 (D)		1,335		1,340
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month+2.914%(F)		474		520
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month+3.580%, 05/15/2053		258		276
Wells Fargo
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.453%(F)		327		330
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		433		447
				41,677
Health Care — 0.5%
Banner Health
1.897%, 01/01/2031		250		238
Centene
4.250%, 12/15/2027		146		153
Cigna
4.375%, 10/15/2028		382		435
4.125%, 11/15/2025		286		319
3.750%, 07/15/2023		87		93

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 243

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CVS Health
5.050%, 03/25/2048	$	513	$	628
Sutter Health
1.321%, 08/15/2025		630		628
Takeda Pharmaceutical
4.400%, 11/26/2023		820		896
Utah Acquisition Sub
3.950%, 06/15/2026		437		481
				3,871
Industrials — 0.9%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		190		222
4.450%, 04/03/2026		173		187
Air Lease
3.875%, 07/03/2023		75		80
3.625%, 04/01/2027		40		42
Air Lease MTN
4.250%, 02/01/2024		296		321
2.875%, 01/15/2026		244		253
Alfa
5.250%, 03/25/2024 (D)		660		722
Allison Transmission
3.750%, 01/30/2031 (D)		605		586
Delta Air Lines
4.750%, 10/20/2028 (D)		475		516
4.500%, 10/20/2025 (D)		409		436
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (D)		236		259
5.400%, 02/01/2027		670		698
ENA Master Trust
4.000%, 05/19/2048 (D)		272		276
GE Capital European Funding Unlimited MTN
4.625%, 02/22/2027	EUR	150		220
GFL Environmental
3.500%, 09/01/2028 (D)	$	610		592
Lima Metro Line 2 Finance
5.875%, 07/05/2034		234		274
4.350%, 04/05/2036 (D)		225		238
Odebrecht Holdco Finance
0.000%, 09/10/2058 (B)(D)		294		7
Rumo Luxembourg Sarl
5.875%, 01/18/2025 (D)		409		432
Southwest Airlines
5.250%, 05/04/2025		513		584
TransDigm
6.250%, 03/15/2026 (D)		405		429
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		149
				7,523

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 1.0%
Broadcom
5.000%, 04/15/2030	$	243	$	276
4.150%, 11/15/2030		855		924
4.110%, 09/15/2028		688		751
3.500%, 01/15/2028		161		171
3.500%, 02/15/2041 (D)		558		531
Infor
1.750%, 07/15/2025 (D)		340		343
Mastercard
3.300%, 03/26/2027		330		362
Micron Technology
4.185%, 02/15/2027		1,182		1,312
NXP BV
2.700%, 05/01/2025 (D)		106		111
Oracle
2.500%, 04/01/2025		834		875
Prosus
3.680%, 01/21/2030 (D)		569		587
SK Hynix
2.375%, 01/19/2031 (D)		290		274
Tencent Holdings MTN
3.240%, 06/03/2050 (D)		439		403
2.390%, 06/03/2030		320		309
1.810%, 01/26/2026 (D)		649		651
				7,880
Materials — 1.1%
Alpek
4.250%, 09/18/2029 (D)		203		215
3.250%, 02/25/2031 (D)		483		478
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (D)		538		532
Axalta Coating Systems
3.375%, 02/15/2029 (D)		648		632
Cemex
3.875%, 07/11/2031 (D)		610		595
DuPont de Nemours
4.493%, 11/15/2025		690		779
4.205%, 11/15/2023		690		749
Eastman Chemical Co
3.800%, 03/15/2025		318		346
Fresnillo
4.250%, 10/02/2050 (D)		1,335		1,312
GUSAP III
4.250%, 01/21/2030 (D)		675		710
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (D)		342		372
Industrias Penoles
4.750%, 08/06/2050 (D)		295		305
INEOS Quattro Finance 2
2.500%, 01/15/2026 (D)	EUR	333		391

244 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ingevity
3.875%, 11/01/2028 (D)	$	537	$	521
Inversiones CMPC
4.375%, 05/15/2023		389		410
Nutrition & Biosciences
1.832%, 10/15/2027 (D)		232		227
Suzano Austria GmbH
3.750%, 01/15/2031		173		179
Volcan Cia Minera SAA
4.375%, 02/11/2026 (D)		170		175
				8,928
Real Estate — 0.0%
Host Hotels & Resorts
3.750%, 10/15/2023		16		17
Rexford Industrial Realty
2.125%, 12/01/2030		266		248
				265
Utilities — 0.5%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (D)		304		315
Chile Electricity PEC
0.000%, 01/25/2028 (B)(D)		523		426
Comision Federal de Electricidad
3.348%, 02/09/2031 (D)		687		660
Enel Chile
4.875%, 06/12/2028		650		752
Israel Electric
5.000%, 11/12/2024 (D)		792		889
NextEra Energy Capital Holdings
2.750%, 05/01/2025		170		179
Perusahaan Listrik Negara MTN
6.150%, 05/21/2048		230		280
Star Energy Geothermal Darajat II
4.850%, 10/14/2038 (D)		340		370
Terraform Global Operating
6.125%, 03/01/2026 (D)		74		76
				3,947
Total Corporate Obligations
(Cost $116,868) ($ Thousands)				119,406
MORTGAGE-BACKED SECURITIES — 9.5%
Agency Mortgage-Backed Obligations — 1.8%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
6.044%, VAR ICE LIBOR USD 1 Month+6.150%,06/15/2047		1,701		407

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2017-4727, Cl SA, IO
6.094%, VAR ICE LIBOR USD 1 Month+6.200%,11/15/2047	$	1,362	$	294
FHLMC CMO, Ser 2020-4976, Cl MI, IO
4.500%,05/25/2050		3,161		577
FHLMC CMO, Ser 2020-4981, Cl HS, IO
5.991%, VAR ICE LIBOR USD 1 Month+6.100%,06/25/2050		4,291		728
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%,09/25/2050		2,421		447
FNMA CMO, Ser 2011-131, Cl ST, IO
6.431%, VAR ICE LIBOR USD 1 Month+6.540%,12/25/2041		858		170
FNMA CMO, Ser 2014-17, Cl SA, IO
5.941%, VAR ICE LIBOR USD 1 Month+6.050%,04/25/2044		2,175		532
FNMA CMO, Ser 2014-78, Cl SE, IO
5.991%, VAR ICE LIBOR USD 1 Month+6.100%,12/25/2044		1,388		267
FNMA CMO, Ser 2016-77, Cl DS, IO
5.891%, VAR ICE LIBOR USD 1 Month+6.000%,10/25/2046		1,384		296
FNMA CMO, Ser 2017-62, Cl AS, IO
6.041%, VAR ICE LIBOR USD 1 Month+6.150%,08/25/2047		1,632		342
FNMA CMO, Ser 2017-81, Cl SA, IO
6.091%, VAR ICE LIBOR USD 1 Month+6.200%,10/25/2047		1,731		407
FNMA CMO, Ser 2017-97, Cl LS, IO
6.091%, VAR ICE LIBOR USD 1 Month+6.200%,12/25/2047		1,939		482
FNMA CMO, Ser 2020-26, Cl GS, IO
5.891%, VAR ICE LIBOR USD 1 Month+6.000%,05/25/2050		2,188		379
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%,12/25/2050		5,097		846
FNMA TBA
2.500%,04/01/2043		7,725		7,922
GNMA CMO, Ser 2017-122, Cl SA, IO
6.089%, VAR ICE LIBOR USD 1 Month+6.200%,08/20/2047		1,185		263
GNMA CMO, Ser 2017-134, Cl SE, IO
6.089%, VAR ICE LIBOR USD 1 Month+6.200%,09/20/2047		1,113		223
				14,582
Non-Agency Mortgage-Backed Obligations — 7.7%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%,07/25/2035		61		54
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%,08/25/2036		251		196

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 245

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%,10/25/2036	$	218	$	161
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%,02/25/2036		137		124
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.106%, VAR ICE LIBOR USD 1 Month+1.000%,06/15/2035 (D)		1,000		999
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%,03/10/2037 (D)(F)		365		327
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.106%, VAR ICE LIBOR USD 1 Month+1.000%,11/15/2033 (D)		1,610		1,572
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
2.246%, VAR ICE LIBOR USD 1 Month+2.140%,10/15/2037 (D)		744		748
Bellemeade Re, Ser 2018-3A, Cl M1B
1.959%, VAR ICE LIBOR USD 1 Month+1.850%,10/25/2028 (D)		311		313
Bellemeade Re, Ser 2019-1A, Cl M1B
1.859%, VAR ICE LIBOR USD 1 Month+1.750%,03/25/2029 (D)		675		668
Bellemeade Re, Ser 2019-2A, Cl M1C
2.109%, VAR ICE LIBOR USD 1 Month+2.000%,04/25/2029 (D)		481		483
Bellemeade Re, Ser 2019-3A, Cl M1C
2.059%, VAR ICE LIBOR USD 1 Month+1.950%,07/25/2029 (D)		340		339
Bellemeade Re, Ser 2019-3A, Cl M1B
1.709%, VAR ICE LIBOR USD 1 Month+1.600%,07/25/2029 (D)		466		468
Bellemeade Re, Ser 2019-4A, Cl M1B
2.109%, VAR ICE LIBOR USD 1 Month+2.000%,10/25/2029 (D)		675		676
Bellemeade Re, Ser 2020-2A, Cl M1B
3.309%, VAR ICE LIBOR USD 1 Month+3.200%,08/26/2030 (D)		403		406
Bellemeade Re, Ser 2020-3A, Cl M1B
2.959%, VAR ICE LIBOR USD 1 Month+2.850%,10/25/2030 (D)		266		269
Bellemeade Re, Ser 2020-4A, Cl M2A
2.709%, VAR ICE LIBOR USD 1 Month+2.600%,06/25/2030 (D)		320		320
Bellemeade Re, Ser 2021-1A, Cl M1C
2.967%, VAR SOFR30A+2.950%,03/25/2031 (D)		437		437
BHMS, Ser 2018-ATLS, Cl A
1.356%, VAR ICE LIBOR USD 1 Month+1.250%,07/15/2035 (D)		774		774

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Trust, Ser 2018-EXCL, Cl A
1.194%, VAR ICE LIBOR USD 1 Month+1.088%,09/15/2037 (D)	$	867	$	841
CCUBS Commercial Mortgage Trust, Ser 2017-C1, Cl A4
3.544%,11/15/2050 (F)		1,115		1,220
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%,05/10/2058		670		725
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%,03/13/2035 (D)		915		954
Chase Mortgage Finance Trust, Ser 2007- S5, Cl 1A17
6.000%,07/25/2037		108		75
Chase Mortgage Finance, Ser 2019-CL1, Cl M3
2.209%, VAR ICE LIBOR USD 1 Month+2.100%,04/25/2047 (D)		140		142
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%,05/25/2036		150		107
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%,09/25/2036		70		47
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.419%,04/10/2046 (D)(F)		343		346
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%,02/10/2048		980		1,046
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%,11/10/2048		435		479
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%,02/10/2049		540		590
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%, (F)		411		450
CLNY Trust, Ser 2019-IKPR, Cl D
2.131%, VAR ICE LIBOR USD 1 Month+2.025%,11/15/2038 (D)		680		661
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.759%,07/10/2046 (D)(F)		740		752
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%,10/10/2046		870		935
COMM Mortgage Trust, Ser 2015-3BP, Cl A
3.178%,02/10/2035 (D)		200		212
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%,08/10/2048		545		598

246 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%,02/10/2048	$	250	$	269
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%,04/12/2035 (D)		112		112
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.509%, VAR ICE LIBOR USD 1
Month+2.400%,04/25/2031 (D)		242		242
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.409%, VAR ICE LIBOR USD 1
Month+2.300%,08/25/2031 (D)		146		146
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.259%, VAR ICE LIBOR USD 1
Month+2.150%,09/25/2031 (D)		76		76
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.209%, VAR ICE LIBOR USD 1
Month+2.100%,06/25/2039 (D)		218		218
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.109%, VAR ICE LIBOR USD 1
Month+2.000%,07/25/2039 (D)		120		120
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.209%, VAR ICE LIBOR USD 1
Month+2.100%,09/25/2039 (D)		310		311
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.209%, VAR ICE LIBOR USD 1
Month+2.100%,10/25/2039 (D)		564		564
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
2.109%, VAR ICE LIBOR USD 1
Month+2.000%,01/25/2040 (D)		457		456
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%,06/15/2057		436		470
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%,11/15/2048		1,090		1,196
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.140%, VAR ICE LIBOR USD 1
Month+1.030%,12/19/2030 (D)		761		760
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.489%, VAR ICE LIBOR USD 1
Month+0.380%,12/25/2036		391		194
Eagle RE, Ser 2020-1, Cl M1A
1.009%, VAR ICE LIBOR USD 1
Month+0.900%,01/25/2030 (D)		790		788

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.017%, VAR
SOFR30A+2.000%,01/25/2051 (D)	$	152	$	152
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2
1.809%, VAR ICE LIBOR USD 1
Month+1.700%,01/25/2050 (D)		667		665
FHLMC STACR Remic Trust, Ser 2020-DNA5, Cl M2
2.817%, VAR
SOFR30A+2.800%,10/25/2050 (D)		740		744
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.159%, VAR ICE LIBOR USD 1
Month+2.050%,07/25/2049 (D)		52		52
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.059%, VAR ICE LIBOR USD 1
Month+1.950%,10/25/2049 (D)		467		467
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.259%, VAR ICE LIBOR USD 1
Month+2.150%,11/25/2048 (D)		363		359
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
1.959%, VAR ICE LIBOR USD 1
Month+1.850%,09/25/2049 (D)		319		317
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA3, Cl M2
2.609%, VAR ICE LIBOR USD 1
Month+2.500%,03/25/2030		450		459
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA1, Cl M2
3.659%, VAR ICE LIBOR USD 1
Month+3.550%,08/25/2029		633		649
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2B
2.759%, VAR ICE LIBOR USD 1
Month+2.650%,12/25/2029		649		653
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2
2.759%, VAR ICE LIBOR USD 1
Month+2.650%,12/25/2029		230		231
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA3, Cl M2
2.459%, VAR ICE LIBOR USD 1
Month+2.350%,04/25/2030		684		693
First Horizon Alternative Mortgage
Securities Trust, Ser 2006-FA3, Cl A9
6.000%,07/25/2036		147		101
FNMA Connecticut Avenue Securities,
Ser 2015-C01, Cl 1M2 4.409%, VAR ICE LIBOR USD 1
Month+4.300%,02/25/2025		257		260

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 247

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities,
Ser 2015-C02, Cl 2M2 4.109%, VAR ICE LIBOR USD 1
Month+4.000%,05/25/2025	$	98	$	99
FNMA Connecticut Avenue Securities,
Ser 2015-C02, Cl 1M2 4.109%, VAR ICE LIBOR USD 1
Month+4.000%,05/25/2025		342		346
FNMA Connecticut Avenue Securities,
Ser 2015-C03, Cl 1M2 5.109%, VAR ICE LIBOR USD 1
Month+5.000%,07/25/2025		343		352
FNMA Connecticut Avenue Securities,
Ser 2015-C03, Cl 2M2 5.109%, VAR ICE LIBOR USD 1
Month+5.000%,07/25/2025		207		209
FNMA Connecticut Avenue Securities,
Ser 2015-C04, Cl 1M2 5.809%, VAR ICE LIBOR USD 1
Month+5.700%,04/25/2028		143		152
FNMA Connecticut Avenue Securities,
Ser 2016-C05, Cl 2M2 4.559%, VAR ICE LIBOR USD 1
Month+4.450%,01/25/2029		471		490
FNMA Connecticut Avenue Securities,
Ser 2016-C06, Cl 1M2 4.359%, VAR ICE LIBOR USD 1
Month+4.250%,04/25/2029		179		187
FNMA Connecticut Avenue Securities,
Ser 2016-C07, Cl 2M2 4.459%, VAR ICE LIBOR USD 1
Month+4.350%,05/25/2029		158		165
FNMA Connecticut Avenue Securities,
Ser 2017-C01, Cl 1M2 3.659%, VAR ICE LIBOR USD 1
Month+3.550%, 07/25/2029		480		494
FNMA Connecticut Avenue Securities,
Ser 2017-C02, Cl 2M2C 3.759%, VAR ICE LIBOR USD 1
Month+3.650%,09/25/2029		719		740
FNMA Connecticut Avenue Securities,
Ser 2017-C04, Cl 2M2 2.959%, VAR ICE LIBOR USD 1
Month+2.850%,11/25/2029		595		602
GS Mortgage Securities Trust,
Ser 2011- GC5, Cl D 5.406%,08/10/2044 (D)		13		8
GS Mortgage Securities Trust,
Ser 2014- GC18, Cl D 4.989%,01/10/2047 (D)		679		222
GS Mortgage Securities Trust,
Ser 2014- GC22, Cl A5 3.862%,06/10/2047		789		855

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust,
Ser 2018- GS9, Cl A4 3.992%, (F)	$	1,350	$	1,510
GS Mortgage Securities Trust,
Ser 2019- BOCA, Cl A 1.306%, VAR ICE LIBOR USD 1
Month+1.200%,06/15/2038 (D)		331		332
GS Mortgage Securities Trust,
Ser 2019-SMP, Cl A 1.256%, VAR ICE LIBOR USD 1
Month+1.150%,08/15/2032 (D)		450		450
Home RE, Ser 2020-1, Cl M1B
3.359%, VAR ICE LIBOR USD 1
Month+3.250%,10/25/2030 (D)		620		631
HomeBanc Mortgage Trust,
Ser 2005-1,Cl A1
0.609%, VAR ICE LIBOR USD 1
Month+0.500%,03/25/2035		94		85
JPMBB Commercial Mortgage SecuritiesTrust,
Ser 23014-C21, Cl A5 3.775%,08/15/2047		925		998
JPMBB Commercial Mortgage Securities Trust,2
Ser 2014-C22, Cl XA, IO 0.829%, (F)		17,692		420
JPMBB Commercial Mortgage Securities Trust,
Ser 2015-C30, Cl A5 3.822%,07/15/2048		540		594
JPMBB Commercial Mortgage Securities Trust,
Ser 2015-C31, Cl A3 3.801%,08/15/2048		1,092		1,192
JPMCC Commercial Mortgage Securities Trust,
Ser 2017-JP7, Cl XA,IO 1.051%, (F)		6,625		311
JPMorgan Chase Commercial Mortgage Securities Trust,
Ser 2014-C20, Cl A5 3.805%,07/15/2047		900		971
JPMorgan Chase Commercial Mortgage Securities Trust,
Ser 2020-NNN, Cl EFL 1.956%, VAR ICE LIBOR USD 1
Month+1.850%,01/16/2037 (D)		67		66
LB-UBS Commercial Mortgage Trust,
Ser 2006-C6, Cl AJ 5.452%,09/15/2039 (F)		211		122
LSTAR Commercial Mortgage Trust,
Ser 2016-4, Cl A2 2.579%,03/10/2049 (D)		853		866
Morgan Stanley Bank of America Merrill Lynch Trust,
Ser 2014-C16, Cl A5 3.892%,06/15/2047		920		993
Morgan Stanley Capital I Trust,
Ser 2015- XLF2, Cl SNMA 2.056%, VAR ICE LIBOR USD 1
Month+1.950%,11/15/2026 (D)		204		177

248 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2016- UB12, Cl A4
3.596%, 12/15/2049	$	835	$	908
Mortgage Insurance-Linked Notes, Ser 2019-1, Cl M1
2.009%, VAR ICE LIBOR USD 1 Month+1.900%, 11/26/2029 (D)		553		554
Natixis Commercial Mortgage Securities Trust, Ser 2018-850T, Cl A
0.890%, VAR ICE LIBOR USD 1 Month+0.784%, 07/15/2033 (D)		910		904
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.606%, VAR ICE LIBOR USD 1 Month+1.500%, 07/15/2036 (D)		313		314
Oaktown Re V, Ser 2020-2A, Cl M1B 3.709%, VAR ICE LIBOR USD 1
Month+3.600%, 10/25/2030 (D)		1,107		1,125
PMT Credit Risk Transfer Trust, Ser 2019- 1R, Cl A
2.115%, VAR ICE LIBOR USD 1 Month+2.000%, 03/27/2024 (D)		148		141
PMT Credit Risk Transfer Trust, Ser 2019- 2R, Cl A
2.859%, VAR ICE LIBOR USD 1 Month+2.750%, 05/27/2023 (D)		315		311
PMT Credit Risk Transfer Trust, Ser 2019- 3R, Cl A
2.809%, VAR ICE LIBOR USD 1 Month+2.700%, 10/27/2022 (D)		93		94
PMT Credit Risk Transfer Trust, Ser 2020- 1R, Cl A
2.459%, VAR ICE LIBOR USD 1 Month+2.350%, 02/27/2023 (D)		314		312
Radnor RE, Ser 2019-1, Cl M1B 2.059%, VAR ICE LIBOR USD 1
Month+1.950%, 02/25/2029 (D)		423		424
Radnor RE, Ser 2019-2, Cl M1B 1.859%, VAR ICE LIBOR USD 1
Month+1.750%, 06/25/2029 (D)		486		485
Radnor RE, Ser 2020-1, Cl M1A 1.059%, VAR ICE LIBOR USD 1
Month+0.950%, 02/25/2030 (D)		289		289
Radnor RE, Ser 2020-2, Cl M1C 4.709%, VAR ICE LIBOR USD 1
Month+4.600%, 10/25/2030 (D)		446		455
STACR Trust, Ser 2018-DNA3, Cl M2 2.209%, VAR ICE LIBOR USD 1
Month+2.100%, 09/25/2048 (D)		295		294
Starwood Retail Property Trust, Ser 2014- STAR, Cl A
1.576%, VAR ICE LIBOR USD 1 Month+1.470%, 11/15/2027 (D)		1,611		1,184

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Traingle Re, Ser 2020-1, Cl M1B 4.009%, VAR ICE LIBOR USD 1
Month+3.900%, 10/25/2030 (D)	$	1,274	$	1,294
Traingle Re, Ser 2021-1, Cl M1B 3.109%, VAR ICE LIBOR USD 1
Month+3.000%, 08/25/2033 (D)		455		455
UBS Commercial Mortgage Trust, Ser 2018- C10, Cl A4
4.313%, 05/15/2051		1,155		1,310
UBS Commercial Mortgage Trust, Ser 2018- C8, Cl A4
3.983%, 02/15/2051		900		998
UBS Commercial Mortgage Trust, Ser 2018- C9, Cl A4
4.117%, (F)		1,410		1,574
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		596		614
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl C
4.463%, (F)		441		418
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%, 09/15/2048		483		522
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
1.922%, (F)		3,707		279
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.316%, (F)		925		965
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5
4.302%, 01/15/2052		106		120
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.609%, VAR ICE LIBOR USD 1 Month+5.500%, 11/25/2025 (D)		82		66
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.359%, VAR ICE LIBOR USD 1 Month+5.250%, 11/25/2025 (D)		277		220
				62,506
Total Mortgage-Backed Securities (Cost $75,729) ($ Thousands)				77,088

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 249

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 6.6%
FFCB
0.440%, VAR US Treasury 3 Month Bill Money Market Yield+0.420%, 11/07/2022	$	1,200	$	1,207
0.390%, VAR United States Secured Overnight Financing Rate+0.380%, 05/08/2023		7,900		7,962
0.320%, VAR United States Secured Overnight Financing Rate+0.310%, 11/07/2022		2,500		2,511
0.300%, 09/01/2023		300		300
0.290%, VAR US Treasury 3 Month Bill Money Market Yield+0.270%, 05/16/2022		3,000		3,007
0.145%, VAR United States Secured Overnight Financing Rate+0.135%, 11/06/2023		2,000		2,004
0.100%, VAR United States Secured Overnight Financing Rate+0.090%, 09/23/2022		500		500
0.070%, VAR United States Secured Overnight Financing Rate+0.060%, 01/13/2023		1,400		1,401
FHLB
0.620%, 02/26/2026		200		196
0.600%, 04/28/2023		1,000		1,000
FHLB DN(A)
0.330%, 06/18/2009 (B)		2,000		2,000
FHLMC
0.450%, 05/26/2023		1,000		1,001
0.400%, 05/24/2024		400		399
0.375%, 05/05/2023		1,000		1,004
0.375%, 07/21/2025		1,400		1,377
0.350%, 01/27/2023		1,200		1,201
FHLMC MTN
0.200%, VAR United States Secured Overnight Financing Rate+0.190%, 06/02/2022		1,000		1,002
0.160%, VAR United States Secured Overnight Financing Rate+0.150%, 03/04/2022		2,000		2,003
0.155%, VAR United States Secured Overnight Financing Rate+0.145%, 12/09/2021		1,500		1,501
0.140%, VAR United States Secured Overnight Financing Rate+0.130%, 08/05/2022		2,600		2,604

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FNMA
0.625%, 04/22/2025	$	1,300	$	1,296
0.500%, 06/17/2025		1,500		1,485
0.400%, 07/20/2023		400		400
0.400%, VAR United States Secured Overnight Financing Rate+0.390%, 04/15/2022		2,100		2,108
0.375%, 06/14/2024		700		700
0.370%, VAR United States Secured Overnight Financing Rate+0.360%, 01/20/2022		2,300		2,307
0.360%, VAR United States Secured Overnight Financing Rate+0.350%, 04/07/2022		3,800		3,813
0.330%, VAR United States Secured Overnight Financing Rate+0.320%, 10/22/2021		1,800		1,803
0.310%, VAR United States Secured Overnight Financing Rate+0.300%, 01/27/2022		1,700		1,704
0.250%, 05/22/2023		1,500		1,502
0.250%, 07/10/2023		1,100		1,101
0.250%, 11/27/2023		100		100
0.120%, VAR United States Secured Overnight Financing Rate+0.110%, 03/04/2022		1,000		1,001
Total U.S. Government Agency Obligations (Cost $53,401) ($ Thousands)				53,500
ASSET-BACKED SECURITIES — 1.9%
Automotive — 0.5%
Avis Budget Rental Car Funding AESOP, Ser 2016-1A, Cl A
2.990%, 06/20/2022 (D)		323		324
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024 (D)		930		991
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025 (D)		1,080		1,171
Exeter Automobile Receivables Trust, Ser 2019-3A, Cl B
2.580%, 08/15/2023 (D)		553		555
First Investors Auto Owner Trust, Ser 2020- 1A, Cl A
1.490%, 01/15/2025 (D)		296		298
Flagship Credit Auto Trust, Ser 2016-4, Cl D
3.890%, 11/15/2022 (D)		439		444

250 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing II, Ser 2017-1A, Cl A
2.960%, 10/25/2021 (D)	$	183	$	184
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (D)		74		74
Hertz Vehicle Financing II, Ser 2019-1A, Cl A
3.710%, 03/25/2023 (D)		85		85
Hertz Vehicle Financing II, Ser 2019-2A, Cl A
3.420%, 05/25/2025 (D)		112		112
				4,238
Credit Cards — 0.2%
Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/17/2024 (D)		437		437
World Financial Network Credit Card Master Trust, Ser 2018-B, Cl M
3.810%, 07/15/2025		710		720
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M
3.040%, 04/15/2026		770		790
				1,947
Other Asset-Backed Securities — 1.2%
Affirm Asset Securitization Trust, Ser 2020- A, Cl A
2.100%, 02/18/2025 (D)		552		558
Ballyrock CLO 15, Ser 2021-1A, Cl C
3.266%, VAR ICE LIBOR USD 3 Month+3.100%, 04/15/2034 (D)		600		600
Dryden 77 CLO, Ser 2020-77A, Cl A
2.182%, VAR ICE LIBOR USD 3 Month+2.000%, 05/20/2031 (D)		500		502
Dryden 78 CLO, Ser 2020-78A, Cl C
2.173%, VAR ICE LIBOR USD 3 Month+1.950%, 04/17/2033 (D)		620		624
Dryden 78 CLO, Ser 2020-78A, Cl D
3.223%, VAR ICE LIBOR USD 3 Month+3.000%, 04/17/2033 (D)		320		318
Elevation CLO, Ser 2020-11A, Cl C
2.441%, VAR ICE LIBOR USD 3 Month+2.200%, 04/15/2033 (D)		550		550
Goldentree Loan Management US CLO 7, Ser 2020-7A, Cl A
2.124%, VAR ICE LIBOR USD 3 Month+1.900%, 04/20/2031 (D)		755		755
Hardee’s Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048 (D)		390		432
Hardee’s Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050 (D)		271		280
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		867

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Invitation Homes Trust, Ser 2018-SFR2, Cl C
1.386%, VAR ICE LIBOR USD 1 Month+1.280%, 06/17/2037 (D)	$	228	$	229
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.408%, VAR ICE LIBOR USD 1 Month+1.300%, 07/17/2037 (D)		400		401
Kayne CLO 7, Ser 2020-7A, Cl C
2.223%, VAR ICE LIBOR USD 3 Month+2.000%, 04/17/2033 (D)		280		282
Magnetite XXVI, Ser 2020-26A, Cl A
1.991%, VAR ICE LIBOR USD 3 Month+1.750%, 07/15/2030 (D)		1,042		1,045
Marlette Funding Trust, Ser 2018-4A, Cl A
3.710%, 12/15/2028 (D)		6		6
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (D)		61		61
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051 (D)		329		330
OCP CLO, Ser 2020-18A, Cl A
2.024%, VAR ICE LIBOR USD 3 Month+1.800%, 04/20/2030 (D)		758		758
Prosper Marketplace Issuance Trust, Ser 2019-3A, Cl A
3.190%, 07/15/2025 (D)		8		9
SoFi Consumer Loan Program Trust, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (D)		25		25
SoFi Consumer Loan Program, Ser 2017-5, Cl A2
2.780%, 09/25/2026 (D)		114		115
SoFi Consumer Loan Program, Ser 2018-3, Cl A2
3.670%, 08/25/2027 (D)		60		60
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (D)		398		402
Voya CLO, Ser 2020-1A, Cl DR
3.091%, VAR ICE LIBOR USD 3 Month+2.850%, 04/15/2031 (D)		250		248
				9,457
Total Asset-Backed Securities (Cost $15,437) ($ Thousands)				15,642
SOVEREIGN DEBT — 1.8%
Abu Dhabi Government International Bond MTN
2.500%, 04/16/2025 (D)		477		503
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023		BRL    25,639		4,784

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 251

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Canadian Government Real Return Bond
0.500%, 12/01/2050		CAD     3,392	$	2,918
Colombia Government International Bond
3.125%, 04/15/2031		$        225		220
Dominican Republic International Bond
4.875%, 09/23/2032 (D)		923		941
Egypt Government International Bond MTN
5.875%, 02/16/2031 (D)		805		754
Financiera de Desarrollo
2.400%, 09/28/2027 (D)		1,068		1,053
Israel Government International Bond
3.875%, 07/03/2050		503		553
Malaysia Government International Bond
3.882%, 03/10/2022		MYR     4,695		1,153
Oman Government International Bond
6.250%, 01/25/2031 (D)		$        253		265
4.875%, 02/01/2025		200		208
Qatar Government International Bond
3.400%, 04/16/2025 (D)		298		324
Saudi Government International Bond MTN
2.900%, 10/22/2025 (D)		544		577
Uruguay Government International Bond
4.375%, 01/23/2031		187		216
Total Sovereign Debt
(Cost $14,918) ($ Thousands)				14,469
	Shares
FOREIGN COMMON STOCK — 0.3%
Ireland — 0.1%
Accenture PLC, Cl A		1,656		458
United Kingdom — 0.2%
Alkermes PLC *		111		2
Atlassian Corp PLC, Cl A *		500		105
Cushman & Wakefield PLC *‡		4,838		79
Horizon Therapeutics PLC *		2,028		187
LivaNova PLC *		557		41
Medtronic PLC		12,149		1,435
Perrigo Co PLC		430		18
Royalty Pharma PLC, Cl A		1,200		52
				1,919
Total Foreign Common Stock
(Cost $1,628) ($ Thousands)				2,377

Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State, GO
5.700%, 11/01/2021	$	645		$	665
New York — 0.1%
City of New York, Ser D, GO
1.923%, 08/01/2031		535			498
Port Authority of New York & New Jersey,
Ser AAA, RB
1.086%, 07/01/2023		515			523
					1,021
West Virginia — 0.1%
Tobacco Settlement Finance Authority, RB
Callable 12/01/2030 @ 100
3.000%, 06/01/2035		600			616
Total Municipal Bonds
(Cost $2,314) ($ Thousands)					2,302
	Number of Warrants
WARRANTS — 0.0%
Occidental Petroleum, Expires 08/06/2027
Strike Price $22 *		6,651			79
Total Warrants
(Cost $—) ($ Thousands)					79
Total Investments in Securities — 129.9%
(Cost $953,811) ($ Thousands)				$	1,053,188
	Shares
COMMON STOCK SOLD SHORT— (13.3)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *		(3,800	)		(124	)
Cable One Inc		(100	)		(183	)
Cardlytics Inc *		(100	)		(11	)
Charter Communications Inc, Cl A *		(1,474	)		(910	)
Comcast Corp, Cl A		(43,489	)		(2,353	)
Discovery Inc, Cl C *		(1,100	)		(41	)
DISH Network Corp, Cl A *		(2,248	)		(81	)
Interpublic Group of Cos Inc/The		(2,965	)		(87	)
Liberty Broadband Corp, Cl A *		(458	)		(66	)
Liberty Broadband Corp, Cl C *		(1,275	)		(191	)
New York Times Co/The, Cl A		(2,500	)		(127	)
News Corp, Cl A		(5,900	)		(150	)
News Corp, Cl B		(768	)		(18	)
Nexstar Media Group Inc, Cl A		(154	)		(22	)
Omnicom Group Inc		(841	)		(62	)
Sirius XM Holdings Inc		(16,000	)		(97	)

252 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
ViacomCBS Inc, Cl B		(5,920	)	$	(267	)
					(4,790	)
Consumer Discretionary — (8.9)%
Acushnet Holdings Corp		(600	)		(25	)
Adtalem Global Education Inc *		(347	)		(14	)
Advance Auto Parts Inc		(529	)		(97	)
Amazon.com Inc, Cl A *		(1,862	)		(5,761	)
American Axle & Manufacturing Holdings Inc *		(7,357	)		(71	)
Aramark		(4,948	)		(187	)
AutoZone Inc *		(146	)		(205	)
Best Buy Co Inc		(2,299	)		(264	)
Bloomin’ Brands Inc		(4,000	)		(108	)
Booking Holdings Inc *		(395	)		(920	)
BorgWarner Inc		(13,163	)		(610	)
Boyd Gaming Corp *		(2,581	)		(152	)
Bright Horizons Family Solutions Inc *		(1,690	)		(290	)
Brinker International Inc		(1,041	)		(74	)
Brunswick Corp/DE		(3,077	)		(293	)
Burlington Stores Inc *		(663	)		(198	)
Caesars Entertainment Inc *		(4,399	)		(385	)
Callaway Golf Co		(3,233	)		(86	)
Capri Holdings Ltd *		(3,956	)		(202	)
CarMax Inc *		(1,617	)		(215	)
Carnival Corp *		(10,671	)		(283	)
Carter’s Inc		(1,251	)		(111	)
Carvana Co, Cl A *		(512	)		(134	)
Cavco Industries Inc *		(56	)		(13	)
Century Communities Inc *		(1,241	)		(75	)
Chegg Inc *		(2,100	)		(180	)
Chipotle Mexican Grill Inc, Cl A *		(649	)		(922	)
Choice Hotels International Inc		(1,098	)		(118	)
Churchill Downs Inc		(1,200	)		(273	)
Cooper Tire & Rubber Co		(3,608	)		(202	)
Cooper-Standard Holdings Inc *		(900	)		(33	)
Cracker Barrel Old Country Store Inc		(300	)		(52	)
Crocs Inc *		(1,814	)		(146	)
Dana Inc		(8,223	)		(200	)
Darden Restaurants Inc		(3,260	)		(463	)
Deckers Outdoor Corp *		(1,034	)		(342	)
Dollar General Corp		(2,288	)		(464	)
Dollar Tree Inc *		(1,664	)		(190	)
Domino’s Pizza Inc		(999	)		(367	)
Dorman Products Inc *		(1,952	)		(200	)
DR Horton Inc		(10,859	)		(968	)
eBay Inc		(6,845	)		(419	)
Etsy Inc *		(900	)		(182	)
Expedia Group Inc		(1,167	)		(201	)
Five Below Inc *		(200	)		(38	)
Floor & Decor Holdings Inc, Cl A *		(1,100	)		(105	)
Foot Locker Inc, Cl A		(1,200	)		(68	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Ford Motor Co *		(205,792	)	$	(2,521	)
Fox Factory Holding Corp *		(1,822	)		(232	)
frontdoor Inc *		(200	)		(11	)
GameStop Corp, Cl A *		(400	)		(76	)
Gap Inc/The		(1,900	)		(57	)
Garmin Ltd		(5,299	)		(699	)
General Motors Co		(64,574	)		(3,710	)
Gentex Corp		(15,188	)		(542	)
Gentherm Inc *		(2,300	)		(170	)
Genuine Parts Co		(2,635	)		(305	)
G-III Apparel Group Ltd *		(2,400	)		(72	)
Goodyear Tire & Rubber Co/The		(14,530	)		(255	)
GoPro Inc, Cl A *		(1,939	)		(23	)
Grand Canyon Education Inc *		(555	)		(59	)
Grubhub Inc *		(432	)		(26	)
H&R Block Inc		(800	)		(17	)
Hanesbrands Inc		(12,191	)		(240	)
Harley-Davidson Inc, Cl A		(8,077	)		(324	)
Hasbro Inc		(4,310	)		(414	)
Helen of Troy Ltd *		(864	)		(182	)
Hilton Grand Vacations Inc *		(1,900	)		(71	)
Hilton Worldwide Holdings Inc *		(6,811	)		(824	)
Home Depot Inc/The		(9,079	)		(2,771	)
Installed Building Products Inc		(978	)		(108	)
iRobot *		(1,147	)		(140	)
Jack in the Box Inc		(713	)		(78	)
Johnson Outdoors Inc, Cl A		(205	)		(29	)
KB Home		(4,435	)		(206	)
Kohl’s Corp		(1,500	)		(89	)
Kontoor Brands Inc		(2,100	)		(102	)
L Brands Inc *		(2,081	)		(129	)
Las Vegas Sands Corp		(8,359	)		(508	)
Laureate Education Inc, Cl A *		(900	)		(12	)
La-Z-Boy Inc, Cl Z		(377	)		(16	)
LCI Industries		(1,612	)		(213	)
Lear Corp		(3,464	)		(628	)
Leggett & Platt Inc		(4,876	)		(223	)
Lennar Corp, Cl A		(8,901	)		(901	)
Lennar Corp, Cl B		(700	)		(58	)
LGI Homes Inc *		(972	)		(145	)
Lithia Motors Inc, Cl A		(200	)		(78	)
LKQ Corp *		(3,705	)		(157	)
Lowe’s Cos Inc		(6,496	)		(1,235	)
Lululemon Athletica Inc *		(3,572	)		(1,096	)
M/I Homes Inc *		(738	)		(44	)
Magnite Inc *		(500	)		(21	)
Malibu Boats Inc, Cl A *		(1,100	)		(88	)
Marriott International Inc/MD, Cl A		(6,441	)		(954	)
Marriott Vacations Worldwide Corp		(1,070	)		(186	)
Mattel Inc *		(10,669	)		(213	)
McDonald’s Corp		(17,494	)		(3,921	)
MDC Holdings Inc		(2,586	)		(154	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 253

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Meritage Homes Corp *		(1,303	)	$	(120	)
MGM Resorts International		(10,587	)		(402	)
Mohawk Industries Inc *		(1,766	)		(340	)
Motorcar Parts of America Inc *		(1,229	)		(28	)
Murphy USA Inc		(100	)		(14	)
Nautilus Inc *		(300	)		(5	)
Newell Brands Inc, Cl B		(13,437	)		(360	)
NIKE Inc, Cl B		(37,411	)		(4,972	)
Norwegian Cruise Line Holdings Ltd *		(8,138	)		(225	)
NVR Inc *		(137	)		(645	)
Ollie’s Bargain Outlet Holdings Inc *		(522	)		(45	)
O’Reilly Automotive Inc *		(562	)		(285	)
Papa John’s International Inc, Cl A		(1,038	)		(92	)
Peloton Interactive Inc, Cl A *		(7,261	)		(816	)
Penn National Gaming Inc *		(3,639	)		(382	)
Perdoceo Education Corp *		(666	)		(8	)
Planet Fitness Inc, Cl A *		(1,899	)		(147	)
Polaris Inc		(2,313	)		(309	)
Pool Corp		(450	)		(155	)
PulteGroup Inc		(9,436	)		(495	)
Purple Innovation Inc, Cl A *		(300	)		(10	)
PVH Corp		(2,263	)		(239	)
Qurate Retail Inc		(1,700	)		(20	)
Ralph Lauren Corp, Cl A		(1,250	)		(154	)
RH *		(200	)		(119	)
Ross Stores Inc		(3,067	)		(368	)
Royal Caribbean Cruises Ltd		(4,453	)		(381	)
Scientific Games Corp, Cl A *		(1,162	)		(45	)
Service Corp International/US		(4,226	)		(216	)
Shake Shack Inc, Cl A *		(900	)		(101	)
Six Flags Entertainment Corp		(606	)		(28	)
Skechers USA Inc, Cl A *		(4,608	)		(192	)
Skyline Champion Corp *		(850	)		(38	)
Smith & Wesson Brands Inc		(2,099	)		(37	)
Sonos Inc *		(2,896	)		(109	)
Stamps.com Inc *		(100	)		(20	)
Standard Motor Products Inc		(2,395	)		(100	)
Starbucks Corp		(26,605	)		(2,907	)
Steven Madden Ltd		(2,500	)		(93	)
Stitch Fix Inc, Cl A *		(400	)		(20	)
Stoneridge Inc *		(1,630	)		(52	)
Strategic Education Inc		(360	)		(33	)
Stride *		(1,700	)		(51	)
Sturm Ruger & Co Inc		(399	)		(26	)
Tapestry Inc *		(8,626	)		(355	)
Target Corp, Cl A		(4,723	)		(935	)
Taylor Morrison Home Corp, Cl A *		(5,241	)		(161	)
Tempur Sealy International Inc		(6,644	)		(243	)
Tenneco Inc, Cl A *		(2,537	)		(27	)
Terminix Global Holdings Inc *		(2,643	)		(126	)
Tesla Inc *		(8,708	)		(5,816	)
Texas Roadhouse Inc, Cl A *		(1,228	)		(118	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Thor Industries Inc		(2,925	)	$	(394)
TJX Cos Inc/The		(9,975	)		(660)
Toll Brothers Inc		(4,949	)		(281)
TopBuild Corp *		(1,282	)		(268)
Tractor Supply Co		(917	)		(162)
Travel + Leisure Co		(2,439	)		(149)
Tri Pointe Homes Inc *		(6,220	)		(127)
Tupperware Brands Corp *		(1,800	)		(48)
Ulta Beauty Inc *		(388	)		(120)
Under Armour Inc, Cl A *		(6,425	)		(142)
Under Armour Inc, Cl C *		(6,679	)		(123)
Vail Resorts Inc		(1,047	)		(305)
VF Corp		(10,442	)		(835)
Vista Outdoor Inc *		(2,340	)		(75)
Visteon Corp *		(1,722	)		(210)
Wayfair Inc, Cl A *		(376	)		(118)
Wendy’s Co/The		(4,028	)		(82)
Whirlpool Corp		(2,165	)		(477)
Williams-Sonoma Inc		(929	)		(166)
Wingstop Inc, Cl A		(700	)		(89)
Winnebago Industries		(2,203	)		(169)
Wolverine World Wide Inc		(2,146	)		(82)
Workhorse Group Inc *		(4,100	)		(56)
WW International Inc *		(1,400	)		(44)
Wyndham Hotels & Resorts Inc		(2,896	)		(202)
Wynn Resorts Ltd		(2,049	)		(257)
YETI Holdings Inc *		(2,669	)		(193)
Yum China Holdings Inc		(9,882	)		(585)
Yum! Brands Inc		(7,598	)		(822)
					(72,465)
Information Technology — (2.5)%
Advanced Micro Devices Inc *		(5,622	)		(441)
Amphenol Corp, Cl A		(4,684	)		(309)
Analog Devices Inc		(1,310	)		(203)
Apple Inc		(46,864	)		(5,724)
Applied Materials Inc		(5,332	)		(712)
Arista Networks Inc *		(444	)		(134)
Arrow Electronics Inc, Cl A *		(1,102	)		(122)
Broadcom Inc		(2,052	)		(951)
CDW Corp/DE		(1,205	)		(200)
Ciena Corp *		(1,100	)		(60)
Cisco Systems Inc/Delaware		(23,547	)		(1,218)
Cognex Corp		(1,068	)		(89)
Corning Inc, Cl B		(5,402	)		(235)
Dell Technologies Inc, Cl C *		(1,524	)		(134)
Enphase Energy Inc *		(429	)		(70)
Entegris Inc		(600	)		(67)
ePlus Inc *		(200	)		(20)
F5 Networks Inc, Cl A *		(397	)		(83)
Fabrinet *		(590	)		(53)
Hewlett Packard Enterprise Co		(10,554	)		(166)

254 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
HP Inc		(8,755	)	$	(278)
II-VI Inc *		(482	)		(33)
Infinera Corp *		(1,500	)		(15)
Inphi Corp *		(300	)		(54)
Intel Corp		(20,853	)		(1,335)
Jabil Inc		(1,522	)		(79)
Juniper Networks Inc		(591	)		(15)
Keysight Technologies Inc *		(1,153	)		(165)
KLA Corp		(922	)		(305)
Lam Research Corp		(838	)		(499)
Lumentum Holdings Inc *		(700	)		(64)
Marvell Technology Group Ltd		(3,399	)		(167)
Microchip Technology Inc		(1,143	)		(177)
Micron Technology Inc *		(5,949	)		(525)
MKS Instruments Inc		(476	)		(88)
Monolithic Power Systems Inc		(322	)		(114)
Motorola Solutions Inc		(1,157	)		(218)
NetApp Inc		(1,554	)		(113)
Novanta Inc *		(200	)		(26)
NVIDIA Corp		(2,973	)		(1,587)
ON Semiconductor Corp *		(623	)		(26)
PC Connection Inc		(200	)		(9)
Pure Storage Inc, Cl A *		(1,188	)		(26)
Qorvo Inc *		(461	)		(84)
QUALCOMM Inc		(5,920	)		(785)
Skyworks Solutions Inc		(1,200	)		(220)
SolarEdge Technologies Inc *		(307	)		(88)
Super Micro Computer Inc *		(2,252	)		(88)
SYNNEX Corp		(600	)		(69)
Teradyne Inc		(1,129	)		(137)
Texas Instruments Inc		(5,307	)		(1,003)
Trimble Inc *		(1,124	)		(87)
Ubiquiti Inc		(161	)		(48)
Universal Display Corp		(154	)		(37)
Western Digital Corp		(1,686	)		(113)
Xerox Holdings Corp		(1,149	)		(28)
Xilinx Inc		(996	)		(123)
Zebra Technologies Corp, Cl A *		(361	)		(175)
					(19,994)
Materials — (1.3)%
Air Products and Chemicals Inc		(2,914	)		(820)
Albemarle Corp		(1,462	)		(214)
Alcoa Corp *		(1,900	)		(62)
Avery Dennison Corp		(1,328	)		(244)
Axalta Coating Systems Ltd *		(827	)		(24)
Ball Corp		(4,004	)		(339)
Berry Global Group Inc *		(2,202	)		(135)
Celanese Corp, Cl A		(1,072	)		(161)
CF Industries Holdings Inc		(541	)		(25)
Chemours Co/The		(2,100	)		(59)
Cleveland-Cliffs Inc		(5,500	)		(111)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Commercial Metals Co, Cl A		(1,331	)	$	(41)
Corteva Inc		(9,528	)		(444)
Crown Holdings Inc		(1,763	)		(171)
Dow Inc		(9,684	)		(619)
DuPont de Nemours Inc		(7,393	)		(571)
Eastman Chemical Co		(1,491	)		(164)
Ecolab Inc		(3,121	)		(668)
Element Solutions Inc		(900	)		(16)
FMC Corp		(2,033	)		(225)
Freeport-McMoRan Inc, Cl B		(15,797	)		(520)
Graphic Packaging Holding Co		(2,560	)		(46)
Hecla Mining Co		(3,195	)		(18)
Huntsman Corp		(1,331	)		(38)
International Flavors & Fragrances Inc		(2,307	)		(322)
International Paper Co		(5,193	)		(281)
Louisiana-Pacific Corp		(1,326	)		(74)
LyondellBasell Industries NV, Cl A		(1,515	)		(158)
Martin Marietta Materials Inc, Cl A		(473	)		(159)
Mosaic Co/The		(3,039	)		(96)
Newmont Corp		(9,915	)		(598)
Nucor Corp		(3,565	)		(286)
Packaging Corp of America		(1,302	)		(175)
PPG Industries Inc		(3,662	)		(550)
Reliance Steel & Aluminum Co		(319	)		(49)
RPM International Inc		(2,228	)		(205)
Scotts Miracle-Gro Co/The, Cl A		(700	)		(171)
Sealed Air Corp		(152	)		(7)
Sherwin-Williams Co/The, Cl A		(1,114	)		(822)
Sonoco Products Co		(512	)		(32)
Southern Copper Corp		(1,175	)		(80)
Steel Dynamics Inc		(2,754	)		(140)
SunCoke Energy Inc		(7,400	)		(52)
United States Steel Corp		(1,000	)		(26)
Vulcan Materials Co		(1,321	)		(223)
Westrock Co		(4,454	)		(232)
					(10,473)
Total Common Stock Sold Short
(Proceeds $78,405) ($ Thousands)					(107,722)
FOREIGN COMMON STOCK SOLD SHORT — (0.5)%
United Kingdom — (0.5)%
Adient PLC *		(4,918	)		(217)
Amcor PLC		(23,168	)		(271)
Aptiv PLC *		(13,862	)		(1,912)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 255

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
Linde PLC		(6,144	)	$	(1,721)
Total Foreign Common Stock Sold Short (Proceeds $3,186) ($ Thousands)					(4,121)
PREFERRED STOCK SOLD SHORT — 0.0%
Consumer Discretionary — 0.0%
Qurate Retail, 8.000%		(51	)		(5)
Total Preferred Stock Sold Short (Proceeds $3) ($ Thousands)					(5)
Total Investments Sold Short — (13.8)% (Proceeds $81,594) ($ Thousands)				$	(111,848)
	Contracts
PURCHASED OPTIONS* — 0.2%
Total Purchased Options (G) (Cost $1,435) ($ Thousands)		512		$	1,500
WRITTEN OPTIONS* — (0.1)%
Total Written Options (G) (Premiums Received $400) ($ Thousands)		(431	)	$	(631)

A list of open exchange traded options contracts for the Fund at March 31, 2021, is as follows:

Description	Number of Contracts		Notional Amount (Thousands) †		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.2%
Put Options
CRUDE OIL OPT IPE Jun21P *(A)		18	$	46		$60.00		4/17/2021	$	34
SOYBEAN OIL OPTN May21P *(A)		125		26		50.00		4/17/2021		61
ZINC SPT OP (LME) May21P *(A)		40		43		2,600.00		5/22/2021		23
				115						118
Call Options
COFFEE ‘C’ FUT OP May21C *(A)		40	$	216		110.00		4/17/2021	$	203
July 2021, Corn Future*(A)		61		212		320.00		6/19/2021		730
GOLD FUT OPT(CMX) Jun21C *(A)		20		283		1,600.00		5/22/2021		247
LEAD LME SPOT OPT May21C *(A)		90		379		2,000.00		5/22/2021		91
NICKEL LME FUT OP May21C *(A)		9		35		17,000.00		5/22/2021		15
SILVER OPTION May21C *(A)		9		16		28.00		4/17/2021		6
SUGAR (WRLD) OPTN May21C *(A)		100		179		14.00		4/17/2021		90

256 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Number of Contracts		Notional Amount (Thousands) †		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
			$	1,320					$	1,382
Total Purchased Options			$	1,435					$	1,500
WRITTEN OPTIONS — (0.1)%
Put Options
CRUDE OIL OPT IPE Jun21P *(A)		(18)	$	(3)		50.00		04/17/21	$	(6)
CRUDE OIL OPT IPE Jun21P *(A)		(18)		(23)		55.00		04/17/21		(14)
NATURAL GAS OPTN Jul21P *(A)		(4)		(7)		2.85		06/19/21		(9)
NICKEL LME FUT OP May21P *(A)		(9)		(23)		15,000.00		05/22/21		(13)
Silver OPT May21P *(A)		(18)		(52)		25.00		04/17/21		(92)
SOYBEAN OIL OPTN May21P *(A)		(63)		(14)		47.00		04/17/21		(10)
SOYBEAN OIL OPTN May21P *(A)		(62)		(15)		48.00		04/17/21		(13)
ZINC SPT OP (LME) May21P *(A)		(40)		(8)		2,350.00		05/22/21		(5)
				(145)						(162)
Call Options
COFFEE ‘C’ FUT OP May21C *(A)		(20)	$	(11)		145.00		04/17/21	$	–
June 2021, Crude Oil IPE Future*(A)		(18)		(26)		60.00		04/17/21		(83)
NATURAL GAS OPTN Jul21C *(A)		(4)		(13)		2.85		06/19/21		(4)
NICKEL LME FUT OP May21C *(A)		(9)		(6)		2,000.00		05/22/21		(2)
Silver OPT May21C *(A)		(18)		(70)		33.00		04/17/21		(6)
SUGAR (WRLD) OPTN May21C *(A)		(100)		(31)		18.00		04/17/21		(1)
July 2021, WTI Crude Oil ICE Future*(A)		(30)		(98)		49.00		06/19/21		(373)
				(255)						(469)
Total Written Options			$	(400)					$	(631)

† Represents Cost

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 257

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brent Crude(A)		52			May-2021	$	3,166	$	3,240	$	74
Brent Crude(A)		18			May-2021		1,207		1,129		(77)
Brent Crude(A)		101			May-2021		6,805		6,293		(512)
Canadian 10-Year Bond		(67	)		Jun-2021		(7,435)		(7,398)		(41)
Coffee C(A)		14			May-2021		647		648		2
Coffee C(A)		(41	)		May-2021		(1,982)		(1,899)		83
Coffee C(A)		(2	)		Jul-2021		(100)		(94)		6
Copper(A)		73			May-2021		7,067		7,292		225
Copper(A)		39			Jul-2021		3,462		3,900		438
Corn(A)		160			May-2021		4,126		4,514		388
Corn(A)		103			Sep-2021		2,432		2,554		122
Corn(A)		15			Dec-2021		338		358		20
Cotton No. 2(A)		(8	)		May-2021		(340)		(324)		17
Cotton No. 2(A)		(1	)		Jul-2021		(44)		(41)		3
Cotton No. 2(A)		28			May-2021		1,215		1,132		(82)
Euro-Buxl		39			Jun-2021		9,768		9,444		(63)
Feeder Cattle(A)		(21	)		May-2021		(1,545)		(1,569)		(24)
Gasoline(A)		57			May-2021		4,578		4,692		114
Gasoline(A)		25			May-2021		1,876		2,058		182
Gasoline(A)		(20	)		Jul-2021		(1,642)		(1,627)		15
Gold(A)		37			Jul-2021		6,331		6,348		17
Gold(A)		26			Jul-2021		4,592		4,461		(131)
Heating Oil(A)		26			May-2021		2,061		1,933		(128)
KC HRW Wheat(A)		34			May-2021		1,071		979		(92)
KC HRW Wheat(A)		(2	)		Jul-2021		(62)		(58)		4
KC HRW Wheat(A)		(88	)		May-2021		(2,634)		(2,533)		101
Lean Hogs(A)		81			Jun-2021		3,261		3,412		151
Live Cattle(A)		(5	)		Jul-2021		(241)		(246)		(4)
Live Cattle(A)		49			Jul-2021		2,335		2,409		74
LME Lead(A)		(7	)		May-2021		(370)		(344)		26
LME Lead(A)		(34	)		Jun-2021		(1,786)		(1,676)		110
LME Nickel(A)		22			May-2021		2,428		2,118		(310)
LME Nickel(A)		35			Jun-2021		3,651		3,373		(278)
LME Primary Aluminum(A)		67			Jun-2021		3,730		3,700		(30)
LME Primary Aluminum(A)		18			May-2021		926		990		64
LME Zinc(A)		5			May-2021		338		352		13
LME Zinc(A)		(4	)		May-2021		(283)		(281)		2
LME Zinc(A)		31			Jun-2021		2,166		2,183		17
Long Gilt 10-Year Bond		(93	)		Jul-2021		(16,880)		(16,371)		207
Low Sulphur Gasoil(A)		46			May-2021		2,300		2,335		34
Low Sulphur Gasoil(A)		10			May-2021		508		508		–
Low Sulphur Gasoil(A)		(2	)		Jul-2021		(102)		(102)		–
MSCI EAFE Index		(113	)		Jun-2021		(12,455)		(12,385)		70
Natural Gas(A)		(11	)		Jul-2021		(290)		(301)		(11)
Natural Gas(A)		(3	)		May-2021		(75)		(78)		(3)
Natural Gas(A)		(108	)		Apr-2022		(2,787)		(2,682)		105
Natural Gas(A)		108			Feb-2022		3,225		3,043		(182)
Natural Gas(A)		220			Aug-2021		5,944		6,028		83
NY Harbor ULSD(A)		6			May-2021		437		446		9
NYMEX Cocoa(A)		(110	)		May-2021		(2,697)		(2,583)		114
Palladium(A)		(3	)		Jul-2021		(718)		(786)		(68)
Platinum(A)		(8	)		Jul-2021		(476)		(477)		–
S&P 500 Index E-MINI		(129	)		Jun-2021		(25,491)		(25,590)		(99)
Silver(A)		3			Oct-2021		422		369		(53)
Silver(A)		20			May-2021		2,719		2,453		(266)

258 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Silver(A)		7			Jul-2021	$	947	$	860	$	(87)
Soybean(A)		(17	)		May-2021		(1,167)		(1,221)		(54)
Soybean(A)		(3	)		Jul-2021		(214)		(214)		–
Soybean(A)		63			May-2021		4,343		4,526		183
Soybean(A)		50			Nov-2021		2,927		3,141		213
Soybean Meal(A)		(3	)		Jul-2021		(127)		(127)		(1)
Soybean Meal(A)		(6	)		Dec-2021		(227)		(239)		(12)
Soybean Meal(A)		(49	)		May-2021		(2,039)		(2,074)		(34)
Soybean Meal(A)		76			May-2021		3,274		3,216		(58)
Soybean Oil(A)		109			May-2021		3,087		3,461		374
Soybean Oil(A)		33			Jul-2021		1,010		1,005		(5)
Soybean Oil(A)		97			Dec-2021		2,471		2,680		208
Sugar No. 11(A)		26			Jul-2021		447		430		(17)
Sugar No. 11(A)		81			May-2021		1,413		1,340		(73)
U.S. 2-Year Treasury Note		(587	)		Jul-2021		(129,610)		(129,566)		44
U.S. 5-Year Treasury Note		(551	)		Jul-2021		(68,682)		(67,993)		689
U.S. 10-Year Treasury Note		(197	)		Jun-2021		(26,231)		(25,795)		436
U.S. Ultra Long Treasury Bond		(85	)		Jun-2021		(16,000)		(15,404)		597
Ultra 10-Year U.S. Treasury Note		(45	)		Jun-2021		(6,475)		(6,466)		9
Wheat(A)		86			May-2021		2,768		2,657		(111)
Wheat(A)		(3	)		Jul-2021		(93)		(92)		–
Wheat(A)		(18	)		May-2021		(562)		(556)		5
Wheat(A)		(25	)		Dec-2021		(807)		(780)		27
WTI Crude Oil(A)		140			May-2021		6,081		8,285		2,204
WTI Crude Oil(A)		(3	)		Jun-2021		(182)		(177)		5
WTI Crude Oil(A)		50			Jun-2021		3,106		2,952		(154)
WTI Crude Oil(A)		108			Apr-2021		6,238		6,389		151
WTI Crude Oil(A)		(99	)		Apr-2021		(5,985)		(5,857)		128
						$	(205,592)	$	(200,370)	$	5,103

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		04/05/21	BRL		2,958	USD		517	$	(7)
Bank of America		04/09/21	USD		1,392	GBP		996		(18)
Barclays PLC		06/04/21	AUD		10,317	USD		7,869		10
BNP Paribas		04/08/21	ZAR		9,155	USD		590		(30)
BNP Paribas		04/22/21	CAD		27,836	USD		21,931		(218)
BNP Paribas		05/27/21	EUR		8,136	USD		9,722		149
Brown Brothers Harriman		04/09/21	GBP		361	USD		495		(4)
Brown Brothers Harriman		04/15/21	SEK		4,055	USD		464		(1)
Brown Brothers Harriman		04/17/21	USD		–	ZAR		–		–
Brown Brothers Harriman		04/22/21	CAD		721	USD		571		(3)
Brown Brothers Harriman		04/22/21	USD		436	CAD		553		4
Brown Brothers Harriman		04/22/21	USD		408	CAD		509		(3)
Brown Brothers Harriman		05/06/21	USD		169	CHF		159		–
Brown Brothers Harriman		05/06/21	USD		195	CHF		181		(3)
Brown Brothers Harriman		05/20/21	USD		14	JPY		1,549		–
Brown Brothers Harriman		05/20/21	JPY		35	USD		0		–
Brown Brothers Harriman		05/27/21	EUR		334	USD		393		1
Brown Brothers Harriman		06/04/21	AUD		267	USD		203		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 259

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		04/05/21	BRL		55,521	USD		10,135	$	299
Citigroup		04/15/21	IDR		8,415,713	USD		577		(1)
Citigroup		04/22/21	KRW		75,131	USD		69		2
Citigroup		05/04/21	USD		164	BRL		932		1
Citigroup		05/20/21	JPY		496,029	USD		4,681		189
Goldman Sachs		05/25/21	USD		3,959	RUB		295,483		(73)
HSBC		04/09/21	GBP		441	USD		615		7
HSBC		04/15/21	USD		610	IDR		8,547,480		(23)
HSBC		05/06/21	USD		8,032	CHF		7,235		(335)
HSBC		05/20/21	USD		4,404	JPY		482,592		(34)
JPMorgan Chase Bank		04/16/21	MXN		11,914	USD		554		(27)
Morgan Stanley		04/15/21	SEK		83,245	USD		9,982		429
Morgan Stanley		05/04/21	USD		5,341	BRL		30,174		(5)
Morgan Stanley		05/27/21	NZD		5,523	USD		4,003		137
Morgan Stanley		09/23/21	MYR		5,106	USD		1,234		7
RBS		04/22/21	USD		1,233	CAD		1,566		14
Standard Bank		04/09/21	GBP		466	USD		648		5
UBS		04/05/21	USD		10,198	BRL		58,479		162
UBS		04/08/21	USD		607	ZAR		9,195		15
UBS		04/12/21	USD		–	HKD		–		—
UBS		04/16/21	USD		579	MXN		11,969		5
UBS		05/03/21	BRL		–	USD		–		—
UBS		05/04/21	BRL		58,479	USD		10,184		(159)
									$	492

A list of the open OTC swap agreements held by the Fund at March 31, 2021 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)
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	$245	$	27	$	17	$	10
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	257		28		17		11
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	258		28		17		11
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(9)		(4)		(5)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(89)		(24)		(11)		(13)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(9)		(4)		(5)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(7)		(2)		(1)		(1)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(20)		(5)		(2)		(3)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(106)		(29)		(13)		(16)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(3)		(1)		(1)		—
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(9)		(3)		(6)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(45)		(12)		(6)		(6)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(54)		(25)		(29)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(28)		(8)		(3)		(5)
Goldman Sachs	CMBX.BBB.9	Buy	3.00%	Monthly	09/17/2058	518		57		90		(33)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(435)		(117)		(31)		(86)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(261)		(70)		(16)		(54)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(42)		(11)		(2)		(9)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(1,093)		(295)		(71)		(224)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(227)		(61)		(15)		(46)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(812)		(219)		(49)		(170)

260 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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)
JPMorgan Chase		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		$(201)	$	(54)	$	(19)	$	(35)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(5)		(1)		(1)		—
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(46)		(12)		(5)		(7)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(66)		(18)		(7)		(11)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(93)		(25)		(10)		(15)
JPMorgan Chase		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(49)		(13)		(5)		(8)
JPMorgan Chase		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(46)		(12)		(4)		(8)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(93)		(25)		(10)		(15)
Deutsche Bank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(112)		(30)		(13)		(17)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(222)		(60)		(23)		(37)
Deutsche Bank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(113)		(30)		(13)		(17)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(329)		(89)		(44)		(45)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(198)		(53)		(31)		(22)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(276)		(74)		(44)		(30)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(194)		(52)		(16)		(36)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(16)		(4)		(1)		(3)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(32)		(9)		(3)		(6)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(32)		(9)		(3)		(6)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(21)		(6)		(2)		(4)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(18)		(5)		(2)		(3)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(60)		(16)		(7)		(9)
Goldman Sachs		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(65)		(18)		(7)		(11)
JPMorgan Chase		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(503)		(135)		(60)		(75)
JPMorgan Chase		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(175)		(47)		(21)		(26)
CGG		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(33)		(9)		(4)		(5)
Citibank		CMBX.NA.BBB.6		Sell		3.00%		Monthly		05/11/2063		(30)		(8)		(4)		(4)
Morgan Stanley		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		553		61		113		(52)
JPMorgan Chase		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		184		20		37		(17)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		553		61		111		(50)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		553		61		111		(50)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		1,782		195		361		(166)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		891		98		177		(79)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		45		39		9		30
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		43		38		9		29
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		1,045		115		76		39
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		1,045		115		73		42
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		594		142		40		102
Morgan Stanley		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		276		30		54		(24)
Citibank		CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		523		57		40		17
Credit Suisse		CMBX-A-.6		Sell		2.00%		Monthly		05/11/2063		(1,305)		(103)		(28)		(75)
													$	(680)	$	708	$	(1,388)

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)

Barclays PLC

IBOX.HY

3-Month USD LIBOR

IBOX.HY

Quarterly

06/20/2021

USD

16,070

$

(173

)

$

8

$

(181)

Macquarie Bank Limited(A)

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 9 BPS

BLOOMBERG COMMODITY INDEX TOTAL RETURN

Monthly

04/07/2021

USD

(11,121)

(237

)

–

(237)

Macquarie Bank Limited(A)

MACQUARIE COMMODITY PRODUCT 251E

0.32%

MACQUARIE COMMODITY PRODUCT 251E

Monthly

04/07/2021

USD

(2,759)

(32

)

–

(32)

Merrill Lynch(A)

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 12 BPS

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

Monthly

04/07/2021

USD

(1,862)

(32

)

–

(32)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 261

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Continued)

Total Return Swaps (continued)

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)

Merrill Lynch(A)

BLOOMBERG COMMODITY

US T-BILL HIGH

BLOOMBERG

INDEX TOTAL RETURN

DISCOUNT RATE + 11 BPS

COMMODITY INDEX TOTAL RETURN

Monthly

04/07/2021

USD

(13,237)

$

(282

)

$

–

$

(282

)

Merrill Lynch(A)

BofA Merrill Lynch

BofA Merrill Lynch

Commodity MLBXCS3T

3-Month U.S. Treasury

Commodity MLBXCS3T

Tot Ret

rate plus 16 BPS

Tot Ret

Monthly

04/07/2021

USD

(2,891)

(40

)

–

(40

)

Societe Generale(A)

BLOOMBERG COMMODITY

US T-BILL HIGH

BLOOMBERG

INDEX 2 MONTH

DISCOUNT RATE +

COMMODITY INDEX 2

FORWARD TR

14 BPS

MONTH FORWARD TR

Monthly

04/07/2021

USD

(2,029)

(35

)

–

(35

)

Societe Generale(A)

BLOOMBERG COMMODITY

US T-BILL HIGH

BLOOMBERG

INDEX TOTAL RETURN

DISCOUNT RATE +

COMMODITY INDEX

11 BPS

TOTAL RETURN

Monthly

04/07/2021

USD

(8,103)

(173

)

–

(173

)

Societe Generale(A)

SOCIETE GENERALE

SOCIETE GENERALE

COMMODITIES CUSTOM

COMMODITIES CUSTOM

ALPHA 061

0.35%

ALPHA 061

Monthly

04/07/2021

USD

(4,406)

(2

)

–

(2

)

$

(1,006

)

$

8

$

(1,014

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021 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.NAIG.34.V1		Buy		1.00%		Quarterly		06/20/2025	$	83,710		$	(1,507	)	$	(262	)	$	(1,245	)
CDX.NAIG.34.V1		Sell		1.00%		Quarterly		06/20/2025		(83,710	)		1,507			1,421			86
CDX.NAIG.36.V1		Buy		1.00%		Quarterly		06/20/2026		83,710			(1,957	)		(1,805	)		(152	)
China		Sell		1.00%		Quarterly		06/20/2025		(21,400	)		675			678			(3	)
China		Buy		1.00%		Quarterly		06/20/2026		21,400			(717	)		(726	)		9
Malaysia		Buy		1.00%		Quarterly		12/20/2025		39,000			(1,078	)		(918	)		(160	)
Malaysia		Sell		1.00%		Quarterly		12/20/2025		(19,025	)		526			544			(18	)
Malaysia		Sell		1.00%		Quarterly		12/20/2025		(19,975	)		552			563			(11	)
Malaysia		Buy		1.00%		Quarterly		06/20/2026		39,000			(1,096	)		(1,117	)		21
People’s Republic of China		Buy		1.00%		Quarterly		06/20/2025		21,400			(675	)		(428	)		(247	)
												$	(3,770	)	$	(2,050	)	$	(1,720	)

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)
-0.0165%	3-MONTH SEK - STIBOR	Annually	08/30/2024	SEK		153,850	$	(184	)	$	–	$	(184	)
-0.043%	6-MONTH EUR - EURIBOR	Annually	11/10/2050	EUR		3,030		(539	)		–		(539	)
3-MONTH USD - LIBOR	2.631%	Quarterly	11/10/2035	USD		1,190		(101	)		–		(101	)
3-MONTH USD - LIBOR	1.593%	Quarterly	09/27/2029	USD		2,230		11			–		11
3-MONTH USD - LIBOR	2.1495%	Quarterly	06/04/2029	USD		4,220		(205	)		–		(205	)
3-MONTH USD - LIBOR	2.3545	Quarterly	07/12/2027	USD		1,075		(73	)		–		(73	)
3-MONTH USD - LIBOR	0.5575%	Quarterly	06/05/2027	USD		15,800		693			–		693
3-MONTH USD - LIBOR	2.44	Quarterly	04/04/2027	USD		10,400		(829	)		–		(829	)
3-MONTH USD - LIBOR	1.67	Quarterly	11/09/2026	USD		1,490		(40	)		–		(40	)
3-MONTH USD - LIBOR	1.66	Quarterly	11/08/2026	USD		1,490		(39	)		–		(39	)
3-MONTH USD - LIBOR	1.60%	Quarterly	10/25/2026	USD		6,110		(179	)		–		(179	)
3-MONTH USD - LIBOR	2.293%	Quarterly	08/04/2025	USD		2,717		(173	)		–		(173	)
3-MONTH USD - LIBOR	2.49%	Quarterly	06/09/2025	USD		1,710		(130	)		–		(130	)
2.31%	3-MONTH USD -LIBOR	Quarterly	05/18/2025	USD		2,820		(195	)		–		(195	)
3-MONTH USD - LIBOR	1.99%	Semi-Annually	04/21/2025	USD		–		–			–		–
3-MONTH USD - LIBOR	1.99%	Quarterly	04/21/2025	USD		2,760		(155	)		–		(155	)
6-MONTH EUR - EURIBOR	.022%	Semi-Annually	11/10/2050	EUR		3,030		473			23		450
CAD @ 2.297%	CDOR 3M	Semi-Annually	03/03/2051	CAD		1,870		77			–		77

262 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Fund Pays	Fund Receives	Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CAD @ 2.3325%	CDOR 3M		Semi-Annually		03/03/2051		CAD		1,870	$	55	$	–	$	55
										$	(1,532)	$	23	$	(1,555)

A list of the open reverse repurchase agreements held by the Fund at March 31, 2021 is as follows:

			Multi-Asset Real Return Fund
Principal Amount ($ Thousands)			Counterparty		Value ($ Thousands)
	$                (13,538	)	Chase Securities	0.08%	$	(13,538)
	(16,133	)	Chase Securities	0.08%		(16,133)
	(20,396	)	Chase Securities	0.08%		(20,396)
	(22,425	)	Chase Securities	0.08%		(22,425)
	(27,226	)	Chase Securities	0.08%		(27,226)
	(30,062	)	Chase Securities	0.08%		(30,062)
	(49,065	)	Chase Securities	0.08%		(49,065)
	(19,710	)	Chase Securities	0.10%		(19,710)
	(3,124	)	Chase Securities	0.12%		(3,124)
	(7,931	)	Chase Securities	0.12%		(7,931)
	(10,575	)	Chase Securities	0.13%		(10,575)
	(18,170	)	Chase Securities	0.14%		(18,170)
	(14,659	)	Chase Securities	0.16%		(14,659)
	(10,124	)	Chase Securities	0.17%		(10,124)
					$	(263,138)

Percentages are based on Net Assets of $810,875 ($ Thousands).

* Non-income producing security.

‡ Real Estate Investment Trust.

(A) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2021.

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

(C) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $36 ($ Thousands), or 0.0% of the Net Assets of the Fund (See Note 2).

(D) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2021, the value of these securities amounted to $88,997 ($ Thousands), representing 11.0% of the Net Assets of the Fund.

(E) Security is in default on interest payment.

(F) Perpetual security with no stated maturity date.

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

AUD — Australian Dollar

BPS— Basis Points

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CHF — Swiss franc

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

DN — Discount Note

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

GO — General Obligation

HKD — Hong Kong Dollar

HRW — Hard Red Winter

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NZD — New Zealand Dollar

OTC — Over The Counter

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P — Standard & Poor’s

SEK — Swedish Krona

Ser — Series

STIBOR — Stockholm Interbank Offered Rate

TBA — To Be Announced

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2021, 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		–		522,141		–		522,141
Common Stock		246,184		–		–		246,184
Corporate Obligations		–		119,406		–		119,406
Mortgage-Backed Securities		–		77,088		–		77,088
U.S. Government Agency Obligations		–		53,500		–		53,500
Asset-Backed Securities		–		15,642		–		15,642
Sovereign Debt		–		14,469		–		14,469
Foreign Common Stock		2,377		–		–		2,377
Municipal Bonds		–		2,302		–		2,302
Warrant		79		–		–		79
Total Investments in Securities		248,640		804,548		–		1,053,188
Securities Sold Short
Common Stock		(107,722)		–		–		(107,722)
Foreign Common Stock		(4,121)		–		–		(4,121)
Preferred Stock		(5)		–		–		(5)
Total Securities Sold Short		(111,848)		–		–		(111,848)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 263

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Inflation Managed Fund (Concluded)

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Purchased Options		1,500		–		–		1,500
Written Options		(631)		–		–		(631)
Futures Contracts*
Unrealized Appreciation		8,163		–		–		8,163
Unrealized Depreciation		(3,060)		–		–		(3,060)
Forwards Contracts*
Unrealized Appreciation		–		1,436		–		1,436
Unrealized Depreciation		–		(944)		–		(944)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–		291		–		291
Unrealized Depreciation		–		(1,679)		–		(1,679)
Total Return Swaps*
Unrealized Depreciation		–		(1,014)		–		(1,014)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–		116		–		116
Unrealized Depreciation		–		(1,836)		–		(1,836)
Interest Rate Swaps*
Unrealized Appreciation		–		1,286		–		1,286
Unrealized Depreciation		–		(2,841)		–		(2,841)
Reverse Repurchase Agreements		–		(263,138)		–		(263,138)
Total Other Financial Instruments		5,972		(268,323)		–		(262,351)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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.

264 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Capital Stability Fund

^†Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 30.1%
U.S. Treasury Bills
0.155%, 04/29/2021 (A)	$	147,497	$	147,495
0.071%, 04/22/2021 (A)		36,914		36,914
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		621		871
3.625%, 04/15/2028		363		489
3.375%, 04/15/2032		155		225
2.500%, 01/15/2029		310		396
2.375%, 01/15/2025		623		729
2.375%, 01/15/2027		342		418
2.125%, 02/15/2040		242		345
2.125%, 02/15/2041		258		371
2.000%, 01/15/2026		472		557
1.750%, 01/15/2028		338		406
1.375%, 02/15/2044		508		660
1.000%, 02/15/2046		301		367
1.000%, 02/15/2048		308		381
1.000%, 02/15/2049		289		360
0.875%, 01/15/2029		6,998		8,650
0.875%, 02/15/2047		353		423
0.750%, 07/15/2028		710		809
0.750%, 02/15/2042		544		626
0.750%, 02/15/2045		517		595
0.625%, 04/15/2023		937		997
0.625%, 01/15/2024		962		1,043
0.625%, 01/15/2026		925		1,028
0.625%, 02/15/2043		326		366
0.500%, 04/15/2024		652		707
0.500%, 01/15/2028		914		1,017
0.375%, 07/15/2023		1,209		1,295
0.375%, 07/15/2025		976		1,075
0.375%, 01/15/2027		862		950
0.375%, 07/15/2027		878		973
0.250%, 01/15/2025		1,214		1,318
0.250%, 07/15/2029		670		736
0.250%, 02/15/2050		368		382
0.125%, 04/15/2022		857		881
0.125%, 07/15/2022		1,012		1,052
0.125%, 01/15/2023		1,281		1,344
0.125%, 07/15/2024		910		984
0.125%, 10/15/2024		868		938
0.125%, 04/15/2025		1,074		1,162
0.125%, 10/15/2025		689		750

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 07/15/2026	$	872	$	953
0.125%, 01/15/2030		843		911
0.125%, 07/15/2030		1,135		1,231
0.125%, 01/15/2031		712		765
0.125%, 02/15/2051		212		212
Total U.S. Treasury Obligations (Cost $221,467) ($ Thousands)				225,157
COMMERCIAL PAPER (A) — 20.1%
Canadian Natural Resources
0.320%, 04/21/2021		10,000		9,998
Centennial Energy Holdings
0.350%, 04/05/2021		5,000		5,000
CNPC Finance HK
0.340%, 04/09/2021		13,000		12,999
Conagra Brands
0.350%, 04/05/2021		14,000		13,999
Exelon Generation
0.551%, 05/10/2021		13,850		13,847
General Motors Financial
0.360%, 04/09/2021		5,000		5,000
0.360%, 04/28/2021		5,000		4,998
Harley-Davidson Financial Services
0.340%, 04/08/2021		7,000		7,000
0.340%, 04/12/2021		6,000		5,999
Humana
0.300%, 05/25/2021		5,000		4,996
Intesa Sanpaolo Funding
0.250%, 04/16/2021		14,100		14,097
Jabil
0.600%, 04/05/2021		6,000		5,999
Romulus Funding
0.752%, 04/06/2021		13,800		13,799
Smithfield Foods
0.280%, 04/01/2021		10,450		10,450
Syngenta Wilmington
0.801%, 04/05/2021		14,150		14,149
Walgreens Boots Alliance
0.270%, 05/18/2021		8,050		8,047
Total Commercial Paper (Cost $150,377) ($ Thousands)				150,377
		Shares
EXCHANGE TRADED FUNDS — 8.6%
Italy — 0.0%
Lyxor FTSE MIB UCITS ETF		4,800		134
United States — 8.6%
iShares MSCI Hong Kong ETF		17,953		477
Energy Select Sector SPDR Fund		42,224		2,071
Financial Select Sector SPDR Fund		20,972		714

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 265

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Capital Stability Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Industrial Select Sector SPDR Fund		4,446	$	438
Invesco QQQ Trust Series, Ser 1		1,889		603
iShares Core S&P 500 ETF		78,425		31,199
Materials Select Sector SPDR Fund		7,129		562
SPDR S&P Homebuilders ETF		2,335		164
Technology Select Sector SPDR Fund		3,604		479
Vanguard Intermediate-Term Corporate Bond ETF		31,173		2,900
Vanguard S&P 500 ETF		58,148		21,184
Vanguard Small-Capital ETF		13,790		2,952
Xtrackers Harvest CSI 300 China A-Shares ETF		7,408		286
				64,029
Total Exchange Traded Funds (Cost $47,082) ($ Thousands)				64,163
	Face Amount (Thousands)
SOVEREIGN DEBT — 3.0%
Japanese Government CPI Linked Bond
0.100%, 03/10/2026		JPY        1,377,118		12,594
0.100%, 03/10/2027		1,100,956		10,063
Total Sovereign Debt (Cost $23,985) ($ Thousands)				22,657
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%
FHLB
2.000%, 09/09/2022	$	14,285		14,664
1.375%, 02/17/2023		4,655		4,760
0.125%, 08/12/2022		900		899
Total U.S. Government Agency Obligations (Cost $20,323) ($ Thousands)				20,323
	Shares
COMMON STOCK — 2.2%
United Kingdom — 0.0%
Medtronic PLC		898		106
United States — 2.2%
Communication Services — 0.3%
Facebook Inc, Cl A *		946		279
Netflix Inc *		515		269
Walt Disney Co/The		5,917		1,092
World Wrestling Entertainment Inc, Cl A		11,047		599
				2,239

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Consumer Discretionary — 1.1%
Amazon.com Inc, Cl A *		48	$	148
AMC Entertainment Holdings, Cl A		4,945		51
AutoZone Inc *		444		624
Caesars Entertainment Inc *		3,422		299
Carnival Corp *		22,915		608
Ford Motor Co *		92,276		1,130
General Motors Co		19,329		1,111
Hovnanian Enterprises, Cl A *		361		38
KB Home		79		4
Las Vegas Sands Corp		44,895		2,728
Lennar Corp, Cl A		138		14
Magna International Inc, Cl A		1,899		167
MGM Resorts International		6,355		241
Norwegian Cruise Line Holdings Ltd *		22,741		627
PulteGroup Inc		243		13
Royal Caribbean Cruises Ltd		6,107		523
Toll Brothers Inc		689		39
Tri Pointe Homes Inc *		187		4
				8,369
Financials — 0.5%
American Express Co		96		14
Bank of New York Mellon Corp/The		901		42
Berkshire Hathaway Inc, Cl B *		214		55
Cboe Global Markets Inc		529		52
Citigroup Inc		12,662		921
Discover Financial Services		185		18
Goldman Sachs Group Inc/The		240		78
JPMorgan Chase & Co		7,083		1,078
MarketAxess Holdings Inc		106		53
Morgan Stanley		11,216		871
US Bancorp		2,111		117
Wells Fargo & Co		8,121		317
				3,616
Health Care — 0.0%
BioNTech ADR *		380		42
Gilead Sciences Inc		622		40
Moderna Inc *		248		32
Pfizer Inc		5,108		185
Viatris Inc, Cl W *		1,267		18
				317
Industrials — 0.2%
Caterpillar Inc, Cl A		752		174
Delta Air Lines Inc, Cl A *		9,164		443
Southwest Airlines Co, Cl A		7,355		449
				1,066
Information Technology — 0.1%
Apple Inc		896		109

266 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Visa Inc, Cl A		2,199	$	466
				575
Total Common Stock (Cost $12,854) ($ Thousands)				16,288
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITY — 0.0%
Agency Mortgage-Backed Obligations — 0.0%
FNMA TBA
5.000%,04/30/2037	$	200		222
Total Mortgage-Backed Security (Cost $221) ($ Thousands)				222
Total Investments in Securities — 66.7% (Cost $476,309) ($ Thousands)			$	499,187
	Contracts
PURCHASED OPTIONS*(B) — 0.0%
Total Purchased Options (Cost $233) ($ Thousands)		47	$	22
WRITTEN OPTIONS*(B) — (0.0)%
Total Written Options (Premiums Received $134) ($ Thousands)		(87)	$	(4)

A list of open exchange traded options held by the Fund at March 31, 2021, is as follows:

Description	Number of Contracts			Notional Amount (Thousands) †		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
SPX US*		24		$	223	$	3,500.00		4/17/2021	$	6
Call Options
SPY UN*		23			10		400.00		5/22/2021		16
Total Purchased Options					233					$	22
WRITTEN OPTIONS — (0.0)%
Put Options
SPX US*		(40	)	$	(44)		2,500.00		04/17/21	$	(1)
SPX US*		(24	)		(82)		3,050.00		04/17/21		(2)
SPY UN*		(23	)		(8)		310.00		05/22/21		(1)
Total Written Options					(134)					$	(4)

^†Represents cost.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 267

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Capital Stability Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)		Value         (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Australian 3-Year Bond		30			Jun-2021	$	2,713	$	2,674	$	2
Amsterdam Index		5			Apr-2021		809		822		23
Australian 10-Year Bond		13			Jun-2021		1,385		1,367		3
CAC40 10 Euro Index		12			Apr-2021		864		855		2
Canadian 10-Year Bond		65			Jun-2021		7,329		7,177		(181)
DAX Index		1			Jun-2021		432		441		13
Euro STOXX 50		(29	)		Jun-2021		(1,308)		(1,318)		(26)
FTSE 100 Index		(31	)		Jun-2021		(2,885)		(2,857)		15
FTSE 100 Index		23			Jun-2021		2,136		2,120		(7)
FTSE MIB Index		1			Jun-2021		143		143		2
IBEX		2			Apr-2021		204		202		–
Japanese 10-Year Bond		(11	)		Jun-2021		(15,282)		(15,048)		(26)
Long Gilt 10-Year Bond		21			Jul-2021		3,811		3,697		(46)
MSCI EAFE Index		193			Jun-2021		21,220		21,153		(67)
MSCI Emerging Markets		64			Jun-2021		4,244		4,232		(12)
MSCI Singapore Index		53			May-2021		1,402		1,412		8
NASDAQ 100 Index E-MINI		20			Jun-2021		5,238		5,236		(2)
Nikkei 225 Index		(4	)		Jun-2021		(578)		(587)		(10)
Nikkei 225 Index		130			Jun-2021		3,488		3,433		1
OMX Stockholm 30		135			Apr-2021		3,416		3,388		49
Russell 2000 Index E-MINI		35			Jun-2021		4,041		3,889		(152)
S&P 500 Index E-MINI		(60	)		Jun-2021		(11,796)		(11,902)		(106)
S&P 500 Index E-MINI^		17			Jun-2021		3,355		3,372		17
S&P Mid Cap 400 Index E-MINI		13			Jun-2021		3,389		3,387		(2)
S&P TSX 60 Index		6			Jun-2021		1,070		1,061		(2)
S&P TSX 60 Index		6			Jun-2021		1,055		1,061		6
SPI 200 Index		(20	)		Jun-2021		(2,597)		(2,577)		10
SPI 200 Index		19			Jun-2021		2,486		2,448		5
U.S. 5-Year Treasury Note		160			Jul-2021		20,006		19,744		(263)
U.S. 5-Year Treasury Note		(51	)		Jul-2021		(6,333)		(6,293)		40
U.S. 10-Year Treasury Note		(61	)		Jun-2021		(8,083)		(7,987)		96
U.S. 10-Year Treasury Note		110			Jun-2021		14,767		14,403		(364)
						$	60,141	$	59,148	$	(974)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
ANZ		04/22/21	CNH		3,705	USD		569	$	6
ANZ		08/13/21	HKD		57,660	USD		7,437		18
Bank of America		04/19/21	USD		537	EUR		451		(7)
Bank of America		04/22/21	USD		600	CAD		746		(6)
Bank of America		05/27/21	EUR		799	USD		950		10
Barclays PLC		04/22/21	USD		969	KRW		1,058,733		(31)
Barclays PLC		04/22/21	KRW		539,407	USD		485		6
Barclays PLC		09/23/21	USD		2,400	MYR		9,922		(15)
BNP Paribas		04/15/21	USD		711	NOK		6,079		1
BNP Paribas		04/22/21	USD		385	CNH		2,497		(6)
Brown Brothers Harriman		04/08/21	USD		249	ZAR		3,740		4
Brown Brothers Harriman		04/08/21	USD		512	ZAR		7,500		(4)

268 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/09/21	EUR		206	GBP		184	$	11
Brown Brothers Harriman		04/09/21	GBP		264	EUR		306		(4	)
Brown Brothers Harriman		04/09/21	CHF		443	GBP		367		36
Brown Brothers Harriman		04/09/21 - 05/27/21	EUR		657	USD		784		12
Brown Brothers Harriman		04/09/21	GBP		513	USD		710		2
Brown Brothers Harriman		04/09/21	GBP		181	USD		247		(3	)
Brown Brothers Harriman		05/27/21	USD		474	EUR		404		1
Brown Brothers Harriman		04/09/21	USD		252	EUR		206		(10	)
Brown Brothers Harriman		04/09/21	USD		573	GBP		419		6
Brown Brothers Harriman		04/09/21	USD		507	GBP		363		(5	)
Brown Brothers Harriman		04/09/21 - 05/06/21	USD		1,531	CHF		1,406		(36	)
Brown Brothers Harriman		04/15/21	USD		495	SEK		4,120		(22	)
Brown Brothers Harriman		04/15/21	USD		990	NOK		8,375		(9	)
Brown Brothers Harriman		04/15/21	NOK		3,036	USD		358		2
Brown Brothers Harriman		04/15/21	NOK		4,072	EUR		403		(4	)
Brown Brothers Harriman		04/15/21	SEK		4,120	USD		490		17
Brown Brothers Harriman		04/16/21	USD		952	MXN		19,765		13
Brown Brothers Harriman		04/16/21	USD		243	MXN		4,983		–
Brown Brothers Harriman		04/16/21	MXN		30,056	USD		1,449		(17	)
Brown Brothers Harriman		04/19/21	EUR		299	TRY		2,778		(19	)
Brown Brothers Harriman		04/19/21	TRY		2,778	USD		375		43
Brown Brothers Harriman		04/22/21	USD		827	CAD		1,047		6
Brown Brothers Harriman		04/22/21	CAD		1,206	USD		952		(7	)
Brown Brothers Harriman		05/06/21	CHF		965	USD		1,067		40
Brown Brothers Harriman		05/10/21	GBP		–	USD		–		–
Brown Brothers Harriman		05/20/21	USD		1,424	JPY		153,397		(35	)
Brown Brothers Harriman		05/20/21	JPY		202,387	USD		1,911		78
Brown Brothers Harriman		05/27/21	AUD		465	USD		355		1
Brown Brothers Harriman		05/27/21	NZD		506	AUD		465		–
Brown Brothers Harriman		05/27/21	USD		935	NZD		1,290		(32	)
Brown Brothers Harriman		05/27/21	NZD		8,198	USD		5,929		190
Brown Brothers Harriman		06/04/21	USD		238	AUD		312		–
Citigroup		04/22/21	CAD		2,261	USD		1,791		(8	)
Citigroup		04/22/21	PHP		11,568	USD		238		–
Citigroup		05/20/21	CLP		394,091	USD		544		(5	)
Citigroup		05/21/21	USD		988	SGD		1,330		1
Credit Suisse First Boston		04/22/21	PHP		12,196	USD		253		2
Deutsche Bank		05/20/21	USD		550	CLP		394,091		(1	)
Deutsche Bank		06/04/21	AUD		3,377	USD		2,576		3
Goldman Sachs		04/15/21	NOK		4,270	USD		501		1
Goldman Sachs		04/22/21	USD		1,692	KRW		1,913,195		4
Goldman Sachs		04/22/21	USD		251	KRW		272,482		(9	)
Goldman Sachs		04/22/21	PHP		12,196	USD		253		1
Goldman Sachs		04/22/21	KRW		910,717	USD		817		10
Goldman Sachs		05/20/21	COP		1,747,142	USD		483		7
Goldman Sachs		05/25/21	USD		480	RUB		35,810		(9	)
Goldman Sachs		05/25/21	RUB		17,683	USD		235		2
Goldman Sachs		06/23/21	ILS		3,672	USD		1,114		11
Goldman Sachs		07/07/21	TWD		21,809	USD		797		22

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 269

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
HSBC		04/22/21	USD		909	CNH		5,902	$	(11	)
HSBC		05/06/21	CHF		555	USD		619		29
JPMorgan Chase Bank		08/01/07	USD		–	ZAR		7,782,876		–
JPMorgan Chase Bank		04/09/21	USD		729	GBP		516		(18	)
JPMorgan Chase Bank		04/22/21	USD		237	PHP		11,631		2
JPMorgan Chase Bank		04/22/21	USD		2,961	CAD		3,755		27
JPMorgan Chase Bank		04/22/21	CNH		4,696	USD		724		9
JPMorgan Chase Bank		05/20/21	USD		487	COP		1,747,142		(12	)
Morgan Stanley		04/09/21	GBP		925	USD		1,260		(16	)
Morgan Stanley		04/22/21	USD		250	KRW		275,743		(6	)
Morgan Stanley		09/23/21	MYR		1,963	USD		470		(2	)
RBS		04/09/21	USD		623	GBP		454		3
RBS		04/15/21	INR		34,845	USD		472		(3	)
RBS		04/27/21	USD		791	TWD		22,451		–
RBS		04/27/21	USD		950	TWD		26,413		(20	)
RBS		06/04/21	AUD		935	NZD		1,017		–
Standard Bank		04/09/21	GBP		419	USD		584		6
Standard Bank		04/22/21	USD		250	KRW		275,089		(6	)
Standard Bank		04/22/21	USD		596	PHP		29,125		4
Standard Bank		04/22/21	PHP		82,431	USD		1,696		(2	)
Standard Bank		04/22/21	KRW		277,112	USD		247		2
Standard Bank		04/27/21 - 06/18/21	TWD		69,160	USD		2,491		51
Standard Bank		05/20/21	JPY		10,934,248	USD		103,169		4,150
Standard Bank		05/27/21	EUR		702	USD		839		12
Standard Bank		07/07/21	USD		788	TWD		21,809		(13	)
UBS		04/08/21	ZAR		11,239	USD		729		(31	)
UBS		04/16/21	USD		736	MXN		15,217		6
UBS		04/22/21	USD		788	KRW		874,964		(12	)
UBS		04/22/21	USD		958	CAD		1,214		8
UBS		04/22/21	KRW		549,046	USD		498		11
									$	4,431

A list of the open OTC swap agreements held by the Fund at March 31, 2021 is as follows:

						Variance Swaps
Counterparty	Reference Entity/ Obligation		Volatility Strike Price			Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		USDJPY VARSWAP Long
Merill Lynch				7.20	%		Quarterly		9/18/2021		USD		(33)	$	2		$	–	$	2
Bank of America		USDJPY VARSWAP Long
Merill Lynch				7.85	%		Quarterly		9/18/2021		USD		38		(4	)		–		(4)
														$	(2	)	$	–	$	(2)

270 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021 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.CD.SI.34	Sell	1.00%	Quarterly		06/20/2025		(11,104	)	$	315	$	(152)	$	467
CDX.NA.HY.S35V1-5Y	Sell	(308.205)%	Quarterly		12/20/2025		(6,670	)		605		532		73
CDX.NA.IG.S35V1-5Y	Sell	(369.554)%	Quarterly		12/20/2025		(5,700	)		136		128		8
ITRAXX.XOVER.S34V1-5Y	Sell	(74.635)%	Quarterly		12/20/2025		(1,115	)		158		127		31
									$	1,214	$	635	$	579

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)
0.888%		AUD/BBR/6M/BBSW/0.00000		Semi-Annual		11/25/2030		USD		2,720	$	(173)	$	–	$	(173)
0.895%		NZD/BKBM/3M/BKBM/0.00000		Semi-Annual		11/26/2030		USD		2,490		(163)		–		(163)
6M AUD BBSW		0.897%		Semi-Annual		12/02/2030		USD		2,130		(135)		–		(135)
3M NZD BKBM		0.865%		Semi-Annual		12/03/2030		USD		2,000		(135)		–		(135)
6-MONTH AUD - BBSW		1.005		Semi-Annual		12/10/2030		USD		1,580		(88)		–		(88)
3-MONTH NZD - BKBM		0.911		Semi-Annual		12/11/2030		USD		1,520		(99)		–		(99)
6-MONTH AUD -  BBSW		1.019		Semi-Annual		12/17/2030		USD		940		(52)		–		(52)
3-MONTH NZD - BKBM		0.945		Semi-Annual		12/18/2030		USD		1,010		(63)		–		(63)
											$	(908)	$	–	$	(908)

Percentages are based on Net Assets of $748,926 ($ 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) Refer to table below for details on Options Contracts.

ADR — American Depositary Receipt

AUD — Australian Dollar

CAC40 — Cotation Assistée en Continu

CAD — Canadian Dollar

CBOE — Chicago Board Options Exchange

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

COP — Colombian Peso

CPI — Consumer Price Index

CSI — Commodity Selection Index

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FHLB — Federal Home Loan Bank

FNMA — Federal National Mortgage Association

FTSE — Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

IBEX — Spanish Stock Exchange Index

INR — Indian Rupee

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

Ltd. — Limited

MIB — Milano Indice di Borsa

MSCI — Morgan Stanley Capital International

MYR — Malaysian Ringgit

MXN — Mexican Peso

NASDAQ — National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

PHP — Philippine peso

PLC — Public Limited Company

OMX — Option Market Index

RUB — Russian Ruble

S&P — Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPDR — Standard & Poor’s Depository Receipt

SPI — Share Price Index

SPX — Standard & Poor’s 500 Index

TBA — To Be Announced

TRY — Turkish Lira

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

UCITS — Undertakings for the Collective Investment in Transferable Securities

USD — U.S. Dollar

ZAR — South African Rand

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 271

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Multi-Asset Capital Stability Fund (Concluded)

The following is a list of the level of inputs used as of March 31, 2021, 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		–		225,157		–		225,157
Commercial Paper		–		150,377		–		150,377
Exchange Traded Funds		64,163		–		–		64,163
Sovereign Debt		–		22,657		–		22,657
U.S. Government Agency Obligations		–		20,323		–		20,323
Common Stock		16,288		–		–		16,288
Mortgage-Backed Security		–		222		–		222
Total Investments in Securities		80,451		418,736		–		499,187
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Purchased Options		22		–		–		22
Written Options		(4)		–		–		(4)
Futures Contracts*
Unrealized Appreciation		292		–		–		292
Unrealized Depreciation		(1,266)		–		–		(1,266)
Forwards Contracts*
Unrealized Appreciation		–		4,887		–		4,887
Unrealized Depreciation		–		(456)		–		(456)
OTC Swaps
Variance Swaps*
Unrealized Appreciation		–		2		–		2
Unrealized Depreciation		–		(4)		–		(4)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–		579		–		579
Interest Rate Swaps*
Unrealized Depreciation		–		(908)		–		(908)
Total Other Financial Instruments		(956)		4,100		–		3,144

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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.

272 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Large Cap Fund			Large Cap Value Fund
Assets:
Investments, at value †	$	2,171,889	*	$	1,471,040	*
Affiliated investments, at value ††		28,601			15,156
Cash and cash equivalents		–			20
Cash pledged as collateral on futures contracts		690			385
Foreign currency, at value †††		–			–
Receivable for fund shares sold		1,566			1,107
Receivable for investment securities sold		6,391			1,322
Dividends and interest receivable		2,375			2,699
Receivable for Variation Margin on Futures Contracts		58			21
Foreign tax reclaim receivable		29			226
Prepaid expenses		43			28
Total Assets		2,211,642			1,492,004
Liabilities:
Payable upon return on securities loaned		12,244			3,612
Payable for investment securities purchased		6,425			1,097
Payable for fund shares redeemed		2,271			1,238
Administration fees payable		473			383
Shareholder servicing fees payable Class F		446			289
Shareholder servicing fees payable Class I		–			1
Income distribution payable		–			–
Due to custodian		–			–
Payable for Variation Margin on Futures Contracts		–			–
Investment advisory fees payable		688			435
Chief Compliance Officer fees payable		2			1
Administration servicing fees payable Class I		–			–
Accrued expense payable		164			101
Total Liabilities		22,713			7,157
Net Assets	$	2,188,929		$	1,484,847
† Cost of investments and repurchase agreements	$	1,277,765		$	996,114
†† Cost of affiliated investments		28,592			15,158
††† Cost of foreign currency		–			–
†††††† Cost (premiums received)		–			–
* Includes market value of securities on loan		12,142			3,564

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

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

274 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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
$	1,650,549	*	$	906,368	*	$	4,327,903	*	$	933,527	$	659,422	*	$	404,248	*	$	426,378	*	$	993,157	*
	28,875			8,833			106,523			6,427		34,012			52,555			87,623			144,424
	3			–			–			3		–			5			3			–
	948			434			–			418		273			306			397			145
	–			–			135			–		–			–			–			–
	1,329			1,217			534			1,773		436			492			469			207
	–			–			11,097			–		2,871			–			5,968			1,012
	248			604			4,965			612		458			514			96			788
	85			37			–			40		63			70			92			22
	20			–			489			12		–			–			–			–
	33			20			82			19		12			7			7			17
	1,682,090			917,513			4,451,728			942,831		697,547			458,197			521,033			1,139,772
	6,775			73			1,158			–		8,118			29,639			69,800			114,340
	–			2,122			–			–		2,246			–			5,887			997
	1,016			719			1,690			260		578			508			458			307
	398			69			793			110		173			116			114			255
	305			76			827			39		143			84			88			174
	1			–			–			1		–			–			–			–
	1			–			–			–		–			–			–			–
	–			–			97,311			–		–			–			–			–
	–			–			3			–		–			–			–			–
	457			15			1,496			16		347			228			213			508
	2			1			4			1		1			–			–			1
	–			–			–			1		–			–			–			–
	119			181			292			84		46			28			29			64
	9,074			3,256			103,574			512		11,652			30,603			76,589			116,646
$	1,673,016		$	914,257		$	4,348,154		$	942,319	$	685,895		$	427,594		$	444,444		$	1,023,126
$	763,459		$	653,757		$	1,678,734		$	267,301	$	463,872		$	274,059		$	333,715		$	548,850
	28,876			8,833			106,521			6,427		34,011			52,553			87,622			144,418
	–			–			129			–		–			–			–			–
	–			–			–			–		–			–			–			–
	6,907			69			1,141			–		6,203			28,779			69,599			112,616

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 275

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	1,230,590		$	1,022,899
Total distributable earnings		958,339			461,948
Net Assets	$	2,188,929		$	1,484,847
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	16.59		$	26.46
		($2,073,950,895 ÷			($1,296,238,252 ÷
		125,036,734 shares	)		48,992,541 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A		$	26.49
					($2,948,204 ÷
					111,301 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	16.59		$	26.46
		($ 114,977,935 ÷			($185,660,397 ÷
		6,928,474 shares	)		7,016,688 shares	)

N/A – Not applicable. Share class currently not offered.

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

276 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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
$	709,039		$	667,461		$	1,554,040		$	237,004		$	444,927		$	301,555		$	289,994		$	528,750
	963,977			246,796			2,794,114			705,315			240,968			126,039			154,450			494,376
$	1,673,016		$	914,257		$	4,348,154		$	942,319		$	685,895		$	427,594		$	444,444		$	1,023,126
$	46.91		$	14.32		$	32.82		$	85.25		$	15.91		$	26.64		$	45.07		$	27.30
	($1,470,631,363 ÷			($914,257,196 ÷			($3,871,553,411 ÷			($936,591,436 ÷			($655,211,639 ÷			($362,613,299 ÷			($400,058,264 ÷			($914,930,997 ÷
	31,352,828 shares	)		63,839,119 shares	)		117,947,474 shares	)		10,986,156 shares	)		41,177,895 shares	)		13,613,248 shares	)		8,875,430 shares	)		33,519,323 shares	)
$	45.41			N/A			N/A		$	85.80			N/A		$	26.37		$	42.60			N/A
	($3,438,310 ÷									($5,727,565 ÷						($1,784,654 ÷			($1,890,371 ÷
	75,713 shares	)								66,754 shares	)					67,684 shares	)		44,371 shares	)
$	46.97			N/A		$	32.84			N/A		$	16.07		$	26.66		$	45.77		$	27.33
	($198,946,429 ÷						($476,600,956 ÷						($30,683,107 ÷			($63,195,750 ÷			($42,495,116 ÷			($108,194,547 ÷
	4,235,224 shares	)					14,512,327 shares	)					1,909,792 shares	)		2,370,866 shares	)		928,456 shares	)		3,958,240 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 277

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Mid-Cap Fund			U.S. Managed Volatility   Fund
Assets:
Investments, at value †	$	79,347	*	$	986,198	*
Affiliated investments, at value ††		1,689			23,975
Repurchase agreements†		–			–
Cash and cash equivalents		20			16
Cash pledged as collateral on swap contracts		–			–
Cash pledged as collateral on futures contracts		27			396
Foreign currency, at value †††		–			–
Receivable for fund shares sold		215			434
Receivable for investment securities sold		–			–
Dividends and interest receivable		88			1,834
Unrealized gain on forward foreign currency contracts		–			–
Options purchased, at value †††††		–			–
Swaptions purchased, at value ††††††		–			–
Receivable for Variation Margin on Futures Contracts		–			35
Receivable for Variation Margin on Swap Contracts		–			–
Foreign tax reclaim receivable		–			18
Prepaid expenses		1			35
Total Assets		81,387			1,012,941
Liabilities:
Payable upon return on securities loaned		580			11,343
Payable for fund shares redeemed		24			1,996
Administration fees payable		20			184
Shareholder servicing fees payable Class F		16			166
Shareholder servicing fees payable Class I		–			–
Payable for investment securities purchased		–			–
Income distribution payable		–			–
Options written, at value †††††		–			–
Swaptions written, at value ††††††		–			–
Due to custodian		–			–
Payable for Variation Margin on Swap Contracts		–			–
Payable for Variation Margin on Futures Contracts		–			–
Unrealized loss on forward foreign currency contracts		–			–
Investment advisory fees payable		27			331
Trustees fees payable		–			–
Chief Compliance Officer fees payable		–			2
Administration servicing fees payable Class I		–			–
Accrued expense payable		5			122
Total Liabilities		672			14,144
Net Assets	$	80,715		$	998,797
† Cost of investments and repurchase agreements	$	62,699		$	753,623
†† Cost of affiliated investments		1,689			23,975
††† Cost of foreign currency		–			–
††††† Cost (premiums received)		–			–
†††††† Cost (premiums received)		–			–
* Includes market value of securities on loan		564			11,216

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

The accompanying notes are an integral part of the financial statements

278 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund		Core Fixed Income Fund			High Yield Bond Fund		Conservative   Income Fund
$	1,019,191	*	$	961,487	*	$	376,840	*	$	99,406	$	4,750,134	*	$	1,529,275	$	315,031
	20,139			28,651			17,529			1,180		391,689			25,177		695
	–			–			–			–		–			–		16,000
	3,431			–			1,389			–		–			–		–
	–			–			–			–		10,045			–		–
	244			572			335			–		4,823			–		–
	573			110			1,205			–		2,429			10		–
	485			239			141			397		3,200			1,090		152
	–			–			–			2,482		635,371			29,876		–
	2,000			1,271			1,757			222		17,940			18,677		67
	4,802			–			–			–		2,054			–		–
	–			–			–			–		271			–		–
	–			–			–			–		365			–		–
	14			51			2			–		572			–		–
	–			–			–			–		610			–		–
	2,536			10			1,796			–		665			59		–
	22			20			8			2		12			32		7
	1,053,437			992,411			401,002			103,689		5,820,180			1,604,196		331,952
	16,388			10,521			11,869			–		87,887			1		–
	1,759			715			396			1,005		4,707			1,071		818
	250			236			142			26		569			242		–
	188			188			69			18		796			287		24
	–			–			–			–		1			–		–
	–			–			–			604		1,235,676			46,414		–
	–			–			–			–		536			713		1
	–			–			–			–		383			–		–
	–			–			–			–		115			–		–
	–			–			–			–		8,875			3,609		–
	–			–			–			–		46			–		–
	6			–			25			–		1,935			–		–
	167			–			–			–		2,358			–		–
	474			361			123			49		813			540		16
	–			–			–			–		36			–		–
	1			1			–			–		15			2		–
	–			–			–			–		1			–		–
	96			73			36			7		728			159		27
	19,329			12,095			12,660			1,709		1,345,477			53,038		886
$	1,034,108		$	980,316		$	388,342		$	101,980	$	4,474,703		$	1,551,158	$	331,066
$	899,107		$	485,152		$	303,780		$	75,089	$	4,728,372		$	1,462,459	$	330,991
	20,138			28,651			17,528			1,180		391,660			25,177		695
	574			107			1,213			–		2,201			8		–
	–			–			–			–		(259	)		–		–
	–			–			–			–		49			–		–
	16,081			10,374			11,208			–		86,550			–		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 279

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Mid-Cap Fund			U.S. Managed Volatility    Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	62,217		$	738,678
Total distributable earnings/(loss)		18,498			260,119
Net Assets	$	80,715		$	998,797
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	30.83		$	17.21
		($76,223,898 ÷			($786,754,081 ÷
		2,472,690 shares	)		45,724,690 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I	$	30.77		$	17.20
		($727,074 ÷			($1,405,400 ÷
		23,630 shares	)		81,703 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	30.84		$	17.21
		($3,764,412 ÷			($210,637,697 ÷
		122,059 shares	)		12,238,158 shares	)

N/A - Not applicable. Share class currently not offered.

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

280 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Global Managed    Volatility Fund			Tax-Managed Managed    Volatility Fund			Tax-Managed    International Managed    Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income    Fund
$	860,442		$	486,623		$	360,255		$	82,470		$	4,483,573		$	1,731,864		$	331,025
	173,666			493,693			28,087			19,510			(8,870)			(180,706)			41
$	1,034,108		$	980,316		$	388,342		$	101,980		$	4,474,703		$	1,551,158		$	331,066
$	11.25		$	18.68		$	11.01		$	15.51		$	11.35		$	6.91		$	10.00
	($901,453,429 ÷			($898,615,060 ÷			($330,129,793 ÷			($83,884,865 ÷			($3,970,081,961 ÷			($1,363,556,725 ÷			($313,133,646 ÷
	80,125,916 shares	)		48,109,594 shares	)		29,971,216 shares	)		5,406,868 shares	)		349,854,068 shares	)		197,200,481 shares	)		31,311,952 shares	)
$	10.98			N/A			N/A		$	15.48		$	11.33		$	6.66			N/A
	($1,005,090 ÷									($374,308 ÷			($5,147,966 ÷			($498,375 ÷
	91,512 shares	)								24,180 shares	)		454,309 shares	)		74,873 shares	)
$	11.27		$	18.68		$	11.02		$	15.52		$	11.36		$	6.91		$	10.01
	($131,649,267 ÷			($81,701,340 ÷			($58,212,000 ÷			($17,720,943 ÷			($499,473,054 ÷			($187,103,172 ÷			($17,932,169 ÷
	11,681,403 shares	)		4,373,151 shares	)		5,282,881 shares	)		1,141,557 shares	)		43,986,502 shares	)		27,061,152 shares	)		1,792,112 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 281

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Tax-Free Conservative   Income Fund
Assets:
Investments, at value †	$	207,135
Affiliated investments, at value ††		–
Cash and cash equivalents		181
Due from Broker		–
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		91
Receivable for investment securities sold		–
Dividends and interest receivable		228
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 ††††† †		–
Receivable for Variation Margin on Futures Contracts		–
Receivable for Variation Margin on Swap Contracts		–
Foreign tax reclaim receivable		–
Prepaid expenses		4
Total Assets		207,639
Liabilities:
Payable for fund shares redeemed		271
Payable for securities sold short@		–
Payable for investment securities purchased		–
Income distribution payable		–
OTC Swap contracts, at value ††††		–
Options written, at value †††††		–
Reverse repurchase agreements		–
Payable for Variation Margin on Swap Contracts		–
Payable for Variation Margin on Futures Contracts		–
Administration fees payable		–
Unrealized loss on foreign currency spot contracts		–
Unrealized loss on forward foreign currency contracts		–
Shareholder servicing fees payable Class F		–
Investment advisory fees payable		11
Chief Compliance Officer fees payable		–
Unfunded commitments on loan participations		–
Accrued expense payable		19
Total Liabilities		301
Net Assets	$	207,338
† Cost of investments and repurchase agreements	$	207,127
†† 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.

282 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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
$	252,946	$	746,418	$	369,290	$	1,585,151	$	880,351		$	1,053,188	$	499,187
	1,342		–		95,930		–		–			–		–
	–		65,376		74,023		934,392		13,905			128,068		175,040
	–		3,707		870		6,033		–			335		–
	–		–		277		12,096		9,986			3,822		1,036
	–		2,502		–		59,010		5,334			10,390		4,470
	–		–		–		–		34,622			–		–
	–		–		3,021		5,972		1,094			87		75,762
	146		621		225		2,067		383			704		380
	–		1,990		24,372		83		17,335			14,315		563
	276		495		1,428		2,380		7,592			2,433		210
	–		–		868		11,307		2,459			1,436		4,887
	–		–		–		9		5			100		–
	–		–		819		3,623		204			1,172		2
	–		3,393		781		–		302			1,500		22
	–		19,052		–		–		–			–		–
	–		359		8		9,661		255			2,425		670
	–		19		19		300		273			163		32
	–		–		54		271		61			26		–
	6		17		10		56		20			19		17
	254,716		843,949		571,995		2,632,411		974,181			1,220,183		762,278
	447		669		668		2,838		1,029			841		1,570
	–		–		83,921		–		–			111,848		–
	–		3,589		11,932		3,618		38,328			26,601		10,550
	–		–		–		–		152			–		–
	–		2,293		256		146		–			2,858		4
	–		–		570		–		2,218			631		4
	–		–		–		–		–			263,138		–
	–		–		25		606		151			159		28
	–		56		9		7,097		515			1,400		313
	41		204		122		552		180			191		83
	–		–		–		11		–			96		–
	–		50		920		3,736		782			944		456
	20		167		99		514		65			162		61
	28		132		302		1,422		333			228		231
	–		1		–		3		–			1		1
	–		–		49		–		–			–		–
	21		65		30		183		116			210		51
	557		7,226		98,903		20,726		43,869			409,308		13,352
$	254,159	$	836,723	$	473,092	$	2,611,685	$	930,312		$	810,875	$	748,926
$	240,352	$	373,238	$	353,242	$	1,498,885	$	818,704		$	953,811	$	476,309
	1,342		–		95,930		–		–			–		–
	–		–		3,007		5,955		1,116			87		78,891
	–		–		–		–		4			716		–
	–		823		328		–		(2,275	)		1,173		99
	–		5,038		–		–		–			–		–
	–		–		80,200		–		–			81,594		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 283

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

March 31, 2021 (Unaudited)

	Tax-Free Conservative Income    Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	207,348
Total distributable earnings/(loss)		(10)
Net Assets	$	207,338
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00
		($199,912,621 ÷
		19,993,696 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.01
		($7,424,949 ÷
		742,020 shares	)

N/A - Not applicable. Share class currently not offered.

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

284 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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
$	243,728		$	432,639		$	445,591		$	2,743,900		$	880,831		$	949,282		$	722,236
	10,431			404,084			27,501			(132,215)			49,481			(138,407)			26,690
$	254,159		$	836,723		$	473,092		$	2,611,685		$	930,312		$	810,875		$	748,926
$	10.60		$	16.84		$	10.52		$	9.64		$	11.25		$	8.37		$	10.41
	($233,755,257 ÷			($789,701,852 ÷			($464,439,135 ÷			($2,415,500,636 ÷			($753,205,754 ÷			($765,761,790 ÷			($707,571,994 ÷
	22,045,302 shares	)		46,891,657 shares	)		44,139,186 shares	)		250,577,828 shares	)		66,935,438 shares	)		91,501,486 shares	)		67,952,944 shares	)
$	10.65		$	16.85		$	10.52		$	9.72		$	11.25		$	8.37		$	10.43
	($20,404,113 ÷			($47,021,275 ÷			($8,652,789 ÷			($196,184,277 ÷			($177,106,314 ÷			($45,113,697 ÷			($41,353,618 ÷
	1,916,483 shares	)		2,790,437 shares	)		822,850 shares	)		20,180,047 shares	)		15,740,331 shares	)		5,390,165 shares	)		3,965,395 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 285

STATEMENTS OF OPERATIONS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends		$                  18,302			$                  21,768			$                  5,691
Income from affiliated investments(1)		1			1			1
Interest income		–			–			–
Security lending income - net(1) (2)		119			64			4
Less: foreign taxes withheld		(71	)		(251	)		(17	)
Total Investment Income		18,351			21,582			5,679
Expenses:
Investment advisory fees		4,209			2,483			3,262
Administration fees		3,050			2,125			2,416
Shareholder servicing fees Class F		2,560			1,552			1,801
Shareholder servicing fees Class I		–			3			4
Trustees’ fees		22			14			17
Chief compliance officer fees		6			4			5
Administration servicing fees Class I		–			3			4
Printing fees		117			77			87
Custodian/Wire agent fees		61			38			46
Professional fees		56			37			42
Registration fees		37			22			26
Pricing fees		19			11			15
Other expenses		23			14			17
Total Expenses		10,160			6,383			7,742
Less:
Waiver of investment advisory fees		(297	)		(170	)		(599	)
Waiver of shareholder servicing fees Class F		(20	)		(12	)		(14	)
Waiver of shareholder servicing fees Class I		–			–			(1	)
Waiver of administration fees		(354	)		(88	)		(82	)
Net Expenses		9,489			6,113			7,046
Net Investment Income (Loss)		8,862			15,469			(1,367	)
Net Realized Gain (Loss) on:
Investments		104,642			60,912			92,151
Affiliated investments		1			(3	)		1
Futures contracts		3,314			1,900			2,398
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		323,816			324,682			113,125
Affiliated investments		(1	)		1			2
Futures contracts		115			(2	)		(96	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Net Increase in Net Assets Resulting from Operations		$                  440,749			$                  402,959			$                  206,214

(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.

286 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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
	$                    6,302			$                  41,585			$                    7,355			$                    4,605			$                    3,704			$                    1,342			$                    6,371
	2			1			1			1			1			–			1
	–			–			–			4			–			–			–
	6			45			3			84			67			188			70
	–			(163	)		–			(15	)		(9	)		(4	)		(10	)
	6,310			41,468			7,359			4,679			3,763			1,526			6,432
	203			8,225			135			2,075			1,268			1,347			2,980
	1,217			4,484			991			958			585			622			1,375
	1,014			4,581			1,119			761			411			465			1,021
	–			–			7			–			2			2			–
	8			41			–			6			4			4			9
	2			11			2			2			1			1			2
	–			–			7			–			2			2			–
	44			223			49			35			21			23			50
	21			112			25			16			9			10			23
	20			106			23			16			10			11			23
	14			52			15			10			5			5			14
	10			33			11			8			5			5			10
	43			42			54			6			3			4			9
	2,596			17,910			2,438			3,893			2,326			2,501			5,516
	(122	)		–			(45	)		(240	)		(152	)		(225	)		(352	)
	(609	)		(37	)		(895	)		(6	)		(3	)		(4	)		(123	)
	–			–			(1	)		–			–			–			–
	(843	)		(94	)		(364	)		(38	)		(16	)		(17	)		(54	)
	1,022			17,779			1,133			3,609			2,155			2,255			4,987
	5,288			23,689			6,226			1,070			1,608			(729	)		1,445
	(1,719	)		151,322			43,105			107,751			27,607			77,691			73,068
	–			8			–			1			5			–			10
	2,203			3,867			2,456			(498	)		(716	)		99			(209	)
	140,473			662,735			104,914			135,112			139,863			48,572			227,772
	27			3			–			(1	)		(2	)		(1	)		(3	)
	(2	)		(171	)		(24	)		15			17			15			(2	)
	–			8			–			–			–			–			–
	$                146,270			$                841,461			$                156,677			$                243,450			$                168,382			$                125,647			$                302,081

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 287

STATEMENTS OF OPERATIONS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited)

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends		$                 653			$              18,711			$            11,312
Income from affiliated investments(1)		–			1			–
Interest income		–			4			–
Security lending income - net(1) (2)		–			36			27
Less: foreign taxes withheld		(1	)		(108	)		(567	)
Total Investment Income		652			18,644			10,772
Expenses:
Investment advisory fees		144			4,904			3,404
Administration fees		108			2,231			1,571
Shareholder servicing fees Class F		86			977			1,136
Shareholder servicing fees Class I		1			2			1
Trustees’ fees		1			17			11
Administration servicing fees Class I		1			2			1
Chief compliance officer fees		–			4			3
Distribution fees Class F		–			2			–
Printing fees		4			89			57
Professional fees		2			43			28
Registration fees		2			30			20
Custodian/Wire agent fees		2			47			46
Pricing fees		2			17			16
Other expenses		1			17			13
Total Expenses		354			8,382			6,307
Less:
Waiver of investment advisory fees		–			(1,966	)		(566	)
Waiver of shareholder servicing fees Class F		(1	)		(8	)		(9	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		–			(504	)		(77	)
Net Expenses		353			5,904			5,655
Net Investment Income		299			12,740			5,117
Net Realized Gain (Loss) on:
Investments		8,084			161,697			60,839
Affiliated investments		–			(1	)		(2	)
Futures contracts		2			6,710			1,460
Foreign currency translation		–			99			29
Forward foreign currency contracts		–			–			(2,782	)
Purchased and written options		–			–			–
Swap contracts		–			–			–
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		11,111			47,673			26,528
Affiliated investments		–			–			1
Futures contracts		(1	)		(146	)		39
Purchased and written options		–			–			–
Purchased and written swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			(5	)		(65	)
Forward foreign currency contracts		–			–			2,416
Net Increase (Decrease) in Net Assets Resulting from Operations		$            19,495			$            228,767			$            93,580

(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.

288 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund			Tax-Free Conservative Income Fund
	$              11,057			$              6,292			$              1,245			$                      –			$               732			$                   –			$                   –
	1			–			–			10			2			–			–
	–			–			–			44,617			53,575			349			167
	2			43			–			21			–			–			–
	(41	)		(415	)		–			–			(1	)		–			–
	11,019			5,920			1,245			44,648			54,308			349			167
	3,115			1,238			316			5,919			3,695			160			105
	1,438			857			146			3,376			1,512			320			210
	1,100			406			99			4,800			1,670			374			254
	–			–			–			6			1			–			–
	10			4			1			36			16			3			2
	–			–			–			6			1			–			–
	3			1			–			9			4			1			1
	–			–			–			–			–			–			–
	52			21			5			221			81			17			11
	25			10			3			103			40			8			6
	17			6			2			51			26			5			3
	27			33			3			98			44			10			6
	9			16			1			251			127			8			10
	10			4			2			25			15			3			2
	5,806			2,596			578			14,901			7,232			909			610
	(1,025	)		(525	)		(42	)		(1,190	)		(578	)		(64	)		(42	)
	(9	)		(3	)		(1	)		(38	)		(13	)		(224	)		(153	)
	–			–			–			(1	)		–			–			–
	(69	)		(19	)		(1	)		–			(103	)		(287	)		(258	)
	4,703			2,049			534			13,672			6,538			334			157
	6,316			3,871			711			30,976			47,770			15			10
	14,235			2,323			3,579			3,783			7,907			1			–
	–			(1	)		–			93			–			–			–
	1,315			300			–			(10,638	)		–			–			–
	(5	)		39			–			(2,594	)		(26	)		–			–
	–			–			–			429			–			–			–
	–			–			–			(282	)		–			–			–
	–			–			–			4,936			94			–			–
	100,937			31,134			14,420			(123,705	)		118,201			(30	)		(26	)
	–			2			–			(6	)		–			–			–
	(49	)		68			–			(9,130	)		–			–			–
	–			–			–			200			–			–			–
	–			–			–			201			–			–			–
	–			–			–			9,385			(44	)		–			–
	14			(39	)		–			6			–			–			–
	–			–			–			1,160			–			–			–
	$            122,763			$            37,697			$            18,710			$            (95,186	)		$            173,902			$                (14	)		$                (16	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 289

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited)

	Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends		$                       –			$                5,901
Income from affiliated investments(1)		–			–
Interest income		2,301			3
Less: foreign taxes withheld		–			–
Total Investment Income		2,301			5,904
Expenses:
Shareholder servicing fees Class F		298			943
Investment advisory fees		286			2,398
Administration fees		260			1,199
Trustees’ fees		3			8
Chief compliance officer fees		1			2
Printing fees		14			43
Custodian/Wire agent fees		8			11
Professional fees		7			21
Registration fees		4			13
Pricing fees		2			9
Dividend expense on securities sold short		–			–
Interest expense		–			–
Other expenses		3			8
Total Expenses		886			4,655
Less:
Waiver of investment advisory fees		(117	)		(1,654	)
Waiver of shareholder servicing fees Class F		(179	)		–
Waiver of administration fees		(13	)		(53	)
Net Expenses		577			2,948
Net Investment Income (Loss)		1,724			2,956
Net Realized Gain (Loss) on:
Investments		1,932			35,530
Securities sold short		–			–
Futures contracts		–			12,727
Foreign currency translation		–			20
Forward foreign currency contracts		–			(20	)
Purchased and written options		–			–
Purchased and written swaptions		–			2,956
Swap contracts		–			(790	)
Capital gains on Investments		–			–
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		2,490			83,702
Securities sold short		–			–
Futures contracts		–			551
Purchased and written options		–			2,570
Purchased and written swaptions		–			12,022
Swap contracts		–			(916	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			(1	)
Forward foreign currency contracts		–			(38	)
Net Increase in Net Assets Resulting from Operations		$                6,146			$            151,269

(1) See Note 6 in Notes to Financial Statements.

(2) Income is from the investment of collateral in an affiliated security.

290 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
	$              1,350			$                1,690			$                 855			$              3,471			$                 612
	5			–			–			–			–
	4,957			1,779			19,746			7,824			853
	–			(103	)		(46	)		–			–
	6,312			3,366			20,555			11,295			1,465
	591			3,057			971			932			913
	3,608			9,896			2,825			2,177			1,553
	722			3,522			1,413			1,187			1,165
	5			27			10			8			8
	1			7			2			2			2
	26			141			50			42			42
	14			44			21			16			16
	13			69			25			21			20
	8			47			16			14			13
	52			57			117			52			11
	1,080			–			–			662			–
	564			–			–			390			–
	8			38			14			13			12
	6,692			16,905			5,464			5,516			3,755
	(1,490	)		(1,450	)		(849	)		(863	)		(155	)
	(5	)		–			(583	)		–			(548	)
	(310	)		(221	)		(334	)		(84	)		(656	)
	4,887			15,234			3,698			4,569			2,396
	1,425			(11,868	)		16,857			6,726			(931	)
	52,976			5,309			12,625			(1,297	)		5,860
	(16,995	)		–			–			(11,684	)		–
	(228	)		193,534			(1,765	)		19,844			5,794
	(262	)		(8,207	)		(343	)		446			(1,037	)
	(796	)		5,080			(2,045	)		(1,901	)		1,104
	(308	)		–			(5,162	)		(2,056	)		614
	10			–			–			1,106			–
	(951	)		28,136			1,567			2,824			(570	)
	1,293			–			–			–			–
	2,856			15,391			27,277			52,919			8,465
	46			–			–			(12,167	)		–
	84			(67,999	)		(3,364	)		1,574			(495	)
	(237	)		–			(975	)		(419	)		(137	)
	3			–			–			(306	)		–
	181			(4,961	)		2,873			3,316			(1,380	)
	(37	)		(18	)		(125	)		(6	)		(3,148	)
	(69	)		7,285			1,635			102			4,291
	$            38,991			$            161,682			$            49,055			$            59,021			$            18,430

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 291

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited) and the year ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
	10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
Operations:
Net investment income (loss)	$	8,862		$	25,302		$	15,469		$	27,385		$	(1,367	)	$	2,087
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		107,957			29,421			62,809			(69,598	)		94,550			132,163
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		323,930			97,010			324,681			(80,344	)		113,031			305,182
Net change in unrealized appreciation (depreciation) on foreign currency transactions		—			—			—			—			—			—
Contribution from Adviser(1)		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		440,749			151,733			402,959			(122,557	)		206,214			439,432
Distributions:
Class F:		(63,755	)		(158,501	)		(12,193	)		(45,392	)		(127,247	)		(76,682	)
Class I:		N/A			N/A			(25	)		(104	)		(330	)		(159	)
Class Y:		(3,540	)		(9,625	)		(1,887	)		(6,239	)		(16,536	)		(9,790	)
Return of Capital:
Class F		—			—			—			—			—			—
Class Y		—			—			—			—			—			—
Total Distributions		(67,295	)		(168,126	)		(14,105	)		(51,735	)		(144,113	)		(86,631	)
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		121,916			255,737			89,207			258,992			112,018			208,478
Reinvestment of dividends & distributions		58,838			147,271			11,477			42,535			119,106			71,751
Cost of shares redeemed		(405,239	)		(602,760	)		(242,161	)		(241,351	)		(211,283	)		(511,913	)
Net increase (decrease) from Class F transactions		(224,485	)		(199,752	)		(141,477	)		60,176			19,841			(231,684	)
Class I:
Proceeds from shares issued		N/A			N/A			155			577			534			566
Reinvestment of dividends & distributions		N/A			N/A			22			87			290			124
Cost of shares redeemed		N/A			N/A			(433	)		(872	)		(727	)		(741	)
Net increase (decrease) from Class I transactions		N/A			N/A			(256	)		(208	)		97			(51	)
Class Y:
Proceeds from shares issued		6,242			29,697			11,539			35,301			17,883			21,651
Reinvestment of dividends & distributions		3,437			9,360			1,761			5,806			15,475			9,124
Cost of shares redeemed		(17,096	)		(66,154	)		(23,789	)		(23,082	)		(12,361	)		(55,926	)
Net increase (decrease) from Class Y transactions		(7,417	)		(27,097	)		(10,489	)		18,025			20,997			(25,151	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(231,902	)		(226,849	)		(152,222	)		77,993			40,935			(256,886	)
Net Increase (Decrease) in Net Assets		141,552			(243,242	)		236,632			(96,299	)		103,036			95,915
Net Assets
Beginning of period		2,047,377			2,290,619			1,248,215			1,344,514			1,569,980			1,474,065
End of period	$	2,188,929		$	2,047,377		$	1,484,847		$	1,248,215		$	1,673,016		$	1,569,980

(1) See Note 6 in Notes to Financial Statements for additional information.

(2) See Note 7 in Notes to Financial Statements for additional information.

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.

292 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Large Cap Index Fund					Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund
10/01/20 to 03/31/21		2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
	$            5,288	$	8,859		$	23,689		$	46,679		$	6,226		$	13,594		$	1,070		$	970
	484		(7,319	)		155,197			58,583			45,561			45,503			107,254			(34,061	)
	140,498		86,442			662,567			149,757			104,890			49,436			135,126			18,549
	—		—			8			(3	)		—			—			—			—
	—		—			—			—			—			221			—			—
	146,270		87,982			841,461			255,016			156,677			108,754			243,450			(14,542	)
	(4,776)		(9,299	)		(68,021	)		(305,586	)		(47,910	)		(38,922	)		(648	)		(1,000	)
	N/A		N/A			N/A			N/A			(296	)		(204	)		N/A			N/A
	N/A		N/A			(8,824	)		(39,347	)		N/A			N/A			(62	)		(132	)
	—		—			—			—			—			—			—			(31	)
	—		—			—			—			—			—			—			(4	)
	(4,776)		(9,299	)		(76,845	)		(344,933	)		(48,206	)		(39,126	)		(710	)		(1,167	)
	217,040		395,051			144,938			329,873			43,129			234,977			33,563			90,876
	4,555		8,893			60,244			269,671			43,128			35,284			602			959
	(155,289)		(231,827	)		(383,661	)		(700,148	)		(102,213	)		(321,680	)		(114,123	)		(127,496	)
	66,306		172,117			(178,479	)		(100,604	)		(15,956	)		(51,419	)		(79,958	)		(35,661	)
	N/A		N/A			N/A			N/A			538			1,642			N/A			N/A
	N/A		N/A			N/A			N/A			252			152			N/A			N/A
	N/A		N/A			N/A			N/A			(1,070	)		(2,187	)		N/A			N/A
	N/A		N/A			N/A			N/A			(280	)		(393	)		N/A			N/A
	N/A		N/A			13,940			57,471			N/A			N/A			1,878			10,275
	N/A		N/A			8,197			36,243			N/A			N/A			60			132
	N/A		N/A			(37,489	)		(116,964	)		N/A			N/A			(8,347	)		(16,903	)
	N/A		N/A			(15,352	)		(23,250	)		N/A			N/A			(6,409	)		(6,496	)
	66,306		172,117			(193,831	)		(123,854	)		(16,236	)		(51,812	)		(86,367	)		(42,157	)
	207,800		250,800			570,785			(213,771	)		92,235			17,816			156,373			(57,866	)
	706,457		455,657			3,777,369			3,991,140			850,084			832,268			529,522			587,388
	$        914,257	$	706,457		$	4,348,154		$	3,777,369		$	942,319		$	850,084		$	685,895		$	529,522

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 293

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited) and the year ended September 30,

	Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund
	10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
Operations:
Net investment income (loss)	$	1,608		$	2,758		$	(729	)	$	(1,155	)	$	1,445		$	1,906
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		26,896			(19,553	)		77,790			(5,988	)		72,869			(22,116	)
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		139,878			(31,753	)		48,586			23,393			227,767			(34,962	)
Net change in unrealized appreciation (depreciation) on foreign currency transactions		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		168,382			(48,548	)		125,647			16,250			302,081			(55,172	)
Distributions:
Class F:		(1,245	)		(3,137	)		—			(10,166	)		(628	)		(18,990	)
Class I:		(5	)		(16	)		—			(51	)		N/A			N/A
Class Y:		(293	)		(627	)		—			(1,146	)		(215	)		(2,600	)
Total Distributions		(1,543	)		(3,780	)		—			(11,363	)		(843	)		(21,590	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		36,648			71,807			46,308			47,465			56,560			100,445
Reinvestment of dividends & distributions		1,162			2,903			—			9,353			550			16,582
Cost of shares redeemed		(66,399	)		(53,427	)		(49,940	)		(64,054	)		(75,242	)		(155,596	)
Net increase (decrease) from Class F transactions		(28,589	)		21,283			(3,632	)		(7,236	)		(18,132	)		(38,569	)
Class I:
Proceeds from shares issued		125			523			296			228			N/A			N/A
Reinvestment of dividends & distributions		4			15			—			45			N/A			N/A
Cost of shares redeemed		(219	)		(786	)		(135	)		(453	)		N/A			N/A
Net increase (decrease) from Class I transactions		(90	)		(248	)		161			(180	)		N/A			N/A
Class Y:
Proceeds from shares issued		3,057			21,832			2,132			4,087			2,487			21,632
Reinvestment of dividends & distributions		272			573			—			1,059			199			2,395
Cost of shares redeemed		(11,542	)		(14,083	)		(4,683	)		(6,360	)		(12,171	)		(29,000	)
Net increase (decrease) from Class Y transactions		(8,213	)		8,322			(2,551	)		(1,214	)		(9,485	)		(4,973	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(36,892	)		29,357			(6,022	)		(8,630	)		(27,617	)		(43,542	)
Net Increase (Decrease) in Net Assets		129,947			(22,971	)		119,625			(3,743	)		273,621			(120,304	)
Net Assets
Beginning of period		297,647			320,618			324,819			328,562			749,505			869,809
End of period	$	427,594		$	297,647		$	444,444		$	324,819		$	1,023,126		$	749,505

(1) See Note 6 in Notes to Financial Statements for additional information.

(2) See Note 7 in Notes to Financial Statements for additional information.

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.

294 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Mid-Cap Fund					U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund
10/01/20 to 03/31/21		2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
$	299	$	1,023		$	12,740		$	28,854		$	5,117		$	13,575		$	6,316		$	15,096		$	3,871		$	7,045
	8,086		(6,157	)		168,406			3,236			59,515			315			15,548			12,195			2,622			(22,643	)
	—		—			99			(112	)		29			368			(3	)		70			39			195
	11,110		(1,701	)		47,527			(121,553	)		28,984			(79,501	)		100,895			(56,745	)		31,204			4,071
	—		—			(5	)		(8	)		(65	)		270			7			(6	)		(39	)		124
	19,495		(6,835	)		228,767			(89,583	)		93,580			(64,973	)		122,763			(29,390	)		37,697			(11,208	)
	(361)		(2,451	)		(67,450	)		(41,118	)		(9,100	)		(55,847	)		(11,588	)		(38,400	)		(5,612	)		(9,743	)
	(3)		(16	)		(112	)		(61	)		(8	)		(55	)		N/A			N/A			N/A			N/A
	(19)		(73	)		(77,919	)		(45,813	)		(1,740	)		(13,197	)		(1,129	)		(3,643	)		(1,091	)		(1,383	)
	(383)		(2,540	)		(145,481	)		(86,992	)		(10,848	)		(69,099	)		(12,717	)		(42,043	)		(6,703	)		(11,126	)
	9,151		26,083			65,171			187,528			78,782			215,299			44,907			145,802			27,802			91,287
	337		1,995			57,969			35,925			7,835			48,789			9,868			33,071			4,832			8,442
	(18,235)		(54,382	)		(153,493	)		(287,534	)		(170,936	)		(305,585	)		(113,344	)		(261,670	)		(44,271	)		(95,568	)
	(8,747)		(26,304	)		(30,353	)		(64,081	)		(84,319	)		(41,497	)		(58,569	)		(82,797	)		(11,637	)		4,161
	29		54			18			78			20			35			N/A			N/A			N/A			N/A
	3		16			112			61			8			55			N/A			N/A			N/A			N/A
	(64)		(148	)		(96	)		(73	)		(52	)		(100	)		N/A			N/A			N/A			N/A
	(32)		(78	)		34			66			(24	)		(10	)		N/A			N/A			N/A			N/A
	1,146		1,405			69,015			359,723			13,242			63,543			4,294			17,661			2,378			38,026
	18		70			76,816			43,974			1,591			12,675			965			3,115			934			1,164
	(777)		(1,323	)		(836,826	)		(364,414	)		(36,923	)		(124,771	)		(8,712	)		(26,773	)		(2,832	)		(27,290	)
	387		152			(690,995	)		39,283			(22,090	)		(48,553	)		(3,453	)		(5,997	)		480			11,900
	(8,392)		(26,230	)		(721,314	)		(24,732	)		(106,433	)		(90,060	)		(62,022	)		(88,794	)		(11,157	)		16,061
	10,720		(35,605	)		(638,028	)		(201,307	)		(23,701	)		(224,132	)		48,024			(160,227	)		19,837			(6,273	)
	69,995		105,600			1,636,825			1,838,132			1,057,809			1,281,941			932,292			1,092,519			368,505			374,778
$	80,715	$	69,995		$	998,797		$	1,636,825		$	1,034,108		$	1,057,809		$	980,316		$	932,292		$	388,342		$	368,505

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 295

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2021 (Unaudited) and the year ended September 30,

	Real Estate Fund						Core Fixed Income Fund						High Yield Bond Fund
	10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
Operations:
Net investment income	$	711		$	1,184		$	30,976		$	85,126		$	47,770		$	84,980
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		3,579			305			(1,679	)		194,337			8,001			(27,172	)
Net realized gain (loss) on foreign currency transactions		—			—			(2,594	)		33			(26	)		—
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		14,420			(21,515	)		(121,895	)		35,614			118,157			(55,093	)
Net change in unrealized appreciation (depreciation) on foreign currency transactions		—			—			6			293			—			(4	)
Net Increase (Decrease) in Net Assets Resulting from Operations		18,710			(20,026	)		(95,186	)		315,403			173,902			2,711
Distributions:
Class F:		(4,043	)		(8,039	)		(176,926	)		(124,229	)		(62,056	)		(86,586	)
Class I:		(17	)		(33	)		(212	)		(152	)		(22	)		(341	)
Class Y:		(948	)		(2,999	)		(21,585	)		(15,467	)		(8,550	)		(11,678	)
Total Distributions		(5,008	)		(11,071	)		(198,723	)		(139,848	)		(70,628	)		(98,605	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		4,188			16,604			664,887			769,935			131,786			358,748
Reinvestment of dividends & distributions		3,624			7,213			161,138			113,156			55,413			76,665
Cost of shares redeemed		(9,171	)		(32,671	)		(453,349	)		(935,584	)		(172,288	)		(538,608	)
Net increase (decrease) from Class F transactions		(1,359	)		(8,854	)		372,676			(52,493	)		14,911			(103,195	)
Class I:
Proceeds from shares issued		5			11			916			530			56			90
Reinvestment of dividends & distributions		17			34			159			108			22			25
Cost of shares redeemed		(2	)		(60	)		(288	)		(1,212	)		(20	)		(11,413	)
Net increase (decrease) from Class I transactions		20			(15	)		787			(574	)		58			(11,298	)
Class Y:
Proceeds from shares issued		795			5,967			94,725			105,560			12,491			52,287
Reinvestment of dividends & distributions		893			2,883			20,637			14,711			8,331			11,206
Cost of shares redeemed		(3,756	)		(19,091	)		(39,420	)		(123,452	)		(20,267	)		(62,620	)
Net increase (decrease) from Class Y transactions		(2,068	)		(10,241	)		75,942			(3,181	)		555			873
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(3,407	)		(19,110	)		449,405			(56,248	)		15,524			(113,620	)
Net Increase (Decrease) in Net Assets		10,295			(50,207	)		155,496			119,307			118,798			(209,514	)
Net Assets
Beginning of period		91,685			141,892			4,319,207			4,199,900			1,432,360			1,641,874
End of period	$	101,980		$	91,685		$	4,474,703		$	4,319,207		$	1,551,158		$	1,432,360

(1) Commenced operations on May 8, 2020.

(2) See Note 6 in Notes to Financial Statements for additional information.

(3) See Note 7 in Notes to Financial Statements for additional information.

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.

296 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Conservative Income Fund					Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
10/01/20 to 03/31/21		2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
	$                   15	$	2,653		$	10		$	1,199		$	1,724		$	1,888		$	2,956		$	7,914
	1		—			—			2			1,932			411			50,403			50,611
	—		—			—			—			—			—			20			101
	(30)		9			(26	)		30			2,490			10,202			97,891			44,779
	—		—			—			—			—			—			(1	)		—
	(14)		2,662			(16	)		1,231			6,146			12,501			151,269			103,405
	(15)		(2,402	)		(10	)		(1,127	)		(866	)		(1,237	)		(53,187	)		(12,413	)
	N/A		N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(1)		(233	)		—			(79	)		(92	)		(142	)		(3,265	)		(929	)
	(16)		(2,635	)		(10	)		(1,206	)		(958	)		(1,379	)		(56,452	)		(13,342	)
	98,808		285,508			45,179			130,240			29,756			70,584			56,075			103,949
	12		1,803			8			886			711			1,015			49,479			11,598
	(104,679)		(197,477	)		(58,073	)		(80,689	)		(40,325	)		(70,315	)		(129,182	)		(201,652	)
	(5,859)		89,834			(12,886	)		50,437			(9,858	)		1,284			(23,628	)		(86,105	)
	N/A		N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A		N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A		N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A		N/A			N/A			N/A			N/A			N/A			N/A			N/A
	4,916		15,773			4,604			1,033			3,772			8,386			2,226			9,584
	1		221			1			77			87			134			3,205			911
	(9,248)		(16,860	)		(2,953	)		(12,069	)		(5,274	)		(12,417	)		(5,429	)		(45,256	)
	(4,331)		(866	)		1,652			(10,959	)		(1,415	)		(3,897	)		2			(34,761	)
	(10,190)		88,968			(11,234	)		39,478			(11,273	)		(2,613	)		(23,626	)		(120,866	)
	(10,220)		88,995			(11,260	)		39,503			(6,085	)		8,509			71,191			(30,803	)
	341,286		252,291			218,598			179,095			260,244			251,735			765,532			796,335
	$            331,066	$	341,286		$	207,338		$	218,598		$	254,159		$	260,244		$	836,723		$	765,532

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 297

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS

($ Thousands)

For the six month period ended March 31, 2021 (Unaudited) and the year ended September 30,

	Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund						Multi-Asset Income Fund
	10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020			10/01/20 to 03/31/21			2020
Operations:
Net investment income (loss)	$	1,425		$	3,976		$	(11,868	)	$	(6,348	)	$	16,857		$	35,324
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		33,708			11,248			232,059			5,433			5,220			(24,946	)
Net realized gain (loss) on foreign currency transactions		(262	)		(855	)		(8,207	)		(11,559	)		(343	)		(1,592	)
Capital gain distribution from investment		1,293			600			—			—			—			—
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		2,864			6,731			(50,284	)		49,165			27,448			3,989
Net change in unrealized appreciation (depreciation) on foreign currency transactions		(37	)		163			(18	)		96			(127	)		95
Net Increase (Decrease) in Net Assets Resulting from Operations		38,991			21,863			161,682			36,787			49,055			12,870
Distributions:
Class F:		(13,167	)		(4,719	)		(126,250	)		(310,159	)		(11,878	)		(30,727	)
Class Y:		(263	)		(112	)		(9,708	)		(25,800	)		(2,594	)		(6,369	)
Total Distributions		(13,430	)		(4,831	)		(135,958	)		(335,959	)		(14,472	)		(37,096	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		30,051			76,936			192,866			363,378			61,928			180,731
Reinvestment of dividends & distributions		11,882			4,272			115,417			285,126			10,357			26,371
Cost of shares redeemed		(66,074	)		(106,599	)		(336,714	)		(610,752	)		(118,378	)		(231,680	)
Net increase (decrease) from Class F transactions		(24,141	)		(25,391	)		(28,431	)		37,752			(46,093	)		(24,578	)
Class Y:
Proceeds from shares issued		400			1,101			19,044			41,566			27,233			41,023
Reinvestment of dividends & distributions		247			105			9,575			25,402			2,451			6,125
Cost of shares redeemed		(907	)		(2,865	)		(24,756	)		(75,457	)		(20,133	)		(43,905	)
Net increase (decrease) from Class Y transactions		(260	)		(1,659	)		3,863			(8,489	)		9,551			3,243
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(24,401	)		(27,050	)		(24,568	)		29,263			(36,542	)		(21,335	)
Net Increase (Decrease) in Net Assets		1,160			(10,018	)		1,156			(269,909	)		(1,959	)		(45,561	)
Net Assets
Beginning of period		471,932			481,950			2,610,529			2,880,438			932,271			977,832
End of period	$	473,092		$	471,932		$	2,611,685		$	2,610,529		$	930,312		$	932,271

(1) See Note 6 in Notes to Financial Statements for additional information.

(2) See Note 7 in Notes to Financial Statements for additional information.

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

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

298 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Multi-Asset Inflation Managed Fund					Multi-Asset Capital Stability Fund
10/01/20 to 03/31/21		2020			10/01/20 to 03/31/21			2020
	$            6,726	$	10,505		$	(931	)	$	2,867
	6,836		(37,228	)		12,802			5,506
	446		(1,408	)		(1,037	)		564
	—		—			—			—
	45,019		(1,777	)		10,744			10,762
	(6)		15			(3,148	)		(20	)
	59,021		(29,893	)		18,430			19,679
	(10,636)		(12,032	)		(7,473	)		(24,500	)
	(776)		(920	)		(530	)		(1,745	)
	(11,412)		(12,952	)		(8,003	)		(26,245	)
	74,134		140,432			95,972			244,633
	9,692		11,038			6,005			19,404
	(98,909)		(173,715	)		(136,648	)		(210,326	)
	(15,083)		(22,245	)		(34,671	)		53,711
	4,120		10,235			6,557			14,849
	761		899			519			1,706
	(7,667)		(19,217	)		(14,638	)		(15,678	)
	(2,786)		(8,083	)		(7,562	)		877
	(17,869)		(30,328	)		(42,233	)		54,588
	29,740		(73,173	)		(31,806	)		48,022
	781,135		854,308			780,732			732,710
	$        810,875	$	781,135		$	748,926		$	780,732

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 299

CONSOLIDATED STATEMENT OF CASH FLOWS ($ Thousands)

For the period ended March 31, 2021

	Multi-Asset Inflation     Managed Fund
Cash Flows from Operating Activities:
Net Increase in Net Assets from Operations	$	59,021
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided in Operating Activities:
Purchase of Investment Securities		(414,429	)
Proceeds from Disposition of Investment Securities		407,675
Proceeds from Securities Sold Short		29,972
Purchases to Cover Securities Sold Short		(27,042	)
Purchased Options/Purchases to Cover Written Options		(2,869	)
Amortization (Accretion of Market Discount)		(2,827	)
Net Realized (Gain) Loss on:
Investments and Securities Sold Short		15,037
Net Change in Unrealized (Appreciation) Depreciation on:
Investments and Securities Sold Short		(40,333	)
Changes in Assets:
Cash Collateral on Forwards		687
Cash Collateral on Swaps		6,469
Cash Collateral on Futures		(5,894	)
Receivable for Investment Securities Sold		(14,299	)
Dividends and Interest Receivable		(103	)
OTC Options, at value		368
OTC Swaptions, at value		285
OTC Swap Contracts, at Value		1,708
Foreign Tax Reclaim receivable		(9	)
Unrealized Loss on Forward Foreign Currency Contracts		(823	)
Prepaid expenses		(6	)
Receivable for Variation Margin		(482	)
Changes in Liabilities:
Payable for Investment Securities Purchased		24,624
Administration Fees Payable		25
Shareholder Servicing Fees Payable		10
Payable for securities sold short		26,782
OTC Swap Contracts, at Value		(2,904	)
OTC Swaptions, at Value		(951	)
OTC Options, at value		189
Payable for Variation Margin		643
Investment Advisory Fees Payable		14
Due to Broker		(261	)
Unrealized Gain on Forward Foreign Currency Contracts		713
Accrued Expenses Payable		91
Net Cash Provided by Operating Activities		34,694
Cash Flows used from Financing Activities
Reverse Repurchase Agreements		28,587
Dividends and Distributions		(11,412	)
Proceeds from Shares Issued		78,184
Reinvestment of Dividends and Distributions		10,453
Cost of Shares Redeemed		(106,530	)
Net Cash Provided by Financing Activities		(718	)
Net Change in Cash, Restricted Cash, and Foreign Currency		33,976
Cash, Restricted Cash, and Foreign Currency at Beginning of Period	$	94,179
Cash, Restricted Cash, and Foreign Currency at End of Period	$	128,155
Supplemental Disclosure of Cash Flow Information
Interest paid	$	3,135

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

300 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
Large Cap Fund
Class F
2021@	$	13.95	$	0.06	$	3.06	$	3.12	$	(0.06)	$	(0.42	)	$	(0.48	)	$	16.59		22.72	%	$	2,073,951		0.89%		0.89%		0.95%		0.81%		16%
2020		13.94		0.16		0.89		1.05		(0.18)		(0.86	)		(1.04	)		13.95		7.67			1,944,209		0.89		0.89		0.96		1.16		63
2019		15.92		0.19		(0.22)		(0.03)		(0.18)		(1.77	)		(1.95	)		13.94		1.17			2,158,883		0.89		0.89		0.95		1.37		72
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
Class Y
2021@	$	13.95	$	0.08	$	3.06	$	3.14	$	(0.08)	$	(0.42	)	$	(0.50	)	$	16.59		22.86	%	$	114,978		0.64%		0.64%		0.70%		1.06%		16%
2020		13.95		0.19		0.89		1.08		(0.22)		(0.86	)		(1.08	)		13.95		7.86			103,168		0.64		0.64		0.71		1.41		63
2019		15.93		0.22		(0.22)		—		(0.21)		(1.77	)		(1.98	)		13.95		1.44			131,736		0.64		0.64		0.70		1.62		72
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
Large Cap Value Fund
Class F
2021@	$	20.11	$	0.25	$	6.33	$	6.58	$	(0.23)	$	—		$	(0.23	)	$	26.46		32.95	%	$	1,296,238		0.89%		0.89%		0.93%		2.15%		14%
2020		23.25		0.45		(2.70)		(2.25)		(0.46)		(0.43	)		(0.89	)		20.11		(9.96	)		1,097,338		0.89		0.89		0.93		2.15		65
2019		26.21		0.50		(0.92)		(0.42)		(0.48)		(2.06	)		(2.54	)		23.25		(0.91	)		1,190,700		0.89		0.89		0.93		2.17		52
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
Class I
2021@	$	20.13	$	0.22	$	6.34	$	6.56	$	(0.20)	$	—		$	(0.20	)	$	26.49		32.82	%	$	2,948		1.11%		1.11%		1.18%		1.93%		14%
2020		23.27		0.41		(2.71)		(2.30)		(0.41)		(0.43	)		(0.84	)		20.13		(10.17	)		2,454		1.11		1.11		1.18		1.93		65
2019		26.23		0.45		(0.93)		(0.48)		(0.42)		(2.06	)		(2.48	)		23.27		(1.14	)		3,042		1.11		1.11		1.18		1.95		52
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
Class Y
2021@	$	20.11	$	0.28	$	6.32	$	6.60	$	(0.25)	$	—		$	(0.25	)	$	26.46		33.11	%	$	185,661		0.64%		0.64%		0.68%		2.39%		14%
2020		23.26		0.51		(2.71)		(2.20)		(0.52)		(0.43	)		(0.95	)		20.11		(9.76	)		148,423		0.64		0.64		0.68		2.40		65
2019		26.21		0.55		(0.91)		(0.36)		(0.53)		(2.06	)		(2.59	)		23.26		(0.62	)		150,772		0.64		0.64		0.69		2.41		52
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(3)		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, 2021. 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.

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, 2021 301

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
Large Cap Growth Fund
Class F
2021@	$	45.29	$	(0.05	)	$	5.93	$	5.88	$	(0.03)	$	(4.23	)	$	(4.26	)	$	46.91		13.55	%	$	1,470,631		0.89%		0.89%		0.98%		(0.20)%		21%
2020		35.79		0.04			11.63		11.67		(0.08)		(2.09	)		(2.17	)		45.29		34.07			1,395,858		0.89		0.89		0.98		0.11		58
2019		39.89		0.13			0.22		0.35		(0.12)		(4.33	)		(4.45	)		35.79		2.43			1,314,152		0.89		0.89		0.98		0.36		88
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			1,364,210		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
Class I
2021@	$	43.99	$	(0.09	)	$	5.74	$	5.65	$	—	$	(4.23	)	$	(4.23	)	$	45.41		13.42	%	$	3,438		1.11%		1.11%		1.23%		(0.42)%		21%
2020		34.86		(0.04	)		11.30		11.26		(0.04)		(2.09	)		(2.13	)		43.99		33.75			3,239		1.11		1.11		1.23		(0.12)		58
2019		38.96		0.05			0.21		0.26		(0.03)		(4.33	)		(4.36	)		34.86		2.22			2,643		1.11		1.11		1.16		0.14		88
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
Class Y
2021@	$	45.35	$	0.01		$	5.92	$	5.93	$	(0.08)	$	(4.23	)	$	(4.31	)	$	46.97		13.66	%	$	198,947		0.64%		0.64%		0.73%		0.05%		21%
2020		35.84		0.14			11.63		11.77		(0.17)		(2.09	)		(2.26	)		45.35		34.39			170,883		0.64		0.64		0.73		0.36		58
2019		39.96		0.21			0.24		0.45		(0.24)		(4.33	)		(4.57	)		35.84		2.70			157,270		0.64		0.64		0.73		0.60		88
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
2021@	$	11.98	$	0.09		$	2.33	$	2.42	$	(0.08)	$	—		$	(0.08	)	$	14.32		20.27	%	$	914,257		0.25%		0.25%		0.64%		1.30%		5%
2020		10.54		0.17			1.46		1.63		(0.17)		(0.02	)		(0.19	)		11.98		15.67			706,457		0.25		0.25		0.64		1.52		8
2019		10.37		0.18			0.18		0.36		(0.17)		(0.02	)		(0.19	)		10.54		3.61			455,657		0.25		0.25		0.65		1.81		6
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
2021@	$	27.26	$	0.17		$	5.95	$	6.12	$	(0.15)	$	(0.41	)	$	(0.56	)	$	32.82		22.69	%	$	3,871,553		0.89%		0.89%		0.90%		1.12%		9%
2020		27.53		0.31			1.80		2.11		(0.34)		(2.04	)		(2.38	)		27.26		7.84			3,368,577		0.89		0.89		0.91		1.19		40
2019		27.66		0.31			0.04		0.35		(0.30)		(0.18	)		(0.48	)		27.53		1.42			3,543,245		0.89		0.89		0.91		1.20		54
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
Class Y
2021@	$	27.27	$	0.21		$	5.96	$	6.17	$	(0.19)	$	(0.41	)	$	(0.60	)	$	32.84		22.86	%	$	476,601		0.64%		0.64%		0.65%		1.37%		9%
2020		27.54		0.38			1.80		2.18		(0.41)		(2.04	)		(2.45	)		27.27		8.11			408,792		0.64		0.64		0.66		1.44		40
2019		27.67		0.38			0.04		0.42		(0.37)		(0.18	)		(0.55	)		27.54		1.67			447,895		0.64		0.64		0.66		1.46		54
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

† 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, 2021. 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.

‡ 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).

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

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

302 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
S&P 500 Index Fund
Class F
2021@	$	75.64	$	0.56		$	13.39	$	13.95	$	(0.51	)	$	(3.83	)	$	(4.34	)	$	85.25		18.97	%	$	936,591		0.25%		0.25%		0.54%		1.38%		4%
2020		69.00		1.15			8.74		9.89		(1.20	)		(2.05	)		(3.25	)		75.64		14.82	(2)		844,753		0.25		0.25		0.54		1.64		19
2019		68.94		1.24			1.29		2.53		(1.23	)		(1.24	)		(2.47	)		69.00		4.07			826,946		0.25		0.25		0.54		1.90		11
2018(3)		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(4)		0.45(4)		0.57(4)		1.69		10
Class I
2021@	$	76.11	$	0.40		$	13.48	$	13.88	$	(0.36	)	$	(3.83	)	$	(4.19	)	$	85.80		18.73	%	$	5,728		0.65%		0.65%		0.79%		0.98%		4%
2020		69.39		0.87			8.82		9.69		(0.92	)		(2.05	)		(2.97	)		76.11		14.37	(2)		5,331		0.65		0.65		0.79		1.23		19
2019		69.31		0.98			1.30		2.28		(0.96	)		(1.24	)		(2.20	)		69.39		3.66			5,322		0.65		0.65		0.79		1.49		11
2018(3)		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(4)		0.67(4)		0.82(4)		1.49		10
Small Cap Fund
Class F
2021@	$	10.74	$	0.02		$	5.16	$	5.18	$	(0.01	)	$	—		$	(0.01	)	$	15.91		48.30	%	$	655,212		1.14%		1.14%		1.22%		0.32%		70%
2020		11.05		0.02			(0.31)		(0.29)		(0.02	)(5)		—			(0.02	)		10.74		(2.60	)		503,795		1.14		1.14		1.23		0.16		149
2019		14.28		0.01			(1.67)		(1.66)		(0.01	)		(1.56	)		(1.57	)		11.05		(10.85	)		554,260		1.14		1.14		1.24		0.11		116
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(4)		1.16(4)		1.26(4)		0.03		104
Class Y
2021@	$	10.85	$	0.04		$	5.21	$	5.25	$	(0.03	)	$	—		$	(0.03	)	$	16.07		48.43	%	$	30,683		0.89%		0.89%		0.97%		0.57%		70%
2020		11.15		0.04			(0.29)		(0.25)		(0.05	)(5)		—			(0.05	)		10.85		(2.23	)		25,727		0.89		0.89		0.98		0.41		149
2019		14.38		0.04			(1.69)		(1.65)		(0.02	)		(1.56	)		(1.58	)		11.15		(10.66	)		33,128		0.89		0.89		0.99		0.36		116
2018		13.31		0.01			1.98		1.99		—*			(0.92	)		(0.92	)		14.38		15.83			36,423		0.89		0.89		0.99		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(4)		0.91(4)		1.01(4)		0.28		104

^†  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, 2021. 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) Includes contribution from SIMC. Without the cash contribution, the Fund’s return for Class F and Class I would have been 14.78% and 14.33%, respectively (See Note 6 in the Notes to Financial Statements).

(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) The expense ratio includes proxy expenses outside of the cap.

(5) Includes return of capital less than $0.005.

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, 2021 303

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	17.07	$	0.09		$	9.57	$	9.66	$	(0.09)	$	—		$	(0.09	)	$	26.64		56.71	%	$	362,613		1.14%		1.14%		1.23%		0.79%		47%
2020		20.60		0.17			(3.46)		(3.29)		(0.24)		—			(0.24	)		17.07		(16.03	)		250,718		1.14		1.14		1.24		0.91		65
2019		25.54		0.27			(2.86)		(2.59)		(0.25)		(2.10	)		(2.35	)		20.60		(9.62	)		274,660		1.14		1.14		1.24		1.30		74
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
Class I
2021@	$	16.90	$	0.06		$	9.47	$	9.53	$	(0.06)	$	—		$	(0.06	)	$	26.37		56.52	%	$	1,785		1.36%		1.36%		1.48%		0.59%		47%
2020		20.39		0.12			(3.42)		(3.30)		(0.19)		—			(0.19	)		16.90		(16.20	)		1,204		1.36		1.36		1.49		0.67		65
2019		25.31		0.22			(2.84)		(2.62)		(0.20)		(2.10	)		(2.30	)		20.39		(9.83	)		1,703		1.36		1.36		1.49		1.07		74
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
Class Y
2021@	$	17.08	$	0.12		$	9.57	$	9.69	$	(0.11)	$	—		$	(0.11	)	$	26.66		56.91	%	$	63,196		0.89%		0.89%		0.98%		1.03%		47%
2020		20.61		0.21			(3.46)		(3.25)		(0.28)		—			(0.28	)		17.08		(15.80	)		45,725		0.89		0.89		0.99		1.13		65
2019		25.56		0.33			(2.87)		(2.54)		(0.31)		(2.10	)		(2.41	)		20.61		(9.42	)		44,255		0.89		0.89		0.99		1.55		74
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
2021@	$	32.60	$	(0.08	)	$	12.55	$	12.47	$	—	$	—		$	—		$	45.07		38.28	%	$	400,058		1.11%		1.11%		1.23%		(0.37)%		122%
2020		31.88		(0.12	)		1.96		1.84		—		(1.12	)		(1.12	)		32.60		5.68			290,981		1.11		1.11		1.23		(0.39)		173
2019		42.96		(0.11	)		(6.04)		(6.15)		—		(4.93	)		(4.93	)		31.88		(13.89	)		293,814		1.11		1.11		1.24		(0.33)		172
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
Class I
2021@	$	30.85	$	(0.12	)	$	11.87	$	11.75	$	—	$	—		$	—		$	42.60		38.09	%	$	1,891		1.36%		1.36%		1.48%		(0.63)%		122%
2020		30.29		(0.19	)		1.87		1.68		—		(1.12	)		(1.12	)		30.85		5.44			1,245		1.36		1.36		1.48		(0.64)		173
2019		41.21		(0.19	)		(5.80)		(5.99)		—		(4.93	)		(4.93	)		30.29		(14.13	)		1,408		1.36		1.36		1.49		(0.59)		172
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
Class Y
2021@	$	33.06	$	(0.03	)	$	12.74	$	12.71	$	—	$	—		$	—		$	45.77		38.45	%	$	42,495		0.86%		0.86%		0.98%		(0.13)%		122%
2020		32.23		(0.04	)		1.99		1.95		—		(1.12	)		(1.12	)		33.06		5.97			32,593		0.86		0.86		0.98		(0.14)		173
2019		43.27		(0.03	)		(6.08)		(6.11)		—		(4.93	)		(4.93	)		32.23		(13.68	)		33,340		0.86		0.86		0.99		(0.08)		172
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, 2021. 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.

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

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

304 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	19.41	$	0.03	$	7.88	$	7.91	$	(0.02)	$	—		$	(0.02	)	$	27.30		40.76	%	$	914,931		1.11%		1.11%		1.23%		0.29%		38%
2020		21.04		0.04		(1.15)		(1.11)		(0.08)		(0.44	)		(0.52	)		19.41		(5.47	)		664,941		1.11		1.11		1.24		0.22		90
2019		25.02		0.11		(2.32)		(2.21)		(0.10)		(1.67	)		(1.77	)		21.04		(8.27	)		771,375		1.11		1.11		1.23		0.54		115
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
Class Y
2021@	$	19.45	$	0.06	$	7.87	$	7.93	$	(0.05)	$	—		$	(0.05	)	$	27.33		40.82	%	$	108,195		0.89%		0.89%		0.98%		0.51%		38%
2020		21.06		0.09		(1.14)		(1.05)		(0.12)		(0.44	)		(0.56	)		19.45		(5.20	)		84,564		0.89		0.89		0.99		0.44		90
2019		25.07		0.16		(2.34)		(2.18)		(0.16)		(1.67	)		(1.83	)		21.06		(8.12	)		98,434		0.89		0.89		0.99		0.77		115
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
Mid-Cap Fund
Class F
2021@	$	23.59	$	0.11	$	7.27	$	7.38	$	(0.14)	$	—		$	(0.14	)	$	30.83		31.40	%	$	76,224		0.98%		0.98%		0.98%		0.82%		54%
2020		24.94		0.28		(1.00)		(0.72)		(0.29)		(0.34	)		(0.63	)		23.59		(2.87	)		66,828		0.98		0.98		0.98		1.17		108
2019		29.13		0.22		(1.43)		(1.21)		(0.20)		(2.78	)		(2.98	)		24.94		(3.10	)		102,280		0.98		0.98		0.99		0.89		99
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
Class I
2021@	$	23.55	$	0.09	$	7.24	$	7.33	$	(0.11)	$	—		$	(0.11	)	$	30.77		31.23	%	$	727		1.20%		1.20%		1.23%		0.64%		54%
2020		24.91		0.22		(0.99)		(0.77)		(0.25)		(0.34	)		(0.59	)		23.55		(3.13	)		583		1.20		1.20		1.23		0.96		108
2019		29.09		0.16		(1.41)		(1.25)		(0.15)		(2.78	)		(2.93	)		24.91		(3.27	)		716		1.20		1.20		1.24		0.66		99
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
Class Y
2021@	$	23.61	$	0.15	$	7.25	$	7.40	$	(0.17)	$	—		$	(0.17	)	$	30.84		31.49	%	$	3,764		0.73%		0.73%		0.73%		1.08%		54%
2020		24.96		0.33		(0.99)		(0.66)		(0.35)		(0.34	)		(0.69	)		23.61		(2.61	)		2,584		0.73		0.73		0.73		1.42		108
2019		29.15		0.28		(1.42)		(1.14)		(0.27)		(2.78	)		(3.05	)		24.96		(2.85	)		2,604		0.73		0.73		0.74		1.14		99
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(4)		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, 2021. 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 October 30, 2015. All ratios for the period have been annualized.

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, 2021 305

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	16.14	$	0.14	$	2.44	$	2.58	$	(0.11)	$	(1.40	)	$	(1.51	)	$	17.21		16.48	%	$	786,754		0.90%		0.90%		1.23%		1.63%		29%
2020		17.78		0.26		(1.08)		(0.82)		(0.29)		(0.53	)		(0.82	)		16.14		(4.87	)		764,608		0.90		0.90		1.23		1.55		77
2019		18.69		0.32		0.91		1.23		(0.31)		(1.83	)		(2.14	)		17.78		7.89			914,612		0.93		0.93		1.23		1.89		44
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
Class I
2021@	$	16.13	$	0.12	$	2.44	$	2.56	$	(0.09)	$	(1.40	)	$	(1.49	)	$	17.20		16.34	%	$	1,405		1.15%		1.15%		1.48%		1.38%		29%
2020		17.78		0.21		(1.08)		(0.87)		(0.25)		(0.53	)		(0.78	)		16.13		(5.17	)		1,282		1.15		1.15		1.48		1.29		77
2019		18.69		0.28		0.91		1.19		(0.27)		(1.83	)		(2.10	)		17.78		7.62			1,345		1.18		1.18		1.48		1.64		44
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
Class Y
2021@	$	16.15	$	0.15	$	2.45	$	2.60	$	(0.14)	$	(1.40	)	$	(1.54	)	$	17.21		16.55	%	$	210,638		0.65%		0.65%		0.98%		1.75%		29%
2020		17.79		0.30		(1.08)		(0.78)		(0.33)		(0.53	)		(0.86	)		16.15		(4.62	)		870,935		0.65		0.65		0.98		1.79		77
2019		18.70		0.37		0.91		1.28		(0.36)		(1.83	)		(2.19	)		17.79		8.16			922,175		0.68		0.68		0.98		2.15		44
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
Global Managed Volatility Fund
Class F
2021@	$	10.40	$	0.05	$	0.91	$	0.96	$	(0.09)	$	(0.02	)	$	(0.11	)	$	11.25		9.26	%	$	901,453		1.11%		1.11%		1.24%		0.94%		43%
2020		11.46		0.12		(0.57)		(0.45)		(0.28)		(0.33	)		(0.61	)		10.40		(4.33	)		913,791		1.11		1.11		1.25		1.12		86
2019		12.08		0.18		0.26		0.44		(0.29)		(0.77	)		(1.06	)		11.46		4.75			1,060,614		1.11		1.11		1.24		1.61		66
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
Class I
2021@	$	10.15	$	0.04	$	0.88	$	0.92	$	(0.07)	$	(0.02	)	$	(0.09	)	$	10.98		9.04	%	$	1,005		1.36%		1.36%		1.49%		0.70%		43%
2020		11.19		0.09		(0.55)		(0.46)		(0.25)		(0.33	)		(0.58	)		10.15		(4.51	)		952		1.36		1.36		1.50		0.88		86
2019		11.82		0.15		0.25		0.40		(0.26)		(0.77	)		(1.03	)		11.19		4.45			1,067		1.36		1.36		1.49		1.36		66
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
Class Y
2021@	$	10.43	$	0.06	$	0.92	$	0.98	$	(0.12)	$	(0.02	)	$	(0.14	)	$	11.27		9.41	%	$	131,650		0.86%		0.86%		0.99%		1.18%		43%
2020		11.49		0.15		(0.58)		(0.43)		(0.30)		(0.33	)		(0.63	)		10.43		(4.08	)		143,066		0.86		0.86		1.00		1.39		86
2019		12.12		0.21		0.25		0.46		(0.32)		(0.77	)		(1.09	)		11.49		4.95			220,260		0.86		0.86		0.99		1.86		66
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

† 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, 2021. 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.

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

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

306 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	16.66	$	0.11		$	2.14		$	2.25		$	(0.10	)		$        (0.13)	$	(0.23	)	$	18.68		13.61	%	$	898,615		1.00%		1.00%		1.23%		1.30%		11%
2020		17.61		0.25			(0.51	)		(0.26	)		(0.27	)		(0.42)		(0.69	)		16.66		(1.53	)		856,160		1.00		1.00		1.23		1.48		27
2019		17.22		0.27			0.88			1.15			(0.27	)		(0.49)		(0.76	)		17.61		7.16			1,004,802		1.00		1.00		1.23		1.65		29
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
Class Y
2021@	$	16.66	$	0.14		$	2.13		$	2.27		$	(0.12	)		$        (0.13)	$	(0.25	)	$	18.68		13.75	%	$	81,701		0.75%		0.75%		0.98%		1.54%		11%
2020		17.62		0.29			(0.52	)		(0.23	)		(0.31	)		(0.42)		(0.73	)		16.66		(1.34	)		76,132		0.75		0.75		0.98		1.73		27
2019		17.23		0.31			0.88			1.19			(0.31	)		(0.49)		(0.80	)		17.62		7.42			87,717		0.75		0.75		0.99		1.88		29
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
Tax-Managed International Managed Volatility Fund
Class F
2021@	$	10.15	$	0.11		$	0.93		$	1.04		$	(0.18	)		$        —	$	(0.18	)	$	11.01		10.33	%	$	330,130		1.11%		1.11%		1.40%		1.99%		40%
2020		10.77		0.19			(0.49	)		(0.30	)		(0.32	)		—		(0.32	)		10.15		(3.08	)		315,250		1.11		1.11		1.41		1.84		79
2019		11.38		0.27			(0.61	)		(0.34	)		(0.27	)		—		(0.27	)		10.77		(2.76	)		331,996		1.11		1.11		1.40		2.54		55
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(3)		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
2021@	$	10.17	$	0.12		$	0.94		$	1.06		$	(0.21	)		$        —	$	(0.21	)	$	11.02		10.47	%	$	58,212		0.86%		0.86%		1.15%		2.26%		40%
2020		10.79		0.23			(0.51	)		(0.28	)		(0.34	)		—		(0.34	)		10.17		(2.84	)		53,255		0.86		0.86		1.16		2.27		79
2019		11.40		0.32			(0.63	)		(0.31	)		(0.30	)		—		(0.30	)		10.79		(2.47	)		42,782		0.86		0.86		1.15		3.05		55
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(3)		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
2021@	$	13.51	$	0.10		$	2.65		$	2.75		$	(0.08	)		$        (0.67)	$	(0.75	)	$	15.51		21.03	%	$	83,885		1.14%		1.14%		1.23%		1.42%		43%
2020		17.24		0.14			(2.47	)		(2.33	)		(0.28	)		(1.12)		(1.40	)		13.51		(14.21	)		74,099		1.14		1.14		1.23		0.95		123
2019		16.06		0.23			2.31			2.54			(0.21	)		(1.15)		(1.36	)		17.24		17.35			104,562		1.14		1.14		1.24		1.47		71
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
Class I
2021@	$	13.48	$	0.09		$	2.65		$	2.74		$	(0.07	)		$        (0.67)	$	(0.74	)	$	15.48		20.95	%	$	374		1.36%		1.36%		1.48%		1.21%		43%
2020		17.20		0.11			(2.46	)		(2.35	)		(0.25	)		(1.12)		(1.37	)		13.48		(14.38	)		307		1.36		1.36		1.48		0.79		123
2019		16.03		0.21			2.29			2.50			(0.18	)		(1.15)		(1.33	)		17.20		17.06			420		1.36		1.36		1.48		1.33		71
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
Class Y
2021@	$	13.51	$	0.12		$	2.66		$	2.78		$	(0.10	)		$        (0.67)	$	(0.77	)	$	15.52		21.24	%	$	17,721		0.89%		0.89%		0.98%		1.65%		43%
2020		17.25		0.21			(2.51	)		(2.30	)		(0.32	)		(1.12)		(1.44	)		13.51		(14.04	)		17,279		0.89		0.89		0.98		1.40		123
2019		16.07		0.27			2.31			2.58			(0.25	)		(1.15)		(1.40	)		17.25		17.65			36,910		0.89		0.89		0.98		1.72		71
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

† 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, 2021. 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 17, 2016. All ratios for the period have been annualized.

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, 2021 307

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
Core Fixed Income Fund
Class F
2021@	$	12.15	$	0.08	$	(0.33	)	$	(0.25	)	$	(0.09	)	$	(0.46	)	$	(0.55	)	$	11.35		(2.17	)%	$	3,970,082		0.66%		0.66%		0.72%		1.41%		188%
2020		11.65		0.23		0.65			0.88			(0.27	)		(0.11	)		(0.38	)		12.15		7.75			3,859,455		0.66		0.66		0.73		1.98		357
2019		10.86		0.31		0.81			1.12			(0.33	)		—			(0.33	)		11.65		10.45			3,755,355		0.66		0.66		0.73		2.78		387
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
Class I
2021@	$	12.14	$	0.07	$	(0.34	)	$	(0.27	)	$	(0.08	)	$	(0.46	)	$	(0.54	)	$	11.33		(2.36	)%	$	5,148		0.88%		0.88%		0.97%		1.19%		188%
2020		11.64		0.21		0.66			0.87			(0.26	)		(0.11	)		(0.37	)		12.14		7.59			4,698		0.88		0.88		0.98		1.76		357
2019		10.86		0.29		0.79			1.08			(0.30	)		—			(0.30	)		11.64		10.11			5,085		0.88		0.88		0.98		2.57		387
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
Class Y
2021@	$	12.16	$	0.10	$	(0.33	)	$	(0.23	)	$	(0.11	)	$	(0.46	)	$	(0.57	)	$	11.36		(2.04	)%	$	499,473		0.41%		0.41%		0.47%		1.66%		188%
2020		11.66		0.26		0.65			0.91			(0.30	)		(0.11	)		(0.41	)		12.16		7.98			455,054		0.41		0.41		0.48		2.22		357
2019		10.87		0.34		0.80			1.14			(0.35	)		—			(0.35	)		11.66		10.71			439,460		0.41		0.41		0.48		3.03		387
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
High Yield Bond Fund
Class F
2021@	$	6.46	$	0.21	$	0.56		$	0.77		$	(0.19	)	$	(0.13	)	$	(0.32	)	$	6.91		12.02	%	$	1,363,557		0.89%		0.89%		0.98%		6.26%		40%
2020		6.91		0.36		(0.39	)		(0.03	)		(0.38	)		(0.04	)		(0.42	)		6.46		(0.33	)		1,257,617		0.89		0.89		0.98		5.54		88
2019		7.13		0.39		(0.11	)		0.28			(0.39	)		(0.11	)		(0.50	)		6.91		4.24			1,444,565		0.89		0.89		0.98		5.68		69
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(3)		0.90(3)		1.01(3)		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(2)		0.91(2)		1.10(2)		6.16		56
Class I
2021@	$	6.22	$	0.20	$	0.54		$	0.74		$	(0.17	)	$	(0.13	)	$	(0.30	)	$	6.66		12.09	%	$	498		1.11%		1.11%		1.23%		6.04%		40%
2020		6.65		0.33		(0.37	)		(0.04	)		(0.35	)		(0.04	)		(0.39	)		6.22		(0.46	)		409		1.11		1.11		1.23		4.99		88
2019		6.88		0.36		(0.12	)		0.24			(0.36	)		(0.11	)		(0.47	)		6.65		3.79			11,926		1.12		1.12		1.23		5.51		69
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(3)		1.12(3)		1.25(3)		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(2)		1.14(2)		1.36(2)		6.01		56
Class Y
2021@	$	6.46	$	0.22	$	0.56		$	0.78		$	(0.20	)	$	(0.13	)	$	(0.33	)	$	6.91		12.16	%	$	187,103		0.64%		0.64%		0.73%		6.51%		40%
2020		6.91		0.38		(0.39	)		(0.01	)		(0.40	)		(0.04	)		(0.44	)		6.46		(0.07	)		174,334		0.64		0.64		0.73		5.78		88
2019		7.13		0.41		(0.11	)		0.30			(0.41	)		(0.11	)		(0.52	)		6.91		4.51			185,383		0.64		0.64		0.73		5.92		69
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(3)		0.65(3)		0.76(3)		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(2)		0.66(2)		0.85(2)		6.42		56

^†  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, 2021. 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) The expense ratio includes litigation expenses outside the cap.

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

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

308 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
Conservative Income Fund
Class F
2021@	$	10.00	$	—		$      —		$	—		$  —*		$	—		$  —*		$	10.00		0.00	%	$	313,134		0.21	%(2)		0.21	%(2)		0.58	%		—%			–%
2020		10.00		0.09		0.01			0.10		(0.10	)		—		(0.10	)		10.00		0.96			319,030		0.30			0.30			0.59			0.90			–
2019		10.00		0.23		—			0.23		(0.23	)		—		(0.23	)		10.00		2.32			229,166		0.30			0.30			0.59			2.29			–
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(3)		10.00		0.02		—			0.02		(0.02	)		—		(0.02	)		10.00		0.16			75,011		0.30	(4)		0.30	(4)		0.61	(4)		0.37			–
Class Y
2021@	$	10.00	$	0.01		$      —		$	0.01		$  —*		$	—		$  —*		$	10.01		0.10	%	$	17,932		0.11	%(2)		0.11	%(2)		0.33	%		0.10	%		–%
2020		10.00		0.11		—			0.11		(0.11	)		—		(0.11	)		10.00		1.06			22,256		0.20			0.20			0.34			1.05			–
2019		10.00		0.24		—			0.24		(0.24	)		—		(0.24	)		10.00		2.42			23,125		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(3)		10.00		0.02		—			0.02		(0.02	)		—		(0.02	)		10.00		0.20			16,796		0.20	(4)		0.20	(4)		0.36	(4)		0.47			–
Tax-Free Conservative Income Fund
Class F
2021@	$	10.00	$	—		$      —		$	—		$  —*		$	—		$  —*		$	10.00		0.00	%	$	199,913		0.15	%(2)		0.15	%(2)		0.59	%		0.01	%		–%
2020		10.00		0.06		—			0.06		(0.06	)		—		(0.06	)		10.00		0.64			212,828		0.30			0.30			0.59			0.62			–
2019		10.00		0.14		—			0.14		(0.14	)		—		(0.14	)		10.00		1.37			162,368		0.30			0.30			0.59			1.36			–
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(3)		10.00		0.01		—			0.01		(0.01	)		—		(0.01	)		10.00		0.12			30,946		0.30	(4)		0.30	(4)		0.60	(4)		0.27			–
Class Y
2021@	$	10.00	$	0.01		$      —		$	0.01		$  —*		$	—		$  —*		$	10.01		0.10	%	$	7,425		0.05	%(2)		0.05	%(2)		0.34	%		0.11	%		–%
2020		10.00		0.09		(0.02	)		0.07		(0.07	)		—		(0.07	)		10.00		0.73			5,770		0.20			0.20			0.34			0.87			–
2019		10.00		0.15		—			0.15		(0.15	)		—		(0.15	)		10.00		1.47			16,727		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(3)		10.00		0.02		—			0.02		(0.02	)		—		(0.02	)		10.00		0.16			13,922		0.20	(4)		0.20	(4)		0.35	(4)		0.37			–

^†  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, 2021. All ratios for the period have been annualized.

* Amount represents 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 Distributor and/or Administrator have voluntarily agreed to waive and reduce its fee and/or reimburse certain expenses of the Fund in order to limit the one-day net income yield of the Fund to not less than 0.01% of the Fund’s average daily net assets of the shares class.

(3) Commenced operations on April 22, 2016. All ratios for the period have been annualized.

(4) The expense ratio includes proxy expenses outside of the cap.

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, 2021 309

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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†
Real Return Fund
Class F
2021@	$	10.40	$	0.07	$	0.17	$	0.24		$      (0.04)		$      —	$	(0.04	)	$	10.60		2.29	%	$	233,755		0.45%		0.45%		0.70%		1.32%		16	%
2020		9.96		0.07		0.42		0.49		(0.05)		—		(0.05	)		10.40		4.98			238,849		0.45		0.45		0.70		0.72		41
2019		9.91		0.16		0.15		0.31		(0.26)		—		(0.26	)		9.96		3.14			227,413		0.45		0.45		0.70		1.59		34
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)(2)		—		(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
Class Y
2021@	$	10.44	$	0.07	$	0.19	$	0.26		$      (0.05)		$      —	$	(0.05	)	$	10.65		2.45	%	$	20,404		0.35%		0.35%		0.45%		1.41%		16	%
2020		10.00		0.08		0.42		0.50		(0.06)		—		(0.06	)		10.44		5.01			21,395		0.35		0.35		0.45		0.84		41
2019		9.94		0.18		0.14		0.32		(0.26)		—		(0.26	)		10.00		3.31			24,322		0.35		0.35		0.46		1.80		34
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)(2)		—		(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
Dynamic Asset Allocation Fund
Class F
2021@	$	14.98	$	0.06	$	2.96	$	3.02		$      (0.89)		$     (0.27)	$	(1.16	)	$	16.84		20.81	%	$	789,702		0.75%		0.75%		1.18%		0.72%		4	%
2020		13.23		0.14		1.84		1.98		(0.23)		—		(0.23	)		14.98		15.07			723,775		0.75		0.75		1.18		1.06		16
2019		13.22		0.17		0.07		0.24		(0.23)		—		(0.23	)		13.23		2.14			725,857		0.75		0.75		1.18		1.31		5
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
Class Y
2021@	$	15.01	$	0.08	$	2.95	$	3.03		$      (0.92)		$     (0.27)	$	(1.19	)	$	16.85		20.92	%	$	47,021		0.50%		0.50%		0.93%		1.03%		4	%
2020		13.26		0.08		1.93		2.01		(0.26)		—		(0.26	)		15.01		15.31			41,757		0.50		0.50		0.93		0.59		16
2019		13.25		0.19		0.08		0.27		(0.26)		—		(0.26	)		13.26		2.43			70,477		0.50		0.50		0.93		1.51		5
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

† 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, 2021. 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 $0.01.

(3) The expense ratio includes proxy expenses outside of the cap.

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

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

310 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	9.98	$	0.03		$	0.80	$	0.83		$      (0.05)	$	(0.24	)	$	(0.29	)	$	10.52		8.37	%	$	464,439		2.03%(2)		2.03%(2)	2.78%(2)	0.59%	260%
2020		9.61		0.08			0.39		0.47		(0.10)		—			(0.10	)		9.98		4.90			463,468		1.72(3)		1.72(3)	2.54(3)	0.84	527
2019		10.10		0.14			(0.18)		(0.04)		(0.16)		(0.29)			(0.45	)		9.61		(0.18	)		472,129		1.44(4)		1.44(4)	2.38(4)	1.24	315
2018		10.11		0.07			0.14		0.21		(0.02)		(0.20)			(0.22	)		10.10		2.11			509,559		1.41(5)		1.41(5)	2.41(5)	0.72	266(6)
2017		9.67		(0.01	)		0.46		0.45		(0.01)		—			(0.01	)		10.11		4.62			508,046		1.41(7)		1.41(7)	2.44(7)	(0.12)	215(6)
2016		9.60		0.09			0.23		0.32		(0.15)		(0.10)			(0.25	)		9.67		3.40			573,752		1.12(8)(9)		1.12(8)(9)	2.39(8)(9)	0.95	149
Class Y
2021@	$	9.98	$	0.04		$	0.82	$	0.86		$      (0.08)		$      (0.24)		$	(0.32	)	$	10.52		8.63	%	$	8,653		1.78%(10)		1.78%(10)	2.53%(10)	0.83%	260%
2020		9.61		0.11			0.38		0.49		(0.12)		—			(0.12	)		9.98		5.16			8,464		1.47(11)		1.47(11)	2.29(11)	1.12	527
2019		10.11		0.13			(0.15)		(0.02)		(0.19)		(0.29)			(0.48	)		9.61		(0.01	)		9,821		1.20(12)		1.20(12)	2.15(12)	1.11	315
2018		10.12		0.10			0.14		0.24		(0.05)		(0.20)			(0.25	)		10.11		2.36			5,951		1.16(13)		1.16(13)	2.16(13)	0.95	266(6)
2017		9.68		0.03			0.44		0.47		(0.03)		—			(0.03	)		10.12		4.79			4,841		1.14(14)		1.14(14)	2.16(14)	0.34	215(6)
2016		9.60		—			0.36		0.36		(0.18)		(0.10)			(0.28	)		9.68		3.77			1,352		0.96(8)(15)		0.96(8)(15)	2.18(8)(15)	—	149
Multi-Asset Accumulation Fund
Class F
2021@	$	9.55	$	(0.04	)	$	0.64	$	0.60		$       —		$      (0.51)		$	(0.51	)	$	9.64		6.34	%	$	2,415,501		1.17%		1.17%	1.30%	(0.91)%	14%
2020		10.63		(0.02	)		0.18		0.16		(0.13)		(1.11)			(1.24	)		9.55		1.51			2,420,060		1.17		1.17	1.30	(0.23)	61
2019		9.81		0.08			1.03		1.11		(0.27)		(0.02)			(0.29	)		10.63		11.94			2,659,785		1.17		1.17	1.30	0.80	63
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(8)		1.19(8)	1.35(8)	(0.50)	55
Class Y
2021@	$	9.62	$	(0.04	)	$	0.65	$	0.61		$       —		$      (0.51)		$	(0.51	)	$	9.72		6.40	%	$	196,184		0.92%		0.92%	1.05%	(0.75)%	14%
2020		10.70		(0.03	)		0.21		0.18		(0.15)		(1.11)			(1.26	)		9.62		1.74			190,469		0.92		0.92	1.05	(0.26)	61
2019		9.88		0.07			1.06		1.13		(0.29)		(0.02)			(0.31	)		10.70		12.16			220,654		0.92		0.92	1.05	0.66	63
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(8)		0.94(8)	1.10(8)	(0.33)	55

† 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, 2021. 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 dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.35%, 1.35%, and 2.10%.

(3) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.27%, 1.27%, and 2.10%

(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 1.20%, 1.20%, and 2.14%.

(5) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.09%, 1.09%, and 2.09%.

(6) The portfolio turnover rate in 2017 and 2018 have been changed from 37% to 215% and 373% to 266%, respectively.

(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 1.06%, 1.06%, and 2.09%.

(8) The expense ratio includes proxy expenses outside of the cap.

(9) 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%.

(10) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.10%, 1.10%, and 1.85%.

(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 1.02%, 1.02% and 1.85%.

(12) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.96%, 0.96%, and 1.91%.

(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 0.84%, 0.84% and 1.84%.

(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 0.79%, 0.79%, and 1.98%.

(15) 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%.

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, 2021 311

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	10.85	$	0.20		$    0.37		$	0.57		$	(0.17	)	$	—		$	(0.17	)	$	11.25		5.28	%	$	753,206		0.80	%		0.80	%		1.20	%		3.56	%		74	%
2020		11.07		0.40		(0.20	)		0.20			(0.39	)		(0.03	)		(0.42	)		10.85		1.86			770,599		0.80			0.80			1.21			3.69			137
2019		10.61		0.45		0.41			0.86			(0.40	)		—			(0.40	)		11.07		8.29			816,056		0.80			0.80			1.20			4.15			76
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
Class Y
2021@	$	10.85	$	0.20		$    0.38		$	0.58		$	(0.18	)	$	—		$	(0.18	)	$	11.25		5.34	%	$	177,106		0.70	%		0.70	%		0.95	%		3.65	%		74	%
2020		11.07		0.41		(0.20	)		0.21			(0.40	)		(0.03	)		(0.43	)		10.85		1.96			161,672		0.70			0.70			0.96			3.79			137
2019		10.61		0.46		0.41			0.87			(0.41	)		—			(0.41	)		11.07		8.39			161,776		0.70			0.70			0.95			4.25			76
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)(5)		0.72	(3)(5)		0.98	(3)(5)		5.08			72
Multi-Asset Inflation Managed Fund
Class F
2021@	$	7.88	$	0.07		$    0.54		$	0.61		$	(0.12	)	$	—		$	(0.12	)	$	8.37		7.76	%	$	765,762		1.17	%(6)		1.17	%(6)		1.41	%(6)		1.68	%		33	%
2020		8.28		0.10		(0.38	)		(0.28	)		(0.12	)		—			(0.12	)		7.88		(3.41	)		735,962		1.38	(6)		1.38	(6)		1.62	(6)		1.28			63
2019		8.49		0.14		(0.20	)		(0.06	)		(0.15	)		—			(0.15	)		8.28		(0.62	)		798,451		1.52	(6)		1.52	(6)		1.76	(6)		1.68			30
2018		8.52		0.17		(0.08	)		0.09			(0.12	)		—			(0.12	)		8.49		1.04			860,457		1.52	(6)		1.52	(6)		1.76	(6)		1.97			32
2017		8.80		0.09		(0.27	)		(0.18	)		(0.10	)		—			(0.10	)		8.52		(2.07	)		821,191		1.33	(6)		1.33	(6)		1.56	(6)		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)(6)		1.23	(3)(6)		1.46	(3)(6)		0.59			73
Class Y
2021@	$	7.89	$	0.08		$    0.54		$	0.62		$	(0.14	)	$	—		$	(0.14	)	$	8.37		7.90	%	$	45,113		0.92	%(7)		0.92	%(7)		1.16	%(7)		1.92	%		33	%
2020		8.29		0.11		(0.37	)		(0.26	)		(0.14	)		—			(0.14	)		7.89		(3.17	)		45,173		1.13	(8)		1.13	(8)		1.37	(8)		1.35			63
2019		8.50		0.13		(0.17	)		(0.04	)		(0.17	)		—			(0.17	)		8.29		(0.35	)		55,857		1.27	(7)		1.27	(7)		1.51	(7)		1.56			30
2018		8.53		0.16		(0.05	)		0.11			(0.14	)		—			(0.14	)		8.50		1.29			63,546		1.27	(7)		1.27	(7)		1.50	(7)		1.90			32
2017		8.82		0.10		(0.26	)		(0.16	)		(0.13	)		—			(0.13	)		8.53		(1.90	)		68,506		1.08	(7)		1.08	(7)		1.32	(7)		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)		0.98	(3)		1.21	(3)		0.79			73

† 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, 2021. 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 0.70%, 0.70%, and 0.96%.

(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 0.90%, 0.90%, and 1.14%.

(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 0.65%, 0.65%, and 0.89%

(8) The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.66%, 0.66%, and 0.90%

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

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

312 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2021 (Unaudited) and the years or periods ended September 30, (unless otherwise 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
2021@	$	10.28	$	(0.01	)	$	0.25	$	0.24	$	(0.02)	$	(0.09	)	$	(0.11	)	$	10.41		2.29	%	$	707,572		0.62%		0.62%		0.98%		(0.24	)%		55	%
2020		10.39		0.04			0.22		0.26		(0.18)		(0.19	)		(0.37	)		10.28		2.55			732,425		0.62		0.62		0.98		0.37			124
2019		10.05		0.15			0.24		0.39		(0.05)		—			(0.05	)		10.39		3.94			684,753		0.62		0.62		0.98		1.45			128
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
Class Y
2021@	$	10.30	$	(0.01	)	$	0.26	$	0.25	$	(0.03)	$	(0.09	)	$	(0.12	)	$	10.43		2.39	%	$	41,354		0.52%		0.52%		0.73%		(0.15	)%		55	%
2020		10.41		0.05			0.22		0.27		(0.19)		(0.19	)		(0.38	)		10.30		2.64			48,307		0.52		0.52		0.73		0.48			124
2019		10.07		0.16			0.24		0.40		(0.06)		—			(0.06	)		10.41		4.04			47,957		0.52		0.52		0.73		1.55			128
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

^†  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, 2021. 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.

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, 2021 313

Notes to Financial Statements/Consolidated Notes to Financial Statements

March 31, 2021 (Unaudited)

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 27 funds: 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, Global Managed Volatility, Tax-Managed Managed Volatility, Tax-Managed International Managed Volatility, Real Estate, 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, and Multi-Asset Capital Stability (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 of the Multi-Asset Inflation Managed Fund.

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, 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.

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 accounting principles generally accepted in the United States of America (“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 — When valuing portfolio securities, a Fund values 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. A Fund values 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 NAV per share, with the exception of exchange-traded funds, which are priced as equity securities. These open-end investment companies’ shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company’s NAV is determined. 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, a Fund will

314 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

value the securities using a bid price from at least one independent broker.

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 Pricing Policies and Procedures (Fair Value Procedures) until an independent source can be secured. Debt securities held by a Fund with remaining maturities of 60 days or less will 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, and 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 a 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 forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents

are reliable. However, there can be no assurance that such pricing service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, 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 or its designated committee. However, when the change would not materially affect the 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, ratification may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not “readily available” are determined to be unreliable or cannot be valued using the methodologies described above are valued in accordance with 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 one member 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.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 315

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

lower than the security’s value would be if a reliable market quotation for the security was readily available.

Certain of the Funds use a use 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.

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 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 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 a Fund calculate NAV, it may request that a Committee meeting be called. In addition, with respect to certain securities, the Funds’ administrator performs price comparisons and price movement review (among other processes), to monitor the pricing data supplied by various sources. Any identified discrepancies are

researched and subject to the procedures described above.

In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1 — quoted prices in active markets for identical investments

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.)

Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing

316 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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, 2021, 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, 2021, 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 gains 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.

Cash and Cash Equivalents — Idle cash and currency balances may be swept into various overnight sweep accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 317

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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. 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, 2021, 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

318 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2021, 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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 319

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March 31, 2021 (Unaudited)

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, 2021, if applicable.

Securities Sold Short — To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, 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, 2021, 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

320 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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 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, 2021, 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.

Participation Notes (P-Notes) — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time

of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument’s value at maturity. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies of foreign securities markets that they seek to replicate.

In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the- counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.

Loan Participations and Brady Bonds — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 321

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at March 31, 2021. Pursuant to the terms of certain loan agreements, the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as “Interest income”.

Certain debt obligations, customarily referred to as “Brady Bonds,” are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.

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.

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 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 and Dynamic Asset Allocation; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income and Multi-Asset Income. 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.

Restricted Securities — At March 31, 2021, 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.

322 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The acquisition dates of these investments, the enforceable right to acquire these securities, along with their cost

and values at March 31, 2021, 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	$	61		0.02%
High Yield Bond Fund
Aventine (Escrow Security)		$        2,750		11/30/10		11/30/10	$	—	$	—		0.00%
Neiman Marcus		620		9/25/20		9/25/20		—		39		0.00%

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 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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 323

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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, 2021, 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 $13.6 million, $5.4 million and $297.6 million, respectively. As of March 31, 2021, the Core Fixed Income 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 $140.0 million, $0.7 million, $82.1 million, $151.9 million, and $24.8 million, respectively. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event was to occur.

Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

CORE FIXED INCOME FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVEREIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$4,843,583	$4,843,583
Maximum potential amount of future payments	-	-	-	140,017,000	140,017,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-STRATEGY ALTERNATIVE FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVEREIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$(39,448)	$-	$-	$(39,448)
Maximum potential amount of future payments	-	654,000	-	-	654,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-ASSET INCOME FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVEREIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$22,328	$46,989	$-	$2,292,409	$2,361,725
Maximum potential amount of future payments	1,750,000	21,130,000	-	59,172,500	82,052,500
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	-	-	-	-	-

324 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

MULTI-ASSET INFLATION MANAGED FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVEREIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$1,752,344	$-	$(349,264)	$1,403,080
Maximum potential amount of future payments	-	60,400,000	-	91,510,000	151,910,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection) 1	-	-	-	-	-
Collateral held by the Fund can obtain upon occurrence of triggering event	-	-	-	-	-
MULTI-ASSET CAPITAL STABILITY FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CDS ON AN INDEX
REFERENCE ASSET	CORP US$	SOVEREIGN US$	ABS US$	CORP US$	Total
Fair value of written credit derivatives	$-	$-	$-	$1,099,469	$1,099,469
Maximum potential amount of future payments	-	-	-	24,784,367	24,784,367
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	$-	$-	$13,261,000	$101,726,000	$-	$114,987,000
101-200	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	-	25,030,000	-	25,030,000
> than 400	-	-	-	-	-	-
Total	$-	$-	$13,261,000	$126,756,000	$-	$140,017,000
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	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	-	-	-	-
> than 400	-	-	654,000	-	-	654,000
Total	$-	$-	$654,000	$-	$-	$654,000
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	$-	$-	$58,645,000	$-	$-	$58,645,000
101-200	-	-	15,916,000	-	-	15,916,000
201-300	-	-	6,091,500	-	-	6,091,500
301-400	-	-	-	-	-	-
> than 400	-	-	-	1,400,000	-	1,400,000
Total	$-	$-	$80,652,500	$1,400,000	$-	$82,052,500

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 325

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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	$-	$-	$144,110,000	$-	$-	$144,110,000
101-200	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	-	-	-	-
> than 400	-	-	-	-	7,800,000	7,800,000
Total	$-	$-	$144,110,000	$-	$7,800,000	$151,910,000
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	$-	$-	$16,804,000	$-	$-	$16,804,000
101-200	-	-	-	-	-	-
201-300	-	-	-	-	-	-
301-400	-	-	7,980,367	-	-	7,980,367
> than 400	-	-	-	-	-	-
Total	$-	$-	$24,784,367	$-	$-	$24,784,367

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.

4. DERIVATIVE TRANSACTIONS

The following tables include only Funds that had exposure to more than one type of risk on derivatives held throughout the year. For Funds that held derivatives throughout the year 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, 2021 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	$31*	Net Assets — Unrealized depreciation on futures contracts	$0*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	4,802	Unrealized loss on forward foreign currency contracts	167
Total Derivatives not accounted for as hedging instruments		4,833		$167
Core Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$6,355*	Net Assets — Unrealized depreciation on futures contracts	$17,307*
	Net Assets — Unrealized appreciation on swap contracts	12,684†	Net Assets — Unrealized depreciation on swap contracts	580†
	Swaptions purchased, at value	365	Swaptions written, at value	115
	Options purchased, at value	271	Options written, at value	383
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	2,054	Unrealized loss on forward foreign currency contracts	2,358
Credit contracts	Net Assets — Unrealized appreciation on swap contracts	383†	Net Assets — Unrealized depreciation on swap contracts	-†
Total Derivatives not accounted for as hedging instruments		$22,112		$20,743

326 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

	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:
Dynamic Asset Allocation Fund
Interest rate contracts	Swaptions purchased, at value	$19,052	Swaptions written, at value	$–
	Options purchased, at value	3,393	Options written, at value	–
	Net Assets — Unrealized appreciation on swap contracts	1,265†	Net Assets — Unrealized depreciation on swap contracts	–†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	910*	Net Assets — Unrealized depreciation on futures contracts	8*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	–	Unrealized loss on forward foreign currency contracts	50
Commodity contracts	Net Assets — Unrealized appreciation on swap contracts	–†	Net Assets — Unrealized depreciation on swap contracts	2,293†
Total Derivatives not accounted for as hedging instruments		$24,620		$2,351
Multi-Strategy Alternative Fund
Interest rate contracts	Net Assets — Unrealized appreciation on swap contracts	$1*	Net Assets — Unrealized depreciation on swap contracts	$56*
	Net Assets — Unrealized appreciation on futures contracts	85*	Net Assets — Unrealized depreciation on futures contracts	–*
Equity contracts	Options purchased, at value	781	Options written, at value	570
	Net Assets — Unrealized appreciation on futures contracts	–*	Net Assets — Unrealized depreciation on futures contracts	15*
	Net Assets — Unrealized appreciation on swap contracts	707†	Net Assets — Unrealized depreciation on swap contracts	311†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	868	Unrealized loss on forward foreign currency contracts	920
Credit contracts	Net Assets — Unrealized appreciation on swap contracts	257†	Net Assets — Unrealized depreciation on swap contracts	238†
Total Derivatives not accounted for as hedging instruments		$2,699		$2,110
Multi-Asset Accumulation Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$557*	Net Assets — Unrealized depreciation on futures contracts	$41,709*
	Net Assets — Unrealized appreciation on swap contracts	–†	Net Assets — Unrealized depreciation on swap contracts	5,711†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	7,091*	Net Assets — Unrealized depreciation on futures contracts	14,216*
	Net Assets — Unrealized appreciation on swap contracts	3,623†	Net Assets — Unrealized depreciation on swap contracts	146†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	11,307	Unrealized loss on forward foreign currency contracts	3,736
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts	6,384*	Net Assets — Unrealized depreciation on futures contracts	10,937*
Total Derivatives not accounted for as hedging instruments		$28,962		$76,455

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 327

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	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 Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$710*	Net Assets — Unrealized depreciation on futures contracts	$4,598*
	Net Assets — Unrealized appreciation on swap contracts	3,542†	Net Assets — Unrealized depreciation on swap contracts	334†
	Options purchased, at value	214	Options written, at value	2,144
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	429*	Net Assets — Unrealized depreciation on futures contracts	–*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	2,459	Unrealized loss on forward foreign currency contracts	782
	Options purchased, at value	88	Options written, at value	74
Credit contracts	Net Assets — Unrealized appreciation on swap contracts	1,721†	Net Assets — Unrealized depreciation on swap contracts	42†
Total Derivatives not accounted for as hedging instruments		$9,163		$7,974
Multi-Asset Inflation Managed Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$2,050*	Net Assets — Unrealized depreciation on futures contracts	$104*
	Net Assets — Unrealized appreciation on swap contracts	1,286†	Net Assets — Unrealized depreciation on swap contracts	2,841†
	Options purchased, at value	1,500	Options written, at value	631
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	–*	Net Assets — Unrealized depreciation on futures contracts	97*
	Net Assets — Unrealized appreciation on swap contracts	–†	Net Assets — Unrealized depreciation on swap contracts	1,014†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	1,436	Unrealized loss on forward foreign currency contracts	944
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts	6,113*	Net Assets — Unrealized depreciation on future contracts	2,859*
Credit contracts	Net Assets — Unrealized appreciation on swaps contracts	407†	Net Assets — Unrealized depreciation on swaps contracts	3,515†
Total Derivatives not accounted for as hedging instruments		$12,792		$12,005
Multi-Asset Capital Stability Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$141*	Net Assets — Unrealized depreciation on futures contracts	$880*
	Net Assets — Unrealized appreciation on swap contracts	–†	Net Assets — Unrealized depreciation on swap contracts	908†
Equity contracts	Options purchased, at value	22	Options written, at value	4
	Net Assets — Unrealized appreciation on futures contracts	151*	Net Assets — Unrealized depreciation on futures contracts	386*
	Net Assets — Unrealized appreciation on swap contracts	2†	Net Assets — Unrealized depreciation on swap contracts	4†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	4,907	Unrealized loss on forward foreign currency contracts	476
Credit contracts	Net Assets — Unrealized appreciation on swap contracts	579†	Net Assets — Unrealized depreciation on swap contracts	–†
Total Derivatives not accounted for as hedging instruments		$5,802		$2,658

* 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

328 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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, 2021:

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	$	–		$	–	$	1,460		$	–		$	–		$	1,460
Foreign exchange contracts		–			–		–			(2,782	)		–			(2,782)
Total	$	–		$	–	$	1,460		$	(2,782	)	$	–		$	(1,322)
Core Fixed Income Fund
Interest rate contracts	$	(282	)	$	–	$	(10,638	)	$	–		$	504		$	(10,416)
Equity contracts		–			–		–			–			–			–
Foreign exchange contracts		–			–		–			429			–			429
Credit contracts		–			–		–			–			4,432			4,432
Total	$	(282	)	$	–	$	(10,638	)	$	429		$	4,936		$	(5,555)
Dynamic Asset Allocation Fund
Interest rate contracts	$	–		$	2,956	$	–		$	–		$	–		$	2,956
Credit contracts		–			–		–			–			(16	)		(16)
Equity contracts		–			–		12,727			–			1,487			14,214
Commodity contracts		–			–		–			–			(2,261	)		(2,261)
Foreign exchange contracts		–			–		–			(20	)		–			(20)
Total	$	–		$	2,956	$	12,727		$	(20	)	$	(790	)	$	14,873
Multi-Strategy Alternative Fund
Credit contracts	$	–		$	–	$	–		$	–		$	(93	)	$	(93)
Equity contracts		(308	)		–		(305	)		–			(1,037	)		(1,650)
Interest rate contracts		–			10		77			–			179			266
Foreign exchange contracts		–			–		–			(796	)		–			(796)
Total	$	(308	)	$	10	$	(228	)	$	(796	)	$	(951	)	$	(2,273)
Multi-Asset Accumulation Fund
Equity contracts	$	–		$	–	$	(107,323	)	$	–		$	–		$	(107,323)
Interest rate contracts		–			–		224,766			–			(2,548	)		222,218
Foreign exchange contracts		–			–		–			5,080			–			5,080
Commodity contracts		–			–		76,091			–			30,684			106,775
Total	$	–		$	–	$	193,534		$	5,080		$	28,136		$	226,750
Multi-Asset Income Fund
Equity contracts	$	(4,415	)	$	–	$	7,275		$	–		$	–		$	2,860
Credit contracts		–			–		–			–			868			868
Interest rate contracts		(713	)		–		(9,040	)		–			699			(9,054)
Foreign exchange contracts		(34	)		–		–			(2,045	)		–			(2,079)
Total	$	(5,162	)	$	–	$	(1,765	)	$	(2,045	)	$	1,567		$	(7,405)
Multi-Asset Inflation Managed Fund
Credit contracts	$	–		$	–	$	–		$	–		$	(2,917	)	$	(2,917)
Equity contracts		–			–		(3,664	)		–			7,380			3,716
Interest rate contracts		–			1,106		3,582			–			(1,639	)		3,049
Foreign exchange contracts		–			–		–			(1,901	)		–			(1,901)
Commodity contracts		(2,056	)		–		19,926			–			–			17,870

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 329

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

Derivatives Not Accounted for as Hedging Instruments	Options			Swaptions		Futures			Forward Foreign Currency Contracts			Swaps			Total
Total	$	(2,056	)	$	1,106	$	19,844		$	(1,901	)	$	2,824		$	19,817
Multi-Asset Capital Stability Fund
Credit contracts	$	–		$	–	$	–		$	–		$	545		$	545
Equity contracts		614			–		9,082			–			–			9,696
Interest rate contracts		–			–		(3,288	)		–			(1,115	)		(4,403)
Foreign exchange contracts		–			–		–			1,104			–			1,104
Total	$	614		$	–	$	5,794		$	1,104		$	(570	)	$	6,942

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	$	–		$	–	$	39		$	–		$	–		$	39
Foreign exchange contracts		–			–		–			2,416			–			2,416
Total	$	–		$	–	$	39		$	2,416		$	–		$	2,455
Core Fixed Income Fund
Credit contracts	$	–		$	–	$	–		$	–		$	(929	)	$	(929)
Interest rate contracts		200			201		(9,130	)		–			10,314			1,585
Foreign exchange contracts		–			–		–			1,160			–			1,160
Total	$	200		$	201	$	(9,130	)	$	1,160		$	9,385		$	1,816
Dynamic Asset Allocation Fund
Equity contracts	$	–		$	–	$	551		$	–		$	–		$	551
Interest rate contracts		2,570			12,022		–			–			1,265			15,857
Foreign exchange contracts		–			–		–			(38	)		–			(38)
Commodity contracts		–			–		–			–			(2,181	)		(2,181)
Total	$	2,570		$	12,022	$	551		$	(38	)	$	(916	)	$	14,189
Multi-Strategy Alternative Fund
Credit contracts	$	–		$	–	$	–		$	–		$	(198	)	$	(198)
Equity contracts		(237	)		–		(1	)		–			401			163
Interest rate contracts		–			3		85			–			(22	)		66
Foreign exchange contracts		–			–		–			(69	)		–			(69)
Total	$	(237	)	$	3	$	84		$	(69	)	$	181		$	(38)
Multi-Asset Accumulation Fund
Equity contracts	$	–		$	–	$	(9,362	)	$	–		$	1,592		$	(7,770)
Interest rate contracts		–			–		(47,831	)		–			(6,553	)		(54,384)
Foreign exchange contracts		–			–		–			7,285			–			7.285
Commodity contracts		–			–		(10,806	)		–			–			(10,806)
Total	$	–		$	–	$	(67,999	)	$	7,285		$	(4,961	)	$	(65,675)
Multi-Asset Income Fund
Credit contracts	$	–		$	–	$	–		$	–		$	1,444		$	1,444
Equity contracts		224			–		378			–			–			602
Interest rate contracts		(1,177	)		–		(3,742	)		–			1,429			(3,490)
Foreign exchange contracts		(22	)		–		–			1,635			–			1,613
Total	$	(975	)	$	–	$	(3,364	)	$	1,635		$	2,873		$	169

330 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Derivatives Not Accounted for as Hedging Instruments	Options			Swaptions			Futures			Forward Foreign Currency Contracts		Swaps			Total
Multi-Asset Inflation Managed Fund
Credit contracts	$	—		$	—		$	—		$	—	$	357		$	357
Equity contracts		—			—			(213	)		—		(1,014	)		(1,227)
Interest rate contracts		—			(306	)		1,935			—		3,714			5,343
Foreign exchange contracts		—			—			—			102		—			102
Commodity contracts		(419	)		—			(148	)		—		259			(308)
Total	$	(419	)	$	(306	)	$	1,574		$	102	$	3,316		$	4,267
Multi-Asset Capital Stability Fund
Credit contracts	$	—		$	—		$	—		$	—	$	323		$	323
Equity contracts		(137	)		—			340			—		(1	)		202
Interest rate contracts		—			—			(835	)		—		(1,702	)		(2,537)
Foreign exchange contracts		—			—			—			4,291		—			4,291
Total	$	(137	)	$	—		$	(495	)	$	4,291	$	(1,380	)	$	2,279

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 year ended March 31, 2021 ($ 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	$	10,841	$	7,504	$	16,907	$	10,821	$	8,194
Ending Notional Balance Long		10,672		7,039		13,846		7,773		8,261
	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	$	7,498	$	2,995	$	5,990	$	3,438	$	1,301
Ending Notional Balance Long		10,871		5,991		2,995		6,875		2,061
	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	$	45	$	4,557	$	13,486	$	11,400	$	2,513
Ending Notional Balance Long		181		6,542		12,840		9,913		4,090
		Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	–	$	–	$	81,274	$	–
Average Notional Balance Short		–		–		–		1,798
Ending Notional Balance Long		–		–		83,799		–
Ending Notional Balance Short		–		–		–		1,770
Interest Contracts
Average Notional Balance Long		956,050		–		–		–
Average Notional Balance Short		1,202,205		–		–		1,553
Ending Notional Balance Long		1,184,833		–		–		–
Ending Notional Balance Short		1,268,139		–		–		3,106
Forward Foreign Currency Contracts:
Average Notional Balance Long		148,637		–		94,075		84,977

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 331

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund
Forward Foreign Currency Contracts: (continued)
Average Notional Balance Short		148,080		–		94,131		85,097
Ending Notional Balance Long		148,765		–		42,134		87,495
Ending Notional Balance Short		149,069		–		42,184		87,547
Swaps:
Total Return Contracts
Average Notional Balance Long		–		–		–		2,153
Ending Notional Balance Long		–		–		–		1,987
Credit Contracts
Average Notional Balance Long		–		–		–		15,099
Average Notional Balance Short		143,137		500		–		654
Ending Notional Balance Long		–		–		–		13,629
Ending Notional Balance Short		140,017		1,000		–		654
Interest Contracts
Average Notional Balance		215,812		–		–		–
Ending Notional Balance		230,596		–		–		–
Equity Contracts
Average Notional Balance Long		–		–		12,685		7,651
Average Notional Balance Short		–		–		–		8,956
Ending Notional Balance Long		–		–		13,566		11,350
Ending Notional Balance Short		–		–		–		12,572
Commodity Contracts
Average Notional Balance Long		–		–		118,146		–
Average Notional Balance Short		–		–		–		–
Ending Notional Balance Long		–		–		118,300		–
Ending Notional Balance Short		–		–		–		–
Options/Swaptions:
Equity
Average Notional Balance Long†		–		–		–		1,081
Average Notional Balance Short†		–		–		–		795
Ending Notional Balance Long†		–		–		–		1,332
Ending Notional Balance Short†		–		–		–		1,004
Interest
Average Notional Balance Long†		373		–		5,492		–
Average Notional Balance Short†		553		–		–		–
Ending Notional Balance Long†		664		–		5,038		–
Ending Notional Balance Short†		874		–		–		–
Currency
Average Notional Balance Long†		78		–		411		–
Ending Notional Balance Long†		–		–		823		–
	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts:
Commodity Contracts
Average Notional Balance Long	$	–	$	–	$	127,528	$	–
Average Notional Balance Short		–		–		29,083		–
Ending Notional Balance Long		–		–		123,478		–
Ending Notional Balance Short		–		–		29,579		–
Equity Contracts
Average Notional Balance Long		941,728		40,583		–		72,263
Average Notional Balance Short		–		–		36,483		13,038
Ending Notional Balance Long		947,188		35,675		–		58,991
Ending Notional Balance Short		–		–		37,946		19,164
Interest Contracts

332 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

	Multi-Asset Accumulation Fund	Multi-Asset Income Fund	Multi-Asset Inflation Managed Fund	Multi-Asset Capital Stability Fund
Futures Contracts: (continued)
Average Notional Balance Long	2,598,673	297,928	4,884	95,379
Average Notional Balance Short	–	93,998	173,709	22,873
Ending Notional Balance Long	2,841,192	326,010	9,768	50,011
Ending Notional Balance Short	–	58,926	271,312	29,698
Forward Foreign Currency Contracts:
Average Notional Balance Long	836,577	151,150	146,236	186,179
Average Notional Balance Short	835,173	151,185	146,552	184,535
Ending Notional Balance Long	919,472	150,494	148,862	182,028
Ending Notional Balance Short	911,901	148,817	148,365	177,597
Swaps:
Total Return Contracts
Average Notional Balance Short	–	–	16,070	–
Ending Notional Balance Short	–	–	16,070	–
Credit Contracts
Average Notional Balance Long	–	3,786	226,184	–
Average Notional Balance Short	–	82,171	79,949	28,550
Ending Notional Balance Long	–	5,378	297,585	–
Ending Notional Balance Short	–	82,053	151,910	24,784
Interest Contracts
Average Notional Balance	639,363	113,212	155,305	–
Ending Notional Balance	812,411	108,991	81,761	–
Equity Contracts
Average Notional Balance Long	112,868	–	–	–
Ending Notional Balance Long	104,517	–	–	–
Commodity Contracts
Average Notional Balance Long	–	–	45,174	–
Average Notional Balance Short	–	–	–	–
Ending Notional Balance Long	–	–	46,407	–
Ending Notional Balance Short	–	–	–	–
Options/Swaptions:
Commodity
Average Notional Balance Long†	–	–	1,228	–
Average Notional Balance Short†	–	–	411	–
Ending Notional Balance Long†	–	–	1,435	–
Ending Notional Balance Short†	–	–	400	–
Equity
Average Notional Balance Long†	–	443	–	336
Average Notional Balance Short†	–	3,159	–	266
Ending Notional Balance Long†	–	472	–	233
Ending Notional Balance Short†	–	2,815	–	134
Interest
Average Notional Balance Long†	–	21	–	–
Average Notional Balance Short†	–	17	–	–
Ending Notional Balance Long†	–	42	–	–
Ending Notional Balance Short†	–	34	–	–
Currency
Average Notional Balance Long†	–	158	–	–
Average Notional Balance Short†	–	137	–	–
Ending Notional Balance Long†	–	163	–	–
Ending Notional Balance Short†	–	95	–	–

† 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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 333

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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. Refer to each Funds Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value and variation margin of exchange-traded or centrally cleared financial derivative instruments.

Securities with an aggregate market value of $0 ($ Thousands) have been pledged and $163,983 ($ Thousands) in cash has been pledged as collateral

for exchange-traded and centrally cleared derivative instruments as of March 31, 2021.

The table below summarizes the collateral pledged by Fund:

	Securities at Aggregate Market Value ($ Thousands)		Cash ($ Thousands)		Total ($ Thousands)
Large Cap Fund	$	–	$	690	$	690
Large Cap Value Fund		–		385		385
Large Cap Growth Fund		–		948		948
Large Cap Index Fund		–		434		434
S&P 500 Index Fund		–		418		418
Small Cap Fund		–		273		273
Small Cap Value Fund		–		306		306
Small Cap Growth Fund		–		397		397
Tax-Managed Small/Mid Cap Fund		–		145		145
Mid-Cap Fund		–		27		27
U.S. Managed Volatility Fund		–		396		396
Global Managed Volatility Fund		–		244		244
Tax-Managed Managed Volatility Fund		–		572		572
Tax-Managed International Managed Volatility Fund		–		335		335
Core Fixed Income Fund		–		14,868		14,868
Dynamic Asset Allocation Fund		–		2,502		2,502
Multi-Strategy Alternative Fund		–		277		277
Multi-Asset Accumulation Fund		–		71,106		71,106
Multi-Asset Income Fund		–		49,942		49,942
Multi-Asset Inflation Managed Fund		–		14,212		14,212
Multi-Asset Capital Stability Fund		–		5,506		5,506

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.

334 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2021 ($ 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		$  4,802		$  —		$  —		$  4,802	$	(167)		$    —		$  —			$  —	$	(167)		$  4,635			$   —		$  4,635
Total Over the Counter		$ 4,802		$  —		$  —		$  4,802	$	(167)		$    —		$  —			$  —	$	(167)
	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)
BNP Paribas		$  832		$  —		$  —		$  832	$	—		$  —		$  —			$  —	$	—		$ 832			$   —		$ 832
Citigroup		368		—		—		368		(2,270)		—		—			—		(2,270)		(1,902	)		1,902		—
Goldman Sachs		854		—		—		854		(88)		—		—			—		(88)		766			—		766
Total Over the Counter		$ 2,054		$  —		$  —		$  2,054	$	(2,358)		$  —		$  —			$  —	$	(2,358)
	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		$  —		$ 19,052		$  —		$  19,052	$	(50)		$  —		$  —			$  —	$	(50)		$  19,002			$   —		$  19,002
BNP Paribas		—		—		—		—		—		—		(2,293	)		—		(2,293)		(2,293	)		—		(2,293	)
Total Over the Counter		$  —		$  19,052		$  —		$  19,052	$	(50)		$  —		$  (2,293)			$  —	$	(2,343)
	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		$  —		$  —		$  92		$   92	$	(2)		$  —		$  —			$  —	$	(2)		$ 90			$   —		$ 90
Barclays PLC		33		—		—		33		(205)		—		—			—		(205)		(172	)		—		(172	)
BNYMellon		23		—		—		23		(5)		—		—			—		(5)		18			—		18
Citi		18		—		—		18		(18)		—		—			—		(18)		—			—		—
Credit Suisse		11		—		—		11		—		—		—			—		—		11			—		11
Deutsche Bank		39		—		20		59		(17)		—		—			—		(17)		42			—		42
Goldman Sachs		136		—		634		770		(147)		—		(161	)		—		(308)		462			—		462
HSBC		31		—		—		31		(105)		—		—			—		(105)		(74	)		—		(74	)
JPMorgan Chase Bank		62		—		—		62		(88)		—		—			—		(88)		(26	)		26		—
Montgomery/Bank of America		40		—		—		40		(18)		—		—			—		(18)		22			—		22
Morgan Stanley		130		—		73		203		(110)		—		(95	)		—		(205)		(2	)		—		(2	)
Natwest Markets		1		—		—		1		(3)		—		—			—		(3)		(2	)		—		(2	)
State Street		228		—		—		228		(41)		—		—			—		(41)		187			—		187
TD Bank		25		—		—		25		(5)		—		—			—		(5)		20			—		20
UBS		57		—		—		57		(140)		—		—			—		(140)		(83	)		—		(83	)
Westpac Banking		34		—		—		34		(16)		—		—			—		(16)		18			—		18
Total Over the Counter		$  868		$  —		$  819		$  1,687	$	(920)		$  —		$ (256	)		$  —	$	(1,176)
	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		$  —		$  —		$  694		$  694	$	—		$  —		$  (127)			$  —	$	(127)		$   567			$   —		$ 567
Bank of New York		—		—		—		—		(7)		—		—			—		(7)		(7	)		—		(7	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 335

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	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)
Barclays PLC		18		—		—		18		—		—		—			—			—		18			—		18
Citibank		—		—		829		829		—		—		—			—			—		829			—		829
Citigroup		4,800		—		—		4,800		(1,942)		—		—			—			(1,942)		2,858			—		2,858
JPMorgan Chase Bank		4,783		—		579		5,362		(1,775)		—		—			—			(1,775)		3,587			—		3,587
Merrill Lynch		—		—		1,521		1,521		—		—		(19	)		—			(19)		1,502			—		1,502
State Street		1,706		—		—		1,706		(12)		—		—			—			(12)		1,694			—		1,694
Total Over the Counter		$  11,307		$  —		$ 3,623		$  14,930	$	(3,736)		$  —		$   (146	)		$  —		$	(3,882)		$11,048					$11,048
	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)
ANZ		$   69		$  —		$  —		$   69	$	—		$  —		$  —			$  —		$	—		$   69			$  —		$   69
BNP Paribas		37		—		—		37		(21)		—		—			—			(21)		16			—		16
Citibank		—		—		187		187		—		—		—			—			—		187			—		187
Citigroup		483		—		—		483		(310)		—		—			—			(310)		173			—		173
Goldman Sachs		443		—		—		443		(109)		—		—			—			(109)		334			—		334
HSBC		685		—		—		685		(1)		—		—			—			(1)		684			—		684
JPMorgan Chase Bank		563		—		17		580		(233)		—		—			—			(233)		347			—		347
Morgan Stanley		129		—		—		129		(46)		—		—			—			(46)		83			—		83
Standard Bank		126		—		—		126		—		—		—			—			—		126			—		126
State Street		—		—		—		—		(62)		—		—			—			(62)		(62	)		—		(62	)
UBS		24		—		—		24		—		—		—			—			—		24			—		24
Total Over the Counter		$   2,559		$  —		$  204		$   2,763	$	(782)		$  —		$  —			$  —		$	(782)
	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)
Bank of America		$   —		$  —		$  —		$   —	$	(25)		$  —		$  —			$  —		$	(25)		$   (25)			—		$   (25)
Barclays PLC		10		—		—		10		—		—		(173	)		—			(173)		(163	)		—		(163	)
BNP Paribas		149		—		—		149		(248)		—		—			—			(248)		(99	)		—		(99	)
Brown Brothers Harriman		5		—		—		5		(14)		—		—			—			(14)		(9	)		—		(9	)
CGG		—		—		—		—		—		—		(9	)		—			(9)		(9	)		—		(9	)
Chase Securities		—		—		—		—		—		—		—			(263,138	)		(263,138)		(263,138	)		—		(263,138	)
Citibank		—		—		1,004		1,004		—		—		(185	)		—			(185)		819			—		819
Citigroup		491		—		—		491		(1)		—		—			—			(1)		490			—		490
Credit Suisse		—		—		—		—		—		—		(413	)		—			(413)		(413	)		—		(413	)
Deutsche Bank		—		—		—		—		—		—		(429	)		—			(429)		(429	)		—		(429	)
Goldman Sachs		—		—		57		57		(73)		—		(555	)		—			(628)		(571	)		—		(571	)
HSBC		7		—		—		7		(392)		—		—			—			(392)		(385	)		—		(385	)
JPMorgan Chase		—		—		20		20		(27)		—		(261	)		—			(288)		(268	)		—		(268	)
Macquarie Bank Limited		—		—		—		—		—		—		(269	)		—			(269)		(269	)		—		(269	)
Merrill Lynch		—		—		—		—		—		—		(354	)		—			(354)		(354	)		—		(354	)
Morgan Stanley		573		—		91		664		(5)		—		—			—			(5)		659			—		659
RBS		14		—		—		14		—		—		—			—			—		14			—		14
Societe Generale		—		—		—		—		—		—		(210	)		—			(210)		(210	)		—		(210	)
Standard Bank		5		—		—		5		—		—		—			—			—		5			—		5
UBS		182		—		—		182		(159)		—		—			—			(159)		23			—		23
Total Over the Counter		$ 1,436		$  —		$  1,172		$  2,608	$	(944)		$  —		$  (2,858	)		$  (263,138	)	$	(266,940)

336 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

	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		$    24		$    —		$    —		$ 24	$	—		$	—	$	—	$	—	$	—	$	24		$	—	$	24
Bank of America		10		—		—		10		(13	)		—		—		—		(13)		(3	)		—		(3)
Barclays PLC		6		—		—		6		(46	)		—		—		—		(46)		(40	)		—		(40)
BNP Paribas		1		—		—		1		(6	)		—		—		—		(6)		(5	)		—		(5)
Brown Brothers Harriman		462		—		—		462		(207	)		—		—		—		(207)		255			—		255
Citigroup		1		—		—		1		(13	)		—		—		—		(13)		(12	)		—		(12)
Credit Suisse		2		—		—		2		—			—		—		—		—		2			—		2
Deutsche Bank		3		—		—		3		(1	)		—		—		—		(1)		2			—		2
Goldman Sachs		58		—		—		58		(18	)		—		—		—		(18)		40			—		40
HSBC		29		—		—		29		(11	)		—		—		—		(11)		18			—		18
JPMorgan Chase Bank		38		—		—		38		(30	)		—		—		—		(30)		8			—		8
Morgan Stanley		—		—		—		—		(24	)		—		—		—		(24)		(24	)		24		—
RBS		3		—		—		3		(23	)		—		—		—		(23)		(20	)		—		(20)
Standard Bank		4,225		—		—		4,225		(21	)		—		—		—		(21)		4,204			—		4,204
UBS		25		—		—		25		(43	)		—		—		—		(43)		(18	)		—		(18)
Total Over the Counter		$  4,887		$—		$    —	$	4,887	$	(456	)	$	—		$  —		$  —	$	(456)

(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 $156,227 ($ Thousands) have been pledged, and $0 ($ Thousands) in cash as collateral for financial derivative instruments. Securities with an aggregate market value of $5,972 ($ Thousands) have been received as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2021.

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 Dynamic Asset Allocation Fund, 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 Dynamic Asset Allocation Fund, 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, 2021 ($ Thousands)		% of Total Net  Assets at March 31, 2021
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018		$ 66,076		7.9	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		465,754		17.8	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		157,335		19.4	%

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 337

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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)
Net Investment Income:
Investment Income	$	3	$	1,162	$	169
Net Realized Gain (Loss) on:
Investments		(3)		(26)		(42)
Futures Contracts		11,370		97,534		19,926
Swap Contracts		(2,536)		15,081		(2,056)
Options		—		—		7,353
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		—		(1,827)		(105)
Futures Contracts		525		(14,281)		149
Swap Contracts		(745)		(372)		(849)
Options		—		—		(419)
Total gains and losses attributed to the Funds’ investment in Subsidiaries	$	8,614	$	97,271	$	24,126

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.

Prior to January 31, 2021, the Funds’ administrator and/ or its affiliates had contractually agreed to waive fees or reimburse expenses for the S&P 500 Index Fund and the Core Fixed Income Fund in order to keep total fund operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees and extraordinary expenses not incurred in the ordinary course of each Fund’s business) from exceeding the levels specified in the table below. These contractual waivers and reimbursements only applied if a Fund’s total operating costs exceeded the applicable thresholds and would not affect the Fund’s total operating expenses if they were less than the applicable thresholds. In other words, shareholders would pay the lower of a Fund’s actual total fund operating expenses or total fund operating expenses after contractual waivers and expense reimbursements. The contractual waiver and expense reimbursement were limited to the Fund’s direct operating expenses and, therefore, did not apply to indirect expenses incurred by the Fund, such as AFFE. The agreements may be amended or terminated only with the consent of the Board of Trustees.

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.

338 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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 F		0.0300%		0.25%		—		0.25%	(1)
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%		—		0.90%
Class I		0.6500%		0.25%		0.25%		1.15%
Class Y		0.6500%		—		—		0.65%
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%

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 339

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	Advisory Fees		Shareholder Servicing Fee		Administrative Servicing Fee		Voluntary Expense Limitation
Core Fixed Income Fund
Class F		0.2750%		0.25%		—		0.66%	(2)
Class I		0.2750%		0.25%		0.25%		0.88%
Class Y		0.2750%		—		—		0.41%	(2)
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 (3)(4)
Class F		1.5000%		0.25%		—		1.35%
Class Y		1.5000%		—		—		1.20%
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%

(1) From January 31, 2018, until January 31, 2021, the following agreement was in effect. The Fund’s adviser, the Fund’s administrator and/or the Fund’s distributor had contractually agreed to waive fees and/or reimburse expenses in order to keep total ordinary operating expenses (exclusive of interest from borrowing, brokerage commissions, taxes, Trustee fees, acquired fund fees and expenses and other extraordinary expenses not incurred in the ordinary course of the Fund’s business) from exceeding 0.29% for Class F. The agreement may be amended or terminated only with the consent of the Board of Trustees.

(2) From August 10, 2018, until January 31, 2021, the following agreement was in effect. The Fund’s adviser, the Fund’s administrator and/or the Fund’s distributor had contractually agreed to waive fees and/or reimburse expenses in order to keep total ordinary operating expenses (exclusive of interest from borrowing, brokerage commissions, taxes, Trustee fees, acquired fund fees and expenses and other extraordinary expenses not incurred in the ordinary course of the Fund’s business) from exceeding 0.66% for Class F and 0.41% for Class Y. The agreement may be amended or terminated only with the consent of the Board of Trustees.

(3) Prior to January 31, 2020, the expense limitation was 1.21% and 0.96% for Class F and Class Y, respectively.

(4) Prior to March 31, 2020, the expense limitation was 1.26% and 1.01% for Class F and Class Y, respectively.

340 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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%
Real Estate Fund		0.300	%		0.2550	%		0.2100	%		0.1650	%		0.120%
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%
	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, 2021, 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

Brandywine Global Investment Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Schafer 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

Schafer Cullen Capital Management

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Hillsdale Investment Management Inc

Los Angeles Capital Management

LMCG Investments, LLC

Parametric Portfolio Associates LLC

Snow Capital Management L.P.

Small Cap Value Fund

Cardinal Capital Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Snow Capital Management, L.P.

Small Cap Growth Fund

ArrowMark Colorado Holdings LLC

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 341

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

EAM Investors LLC

Jackson Creek Investment Advisory, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, LLC

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

LSV Asset Management*

Parametric Portfolio Associates LLC

Wells Capital Management, Inc.

Real Estate Fund

CenterSquare Investment Management LLC

Core Fixed Income Fund

Jennison Associates LLC

MetLife Investment Management, LLC

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

EMSO Partners Limited Management, LLC

Global Credit Advisers, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Putnam Investment 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

* 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 year ended March 31, 2021 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

342 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the six month period ended March 31, 2021 were as follows ($ Thousands):

Large Cap Fund	$	192
Large Cap Value Fund		252
Tax-Managed Large Cap Fund		348
Small Cap Value Fund		369
U.S. Managed Volatility Fund		1,021
Tax-Managed Managed Volatility Fund		824
Tax-Managed International Managed Volatility Fund		235
	$	3,241

On April 20, 2018, SIMC made a capital contribution to the 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.

On May 29, 2020, SIMC made a capital contribution to the S&P 500 Index Fund in the amount of $221,168. The capital contribution offset the Fund’s performance deviation from its benchmark that resulted from losses incurred by the Fund as a result of an operational error.

Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Funds’ expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Funds’ expense ratio, as a percentage of the Funds’ average daily net assets for the six month period ended March 31, 2021, 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.

Each of the Large Cap Index and S&P 500 Index Funds may purchase companies with which it is affiliated to the extent these companies are represented in its benchmark index.

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 six month period ended March 31, 2021, 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
Large Cap Fund		03/30/21		03/31/21		18,250		–		1.06	%
Tax Managed Large Cap Fund		03/30/21		03/31/21		23,770		–		1.06	%
Mid-Cap Fund		11/10/20		11/12/20		7,900		–		1.10	%
U.S. Managed Volatility Fund		02/19/21		02/23/21		9,810		–		1.08	%
U.S. Managed Volatility Fund		02/22/21		02/23/21		14,040		–		1.07	%

(1) Loan outstanding as of March 31, 2021. Refer to each Fund’s Statement of Assets and Liabilities or Consolidated Statement of Assets and liabilities for details.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 343

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2021 and the year ended September 30, 2020.

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund						Large Cap Index Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		7,882			19,770			3,776			13,171			2,414			5,520			16,097			36,737
Shares Issued in Lieu of Dividends and Distributions		3,909			10,606			527			1,936			2,689			1,962			355			847
Shares Redeemed		(26,157	)		(45,866	)		(9,877	)		(11,749	)		(4,570	)		(13,378	)		(11,570	)		(21,854	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(14,366	)		(15,490	)		(5,574	)		3,358			533			(5,896	)		4,882			15,730
Class I:
Shares Issued		–			–			7			30			12			15			–			–
Shares Issued in Lieu of Dividends and Distributions		–			–			1			4			7			3			–			–
Shares Redeemed		–			–			(19	)		(43	)		(15	)		(20	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–			–			(11	)		(9	)		4			(2	)		–			–
Class Y:
Shares Issued		401			2,522			504			1,770			384			574			–			–
Shares Issued in Lieu of Dividends and Distributions		228			676			81			266			349			249			–			–
Shares Redeemed		(1,095	)		(5,250	)		(948	)		(1,140	)		(265	)		(1,444	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(466	)		(2,052	)		(363	)		896			468			(621	)		–			–
Increase (Decrease) in Capital Shares		(14,832	)		(17,542	)		(5,948	)		4,245			1,005			(6,519	)		4,882			15,730
	Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund						Small Cap Value Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		4,780			12,957			541			3,570			2,411			9,106			1,629			4,242
Shares Issued in Lieu of Dividends and Distributions		2,042			9,970			549			507			44			97			56			164
Shares Redeemed		(12,465	)		(28,052	)		(1,271	)		(4,894	)		(8,169	)		(12,475	)		(2,756	)		(3,058	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(5,643	)		(5,125	)		(181	)		(817	)		(5,714	)		(3,272	)		(1,071	)		1,348
Class I:
Shares Issued		–			–			7			23			–			–			6			32
Shares Issued in Lieu of Dividends and Distributions		–			–			3			2			–			–			—			1
Shares Redeemed		–			–			(13	)		(33	)		–			–			(10	)		(46	)
Total Decrease in Net Assets Derived from Class I Transactions		–			–			(3	)		(8	)		–			–			(4	)		(13	)
Class Y:
Shares Issued		459			2,302			–			–			129			1,112			141			1,385
Shares Issued in Lieu of Dividends and Distributions		278			1,341			–			–			4			13			13			32
Shares Redeemed		(1,216	)		(4,914	)		–			–			(596	)		(1,723	)		(459	)		(888	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(479	)		(1,271	)		–			–			(463	)		(598	)		(305	)		529
Increase (Decrease) in Capital Shares		(6,122	)		(6,396	)		(184	)		(825	)		(6,177	)		(3,870	)		(1,380	)		1,864
	Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund						Mid-Cap Fund						U.S. Managed Volatility Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		1,155			1,601			2,339			5,442			331			1,161			3,887			11,619
Shares Issued in Lieu of Dividends and Distributions		—			280			23			781			13			84			3,513			2,083
Shares Redeemed		(1,206	)		(2,173	)		(3,093	)		(8,643	)		(703	)		(2,512	)		(9,053	)		(17,758	)
Total Decrease in Net Assets Derived from Class F Transactions		(51	)		(292	)		(731	)		(2,420	)		(359	)		(1,267	)		(1,653	)		(4,056	)
Class I:

344 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

	Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund						Mid-Cap Fund						U.S. Managed Volatility Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Shares Issued		8			9			–			–			1			2			1			4
Shares Issued in Lieu of Dividends and Distributions		—			1			–			–			—			1			7			3
Shares Redeemed		(4	)		(16	)		–			–			(2	)		(7	)		(5	)		(4	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		4			(6	)		–			–			(1	)		(4	)		3			3
Class Y:
Shares Issued		52			140			102			1,237			39			61			4,074			21,608
Shares Issued in Lieu of Dividends and Distributions		—			31			8			114			1			3			4,654			2,561
Shares Redeemed		(109	)		(219	)		(500	)		(1,676	)		(27	)		(59	)		(50,431	)		(22,059	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(57	)		(48	)		(390	)		(325	)		13			5			(41,703	)		2,110
(Decrease) in Capital Shares		(104	)		(346	)		(1,121	)		(2,745	)		(347	)		(1,266	)		(43,353	)		(1,943	)
	Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund						Real Estate Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		7,328			21,044			2,531			8,885			2,593			9,224			288			1,151
Shares Issued in Lieu of Dividends and Distributions		725			4,305			566			1,934			447			754			258			478
Shares Redeemed		(15,786	)		(30,049	)		(6,374	)		(16,483	)		(4,129	)		(9,742	)		(625	)		(2,210	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(7,733	)		(4,700	)		(3,277	)		(5,664	)		(1,089	)		236			(79	)		(581	)
Class I:
Shares Issued		2			4			–			–			–			–			—			1
Shares Issued in Lieu of Dividends and Distributions		1			5			–			–			–			–			1			2
Shares Redeemed		(5	)		(10	)		–			–			–			–			—			(4	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(2	)		(1	)		–			–			–			–			1			(1	)
Class Y:
Shares Issued		1,219			5,982			242			1,091			223			4,049			56			436
Shares Issued in Lieu of Dividends and Distributions		147			1,116			55			183			86			104			64			190
Shares Redeemed		(3,399	)		(12,549	)		(492	)		(1,685	)		(264	)		(2,880	)		(257	)		(1,487	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(2,033	)		(5,451	)		(195	)		(411	)		45			1,273			(137	)		(861	)
Increase (Decrease) in Capital Shares		(9,768	)		(10,152	)		(3,472	)		(6,075	)		(1,044	)		1,509			(215	)		(1,443	)
	Core Fixed Income Fund						High Yield Bond Fund						Conservative Income Fund						Tax-Free Conservative Income Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		57,044			65,128			19,653			57,145			9,881			28,549			4,518			13,025
Shares Issued in Lieu of Dividends and Distributions		13,690			9,644			8,215			11,798			1			180			1			89
Shares Redeemed		(38,435	)		(79,515	)		(25,430	)		(83,344	)		(10,468	)		(19,744	)		(5,807	)		(8,070	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		32,299			(4,743	)		2,438			(14,401	)		(586	)		8,985			(1,288	)		5,044
Class I:
Shares Issued		78			45			9			14			–			–			–			–
Shares Issued in Lieu of Dividends and Distributions		14			9			3			4			–			–			–			–
Shares Redeemed		(25	)		(104	)		(3	)		(1,745	)		–			–			–			–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		67			(50	)		9			(1,727	)		–			–			–			–
Class Y:
Shares Issued		8,148			8,946			1,844			8,535			492			1,577			460			103
Shares Issued in Lieu of Dividends and Distributions		1,752			1,252			1,235			1,725			—			22			—			8
Shares Redeemed		(3,331	)		(10,485	)		(3,019	)		(10,104	)		(925	)		(1,686	)		(295	)		(1,207	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 345

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	Core Fixed Income Fund						High Yield Bond Fund						Conservative Income Fund						Tax-Free Conservative Income Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		6,569			(287	)		60			156			(433	)		(87	)		165			(1,096	)
Increase (Decrease) in Capital Shares		38,935			(5,080	)		2,507			(15,972	)		(1,019	)		8,898			(1,123	)		3,948
	Real Return Fund						Dynamic Asset Allocation Fund						Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund
	10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued		2,843			7,010			3,496			7,757			2,886			8,091			19,737			37,978
Shares Issued in Lieu of Dividends and Distributions		68			102			3,159			824			1,143			447			12,023			29,563
Shares Redeemed		(3,842	)		(6,958	)		(8,088	)		(15,116	)		(6,335	)		(11,232	)		(34,494	)		(64,513	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(931	)		154			(1,433	)		(6,535	)		(2,306	)		(2,694	)		(2,734	)		3,028
Class Y:
Shares Issued		359			830			138			783			38			115			1,937			4,493
Shares Issued in Lieu of Dividends and Distributions		8			13			205			65			24			11			989			2,615
Shares Redeemed		(500	)		(1,226	)		(335	)		(3,380	)		(87	)		(300	)		(2,538	)		(7,942	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(133	)		(383	)		8			(2,532	)		(25	)		(174	)		388			(834	)
Increase (Decrease) in Capital Shares		(1,064	)		(229	)		(1,425	)		(9,067	)		(2,331	)		(2,868	)		(2,346	)		2,194
							Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
							10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020			10/1/2020 to 3/31/2021 (Unaudited)			2020
Class F:
Shares Issued								5,510			16,977			9,041			17,607			9,266			24,067
Shares Issued in Lieu of Dividends and Distributions								924			2,444			1,205			1,325			579			1,895
Shares Redeemed								(10,519	)		(22,124	)		(12,122	)		(21,968	)		(13,156	)		(20,628	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions								(4,085	)		(2,703	)		(1,876	)		(3,036	)		(3,311	)		5,334
Class Y:
Shares Issued								2,414			3,925			506			1,308			630			1,457
Shares Issued in Lieu of Dividends and Distributions								219			568			95			108			50			166
Shares Redeemed								(1,793	)		(4,207	)		(933	)		(2,427	)		(1,406	)		(1,540	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions								840			286			(332	)		(1,011	)		(726	)		83
Increase (Decrease) in Capital Shares								(3,245	)		(2,417	)		(2,208	)		(4,047	)		(4,037	)		5,417

346 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments, during the six month period ended March 31, 2021, were as follows:

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	–	$	335,135	$	335,135
Sales		–		626,200		626,200
Large Cap Value Fund
Purchases		–		195,667		195,667
Sales		–		341,472		341,472
Large Cap Growth Fund
Purchases		–		331,092		331,092
Sales		–		442,385		442,385
Large Cap Index Fund
Purchases		–		112,286		112,286
Sales		–		36,248		36,248
Tax-Managed Large Cap Fund
Purchases		–		377,307		377,307
Sales		–		662,644		662,644
S&P 500 Index Fund
Purchases		–		31,679		31,679
Sales		–		80,934		80,934
Small Cap Fund
Purchases		–		430,356		430,356
Sales		–		541,825		541,825
Small Cap Value Fund
Purchases		–		174,744		174,744
Sales		–		199,111		199,111
Small Cap Growth Fund
Purchases		–		534,412		534,412
Sales		–		498,118		498,118
Tax-Managed Small/Mid Cap Fund
Purchases		–		389,753		389,753
Sales		–		342,470		342,470
Mid-Cap Fund
Purchases		–		38,838		38,838
Sales		–		46,890		46,890
U.S. Managed Volatility Fund
Purchases		–		423,582		423,582
Sales		–		1,250,249		1,250,249
Global Managed Volatility Fund
Purchases		–		439,079		439,079
Sales		–		530,809		530,809
Tax-Managed Managed Volatility Fund
Purchases		–		102,581		102,581
Sales		–		165,556		165,556
Tax-Managed International Managed Volatility Fund
Purchases		–		151,144		151,144
Sales		–		164,678		164,678
Real Estate Fund
Purchases		–		40,409		40,409
Sales		–		48,916		48,916
Core Fixed Income Fund
Purchases		7,440,658		1,169,119		8,609,777
Sales		6,986,834		1,234,826		8,221,660

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
High Yield Bond Fund
Purchases		–		521,826		521,826
Sales		–		545,398		545,398
Conservative Income Fund
Purchases		–		–		–
Sales		–		–		–
Tax-Free Conservative Income Fund
Purchases		–		–		–
Sales		–		–		–
Real Return Fund
Purchases		42,157		–		42,157
Sales		54,882		–		54,882
Dynamic Asset Allocation Fund
Purchases		–		28,332		28,332
Sales		–		129,296		129,296
Multi-Strategy Alternative Fund
Purchases		–		939,065		939,065
Sales		–		997,090		997,090
Multi-Asset Accumulation Fund
Purchases		121,806		195,358		317,164
Sales		195,260		239,436		434,696
Multi-Asset Income Fund
Purchases		8,735		277,619		286,354
Sales		10,311		294,599		304,910
Multi-Asset Inflation Managed Fund
Purchases		123,967		110,454		234,421
Sales		152,237		108,139		260,376
Multi-Asset Capital Stability Fund
Purchases		79,483		43,464		122,947
Sales		148,707		30,342		179,049

9. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Commodity Strategy, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 347

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

of counsel based on customary representations that actual distributions made to the Funds should be treated as “qualifying income”. The Treasury released a proposed regulation in October 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement. As a conservative measure, the Funds will continue to follow their existing distribution policy.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2020, except

for the permanent reclassification and tax character of distributions, which are as of December 31, 2019. 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, 2020.

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.

These reclassifications had no impact on net assets or net asset value per share.

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2020 or September 30, 2019 (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
	2020	$	30,110	$	138,016	$	–	$	–	$	168,126
	2019		63,187		249,425		–		–		312,612
Large Cap Value Fund
	2020		27,594		24,141		–		–		51,735
	2019		38,436		101,919		–		–		140,355
Large Cap Growth Fund
	2020		3,649		82,982		–		–		86,631
	2019		26,844		148,720		–		–		175,564
Large Cap Index Fund
	2020		8,948		351		–		–		9,299
	2019		5,225		226		–		–		5,451
Tax-Managed Large Cap Fund
	2020		50,899		294,034		–		–		344,933
	2019		45,630		27,405		–		–		73,035
S&P 500 Index Fund
	2020		14,528		24,598		–		–		39,126
	2019		17,279		14,403		–		–		31,682
Small Cap Fund
	2020		1,132		–		35		–		1,167
	2019		27,739		51,099		–		–		78,838
Small Cap Value Fund
	2020		3,780		–		–		–		3,780
	2019		9,854		24,382		–		–		34,236
Small Cap Growth Fund
	2020		–		11,363		–		–		11,363
	2019		9,428		36,322		–		–		45,750
Tax-Managed Small/Mid Cap Fund
	2020		3,010		18,580		–		–		21,590
	2019		4,292		66,298		–		–		70,590
Mid-Cap Fund
	2020		1,139		1,401		–		–		2,540
	2019		4,906		8,115		–		–		13,021
U.S. Managed Volatility Fund
	2020		33,108		53,884		–		–		86,992
	2019		46,210		140,953		–		–		187,163

348 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

		Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Global Managed Volatility Fund
	2020	$	32,195	$	36,904	$	–	$	–	$	69,099
	2019		35,198		86,795		–		–		121,993
Tax-Managed Managed Volatility Fund
	2020		16,585		25,458		–		–		42,043
	2019		17,492		30,837		–		–		48,329
Tax-Managed International Managed Volatility Fund
	2020		11,126		–		–		–		11,126
	2019		8,922		–		–		–		8,922
Real Estate Fund
	2020		4,524		6,547		–		–		11,071
	2019		1,882		9,180		–		–		11,062
Core Fixed Income Fund
	2020		139,848		–		–		–		139,848
	2019		118,680		–		–		–		118,680
High Yield Bond Fund
	2020		98,605		–		–		–		98,605
	2019		115,162		–		–		–		115,162
Conservative Income Fund
	2020		2,635		–		–		–		2,635
	2019		6,029		–		–		–		6,029
Tax-Free Conservative Income Fund
	2020		–		–		7		1,199		1,206
	2019		–		5		–		2,440		2,445
Real Return Fund
	2020		1,379		–		–		–		1,379
	2019		6,427		–		–		–		6,427
Dynamic Asset Allocation Fund
	2020		13,342		–		–		–		13,342
	2019		14,835		–		–		–		14,835
Multi-Strategy Alternative Fund
	2020		4,831		–		–		–		4,831
	2019		8,425		14,279		–		–		22,704
Multi-Asset Accumulation Fund
	2020		207,206		128,753		–		–		335,959
	2019		77,546		7,028		–		–		84,574
Multi-Asset Income Fund
	2020		37,096		–		–		–		37,096
	2019		35,715		–		–		–		35,715
Multi-Asset Inflation Managed Fund
	2020		12,952		–		–		–		12,952
	2019		16,073		–		–		–		16,073
Multi-Asset Capital Stability Fund
	2020		24,566		1,679		–		–		26,245
	2019		3,823		–		–		–		3,823

As of September 30, 2020, 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	$	4,091	$	41,245	$	–	$	–	$	–		$	–	$	539,556	$	(7	)	$	584,885
Large Cap Value Fund		11,826		–		–		–		(50,305	)		–		111,577		(4	)		73,094
Large Cap Growth Fund		5,554		128,928		–		–		–			–		767,396		(2	)		901,876

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 349

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

	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 Index Fund	$	2,069	$	–	$	–	$	–		$	(2,936	)	$	–		$	106,169		$	–		$	105,302
Tax-Managed Large Cap Fund		8,901		55,586		–		–			–			–			1,965,007			4			2,029,498
S&P 500 Index Fund		2,465		37,716		–		–			–			–			556,649			14			596,844
Small Cap Fund		–		–		–		(18,476	)		(15,828	)		–			32,534			(2	)		(1,772	)
Small Cap Value Fund		933		–		–		(9,305	)		(15,219	)		–			(17,206	)		(3	)		(40,800	)
Small Cap Growth Fund		–		–		–		(795	)		(4,483	)		(1,178	)		35,257			2			28,803
Tax-Managed Small/Mid Cap Fund		120		–		–		(7,116	)		(16,115	)		–			216,246			3			193,138
Mid-Cap Fund		202		–		–		(978	)		(5,296	)		–			5,460			(2	)		(614	)
U.S. Managed Volatility Fund		4,767		688		–		–			(7,243	)		–			178,619			2			176,833
Global Managed Volatility Fund		2,371		–		–		–			(3,346	)		–			91,908			1			90,934
Tax-Managed Managed Volatility Fund		2,402		7,103		–		–			–			–			374,143			(1	)		383,647
Tax-Managed International Managed
Volatility Fund		5,007		–		–		(28,140	)		(20,772	)		–			40,997			1			(2,907	)
Real Estate Fund		–		–		–		–			–			–			5,812			(4	)		5,808
Core Fixed Income Fund		127,154		41,756		–		–			–			–			145,110			(28,981	)		285,039
High Yield Bond Fund		21,474		–		–		(66,464	)		(25,248	)		–			(205,441	)		(8,301	)		(283,980	)
Conservative Income Fund		11		–		–		–			–			–			69			(9	)		71
Tax-Free Conservative Income Fund		–		–		–		(14	)		–			–			34			(4	)		16
Real Return Fund		958		–		–		(4,814	)		–			–			10,087			(988	)		5,243
Dynamic Asset Allocation Fund		41,597		–		–		(487	)		–			–			268,157			–			309,267
Multi-Strategy Alternative Fund		8,035		–		–		–			–			–			(3,898	)		(2,197	)		1,940
Multi-Asset Accumulation Fund		35,063		107,280		–		–			–			(44,442	)		(240,536	)		(15,304	)		(157,939	)
Multi-Asset Income Fund		2,967		–		–		(2,206	)		(19,726	)		–			36,827			(2,964	)		14,898
Multi-Asset Inflation Managed Fund		7,595		–		–		(44,688	)		(10,457	)		–			(133,319	)		(5,146	)		(186,015	)
Multi-Asset Capital Stability Fund		84		8,366		–		–			–			–			14,591			(6,778	)		16,263

Post October losses represent losses realized on investment transactions from November 1, 2019 through September 30, 2020 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, 2020 through September 30, 2020 and specified losses realized on investment transactions from November 1, 2019 through September 30, 2020, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. 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, 2011 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)
Small Cap Fund	$	18,476	$	–	$	18,476
Small Cap Value Fund		9,305		–		9,305
Small Cap Growth Fund		795		–		795
Tax-Managed Small/Mid Cap Fund		6,584		532		7,116
Mid-Cap Fund		569		409		978
Tax-Free Conservative Fund		14		–		14
Tax-Managed International Managed Volatility Fund		28,004		136		28,140
High Yield Bond Fund		1,519		64,945		66,464
Real Return Fund		–		4,814		4,814
Dynamic Asset Allocation Fund		487		–		487
Multi-Asset Income Fund		1,926		280		2,206
Multi-Asset Inflation Managed Fund		41,871		2,817		44,688

* This table should be used in conjunction with the capital loss carryforwards table.

350 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

(1) The Utilization is subject to a limitation.

During the fiscal year ended September 30, 2020, the following Funds utilized capital loss carryforward to offset capital gains:

	Amount Utilized   ($ Thousands)
Real Return	$	453
Core Fixed Income Fund		1,763
Dynamic Asset Allocation		19,297
Multi-Asset Income Fund		–

For Federal income tax purposes, the cost of investments owned at September 30, 2020, 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, 2021, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	1,306,357	$	900,668	$	(6,535	)	$	894,133
Large Cap Value Fund		1,011,272		480,434		(5,510	)		474,924
Large Cap Growth Fund		792,335		890,285		(3,196	)		887,089
Large Cap Index Fund		662,590		263,508		(10,897	)		252,611
Tax-Managed Large Cap Fund		1,785,255		2,649,171		–			2,649,171
S&P 500 Index Fund		273,728		673,417		(6,970	)		666,447
Small Cap Fund		497,883		201,978		(34,333	)		167,645
Small Cap Value Fund		326,612		132,869		(2,678	)		130,191
Small Cap Growth Fund		421,337		100,699		(8,034	)		92,665
Tax-Managed Small/Mid Cap Fund		693,268		446,773		(2,460	)		444,313
Mid-Cap Fund		64,388		17,795		(1,147	)		16,648
U.S. Managed Volatility Fund		777,598		240,604		(8,029	)		232,575
Global Managed Volatility Fund		919,245		136,433		(16,348	)		120,085
Tax-Managed Managed Volatility Fund		513,803		476,789		(454	)		476,335
Tax-Managed International Managed Volatility Fund		321,308		75,452		(2,391	)		73,061
Real Estate Fund		76,269		24,606		(289	)		24,317
Core Fixed Income Fund		5,120,032		117,544		(95,753	)		21,791
High Yield Bond Fund		1,487,636		112,490		(45,674	)		66,816
Conservative Income Fund		331,686		43		(3	)		40
Tax-Free Conservative Income Fund		207,127		8		–			8

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Real Return Fund	$	241,694	$	12,787	$	(193	)	$	12,594
Dynamic Asset Allocation Fund		373,238		387,377		(14,197	)		373,180
Multi-Strategy Alternative Fund		449,172		23,211		(7,163	)		16,048
Multi-Asset Accumulation Fund		1,498,885		91,768		(5,502	)		86,266
Multi-Asset Income Fund		818,704		90,092		(28,445	)		61,647
Multi-Asset Inflation Managed Fund		953,811		106,807		(7,430	)		99,377
Multi-Asset Capital Stability Fund		476,309		24,374		(1,496	)		22,878

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, 2021, 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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 351

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

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 rata 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, 2021 ($ Thousands):

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Fund		$12,142		$12,142		$–
Large Cap Value Fund		3,564		3,564		–
Large Cap Growth Fund		6,907		6,907		–
Large Cap Index Fund		69		69		–
Tax-Managed Large Cap Fund		1,141		1,141		–
Small Cap Fund		6,203		6,203		–
Small Cap Value Fund		28,779		28,779		–
Small Cap Growth Fund		69,599		69,599		–
Tax-Managed Small/Mid Cap Fund		112,616		112,616		–
Mid-Cap Fund		564		564		–
U.S. Managed Volatility Fund		11,216		11,216		–
Global Managed Volatility Fund		16,081		16,081		–
Tax-Managed Managed Volatility Fund		10,374		10,374		–
Tax-Managed International Managed Volatility Fund		11,208		11,208		–
Core Fixed Income Fund		86,550		86,550		–

(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.

To the extent consistent with its investment strategy a Fund may have one or more of the following principle risks:

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 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

352 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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 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. Due to the Fund’s investments in securities denominated in foreign currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.

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, tax, accounting and audit environments.

Derivatives Risk — The Funds’ use of futures contracts and forward contracts is subject to market risk, leverage

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 353

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2021 (Unaudited)

risk, correlation risk and liquidity risk. Market risk is described above, and leverage risk and liquidity risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts is also subject to credit risk and valuation risk. Credit risk is described below. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same type of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and are in the process of 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.

Economic Risks of Global Health Events — Global health events and pandemics, such as COVID-19, have the ability to affect—quickly, drastically and substantially the economies of many nations, states, individual companies and the markets in general and can cause disruptions that cannot necessarily be foreseen. The spread of COVID-19 around the world in 2020 resulted in a substantial number of nations implementing social distancing measures, quarantines, and the shutdown of

non-essential businesses and governmental services. Further, it has caused significant volatility in U.S. and international markets. The impact of the outbreak may be short term or may last for an extended period 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.

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 Conservative Income 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.

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, tax, accounting and audit environments. These additional risks may be heightened with respect to emerging market countries

354 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. In addition, periodic U.S. Government restrictions on investments in issuers from certain foreign countries may require the Fund to sell such investments at inopportune times, which could result in losses to the Fund.

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. 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 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. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad

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March 31, 2021 (Unaudited)

changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. 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. Markets for fixed income securities may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. 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.

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; 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

356 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term 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 Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, these Funds 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 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

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March 31, 2021 (Unaudited)

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 seek to minimize tax consequences to shareholders, but there is no guarantee that the Fund will be able to operate without incurring taxable income and gains to shareholders.

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 still subject to the credit risk of the U.S. Government and 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. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.

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.

12. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2021, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		97.67	%
Class Y		17.95
Large Cap Value Fund
Class F		93.11	%
Class I		12.94

358 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Fund	% Held
Class Y		99.55
Large Cap Growth Fund
Class F		90.96	%
Class I		11.94
Class Y		98.94
Large Cap Index Fund
Class F		99.70	%
Tax-Managed Large Cap Fund
Class F		85.41	%
Class Y		55.22
S&P 500 Index Fund
Class F		48.21	%
Class I		22.46
Small Cap Fund
Class F		98.13	%
Class Y		28.58
Small Cap Value Fund
Class F		93.94	%
Class I		7.22
Class Y		99.45
Small Cap Growth Fund
Class F		91.92	%
Class I		7.62
Class Y		97.60
Tax-Managed Small/Mid Cap Fund
Class F		91.73	%
Class Y		53.97
Mid-Cap Fund
Class F		83.98	%
Class I		0.00
Class Y		26.48
U.S. Managed Volatility Fund
Class F		91.88	%
Class I		0.00
Class Y		34.05
Global Managed Volatility Fund
Class F		96.11	%
Class I		0.00
Class Y		45.91
Tax-Managed Managed Volatility Fund
Class F		88.69	%
Class Y		63.37
Tax-Managed International Managed Volatility Fund
Class F		97.07	%
Class Y		86.63
Real Estate Fund
Class F		75.13	%
Class I		0.00
Class Y		53.28
Core Fixed Income Fund
Class F		96.38	%
Class I		29.72

Fund	% Held
Class Y		56.67
High Yield Bond Fund
Class F		96.90	%
Class I		0.00
Class Y		56.19
Conservative Income Fund
Class F		98.95	%
Class Y		29.13
Tax-Free Conservative Income Fund
Class F		98.29	%
Class Y		71.11
Real Return Fund
Class F		98.67	%
Class Y		35.58
Dynamic Asset Allocation Fund
Class F		97.43	%
Class Y		15.40
Multi-Strategy Alternative Fund
Class F		98.14	%
Class Y		72.67
Multi-Asset Accumulation Fund
Class F		98.44	%
Class Y		15.57
Multi-Asset Income Fund
Class F		97.03	%
Class Y		59.85
Multi-Asset Inflation Managed Fund
Class F		98.61	%
Class Y		20.16
Multi-Asset Capital Stability Fund
Class F		98.81	%
Class Y		21.00

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 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. REGULATORY MATTERS

On July 27, 2017, the U.K. Financial Conduct Authority announced that it intends to stop compelling or inducing banks to submit London Inter-Bank Offered Rate (LIBOR) rates after 2021. On March 5, 2021, the ICE Benchmark Administration clarified that the publication of LIBOR on a representative basis will cease for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. The elimination of the LIBOR may adversely affect the

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 359

Notes to Financial Statements/Consolidated Notes to Financial Statements (Concluded)

March 31, 2021 (Unaudited)

interest rates on, and value of, certain Fund investments for which the value is tied to LIBOR. Such investments may include bank loans, derivatives, floating rate securities, and other assets or liabilities tied to LIBOR. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. The U.S. Federal Reserve, based on the recommendations of the New York Federal Reserve’s Alternative Reference Rate Committee (comprised of major derivative market participants and their regulators), has begun publishing a Secured Overnight Financing Rate (SOFR), which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. Markets are slowly developing in response to these new rates. Questions around liquidity impacted by these rates, and how to appropriately adjust these rates at the time of transition, remain a concern for a Fund. The effect of any changes to, or discontinuation of, LIBOR on a Fund will vary depending on, among other things, (1) existing fallback or termination provisions in individual contracts and (2) whether, how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. Accordingly, it is difficult to predict the full impact of the transition away from LIBOR on a Fund until new reference rates and fallbacks for both legacy and new products, instruments and contracts are commercially accepted.

14. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements as of March 31, 2021.

360 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

Disclosure of Fund Expenses (Unaudited)

March 31, 2021

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 “Expenses 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 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,227.20		0.89	%	$	4.92
Class Y Shares		1,000.00		1,228.60		0.64			3.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.51		0.89	%	$	4.46
Class Y Shares		1,000.00		1,021.74		0.64			3.22
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,329.50		0.89	%	$	5.14
Class I Shares		1,000.00		1,328.20		1.11			6.42
Class Y Shares		1,000.00		1,331.10		0.64			3.72
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.52		0.89	%	$	4.46
Class I Shares		1,000.00		1,019.42		1.11			5.57
Class Y Shares		1,000.00		1,021.74		0.64			3.22

	Beginning Account Value 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,135.50		0.89	%	$	4.72
Class I Shares		1,000.00		1,134.20		1.11			5.89
Class Y Shares		1,000.00		1,136.60		0.64			3.41
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.52		0.89	%	$	4.46
Class I Shares		1,000.00		1,019.42		1.11			5.57
Class Y Shares		1,000.00		1,021.74		0.64			3.22
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,202.70		0.25	%	$	1.37
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.69		0.25	%	$	1.26

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 361

Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2021

	Beginning Account Value 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,226.90		0.89	%	$	4.92
Class Y Shares		1,000.00		1,228.60		0.64			3.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.52		0.89	%	$	4.46
Class Y Shares		1,000.00		1,021.74		0.64			3.22
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,189.70		0.25	%	$	1.35
Class I Shares		1,000.00		1,187.30		0.65			3.53
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.70		0.25	%	$	1.25
Class I Shares		1,000.00		1,021.70		0.65			3.27
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,483.00		1.14	%	$	7.08
Class Y Shares		1,000.00		1,484.30		0.89			5.50
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.23		1.14	%	$	5.76
Class Y Shares		1,000.00		1,020.51		0.89			4.47
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,567.10		1.14	%	$	7.25
Class I Shares		1,000.00		1,565.20		1.36			8.65
Class Y Shares		1,000.00		1,569.10		0.89			5.68
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.29		1.14	%	$	5.70
Class I Shares		1,000.00		1,018.19		1.36			6.80
Class Y Shares		1,000.00		1,020.51		0.89			4.47
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,382.80		1.11	%	$	6.56
Class I Shares		1,000.00		1,380.90		1.36			8.04
Class Y Shares		1,000.00		1,384.50		0.86			5.10
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.43		1.11	%	$	5.56
Class I Shares		1,000.00		1,018.18		1.36			6.81
Class Y Shares		1,000.00		1,020.66		0.86			4.32
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,407.60		1.11	%	$	6.63
Class Y Shares		1,000.00		1,408.20		0.89			5.32
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.43		1.11	%	$	5.56
Class Y Shares		1,000.00		1,020.52		0.89			4.46

	Beginning Account Value 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,314.00		0.98	%	$	5.65
Class I Shares		1,000.00		1,312.30		1.20			6.92
Class Y Shares		1,000.00		1,314.90		0.73			4.21
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.05		0.98	%	$	4.94
Class I Shares		1,000.00		1,018.95		1.20			6.04
Class Y Shares		1,000.00		1,021.24		0.73			3.68
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,164.80		0.90	%	$	4.86
Class I Shares		1,000.00		1,163.40		1.15			6.20
Class Y Shares		1,000.00		1,165.50		0.65			3.51
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.44		0.90	%	$	4.53
Class I Shares		1,000.00		1,019.20		1.15			5.79
Class Y Shares		1,000.00		1,021.69		0.65			3.28
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,092.60		1.11	%	$	5.79
Class I Shares		1,000.00		1,090.40		1.36			7.09
Class Y Shares		1,000.00		1,094.10		0.86			4.49
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.15		1.36			6.84
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,136.10		1.00	%	$	5.33
Class Y Shares		1,000.00		1,137.50		0.75			4.00
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.95		1.00	%	$	5.04
Class Y Shares		1,000.00		1,021.19		0.75			3.78
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,103.30		1.11	%	$	5.84
Class Y Shares		1,000.00		1,104.70		0.86			4.50
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.38		1.11	%	$	5.61
Class Y Shares		1,000.00		1,020.65		0.86			4.32
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,210.30		1.14	%	$	6.30
Class I Shares		1,000.00		1,209.50		1.36			7.51
Class Y Shares		1,000.00		1,212.40		0.89			4.89
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.23		1.14	%	$	5.76
Class I Shares		1,000.00		1,018.13		1.36			6.86
Class Y Shares		1,000.00		1,020.51		0.89			4.47

362 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

	Beginning Account Value 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	978.30		0.66	%	$	3.24
Class I Shares		1,000.00		976.40		0.88			4.32
Class Y Shares		1,000.00		979.60		0.41			2.03
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.66		0.66	%	$	3.31
Class I Shares		1,000.00		1,020.56		0.88			4.42
Class Y Shares		1,000.00		1,022.88		0.41			2.07
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,120.20		0.89	%	$	4.70
Class I Shares		1,000.00		1,120.90		1.11			5.87
Class Y Shares		1,000.00		1,121.60		0.64			3.39
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,000.00		0.21	%	$	1.05
Class Y Shares		1,000.00		1,001.00		0.11			0.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.88		0.21	%	$	1.06
Class Y Shares		1,000.00		1,024.38		0.11			0.56
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,000.00		0.15	%	$	0.75
Class Y Shares		1,000.00		1,001.00		0.05			0.25
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,024.18		0.15	%	$	0.76
Class Y Shares		1,000.00		1,024.68		0.05			0.25
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,022.90		0.45	%	$	2.27
Class Y Shares		1,000.00		1,024.50		0.35			1.77
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.69		0.45	%	$	2.27
Class Y Shares		1,000.00		1,023.19		0.35			1.77

	Beginning Account Value 10/1/20		Ending Account Value 3/31/21		Annualized Expense Ratios			Expenses Paid During Period*
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,208.10		0.75	%	$	4.13
Class Y Shares		1,000.00		1,209.20		0.50			2.75
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.19		0.75	%	$	3.78
Class Y Shares		1,000.00		1,022.44		0.50			2.52
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,083.70		2.03	%	$	10.56
Class Y Shares		1,000.00		1,086.30		1.78			9.24
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,014.79		2.03	%	$	10.21
Class Y Shares		1,000.00		1,016.08		1.78			8.92
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,063.40		1.17	%	$	6.02
Class Y Shares		1,000.00		1,064.00		0.92			4.73
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.10		1.17	%	$	5.89
Class Y Shares		1,000.00		1,020.34		0.92			4.63
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,052.80		0.80	%	$	4.09
Class Y Shares		1,000.00		1,053.40		0.70			3.58
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	$	1,077.60		1.17	%	$	6.05
Class Y Shares		1,000.00		1,079.00		0.92			4.77
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.11		1.17	%	$	5.88
Class Y Shares		1,000.00		1,020.34		0.92			4.63
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,022.90		0.62	%	$	3.12
Class Y Shares		1,000.00		1,023.90		0.52			2.62
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.85		0.62	%	$	3.12
Class Y Shares		1,000.00		1,022.34		0.52			2.62

* 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).

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 363

Review of the Liquidity Risk Management Program (Unaudited)

March 31, 2021

Pursuant to Rule 22e-4 under the 1940 Act, the Trust, on behalf of the Funds, has adopted a liquidity risk management program (the “Program”) to govern the Trust’s approach to managing liquidity risk. The Program is overseen by the SIMC Liquidity Risk Oversight Committee, and the Program’s principal objectives include assessing, managing and periodically reviewing each Fund’s liquidity risk, based on factors specific to the circumstances of the Fund.

At a meeting of the Board held on March 23, 2021, the Trustees received a report from the SIMC Liquidity Risk Oversight Committee addressing the operations of the Program and assessing its adequacy and effectiveness of implementation. The SIMC Liquidity Risk Oversight Committee determined, and reported to the Board, that the Program is reasonably designed to assess and manage each Fund’s liquidity risk and has operated adequately and effectively to manage each Fund’s liquidity risk since the Program was implemented on December 1, 2018. The SIMC Liquidity Risk Oversight Committee reported that during the period covered by the report, there were no liquidity events that impacted the Funds or their ability to timely meet redemptions without dilution to existing shareholders. The SIMC Liquidity Risk Oversight Committee further noted that no material changes have been made to the Program since its implementation.

There can be no assurance that the Program will achieve its objectives in the future. Please refer to the prospectus for more information regarding a Fund’s exposure to liquidity risk and other principal risks to which an investment in the Funds may be subject.

364 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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 which SIMC provides investment advisory services 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 (each member, a “Trustee” and, collectively, the “Trustees” or 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 a Fund’s Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and 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 (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, 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 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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 365

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

At the March 22-24, 2021 meeting of the Board, the Trustees, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement. Also, certain Sub-Advisory Agreements were either initially approved or, if a Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at meetings of the Board held during the first half of the Trust’s fiscal year on December 7-9, 2020, February 17, 2021 and March 22-24, 2021. In each case, the Board’s approval (or renewal) was based on its consideration and evaluation of the factors described above, as discussed at the meetings and at prior meetings. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Investment 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 ratios 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 and its affiliates’ voluntary waivers of management and other fees to prevent total Fund operating expenses from exceeding any applicable 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

366 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 367

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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

Christine Reynolds

Officers

Robert A. Nesher

President and Chief Executive Officer

Peter Rodriguez

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 (3/21)

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, 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 and Multi-Asset Capital Stability Fund is included as part of the report to shareholders filed under Item 1 of this form.

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.2%
Communication Services — 6.3%
Alphabet Inc, Cl A *		7,256	$	14,966
Alphabet Inc, Cl C *		10,346		21,402
AT&T Inc		171,500		5,191
Comcast Corp, Cl A		311,982		16,881
Facebook Inc, Cl A *		111,416		32,815
Fox Corp		14,250		515
Live Nation Entertainment Inc *		5,261		445
Netflix Inc *		6,810		3,553
Omnicom Group Inc		20,792		1,542
Pinterest Inc, Cl A *		125,262		9,273
Snap Inc, Cl A *		19,064		997
TEGNA Inc		131,810		2,482
T-Mobile US Inc *		52,721		6,605
Verizon Communications Inc		348,594		20,271
ViacomCBS Inc, Cl B		8,440		381
				137,319
Consumer Discretionary — 11.6%
Advance Auto Parts Inc		31,738		5,824
Amazon.com Inc, Cl A *		16,137		49,929
Best Buy Co Inc		38,681		4,441
BorgWarner Inc		247,827		11,489
Carnival Corp *		59,440		1,578
Carvana Co, Cl A *		8,860		2,325
Dick’s Sporting Goods Inc		68,497		5,216
Dillard’s Inc, Cl A (A)		14,199		1,371
Dollar General Corp		55,742		11,294
DR Horton Inc		43,190		3,849
DraftKings Inc, Cl A *		78,940		4,841
eBay Inc		165,695		10,147
Foot Locker Inc, Cl A		34,571		1,945
Ford Motor Co *		152,816		1,872
General Motors Co		275,790		15,847
Goodyear Tire & Rubber Co/The		38,367		674
Harley-Davidson Inc, Cl A		49,267		1,976
Kohl’s Corp		42,557		2,537
Las Vegas Sands Corp		15,049		914
Lear Corp		26,627		4,826
Lennar Corp, Cl A		6,546		663
Lithia Motors Inc, Cl A		6,011		2,345
Lowe’s Cos Inc		94,558		17,983
Lululemon Athletica Inc *		1,420		436
Magna International Inc, Cl A		63,868		5,623
MercadoLibre Inc *		2,290		3,371
MGM Resorts International		11,557		439
NIKE Inc, Cl B		89,870		11,943
O’Reilly Automotive Inc *		17,020		8,633
PulteGroup Inc		229,169		12,018
Ross Stores Inc		132,001		15,828
Royal Caribbean Cruises Ltd		18,460		1,580
Starbucks Corp		75,737		8,276

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Target Corp, Cl A		47,814	$	9,470
Thor Industries Inc		14,319		1,929
Travel + Leisure Co		43,982		2,690
Ulta Beauty Inc *		7,485		2,314
Whirlpool Corp		27,260		6,007
				254,443
Consumer Staples — 6.9%
Altria Group Inc		157,178		8,041
Coca-Cola Co/The		128,168		6,756
Coca-Cola European Partners PLC		139,258		7,264
Conagra Brands Inc		268,905		10,111
Ingredion Inc		89,406		8,039
J M Smucker Co/The		94,533		11,961
Kraft Heinz Co/The		32,618		1,305
Kroger Co/The		523,188		18,829
Molson Coors Beverage Co, Cl B		106,032		5,423
Monster Beverage Corp *		7,235		659
PepsiCo Inc		69,802		9,873
Philip Morris International Inc		152,724		13,553
Pilgrim’s Pride Corp *		84,795		2,018
Procter & Gamble Co/The		2,809		380
Sysco Corp, Cl A		108,606		8,552
TreeHouse Foods Inc *		35,339		1,846
Tyson Foods Inc, Cl A		115,368		8,572
Unilever PLC ADR		358,044		19,990
US Foods Holding Corp *		96,057		3,662
Walgreens Boots Alliance Inc		64,874		3,562
				150,396
Energy — 2.4%
BP PLC ADR		129,247		3,147
Canadian Natural Resources Ltd		160,470		4,954
Chevron Corp		110,924		11,624
Cimarex Energy Co		7,165		426
ConocoPhillips		93,287		4,941
Devon Energy Corp		136,912		2,991
EOG Resources Inc		51,795		3,757
Halliburton Co		17,892		384
HollyFrontier Corp		73,709		2,637
Marathon Petroleum Corp		192,123		10,277
Phillips 66		47,907		3,906
Valero Energy Corp		54,263		3,885
				52,929
Financials — 15.7%
Aflac Inc		117,508		6,014
Allstate Corp/The		3,784		435
American Express Co		70,464		9,966
Ameriprise Financial Inc		25,172		5,851
Annaly Capital Management Inc ‡		312,315		2,686
Banco Santander SA ADR		455,630		1,563
Bank of America Corp		833,093		32,232
Bank of New York Mellon Corp/The		19,244		910

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Berkshire Hathaway Inc, Cl B *		107,429	$	27,445
Capital One Financial Corp		185,240		23,568
Charles Schwab Corp/The		219,118		14,282
CIT Group Inc		9,288		478
Citigroup Inc		226,874		16,505
Citizens Financial Group Inc		118,947		5,251
CME Group Inc		12,109		2,473
Comerica Inc		64,368		4,618
Discover Financial Services		40,853		3,881
Essent Group Ltd		25,116		1,193
Everest Re Group Ltd		1,843		457
Fifth Third Bancorp		162,339		6,080
First Republic Bank/CA		120,561		20,104
Goldman Sachs Group Inc/The		3,354		1,097
Hartford Financial Services Group Inc/The		89,538		5,980
JPMorgan Chase & Co		63,451		9,659
KeyCorp		134,532		2,688
KKR & Co Inc		55,247		2,699
Lincoln National Corp		13,729		855
Markel Corp *		12,806		14,594
Marsh & McLennan Cos Inc		95,694		11,655
Moody’s Corp		39,148		11,690
Morgan Stanley		87,931		6,829
PNC Financial Services Group Inc/The		13,677		2,399
Popular Inc		60,934		4,285
Progressive Corp/The		40,145		3,838
Radian Group Inc		51,568		1,199
Regions Financial Corp		247,865		5,121
S&P Global Inc		36,924		13,029
Signature Bank/New York NY, Cl B		4,325		978
SLM Corp		302,734		5,440
State Street Corp		145,548		12,227
SVB Financial Group, Cl B *		868		428
Two Harbors Investment Corp ‡		337,596		2,475
US Bancorp		323,806		17,910
Voya Financial Inc		62,675		3,989
Wells Fargo & Co		177,012		6,916
Willis Towers Watson PLC		22,727		5,202
Zions Bancorp NA		87,658		4,818
				343,992
Health Care — 14.4%
AbbVie Inc		51,700		5,595
Alexion Pharmaceuticals Inc *		48,114		7,357
Align Technology Inc *		5,401		2,925
AmerisourceBergen Corp, Cl A		102,530		12,106
Amgen Inc, Cl A		75,930		18,892
AstraZeneca PLC ADR (A)		32,144		1,598
Becton Dickinson and Co		63,430		15,423
Biogen Inc *		12,098		3,384
Bristol-Myers Squibb Co		155,447		9,813
Cardinal Health Inc		41,579		2,526
CVS Health Corp		227,837		17,140

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Danaher Corp, Cl A		49,288	$	11,094
DaVita Inc *		25,364		2,733
Dexcom Inc *		5,669		2,037
Five Star Senior Living Inc *		56,119		343
Gilead Sciences Inc		34,934		2,258
Guardant Health Inc *		16,601		2,534
HCA Healthcare Inc		39,144		7,372
Hill-Rom Holdings Inc		9,975		1,102
Humana Inc		31,106		13,041
Jazz Pharmaceuticals PLC *		41,757		6,864
Johnson & Johnson		233,252		38,335
McKesson Corp		27,209		5,307
Medtronic PLC		115,198		13,608
Merck & Co Inc		231,072		17,813
Mettler-Toledo International Inc *		9,566		11,055
PerkinElmer Inc		36,641		4,701
Pfizer Inc		235,486		8,532
Regeneron Pharmaceuticals Inc *		11,069		5,237
Teleflex Inc		37,086		15,408
Thermo Fisher Scientific Inc		5,131		2,342
UnitedHealth Group Inc		60,733		22,597
Vertex Pharmaceuticals Inc *		33,550		7,210
Viatris Inc, Cl W *		133,392		1,864
Zimmer Biomet Holdings Inc		97,355		15,585
				315,731
Industrials — 9.7%
AerCap Holdings NV *		31,817		1,869
AGCO Corp		49,960		7,177
Allison Transmission Holdings Inc		48,690		1,988
American Airlines Group Inc		27,189		650
AMETEK Inc		81,342		10,390
Chart Industries Inc *		26,071		3,711
Cintas Corp		13,785		4,705
CSX Corp		73,509		7,088
Cummins Inc		40,695		10,544
Deere & Co		1,486		556
Delta Air Lines Inc, Cl A *		36,240		1,750
Emerson Electric Co		106,027		9,566
FedEx Corp		30,116		8,554
Fortive Corp		149,524		10,562
General Electric Co		33,500		440
Honeywell International Inc		132,550		28,773
Huntington Ingalls Industries Inc, Cl A		16,114		3,317
L3Harris Technologies Inc		38,611		7,826
ManpowerGroup Inc		29,203		2,888
MasTec Inc *		31,740		2,974
Nordson Corp		18,339		3,644
Oshkosh Corp		8,732		1,036
Owens Corning		15,863		1,461
Parker-Hannifin Corp, Cl A		5,026		1,585
Rockwell Automation Inc		45,057		11,960
Roper Technologies Inc		21,548		8,691

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Spirit AeroSystems Holdings Inc, Cl A		29,906	$	1,455
Stanley Black & Decker Inc		85,552		17,082
Textron Inc		87,866		4,927
Timken Co/The		90,317		7,331
TransDigm Group Inc *		14,130		8,307
Uber Technologies Inc *		59,601		3,249
Union Pacific Corp		11,599		2,557
United Airlines Holdings Inc *		18,153		1,044
WW Grainger Inc		33,540		13,447
				213,104
Information Technology — 23.0%
Adobe Inc *		62,259		29,596
Advanced Micro Devices Inc *		60,073		4,716
Amdocs Ltd		9,111		639
Amphenol Corp, Cl A		57,830		3,815
Apple Inc		504,454		61,619
Applied Materials Inc		146,722		19,602
Arista Networks Inc *		22,693		6,851
Arrow Electronics Inc, Cl A *		5,863		650
Automatic Data Processing Inc		26,457		4,986
Cadence Design Systems Inc *		8,033		1,100
Ceridian HCM Holding Inc *		14,780		1,246
Cisco Systems Inc/Delaware		151,519		7,835
Cognizant Technology Solutions Corp, Cl A		7,457		583
DXC Technology Co		23,705		741
Fiserv Inc, Cl A *		53,932		6,420
Five9 Inc *		17,860		2,792
Global Payments Inc		103,225		20,808
Hewlett Packard Enterprise Co		262,573		4,133
HP Inc		130,088		4,130
Intel Corp		196,333		12,565
International Business Machines Corp		24,273		3,235
Intuit Inc		79,125		30,310
Jabil Inc		9,951		519
KLA Corp		43,998		14,537
Lam Research Corp		17,285		10,289
Marvell Technology Group Ltd		114,440		5,605
Microchip Technology Inc		194,568		30,201
Micron Technology Inc *		43,534		3,840
Microsoft Corp		242,452		57,163
Motorola Solutions Inc		67,599		12,712
NVIDIA Corp		12,174		6,500
NXP Semiconductors NV		41,595		8,375
Oracle Corp, Cl B		102,994		7,227
PayPal Holdings Inc *		80,558		19,563
QUALCOMM Inc		143,364		19,009
RingCentral Inc, Cl A *		8,890		2,648
salesforce.com *		86,371		18,299
SAP SE ADR (A)		74,822		9,187
Seagate Technology PLC		77,003		5,910
Taiwan Semiconductor Manufacturing Co Ltd ADR		42,493		5,026

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Visa Inc, Cl A		139,382	$	29,511
Vishay Intertechnology Inc		103,407		2,490
Vontier *		149,101		4,513
Xerox Holdings Corp		45,344		1,101
				502,597
Materials — 5.1%
Air Products and Chemicals Inc		83,457		23,480
Alcoa Corp *		73,185		2,378
AptarGroup Inc		27,402		3,882
Arconic Corp *		40,024		1,016
Avery Dennison Corp		51,029		9,371
Berry Global Group Inc *		7,848		482
Cabot Corp		16,587		870
Celanese Corp, Cl A		13,460		2,016
Corteva Inc		103,970		4,847
Crown Holdings Inc		30,432		2,953
DuPont de Nemours Inc		38,689		2,990
Eastman Chemical Co		64,275		7,078
Ecolab Inc		15,955		3,415
FMC Corp		20,475		2,265
Freeport-McMoRan Inc, Cl B		331,595		10,919
Huntsman Corp		207,685		5,988
International Flavors & Fragrances Inc		41,492		5,793
Linde PLC		25,078		7,025
LyondellBasell Industries NV, Cl A		14,567		1,516
Newmont Corp		35,191		2,121
O-I Glass Inc, Cl I		33,499		494
Reliance Steel & Aluminum Co		17,345		2,641
Sherwin-Williams Co/The, Cl A		6,519		4,811
Steel Dynamics Inc		16,498		837
Valvoline Inc		17,799		464
Westrock Co		24,453		1,273
				110,925
Real Estate — 1.6%
American Tower Corp, Cl A ‡		43,396		10,374
Crown Castle International Corp ‡		74,706		12,859
Diversified Healthcare Trust ‡		99,612		476
Gaming and Leisure Properties Inc ‡		54,974		2,333
Host Hotels & Resorts Inc ‡		160,809		2,710
Omega Healthcare Investors Inc ‡		42,759		1,566
Ryman Hospitality Properties Inc *‡		37,035		2,871
Service Properties Trust ‡		41,010		486
VEREIT Inc ‡		45,971		1,775
				35,450
Utilities — 2.5%
DTE Energy Co		3,221		429
Exelon Corp		121,388		5,310
FirstEnergy Corp		121,131		4,202
MDU Resources Group Inc		97,537		3,083
NextEra Energy Inc		242,617		18,344
NiSource Inc		262,936		6,340

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
NRG Energy Inc		98,598	$	3,720
PPL Corp		205,378		5,923
UGI Corp		157,161		6,445
Vistra Corp		68,276		1,207
				55,003
Total Common Stock (Cost $1,277,765) ($ Thousands)				2,171,889
AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, L.P.
0.020% **†(B)		12,248,552		12,257
Total Affiliated Partnership (Cost $12,248) ($ Thousands)				12,257

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		16,343,657	$	16,344
Total Cash Equivalent (Cost $16,344) ($ Thousands)				16,344
Total Investments in Securities — 100.5% (Cost $1,306,357) ($ Thousands)			$	2,200,490

A list of the open futures contracts held at March 31, 2021 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		52		Jun-2021	$	10,088	$	10,315	$	227
S&P Mid Cap 400 Index E-MINI		3		Jun-2021		753		782		29
					$	10,841	$	11,097	$	256

Percentages are based on Net Assets of $2,188,929 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^† 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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $12,142 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $12,257 ($ 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, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2   ($)		Level 3   ($)		Total ($)
Common Stock		2,171,889		–		–		2,171,889
Affiliated Partnership		–		12,257		–		12,257
Cash Equivalent		16,344		–		–		16,344
Total Investments in Securities		2,188,233		12,257		–		2,200,490
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		256		–		–		256
Total Other Financial Instruments		256		–		–		256

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

Financial Statements.

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2020 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 14,838	$ 63,598	$ (66,179)	$ 1	$(1)	$ 12,257	12,248,552	$ 119	$—
SEI Daily Income Trust, Government Fund, Cl F	15,549	291,087	(290,292)	—	—	16,344	16,343,657	1	—
Totals	$ 30,387	$ 354,685	$ (356,471)	$ 1	$(1)	$ 28,601		$ 120	$—

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, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 6.3%
AT&T Inc		1,031,235	$	31,215
BCE Inc		309,291		13,962
Comcast Corp, Cl A		189,923		10,277
Facebook Inc, Cl A *		12,932		3,809
Fox Corp		114,572		4,137
Omnicom Group Inc		123,622		9,167
TEGNA Inc		136,100		2,563
T-Mobile US Inc *		8,767		1,098
Verizon Communications Inc		272,309		15,835
ViacomCBS Inc, Cl B		30,558		1,378
				93,441
Consumer Discretionary — 9.4%
Best Buy Co Inc		69,596		7,990
BorgWarner Inc		58,394		2,707
Carnival Corp *		89,490		2,375
Dick’s Sporting Goods Inc		37,284		2,839
Dillard’s Inc, Cl A (A)		13,889		1,341
DR Horton Inc		13,719		1,223
eBay Inc		129,985		7,960
Foot Locker Inc, Cl A		43,157		2,428
Ford Motor Co *		192,027		2,352
General Motors Co		332,988		19,133
Genuine Parts Co		148,224		17,133
Goodyear Tire & Rubber Co/The		72,101		1,267
Kohl’s Corp		14,871		887
Lear Corp		22,934		4,157
Lowe’s Cos Inc		64,249		12,219
Magna International Inc, Cl A		28,988		2,552
PulteGroup Inc		218,605		11,464
Target Corp, Cl A		155,139		30,728
Thor Industries Inc		16,327		2,200
Ulta Beauty Inc *		7,594		2,348
Whirlpool Corp		15,655		3,450
Williams-Sonoma Inc		1,709		306
				139,059
Consumer Staples — 8.3%
Altria Group Inc		174,494		8,927
Conagra Brands Inc		42,670		1,604
Diageo PLC ADR		37,203		6,109
General Mills Inc		12,302		754
Ingredion Inc		76,832		6,909
J M Smucker Co/The		17,876		2,262
Kimberly-Clark Corp		86,011		11,960
Kraft Heinz Co/The		56,221		2,249
Kroger Co/The		465,551		16,755
Molson Coors Beverage Co, Cl B		119,484		6,112
Philip Morris International Inc		184,254		16,351
Pilgrim’s Pride Corp *		28,357		675
Procter & Gamble Co/The		32,433		4,392
TreeHouse Foods Inc *		51,000		2,664

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Tyson Foods Inc, Cl A		147,236	$	10,940
Unilever PLC ADR		172,247		9,616
Walgreens Boots Alliance Inc		222,619		12,222
Walmart Inc		24,817		3,371
				123,872
Energy — 4.9%
BP PLC ADR		124,070		3,021
Canadian Natural Resources Ltd		133,180		4,111
Chevron Corp		193,503		20,277
ConocoPhillips		304,568		16,133
Devon Energy Corp		91,094		1,990
Exxon Mobil Corp		220,170		12,292
HollyFrontier Corp		71,368		2,554
Marathon Petroleum Corp		82,495		4,413
Phillips 66		48,225		3,932
Valero Energy Corp		60,065		4,301
				73,024
Financials — 21.1%
Aflac Inc		88,114		4,510
Allstate Corp/The		34,766		3,995
Ameriprise Financial Inc		29,427		6,840
Annaly Capital Management Inc ‡		586,787		5,046
Assured Guaranty Ltd		17,298		731
Banco Santander SA ADR (A)		752,254		2,580
Bank of America Corp		893,848		34,583
Bank of New York Mellon Corp/The		201,580		9,533
Berkshire Hathaway Inc, Cl B *		47,122		12,038
Capital One Financial Corp		28,002		3,563
Chubb Ltd		94,141		14,871
Citigroup Inc		538,848		39,201
Citizens Financial Group Inc		108,391		4,786
Comerica Inc		47,951		3,440
Discover Financial Services		41,455		3,938
Essent Group Ltd		27,172		1,290
Everest Re Group Ltd		4,347		1,077
Fifth Third Bancorp		113,014		4,232
Goldman Sachs Group Inc/The		7,938		2,596
Hartford Financial Services Group Inc/The		38,984		2,604
JPMorgan Chase & Co		201,397		30,659
KeyCorp		125,944		2,516
KKR & Co Inc		13,032		637
Lincoln National Corp		28,550		1,778
MetLife Inc		83,296		5,064
Morgan Stanley		308,898		23,989
PNC Financial Services Group Inc/The		12,343		2,165
Popular Inc		58,412		4,108
Principal Financial Group Inc, Cl A		11,962		717
Prudential Financial Inc		60,510		5,513
Radian Group Inc		35,327		821
Regions Financial Corp		201,984		4,173
SLM Corp		315,938		5,677

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
State Street Corp		47,517	$	3,992
Synchrony Financial		70,757		2,877
T Rowe Price Group Inc		19,842		3,405
Travelers Cos Inc/The		50,275		7,561
Truist Financial Corp		211,571		12,339
Two Harbors Investment Corp ‡		367,148		2,691
Unum Group		45,942		1,279
Voya Financial Inc		105,231		6,697
Wells Fargo & Co		468,761		18,314
Zions Bancorp NA		94,921		5,217
				313,643
Health Care — 12.7%
AbbVie Inc		26,186		2,834
Alexion Pharmaceuticals Inc *		44,947		6,873
AmerisourceBergen Corp, Cl A		8,939		1,055
Amgen Inc, Cl A		12,386		3,082
AstraZeneca PLC ADR (A)		36,355		1,807
Biogen Inc *		8,893		2,488
Bristol-Myers Squibb Co		115,806		7,311
Cardinal Health Inc		93,629		5,688
CVS Health Corp		142,061		10,687
DaVita Inc *		16,172		1,743
Eli Lilly and Co		45,192		8,443
Gilead Sciences Inc		75,142		4,856
GlaxoSmithKline PLC ADR		7,695		275
HCA Healthcare Inc		32,455		6,112
Hill-Rom Holdings Inc		16,736		1,849
Jazz Pharmaceuticals PLC *		40,356		6,633
Johnson & Johnson		182,385		29,975
McKesson Corp		40,482		7,896
Medtronic PLC		131,252		15,505
Merck & Co Inc		251,611		19,397
Novartis AG ADR		152,220		13,012
Pfizer Inc		736,707		26,691
Regeneron Pharmaceuticals Inc *		4,169		1,972
Viatris Inc, Cl W *		153,211		2,140
				188,324
Industrials — 10.9%
3M Co		61,376		11,826
AerCap Holdings NV *		59,010		3,466
AGCO Corp		40,664		5,841
Allison Transmission Holdings Inc		68,559		2,799
American Airlines Group Inc		41,207		985
Chart Industries Inc *		16,579		2,360
Cummins Inc		48,600		12,593
Delta Air Lines Inc, Cl A *		55,046		2,658
FedEx Corp		27,070		7,689
General Dynamics Corp		72,384		13,142
Huntington Ingalls Industries Inc, Cl A		15,906		3,274
Johnson Controls International PLC		410,921		24,520
ManpowerGroup Inc		49,980		4,943

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MasTec Inc *		25,526	$	2,392
Oshkosh Corp		17,457		2,072
Owens Corning		23,991		2,209
PACCAR Inc		26,231		2,438
Raytheon Technologies Corp		209,293		16,172
Siemens AG ADR		197,944		16,290
Snap-on Inc		7,270		1,677
Spirit AeroSystems Holdings Inc, Cl A		29,657		1,443
Textron Inc		90,821		5,093
Timken Co/The		50,058		4,063
United Airlines Holdings Inc *		38,723		2,228
United Parcel Service Inc, Cl B		52,185		8,871
				161,044
Information Technology — 10.8%
Amdocs Ltd		68,616		4,813
Applied Materials Inc		59,039		7,888
Arista Networks Inc *		18,061		5,452
Arrow Electronics Inc, Cl A *		43,920		4,867
Broadcom Inc		20,633		9,567
Cisco Systems Inc/Delaware		395,800		20,467
Cognizant Technology Solutions Corp, Cl A		96,344		7,526
Corning Inc, Cl B		34,418		1,498
DXC Technology Co		12,557		393
Hewlett Packard Enterprise Co		260,289		4,097
HP Inc		417,991		13,271
Intel Corp		547,523		35,041
International Business Machines Corp		35,900		4,784
Jabil Inc		51,212		2,671
Juniper Networks Inc		68,862		1,744
Lam Research Corp		6,409		3,815
Marvell Technology Group Ltd		69,040		3,382
Micron Technology Inc *		60,094		5,301
Microsoft Corp		40,412		9,528
Oracle Corp, Cl B		94,361		6,621
Seagate Technology PLC		48,818		3,747
Vishay Intertechnology Inc		27,120		653
Vontier *		34,338		1,039
Xerox Holdings Corp		98,464		2,390
				160,555
Materials — 5.7%
Alcoa Corp *		56,337		1,830
Berry Global Group Inc *		21,032		1,291
Cabot Corp		38,287		2,008
Celanese Corp, Cl A		41,523		6,221
Corteva Inc		111,617		5,204
Crown Holdings Inc		50,076		4,859
Dow Inc		153,907		9,841
DuPont de Nemours Inc		42,979		3,321
Eastman Chemical Co		89,995		9,910
Huntsman Corp		239,010		6,891
International Paper Co		111,708		6,040

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LyondellBasell Industries NV, Cl A		37,839	$	3,937
Newmont Corp		65,781		3,965
O-I Glass Inc, Cl I		82,301		1,213
PPG Industries Inc		18,929		2,844
Reliance Steel & Aluminum Co		38,172		5,813
Steel Dynamics Inc		124,165		6,303
Westrock Co		60,481		3,148
				84,639
Real Estate — 3.9%
Equity Commonwealth ‡		209,586		5,826
Gaming and Leisure Properties Inc ‡		118,762		5,039
Healthpeak Properties Inc ‡		444,186		14,098
Host Hotels & Resorts Inc ‡		244,702		4,123
Omega Healthcare Investors Inc ‡		131,477		4,816
Ryman Hospitality Properties Inc *‡		47,407		3,675
VEREIT Inc ‡		142,676		5,510
Welltower Inc ‡		203,902		14,606
				57,693
Utilities — 5.1%
Duke Energy Corp		105,867		10,219
Exelon Corp		235,793		10,314
FirstEnergy Corp		75,184		2,608
MDU Resources Group Inc		174,542		5,517
NextEra Energy Inc		282,830		21,385
NiSource Inc		260,251		6,275
NRG Energy Inc		67,689		2,554

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPL Corp		248,841	$	7,176
UGI Corp		123,838		5,079
Vistra Corp		261,235		4,619
				75,746
Total Common Stock (Cost $996,114) ($ Thousands)				1,471,040
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.020% **†(B)		3,609,859		3,608
Total Affiliated Partnership (Cost $3,610) ($ Thousands)				3,608
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		11,548,070		11,548
Total Cash Equivalent (Cost $11,548) ($ Thousands)				11,548
Total Investments in Securities — 100.1% (Cost $1,011,272) ($ Thousands)			$	1,486,196

A list of the open futures contracts held at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long		Expiration  Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
S&P 500 Index E-MINI		17		Jun-2021	$	3,370	$	3,372	$	2
S&P Mid Cap 400 Index E-MINI		24		Jun-2021		3,669		3,647		(22)
					$	7,039	$	7,019	$	(20)

Percentages are based on Net Assets of $1,484,847 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (See Note 10). The total market value of securities on loan at March 31, 2021 was $3,564 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2021 was $3,608 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor’s

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Value Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2021, 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		1,471,040		–		–		1,471,040
Affiliated Partnership		–		3,608		–		3,608
Cash Equivalent		11,548		–		–		11,548
Total Investments in Securities		1,482,588		3,608		–		1,486,196

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		2			–		–		2
Unrealized Depreciation		(22	)		–		–		(22)
Total Other Financial Instruments		(20	)		–		–		(20)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 2,813	$ 71,639	$(70,842)	$(3)	$ 1	$ 3,608	3,609,859	$ 64	$—
SEI Daily Income Trust, Government Fund, Cl F	13,611	156,481	(158,544)	—	—	11,548	11,548,070	1	—
Totals	$ 16,424	$ 228,120	$(229,386)	$(3)	$ 1	$ 15,156		$ 65	$—

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 10.6%
Alphabet Inc, Cl A *		17,794	$	36,700
Alphabet Inc, Cl C *		20,104		41,588
Facebook Inc, Cl A *		164,387		48,417
IAC/InterActiveCorp *		961		208
Live Nation Entertainment Inc *		17,230		1,459
Netflix Inc *		18,476		9,638
Pinterest Inc, Cl A *		215,363		15,943
Sea Ltd ADR *		40,280		8,992
Snap Inc, Cl A *		13,094		685
T-Mobile US Inc *		112,916		14,147
				177,777
Consumer Discretionary — 16.0%
Amazon.com Inc, Cl A *		32,535		100,666
AutoZone Inc *		13,698		19,236
Best Buy Co Inc		2,740		315
Booking Holdings Inc *		780		1,817
BRP Inc		3,975		345
Carvana Co, Cl A *		16,875		4,428
DraftKings Inc, Cl A *		161,450		9,902
eBay Inc		15,358		940
Etsy Inc *		39,429		7,952
Home Depot Inc/The		19,439		5,934
L Brands Inc *		30,675		1,898
Las Vegas Sands Corp		64,528		3,921
Lennar Corp, Cl A		111,324		11,269
Lithia Motors Inc, Cl A		24,824		9,684
Lowe’s Cos Inc		92,133		17,522
Lululemon Athletica Inc *		26,188		8,032
MercadoLibre Inc *		3,054		4,496
MGM Resorts International		108,340		4,116
NIKE Inc, Cl B		120,711		16,041
Qurate Retail Inc		27,626		325
Starbucks Corp		107,298		11,724
Target Corp, Cl A		1,780		352
Tesla Inc *		21,380		14,280
TJX Cos Inc/The		201,293		13,316
				268,511
Consumer Staples — 4.4%
Altria Group Inc		6,255		320
Casey’s General Stores Inc		15,234		3,293
Colgate-Palmolive Co		149,613		11,794
Estee Lauder Cos Inc/The, Cl A		2,523		734
Herbalife Nutrition Ltd *		15,577		691
Kroger Co/The		73,169		2,633
Monster Beverage Corp *		43,268		3,941
Nu Skin Enterprises Inc, Cl A		38,652		2,044
PepsiCo Inc		141,079		19,956
Philip Morris International Inc		3,946		350
Procter & Gamble Co/The		76,352		10,340
Spectrum Brands Holdings Inc		3,902		332

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sprouts Farmers Market Inc *		119,965	$	3,194
US Foods Holding Corp *		359,174		13,692
				73,314
Financials — 4.8%
BlackRock Inc		1,854		1,398
CME Group Inc		73,886		15,090
FactSet Research Systems Inc		19,720		6,085
Moody’s Corp		62,893		18,780
Morgan Stanley		35,523		2,759
MSCI Inc, Cl A		34,458		14,448
S&P Global Inc		34,598		12,209
Signature Bank/New York NY, Cl B		13,775		3,114
T Rowe Price Group Inc		10,621		1,823
US Bancorp		74,835		4,139
				79,845
Health Care — 13.6%
Abbott Laboratories		77,879		9,333
ABIOMED Inc *		963		307
Alexion Pharmaceuticals Inc *		2,061		315
Align Technology Inc *		28,573		15,473
Becton Dickinson and Co		54,004		13,131
Biogen Inc *		1,684		471
Catalent Inc *		128,727		13,556
Cerner Corp		4,215		303
Danaher Corp, Cl A		99,177		22,323
DaVita Inc *		33,651		3,627
Dexcom Inc *		20,881		7,504
Edwards Lifesciences Corp, Cl A *		3,737		313
Guardant Health Inc *		43,934		6,707
Horizon Therapeutics PLC *		41,225		3,794
Humana Inc		744		312
IDEXX Laboratories Inc *		2,852		1,396
Jazz Pharmaceuticals PLC *		16,065		2,641
Johnson & Johnson		88,580		14,558
McKesson Corp		6,620		1,291
Medtronic PLC		97,677		11,539
Mettler-Toledo International Inc *		11,817		13,657
Moderna Inc *		6,674		874
Neurocrine Biosciences Inc *		18,964		1,844
Regeneron Pharmaceuticals Inc *		683		323
Stryker Corp		46,129		11,236
Teladoc Health Inc *(A)		38,423		6,983
Teleflex Inc		23,534		9,777
UnitedHealth Group Inc		117,712		43,797
Veeva Systems Inc, Cl A *		7,738		2,021
Vertex Pharmaceuticals Inc *		32,954		7,082
Waters Corp *		1,346		383
				226,871
Industrials — 6.2%
AMETEK Inc		2,713		346
Boeing Co/The *		10,439		2,659

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Carrier Global Corp		325,100	$	13,726
Cintas Corp		17,860		6,096
CoStar Group Inc *		1,960		1,611
Deere & Co		7,483		2,800
Eaton Corp PLC		19,552		2,704
Graco Inc		135,851		9,730
GrafTech International Ltd		49,249		602
Lockheed Martin Corp		21,360		7,892
Middleby Corp/The *		73,090		12,115
Nordson Corp		1,545		307
Otis Worldwide Corp		102,317		7,004
Rockwell Automation Inc		1,392		369
Tetra Tech Inc		4,705		639
Trane Technologies PLC		45,424		7,520
TransDigm Group Inc *		18,030		10,600
Uber Technologies Inc *		91,587		4,992
Union Pacific Corp		54,750		12,067
				103,779
Information Technology — 40.4%
Adobe Inc *		81,146		38,574
Advanced Micro Devices Inc *		120,554		9,463
Analog Devices Inc		90,226		13,992
Apple Inc		978,177		119,484
Applied Materials Inc		341,024		45,561
Autodesk Inc, Cl A *		1,172		325
Broadcom Inc		31,941		14,810
Cadence Design Systems Inc *		23,763		3,255
Ceridian HCM Holding Inc *		40,625		3,423
Cloudflare Inc, Cl A *		4,382		308
Crowdstrike Holdings Inc, Cl A *		23,830		4,349
Dropbox Inc, Cl A *		17,033		454
EPAM Systems Inc *		18,381		7,292
Fiserv Inc, Cl A *		95,993		11,427
Five9 Inc *		20,059		3,136
Fortinet Inc *		11,266		2,078
HP Inc		77,023		2,446
Intuit Inc		51,247		19,631
KLA Corp		7,571		2,501
Lam Research Corp		3,874		2,306
Manhattan Associates Inc *		3,132		368
Mastercard Inc, Cl A		93,573		33,317
Microsoft Corp		625,099		147,380
Monolithic Power Systems Inc		3,297		1,164
NetApp Inc		5,151		374
NVIDIA Corp		36,311		19,387
NXP Semiconductors NV		56,823		11,441
ON Semiconductor Corp *		11,870		494

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Oracle Corp, Cl B		206,020	$	14,456
Paycom Software Inc *		17,434		6,452
PayPal Holdings Inc *		148,411		36,040
Qorvo Inc *		26,941		4,922
QUALCOMM Inc		85,084		11,281
RingCentral Inc, Cl A *		13,839		4,122
salesforce.com *		80,307		17,015
ServiceNow Inc *		22,029		11,017
Skyworks Solutions Inc		1,786		328
Taiwan Semiconductor Manufacturing Co Ltd ADR		61,462		7,270
Trade Desk Inc/The, Cl A *		3,945		2,571
Ubiquiti Inc		1,203		359
VeriSign Inc *		2,134		424
Visa Inc, Cl A		191,735		40,596
				675,593
Materials — 2.7%
Ecolab Inc		12,684		2,716
Freeport-McMoRan Inc, Cl B		267,879		8,821
Linde PLC		29,987		8,400
Mosaic Co/The		76,656		2,423
Sherwin-Williams Co/The, Cl A		30,486		22,499
				44,859
Total Common Stock (Cost $763,459) ($ Thousands)				1,650,549
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
0.020% **†(B)		6,774,096		6,775
Total Affiliated Partnership (Cost $6,776) ($ Thousands)				6,775
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		22,100,043		22,100
Total Cash Equivalent (Cost $22,100) ($ Thousands)				22,100
Total Investments in Securities — 100.4%
(Cost $792,335) ($ Thousands)			$	1,679,424

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Growth Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, 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		50		Jun-2021	$	16,907	$	17,060	$	153

Percentages are based on Net Assets of $1,673,016 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

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

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $6,907 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $6,775 ($ Thousands).

ADR — American Depositary Receipt

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, 2021, 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		1,650,549		–		–		1,650,549
Affiliated Partnership		–		6,775		–		6,775
Cash Equivalent		22,100		–		–		22,100
Total Investments in Securities		1,672,649		6,775		–		1,679,424
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		153		–		–		153
Total Other Financial Instruments		153		–		–		153

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 9,033	$41,187	$(43,448)	$1	$2	$ 6,775	6,774,096	$4	$—
SEI Daily Income Trust, Government Fund, Cl F	15,424	140,368	(133,692)	—	—	22,100	22,100,043	1	—
Totals	$ 24,457	$181,555	$(177,140)	$1	$2	$ 28,875		$5	$—

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, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.2%
Communication Services — 10.4%
Activision Blizzard Inc		18,408	$	1,712
Alphabet Inc, Cl A *		7,220		14,891
Alphabet Inc, Cl C *		6,994		14,468
Altice USA Inc, Cl A *		5,400		176
AT&T Inc		172,090		5,209
Cable One Inc		123		225
Charter Communications Inc, Cl A *		3,410		2,104
Comcast Corp, Cl A		109,467		5,923
Discovery Inc, Cl A *		3,600		157
Discovery Inc, Cl C *		7,517		277
DISH Network Corp, Cl A *		6,011		218
Electronic Arts Inc		6,869		930
Facebook Inc, Cl A *		58,043		17,095
Fox Corp		12,031		430
IAC/InterActiveCorp *		1,820		394
Interpublic Group of Cos Inc/The		9,500		277
John Wiley & Sons Inc, Cl A		900		49
Liberty Broadband Corp, Cl A *		600		87
Liberty Broadband Corp, Cl C *		3,863		580
Liberty Media Corp-Liberty Formula One, Cl A *		500		19
Liberty Media Corp-Liberty Formula One, Cl C *		4,900		212
Liberty Media Corp-Liberty SiriusXM *		5,998		264
Lions Gate Entertainment Corp, Cl A *		1,300		19
Lions Gate Entertainment Corp, Cl B *		3,000		39
Live Nation Entertainment Inc *		3,490		295
Lumen Technologies Inc		26,195		350
Madison Square Garden Entertainment Corp *		407		33
Madison Square Garden Sports Corp *		407		73
Match Group Inc *		5,337		733
Netflix Inc *		10,235		5,339
New York Times Co/The, Cl A		3,900		197
News Corp, Cl A		9,500		242
News Corp, Cl B		3,200		75
Nexstar Media Group Inc, Cl A		1,000		140
Omnicom Group Inc		5,026		373
Pinterest Inc, Cl A *		9,600		711
Playtika Holding Corp *		1,800		49
Roku Inc, Cl A *		2,600		847
Sirius XM Holdings Inc		27,818		169
Spotify Technology SA *		3,260		874
Take-Two Interactive Software Inc, Cl A *		2,787		493
Telephone and Data Systems Inc		2,700		62
T-Mobile US Inc *		13,259		1,661
TripAdvisor Inc *		2,400		129
Twitter Inc *		18,680		1,189
United States Cellular Corp *		345		13
Verizon Communications Inc		99,949		5,812
ViacomCBS Inc		219		10

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ViacomCBS Inc, Cl B		13,592	$	613
Walt Disney Co/The		43,632		8,051
World Wrestling Entertainment Inc, Cl A		1,200		65
Zillow Group Inc, Cl A *		1,400		184
Zillow Group Inc, Cl C *		3,500		454
Zynga Inc, Cl A *		21,500		220
				95,211
Consumer Discretionary — 12.0%
Advance Auto Parts Inc		1,575		289
Amazon.com Inc, Cl A *		10,233		31,662
Aptiv PLC *		6,414		884
Aramark		5,291		200
AutoNation Inc *		1,300		121
AutoZone Inc *		574		806
Best Buy Co Inc		5,480		629
Booking Holdings Inc *		980		2,283
BorgWarner Inc		5,900		274
Bright Horizons Family Solutions Inc *		1,400		240
Brunswick Corp/DE		1,900		181
Burlington Stores Inc *		1,553		464
Capri Holdings Ltd *		3,500		179
CarMax Inc *		3,900		517
Carnival Corp *		14,527		386
Carter’s Inc		1,000		89
Carvana Co, Cl A *		1,400		367
Chegg Inc *		3,200		274
Chipotle Mexican Grill Inc, Cl A *		662		941
Choice Hotels International Inc		828		89
Columbia Sportswear Co		700		74
Darden Restaurants Inc		3,133		445
Dick’s Sporting Goods Inc		1,592		121
Dollar General Corp		5,996		1,215
Dollar Tree Inc *		5,618		643
Domino’s Pizza Inc		971		357
DR Horton Inc		7,974		711
eBay Inc		15,706		962
Etsy Inc *		2,900		585
Expedia Group Inc		3,343		575
Extended Stay America Inc		4,400		87
Five Below Inc *		1,283		245
Floor & Decor Holdings Inc, Cl A *		2,200		210
Foot Locker Inc, Cl A		2,500		141
Ford Motor Co *		94,085		1,153
frontdoor Inc *		2,094		113
Gap Inc/The		4,400		131
Garmin Ltd		3,600		475
General Motors Co		30,191		1,735
Gentex Corp		6,035		215
Genuine Parts Co		3,376		390
Graham Holdings Co, Cl B		78		44
Grand Canyon Education Inc *		1,100		118
Grubhub Inc *		2,100		126

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
H&R Block Inc		4,500	$	98
Hanesbrands Inc		8,600		169
Harley-Davidson Inc, Cl A		3,800		152
Hasbro Inc		3,002		289
Hilton Worldwide Holdings Inc *		6,537		790
Home Depot Inc/The		25,982		7,931
Hyatt Hotels Corp, Cl A		894		74
Kohl’s Corp		3,825		228
L Brands Inc *		5,600		346
Las Vegas Sands Corp		7,946		483
Lear Corp		1,450		263
Leggett & Platt Inc		3,100		142
Lennar Corp, Cl A		6,528		661
Lennar Corp, Cl B		450		37
Leslie’s Inc *		2,000		49
LKQ Corp *		7,289		309
Lowe’s Cos Inc		17,759		3,377
Lululemon Athletica Inc *		2,730		837
Marriott International Inc/MD, Cl A		6,455		956
Mattel Inc *		8,100		161
McDonald’s Corp		17,942		4,022
MGM Resorts International		11,353		431
Mohawk Industries Inc *		1,359		261
Newell Brands Inc, Cl B		8,970		240
NIKE Inc, Cl B		29,943		3,979
Nordstrom Inc *		2,700		102
Norwegian Cruise Line Holdings Ltd *		8,677		239
NVR Inc *		84		396
Ollie’s Bargain Outlet Holdings Inc *		1,400		122
O’Reilly Automotive Inc *		1,685		855
Peloton Interactive Inc, Cl A *		6,100		686
Penske Automotive Group Inc, Cl A		800		64
Petco Health & Wellness Co Inc, Cl A *		1,300		29
Planet Fitness Inc, Cl A *		2,000		155
Polaris Inc		1,431		191
Pool Corp		896		309
PulteGroup Inc		6,300		330
PVH Corp		1,649		174
Qurate Retail Inc		9,165		108
Ralph Lauren Corp, Cl A		1,136		140
Ross Stores Inc		8,444		1,013
Royal Caribbean Cruises Ltd		4,723		404
Service Corp International/US		4,100		209
Six Flags Entertainment Corp		1,900		88
Skechers USA Inc, Cl A *		3,032		126
Starbucks Corp		28,162		3,077
Tapestry Inc *		6,708		276
Target Corp, Cl A		12,069		2,390
Tempur Sealy International Inc		4,700		172
Terminix Global Holdings Inc *		3,200		153
Tesla Inc *		18,475		12,340
Thor Industries Inc		1,300		175

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
TJX Cos Inc/The		28,944	$	1,915
Toll Brothers Inc		2,800		159
Tractor Supply Co		2,800		496
Travel + Leisure Co		2,063		126
Ulta Beauty Inc *		1,281		396
Under Armour Inc, Cl A *		4,715		105
Under Armour Inc, Cl C *		5,100		94
Vail Resorts Inc		970		283
VF Corp		7,757		620
Vroom Inc *		2,500		97
Wayfair Inc, Cl A *		1,675		527
Wendy’s Co/The		4,300		87
Whirlpool Corp		1,538		339
Williams-Sonoma Inc		1,900		340
Wyndham Hotels & Resorts Inc		2,163		151
Wynn Resorts Ltd		2,515		315
Yum China Holdings Inc		9,585		568
Yum! Brands Inc		7,209		780
				109,752
Consumer Staples — 5.8%
Albertsons Cos Inc (A)		3,700		70
Altria Group Inc		44,850		2,295
Archer-Daniels-Midland Co		13,271		756
Beyond Meat Inc *		1,200		156
Boston Beer Co Inc/The, Cl A *		210		253
Brown-Forman Corp, Cl A		1,040		66
Brown-Forman Corp, Cl B		4,422		305
Bunge Ltd		3,300		262
Campbell Soup Co		4,600		231
Casey’s General Stores Inc		896		194
Church & Dwight Co Inc		5,910		516
Clorox Co/The		3,071		592
Coca-Cola Co/The		93,238		4,915
Colgate-Palmolive Co		20,279		1,599
Conagra Brands Inc		11,749		442
Constellation Brands Inc, Cl A		3,920		894
Costco Wholesale Corp		10,675		3,763
Coty Inc, Cl A		7,739		70
Energizer Holdings Inc		1,600		76
Estee Lauder Cos Inc/The, Cl A		5,475		1,592
Flowers Foods Inc		4,900		117
General Mills Inc		14,543		892
Grocery Outlet Holding Corp *		1,700		63
Hain Celestial Group Inc/The *		2,100		92
Herbalife Nutrition Ltd *		2,274		101
Hershey Co/The		3,510		555
Hormel Foods Corp		6,737		322
Ingredion Inc		1,610		145
J M Smucker Co/The		2,654		336
Kellogg Co		6,085		385
Keurig Dr Pepper Inc		16,685		573
Kimberly-Clark Corp		8,226		1,144

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kraft Heinz Co/The		15,649	$	626
Kroger Co/The		18,388		662
Lamb Weston Holdings Inc		3,500		271
McCormick & Co Inc/MD		5,982		533
Molson Coors Beverage Co, Cl B		4,395		225
Mondelez International Inc, Cl A		33,825		1,980
Monster Beverage Corp *		8,877		809
Nu Skin Enterprises Inc, Cl A		1,200		63
PepsiCo Inc		33,514		4,740
Philip Morris International Inc		37,537		3,331
Pilgrim’s Pride Corp *		1,300		31
Post Holdings Inc *		1,507		159
Procter & Gamble Co/The		58,808		7,964
Reynolds Consumer Products Inc		1,200		36
Seaboard Corp		4		15
Spectrum Brands Holdings Inc		957		81
Sprouts Farmers Market Inc *		3,100		82
Sysco Corp, Cl A		11,663		918
TreeHouse Foods Inc *		1,400		73
Tyson Foods Inc, Cl A		6,971		518
US Foods Holding Corp *		5,197		198
Walgreens Boots Alliance Inc		17,341		952
Walmart Inc		33,664		4,573
				52,612
Energy — 2.6%
Antero Midstream Corp		6,300		57
APA		9,200		165
Baker Hughes Co, Cl A		15,602		337
Cabot Oil & Gas Corp		9,200		173
Cheniere Energy Inc *		5,573		401
Chevron Corp		46,503		4,873
Cimarex Energy Co		2,544		151
ConocoPhillips		32,806		1,738
Continental Resources Inc/OK, Cl A		1,800		47
Devon Energy Corp		14,361		314
Diamondback Energy Inc, Cl A		4,029		296
EOG Resources Inc		14,015		1,016
EQT Corp *		6,967		129
Equitrans Midstream Corp		9,660		79
Exxon Mobil Corp		102,066		5,698
Halliburton Co		21,145		454
Helmerich & Payne Inc		2,623		71
Hess Corp		6,600		467
HollyFrontier Corp		3,400		122
Kinder Morgan Inc		46,534		775
Marathon Oil Corp		19,492		208
Marathon Petroleum Corp		15,512		830
Murphy Oil Corp		3,600		59
NOV Inc		9,100		125
Occidental Petroleum Corp		20,223		538
ONEOK Inc		10,761		545
Phillips 66		10,462		853

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pioneer Natural Resources Co		4,875	$	774
Schlumberger NV, Cl A		33,273		905
Targa Resources Corp		5,300		168
Valero Energy Corp		9,722		696
Williams Cos Inc/The		28,973		686
				23,750
Financials — 11.3%
Affiliated Managers Group Inc		1,033		154
Aflac Inc		16,633		851
AGNC Investment Corp ‡		13,328		223
Alleghany Corp *		326		204
Allstate Corp/The		7,323		841
Ally Financial Inc		9,058		409
American Express Co		15,781		2,232
American Financial Group Inc/OH		1,743		199
American International Group Inc		20,803		961
American National Group Inc		124		13
Ameriprise Financial Inc		2,832		658
Annaly Capital Management Inc ‡		33,974		292
Aon PLC, Cl A		5,525		1,271
Apollo Global Management Inc, Cl A		4,100		193
Arch Capital Group Ltd *		9,589		368
Ares Management Corp, Cl A		2,400		134
Arthur J Gallagher & Co		4,566		570
Associated Banc-Corp		3,500		75
Assurant Inc		1,400		198
Assured Guaranty Ltd		1,700		72
Athene Holding Ltd, Cl A *		2,800		141
Axis Capital Holdings Ltd		2,023		100
Bank of America Corp		186,741		7,225
Bank of Hawaii Corp		948		85
Bank of New York Mellon Corp/The		19,385		917
Bank OZK		3,000		123
Berkshire Hathaway Inc, Cl B *		45,472		11,617
BlackRock Inc		3,571		2,692
BOK Financial Corp		800		71
Brighthouse Financial Inc *		2,100		93
Brown & Brown Inc		5,700		261
Capital One Financial Corp		10,878		1,384
Carlyle Group Inc/The		2,900		107
Cboe Global Markets Inc		2,600		257
Charles Schwab Corp/The		33,216		2,165
Chubb Ltd		10,957		1,731
Cincinnati Financial Corp		3,600		371
Citigroup Inc		50,185		3,651
Citizens Financial Group Inc		10,259		453
CME Group Inc		8,556		1,747
CNA Financial Corp		852		38
Comerica Inc		3,353		241
Commerce Bancshares Inc/MO		2,443		187
Credit Acceptance Corp, Cl A *		217		78
Cullen/Frost Bankers Inc		1,414		154

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Discover Financial Services		7,320	$	695
East West Bancorp Inc		3,400		251
Equitable Holdings Inc		9,800		320
Erie Indemnity Co, Cl A		600		133
Evercore Inc, Cl A		983		129
Everest Re Group Ltd		1,009		250
FactSet Research Systems Inc		898		277
Fidelity National Financial Inc		6,710		273
Fifth Third Bancorp		17,000		637
First American Financial Corp		2,700		153
First Citizens BancShares Inc/NC, Cl A		149		124
First Hawaiian Inc		3,200		88
First Horizon Corp		13,400		227
First Republic Bank/CA		4,153		692
FNB Corp/PA		8,200		104
Franklin Resources Inc		6,700		198
Globe Life Inc		2,501		242
GoHealth Inc, Cl A *		900		10
Goldman Sachs Group Inc/The		7,965		2,605
Hanover Insurance Group Inc/The, Cl A		889		115
Hartford Financial Services Group Inc/The		8,559		572
Huntington Bancshares Inc/OH		24,377		383
Interactive Brokers Group Inc, Cl A		1,821		133
Intercontinental Exchange Inc		13,412		1,498
Invesco Ltd		8,857		223
Jefferies Financial Group Inc		5,400		162
JPMorgan Chase & Co		73,100		11,128
Kemper Corp, Cl A		1,555		124
KeyCorp		23,488		469
KKR & Co Inc		13,000		635
Lazard Ltd, Cl A (B)		2,500		109
Lemonade Inc *		800		74
LendingTree Inc *		300		64
Lincoln National Corp		4,577		285
Loews Corp		5,489		281
LPL Financial Holdings Inc		1,900		270
M&T Bank Corp		3,078		467
Markel Corp *		320		365
MarketAxess Holdings Inc		911		454
Marsh & McLennan Cos Inc		12,195		1,485
Mercury General Corp		800		49
MetLife Inc		18,315		1,113
MGIC Investment Corp		8,400		116
Moody’s Corp		3,886		1,160
Morgan Stanley		33,783		2,624
Morningstar Inc, Cl A		500		112
MSCI Inc, Cl A		1,927		808
Nasdaq Inc, Cl A		2,800		413
New Residential Investment Corp ‡		10,040		113
New York Community Bancorp Inc		11,300		143
Northern Trust Corp		4,650		489
Old Republic International Corp		7,000		153

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
OneMain Holdings Inc, Cl A		1,681	$	90
PacWest Bancorp		3,000		114
People’s United Financial Inc		10,124		181
Pinnacle Financial Partners Inc		1,800		160
PNC Financial Services Group Inc/The		10,254		1,799
Popular Inc		1,900		134
Primerica Inc		981		145
Principal Financial Group Inc, Cl A		6,434		386
Progressive Corp/The		14,107		1,349
Prosperity Bancshares Inc		2,200		165
Prudential Financial Inc		9,469		863
Raymond James Financial Inc		2,970		364
Regions Financial Corp		23,212		480
Reinsurance Group of America Inc, Cl A		1,624		205
RenaissanceRe Holdings Ltd		1,175		188
Rocket Cos Inc, Cl A		2,900		67
S&P Global Inc		5,799		2,046
Santander Consumer USA Holdings Inc		1,800		49
SEI Investments Co †		2,800		171
Signature Bank/New York NY, Cl B		1,378		312
SLM Corp		9,140		164
Starwood Property Trust Inc ‡		6,800		168
State Street Corp		8,409		706
Sterling Bancorp/DE		4,900		113
SVB Financial Group, Cl B *		1,264		624
Synchrony Financial		14,156		576
Synovus Financial Corp		3,600		165
T Rowe Price Group Inc		5,471		939
TCF Financial Corp		3,717		173
TFS Financial Corp		1,417		29
Tradeweb Markets Inc, Cl A		2,100		155
Travelers Cos Inc/The		6,108		919
Truist Financial Corp		32,384		1,889
Umpqua Holdings Corp		5,419		95
Unum Group		4,875		136
Upstart Holdings Inc *		300		39
US Bancorp		32,680		1,807
Virtu Financial Inc, Cl A		1,400		43
Voya Financial Inc		2,900		185
W R Berkley Corp		3,300		249
Webster Financial Corp		2,200		121
Wells Fargo & Co		91,491		3,574
Western Alliance Bancorp		2,300		217
White Mountains Insurance Group Ltd		95		106
Willis Towers Watson PLC		3,086		706
Wintrust Financial Corp		1,300		99
Zions Bancorp NA		3,900		214
				103,283
Health Care — 13.0%
10X Genomics Inc, Cl A *		1,400		253
Abbott Laboratories		41,740		5,002
AbbVie Inc		42,561		4,606

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ABIOMED Inc *		1,048	$	334
Acadia Healthcare Co Inc, Cl A *		2,100		120
ACADIA Pharmaceuticals Inc *		2,800		72
Acceleron Pharma Inc *		1,200		163
Adaptive Biotechnologies Corp *		1,800		73
Agilent Technologies Inc		7,379		938
Agios Pharmaceuticals Inc *		1,400		72
Alexion Pharmaceuticals Inc *		5,101		780
Align Technology Inc *		1,858		1,006
Alkermes PLC *		3,700		69
Alnylam Pharmaceuticals Inc *		2,774		392
Amedisys Inc *		800		212
American Well Corp, Cl A *		1,500		26
AmerisourceBergen Corp, Cl A		3,495		413
Amgen Inc, Cl A		14,096		3,507
Anthem Inc		6,007		2,156
Avantor Inc *		12,020		348
Baxter International Inc		12,228		1,031
Becton Dickinson and Co		6,953		1,691
Berkeley Lights Inc *		700		35
Biogen Inc *		3,663		1,025
BioMarin Pharmaceutical Inc *		4,337		328
Bio-Rad Laboratories Inc, Cl A *		500		286
Bio-Techne Corp		918		351
Bluebird Bio Inc *		1,500		45
Boston Scientific Corp *		34,496		1,333
Bristol-Myers Squibb Co		54,642		3,450
Bruker Corp		2,400		154
Cardinal Health Inc		7,100		431
Catalent Inc *		3,923		413
Centene Corp *		13,795		882
Cerner Corp		7,300		525
Certara Inc *		800		22
Change Healthcare Inc *		6,035		133
Charles River Laboratories International Inc *		1,200		348
Chemed Corp		415		191
Cigna Corp		8,344		2,017
Cooper Cos Inc/The, Cl A		1,158		445
CVS Health Corp		31,494		2,369
Danaher Corp, Cl A		15,151		3,410
DaVita Inc *		1,900		205
DENTSPLY SIRONA Inc		5,200		332
Dexcom Inc *		2,196		789
Edwards Lifesciences Corp, Cl A *		14,890		1,245
Elanco Animal Health Inc *		11,077		326
Eli Lilly and Co		20,353		3,802
Encompass Health Corp		2,300		188
Envista Holdings Corp *		3,900		159
Exact Sciences Corp *		3,600		474
Exelixis Inc *		7,500		169
Gilead Sciences Inc		30,300		1,958

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Global Blood Therapeutics Inc *		1,300	$	53
Globus Medical Inc, Cl A *		1,900		117
Guardant Health Inc *		2,000		305
Haemonetics Corp *		1,200		133
HCA Healthcare Inc		6,412		1,208
Henry Schein Inc *		3,447		239
Hill-Rom Holdings Inc		1,650		182
Hologic Inc *		6,200		461
Horizon Therapeutics PLC *		4,700		433
Humana Inc		3,107		1,303
ICU Medical Inc *		459		94
IDEXX Laboratories Inc *		2,005		981
Illumina Inc *		3,585		1,377
Incyte Corp *		4,343		353
Insulet Corp *		1,619		422
Integra LifeSciences Holdings Corp *		1,600		111
Intuitive Surgical Inc *		2,816		2,081
Ionis Pharmaceuticals Inc *		3,200		144
Iovance Biotherapeutics Inc *		3,400		108
IQVIA Holdings Inc *		4,616		892
Jazz Pharmaceuticals PLC *		1,321		217
Johnson & Johnson		63,675		10,465
Laboratory Corp of America Holdings *		2,400		612
Maravai LifeSciences Holdings Inc, Cl A *		1,600		57
Masimo Corp *		1,200		276
McKesson Corp		3,840		749
Medtronic PLC		32,435		3,831
Merck & Co Inc		61,002		4,703
Mettler-Toledo International Inc *		579		669
Moderna Inc *		6,900		904
Molina Healthcare Inc *		1,395		326
Nektar Therapeutics, Cl A *		4,500		90
Neurocrine Biosciences Inc *		2,184		212
Novocure Ltd *		2,400		317
Oak Street Health Inc *		2,200		119
Penumbra Inc *		800		217
PerkinElmer Inc		2,700		346
Perrigo Co PLC		3,383		137
Pfizer Inc		134,350		4,867
PPD Inc *		3,700		140
PRA Health Sciences Inc *		1,500		230
Premier Inc, Cl A		2,800		95
QIAGEN NV *		5,400		263
Quest Diagnostics Inc		3,200		411
Quidel Corp *		900		115
Reata Pharmaceuticals Inc, Cl A *		600		60
Regeneron Pharmaceuticals Inc *		2,348		1,111
Repligen Corp *		1,350		263
ResMed Inc		3,453		670
Royalty Pharma PLC, Cl A		7,700		336
Sage Therapeutics Inc *		1,300		97
Sana Biotechnology Inc *		600		20

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sarepta Therapeutics Inc *		1,800	$	134
Seagen Inc *		3,061		425
Signify Health Inc, Cl A *		500		15
Sotera Health Co *		2,000		50
STERIS PLC		2,000		381
Stryker Corp		8,358		2,036
Syneos Health Inc, Cl A *		2,000		152
Tandem Diabetes Care Inc *		1,500		132
Teladoc Health Inc *		2,610		474
Teleflex Inc		1,152		479
Thermo Fisher Scientific Inc		9,531		4,350
United Therapeutics Corp *		1,032		172
UnitedHealth Group Inc		22,837		8,497
Universal Health Services Inc, Cl B		1,775		237
Varian Medical Systems Inc *		2,236		395
Veeva Systems Inc, Cl A *		3,318		867
Vertex Pharmaceuticals Inc *		6,311		1,356
Viatris Inc, Cl W *		28,930		404
Waters Corp *		1,454		413
West Pharmaceutical Services Inc		1,744		491
Zimmer Biomet Holdings Inc		5,022		804
Zoetis Inc, Cl A		11,506		1,812
				119,102
Industrials — 9.2%
3M Co		13,542		2,609
A O Smith Corp		3,100		210
Acuity Brands Inc		878		145
ADT Inc		3,100		26
AECOM *		3,600		231
AGCO Corp		1,500		215
Air Lease Corp, Cl A		2,600		127
Alaska Air Group Inc		2,900		201
Allegion PLC		2,250		283
Allison Transmission Holdings Inc		2,800		114
AMERCO		210		129
American Airlines Group Inc		14,772		353
AMETEK Inc		5,483		700
Armstrong World Industries Inc		1,200		108
Array Technologies Inc *		3,000		89
Axon Enterprise Inc *		1,500		214
AZEK Co Inc/The, Cl A *		2,300		97
Boeing Co/The *		12,926		3,293
BWX Technologies Inc, Cl W		2,300		152
Carlisle Cos Inc		1,224		201
Carrier Global Corp		20,852		880
Caterpillar Inc, Cl A		13,091		3,035
CH Robinson Worldwide Inc		3,155		301
Cintas Corp		2,165		739
Clean Harbors Inc *		1,300		109
Colfax Corp *		2,700		118
Copa Holdings SA, Cl A		833		67
Copart Inc *		4,960		539

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
CoreLogic Inc/United States		1,900	$	151
CoStar Group Inc *		921		757
Crane Co, Cl A		1,200		113
CSX Corp		18,410		1,775
Cummins Inc		3,574		926
Curtiss-Wright Corp		1,000		119
Deere & Co		6,842		2,560
Delta Air Lines Inc, Cl A *		15,321		740
Donaldson Co Inc, Cl A		3,000		175
Dover Corp		3,487		478
Driven Brands Holdings Inc *		900		23
Dun & Bradstreet Holdings Inc *		3,500		83
Eaton Corp PLC		9,595		1,327
Emerson Electric Co		14,343		1,294
Equifax Inc		2,935		532
Expeditors International of Washington Inc		4,100		442
Fastenal Co, Cl A		13,887		698
FedEx Corp		5,955		1,691
Flowserve Corp		3,000		116
Fortive Corp		7,159		506
Fortune Brands Home & Security Inc		3,361		322
FTI Consulting Inc *		800		112
Gates Industrial Corp PLC *		1,600		26
Generac Holdings Inc *		1,500		491
General Dynamics Corp		6,110		1,109
General Electric Co		209,861		2,755
Graco Inc		4,000		287
GrafTech International Ltd		4,361		53
HEICO Corp		1,050		132
HEICO Corp, Cl A		1,900		216
Hexcel Corp, Cl A		2,000		112
Honeywell International Inc		16,948		3,679
Howmet Aerospace Inc		9,400		302
Hubbell Inc, Cl B		1,305		244
Huntington Ingalls Industries Inc, Cl A		927		191
IAA Inc *		3,300		182
IDEX Corp		1,803		377
IHS Markit Ltd		9,507		920
Illinois Tool Works Inc		7,626		1,689
Ingersoll Rand Inc *		8,349		411
ITT Inc		2,048		186
Jacobs Engineering Group Inc		3,095		400
JB Hunt Transport Services Inc		2,069		348
JetBlue Airways Corp *		7,397		150
Johnson Controls International PLC		17,590		1,050
Kansas City Southern		2,180		575
Kirby Corp *		1,500		90
Knight-Swift Transportation Holdings Inc, Cl A		3,100		149
L3Harris Technologies Inc		5,045		1,023
Landstar System Inc		946		156
Lennox International Inc		796		248

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lincoln Electric Holdings Inc		1,400	$	172
Lockheed Martin Corp		6,035		2,230
Lyft Inc, Cl A *		6,100		385
Macquarie Infrastructure Corp		1,800		57
ManpowerGroup Inc		1,388		137
Masco Corp		6,400		383
Mercury Systems Inc *		1,200		85
Middleby Corp/The *		1,283		213
MSA Safety Inc		900		135
MSC Industrial Direct Co Inc, Cl A		1,079		97
Nielsen Holdings PLC		8,700		219
Nordson Corp		1,443		287
Norfolk Southern Corp		6,134		1,647
Northrop Grumman Corp		3,789		1,226
nVent Electric PLC		3,800		106
Old Dominion Freight Line Inc, Cl A		2,326		559
Oshkosh Corp		1,600		190
Otis Worldwide Corp		9,726		666
Owens Corning		2,500		230
PACCAR Inc		8,155		758
Parker-Hannifin Corp, Cl A		3,068		968
Pentair PLC		3,900		243
Quanta Services Inc		3,300		290
Raytheon Technologies Corp		34,340		2,653
Regal Beloit Corp		1,000		143
Republic Services Inc		5,000		497
Robert Half International Inc		2,600		203
Rockwell Automation Inc		2,803		744
Rollins Inc		5,300		182
Roper Technologies Inc		2,531		1,021
Ryder System Inc		1,200		91
Schneider National Inc, Cl B		1,200		30
Sensata Technologies Holding PLC *		3,700		214
Shoals Technologies Group Inc, Cl A *		2,100		73
Snap-on Inc		1,319		304
Southwest Airlines Co, Cl A		14,144		864
Spirit AeroSystems Holdings Inc, Cl A		2,600		127
Stanley Black & Decker Inc		3,679		735
Stericycle Inc, Cl A *		2,200		149
Teledyne Technologies Inc *		921		381
Textron Inc		5,538		311
Timken Co/The		1,500		122
Toro Co/The		2,500		258
Trane Technologies PLC		5,796		960
TransDigm Group Inc *		1,242		730
TransUnion		4,500		405
Trex Co Inc *		2,800		256
Trinity Industries Inc		2,200		63
Uber Technologies Inc *		33,229		1,811
Union Pacific Corp		16,172		3,564
United Airlines Holdings Inc *		7,473		430
United Parcel Service Inc, Cl B		17,324		2,945

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
United Rentals Inc *		1,703	$	561
Univar Solutions Inc *		4,300		93
Valmont Industries Inc		500		119
Verisk Analytics Inc, Cl A		3,795		671
Vertiv Holdings Co, Cl A		5,400		108
Virgin Galactic Holdings Inc *		1,728		53
Waste Management Inc		10,205		1,317
Watsco Inc		776		202
Westinghouse Air Brake Technologies Corp		4,266		338
Woodward Inc		1,297		156
WW Grainger Inc		1,111		445
XPO Logistics Inc *		2,133		263
Xylem Inc/NY		4,238		446
				84,097
Information Technology — 26.5%
2U Inc *		1,800		69
Accenture PLC, Cl A		15,407		4,256
Adobe Inc *		11,665		5,545
Advanced Micro Devices Inc *		28,852		2,265
Akamai Technologies Inc *		3,900		397
Allegro MicroSystems Inc *		1,300		33
Alliance Data Systems Corp		1,176		132
Alteryx Inc, Cl A *		1,200		100
Amdocs Ltd		3,200		224
Amphenol Corp, Cl A		14,032		926
Analog Devices Inc		8,895		1,379
Anaplan Inc *		3,200		172
ANSYS Inc *		2,048		695
Apple Inc		382,604		46,735
Applied Materials Inc		22,097		2,952
Arista Networks Inc *		1,383		418
Arrow Electronics Inc, Cl A *		1,731		192
Aspen Technology Inc *		1,600		231
Atlassian Corp PLC, Cl A *		3,143		662
Autodesk Inc, Cl A *		5,282		1,464
Automatic Data Processing Inc		10,379		1,956
Avalara Inc *		1,943		259
Avnet Inc		2,300		95
BigCommerce Holdings Inc *		1,000		58
Bill.com Holdings Inc *		1,800		262
Black Knight Inc *		3,700		274
Booz Allen Hamilton Holding Corp, Cl A		3,240		261
Broadcom Inc		9,531		4,419
Broadridge Financial Solutions Inc		2,738		419
C3.ai Inc, Cl A *		400		26
CACI International Inc, Cl A *		592		146
Cadence Design Systems Inc *		6,664		913
CDK Global Inc		2,976		161
CDW Corp/DE		3,400		564
Ceridian HCM Holding Inc *		2,755		232
Ciena Corp *		3,700		202
Cirrus Logic Inc *		1,300		110

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cisco Systems Inc/Delaware		102,482	$	5,299
Citrix Systems Inc		3,002		421
Cloudflare Inc, Cl A *		2,800		197
Cognex Corp		4,100		340
Cognizant Technology Solutions Corp, Cl A		12,861		1,005
Coherent Inc *		643		163
CommScope Holding Co Inc *		5,100		78
Concentrix Corp *		1,000		150
Corning Inc, Cl B		18,014		784
Coupa Software Inc *		1,666		424
Cree Inc *		2,630		284
Crowdstrike Holdings Inc, Cl A *		3,700		675
Datadog Inc, Cl A *		3,700		308
Datto Holding Corp *		500		11
Dell Technologies Inc, Cl C *		6,327		558
DocuSign Inc, Cl A *		4,420		895
Dolby Laboratories Inc, Cl A		1,500		148
Dropbox Inc, Cl A *		6,100		163
Duck Creek Technologies Inc *		1,700		77
DXC Technology Co		6,081		190
Dynatrace Inc *		4,300		207
EchoStar Corp, Cl A *		900		22
Elastic NV *		1,600		178
Enphase Energy Inc *		2,500		405
Entegris Inc		3,200		358
EPAM Systems Inc *		1,253		497
Euronet Worldwide Inc *		1,200		166
Everbridge Inc *		800		97
F5 Networks Inc, Cl A *		1,541		322
Fair Isaac Corp *		719		349
Fastly Inc, Cl A *		1,800		121
Fidelity National Information Services Inc, Cl B		14,868		2,091
FireEye Inc *		5,600		110
First Solar Inc *		2,200		192
Fiserv Inc, Cl A *		13,828		1,646
Five9 Inc *		1,500		235
FleetCor Technologies Inc *		2,020		543
FLIR Systems Inc		3,000		169
Fortinet Inc *		3,200		590
Gartner Inc *		2,066		377
Genpact Ltd		4,500		193
Global Payments Inc		7,234		1,458
Globant SA *		900		187
GoDaddy Inc, Cl A *		4,125		320
Guidewire Software Inc, Cl Z *		1,982		201
Hewlett Packard Enterprise Co		31,107		490
HP Inc		31,265		993
HubSpot Inc *		1,000		454
Inphi Corp *		1,200		214
Intel Corp		99,076		6,341
International Business Machines Corp		21,533		2,870

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Intuit Inc		6,119	$	2,344
IPG Photonics Corp *		833		176
Jabil Inc		3,700		193
Jack Henry & Associates Inc		1,854		281
Jamf Holding Corp *		1,000		35
JFrog Ltd *		300		13
Juniper Networks Inc		8,100		205
Keysight Technologies Inc *		4,500		645
KLA Corp		3,799		1,255
Lam Research Corp		3,443		2,049
Leidos Holdings Inc		3,300		318
Littelfuse Inc		600		159
Lumentum Holdings Inc *		1,800		164
Manhattan Associates Inc *		1,505		177
Marvell Technology Group Ltd		15,972		782
Mastercard Inc, Cl A		21,351		7,602
Maxim Integrated Products Inc		6,400		585
McAfee Corp, Cl A		800		18
Medallia Inc *		2,200		61
Microchip Technology Inc		6,061		941
Micron Technology Inc *		26,809		2,365
Microsoft Corp		180,900		42,651
MKS Instruments Inc		1,300		241
MongoDB Inc, Cl A *		1,268		339
Monolithic Power Systems Inc		1,035		366
Motorola Solutions Inc		4,136		778
National Instruments Corp		3,000		130
nCino Inc *		1,100		73
NCR Corp *		3,223		122
NetApp Inc		5,300		385
New Relic Inc *		1,200		74
NortonLifeLock Inc		13,301		283
Nuance Communications Inc *		6,900		301
Nutanix Inc, Cl A *		4,659		124
NVIDIA Corp		14,224		7,595
Okta Inc, Cl A *		2,800		617
ON Semiconductor Corp *		9,800		408
Oracle Corp, Cl B		44,405		3,116
PagerDuty Inc *		1,800		72
Palo Alto Networks Inc *		2,261		728
Paychex Inc		7,736		758
Paycom Software Inc *		1,136		420
Paylocity Holding Corp *		900		162
PayPal Holdings Inc *		28,388		6,894
Pegasystems Inc		900		103
Pluralsight Inc, Cl A *		3,100		69
Proofpoint Inc *		1,300		164
PTC Inc *		2,465		339
Pure Storage Inc, Cl A *		5,800		125
Qorvo Inc *		2,768		506
QUALCOMM Inc		27,214		3,608
RealPage Inc *		2,100		183

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
RingCentral Inc, Cl A *		1,878	$	559
Sabre Corp *		7,900		117
salesforce.com Inc *		21,203		4,492
Science Applications International Corp		1,300		109
ServiceNow Inc *		4,723		2,362
Skyworks Solutions Inc		3,978		730
Slack Technologies Inc, Cl A *		11,800		479
Smartsheet Inc, Cl A *		2,700		173
SolarEdge Technologies Inc *		1,200		345
SolarWinds Corp *		1,100		19
Splunk Inc *		3,933		533
Square Inc, Cl A *		8,953		2,033
SS&C Technologies Holdings Inc		5,400		377
StoneCo Ltd, Cl A *		4,900		300
Switch Inc, Cl A		2,200		36
SYNNEX Corp		1,000		115
Synopsys Inc *		3,703		918
Teradata Corp *		2,697		104
Teradyne Inc		3,954		481
Texas Instruments Inc		22,173		4,190
Trade Desk Inc/The, Cl A *		983		641
Trimble Inc *		6,100		475
Twilio Inc, Cl A *		3,462		1,180
Tyler Technologies Inc *		960		408
Ubiquiti Inc		169		50
Unity Software Inc *		700		70
Universal Display Corp		1,042		247
VeriSign Inc *		2,408		479
Viasat Inc *		1,400		67
Visa Inc, Cl A		40,765		8,631
VMware Inc, Cl A *		1,894		285
Vontier *		3,763		114
Western Digital Corp		7,292		487
Western Union Co/The		10,000		247
WEX Inc *		1,095		229
Workday Inc, Cl A *		4,363		1,084
Xerox Holdings Corp		4,000		97
Xilinx Inc		5,886		729
Zebra Technologies Corp, Cl A *		1,251		607
Zendesk Inc *		2,814		373
Zoom Video Communications Inc, Cl A *		4,200		1,349
Zscaler Inc *		1,700		292
				242,485
Materials — 2.8%
Air Products and Chemicals Inc		5,325		1,498
Albemarle Corp		2,756		403
Amcor PLC		38,000		444
AptarGroup Inc		1,500		213
Ardagh Group SA, Cl A		500		13
Ashland Global Holdings Inc		1,300		115
Avery Dennison Corp		2,023		372
Axalta Coating Systems Ltd *		5,000		148

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ball Corp		7,635	$	647
Berry Global Group Inc *		3,177		195
Cabot Corp		1,400		73
Celanese Corp, Cl A		2,800		419
CF Industries Holdings Inc		5,237		238
Chemours Co/The		3,700		103
Corteva Inc		18,139		846
Crown Holdings Inc		3,100		301
Dow Inc		17,875		1,143
DuPont de Nemours Inc		12,938		1,000
Eagle Materials Inc		959		129
Eastman Chemical Co		3,232		356
Ecolab Inc		6,046		1,294
Element Solutions Inc		5,000		91
FMC Corp		3,110		344
Freeport-McMoRan Inc, Cl B		35,002		1,153
Graphic Packaging Holding Co		6,800		123
Huntsman Corp		4,805		139
International Flavors & Fragrances Inc		5,991		836
International Paper Co		9,391		508
Linde PLC		12,675		3,551
LyondellBasell Industries NV, Cl A		6,115		636
Martin Marietta Materials Inc, Cl A		1,475		495
Mosaic Co/The		8,400		266
NewMarket Corp		138		52
Newmont Corp		19,270		1,161
Nucor Corp		7,241		581
Olin Corp		3,700		141
Packaging Corp of America		2,227		299
PPG Industries Inc		5,679		853
Reliance Steel & Aluminum Co		1,550		236
Royal Gold Inc, Cl A		1,647		177
RPM International Inc		3,000		276
Scotts Miracle-Gro Co/The, Cl A		977		239
Sealed Air Corp		3,600		165
Sherwin-Williams Co/The, Cl A		2,014		1,486
Silgan Holdings Inc		1,900		80
Sonoco Products Co		2,300		146
Southern Copper Corp		2,000		136
Steel Dynamics Inc		4,849		246
Valvoline Inc		4,400		115
Vulcan Materials Co		3,139		530
W R Grace & Co		1,300		78
Westlake Chemical Corp		832		74
Westrock Co		6,300		328
				25,491
Real Estate — 3.0%
Alexandria Real Estate Equities Inc ‡		3,289		540
American Campus Communities Inc ‡		3,200		138
American Homes 4 Rent, Cl A ‡		6,600		220
American Tower Corp, Cl A ‡		10,653		2,547
Americold Realty Trust ‡		5,800		223

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Apartment Income Corp ‡		3,665	$	157
Apartment Investment and Management Co, Cl A ‡		3,165		19
Apple Hospitality Inc ‡		5,100		74
AvalonBay Communities Inc ‡		3,428		632
Boston Properties Inc ‡		3,762		381
Brandywine Realty Trust ‡		4,500		58
Brixmor Property Group Inc ‡		6,900		140
Brookfield Property Inc, Cl A ‡		827		15
Camden Property Trust ‡		2,200		242
CBRE Group Inc, Cl A *‡		8,100		641
CoreSite Realty Corp ‡		1,000		120
Corporate Office Properties Trust ‡		2,500		66
Cousins Properties Inc ‡		3,600		127
Crown Castle International Corp ‡		10,021		1,725
CubeSmart ‡		4,800		182
CyrusOne Inc ‡		2,854		193
Digital Realty Trust Inc, Cl A ‡		6,764		953
Douglas Emmett Inc ‡		4,100		129
Duke Realty Corp ‡		8,900		373
Empire State Realty Trust Inc, Cl A ‡		4,200		47
EPR Properties, Cl A ‡		1,900		88
Equinix Inc ‡		2,135		1,451
Equity Commonwealth ‡		2,800		78
Equity LifeStyle Properties Inc ‡		4,200		267
Equity Residential ‡		8,783		629
Essex Property Trust Inc ‡		1,617		440
Extra Space Storage Inc ‡		3,100		411
Federal Realty Investment Trust ‡		1,846		187
First Industrial Realty Trust Inc ‡		3,200		147
Gaming and Leisure Properties Inc ‡		5,210		221
Healthcare Trust of America Inc, Cl A ‡		5,400		149
Healthpeak Properties Inc ‡		12,870		408
Highwoods Properties Inc ‡		2,378		102
Host Hotels & Resorts Inc ‡		17,002		286
Howard Hughes Corp/The *‡		963		92
Hudson Pacific Properties Inc ‡		3,800		103
Invitation Homes Inc ‡		13,500		432
Iron Mountain Inc ‡		6,900		255
JBG SMITH Properties ‡		3,100		99
Jones Lang LaSalle Inc ‡		1,203		215
Kilroy Realty Corp ‡		2,800		184
Kimco Realty Corp ‡		10,100		189
Lamar Advertising Co, Cl A ‡		2,100		197
Life Storage Inc ‡		1,800		155
Medical Properties Trust Inc ‡		13,435		286
Mid-America Apartment Communities Inc ‡		2,700		390
National Retail Properties Inc ‡		4,100		181
Omega Healthcare Investors Inc ‡		5,545		203
Outfront Media Inc ‡		3,711		81
Paramount Group Inc ‡		5,300		54
Park Hotels & Resorts Inc ‡		6,000		130

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Prologis Inc ‡		17,920	$	1,899
Public Storage ‡		3,610		891
Rayonier Inc ‡		3,200		103
Realty Income Corp ‡		8,969		570
Regency Centers Corp ‡		4,100		232
Rexford Industrial Realty Inc ‡		3,200		161
SBA Communications Corp, Cl A ‡		2,637		732
Simon Property Group Inc ‡		7,835		891
SL Green Realty ‡		1,732		121
Spirit Realty Capital Inc ‡		2,878		122
STORE Capital Corp ‡		5,900		198
Sun Communities Inc ‡		2,500		375
UDR Inc ‡		6,900		303
Ventas Inc ‡		8,990		480
VEREIT Inc ‡		5,340		206
VICI Properties Inc ‡		12,594		356
Vornado Realty Trust ‡		4,200		191
Weingarten Realty Investors ‡		2,900		78
Welltower Inc ‡		10,000		716
Weyerhaeuser Co ‡		17,997		641
WP Carey Inc ‡		4,190		296
				27,614
Utilities — 2.6%
AES Corp/The		15,900		426
Alliant Energy Corp		5,921		321
Ameren Corp		5,925		482
American Electric Power Co Inc		12,029		1,019
American Water Works Co Inc		4,327		649
Atmos Energy Corp		3,066		303
Avangrid Inc		1,200		60
CenterPoint Energy Inc		12,055		273
CMS Energy Corp		6,910		423
Consolidated Edison Inc		8,239		616
Dominion Energy Inc		19,702		1,496
DTE Energy Co		4,613		614
Duke Energy Corp		17,752		1,714
Edison International		8,493		498
Entergy Corp		4,835		481
Essential Utilities Inc		5,400		242
Evergy Inc		5,417		322
Eversource Energy		8,198		710
Exelon Corp		23,539		1,030
FirstEnergy Corp		13,100		454
Hawaiian Electric Industries Inc		2,600		115
IDACORP Inc, Cl A		1,200		120
MDU Resources Group Inc		4,700		149
National Fuel Gas Co		2,200		110
NextEra Energy Inc		47,235		3,571
NiSource Inc		9,400		227
NRG Energy Inc		5,900		223
OGE Energy Corp		4,900		158
PG&E Corp *		32,106		376

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pinnacle West Capital Corp		2,800	$	228
PPL Corp		18,403		531
Public Service Enterprise Group Inc		12,180		733
Sempra Energy		7,014		930
Southern Co/The		25,362		1,576
UGI Corp		4,830		198
Vistra Corp		11,869		210
WEC Energy Group Inc		7,584		710
Xcel Energy Inc		12,690		844
				23,142
Total Common Stock (Cost $653,928) ($ Thousands)				906,539

Description	Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **†(C)		72,526	$	73
Total Affiliated Partnership (Cost $73) ($ Thousands)				73
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		8,589,418		8,589
Total Cash Equivalent (Cost $8,589) ($ Thousands)				8,589
Total Investments in Securities — 100.1% (Cost $662,590) ($ Thousands)			$	915,201

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
S&P 500 Index E-MINI		37		Jun-2021	$	7,247	$	7,340	$	93
S&P Mid Cap 400 Index E-MINI		2		Jun-2021		526		521		(5)
					$	7,773	$	7,861	$	88

Percentages are based on Net Assets of $914,257 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $69 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $109 ($ Thousands), or 0.0% 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, 2021 was $73 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2021, 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		906,539		–		–		906,539
Affiliated Partnership		–		73		–		73
Cash Equivalent		8,589		–		–		8,589
Total Investments in Securities		915,128		73		–		915,201
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		93		–		–		93
Unrealized Depreciation		(5)		–		–		(5)
Total Other Financial Instruments		88		–		–		88

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Large Cap Index Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Investment Co	$ 127	$ 17	$ —	$—	$27	$ 171	2,800	$ 1	$—
SEI Liquidity Fund, L.P.	924	2,794	(3,645)	—	—	73	72,526	6	—
SEI Daily Income Trust, Government Fund, Cl F	14,553	90,322	(96,286)	—	—	8,589	8,589,418	1	—
Totals	$ 15,604	$ 93,133	$(99,931)	$—	$27	$ 8,833		$ 8	$—

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.6%
Communication Services — 5.7%
Alphabet Inc, Cl A *		26,214	$	54,067
Alphabet Inc, Cl C *		22,848		47,264
AT&T Inc		769,494		23,293
BCE Inc		440,518		19,885
Charter Communications Inc, Cl A *		14,857		9,167
Comcast Corp, Cl A		121,805		6,591
Electronic Arts Inc		48,975		6,630
Facebook Inc, Cl A *		135,757		39,984
Lumen Technologies Inc		162,240		2,166
Omnicom Group Inc		97,998		7,267
TEGNA Inc		153,973		2,899
Verizon Communications Inc		144,030		8,375
ViacomCBS Inc, Cl B		300,000		13,530
Walt Disney Co/The *		22,000		4,059
				245,177
Consumer Discretionary — 11.9%
Amazon.com Inc, Cl A *		18,448		57,080
AutoZone Inc *		16,513		23,189
Best Buy Co Inc		186,465		21,408
Booking Holdings Inc *		2,537		5,911
BorgWarner Inc		196,841		9,125
Brinker International Inc *		179,017		12,721
Carnival Corp *		357,842		9,497
Darden Restaurants Inc		3,127		444
Dick’s Sporting Goods Inc		133,982		10,203
Dollar General Corp		222,711		45,126
Domino’s Pizza Inc		16,892		6,213
DR Horton Inc		16,198		1,444
eBay Inc		127,055		7,781
Foot Locker Inc, Cl A		65,687		3,695
General Motors Co *		72,158		4,146
Genuine Parts Co		98,621		11,400
Goodyear Tire & Rubber Co/The *		406,438		7,141
Harley-Davidson Inc, Cl A		88,020		3,530
Home Depot Inc/The		28,380		8,663
L Brands Inc *		16,235		1,004
Lear Corp		89,362		16,197
Lowe’s Cos Inc		328,236		62,424
Magna International Inc, Cl A		19,822		1,745
NIKE Inc, Cl B		357,743		47,540
O’Reilly Automotive Inc *		1,906		967
PulteGroup Inc		251,522		13,190
Ross Stores Inc		218,925		26,251
Royal Caribbean Cruises Ltd *		71,822		6,149
Starbucks Corp		68,046		7,435
Target Corp, Cl A		185,748		36,791
TJX Cos Inc/The		374,562		24,777
TopBuild Corp *		51,115		10,705
Whirlpool Corp		59,551		13,122

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Yum China Holdings Inc		52,847	$	3,129
				520,143
Consumer Staples — 8.8%
Altria Group Inc		561,690		28,736
Archer-Daniels-Midland Co		50,878		2,900
Coca-Cola Co/The		123,765		6,524
Colgate-Palmolive Co		28,059		2,212
Conagra Brands Inc		429,158		16,136
Constellation Brands Inc, Cl A		10,975		2,502
Costco Wholesale Corp		20,685		7,291
Diageo PLC ADR		73,341		12,043
Estee Lauder Cos Inc/The, Cl A		35,000		10,180
Hershey Co/The		26,426		4,180
Ingredion Inc		45,605		4,101
J M Smucker Co/The		115,422		14,604
Kimberly-Clark Corp		101,362		14,095
Kraft Heinz Co/The		115,076		4,603
Kroger Co/The		924,655		33,278
Lamb Weston Holdings Inc		16,377		1,269
Molson Coors Beverage Co, Cl B *		248,427		12,707
Mondelez International Inc, Cl A		24,475		1,433
Monster Beverage Corp *		55,061		5,015
PepsiCo Inc		209,241		29,597
Philip Morris International Inc		469,703		41,682
Procter & Gamble Co/The		233,806		31,664
Sysco Corp, Cl A		34,252		2,697
TreeHouse Foods Inc *		82,410		4,305
Tyson Foods Inc, Cl A		253,116		18,806
Unilever PLC ADR		731,480		40,839
Walgreens Boots Alliance Inc		303,967		16,688
Walmart Inc		80,528		10,938
				381,025
Energy — 2.5%
BP PLC ADR		82,387		2,006
Cabot Oil & Gas Corp		114,860		2,157
Canadian Natural Resources Ltd		293,668		9,066
Chevron Corp		264,554		27,723
ConocoPhillips		244,083		12,929
Devon Energy Corp		743,505		16,246
Exxon Mobil Corp		129,439		7,226
HollyFrontier Corp		40,846		1,461
Marathon Petroleum Corp		154,884		8,285
Phillips 66		134,090		10,934
Valero Energy Corp		173,346		12,411
				110,444
Financials — 17.5%
Aflac Inc		136,144		6,968
Allstate Corp/The		59,438		6,829
American Financial Group Inc/OH		11,100		1,266
Ameriprise Financial Inc		82,444		19,164
Assurant Inc		36,000		5,104

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Assured Guaranty Ltd		31,872	$	1,348
Bank of America Corp		1,550,747		59,998
Berkshire Hathaway Inc, Cl B *		93,247		23,822
Capital One Financial Corp		43,778		5,570
Charles Schwab Corp/The		175,722		11,454
Chubb Ltd		5,473		865
CIT Group Inc		20,961		1,080
Citigroup Inc		379,987		27,644
Citizens Financial Group Inc		326,590		14,419
CME Group Inc		77,815		15,892
Comerica Inc		244,889		17,568
Discover Financial Services		126,480		12,014
Everest Re Group Ltd		38,172		9,459
FactSet Research Systems Inc		11,209		3,459
Fifth Third Bancorp		589,594		22,080
First Hawaiian Inc		217,387		5,950
First Republic Bank/CA		78,000		13,006
Goldman Sachs Group Inc/The		21,644		7,078
Hartford Financial Services Group Inc/The		66,936		4,471
Intercontinental Exchange Inc		58,438		6,526
JPMorgan Chase & Co		474,451		72,226
KeyCorp		778,006		15,545
KKR & Co Inc		193,080		9,432
Lincoln National Corp		253,378		15,778
Markel Corp *		9,172		10,453
Marsh & McLennan Cos Inc		138,328		16,848
Moody’s Corp		263,689		78,740
Morgan Stanley		311,935		24,225
MSCI Inc, Cl A		91,938		38,548
Navient Corp		263,511		3,771
PNC Financial Services Group Inc/The		46,966		8,238
Popular Inc		125,661		8,836
Progressive Corp/The		44,272		4,233
Prudential Financial Inc		17,700		1,612
Regions Financial Corp		599,114		12,378
S&P Global Inc		18,482		6,522
SLM Corp		230,135		4,135
State Street Corp		149,070		12,523
T Rowe Price Group Inc		24,474		4,200
Travelers Cos Inc/The		119,703		18,003
Truist Financial Corp		231,092		13,477
Two Harbors Investment Corp ‡		687,049		5,036
Unum Group		271,856		7,566
US Bancorp		573,724		31,733
Voya Financial Inc		156,840		9,981
Wells Fargo & Co		92,870		3,628
Zions Bancorp NA		374,800		20,599
				761,300
Health Care — 14.6%
Abbott Laboratories		84,496		10,126
AbbVie Inc		92,048		9,962
Alexion Pharmaceuticals Inc *		57,862		8,848

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
AmerisourceBergen Corp, Cl A		137,635	$	16,251
Amgen Inc, Cl A		145,948		36,313
Anthem Inc		10,844		3,892
Baxter International Inc		63,282		5,337
Becton Dickinson and Co		113,758		27,660
Biogen Inc *		35,657		9,975
Bristol-Myers Squibb Co		212,508		13,416
Cardinal Health Inc		72,515		4,405
Centene Corp *		30,902		1,975
Cigna Corp		27,340		6,609
CVS Health Corp		379,134		28,522
DaVita Inc *		31,137		3,356
Edwards Lifesciences Corp, Cl A *		61,914		5,178
Eli Lilly and Co		110,545		20,652
Gilead Sciences Inc		120,443		7,784
HCA Healthcare Inc		109,165		20,560
Horizon Therapeutics PLC *		73,523		6,767
Humana Inc		22,738		9,533
IDEXX Laboratories Inc *		41,683		20,396
Intuitive Surgical Inc *		7,669		5,667
Jazz Pharmaceuticals PLC *		7,310		1,202
Johnson & Johnson		633,113		104,052
McKesson Corp		12,923		2,521
Medtronic PLC		127,025		15,006
Merck & Co Inc		605,640		46,689
Mettler-Toledo International Inc *		28,371		32,788
Novartis AG ADR		159,076		13,598
Novo Nordisk A/S ADR (A)		86,039		5,801
Pfizer Inc		815,680		29,552
Teleflex Inc		36,000		14,956
United Therapeutics Corp *		38,304		6,407
UnitedHealth Group Inc		167,008		62,139
Veeva Systems Inc, Cl A *		18,537		4,843
Vertex Pharmaceuticals Inc *		4,067		874
Viatris Inc, Cl W *		87,616		1,224
Zoetis Inc, Cl A		63,768		10,042
				634,878
Industrials — 9.6%
3M Co		131,281		25,295
A O Smith Corp		43,114		2,915
AGCO Corp		52,600		7,556
Allison Transmission Holdings Inc		28,724		1,173
AMERCO *		4,493		2,752
Carlisle Cos Inc		6,137		1,010
Carrier Global Corp		357,041		15,074
Caterpillar Inc, Cl A		32,511		7,538
Chart Industries Inc *		84,647		12,050
Cummins Inc		8,214		2,128
Deere & Co		27,326		10,224
Delta Air Lines Inc, Cl A *		128,832		6,220
Eaton Corp PLC		80,365		11,113
FedEx Corp		22,692		6,445

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Fortive Corp		96,601	$	6,824
Graco Inc		542,313		38,840
Honeywell International Inc		61,532		13,357
Huntington Ingalls Industries Inc, Cl A		41,706		8,585
Illinois Tool Works Inc		47,481		10,518
Johnson Controls International PLC		494,338		29,497
L3Harris Technologies Inc		25,220		5,112
Lockheed Martin Corp		15,688		5,797
ManpowerGroup Inc		18,167		1,797
Middleby Corp/The *		100,000		16,575
Northrop Grumman Corp		16,563		5,360
Oshkosh Corp		61,954		7,352
Otis Worldwide Corp		149,373		10,225
PACCAR Inc		43,000		3,996
Raytheon Technologies Corp		247,761		19,145
Robert Half International Inc		25,692		2,006
Roper Technologies Inc		56,426		22,759
Siemens AG ADR		311,780		25,658
Southwest Airlines Co, Cl A *		86,460		5,279
SPX Corp *		148,826		8,672
Stanley Black & Decker Inc		20,000		3,993
Textron Inc		190,528		10,685
Timken Co/The		112,333		9,118
TransDigm Group Inc *		3,103		1,824
United Parcel Service Inc, Cl B		10,520		1,788
Waste Management Inc		18,232		2,352
WW Grainger Inc		64,211		25,744
				414,351
Information Technology — 20.2%
Adobe Inc *		132,912		63,182
Amphenol Corp, Cl A		104,624		6,902
Analog Devices Inc		99,044		15,360
Apple Inc		932,824		113,944
Applied Materials Inc		183,527		24,519
Arista Networks Inc *		26,270		7,931
ASML Holding NV, Cl G		12,522		7,731
Broadcom Inc		17,131		7,943
Cisco Systems Inc/Delaware		498,298		25,767
Citrix Systems Inc		44,716		6,276
Cognizant Technology Solutions Corp, Cl A		8,912		696
Corning Inc, Cl B		234,159		10,188
Crowdstrike Holdings Inc, Cl A *		16,348		2,984
Dropbox Inc, Cl A *		83,470		2,225
F5 Networks Inc, Cl A *		53,596		11,181
Hewlett Packard Enterprise Co		307,307		4,837
HP Inc		480,394		15,252
Intel Corp		571,741		36,591
International Business Machines Corp		6,932		924
Intuit Inc		156,005		59,759
Juniper Networks Inc		7,046		178
Keysight Technologies Inc *		96,705		13,868
Lam Research Corp		22,006		13,099

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Marvell Technology Group Ltd		208,440	$	10,209
Mastercard Inc, Cl A		175,853		62,612
Microchip Technology Inc		289,399		44,921
Micron Technology Inc *		156,515		13,806
Microsoft Corp		486,353		114,667
Motorola Solutions Inc		22,111		4,158
NetApp Inc		45,929		3,338
Oracle Corp, Cl B		512,747		35,979
Qorvo Inc *		23,736		4,337
QUALCOMM Inc		67,431		8,941
salesforce.com Inc *		15,984		3,387
SAP SE ADR *(A)		7,111		873
Seagate Technology PLC		112,151		8,608
ServiceNow Inc *		12,689		6,346
Texas Instruments Inc		44,297		8,372
VeriSign Inc *		91,384		18,164
Visa Inc, Cl A		275,684		58,371
Vishay Intertechnology Inc		240,771		5,798
Vontier *		27,948		846
Western Digital Corp *		33,750		2,253
Xerox Holdings Corp		253,986		6,164
Zendesk Inc *		29,165		3,868
				877,355
Materials — 5.4%
Air Products and Chemicals Inc		46,985		13,219
Cabot Corp		119,095		6,245
Celanese Corp, Cl A		28,298		4,239
Corteva Inc		64,004		2,984
Domtar Corp *		35,648		1,317
Dow Inc		247,495		15,825
DuPont de Nemours Inc		43,599		3,369
Eastman Chemical Co		165,233		18,196
Ecolab Inc		83,739		17,926
Freeport-McMoRan Inc, Cl B		92,059		3,032
Huntsman Corp		531,983		15,337
Ingevity Corp *		14,131		1,067
International Paper Co		135,045		7,302
Linde PLC		123,959		34,726
LyondellBasell Industries NV, Cl A		74,826		7,786
Newmont Corp		98,126		5,914
O-I Glass Inc, Cl I *		451,358		6,653
Reliance Steel & Aluminum Co		18,766		2,858
Sherwin-Williams Co/The, Cl A		66,555		49,118
Steel Dynamics Inc		349,887		17,760
Westrock Co		27,405		1,426
				236,299
Real Estate — 2.0%
American Tower Corp, Cl A ‡		101,757		24,326
Brandywine Realty Trust ‡		24,300		314
CBRE Group Inc, Cl A *‡		41,173		3,257
Crown Castle International Corp ‡		40,644		6,996

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Diversified Healthcare Trust ‡		636,083	$	3,040
Equinix Inc ‡		1,986		1,350
Equity Commonwealth *‡		207,840		5,778
Healthpeak Properties Inc ‡		502,660		15,954
Invitation Homes Inc ‡		28,203		902
Public Storage ‡		4,106		1,013
SBA Communications Corp, Cl A ‡		25,216		6,999
Service Properties Trust ‡		461,799		5,477
Welltower Inc ‡		146,710		10,509
				85,915
Utilities — 1.4%
Ameren Corp		65,226		5,307
American Electric Power Co Inc		57,553		4,875
Duke Energy Corp		92,514		8,930
Edison International		40,300		2,362
Exelon Corp		317,795		13,900
NextEra Energy Inc		221,528		16,750
PPL Corp		241,001		6,951
UGI Corp		29,973		1,229

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		40,284	$	712
				61,016
Total Common Stock (Cost $1,678,734) ($ Thousands)				4,327,903
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **†(B)		1,154,929		1,157
Total Affiliated Partnership (Cost $1,155) ($ Thousands)				1,157
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		105,365,872		105,366
Total Cash Equivalent (Cost $105,366) ($ Thousands)				105,366
Total Investments in Securities — 102.0% (Cost $1,785,255) ($ Thousands)			$	4,434,426

A list of the open futures contracts held by the Fund at March 31, 2021 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		39		Jun-2021	$	7,739	$	7,736	$	(3	)
S&P Mid Cap 400 Index E-MINI		2		Jun-2021		522		521		(1	)
					$	8,261	$	8,257	$	(4	)

Percentages are based on Net Assets of $4,348,154 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $1,141 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $1,157 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Large Cap Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2021, 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		4,327,903		–		–		4,327,903
Affiliated Partnership		–		1,157		–		1,157
Cash Equivalent		105,366		–		–		105,366
Total Investments in Securities		4,433,269		1,157		–		4,434,426

Other Financial Instruments	Level 1     ($)			Level 2     ($)		Level 3     ($)		Total     ($)
Futures Contracts*
Unrealized Depreciation		(4	)		–		–		(4	)
Total Other Financial Instruments		(4	)		–		–		(4	)

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$48,578	$159,168	$ (206,600)	$ 8	$ 3	$ 1,157	1,154,929	$ 45	$—
SEI Daily Income Trust, Government Fund, Cl F	21,668	317,706	(234,008)	—	—	105,366	105,365,872	1	—
Totals	$70,246	$476,874	$ (440,608)	$ 8	$ 3	$ 106,523		$ 46	$—

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, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 10.8%
Activision Blizzard Inc		21,500	$	2,000
Alphabet Inc, Cl A *		8,351		17,224
Alphabet Inc, Cl C *		8,004		16,557
AT&T Inc		197,993		5,993
Charter Communications Inc, Cl A *		3,914		2,415
Comcast Corp, Cl A		126,896		6,866
Discovery Inc, Cl A *		4,500		196
Discovery Inc, Cl C *		8,096		299
DISH Network Corp, Cl A *		6,938		251
Electronic Arts Inc		7,978		1,080
Facebook Inc, Cl A *		66,813		19,678
Fox Corp		13,719		490
Interpublic Group of Cos Inc/The		10,601		310
Live Nation Entertainment Inc *		4,000		339
Lumen Technologies Inc		27,570		368
Netflix Inc *		12,269		6,400
News Corp, Cl A		10,675		271
News Corp, Cl B		3,400		80
Omnicom Group Inc		6,004		445
Take-Two Interactive Software Inc, Cl A *		3,200		565
T-Mobile US Inc *		16,200		2,030
Twitter Inc *		22,300		1,419
Verizon Communications Inc		114,896		6,681
ViacomCBS Inc, Cl B		15,721		709
Walt Disney Co/The		50,393		9,299
				101,965
Consumer Discretionary — 12.3%
Advance Auto Parts Inc		1,800		330
Amazon.com Inc, Cl A *		11,885		36,773
Aptiv PLC *		7,521		1,037
AutoZone Inc *		581		816
Best Buy Co Inc		6,454		741
Booking Holdings Inc *		1,156		2,693
BorgWarner Inc		6,700		311
Caesars Entertainment Inc *		5,800		507
CarMax Inc *		4,500		597
Carnival Corp *		22,284		591
Chipotle Mexican Grill Inc, Cl A *		781		1,110
Darden Restaurants Inc		3,618		514
Dollar General Corp		6,781		1,374
Dollar Tree Inc *		6,554		750
Domino’s Pizza Inc		1,064		391
DR Horton Inc		9,258		825
eBay Inc		18,049		1,105
Etsy Inc *		3,500		706
Expedia Group Inc		3,855		664
Ford Motor Co *		108,870		1,334
Gap Inc/The		5,731		171
Garmin Ltd		4,205		554
General Motors Co		35,313		2,029

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Genuine Parts Co		4,036	$	467
Hanesbrands Inc		9,800		193
Hasbro Inc		3,596		346
Hilton Worldwide Holdings Inc *		7,700		931
Home Depot Inc/The		29,895		9,125
L Brands Inc *		6,527		404
Las Vegas Sands Corp		9,100		553
Leggett & Platt Inc		3,559		162
Lennar Corp, Cl A		7,616		771
LKQ Corp *		7,800		330
Lowe’s Cos Inc		20,349		3,870
Marriott International Inc/MD, Cl A		7,424		1,100
McDonald’s Corp		20,738		4,648
MGM Resorts International		11,500		437
Mohawk Industries Inc *		1,600		308
Newell Brands Inc, Cl B		10,555		283
NIKE Inc, Cl B		35,323		4,694
Norwegian Cruise Line Holdings Ltd *		10,200		281
NVR Inc *		100		471
O’Reilly Automotive Inc *		1,918		973
Penn National Gaming Inc *		4,200		440
Pool Corp		1,100		380
PulteGroup Inc		7,399		388
PVH Corp		1,959		207
Ralph Lauren Corp, Cl A		1,405		173
Ross Stores Inc		9,936		1,191
Royal Caribbean Cruises Ltd		6,100		522
Starbucks Corp		32,687		3,572
Tapestry Inc *		7,519		310
Target Corp, Cl A		13,928		2,759
Tesla Inc *		21,334		14,250
TJX Cos Inc/The		33,286		2,202
Tractor Supply Co		3,280		581
Ulta Beauty Inc *		1,547		478
Under Armour Inc, Cl A *		5,305		118
Under Armour Inc, Cl C *		5,149		95
VF Corp		8,865		708
Whirlpool Corp		1,751		386
Wynn Resorts Ltd		2,700		338
Yum! Brands Inc		8,370		905
				116,273
Consumer Staples — 6.1%
Altria Group Inc		51,573		2,638
Archer-Daniels-Midland Co		15,575		888
Brown-Forman Corp, Cl B		5,165		356
Campbell Soup Co		5,784		291
Church & Dwight Co Inc		6,900		603
Clorox Co/The		3,542		683
Coca-Cola Co/The		107,649		5,674
Colgate-Palmolive Co		23,495		1,852
Conagra Brands Inc		13,565		510
Constellation Brands Inc, Cl A		4,753		1,084

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		12,336	$	4,348
Estee Lauder Cos Inc/The, Cl A		6,343		1,845
General Mills Inc		17,086		1,048
Hershey Co/The		4,112		650
Hormel Foods Corp		7,908		378
J M Smucker Co/The		3,053		386
Kellogg Co		7,167		454
Kimberly-Clark Corp		9,403		1,307
Kraft Heinz Co/The		18,108		724
Kroger Co/The		21,236		764
Lamb Weston Holdings Inc		4,000		310
McCormick & Co Inc/MD		6,932		618
Molson Coors Beverage Co, Cl B		5,251		269
Mondelez International Inc, Cl A		39,220		2,296
Monster Beverage Corp *		10,354		943
PepsiCo Inc		38,259		5,412
Philip Morris International Inc		43,187		3,832
Procter & Gamble Co/The		68,345		9,256
Sysco Corp, Cl A		14,220		1,120
Tyson Foods Inc, Cl A		8,203		610
Walgreens Boots Alliance Inc		20,057		1,101
Walmart Inc		38,456		5,223
				57,473
Energy — 2.8%
APA		10,900		195
Baker Hughes Co, Cl A		19,449		420
Cabot Oil & Gas Corp		11,113		209
Chevron Corp		53,478		5,604
ConocoPhillips		37,790		2,002
Devon Energy Corp		16,713		365
Diamondback Energy Inc, Cl A		5,100		375
EOG Resources Inc		16,146		1,171
Exxon Mobil Corp		117,546		6,563
Halliburton Co		24,742		531
Hess Corp		7,575		536
HollyFrontier Corp		4,300		154
Kinder Morgan Inc		54,282		904
Marathon Oil Corp		22,556		241
Marathon Petroleum Corp		18,160		971
NOV Inc		11,268		155
Occidental Petroleum Corp		23,162		616
ONEOK Inc		12,309		623
Phillips 66		12,175		993
Pioneer Natural Resources Co		5,704		906
Schlumberger NV, Cl A		38,900		1,058
Valero Energy Corp		11,421		818
Williams Cos Inc/The		33,869		802
				26,212
Financials — 11.2%
Aflac Inc		17,934		918
Allstate Corp/The		8,459		972

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American Express Co		18,132	$	2,565
American International Group Inc		24,035		1,111
Ameriprise Financial Inc		3,284		763
Aon PLC, Cl A		6,229		1,433
Arthur J Gallagher & Co		5,400		674
Assurant Inc		1,605		227
Bank of America Corp		210,945		8,161
Bank of New York Mellon Corp/The		22,599		1,069
Berkshire Hathaway Inc, Cl B *		52,893		13,513
BlackRock Inc		3,903		2,943
Capital One Financial Corp		12,755		1,623
Cboe Global Markets Inc		3,000		296
Charles Schwab Corp/The		41,536		2,707
Chubb Ltd		12,539		1,981
Cincinnati Financial Corp		4,183		431
Citigroup Inc		57,951		4,216
Citizens Financial Group Inc		11,800		521
CME Group Inc		9,967		2,035
Comerica Inc		3,792		272
Discover Financial Services		8,530		810
Everest Re Group Ltd		1,137		282
Fifth Third Bancorp		19,811		742
First Republic Bank/CA		4,900		817
Franklin Resources Inc		7,550		223
Globe Life Inc		2,639		255
Goldman Sachs Group Inc/The		9,565		3,128
Hartford Financial Services Group Inc/The		9,886		660
Huntington Bancshares Inc/OH		28,414		447
Intercontinental Exchange Inc		15,605		1,743
Invesco Ltd		10,500		265
JPMorgan Chase & Co		84,676		12,890
KeyCorp		26,783		535
Lincoln National Corp		4,998		311
Loews Corp		6,462		331
M&T Bank Corp		3,625		550
MarketAxess Holdings Inc		1,000		498
Marsh & McLennan Cos Inc		14,159		1,725
MetLife Inc		20,839		1,267
Moody’s Corp		4,463		1,333
Morgan Stanley		41,604		3,231
MSCI Inc, Cl A		2,300		964
Nasdaq Inc, Cl A		3,200		472
Northern Trust Corp		5,809		611
People’s United Financial Inc		11,400		204
PNC Financial Services Group Inc/The		11,784		2,067
Principal Financial Group Inc, Cl A		7,157		429
Progressive Corp/The		16,285		1,557
Prudential Financial Inc		11,066		1,008
Raymond James Financial Inc		3,439		421
Regions Financial Corp		26,763		553
S&P Global Inc		6,651		2,347
State Street Corp		9,845		827

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
SVB Financial Group, Cl B *		1,400	$	691
Synchrony Financial		15,263		621
T Rowe Price Group Inc		6,340		1,088
Travelers Cos Inc/The		7,056		1,061
Truist Financial Corp		37,396		2,181
Unum Group		5,661		157
US Bancorp		37,923		2,097
W R Berkley Corp		3,800		286
Wells Fargo & Co		114,715		4,482
Willis Towers Watson PLC		3,621		829
Zions Bancorp NA		4,560		251
				105,678
Health Care — 12.9%
Abbott Laboratories		49,199		5,896
AbbVie Inc		49,050		5,308
ABIOMED Inc *		1,200		382
Agilent Technologies Inc		8,515		1,083
Alexion Pharmaceuticals Inc *		6,100		933
Align Technology Inc *		2,031		1,100
AmerisourceBergen Corp, Cl A		4,096		484
Amgen Inc, Cl A		16,022		3,986
Anthem Inc		6,827		2,451
Baxter International Inc		14,135		1,192
Becton Dickinson and Co		8,021		1,950
Biogen Inc *		4,249		1,189
Bio-Rad Laboratories Inc, Cl A *		600		343
Boston Scientific Corp *		39,312		1,519
Bristol-Myers Squibb Co		62,197		3,927
Cardinal Health Inc		8,159		496
Catalent Inc *		4,600		484
Centene Corp *		16,108		1,029
Cerner Corp		8,500		611
Cigna Corp		9,731		2,352
Cooper Cos Inc/The, Cl A		1,400		538
CVS Health Corp		36,376		2,736
Danaher Corp, Cl A		17,630		3,968
DaVita Inc *		2,005		216
DENTSPLY SIRONA Inc		6,209		396
Dexcom Inc *		2,648		952
Edwards Lifesciences Corp, Cl A *		17,449		1,459
Eli Lilly and Co		22,108		4,130
Gilead Sciences Inc		34,884		2,254
HCA Healthcare Inc		7,405		1,395
Henry Schein Inc *		3,900		270
Hologic Inc *		7,100		528
Humana Inc		3,558		1,492
IDEXX Laboratories Inc *		2,400		1,174
Illumina Inc *		4,000		1,536
Incyte Corp *		5,200		423
Intuitive Surgical Inc *		3,255		2,405
IQVIA Holdings Inc *		5,300		1,024
Johnson & Johnson		73,025		12,002

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Laboratory Corp of America Holdings *		2,663	$	679
McKesson Corp		4,429		864
Medtronic PLC		37,372		4,415
Merck & Co Inc		70,276		5,418
Mettler-Toledo International Inc *		650		751
PerkinElmer Inc		3,140		403
Perrigo Co PLC		3,704		150
Pfizer Inc		154,856		5,610
Quest Diagnostics Inc		3,724		478
Regeneron Pharmaceuticals Inc *		2,959		1,400
ResMed Inc		4,090		794
STERIS PLC		2,389		455
Stryker Corp		9,068		2,209
Teleflex Inc		1,273		529
Thermo Fisher Scientific Inc		10,969		5,006
UnitedHealth Group Inc		26,208		9,751
Universal Health Services Inc, Cl B		2,100		280
Varian Medical Systems Inc *		2,605		460
Vertex Pharmaceuticals Inc *		7,181		1,543
Viatris Inc, Cl W *		33,557		469
Waters Corp *		1,747		496
West Pharmaceutical Services Inc		2,100		592
Zimmer Biomet Holdings Inc		5,822		932
Zoetis Inc, Cl A		13,246		2,086
				121,383
Industrials — 8.8%
3M Co		16,076		3,098
A O Smith Corp		3,700		250
Alaska Air Group Inc		3,500		242
Allegion		2,570		323
American Airlines Group Inc		17,909		428
AMETEK Inc		6,400		817
Boeing Co/The *		15,177		3,866
Carrier Global Corp		22,744		960
Caterpillar Inc, Cl A		15,134		3,509
CH Robinson Worldwide Inc		3,705		354
Cintas Corp		2,468		842
Copart Inc *		5,800		630
CSX Corp		21,272		2,051
Cummins Inc		4,144		1,074
Deere & Co		8,742		3,271
Delta Air Lines Inc, Cl A *		17,813		860
Dover Corp		4,037		554
Eaton Corp PLC		11,108		1,536
Emerson Electric Co		16,715		1,508
Equifax Inc		3,430		621
Expeditors International of Washington Inc		4,761		513
Fastenal Co, Cl A		16,018		805
FedEx Corp		6,765		1,922
Fortive Corp		9,387		663
Fortune Brands Home & Security Inc		3,900		374
Generac Holdings Inc *		1,700		557

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
General Dynamics Corp		6,459	$	1,173
General Electric Co		243,309		3,195
Honeywell International Inc		19,277		4,184
Howmet Aerospace Inc		10,878		349
Huntington Ingalls Industries Inc, Cl A		1,134		233
IDEX Corp		2,100		440
IHS Markit Ltd		10,400		1,006
Illinois Tool Works Inc		7,965		1,764
Ingersoll Rand Inc *		10,433		513
Jacobs Engineering Group Inc		3,604		466
JB Hunt Transport Services Inc		2,251		378
Johnson Controls International PLC		19,999		1,193
Kansas City Southern		2,500		660
L3Harris Technologies Inc		5,709		1,157
Lockheed Martin Corp		6,876		2,541
Masco Corp		7,184		430
Nielsen Holdings PLC		9,700		244
Norfolk Southern Corp		7,030		1,888
Northrop Grumman Corp		4,341		1,405
Old Dominion Freight Line Inc, Cl A		2,700		649
Otis Worldwide Corp		11,322		775
PACCAR Inc		9,667		898
Parker-Hannifin Corp, Cl A		3,571		1,126
Pentair PLC		4,566		285
Quanta Services Inc		3,800		334
Raytheon Technologies Corp		42,160		3,258
Republic Services Inc		5,783		575
Robert Half International Inc		3,132		245
Rockwell Automation Inc		3,230		857
Rollins Inc		6,300		217
Roper Technologies Inc		2,865		1,156
Snap-on Inc		1,453		335
Southwest Airlines Co, Cl A		16,462		1,005
Stanley Black & Decker Inc		4,422		883
Teledyne Technologies Inc *		1,000		414
Textron Inc		6,407		359
Trane Technologies PLC		6,604		1,093
TransDigm Group Inc *		1,500		882
Union Pacific Corp		18,574		4,094
United Airlines Holdings Inc *		8,900		512
United Parcel Service Inc, Cl B		19,972		3,395
United Rentals Inc *		2,000		659
Verisk Analytics Inc, Cl A		4,489		793
Waste Management Inc		10,828		1,397
Westinghouse Air Brake Technologies Corp		4,990		395
WW Grainger Inc		1,231		494
Xylem Inc/NY		5,000		526
				82,458
Information Technology — 26.4%
Accenture PLC, Cl A		17,581		4,857
Adobe Inc *		13,269		6,308
Advanced Micro Devices Inc *		33,600		2,638

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Akamai Technologies Inc *		4,504	$	459
Amphenol Corp, Cl A		16,618		1,096
Analog Devices Inc		10,271		1,593
ANSYS Inc *		2,400		815
Apple Inc		438,162		53,522
Applied Materials Inc		25,450		3,400
Arista Networks Inc *		1,500		453
Autodesk Inc, Cl A *		6,066		1,681
Automatic Data Processing Inc		11,859		2,235
Broadcom Inc		11,316		5,247
Broadridge Financial Solutions Inc		3,244		497
Cadence Design Systems Inc *		7,800		1,068
CDW Corp/DE		3,900		646
Cisco Systems Inc/Delaware		117,161		6,058
Citrix Systems Inc		3,442		483
Cognizant Technology Solutions Corp, Cl A		14,705		1,149
Corning Inc, Cl B		21,308		927
DXC Technology Co		6,830		213
Enphase Energy Inc *		3,600		584
F5 Networks Inc, Cl A *		1,728		360
Fidelity National Information Services Inc, Cl B		17,265		2,428
Fiserv Inc, Cl A *		15,920		1,895
FleetCor Technologies Inc *		2,269		609
FLIR Systems Inc		3,500		198
Fortinet Inc *		3,812		703
Gartner Inc *		2,500		456
Global Payments Inc		8,227		1,658
Hewlett Packard Enterprise Co		36,091		568
HP Inc		34,991		1,111
Intel Corp		112,797		7,219
International Business Machines Corp		24,848		3,311
Intuit Inc		7,643		2,928
IPG Photonics Corp *		1,000		211
Jack Henry & Associates Inc		2,100		319
Juniper Networks Inc		9,000		228
Keysight Technologies Inc *		5,200		746
KLA Corp		4,225		1,396
Lam Research Corp		3,964		2,360
Leidos Holdings Inc		3,800		366
Mastercard Inc, Cl A		24,346		8,668
Maxim Integrated Products Inc		7,500		685
Microchip Technology Inc		7,304		1,134
Micron Technology Inc *		31,069		2,741
Microsoft Corp		209,415		49,374
Monolithic Power Systems Inc		1,200		424
Motorola Solutions Inc		4,689		882
NetApp Inc		6,285		457
NortonLifeLock Inc		16,247		345
NVIDIA Corp		17,229		9,199
NXP Semiconductors NV		7,700		1,550
Oracle Corp, Cl B		51,523		3,615

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Paychex Inc		8,969	$	879
Paycom Software Inc *		1,400		518
PayPal Holdings Inc *		32,492		7,890
Qorvo Inc *		3,100		566
QUALCOMM Inc		31,554		4,184
salesforce.com Inc *		25,521		5,407
Seagate Technology PLC		5,600		430
ServiceNow Inc *		5,406		2,704
Skyworks Solutions Inc		4,604		845
Synopsys Inc *		4,250		1,053
TE Connectivity Ltd		9,209		1,189
Teradyne Inc		4,600		560
Texas Instruments Inc		25,503		4,820
Trimble Inc *		7,000		545
Tyler Technologies Inc *		1,100		467
VeriSign Inc *		2,800		557
Visa Inc, Cl A		47,061		9,964
Western Digital Corp		8,574		572
Western Union Co/The		11,334		279
Xilinx Inc		6,853		849
Zebra Technologies Corp, Cl A *		1,500		728
				249,079
Materials — 2.7%
Air Products and Chemicals Inc		6,166		1,735
Albemarle Corp		3,300		482
Amcor PLC		43,532		509
Avery Dennison Corp		2,315		425
Ball Corp		9,172		777
Celanese Corp, Cl A		3,200		479
CF Industries Holdings Inc		5,850		265
Corteva Inc		20,573		959
Dow Inc		20,706		1,324
DuPont de Nemours Inc		14,970		1,157
Eastman Chemical Co		3,820		421
Ecolab Inc		6,875		1,472
FMC Corp		3,600		398
Freeport-McMoRan Inc, Cl B		40,409		1,331
International Flavors & Fragrances Inc		6,873		960
International Paper Co		10,874		588
Linde PLC		14,518		4,067
LyondellBasell Industries NV, Cl A		7,074		736
Martin Marietta Materials Inc, Cl A		1,719		577
Mosaic Co/The		9,709		307
Newmont Corp		22,325		1,346
Nucor Corp		8,395		674
Packaging Corp of America		2,700		363
PPG Industries Inc		6,590		990
Sealed Air Corp		4,328		198
Sherwin-Williams Co/The, Cl A		2,195		1,620
Vulcan Materials Co		3,649		616

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Westrock Co		7,384	$	384
				25,160
Real Estate — 2.4%
Alexandria Real Estate Equities Inc ‡		3,400		559
American Tower Corp, Cl A ‡		12,295		2,939
AvalonBay Communities Inc ‡		3,915		722
Boston Properties Inc ‡		4,000		405
CBRE Group Inc, Cl A *‡		9,409		744
Crown Castle International Corp ‡		12,004		2,066
Digital Realty Trust Inc, Cl A ‡		7,769		1,094
Duke Realty Corp ‡		10,400		436
Equinix Inc ‡		2,439		1,658
Equity Residential ‡		9,544		684
Essex Property Trust Inc ‡		1,800		489
Extra Space Storage Inc ‡		3,700		490
Federal Realty Investment Trust ‡		1,800		183
Healthpeak Properties Inc ‡		15,200		482
Host Hotels & Resorts Inc ‡		19,674		332
Iron Mountain Inc ‡		8,038		298
Kimco Realty Corp ‡		11,613		218
Mid-America Apartment Communities Inc ‡		3,200		462
Prologis Inc ‡		20,620		2,186
Public Storage ‡		4,166		1,028
Realty Income Corp ‡		10,400		660
Regency Centers Corp ‡		4,399		250
SBA Communications Corp, Cl A ‡		3,049		846
Simon Property Group Inc ‡		8,906		1,013
UDR Inc ‡		8,200		360
Ventas Inc ‡		10,432		556
Vornado Realty Trust ‡		4,377		199
Welltower Inc ‡		11,600		831
Weyerhaeuser Co ‡		20,761		739
				22,929
Utilities — 2.6%
AES Corp/The		18,690		501
Alliant Energy Corp		6,900		374
Ameren Corp		6,953		566
American Electric Power Co Inc		13,815		1,170
American Water Works Co Inc		5,000		749
Atmos Energy Corp		3,400		336
CenterPoint Energy Inc		15,485		351
CMS Energy Corp		8,001		490
Consolidated Edison Inc		9,533		713
Dominion Energy Inc		22,487		1,708
DTE Energy Co		5,445		725
Duke Energy Corp		21,316		2,058
Edison International		10,657		624
Entergy Corp		5,526		550
Evergy Inc		6,299		375
Eversource Energy		9,535		826
Exelon Corp		27,055		1,183

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
FirstEnergy Corp		15,023	$	521
NextEra Energy Inc		54,380		4,112
NiSource Inc		10,444		252
NRG Energy Inc		6,613		249
Pinnacle West Capital Corp		3,149		256
PPL Corp		21,571		622
Public Service Enterprise Group Inc		14,130		851
Sempra Energy		8,445		1,120
Southern Co/The		29,435		1,830
WEC Energy Group Inc		8,819		825

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		14,736	$	980
				24,917
Total Common Stock (Cost $267,301) ($ Thousands)				933,527
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		6,427,474		6,427
Total Cash Equivalent (Cost $6,427) ($ Thousands)				6,427
Total Investments in Securities — 99.7%   (Cost $273,728) ($ Thousands)			$	939,954

A list of the open futures contracts held by the Fund at March 31, 2021, 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		38		Jun-2021	$	7,498	$	7,538	$                40

Percentages are based on Net Assets of $942,319 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

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

^‡ Real Estate Investment Trust.

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, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

As of March 31, 2021, 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.

Other Financial Instruments	Level 1   ($)		Level 2   ($)		Level 3   ($)		Total       ($)
Futures Contracts*
Unrealized Appreciation		40		–		–		40
Total Other Financial Instruments		60		–		–		40

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

Financial Statements.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

S&P 500 Index Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2020 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$      349	$    1,842	$    (2,191)	$—	$—	$ —	—	$3	$ —
SEI Daily Income Trust, Government Fund, Cl F	12,428	45,940	(51,941)	—	—	6,427	6,427,474	1	—
Totals	$12,777	$47,782	$(54,132)	$—	$—	$6,427		$4	$—

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, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.1%
Communication Services — 3.1%
Boingo Wireless Inc *		18,460	$	260
Boston Omaha Corp, Cl A *		6,651		197
Cable One Inc		709		1,296
Cars.com Inc *		31,960		414
Cinemark Holdings Inc		109,386		2,233
Cogent Communications Holdings Inc		33,336		2,292
comScore Inc *		61,033		223
Consolidated Communications Holdings Inc *		99,586		717
EW Scripps Co/The, Cl A		30,926		596
Iridium Communications Inc *		16,191		668
Liberty Latin America Ltd, Cl A *		13,280		170
Lions Gate Entertainment Corp, Cl A *(A)		272,867		4,079
MediaAlpha Inc, Cl A *		8,100		287
MSG Networks Inc *		41,543		625
Nexstar Media Group Inc, Cl A		13,784		1,936
Ooma Inc *		30,733		487
QuinStreet Inc *		54,671		1,110
TechTarget Inc *		4,768		331
TEGNA Inc		122,513		2,307
TripAdvisor Inc *		9,393		505
TrueCar Inc *		122,527		586
				21,319
Consumer Discretionary — 15.9%
1-800-Flowers.com Inc, Cl A *		22,280		615
Aaron’s Co Inc/The		66,029		1,696
Abercrombie & Fitch Co, Cl A *		26,277		902
Academy Sports & Outdoors Inc *		51,800		1,398
Advance Auto Parts Inc		8,299		1,523
American Axle & Manufacturing Holdings Inc *		22,340		216
American Eagle Outfitters Inc		104,368		3,052
American Outdoor Brands Inc *		30,348		765
American Public Education Inc *		36,088		1,286
America’s Car-Mart Inc/TX *		4,918		749
At Home Group Inc *		28,437		816
Bally’s Corp		12,515		813
Beazer Homes USA Inc, Cl A *		13,247		277
Biglari Holdings Inc, Cl B *		1,426		189
Bloomin’ Brands Inc		49,985		1,352
Boyd Gaming Corp *		9,881		583
Brinker International Inc		16,985		1,207
Brunswick Corp/DE		28,098		2,680
Buckle Inc/The		16,590		652
Caleres Inc		29,580		645
Callaway Golf Co		37,460		1,002
Carriage Services Inc		35,589		1,252
Carter’s Inc		12,683		1,128
Cato Corp/The, Cl A		38,430		461
Century Communities Inc *		22,258		1,343

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Churchill Downs Inc		2,459	$	559
Chuy’s Holdings Inc *		16,925		750
Citi Trends Inc		8,845		741
Cooper-Standard Holdings Inc *		44,867		1,630
Core-Mark Holding Co Inc, Cl A		48,316		1,869
Crocs Inc *		9,396		756
Dave & Buster’s Entertainment Inc		14,589		699
Deckers Outdoor Corp *		3,963		1,309
Del Taco Restaurants Inc		15,540		149
Dick’s Sporting Goods Inc		7,018		534
Domino’s Pizza Inc		3,609		1,327
Dorman Products Inc *		6,476		665
El Pollo Loco Holdings Inc *		48,231		777
Ethan Allen Interiors Inc		50,330		1,390
Fiesta Restaurant Group Inc *		20,350		256
Fisker Inc *(A)		21,284		366
Five Below Inc *		3,150		601
Funko Inc, Cl A *		25,500		502
Genesco Inc *		3,350		159
Goodyear Tire & Rubber Co/The		44,916		789
Green Brick Partners Inc *		47,568		1,079
GrowGeneration Corp *		13,145		653
Hamilton Beach Brands Holding Co, Cl A		20,555		373
Haverty Furniture Cos Inc		36,326		1,351
Hibbett Sports Inc *		10,063		693
Hooker Furniture Corp		31,656		1,154
Inspired Entertainment Inc *		72,100		670
Installed Building Products Inc		6,222		690
Johnson Outdoors Inc, Cl A		10,311		1,472
KB Home		33,971		1,581
Kontoor Brands Inc		10,964		532
Lands’ End Inc *		5,740		142
Lifetime Brands Inc		38,080		559
Lithia Motors Inc, Cl A		3,270		1,276
Lovesac Co/The *		18,560		1,050
Lumber Liquidators Holdings Inc *		6,060		152
M/I Homes Inc *		13,521		799
Magnite Inc *		8,746		364
Marine Products Corp		9,863		160
MarineMax Inc *		6,850		338
Marriott Vacations Worldwide Corp		3,111		542
Mattel Inc *		29,778		593
MDC Holdings Inc		9,506		565
Modine Manufacturing Co *		308,036		4,550
Monro Inc		29,327		1,930
Motorcar Parts of America *		8,030		181
Movado Group Inc		18,066		514
Murphy USA Inc		13,183		1,906
Nautilus Inc *		10,130		158
Noodles & Co, Cl A *		23,355		242
Norwegian Cruise Line Holdings Ltd *(A)		72,423		1,998
Oxford Industries Inc, Cl A		9,971		872

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Papa John’s International Inc, Cl A		5,843	$	518
Penn National Gaming Inc *		6,074		637
Penske Automotive Group Inc, Cl A		7,137		573
Pool Corp		4,404		1,520
Purple Innovation Inc, Cl A *		7,102		225
Rent-A-Center Inc/TX		28,068		1,618
Revolve Group Inc, Cl A *		11,009		495
Rocky Brands Inc		8,591		464
SeaWorld Entertainment Inc *		10,903		542
Shake Shack Inc, Cl A *		6,054		683
Shoe Carnival Inc		14,989		928
Shutterstock Inc		33,810		3,010
Skechers USA Inc, Cl A *		12,955		540
Skyline Champion Corp *		14,530		658
Sleep Number Corp *		5,206		747
Smith & Wesson Brands Inc		8,251		144
Sonos Inc *		41,100		1,540
Sportsman’s Warehouse Holdings Inc *		29,999		517
Steven Madden Ltd		20,869		778
Superior Group of Cos Inc		13,017		331
Taylor Morrison Home Corp, Cl A *		78,818		2,428
Tempur Sealy International Inc		15,781		577
Tenneco Inc, Cl A *		17,500		188
Texas Roadhouse Inc, Cl A *		6,035		579
Thor Industries Inc		3,980		536
Tilly’s Inc, Cl A *		104,470		1,183
Tractor Supply Co		11,393		2,017
Travel + Leisure Co		8,175		500
Turtle Beach Corp *		27,150		724
Unifi Inc *		56,178		1,548
Urban Outfitters Inc *		79,389		2,952
Vera Bradley Inc *		68,425		691
Vista Outdoor Inc *		45,060		1,445
VOXX International Corp, Cl A *		19,307		368
Waitr Holdings Inc *		229,950		674
Weyco Group Inc		8,886		192
Wingstop Inc, Cl A		7,185		914
Winmark Corp		4,492		837
XPEL Inc *		25,952		1,348
YETI Holdings Inc *		10,348		747
Zumiez Inc *		14,742		632
				109,117
Consumer Staples — 4.9%
Calavo Growers Inc		19,399		1,506
Cal-Maine Foods Inc		16,361		629
Casey’s General Stores Inc		7,755		1,677
Celsius Holdings Inc *		12,066		580
Central Garden & Pet Co, Cl A *		31,515		1,746
Darling Ingredients Inc *		16,218		1,193
elf Beauty Inc *		24,595		660
Energizer Holdings Inc		12,825		609
Freshpet Inc *		4,507		716

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hain Celestial Group Inc/The *		12,352	$	539
Hostess Brands Inc, Cl A *		70,063		1,005
Ingles Markets Inc, Cl A		12,340		761
Ingredion Inc		19,702		1,772
Inter Parfums Inc		10,100		716
Lamb Weston Holdings Inc		17,609		1,364
Landec Corp *		19,377		205
Lifevantage Corp *		74,613		698
Medifast Inc		5,271		1,116
MGP Ingredients Inc		15,354		908
Natural Grocers by Vitamin Cottage Inc		51,454		903
Pilgrim’s Pride Corp *		155,282		3,694
Sanderson Farms Inc		10,536		1,641
SpartanNash Co		30,485		598
Spectrum Brands Holdings Inc		7,747		658
Tootsie Roll Industries Inc		34,702		1,150
TreeHouse Foods Inc *		40,874		2,135
Turning Point Brands Inc		24,577		1,282
United Natural Foods Inc *		13,080		431
Utz Brands Inc		22,247		551
Village Super Market Inc, Cl A		22,923		540
WD-40 Co		2,159		661
Weis Markets Inc		19,991		1,130
				33,774
Energy — 3.0%
Berry Corp		32,860		181
Bonanza Creek Energy Inc *		24,965		892
Cabot Oil & Gas Corp		112,230		2,108
Cactus Inc, Cl A		37,500		1,148
ChampionX Corp *		33,646		731
Cimarex Energy Co		60,973		3,621
Clean Energy Fuels Corp *		30,422		418
Delek US Holdings Inc		193,244		4,209
DHT Holdings Inc		29,980		178
Diamondback Energy Inc, Cl A		28,141		2,068
DMC Global Inc		8,913		484
Helmerich & Payne Inc		25,612		690
HollyFrontier Corp		18,320		655
National Energy Services Reunited Corp *		20,990		260
PDC Energy Inc, Cl A *		26,422		909
Peabody Energy Corp *		35,170		108
ProPetro Holding Corp *		36,655		391
RPC Inc *		34,660		187
Scorpio Tankers Inc		17,160		317
Select Energy Services Inc, Cl A *		34,427		171
Solaris Oilfield Infrastructure Inc, Cl A		17,980		220
Talos Energy Inc *		17,434		210
Texas Pacific Land Corp		356		566
				20,722
Financials — 18.9%
Affiliated Managers Group Inc		6,554		977

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Amalgamated Financial Corp		21,600	$	358
Amerant Bancorp Inc, Cl A *		7,966		148
American Equity Investment Life Holding Co		88,923		2,804
Argo Group International Holdings Ltd		28,204		1,419
Artisan Partners Asset Management Inc, Cl A		16,185		844
Atlantic Capital Bancshares Inc *		16,935		408
B Riley Financial Inc		6,551		369
Banc of California Inc		36,251		655
Banco Latinoamericano de Comercio Exterior SA, Cl E		12,680		192
Bancorp Inc/The *		14,058		291
Bank of Marin Bancorp		10,419		408
Bank of NT Butterfield & Son Ltd/The		50,867		1,944
Bank OZK		51,428		2,101
BankUnited Inc		183,162		8,050
Blackstone Mortgage Trust Inc, Cl A ‡		15,390		477
Bridgewater Bancshares Inc *		14,250		230
BRP Group Inc, Cl A *		11,981		326
Cadence BanCorp, Cl A		36,563		758
Capital Bancorp Inc *		11,076		214
Caretrust ‡		29,839		695
Carter Bankshares Inc *		22,130		309
Central Pacific Financial Corp		42,964		1,146
Chimera Investment Corp ‡		19,000		241
CNO Financial Group Inc		207,866		5,049
Cohen & Steers Inc		28,023		1,831
Community Bankers Trust Corp		17,670		156
Community Financial Corp/The		6,538		224
Cowen Inc, Cl A		15,014		528
Crawford & Co, Cl A		36,940		393
Curo Group Holdings Corp		12,663		185
Customers Bancorp Inc *		41,864		1,332
Donnelley Financial Solutions Inc *		32,751		911
Dynex Capital Inc ‡		34,852		660
Enova International Inc *		9,740		346
ESSA Bancorp Inc		10,706		171
EZCORP Inc, Cl A *		68,000		338
FactSet Research Systems Inc		4,168		1,286
Farmers National Banc Corp		21,760		363
Federated Hermes Inc, Cl B		19,937		624
First Bancshares Inc/The		5,573		204
First Citizens BancShares Inc/NC, Cl A		716		598
First Commonwealth Financial Corp		188,987		2,716
First Community Bankshares Inc		45,619		1,368
First Financial Bankshares Inc, Cl A		16,757		783
First Financial Corp/IN		6,440		290
First Horizon Corp		285,435		4,827
First Midwest Bancorp Inc/IL		111,360		2,440
First of Long Island Corp/The		13,501		287
Flagstar Bancorp Inc		19,168		864
Flushing Financial Corp		26,923		572

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
FNB Corp/PA		524,247	$	6,658
Glacier Bancorp Inc, Cl A		9,736		556
Globe Life Inc		12,562		1,214
Granite Point Mortgage Trust Inc ‡		43,007		515
Greenhill & Co Inc		25,637		423
Greenlight Capital Re Ltd, Cl A *		19,430		169
Hanmi Financial Corp		17,010		336
Hanover Insurance Group Inc/The, Cl A		13,320		1,724
HarborOne Bancorp Inc		74,190		999
HBT Financial Inc		23,580		404
HCI Group Inc		10,970		843
Hercules Capital Inc, Cl A		99,630		1,597
Heritage Commerce Corp		15,911		194
Heritage Insurance Holdings Inc		18,210		202
Hilltop Holdings Inc		23,298		795
Home BancShares Inc/AR		79,031		2,138
HomeTrust Bancshares Inc		13,650		332
Independent Bank Corp/MI		8,850		209
Interactive Brokers Group Inc, Cl A		6,984		510
Kemper Corp, Cl A		11,820		942
LPL Financial Holdings Inc		5,069		721
Macatawa Bank Corp		36,993		368
MarketAxess Holdings Inc		1,998		995
Mercantile Bank Corp		7,970		259
Merchants Bancorp/IN		21,737		912
Metropolitan Bank Holding Corp *		7,379		372
MGIC Investment Corp		143,739		1,991
Moelis & Co, Cl A		13,522		742
Morningstar Inc, Cl A		5,407		1,217
Mr Cooper Group Inc *		13,086		455
Nelnet Inc, Cl A		3,791		276
Northeast Bank		8,680		229
OFG Bancorp		90,969		2,058
OneMain Holdings Inc, Cl A		11,016		592
OP Bancorp		15,158		159
Oportun Financial Corp *		11,720		243
Origin Bancorp Inc		25,937		1,100
Pacific Premier Bancorp Inc		18,725		813
PacWest Bancorp		128,068		4,886
PCSB Financial Corp		19,520		324
Peapack-Gladstone Financial Corp		10,530		325
Peoples Bancorp Inc/OH		30,640		1,016
Pinnacle Financial Partners Inc		38,272		3,393
Piper Sandler Cos		7,046		773
Popular Inc		7,598		534
Premier Financial Corp		24,568		817
Professional Holding Corp, Cl A *		10,139		186
Prosperity Bancshares Inc		21,474		1,608
Provident Bancorp Inc		14,136		204
Provident Financial Services Inc		31,934		711
Pzena Investment Management Inc, Cl A		33,840		356
RBB Bancorp		22,380		454

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Ready Capital Corp ‡		10,327	$	139
Regional Management Corp		6,593		229
Reliant Bancorp Inc		27,679		795
Richmond Mutual BanCorp Inc		12,940		175
Safeguard Scientifics Inc *		55,761		380
Selectquote Inc *		44,662		1,318
ServisFirst Bancshares Inc		13,963		856
Signature Bank/New York NY, Cl B		3,295		745
Silvercrest Asset Management Group Inc, Cl A		10,380		149
StepStone Group Inc, Cl A		42,675		1,505
Sterling Bancorp/DE		103,926		2,392
Stewart Information Services Corp		13,714		714
Towne Bank/Portsmouth VA		25,025		761
Trean Insurance Group Inc *		17,210		278
TriState Capital Holdings Inc *		15,768		364
UMB Financial Corp		7,610		703
Umpqua Holdings Corp		324,780		5,700
United Community Banks Inc/GA		22,597		771
Unity Bancorp Inc		8,980		198
Universal Insurance Holdings Inc		11,230		161
Univest Financial Corp		65,422		1,870
Virtus Investment Partners Inc		3,364		792
Waterstone Financial Inc		58,405		1,193
Western Alliance Bancorp		25,941		2,450
WisdomTree Investments Inc		47,480		297
				129,494
Health Care — 10.3%
Abeona Therapeutics Inc *		186,340		350
Acadia Healthcare Co Inc, Cl A *		10,749		614
Accuray Inc *		67,774		336
Aclaris Therapeutics Inc *		28,765		725
AdaptHealth Corp, Cl A *		18,285		672
Affimed NV *		151,129		1,195
Agenus Inc *		219,838		598
Albireo Pharma Inc *		6,240		220
Alphatec Holdings Inc *		39,162		618
AMN Healthcare Services Inc *		25,875		1,907
AnaptysBio Inc *		37,990		819
Anika Therapeutics Inc *		13,093		534
Apyx Medical Corp *		28,295		273
Ardelyx Inc *		25,938		172
Atreca Inc, Cl A *		10,931		168
Avid Bioservices Inc *		25,216		460
Avidity Biosciences Inc *		31,920		696
BioDelivery Sciences International Inc *		251,230		982
Blueprint Medicines Corp *		5,716		556
Cassava Sciences Inc *(A)		7,746		348
Castle Biosciences Inc *		7,652		524
Chemed Corp		3,172		1,459
Chiasma Inc *		49,387		155
Co-Diagnostics Inc *(A)		47,707		455

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Computer Programs and Systems Inc		8,980	$	275
Covetrus Inc *		21,335		639
Cross Country Healthcare Inc *		32,537		406
Cutera Inc *		26,305		790
CytomX Therapeutics Inc *		20,240		156
CytoSorbents Corp *		29,819		259
Denali Therapeutics Inc *		11,554		660
Dynavax Technologies Corp *		47,290		465
Eagle Pharmaceuticals Inc/DE *		7,648		319
Eargo Inc *		18,715		935
Electromed Inc *		26,216		276
Encompass Health Corp		18,110		1,483
Ensign Group Inc/The		43,286		4,062
Envista Holdings Corp *		38,404		1,567
Enzo Biochem Inc *		115,676		398
Evolent Health Inc, Cl A *		33,829		683
Five Prime Therapeutics Inc *		7,490		282
Fluidigm Corp *		35,140		159
Forma Therapeutics Holdings Inc *		10,220		286
G1 Therapeutics Inc *		9,327		224
Generation Bio Co *		15,751		448
Glaukos Corp *		6,491		545
Halozyme Therapeutics Inc *		8,796		367
Harpoon Therapeutics Inc *		8,046		168
HealthStream Inc *		17,680		395
Heska Corp *		7,827		1,319
Inari Medical Inc *		7,206		771
Innoviva Inc *		45,950		549
Inovalon Holdings Inc, Cl A *		26,661		767
Inspire Medical Systems Inc *		5,196		1,076
Integra LifeSciences Holdings Corp *		28,724		1,985
Intersect ENT Inc *		15,000		313
Invacare Corp		25,330		203
iRadimed Corp *		8,441		218
KalVista Pharmaceuticals Inc *		14,317		368
Kindred Biosciences Inc *		34,426		171
Kiniksa Pharmaceuticals Ltd, Cl A *		7,285		135
LeMaitre Vascular Inc		16,483		804
Luminex Corp		59,658		1,903
Marinus Pharmaceuticals Inc *		19,086		295
Medpace Holdings Inc *		5,015		823
MeiraGTx Holdings plc *		24,050		347
Meridian Bioscience Inc *		12,984		341
Minerva Neurosciences Inc *		70,990		207
Mirum Pharmaceuticals Inc *		8,836		175
Mustang Bio Inc *		52,838		175
Neoleukin Therapeutics Inc *		13,200		163
NuVasive Inc *		13,539		888
Omnicell Inc *		4,586		596
OptimizeRx Corp *		15,368		749
Organogenesis Holdings Inc, Cl A *		69,249		1,262
Outset Medical Inc *		23,430		1,274

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Owens & Minor Inc		40,686	$	1,529
Pacific Biosciences of California Inc *		16,766		558
Pennant Group Inc/The *		13,207		605
Pieris Pharmaceuticals Inc *		62,273		160
PMV Pharmaceuticals Inc *		3,050		100
Praxis Precision Medicines Inc *		9,170		300
Precision BioSciences Inc *		21,160		219
Prestige Consumer Healthcare Inc, Cl A *		30,049		1,325
Protagonist Therapeutics Inc *		23,029		596
Prothena Corp PLC *		19,080		479
Pulmonx Corp *		9,529		436
Quanterix Corp *		10,796		631
Quest Diagnostics Inc		11,336		1,455
Quotient Ltd *		40,424		149
R1 RCM Inc *		45,324		1,119
RAPT Therapeutics Inc *		9,436		210
Rigel Pharmaceuticals Inc *		142,406		487
Rocket Pharmaceuticals Inc *		7,773		345
Rubius Therapeutics Inc *		17,600		466
Scholar Rock Holding Corp *		8,091		410
Select Medical Holdings Corp *		46,469		1,585
Sharps Compliance Corp *		11,950		172
SIGA Technologies Inc *		57,085		371
Spectrum Pharmaceuticals Inc *		100,256		327
Spero Therapeutics Inc *		10,209		150
STERIS PLC		9,294		1,770
Surgery Partners Inc *		13,606		602
Surmodics Inc *		6,790		381
Syros Pharmaceuticals Inc *		34,962		262
Tenet Healthcare Corp *		27,206		1,415
TG Therapeutics Inc *		9,188		443
Ultragenyx Pharmaceutical Inc *		4,890		557
Utah Medical Products Inc		1,976		171
Vapotherm Inc *		7,004		168
Vericel Corp *		8,424		468
Viemed Healthcare Inc *		106,934		1,082
Voyager Therapeutics Inc *		30,880		145
				70,608
Industrials — 17.2%
ABM Industries Inc		36,159		1,845
ACCO Brands Corp		521,799		4,404
Advanced Drainage Systems Inc		14,784		1,529
AeroVironment Inc *		3,548		412
AGCO Corp		4,998		718
Air Lease Corp, Cl A		22,289		1,092
Allegiant Travel Co, Cl A *		2,293		560
Allied Motion Technologies Inc		3,590		184
Altra Industrial Motion Corp		37,870		2,095
ArcBest Corp		12,124		853
Atkore Inc *		23,948		1,722
Atlas Air Worldwide Holdings Inc *		14,959		904
Avis Budget Group Inc *		8,300		602

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Badger Meter Inc		15,324	$	1,426
Beacon Roofing Supply Inc *		15,932		834
Builders FirstSource Inc *		31,768		1,473
BWX Technologies Inc, Cl W		44,679		2,946
CAI International Inc		40,313		1,835
Carlisle Cos Inc		8,953		1,474
CECO Environmental Corp *		34,573		274
Chart Industries Inc *		3,880		552
CIRCOR International Inc *		19,621		683
Clean Harbors Inc *		19,441		1,634
Cornerstone Building Brands Inc *		108,403		1,521
Covenant Logistics Group Inc, Cl A *		26,918		554
CRA International Inc		15,976		1,192
Daseke Inc *		29,320		249
Ducommun Inc *		13,275		797
DXP Enterprises Inc/TX *		22,615		682
EMCOR Group Inc		11,896		1,334
Energy Recovery Inc *		77,498		1,421
Enerpac Tool Group Corp, Cl A		28,723		750
Ennis Inc		32,768		700
EnPro Industries Inc		12,784		1,090
Evoqua Water Technologies Corp *		28,000		736
Franklin Covey Co *		15,530		439
Franklin Electric Co Inc		8,889		702
Great Lakes Dredge & Dock Corp *		24,150		352
Griffon Corp		24,889		676
Harsco Corp *		44,916		770
HC2 Holdings Inc *		63,610		251
Heidrick & Struggles International Inc		10,869		388
Helios Technologies Inc		9,459		689
Herc Holdings Inc *		5,713		579
Hexcel Corp, Cl A		18,726		1,049
Hillenbrand Inc		29,506		1,408
Huntington Ingalls Industries Inc, Cl A		8,750		1,801
Huron Consulting Group Inc *		20,495		1,033
Insteel Industries Inc		5,891		182
ITT Inc		21,240		1,931
JetBlue Airways Corp *		191,611		3,897
John Bean Technologies Corp, Cl A		4,997		666
KBR Inc		15,000		576
Kelly Services Inc, Cl A		23,053		513
Kforce Inc		13,965		749
Korn Ferry		28,181		1,758
Landstar System Inc		8,150		1,345
Limbach Holdings Inc *		29,636		313
Manitowoc Co Inc/The *		12,260		253
ManTech International Corp/VA, Cl A		16,854		1,466
Masonite International Corp *		20,579		2,372
MasTec Inc *		7,060		662
Matson Inc		19,919		1,329
Mesa Air Group Inc *		10,668		144
Middleby Corp/The *		3,263		541

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Miller Industries Inc/TN		5,529	$	255
Montrose Environmental Group Inc *		14,553		730
MRC Global Inc *		63,240		571
MSC Industrial Direct Co Inc, Cl A		22,028		1,987
MYR Group Inc *		10,411		746
Nordson Corp		5,909		1,174
Northwest Pipe Co *		15,641		523
nVent Electric PLC		35,260		984
Oshkosh Corp		5,110		606
Park Aerospace Corp		43,210		571
Powell Industries Inc		23,359		791
Primoris Services Corp		38,577		1,278
Quanex Building Products Corp		52,713		1,383
Quanta Services Inc		6,436		566
Regal Beloit		18,370		2,621
Resideo Technologies Inc *		31,353		886
Resources Connection Inc		25,631		347
REV Group Inc		38,174		731
Rexnord Corp		33,391		1,572
Robert Half International Inc		6,954		543
Rush Enterprises Inc, Cl A		15,489		772
Saia Inc *		3,555		820
Shyft Group Inc/The		27,864		1,037
Simpson Manufacturing Co Inc		6,412		665
SiteOne Landscape Supply Inc *		4,697		802
Snap-on Inc		9,060		2,090
SP Plus Corp *		6,803		223
SPX FLOW Inc		22,153		1,403
Standex International Corp		22,100		2,112
Sterling Construction Co Inc *		16,440		381
Systemax Inc		26,848		1,104
Team Inc *		68,178		786
Terex Corp		18,598		857
Tetra Tech Inc		12,868		1,746
Textainer Group Holdings Ltd *		60,148		1,723
Triton International Ltd		20,817		1,145
Tutor Perini Corp *		34,800		660
UFP Industries Inc		11,171		847
UniFirst Corp/MA		6,638		1,485
Universal Logistics Holdings Inc		7,080		186
Upwork Inc *		24,044		1,077
US Xpress Enterprises Inc, Cl A *		16,512		194
Valmont Industries Inc		2,947		700
Vectrus Inc *		5,700		305
Veritiv Corp *		11,420		486
Vicor Corp *		7,429		632
Vidler Water Resouces Inc *		17,824		159
Wabash National Corp		32,734		615
WESCO International Inc *		45,087		3,901

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Willdan Group Inc *		7,290	$	299
				117,988
Information Technology — 12.6%
A10 Networks Inc *		126,823		1,219
Agilysys Inc *		3,537		170
Alliance Data Systems Corp		33,369		3,740
Alpha & Omega Semiconductor Ltd *		25,899		847
Ambarella Inc *		5,694		572
American Software Inc/GA, Cl A		20,197		418
AudioCodes Ltd		49,947		1,348
Avaya Holdings Corp *		21,546		604
Avid Technology Inc *		41,362		873
Belden Inc		8,624		383
Blackline Inc *		5,398		585
BM Technologies Inc *		2,934		34
Brightcove Inc *		87,088		1,752
Broadridge Financial Solutions Inc		8,816		1,350
Brooks Automation Inc		8,887		726
CACI International Inc, Cl A *		4,841		1,194
Calix Inc *		31,550		1,094
Cambium Networks Corp *		16,442		768
Casa Systems Inc *		83,836		799
ChannelAdvisor Corp *		34,631		816
CMC Materials Inc		9,724		1,719
Cognex Corp		12,034		999
Cohu Inc		9,550		400
CommVault Systems Inc *		12,949		835
Comtech Telecommunications Corp		14,910		370
Cornerstone OnDemand Inc *		13,399		584
Cree Inc *		3,818		413
CyberOptics Corp *		12,876		334
Digi International Inc *		18,272		347
Digital Turbine Inc *		15,247		1,225
Diodes Inc *		6,330		505
DSP Group Inc *		48,070		685
Echo Global Logistics Inc *		20,255		636
eGain Corp *		24,397		232
ExlService Holdings Inc *		11,001		992
Extreme Networks Inc *		77,713		680
FARO Technologies Inc *		6,541		566
FormFactor Inc *		17,521		790
Genasys Inc *		44,101		295
GSI Technology Inc *		32,018		214
Hackett Group Inc/The		50,097		821
Harmonic Inc, Cl A *		175,569		1,376
Ichor Holdings Ltd *		15,770		848
II-VI Inc *		8,446		577
International Money Express Inc *		59,077		887
J2 Global Inc *		31,467		3,772
Jabil Inc		10,700		558
Jack Henry & Associates Inc		7,579		1,150
Kimball Electronics Inc *		8,329		215

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lattice Semiconductor Corp *		17,266	$	777
Littelfuse Inc		7,820		2,068
LiveRamp Holdings Inc *		10,162		527
MACOM Technology Solutions Holdings Inc *		27,777		1,612
Manhattan Associates Inc *		4,024		472
MAXIMUS Inc		16,291		1,451
Mitek Systems Inc *		38,226		557
Napco Security Technologies Inc *		15,801		550
NCR Corp *		74,140		2,813
NeoPhotonics Corp *		102,414		1,224
nLight Inc *		28,636		928
PDF Solutions Inc *		8,739		155
Photronics Inc *		79,355		1,021
Power Integrations Inc		21,554		1,756
QAD Inc, Cl A		2,509		167
Rackspace Technology Inc *		79,148		1,882
Ribbon Communications Inc *		51,660		424
Rimini Street Inc *		91,024		817
Rogers Corp *		11,979		2,255
Sabre Corp *		34,992		518
Sailpoint Technologies Holdings Inc *		8,594		435
Sanmina Corp *		13,793		571
Sapiens International Corp NV		19,939		634
ScanSource Inc *		6,070		182
SecureWorks Corp, Cl A *		64,428		862
Semtech Corp *		9,651		666
Silicon Motion Technology Corp ADR		46,397		2,756
SMART Global Holdings Inc *		28,814		1,326
Sprout Social Inc, Cl A *		11,948		690
SPS Commerce Inc *		6,032		599
StarTek Inc *		32,064		255
Super Micro Computer Inc *		71,106		2,777
Sykes Enterprises Inc *		16,125		711
Synaptics Inc *		6,231		844
SYNNEX Corp		5,333		612
Tenable Holdings Inc *		14,988		542
Teradata Corp *		11,896		459
TTEC Holdings Inc		15,710		1,578
Ultra Clean Holdings Inc *		10,759		624
Universal Display Corp		7,483		1,772
Veeco Instruments Inc *		17,574		365
Viavi Solutions Inc *		104,095		1,634
Vishay Intertechnology Inc		34,023		819
Workiva Inc, Cl A *		4,471		395
				86,399
Materials — 6.0%
Alamos Gold Inc, Cl A		77,709		607
Alcoa Corp *		17,137		557
American Vanguard Corp, Cl B		14,600		298
Amyris Inc *(A)		28,120		537
Avient Corp		16,884		798

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
B2Gold Corp		447,146	$	1,927
Balchem Corp		5,396		677
Boise Cascade Co		24,764		1,482
Cabot Corp		14,345		752
Century Aluminum Co *		103,814		1,833
Clearwater Paper Corp *		6,950		262
Commercial Metals Co, Cl A		204,819		6,317
Domtar Corp		63,503		2,346
Element Solutions Inc		28,202		516
Forterra Inc *		53,049		1,233
Gold Resource Corp		72,971		193
Hawkins Inc		5,804		195
Ingevity Corp *		9,776		738
Innospec Inc		8,301		852
Koppers Holdings Inc *		18,557		645
Livent Corp *		60,732		1,052
Louisiana-Pacific Corp		32,858		1,822
MP Materials Corp *(A)		11,635		418
Myers Industries Inc		12,449		246
O-I Glass Inc, Cl I		70,560		1,040
Olin Corp		24,002		911
Quaker Chemical Corp		5,518		1,345
Ranpak Holdings Corp, Cl A *		18,180		365
Reliance Steel & Aluminum Co		13,781		2,099
Resolute Forest Products Inc *		66,854		732
Ryerson Holding Corp *		49,426		842
Schnitzer Steel Industries Inc, Cl A		32,335		1,351
Silgan Holdings Inc		17,946		754
Stepan Co		5,333		678
TimkenSteel Corp *		25,640		301
Tredegar Corp		15,620		234
Trinseo SA		12,949		825
US Concrete Inc *		7,799		572
Valvoline Inc		42,869		1,118
W R Grace & Co		22,079		1,322
				40,792
Real Estate — 2.3%
Alexandria Real Estate Equities Inc ‡		9,166		1,506
American Campus Communities Inc ‡		23,164		1,000
Americold Realty Trust ‡		35,870		1,380
Broadstone Net Lease Inc, Cl A ‡		15,630		286
Columbia Property Trust Inc ‡		59,552		1,018
Corporate Office Properties Trust ‡		26,921		709
Global Medical REIT Inc ‡		24,160		317
Innovative Industrial Properties Inc, Cl A ‡		9,075		1,635
Kennedy-Wilson Holdings Inc ‡		70,836		1,432
Lexington Realty Trust, Cl B ‡		58,109		646
NETSTREIT Corp ‡		13,055		241
Newmark Group Inc, Cl A ‡		205,565		2,057
NexPoint Residential Trust Inc ‡		29,433		1,356
PotlatchDeltic Corp ‡		12,255		648
QTS Realty Trust Inc, Cl A ‡		20,690		1,284

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Retail Value Inc ‡		16,662	$	312
Tejon Ranch Co *‡		12,089		202
				16,029
Utilities — 1.9%
Algonquin Power & Utilities Corp		93,528		1,482
American States Water Co		13,531		1,023
Artesian Resources Corp, Cl A		6,596		260
Atlantic Power Corp *		185,190		535
Black Hills Corp, Cl A		16,242		1,085
Consolidated Water Co Ltd		27,004		363
Genie Energy Ltd, Cl B		60,030		381
IDACORP Inc, Cl A		13,077		1,307
Portland General Electric Co		63,870		3,032
Pure Cycle Corp *		63,875		857
Spark Energy Inc, Cl A		42,648		456
Spire Inc		11,821		873
UGI Corp		37,221		1,526
				13,180
Total Common Stock (Cost $463,872) ($ Thousands)				659,422

Description	Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 1.2%
SEI Liquidity Fund, L.P.
0.020% **†(B)		8,117,859	$	8,119
Total Affiliated Partnership (Cost $8,118) ($ Thousands)				8,119
CASH EQUIVALENT — 3.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		25,893,125		25,893
Total Cash Equivalent (Cost $25,893) ($ Thousands)				25,893
Total Investments in Securities — 101.1% (Cost $497,883) ($ Thousands)			$	693,434

A list of the open futures contracts held at March 31, 2021 is as follows:

	Number of								Unrealized
Type of	Contracts		Expiration		Notional Amount		Value		Appreciation
Contract	Long		Date		(Thousands)		(Thousands)		(Thousands)
Russell 2000 Index E-MINI		41		Jun-2021	$	4,541	$	4,556	$	15

Percentages are based on Net Assets of $685,895 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^† 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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $6,203 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $8,119 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

SPX — Standard & Poor’s 500 Index

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

	Level 1		Level 2		Level 3		Total
Investments in Securities	($)		($)		($)		($)
Common Stock		659,422		–		–		659,422
Affiliated Partnership		–		8,119		–		8,119
Cash Equivalent		25,893		–		–		25,893
Total Investments in Securities		685,315		8,119		–		693,434
	Level 1		Level 2		Level 3		Total
Other Financial Instruments	($)		($)		($)		($)
Futures Contracts*
Unrealized Appreciation		15		–		–		15
Total Other Financial Instruments		15		–		–		15

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

For the period March 31, 2021, there were no transfers in or out of Level 3.

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2021 ($ Thousands):

					Change in
					Unrealized
			Proceeds from	Realized Gain/	Appreciation/
Security Description	Value 9/30/2020	Purchases at Cost	Sales	(Loss)	(Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$14,415	$ 49,219	$(55,515)	$1	$(1)	$ 8,119	8,117,859	$84	$—
SEI Daily Income Trust, Government Fund, Cl F	9,347	145,852	(129,306)	—	—	25,893	25,893,125	1	—
Totals	$23,762	$195,071	$(184,821)	$1	$(1)	$34,012		$85	$—

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, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 94.5%
Communication Services — 3.9%
Alaska Communications Systems Group Inc		11,754	$	38
AMC Networks Inc, Cl A *(A)		19,895		1,058
Cars.com Inc *		39,390		510
Cinemark Holdings Inc		60,668		1,238
Entercom Communications Corp		75,889		398
Entravision Communications Corp, Cl A		12,376		50
EW Scripps Co/The, Cl A		4,877		94
Gray Television Inc		63,378		1,166
IDT Corp, Cl B *		4,485		102
John Wiley & Sons Inc, Cl A		44,260		2,399
Lions Gate Entertainment Corp, Cl A *		151,338		2,262
MSG Networks Inc *(A)		36,416		548
Nexstar Media Group Inc, Cl A		38,144		5,357
Saga Communications Inc, Cl A		482		11
TEGNA Inc		61,761		1,163
Tribune Publishing Co		3,954		71
Yelp Inc, Cl A *		5,944		232
				16,697
Consumer Discretionary — 11.7%
Aaron’s Co Inc/The		11,196		287
American Axle & Manufacturing Holdings Inc *		77,014		744
American Eagle Outfitters Inc		25,215		737
American Public Education Inc *		3,640		130
Big Lots Inc (A)		18,766		1,282
Biglari Holdings Inc, Cl A *		20		13
Biglari Holdings Inc, Cl B *		222		29
Bloomin’ Brands Inc		27,706		749
Bluegreen Vacations Corp		1,844		20
Brinker International Inc		4,743		337
Carter’s Inc		3,774		336
Citi Trends Inc		2,480		208
Cooper Tire & Rubber Co		24,989		1,399
Cooper-Standard Holdings Inc *		24,870		903
Dana Inc		61,414		1,494
Dave & Buster’s Entertainment Inc		8,135		390
Deckers Outdoor Corp *		1,643		543
Dick’s Sporting Goods Inc (A)		19,196		1,462
Ethan Allen Interiors Inc		15,889		439
Genesco Inc *		9,950		473
G-III Apparel Group Ltd *		28,133		848
Goodyear Tire & Rubber Co/The		65,415		1,149
Group 1 Automotive Inc		11,879		1,874
H&R Block Inc		44,631		973
Haverty Furniture Cos Inc		28,260		1,051
Helen of Troy Ltd *(A)		6,099		1,285
Hibbett Sports Inc *(A)		7,308		503
Johnson Outdoors Inc, Cl A		1,135		162
KB Home		27,608		1,285
Laureate Education Inc, Cl A *		3,524		48

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
La-Z-Boy Inc, Cl Z (A)		25,380	$	1,078
Lithia Motors Inc, Cl A		12,637		4,930
MarineMax Inc *		4,173		206
MDC Holdings Inc		27,129		1,611
Meritage Homes Corp *		23,595		2,169
Modine Manufacturing Co *		185,572		2,741
Movado Group Inc		1,776		50
Murphy USA Inc		5,939		859
Norwegian Cruise Line Holdings Ltd *(A)		30,132		831
Office Depot Inc		37,614		1,628
Perdoceo Education Corp *		13,300		159
Rent-A-Center Inc/TX		24,005		1,384
Sally Beauty Holdings Inc *(A)		56,310		1,133
Shutterstock Inc		484		43
Signet Jewelers Ltd *		289		17
Skechers USA Inc, Cl A *		7,236		302
Sleep Number Corp *(A)		8,804		1,263
Smith & Wesson Brands Inc		7,451		130
Sonic Automotive Inc, Cl A		25,135		1,246
Taylor Morrison Home Corp, Cl A *		50,018		1,541
Travel + Leisure Co		7,858		481
Tri Pointe Homes Inc *		83,048		1,691
Tupperware Brands Corp *		34,251		905
Urban Outfitters Inc *		27,235		1,013
Vera Bradley Inc *		32,848		332
Williams-Sonoma Inc (A)		4,652		834
Zumiez Inc *		4,268		183
				49,913
Consumer Staples — 3.2%
Edgewell Personal Care Co		27,811		1,101
Hostess Brands Inc, Cl A *		240,489		3,449
Ingles Markets Inc, Cl A		16,622		1,025
Lifevantage Corp *		3,389		32
Medifast Inc		59		12
Nature’s Sunshine Products Inc		2,120		42
Nu Skin Enterprises Inc, Cl A		8,664		458
Oil-Dri Corp of America		373		13
Pilgrim’s Pride Corp *		86,123		2,049
Seneca Foods Corp, Cl A *		1,541		72
SpartanNash Co		49,919		980
Spectrum Brands Holdings Inc		25,349		2,155
Sprouts Farmers Market Inc *(A)		25,245		672
Universal Corp/VA		19,915		1,175
USANA Health Sciences Inc *		2,115		206
Village Super Market Inc, Cl A (A)		14,807		349
Weis Markets Inc		2,209		125
				13,915
Energy — 3.1%
Arch Resources Inc		4,173		174
Berry Corp		15,384		85
Cabot Oil & Gas Corp		19,892		374

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cimarex Energy Co		29,157	$	1,732
CONSOL Energy Inc *		6,437		62
Delek US Holdings Inc		107,177		2,334
DHT Holdings Inc		65,663		389
Diamond S Shipping Inc *		6,054		61
Dorian LPG Ltd *		8,509		112
HollyFrontier Corp		10,218		366
International Seaways Inc		4,358		84
Nabors Industries Ltd (A)		951		89
National Energy Services Reunited Corp *		50,880		629
Newpark Resources Inc, Cl A *		19,600		61
NexTier Oilfield Solutions Inc *		34,861		130
Overseas Shipholding Group Inc, Cl A *		14,901		31
PDC Energy Inc, Cl A *		11,307		389
Pioneer Natural Resources Co		12,442		1,976
Rattler Midstream LP (B)		99,832		1,061
Renewable Energy Group Inc *(A)		3,024		200
SEACOR Holdings Inc, Cl A *		2,380		97
Southwestern Energy Co *(A)		160,945		748
Viper Energy Partners LP (B)		63,825		929
World Fuel Services Corp		36,733		1,293
				13,406
Financials — 24.3%
Affiliated Managers Group Inc		3,632		541
Amalgamated Financial Corp		3,178		53
American Equity Investment Life Holding Co		52,694		1,662
Apollo Commercial Real Estate Finance Inc ‡		27,802		388
Arbor Realty Trust Inc ‡(A)		71,563		1,138
Argo Group International Holdings Ltd		15,643		787
Artisan Partners Asset Management Inc, Cl A		9,581		500
Associated Banc-Corp		78,192		1,669
Assured Guaranty Ltd		17,319		732
Axis Capital Holdings Ltd		16,331		810
Banco Latinoamericano de Comercio Exterior SA, Cl E		41,177		623
Bancorp Inc/The *		11,142		231
Bank of Princeton/The		1,346		39
Bank7 Corp		752		13
BankFinancial Corp		3,403		35
BankUnited Inc		90,582		3,981
BayCom Corp *		2,606		47
BCB Bancorp Inc		3,348		46
Berkshire Hills Bancorp Inc		9,763		218
BGC Partners Inc, Cl A		616,304		2,977
BlackRock Capital Investment Corp		83,289		279
Brightsphere Investment Group Inc		37,514		765
C&F Financial Corp		1,326		59
Camden National Corp		22,006		1,053
Capital Bancorp Inc *		1,831		35

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Capstar Financial Holdings Inc		3,460	$	60
Cathay General Bancorp		28,110		1,146
Central Pacific Financial Corp		18,447		492
Chemung Financial Corp		767		32
CIT Group Inc		44,492		2,292
CNO Financial Group Inc		230,071		5,588
Codorus Valley Bancorp Inc		2,321		43
Colony Bankcorp Inc		1,734		27
Columbia Banking System Inc		93,310		4,021
Community Trust Bancorp Inc		10,791		475
Cowen Inc, Cl A		6,600		232
Customers Bancorp Inc *		9,945		316
Donegal Group Inc, Cl A		401		6
Eagle Bancorp Montana Inc		1,383		34
Enova International Inc *		7,377		262
EZCORP Inc, Cl A *		12,031		60
Federal Agricultural Mortgage Corp, Cl C		14,644		1,475
Federated Hermes Inc, Cl B		28,745		900
Fidelity National Financial Inc		405		16
Financial Institutions Inc		3,596		109
First BanCorp/Puerto Rico		46,225		520
First Busey Corp		13,128		337
First Business Financial Services Inc		1,951		48
First Choice Bancorp (A)		2,294		56
First Commonwealth Financial Corp		175,092		2,516
First Foundation Inc		7,854		184
First Horizon Corp		202,315		3,421
First Internet Bancorp		2,266		80
First Merchants Corp		53,053		2,467
First Midwest Bancorp Inc/IL		61,763		1,353
First Savings Financial Group Inc		417		28
First United Corp		959		17
Flagstar Bancorp Inc		32,717		1,476
Flushing Financial Corp		47,862		1,016
FNB Corp/PA		251,885		3,199
FS Bancorp Inc		845		57
FS KKR Capital Corp (A)		32,541		645
Fulton Financial Corp		66,372		1,130
GAMCO Investors Inc, Cl A		1,342		25
Genworth Financial Inc, Cl A *		74,253		246
Great Southern Bancorp Inc		7,383		418
Greenlight Capital Re Ltd, Cl A *		5,703		50
Hancock Whitney Corp, Cl A		33,361		1,401
Hanmi Financial Corp		29,114		574
Hanover Insurance Group Inc/The, Cl A		6,429		832
Hercules Capital Inc, Cl A (A)		34,439		552
Heritage Insurance Holdings Inc		5,839		65
Hilltop Holdings Inc		42,398		1,447
HomeStreet Inc		22,772		1,004
Hope Bancorp Inc		99,049		1,492
Independent Bank Corp/MI		4,629		109
Invesco Mortgage Capital Inc ‡(A)		223,010		894

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Investar Holding Corp		2,270	$	47
Investors Bancorp Inc		129,187		1,898
Landmark Bancorp Inc/Manhattan KS		896		24
Level One Bancorp Inc (A)		1,218		31
Luther Burbank Corp		3,885		46
MainStreet Bancshares Inc *(A)		1,638		34
Marlin Business Services Corp		2,023		28
Merchants Bancorp/IN		3,402		143
Mercury General Corp		10,991		668
Meridian Corp		1,238		32
Metropolitan Bank Holding Corp *		1,552		78
MFA Financial Inc ‡		103,186		420
MGIC Investment Corp		66,832		926
Midland States Bancorp Inc		4,730		131
MidWestOne Financial Group Inc		3,223		100
Navient Corp		63,248		905
New Mountain Finance Corp (A)		37,909		470
New Residential Investment Corp ‡		54,853		617
Northeast Bank		582		15
Northrim BanCorp Inc		1,283		55
OFG Bancorp		123,495		2,793
Old National Bancorp/IN, Cl A		42,235		817
OP Bancorp		3,221		34
Oppenheimer Holdings Inc, Cl A		4,435		178
Orrstown Financial Services Inc		2,437		54
Pacific Premier Bancorp Inc		60,330		2,621
PacWest Bancorp		231,936		8,848
PCB Bancorp		2,768		42
Peapack-Gladstone Financial Corp		3,996		123
PennantPark Investment Corp		65,424		370
PennyMac Mortgage Investment Trust ‡		27,811		545
Peoples Bancorp Inc/OH		17,070		566
Peoples Bancorp of North Carolina Inc		1,048		25
Popular Inc		19,725		1,387
PROG Holdings Inc		7,384		320
Radian Group Inc		49,390		1,148
RBB Bancorp		3,679		75
Republic Bancorp Inc/KY, Cl A		26,740		1,184
Riverview Bancorp Inc		5,079		35
Salisbury Bancorp Inc		600		27
SB Financial Group Inc (A)		569		10
Security National Financial Corp, Cl A *		2,287		21
Silvercrest Asset Management Group Inc, Cl A		2,144		31
Simmons First National Corp, Cl A		41,766		1,239
SiriusPoint Ltd *		17,010		173
South Plains Financial Inc		2,373		54
Starwood Property Trust Inc ‡		200,873		4,970
Sterling Bancorp Inc/MI *		3,961		22
Stewart Information Services Corp		849		44
Synovus Financial Corp		17,030		779
Tiptree Inc (A)		6,331		57

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Two Harbors Investment Corp ‡		45,169	$	331
Umpqua Holdings Corp		136,954		2,404
United Insurance Holdings Corp		4,000		29
Universal Insurance Holdings Inc		19,875		285
Waddell & Reed Financial Inc, Cl A		18,176		455
Waterstone Financial Inc		4,920		100
Watford Holdings Ltd *		3,541		123
Western Asset Mortgage Capital Corp ‡(A)		25,693		82
Western New England Bancorp Inc		4,941		42
Zions Bancorp NA		12,668		696
				103,733
Health Care — 3.8%
Allscripts Healthcare Solutions Inc *		13,804		207
AMN Healthcare Services Inc *		14,351		1,058
Catalyst Pharmaceuticals Inc *(A)		21,220		98
Change Healthcare Inc *		49,478		1,093
Co-Diagnostics Inc *(A)		26,632		254
Coherus Biosciences Inc *		13,073		191
Computer Programs and Systems Inc		2,803		86
Eagle Pharmaceuticals Inc/DE *(A)		2,295		96
Emergent BioSolutions *		1,255		117
Five Star Senior Living Inc *		4,399		27
Innoviva Inc *		95,045		1,136
Integra LifeSciences Holdings Corp *		6,182		427
Ironwood Pharmaceuticals Inc, Cl A *		50,074		560
Lannett Co Inc *(A)		19,342		102
Ligand Pharmaceuticals Inc *(A)		243		37
Magellan Health Inc *		5,003		466
MEDNAX Inc *(A)		27,322		696
ModivCare Inc *		820		121
National HealthCare Corp		117		9
NextGen Healthcare Inc *		10,051		182
Orthofix Medical Inc *		2,378		103
Owens & Minor Inc		22,271		837
Patterson Cos Inc (A)		29,302		936
Prestige Consumer Healthcare Inc, Cl A *		14,554		642
Select Medical Holdings Corp *		40,478		1,380
Supernus Pharmaceuticals Inc *(A)		23,758		622
Syneos Health Inc, Cl A *		51,324		3,893
Triple-S Management Corp, Cl B *		5,095		133
Vanda Pharmaceuticals Inc *		50,326		756
				16,265
Industrials — 15.2%
ABM Industries Inc		2,585		132
ACCO Brands Corp		402,096		3,394
Aerojet Rocketdyne Holdings Inc		532		25
American Woodmark Corp *		6,828		673
Apogee Enterprises Inc (A)		15,853		648
ArcBest Corp		18,342		1,291
Atkore Inc *		51,243		3,684
Atlas Air Worldwide Holdings Inc *		28,835		1,743

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Builders FirstSource Inc *		18,407	$	854
BWX Technologies Inc, Cl W		59,303		3,910
Caesarstone Ltd		5,150		71
Colfax Corp *		111,919		4,903
Columbus McKinnon Corp/NY		2,020		107
Costamare Inc		11,389		110
Crane Co, Cl A		11,280		1,059
Deluxe Corp (A)		21,701		911
EMCOR Group Inc		11,311		1,269
Encore Wire Corp		1,538		103
Ennis Inc		13,815		295
EnPro Industries Inc		3,433		293
Fluor Corp (A)		13,219		305
Genco Shipping & Trading Ltd		3,713		37
GMS Inc *		1,577		66
Great Lakes Dredge & Dock Corp *		13,556		198
Greenbrier Cos Inc/The		6,857		324
Hawaiian Holdings Inc		26,224		699
Heidrick & Struggles International Inc		4,341		155
Herman Miller Inc		25,386		1,045
Hillenbrand Inc		17,519		836
Hub Group Inc, Cl A *		775		52
Interface Inc, Cl A		40,678		508
JetBlue Airways Corp *		144,973		2,949
Kaman Corp, Cl A		41,065		2,106
KAR Auction Services Inc		192,901		2,894
Kelly Services Inc, Cl A		34,370		765
Kforce Inc		2,784		149
Kimball International Inc, Cl B		8,276		116
L B Foster Co, Cl A *		2,166		39
MasTec Inc *		15,443		1,447
Meritor Inc *		57,189		1,682
Mesa Air Group Inc *		6,416		86
Miller Industries Inc/TN (A)		1,809		84
Moog Inc, Cl A		14,482		1,204
MRC Global Inc *		6,822		62
Mueller Industries Inc		6,721		278
Northwest Pipe Co *		2,125		71
nVent Electric PLC		19,538		545
Park-Ohio Holdings Corp		11,022		347
Powell Industries Inc		2,039		69
Preformed Line Products Co		696		48
Primoris Services Corp		39,772		1,318
Quanex Building Products Corp		6,843		179
Resources Connection Inc		4,056		55
RR Donnelley & Sons Co		9,886		40
Rush Enterprises Inc, Cl A		18,807		937
Safe Bulkers Inc *		11,907		29
SkyWest Inc		10,392		566
Steelcase Inc, Cl A		67,968		978
Systemax Inc		773		32
Teledyne Technologies Inc *		6,001		2,482

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Timken Co/The		16,032	$	1,301
TriNet Group Inc *		2,183		170
Trinity Industries Inc (A)		66,897		1,906
Triton International Ltd		26,323		1,447
TrueBlue Inc *		11,476		253
Tutor Perini Corp *		8,295		157
UFP Industries Inc		3,049		231
Vectrus Inc *		4,133		221
Veritiv Corp *		2,905		124
Wabash National Corp		61,638		1,159
Werner Enterprises Inc		14,411		680
WESCO International Inc *		34,998		3,028
XPO Logistics Inc *		23,824		2,937
				64,871
Information Technology — 12.5%
ACI Worldwide Inc *		108,279		4,120
Alliance Data Systems Corp		18,507		2,074
Amkor Technology Inc		93,950		2,227
Avaya Holdings Corp *		27,122		760
Benchmark Electronics Inc		35,853		1,109
BM Technologies Inc *		1,692		20
Ciena Corp *		1,239		68
Cirrus Logic Inc *		6,372		540
Cognyte Software Ltd *		58,956		1,640
Concentrix Corp *		5,642		845
CSG Systems International Inc		16,830		755
Daktronics Inc		7,855		49
Diodes Inc *		5,473		437
Ebix Inc (A)		8,987		288
Euronet Worldwide Inc *		16,683		2,307
Information Services Group Inc *		7,787		34
Insight Enterprises Inc *		27,571		2,631
J2 Global Inc *		73,879		8,855
Jabil Inc		33,650		1,755
Methode Electronics Inc		24,846		1,043
NCR Corp *(A)		64,079		2,432
NETGEAR Inc *		4,235		174
NetScout Systems Inc *		10,867		306
PC Connection Inc		1,960		91
Photronics Inc *		57,910		745
Rimini Street Inc *		4,774		43
Sanmina Corp *		51,733		2,141
ScanSource Inc *		16,291		488
Silicon Motion Technology Corp ADR		115,193		6,841
SMART Global Holdings Inc *		1,121		52
Super Micro Computer Inc *		39,437		1,540
Sykes Enterprises Inc *		39,338		1,734
SYNNEX Corp		9,675		1,111
TTM Technologies Inc *		55,991		812
Unisys Corp *		3,987		101
Verint Systems Inc *		67,863		3,087
VirnetX Holding Corp (A)		13,127		73

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vishay Intertechnology Inc		3,968	$	96
				53,424
Materials — 9.5%
Alamos Gold Inc, Cl A		43,370		339
Arconic Corp *		20,169		512
Ashland Global Holdings Inc		40,922		3,633
Axalta Coating Systems Ltd *		140,362		4,152
B2Gold Corp		247,997		1,069
Boise Cascade Co		8,664		518
Cabot Corp		21,173		1,110
Century Aluminum Co *		37,289		659
Chemours Co/The (A)		22,071		616
Commercial Metals Co, Cl A (A)		130,327		4,019
Domtar Corp		45,808		1,693
FMC Corp		52,230		5,777
FutureFuel Corp		5,854		85
Greif Inc, Cl A		29,098		1,659
Huntsman Corp		30,336		875
Ingevity Corp *		7,227		546
Koppers Holdings Inc *		16,531		575
Kraton Corp *		18,407		673
Kronos Worldwide Inc		597		9
Minerals Technologies Inc		890		67
Myers Industries Inc		2,662		53
O-I Glass Inc, Cl I		52,257		770
Resolute Forest Products Inc *		88,683		971
Schnitzer Steel Industries Inc, Cl A		17,680		739
Schweitzer-Mauduit International Inc		14,524		711
Silgan Holdings Inc		151,154		6,353
Stepan Co		1,136		144
Trecora Resources *(A)		5,654		44
Tredegar Corp (A)		6,073		91
Trinseo SA		14,434		919
Verso Corp		6,793		99
Warrior Met Coal Inc		11,878		203
Worthington Industries Inc (A)		11,779		790
				40,473
Real Estate — 6.5%
Alexander & Baldwin Inc ‡		9,963		167
Brandywine Realty Trust ‡(A)		60,064		775
Centerspace ‡		207		14
Chatham Lodging Trust *‡		34,838		459
Columbia Property Trust Inc ‡		11,551		198
CoreCivic Inc ‡		19,325		175
CorEnergy Infrastructure Trust Inc ‡(A)		4,996		35
DiamondRock Hospitality Co *‡		69,599		717
Diversified Healthcare Trust ‡		42,565		204
Franklin Street Properties Corp ‡		78,553		428
Gaming and Leisure Properties Inc ‡		98,262		4,169
Hersha Hospitality Trust, Cl A ‡		32,199		340
Howard Hughes Corp/The *‡		32,837		3,124

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Industrial Logistics Properties Trust ‡		26,397	$	611
Invitation Homes Inc ‡		33,351		1,067
Kite Realty Group Trust ‡		44,242		853
Lexington Realty Trust, Cl B ‡		2,231		25
Medical Properties Trust Inc ‡		249,343		5,306
New Senior Investment Group Inc ‡		84,421		526
Newmark Group Inc, Cl A ‡		189,142		1,892
Office Properties Income Trust ‡		24,021		661
Paramount Group Inc ‡		43,513		441
Pebblebrook Hotel Trust ‡(A)		3,328		81
Piedmont Office Realty Trust Inc, Cl A ‡		38,618		671
PotlatchDeltic Corp ‡		2,348		124
Realogy Holdings Corp *		20,516		310
Retail Properties of America Inc, Cl A ‡		54,933		576
Retail Value Inc ‡		3,711		69
RLJ Lodging Trust ‡		14,755		228
RMR Group Inc/The, Cl A ‡		3,504		143
Sabra Health Care Inc ‡		59,053		1,025
Service Properties Trust ‡		27,850		330
SITE Centers Corp ‡		35,547		482
Summit Hotel Properties Inc *‡		38,255		389
Sunstone Hotel Investors Inc ‡		6,414		80
Tanger Factory Outlet Centers Inc ‡(A)		48,504		734
Xenia Hotels & Resorts Inc *‡		29,732		580
				28,009
Utilities — 0.8%
Consolidated Water Co Ltd (A)		3,248		44
Genie Energy Ltd, Cl B (A)		3,443		22
MDU Resources Group Inc		41,367		1,308
National Fuel Gas Co		24,247		1,212
Portland General Electric Co		5,564		264
Southwest Gas Holdings Inc		9,653		663
Spark Energy Inc, Cl A (A)		2,752		29
				3,542
Total Common Stock (Cost $274,059) ($ Thousands)				404,248
AFFILIATED PARTNERSHIP — 6.9%
SEI Liquidity Fund, L.P. 0.020% **†(C)		29,632,329		29,641
Total Affiliated Partnership (Cost $29,639) ($ Thousands)				29,641

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		22,914,301	$	22,914

Description	Shares	Market Value   ($Thousands)
CASH EQUIVALENT (continued)
Total Cash Equivalent (Cost $22,914) ($ Thousands)		$	22,914
Total Investments in Securities — 106.8% (Cost $326,612) ($ Thousands)		$	456,803

A list of the open futures contracts held at March 31, 2021 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		54		Jun-2021	$	5,991	$	6,001	$	10

Percentages are based on Net Assets of $427,594 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡ 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, 2021 (See Note 10). The total market value of securities on loan at March 31, 2021 was $28,779 ($ Thousands).

(B) Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $1,990 ($ Thousands), or 0.5% 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, 2021 was $29,641 ($ 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, 2021, 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		404,248		–		–		404,248
Affiliated Partnership		–		29,641		–		29,641
Cash Equivalent		22,914		–		–		22,914
Total Investments in Securities		427,162		29,641		–		456,803
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		10		–		–		10
Total Other Financial Instruments		10		–		–		10

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 7,690	$68,828	$(46,880)	$5	$(2)	$ 29,641	29,632,329	$ 67	$—
SEI Daily Income Trust, Government Fund, Cl F	13,795	48,172	(39,053)	—	—	22,914	22,914,301	1	—
Totals	$ 21,485	$117,000	$(85,933)	$5	$(2)	$ 52,555		$ 68	$—

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.0%
Communication Services — 0.7%
Entravision Communications Corp, Cl A		56,742	$	229
Meredith Corp *(A)		10,018		298
QuinStreet Inc *		12,230		248
TechTarget Inc *		27,385		1,902
TripAdvisor Inc *		11,257		606
				3,283
Consumer Discretionary — 16.6%
1-800-Flowers.com Inc, Cl A *(A)		4,551		126
Abercrombie & Fitch Co, Cl A *(A)		19,015		652
Acushnet Holdings Corp		1,049		43
Adtalem Global Education Inc *		19,513		772
American Eagle Outfitters Inc		31,092		909
Asbury Automotive Group Inc *		7,151		1,405
Bally’s Corp *(A)		20,978		1,363
Beazer Homes USA Inc, Cl A *		82,311		1,722
Boyd Gaming Corp *		15,778		930
Brinker International Inc *		31,848		2,263
Brunswick Corp/DE		12,338		1,177
Callaway Golf Co *		27,330		731
Camping World Holdings Inc, Cl A		26,098		949
Carter’s Inc *		14,604		1,299
Century Communities Inc *		33,697		2,033
Churchill Downs Inc		3,025		688
Clarus Corp		67,428		1,150
Cooper-Standard Holdings Inc *		35,076		1,274
Crocs Inc *		22,221		1,788
Deckers Outdoor Corp *		4,199		1,387
Del Taco Restaurants Inc		79,145		758
Dick’s Sporting Goods Inc (A)		13,439		1,024
Everi Holdings Inc *		24,789		350
Fisker Inc *(A)		29,206		503
Five Below Inc *		2,403		458
Fox Factory Holding Corp *(A)		3,089		392
Funko Inc, Cl A *		16,943		333
Grand Canyon Education Inc *(A)		6,278		672
Green Brick Partners Inc *(A)		22,297		506
Hanesbrands Inc		100,771		1,982
Haverty Furniture Cos Inc		23,839		887
Jack in the Box Inc		7,094		779
Kontoor Brands Inc		23,111		1,122
Lithia Motors Inc, Cl A		2,098		818
Lumber Liquidators Holdings Inc *		4,473		112
Magnite Inc *(A)		13,044		543
Malibu Boats Inc, Cl A *		15,038		1,198
MarineMax Inc *		20,283		1,001
Marriott Vacations Worldwide Corp *		3,715		647
Mattel Inc *		57,359		1,143
Matthews International Corp, Cl A		38,840		1,536
MDC Holdings Inc		21,213		1,260
Michaels Cos Inc/The *		10,064		221

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Modine Manufacturing Co *		8,197	$	121
Norwegian Cruise Line Holdings Ltd *(A)		20,452		564
Patrick Industries Inc		13,191		1,121
Penn National Gaming Inc *		13,121		1,376
Penske Automotive Group Inc, Cl A (A)		18,358		1,473
PlayAGS Inc *		176,104		1,423
Purple Innovation Inc, Cl A *		24,044		761
Red Rock Resorts Inc, Cl A *		24,984		814
Rent-A-Center Inc/TX		46,539		2,683
Revolve Group Inc, Cl A *(A)		14,747		663
RH *		371		221
Sally Beauty Holdings Inc *(A)		190,859		3,842
SeaWorld Entertainment Inc *		13,653		678
Shake Shack Inc, Cl A *(A)		7,255		818
Shift Technologies *(A)		47,634		396
Shoe Carnival Inc (A)		17,567		1,087
Shutterstock Inc		21,893		1,949
Signet Jewelers Ltd *		3,059		177
Skechers USA Inc, Cl A *		84,219		3,513
Skyline Champion Corp *		15,433		698
Sonic Automotive Inc, Cl A		1,000		50
Sonos Inc *		18,803		705
Sportsman’s Warehouse Holdings Inc *		4,612		80
Stride *		29,080		876
Superior Group of Cos Inc		4,585		117
Taylor Morrison Home Corp, Cl A *		58,258		1,795
Tempur Sealy International Inc		16,114		589
Thor Industries Inc (A)		5,930		799
Travel + Leisure Co		15,531		950
Urban Outfitters Inc *		26,211		975
Vista Outdoor Inc *(A)		42,250		1,355
Zumiez Inc *		7,615		327
				73,902
Consumer Staples — 0.8%
BJ’s Wholesale Club Holdings Inc *(A)		11,681		524
Central Garden & Pet Co, Cl A *		7,485		434
Darling Ingredients Inc *		3,789		279
Medifast Inc		1,978		419
Sanderson Farms Inc		1,630		254
Turning Point Brands Inc		9,227		481
United Natural Foods Inc *(A)		8,937		295
USANA Health Sciences Inc *		2,995		292
Utz Brands Inc (A)		18,202		451
				3,429
Energy — 1.5%
Antero Resources Corp *		51,629		527
Bonanza Creek Energy Inc *		33,578		1,200
Cactus Inc, Cl A		9,473		290
Cimarex Energy Co		12,082		718
Clean Energy Fuels Corp *(A)		14,947		205
Diamondback Energy Inc, Cl A		7,518		553

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Evolution Petroleum Corp		49,290	$	167
Magnolia Oil & Gas Corp, Cl A *		44,086		506
Matador Resources Co (A)		36,864		864
Nabors Industries Ltd *		1,225		114
Ovintiv Inc		24,652		587
PDC Energy Inc, Cl A *		7,769		267
ProPetro Holding Corp *		7,291		78
Texas Pacific Land Corp (A)		285		453
				6,529
Financials — 10.4%
Ameris Bancorp		17,000		893
Arbor Realty Trust Inc ‡(A)		6,247		99
Artisan Partners Asset Management Inc,
Cl A		27,890		1,455
Axos Financial Inc *		2,821		133
Banc of California Inc		10,585		191
BankUnited Inc		19,108		840
Banner Corp		19,298		1,029
BCB Bancorp Inc		22,363		309
Build Acquisition *		51,793		511
Cowen Inc, Cl A		63,689		2,239
Customers Bancorp Inc *		13,052		415
Enova International Inc *		7,414		263
Federated Hermes Inc, Cl B		30,002		939
First Bank		21,953		267
First Business Financial Services Inc		22,031		545
First Citizens BancShares Inc/NC, Cl A		629		526
First Financial Bankshares Inc, Cl A (A)		7,793		364
First Foundation Inc		6,467		152
First Internet Bancorp		3,185		112
First Northwest Bancorp		3,953		66
First Savings Financial Group Inc		1,541		103
Flagstar Bancorp Inc		17,693		798
Foley Trasimene Acquisition Corp *		86,034		921
Glacier Bancorp Inc, Cl A		8,411		480
Hanmi Financial Corp		16,217		320
Hannon Armstrong Sustainable
Infrastructure Capital Inc ‡(A)		5,112		287
Heartland Financial USA Inc		14,877		748
HomeStreet Inc		23,557		1,038
Houlihan Lokey Inc, Cl A		1,986		132
Independent Bank Corp/MI		10,947		259
Interactive Brokers Group Inc, Cl A		7,548		551
Investors Bancorp Inc		143,634		2,110
Jaws Acquisition, Cl A *(A)		156,788		2,077
LPL Financial Holdings Inc		5,800		825
Mercantile Bank Corp		11,339		368
Meta Financial Group Inc		14,375		651
MGIC Investment Corp		35,410		490
Moelis & Co, Cl A		14,892		817
Mr Cooper Group Inc *		74,408		2,586
Norwood Financial Corp		1,326		35

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
OneMain Holdings Inc, Cl A		26,325	$	1,414
Orrstown Financial Services Inc		23,316		520
PennantPark Investment Corp		182,624		1,032
PennyMac Financial Services Inc		21,260		1,422
Pinnacle Financial Partners Inc		7,401		656
Piper Sandler Cos		4,552		499
PJT Partners Inc		3,277		222
Popular Inc		14,779		1,040
Prosperity Bancshares Inc		3,217		241
Radian Group Inc		23,326		542
Selectquote Inc *		18,226		538
ServisFirst Bancshares Inc (A)		9,906		608
Shore Bancshares Inc		7,077		120
Signature Bank/New York NY, Cl B		4,499		1,017
Stewart Information Services Corp		20,307		1,057
Stifel Financial Corp		8,500		545
Tishman Speyer Innovation II *		63,249		634
TS Innovation Acquisitions *		82,953		961
UMB Financial Corp		4,679		432
United Bankshares Inc/WV		32,318		1,247
United Community Banks Inc/GA		19,653		671
Value Creation *(B)(C)		145,600		61
Veritex Holdings Inc		36,693		1,201
Virtus Investment Partners Inc		1,828		430
Warrior Technologies Acquisition *		73,115		724
West BanCorp Inc		10,168		245
WisdomTree Investments Inc		241,012		1,506
				46,529
Health Care — 27.2%
4D Molecular Therapeutics *		31,119		1,350
Acadia Healthcare Co Inc, Cl A *(A)		24,000		1,371
Aclaris Therapeutics Inc *		50,966		1,284
AdaptHealth Corp, Cl A *(A)		8,836		325
Affimed NV *		29,236		231
Albireo Pharma Inc *		30,443		1,073
Alphatec Holdings Inc *		65,963		1,042
Amedisys Inc *		1,767		468
Amicus Therapeutics Inc *		39,073		386
AMN Healthcare Services Inc *		34,719		2,559
Amneal Pharmaceuticals Inc *		210,947		1,420
Antares Pharma Inc *		51,736		213
Apria *		19,905		556
Argenx SE ADR *		3,478		958
Arvinas Inc *		7,243		479
Avid Bioservices Inc *		37,383		681
Axogen Inc *		60,938		1,235
Blueprint Medicines Corp *		9,105		885
C4 Therapeutics *(A)		15,754		583
Cardiovascular Systems Inc *(A)		34,077		1,306
CareDx Inc *(A)		35,867		2,442
Cassava Sciences Inc *(A)		13,473		606
Castle Biosciences Inc *		9,781		670

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Catalyst Pharmaceuticals Inc *(A)		105,325	$	486
Certara Inc *(A)		9,435		258
Collegium Pharmaceutical Inc *		47,246		1,120
Community Health Systems Inc *		17,822		241
Corcept Therapeutics Inc *		31,206		742
Covetrus Inc *		30,928		927
CryoLife Inc *(A)		46,721		1,055
DBV Technologies SA ADR *		96,504		514
Deciphera Pharmaceuticals Inc *		20,278		909
Dynavax Technologies Corp *(A)		123,568		1,215
Emergent BioSolutions *		16,543		1,537
Enanta Pharmaceuticals Inc *		43,885		2,164
Ensign Group Inc/The		31,608		2,966
Evelo Biosciences *(A)		26,357		282
Fate Therapeutics Inc *		10,814		892
Glaukos Corp *(A)		14,381		1,207
Halozyme Therapeutics Inc *(A)		71,432		2,978
HealthEquity Inc *		27,703		1,884
Heron Therapeutics Inc *(A)		80,462		1,304
ImmunoGen Inc *		43,668		354
Inari Medical Inc *(A)		5,414		579
Inhibrx Inc *		33,689		676
Innovage Holding *(A)		60,937		1,572
Inovalon Holdings Inc, Cl A *		31,333		902
Inovio Pharmaceuticals Inc *		9,552		89
Inspire Medical Systems Inc *(A)		3,365		696
Instil Bio *		4,803		120
Integer Holdings Corp *		9,897		911
Invacare Corp *		26,647		214
iRadimed Corp *		17,790		458
Itamar Medical ADR *		24,872		596
KalVista Pharmaceuticals Inc *		30,756		790
Kiniksa Pharmaceuticals Ltd, Cl A *		33,964		629
Kodiak Sciences Inc *(A)		9,120		1,034
MacroGenics Inc *		38,897		1,239
MannKind Corp *(A)		153,285		601
MEDNAX Inc *(A)		42,644		1,086
Medpace Holdings Inc *		14,397		2,362
Meridian Bioscience Inc *(A)		47,321		1,242
Merit Medical Systems Inc *(A)		53,682		3,214
Metacrine Inc *		89,696		556
ModivCare Inc *		2,486		368
Natera Inc *		22,791		2,314
Nevro Corp *(A)		6,210		866
NextGen Healthcare Inc *		62,757		1,136
Novavax Inc *(A)		1,962		356
Olema Pharmaceuticals *		29,826		990
Omnicell Inc *		20,143		2,616
Option Care Health Inc *		43,993		780
Organogenesis Holdings Inc, Cl A *		91,335		1,664
ORIC Pharmaceuticals Inc *(A)		28,843		707
Owens & Minor Inc		13,278		499

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pacira BioSciences Inc *		16,776	$	1,176
Patterson Cos Inc (A)		20,429		653
Pennant Group Inc/The *		17,625		807
PMV Pharmaceuticals Inc *(A)		16,455		541
Precision BioSciences Inc *(A)		42,880		444
Prestige Consumer Healthcare Inc, Cl A *		51,099		2,252
Pulmonx Corp *(A)		8,096		370
Quidel Corp *(A)		7,065		904
R1 RCM Inc *		27,109		669
Radius Health Inc *(A)		66,451		1,386
Relay Therapeutics Inc *(A)		18,846		651
Renalytix AI PLC ADR *		17,363		445
Repligen Corp *		11,198		2,177
Revance Therapeutics Inc *		30,726		859
Rigel Pharmaceuticals Inc *(A)		97,632		334
Rocket Pharmaceuticals Inc *(A)		16,292		723
Rubius Therapeutics Inc *(A)		21,447		568
Scholar Rock Holding Corp *(A)		15,074		764
Select Medical Holdings Corp *		87,557		2,986
Simulations Plus Inc (A)		2,928		185
SpringWorks Therapeutics Inc *		12,964		954
STAAR Surgical Co *		1,678		177
Surgery Partners Inc *(A)		26,919		1,191
Syneos Health Inc, Cl A *		45,820		3,475
Talis Biomedical *(A)		41,036		527
TCR2 Therapeutics Inc *(A)		43,939		970
Tenet Healthcare Corp *		60,091		3,125
TG Therapeutics Inc *		21,886		1,055
Translate Bio Inc *(A)		36,246		598
Travere Therapeutics *		45,583		1,138
Triple-S Management Corp, Cl B *(A)		46,221		1,203
Vanda Pharmaceuticals Inc *		110,762		1,664
Varex Imaging Corp *		55,374		1,135
Veracyte Inc *		54,594		2,934
Vericel Corp *(A)		27,052		1,503
Viking Therapeutics Inc *(A)		166,174		1,051
Vocera Communications Inc *		24,484		942
XBiotech Inc *(A)		27,201		467
Xeris Pharmaceuticals Inc *(A)		85,815		387
				120,410
Industrials — 17.8%
ABM Industries Inc		60,336		3,078
Advanced Drainage Systems Inc		7,313		756
AeroVironment Inc *		3,374		392
AGCO Corp		8,885		1,276
Allegiant Travel Co, Cl A *		3,969		969
American Woodmark Corp *		6,676		658
Applied Industrial Technologies Inc, Cl A		8,255		753
ArcBest Corp		22,339		1,572
ASGN Inc *(A)		9,870		942
Astec Industries Inc		1,400		106
Atkore Inc *		27,873		2,004

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Atlas Air Worldwide Holdings Inc *		7,223	$	436
Avis Budget Group Inc *		7,059		512
Beacon Roofing Supply Inc *		24,517		1,283
Brady Corp, Cl A		4,300		230
Builders FirstSource Inc *		30,621		1,420
CAI International Inc		7,128		324
Chart Industries Inc *(A)		6,438		916
Cimpress PLC *(A)		12,495		1,251
Clean Harbors Inc *		28,427		2,390
Columbus McKinnon Corp/NY		10,103		533
Cornerstone Building Brands Inc *		11,765		165
Costamare Inc		5,591		54
Deluxe Corp (A)		27,381		1,149
EMCOR Group Inc		17,006		1,907
Federal Signal Corp		3,386		130
Forrester Research Inc *		33,855		1,438
Forward Air Corp		9,406		835
Franklin Electric Co Inc		7,855		620
GMS Inc *		11,708		489
Graham Corp, Cl A		29,967		427
Heartland Express Inc		2,612		51
Herc Holdings Inc *		12,239		1,240
Heritage-Crystal Clean Inc *		128,377		3,483
Hillenbrand Inc		41,934		2,001
Hudson Technologies Inc *		225,371		363
JELD-WEN Holding Inc *		30,708		850
John Bean Technologies Corp, Cl A		15,514		2,069
KBR Inc		21,217		814
Kennametal Inc (A)		16,159		646
Kforce Inc		21,426		1,148
Kirby Corp *		21,197		1,278
ManTech International Corp/VA, Cl A		4,535		394
Masonite International Corp *		8,257		951
MasTec Inc *		13,146		1,232
Matson Inc		70,254		4,686
Maxar Technologies Inc (A)		2,292		87
Meritor Inc *		23,360		687
Middleby Corp/The *(A)		19,186		3,180
Montrose Environmental Group Inc *		12,437		624
MYR Group Inc *		5,701		409
NV5 Global Inc *(A)		8,137		786
Oshkosh Corp		8,469		1,005
Primoris Services Corp		34,876		1,155
Quanta Services Inc		14,600		1,284
Regal Beloit Corp (A)		6,839		976
Ritchie Bros Auctioneers Inc		53,961		3,159
Robert Half International Inc		12,414		969
Shyft Group Inc/The		26,330		979
SiteOne Landscape Supply Inc *(A)		2,298		392
SP Plus Corp *		24,173		793
SPX Corp *		3,152		184
Tennant Co (A)		29,843		2,384

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Textainer Group Holdings Ltd *		14,533	$	416
ThredUp, Cl A *		8,513		199
TriNet Group Inc *		34,630		2,700
Triton International Ltd		48,120		2,646
TrueBlue Inc *		76,729		1,689
UFP Industries Inc		4,521		343
Upwork Inc *		8,352		374
Valmont Industries Inc		4,266		1,014
Werner Enterprises Inc		10,913		515
				79,170
Information Technology — 16.6%
2U Inc *		73,156		2,797
8x8 Inc *		42,226		1,370
A10 Networks Inc *		10,461		101
Actua Corp *(B)		105,055		5
Agilysys Inc *		4,002		192
Allegro MicroSystems Inc *(A)		24,026		609
Alpha & Omega Semiconductor Ltd *		4,126		135
Ambarella Inc *		9,488		952
American Software Inc/GA, Cl A		34,395		712
Amkor Technology Inc		49,927		1,184
Asure Software Inc *(A)		64,719		494
Avaya Holdings Corp *(A)		42,912		1,203
Avid Technology Inc *		12,407		262
Benefitfocus Inc *		103,615		1,431
BM Technologies Inc *		460		5
Brightcove Inc *		22,677		456
Calix Inc *		52,555		1,822
Cerence Inc *(A)		4,376		392
ChannelAdvisor Corp *		69,828		1,644
Cirrus Logic Inc *		4,592		389
Cohu Inc *		19,522		817
CommVault Systems *		25,790		1,663
Cornerstone OnDemand Inc *		31,886		1,390
Cree Inc *(A)		6,187		669
CTS Corp		57,291		1,779
Diebold Nixdorf Inc *(A)		10,217		144
Digital Turbine Inc *		27,584		2,217
Diodes Inc *(A)		21,172		1,690
Domo Inc, Cl B *		1,994		112
Echo Global Logistics Inc *		60,296		1,894
EVERTEC Inc		3,673		137
ExlService Holdings Inc *		4,012		362
Extreme Networks Inc *		32,111		281
FARO Technologies Inc *(A)		12,842		1,112
FormFactor Inc *		5,709		258
Ichor Holdings Ltd *(A)		2,794		150
Insight Enterprises Inc *		2,108		201
International Money Express Inc *		17,897		269
Itron Inc *		6,583		584
J2 Global Inc *		12,702		1,523
Jabil Inc		8,535		445

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kulicke & Soffa Industries Inc		21,758	$	1,069
Lattice Semiconductor Corp *		8,765		395
Littelfuse Inc		3,605		953
Lumentum Holdings Inc *		3,896		356
MACOM Technology Solutions Holdings Inc *		5,711		331
Manhattan Associates Inc *		9,971		1,170
MAXIMUS Inc		5,561		495
Mimecast Ltd *		45,445		1,827
Model N Inc *		33,091		1,166
NETGEAR Inc *		33,492		1,376
Perficient Inc *		14,770		867
Ping Identity Holding Corp *(A)		25,068		550
Plantronics Inc *		2,532		98
Pluralsight Inc, Cl A *		97,335		2,174
Power Integrations Inc		4,344		354
QAD Inc, Cl A		15,219		1,013
Rimini Street Inc *		63,062		566
Rogers Corp *		6,748		1,270
Sabre Corp *(A)		53,787		797
Sailpoint Technologies Holdings Inc *		14,686		744
Sanmina Corp *		47,065		1,948
Sprout Social Inc, Cl A *		9,302		537
SPS Commerce Inc *		3,716		369
SVMK Inc *		103,178		1,890
Sykes Enterprises Inc *		22,409		988
Synaptics Inc *(A)		13,134		1,779
SYNNEX Corp		14,158		1,626
Tenable Holdings Inc *		18,526		670
Teradata Corp *(A)		22,059		850
TTEC Holdings Inc		24,039		2,415
Ultra Clean Holdings Inc *		35,609		2,067
Upland Software Inc *		19,518		921
Viavi Solutions Inc *		85,977		1,350
Vishay Intertechnology Inc		90,209		2,172
Workiva Inc, Cl A *		18,014		1,590
Zuora Inc, Cl A *		76,049		1,126
				73,721
Materials — 3.4%
Alcoa Corp *		18,096		588
Amyris Inc *(A)		39,697		758
Boise Cascade Co		26,892		1,609
Commercial Metals Co, Cl A		41,757		1,288
Element Solutions Inc		21,367		391
Greif Inc, Cl A		6,421		366
Louisiana-Pacific Corp		57,054		3,164
MP Materials Corp *(A)		7,852		282
Orion Engineered Carbons *		44,352		875
Ranpak Holdings Corp, Cl A *		67,796		1,360
Rayonier Advanced Materials Inc *		68,810		624
Reliance Steel & Aluminum Co		5,624		857
Schnitzer Steel Industries Inc, Cl A		33,238		1,389

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Trinseo SA		19,023	$	1,211
Worthington Industries Inc (A)		6,557		440
				15,202
Real Estate — 0.7%
CareTrust Inc ‡		11,277		263
Community Healthcare Trust Inc ‡		2,155		99
Easterly Government Properties Inc ‡		19,409		402
EastGroup Properties Inc ‡		1,130		162
Indus Realty Trust *‡		1		—
National Storage Affiliates Trust ‡		6,635		265
PotlatchDeltic Corp ‡		6,306		334
RE/MAX Holdings Inc, Cl A ‡		8,866		349
Realogy Holdings Corp *		47,963		726
Redfin Corp *‡(A)		5,714		381
Tanger Factory Outlet Centers Inc ‡(A)		19,000		287
				3,268
Telecommunication Services — 0.1%
ORBCOMM *		36,614		279
Utilities — 0.2%
Middlesex Water Co		1,282		101
Portland General Electric Co		3,106		147
South Jersey Industries Inc, Cl A		4,411		100
Spire Inc		4,163		308
				656
Total Common Stock (Cost $333,715) ($ Thousands)				426,378
AFFILIATED PARTNERSHIP — 15.7%
SEI Liquidity Fund, L.P.
0.020% **†(D)		69,787,629		69,802
Total Affiliated Partnership (Cost $69,801) ($ Thousands)				69,802
CASH EQUIVALENT — 4.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		17,821,135		17,821
Total Cash Equivalent (Cost $17,821) ($ Thousands)				17,821
Total Investments in Securities — 115.7% (Cost $421,337) ($ Thousands)			$	514,001

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration   Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Russell 2000 Index E-MINI		62		Jun-2021	$	6,875	$	6,890	$	15
					$	6,875	$	6,890	$	15

Percentages are based on Net Assets of $444,444 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  Real Estate Investment Trust.

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

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2021 (See Note 10). The total market value of securities on loan at March 31, 2021 was $69,599 ($ Thousands).

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

(C) Securities considered restricted. The total market value of such securities as of March 31, 2021 was $61 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2021 was $69,802 ($ 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, 2021, 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		426,312		–		66		426,378
Affiliated Partnership		–		69,802		–		69,802
Cash Equivalent		17,821		–		–		17,821
Total Investments in Securities		444,133		69,802		66		514,001
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		15		–		–		15
Total Other Financial Instruments		15		–		–		15

(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, 2021, there were no transfers in or out of Level 3.

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

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Small Cap Growth Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the year ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$14,256	$116,878	$(61,332)	$ 1	$(1)	$69,802	69,787,629	$ 188	$—
SEI Daily Income Trust, Government Fund, Cl F	5,613	64,752	(52,544)	—	—	17,821	17,821,135	—	—
Totals	$19,869	$181,630	$(113,876)	$ 1	$(1)	$87,623		$ 188	$—

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, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.1%
Communication Services — 3.8%
ATN International Inc		4,814	$	236
Bandwidth Inc, Cl A *		1,208		153
Boston Omaha Corp, Cl A *(A)		3,497		103
Cable One Inc		1,150		2,103
Cinemark Holdings Inc *(A)		204,284		4,169
Cogent Communications Holdings Inc		18,392		1,265
Electronic Arts Inc		2,290		310
Glu Mobile Inc *		12,631		158
IAC/InterActiveCorp *		3,105		672
Interpublic Group of Cos Inc/The		24,754		723
Iridium Communications Inc *(A)		71,000		2,929
John Wiley & Sons Inc, Cl A		9,260		502
Lions Gate Entertainment Corp, Cl A *(A)		480,584		7,185
Match Group Inc *		1,449		199
New York Times Co/The, Cl A		19,500		987
Nexstar Media Group Inc, Cl A		68,960		9,684
Ooma Inc *		77,719		1,232
Shenandoah Telecommunications Co		20,536		1,002
Take-Two Interactive Software Inc, Cl A *		3,431		606
TechTarget Inc *		534		37
TEGNA Inc		60,000		1,130
United States Cellular Corp *		11,940		435
World Wrestling Entertainment Inc, Cl A (A)		28,861		1,566
Zynga Inc, Cl A *		100,000		1,021
				38,407
Consumer Discretionary — 9.6%
1-800-Flowers.com Inc, Cl A *(A)		42,193		1,165
Advance Auto Parts Inc		10,274		1,885
American Eagle Outfitters Inc		163,769		4,788
America’s Car-Mart Inc/TX *		5,643		860
Asbury Automotive Group Inc *		3,907		768
At Home Group Inc *		42,323		1,215
AutoNation Inc *		1,730		161
Bloomin’ Brands Inc *		205,848		5,568
Bright Horizons Family Solutions Inc *		1,538		264
Brinker International Inc *		35,604		2,530
CarParts.com Inc *(A)		26,372		377
Carriage Services Inc		26,433		930
Century Communities Inc *		15,398		929
Cooper-Standard Holdings Inc *		41,400		1,504
Core-Mark Holding Co Inc, Cl A		14,464		560
Dave & Buster’s Entertainment Inc *		43,840		2,100
Deckers Outdoor Corp *		3,400		1,123
Dorman Products Inc *		2,086		214
Etsy Inc *		25,967		5,237
Green Brick Partners Inc *(A)		53,506		1,213
Group 1 Automotive Inc		4,472		706
GrowGeneration Corp *(A)		17,496		869
Haverty Furniture Cos Inc		25,532		949
Helen of Troy Ltd *(A)		11,676		2,460

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hibbett Sports Inc *(A)		17,681	$	1,218
Inspired Entertainment Inc *		70,893		659
Installed Building Products Inc		4,861		539
LCI Industries		24,809		3,282
Lifetime Brands Inc (A)		22,352		328
Lithia Motors Inc, Cl A		24,454		9,539
LKQ Corp *		49,641		2,101
M/I Homes Inc *		16,042		948
MDC Holdings Inc		3,306		196
Modine Manufacturing Co *		571,716		8,444
Murphy USA Inc		5,255		760
Norwegian Cruise Line Holdings Ltd *(A)		88,916		2,453
Ollie’s Bargain Outlet Holdings Inc *(A)		3,893		339
Pool Corp		23,829		8,227
PulteGroup Inc		44,000		2,307
Rent-A-Center Inc/TX		27,016		1,558
Rocky Brands Inc		2,375		128
Skechers USA Inc, Cl A *		37,863		1,579
Sonos Inc *		24,186		906
Stamps.com Inc *(A)		6,803		1,357
Strategic Education Inc		1,445		133
Stride *		9,813		295
Taylor Morrison Home Corp, Cl A *		69,500		2,141
Tri Pointe Homes Inc *		10,100		206
Tupperware Brands Corp *(A)		34,940		923
Unifi Inc *		35,252		971
Urban Outfitters Inc *		72,105		2,682
Vail Resorts Inc *		9,517		2,776
Whirlpool Corp (A)		3,320		732
Williams-Sonoma Inc (A)		7,799		1,398
XPEL Inc *		10,021		520
				98,020
Consumer Staples — 4.8%
BJ’s Wholesale Club Holdings Inc *(A)		24,382		1,094
Boston Beer Co Inc/The, Cl A *		2,028		2,446
Bunge Ltd		10,000		793
Casey’s General Stores Inc		6,437		1,392
Celsius Holdings Inc *(A)		29,350		1,410
Central Garden & Pet Co, Cl A *		39,121		2,030
Coca-Cola Consolidated Inc		2,500		722
Darling Ingredients Inc *		40,500		2,980
Flowers Foods Inc		80,547		1,917
Freshpet Inc *		8,866		1,408
Grocery Outlet Holding Corp *(A)		19,875		733
Hostess Brands Inc, Cl A *		468,657		6,721
Ingles Markets Inc, Cl A		6,621		408
Ingredion Inc (A)		9,898		890
J & J Snack Foods Corp		7,030		1,104
John B Sanfilippo & Son Inc		13,714		1,239
Kroger Co/The (A)		8,102		292
Lancaster Colony Corp		5,300		929
Landec Corp *		14,939		158

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Medifast Inc		25,737	$	5,452
National Beverage Corp, Cl A *(A)		4,024		197
Pilgrim’s Pride Corp *		149,410		3,555
Post Holdings Inc *		7,519		795
PriceSmart Inc		12,923		1,250
Seaboard Corp		144		531
Seneca Foods Corp, Cl A *		315		15
Spectrum Brands Holdings Inc		30,246		2,571
Sprouts Farmers Market Inc *(A)		27,834		741
Universal Corp/VA		18,077		1,066
US Foods Holding Corp *		10,313		393
USANA Health Sciences Inc *		7,864		768
Village Super Market Inc, Cl A (A)		15,188		358
WD-40 Co (A)		3,849		1,178
Weis Markets Inc		27,069		1,530
				49,066
Energy — 1.9%
Cabot Oil & Gas Corp		80,892		1,519
Cimarex Energy Co		98,294		5,838
Delek US Holdings Inc *(A)		328,319		7,151
Marathon Petroleum Corp		7,296		390
Pioneer Natural Resources Co		19,058		3,027
Rattler Midstream LP (B)		162,210		1,724
				19,649
Financials — 17.5%
1st Source Corp		9,904		471
Affiliated Managers Group Inc		1,488		222
Alleghany Corp *		1,001		627
Allstate Corp/The		7,361		846
Altabancorp		23,776		1,000
A-Mark Precious Metals *		7,917		285
American Equity Investment Life Holding Co		106,222		3,349
American Financial Group Inc/OH		13,674		1,560
Ameriprise Financial Inc		4,701		1,093
AMERISAFE Inc		9,132		584
Arch Capital Group Ltd *		10,008		384
Argo Group International Holdings Ltd		103,605		5,213
Arrow Financial Corp		19,966		665
Artisan Partners Asset Management Inc, Cl A		53,084		2,769
Assurant Inc		5,558		788
Axos Financial Inc *		48,113		2,262
Bank First (A)		2,745		206
Bank of Marin Bancorp		10,864		425
Bank OZK		55,988		2,287
BankUnited Inc		127,615		5,609
BGC Partners Inc, Cl A		1,099,126		5,309
Brookline Bancorp Inc, Cl A		24,112		362
Camden National Corp		18,864		903
Canadian Imperial Bank of Commerce		3,321		325
Capital City Bank Group Inc		9,652		251

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Citizens & Northern		6,978	$	166
CNO Financial Group Inc		289,034		7,021
Cohen & Steers Inc		885		58
Columbia Banking System Inc		136,760		5,893
Columbia Financial Inc *(A)		58,169		1,017
Community Trust Bancorp Inc		27,038		1,190
Diamond Hill Investment Group Inc		2,001		312
Donnelley Financial Solutions Inc *		39,415		1,097
Dynex Capital Inc ‡		51,983		984
Eagle Bancorp Inc		29,167		1,552
Employers Holdings Inc		17,888		770
Erie Indemnity Co, Cl A (A)		4,514		997
Everest Re Group Ltd		6,060		1,502
Farmers National Banc Corp		24,544		410
Federated Hermes Inc, Cl B		15,159		475
Financial Institutions Inc		51,330		1,555
First American Financial Corp		23,494		1,331
First Busey Corp		73,564		1,887
First Citizens BancShares Inc/NC, Cl A		775		648
First Commonwealth Financial Corp		316,920		4,554
First Community Bankshares Inc		66,479		1,994
First Horizon Corp		341,595		5,776
First Merchants Corp		77,646		3,611
First Midwest Bancorp Inc/IL		68,601		1,503
Flagstar Bancorp Inc		32,500		1,466
FNB Corp/PA (A)		494,669		6,282
FRP Holdings Inc *(A)		4,575		225
Great Southern Bancorp Inc		13,042		739
Great Western Bancorp Inc		86,378		2,616
Hanover Insurance Group Inc/The, Cl A		25,705		3,328
Hilltop Holdings Inc		30,507		1,041
HomeStreet Inc		10,400		458
HomeTrust Bancshares Inc		4,975		121
Horace Mann Educators Corp, Cl A		21,962		949
Houlihan Lokey Inc, Cl A		8,726		580
Independent Bank Corp/MI		13,095		310
Lincoln National Corp		48,278		3,006
MarketAxess Holdings Inc		350		174
Mercantile Bank Corp		10,589		344
Merchants Bancorp/IN		45,712		1,917
Mercury General Corp		3,404		207
MidWestOne Financial Group Inc		16,411		508
Morgan Stanley		7,661		595
Morningstar Inc, Cl A		5,718		1,287
Nelnet Inc, Cl A		4,248		309
OFG Bancorp		133,441		3,018
Origin Bancorp Inc (A)		25,847		1,096
Pacific Premier Bancorp Inc		114,780		4,986
PacWest Bancorp		386,880		14,759
Palomar Holdings Inc, Cl A *		2,595		174
Park National Corp (A)		1,252		162
PCSB Financial Corp		20,078		334

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PennyMac Financial Services Inc		16,593	$	1,110
Peoples Bancorp Inc/OH (A)		29,343		973
Piper Sandler Cos		823		90
PJT Partners Inc		20,964		1,418
Popular Inc		11,261		792
PRA Group Inc *		17,323		642
Premier Financial Corp		24,116		802
Provident Financial Services Inc		24,819		553
Reinsurance Group of America Inc, Cl A		7,938		1,001
Reliant Bancorp Inc		40,302		1,157
RenaissanceRe Holdings Ltd		7,345		1,177
Republic Bancorp Inc/KY, Cl A		10,585		469
Safety Insurance Group Inc		7,585		639
Selective Insurance Group Inc		19,688		1,428
ServisFirst Bancshares Inc (A)		26,000		1,595
Sierra Bancorp		20,570		551
Starwood Property Trust Inc ‡		310,592		7,684
Stewart Information Services Corp		21,161		1,101
Stifel Financial Corp		25,125		1,610
SVB Financial Group, Cl B *		3,773		1,863
TCF Financial Corp		66,592		3,094
TPG RE Finance Trust Inc ‡		58,414		654
TriCo Bancshares		22,196		1,051
TrustCo Bank Corp NY		51,485		379
UMH Properties ‡		42,338		812
Umpqua Holdings Corp		229,225		4,023
United Fire Group Inc		67,986		2,366
Univest Financial Corp		85,554		2,446
Virtus Investment Partners Inc		300		71
Washington Trust Bancorp Inc (A)		13,750		710
Waterstone Financial Inc		85,678		1,750
				179,100
Health Care — 11.9%
ABIOMED Inc *		967		308
ACADIA Pharmaceuticals Inc *(A)		33,999		877
Acceleron Pharma Inc *		627		85
AdaptHealth Corp, Cl A *(A)		29,089		1,069
Aerie Pharmaceuticals Inc *		75,660		1,352
Akebia Therapeutics Inc *(A)		77,991		264
Akero Therapeutics Inc *		2,796		81
Albireo Pharma Inc *(A)		13,042		460
Amedisys Inc *		1,346		356
AmerisourceBergen Corp, Cl A		4,713		556
AMN Healthcare Services Inc *		50,034		3,688
Applied Therapeutics *(A)		5,721		107
Arcus Biosciences Inc *(A)		8,754		246
Arcutis Biotherapeutics *		2,129		62
Arena Pharmaceuticals Inc *		6,000		416
Atreca Inc, Cl A *		18,444		283
AtriCure Inc *(A)		14,000		917
Atrion Corp		1,363		874
BioMarin Pharmaceutical Inc *		4,059		306

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Bio-Techne Corp		3,600	$	1,375
Blueprint Medicines Corp *		2,801		272
Bridgebio Pharma Inc *(A)		2,632		162
Castle Biosciences Inc *		4,116		282
Catalent Inc *		16,500		1,738
Change Healthcare Inc *		306,740		6,779
Charles River Laboratories International Inc *		7,525		2,181
Chemed Corp		5,900		2,713
ChromaDex Corp *		42,607		398
Co-Diagnostics Inc *(A)		35,942		343
Collegium Pharmaceutical Inc *(A)		55,451		1,314
Computer Programs and Systems Inc *		21,134		647
CorVel Corp *		3,132		321
Covetrus Inc *(A)		19,339		580
CryoLife Inc *(A)		680		15
Cymabay Therapeutics Inc *		101,706		462
CytomX Therapeutics Inc *		38,492		298
Denali Therapeutics Inc *		4,607		263
Durect Corp *		26,038		52
Eagle Pharmaceuticals Inc/DE *(A)		10,572		441
Emergent BioSolutions Inc *		42,789		3,976
Encompass Health Corp		19,928		1,632
Ensign Group Inc/The		22,232		2,086
Fate Therapeutics Inc *		11,655		961
Five Prime Therapeutics Inc *		11,562		436
Fulgent Genetics Inc *		1,200		116
GenMark Diagnostics Inc *		15,493		370
Global Blood Therapeutics Inc *(A)		5,702		232
Globus Medical Inc, Cl A *		14,804		913
GW Pharmaceuticals PLC ADR *		1,684		365
Haemonetics Corp *		16,579		1,840
HealthStream Inc *		36,679		819
Heska Corp *		167		28
Hill-Rom Holdings Inc		4,708		520
Homology Medicines Inc *(A)		39,776		374
ICON PLC *		7,886		1,548
ICU Medical Inc *		5,669		1,165
IDEXX Laboratories Inc *		458		224
Incyte Corp *		3,300		268
Inovalon Holdings Inc, Cl A *		71,259		2,051
Insmed Inc *		31,452		1,071
Integra LifeSciences Holdings Corp *		45,000		3,109
Iovance Biotherapeutics Inc *(A)		32,559		1,031
Jazz Pharmaceuticals PLC *		15,979		2,627
Karyopharm Therapeutics Inc *(A)		27,040		284
Kiniksa Pharmaceuticals Ltd, Cl A *(A)		22,925		424
Krystal Biotech Inc *(A)		1,716		132
LeMaitre Vascular Inc (A)		467		23
LHC Group Inc *		6,905		1,320
Ligand Pharmaceuticals Inc *(A)		28,582		4,357
Magellan Health Inc *		14,229		1,327

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Masimo Corp *		3,863	$	887
Medpace Holdings Inc *		9,937		1,630
Meridian Bioscience Inc *(A)		20,847		547
Mettler-Toledo International Inc *		411		475
ModivCare Inc *		8,591		1,273
Morphic Holding *		4,008		254
National HealthCare Corp		12,608		982
Natus Medical Inc *		29,663		760
Neogen Corp, Cl B *(A)		4,026		358
NeoGenomics Inc *(A)		18,676		901
Neurocrine Biosciences Inc *		10,038		976
Nevro Corp *(A)		1,424		199
NextGen Healthcare Inc *		8,065		146
NGM Biopharmaceuticals Inc *		11,335		330
Novocure Ltd *(A)		2,480		328
Omnicell Inc *		1,763		229
OptimizeRx Corp *		14,122		688
Organogenesis Holdings Inc, Cl A *		68,439		1,247
Orthofix Medical Inc *		14,375		623
Owens & Minor Inc		39,047		1,468
Pacira BioSciences Inc *		44,489		3,118
Pennant Group Inc/The *		17,711		811
Penumbra Inc *(A)		1,427		386
PerkinElmer Inc		12,707		1,630
Phibro Animal Health Corp, Cl A (A)		32,589		795
Premier Inc, Cl A		80,870		2,737
Prestige Consumer Healthcare Inc, Cl A *		46,904		2,068
Protagonist Therapeutics Inc *(A)		26,630		690
QIAGEN NV *		14,831		722
Quanterix Corp *		20,327		1,189
Quidel Corp *(A)		1,577		202
R1 RCM Inc *		74,014		1,827
Reata Pharmaceuticals Inc, Cl A *(A)		10,095		1,006
Repligen Corp *		6,804		1,323
Revance Therapeutics Inc *		82,213		2,298
Rhythm Pharmaceuticals Inc *(A)		10,870		231
SeaSpine Holdings Corp *		11,657		203
SIGA Technologies Inc *		2,198		14
Simulations Plus Inc (A)		799		51
Spero Therapeutics Inc *		16,852		248
STERIS PLC (A)		2,291		436
Stoke Therapeutics Inc *		5,807		226
Supernus Pharmaceuticals Inc *(A)		8,694		228
Syneos Health Inc, Cl A *		96,849		7,346
Teleflex Inc		8,291		3,445
Tenet Healthcare Corp *		6,108		318
Translate Bio Inc *		16,743		276
Travere Therapeutics *		80,652		2,014
Twist Bioscience Corp *(A)		566		70
Ultragenyx Pharmaceutical Inc *(A)		12,000		1,366
United Therapeutics Corp *		7,055		1,180
Utah Medical Products Inc		6,164		534

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vapotherm Inc *		1,870	$	45
Vir Biotechnology *(A)		7,158		367
West Pharmaceutical Services Inc		1		—
				122,273
Industrials — 15.2%
A O Smith Corp		4,400		297
AAON Inc (A)		8,319		582
ACCO Brands Corp		517,127		4,365
Advanced Drainage Systems Inc		16,174		1,672
AECOM *		13,579		871
AeroVironment Inc *		6,958		808
Altra Industrial Motion Corp		7,543		417
ArcBest Corp		17,512		1,232
Armstrong World Industries Inc		25,821		2,326
Atkore Inc *		38,805		2,790
Atlas Air Worldwide Holdings Inc *		60,908		3,681
Builders FirstSource Inc *		61,574		2,855
BWX Technologies Inc, Cl W		84,376		5,564
Casella Waste Systems Inc, Cl A *		5,000		318
CBIZ Inc *		2,449		80
Cintas Corp		3,186		1,087
Clean Harbors Inc *		7,022		590
Colfax Corp *(A)		167,422		7,335
CoStar Group Inc *		4,446		3,654
CRA International Inc		11,678		872
CSW Industrials Inc		5,365		724
Curtiss-Wright Corp		15,306		1,815
Dycom Industries Inc *		5,730		532
EMCOR Group Inc		19,007		2,132
Ennis Inc		34,657		740
Evoqua Water Technologies Corp *		17,172		452
Exponent Inc		30,000		2,923
Forrester Research Inc *		9,468		402
Franklin Covey Co *(A)		648		18
FTI Consulting Inc *		10,890		1,526
Gibraltar Industries Inc *		19,000		1,739
Griffon Corp		25,360		689
Heartland Express Inc		124,414		2,436
Helios Technologies Inc		8,122		592
Heritage-Crystal Clean Inc *		29,302		795
Hillenbrand Inc		8,146		389
Hub Group Inc, Cl A *		12,964		872
IAA Inc *		85,739		4,728
ICF International Inc, Cl A		4,655		407
IDEX Corp		4,000		837
JetBlue Airways Corp *		254,146		5,169
Kadant Inc (A)		16,160		2,990
Kaman Corp, Cl A		52,269		2,681
KAR Auction Services Inc *		300,328		4,505
Kelly Services Inc, Cl A *		4,601		102
Kforce Inc		10,057		539
L3Harris Technologies Inc		2,036		413

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Landstar System Inc		8,600	$	1,419
Limbach Holdings Inc *		113,604		1,200
Lindsay Corp (A)		9,200		1,533
Macquarie Infrastructure Corp *		18,400		585
ManTech International Corp/VA, Cl A		12,947		1,126
Marten Transport Ltd		77,299		1,312
Masonite International Corp *		37,876		4,365
Mastech Digital Inc *		8,853		156
Matson Inc		4,687		313
Meritor Inc *		39,622		1,166
MSA Safety Inc		10,698		1,605
MSC Industrial Direct Co Inc, Cl A		3,679		332
MYR Group Inc *		22,025		1,578
National Presto Industries Inc		1,385		141
Old Dominion Freight Line Inc, Cl A		9,957		2,394
PGT Innovations Inc *		28,530		720
Powell Industries Inc		6,900		234
Primoris Services Corp		31,507		1,044
Quanex Building Products Corp		8,291		217
Radiant Logistics Inc *		49,017		341
RBC Bearings Inc *		4,000		787
Resideo Technologies Inc *		36,899		1,042
Resources Connection Inc		21,841		296
REV Group Inc *		19,893		381
Rush Enterprises Inc, Cl A		38,922		1,939
Saia Inc *(A)		7,000		1,614
Schneider National Inc, Cl B		13,231		330
Shyft Group Inc/The		28,592		1,064
Simpson Manufacturing Co Inc		8,867		920
SiteOne Landscape Supply Inc *(A)		3,529		602
Standex International Corp		5,842		558
Systemax Inc		4,467		184
Teledyne Technologies Inc *		18,991		7,856
Tetra Tech Inc		27,739		3,765
Textainer Group Holdings Ltd *		56,064		1,606
Toro Co/The		2,800		289
TriMas Corp *		23,190		703
Trinity Industries Inc (A)		142,479		4,059
UFP Industries Inc		9,396		713
United Rentals Inc *		4,375		1,441
Upwork Inc *		16,655		746
Vicor Corp *		4,894		416
Werner Enterprises Inc		29,446		1,389
WESCO International Inc *		94,612		8,187
Westinghouse Air Brake Technologies Corp		3,600		285
XPO Logistics Inc *		78,605		9,692
				155,188
Information Technology — 18.5%
A10 Networks Inc *		141,358		1,358
ACI Worldwide Inc *		374,772		14,260
Agilysys Inc *		13,470		646
Alliance Data Systems Corp		15,014		1,683

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Alpha & Omega Semiconductor Ltd *		39,527	$	1,293
Amdocs Ltd		14,000		982
American Software Inc/GA, Cl A		30,440		630
Amkor Technology Inc		75,502		1,790
ANSYS Inc *		2,600		883
Arista Networks Inc *		2,488		751
Aspen Technology Inc *		25,803		3,724
Axcelis Technologies Inc *		24,597		1,011
Broadridge Financial Solutions Inc		1,700		260
Brooks Automation Inc		754		62
Cadence Design Systems Inc *		12,100		1,658
Calix Inc *		48,212		1,671
Cambium Networks Corp *		22,490		1,051
Cardtronics PLC *		22,468		872
Cass Information Systems Inc		9,000		416
ChannelAdvisor Corp *		51,607		1,215
Cloudflare Inc, Cl A *(A)		4,553		320
Cognyte Software Ltd *(A)		112,718		3,135
CommVault Systems Inc *		26,733		1,724
Conduent Inc *		113,376		755
Cornerstone OnDemand Inc *		28,250		1,231
CSG Systems International Inc		16,561		743
Diodes Inc *(A)		15,000		1,198
Dolby Laboratories Inc, Cl A		12,000		1,185
Echo Global Logistics Inc *		8,703		273
Enphase Energy Inc *		5,140		834
Entegris Inc		19,770		2,210
EPAM Systems Inc *		5,383		2,135
Euronet Worldwide Inc *		30,399		4,204
EVERTEC Inc		63,730		2,372
ExlService Holdings Inc *(A)		24,383		2,198
Extreme Networks Inc *		44,054		385
Fair Isaac Corp *		2,500		1,215
Five9 Inc *		5,242		820
FormFactor Inc *		600		27
Gartner Inc *		1,518		277
Genpact Ltd		30,604		1,311
Global Payments Inc		1,009		203
Globant SA *		4,500		934
Hackett Group Inc/The		37,239		610
Ichor Holdings Ltd *(A)		16,589		893
II-VI Inc *(A)		35,206		2,407
Insight Enterprises Inc *		21,641		2,065
Intelligent Systems Corp *		358		15
International Money Express Inc *		1,250		19
Itron Inc *		577		51
J2 Global Inc *(A)		211,316		25,328
Lantronix Inc *		42,658		195
Lattice Semiconductor Corp *		37,782		1,701
Leidos Holdings Inc		11,756		1,132
LiveRamp Holdings Inc *		10,000		519
Lumentum Holdings Inc *		2,779		254

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MACOM Technology Solutions Holdings Inc *		12,485	$	724
Manhattan Associates Inc *		10,280		1,207
MAXIMUS Inc		35,530		3,164
MicroStrategy Inc, Cl A *(A)		726		493
Model N Inc *		21,638		762
Monolithic Power Systems Inc		6,335		2,238
National Instruments Corp		370		16
NCR Corp *(A)		132,854		5,042
NIC Inc		72,349		2,455
nLight Inc *		20,093		651
Nuance Communications Inc *		53,148		2,319
NVE Corp		9,565		671
ON Semiconductor Corp *		108,955		4,534
OSI Systems Inc *		184		18
Palo Alto Networks Inc *		786		253
Perficient Inc *		12,505		734
Photronics Inc *		115,668		1,488
Power Integrations Inc		20,000		1,630
Progress Software Corp		5,788		255
PTC Inc *		19,109		2,630
QAD Inc, Cl A		5,106		340
Qorvo Inc *		1		—
Qualys Inc *(A)		1,225		128
Radware Ltd *		26,112		681
Rambus Inc *		69,493		1,351
RingCentral Inc, Cl A *		773		230
Sapiens International Corp NV		43,975		1,398
Science Applications International Corp		10,962		916
Semtech Corp *		69,289		4,781
Shutterstock Inc		21,003		1,870
Silicon Motion Technology Corp ADR		221,337		13,145
SiTime Corp *		450		44
SolarWinds Corp *		744		13
SPS Commerce Inc *		16,563		1,645
Super Micro Computer Inc *		182,775		7,139
SVMK Inc *		28,358		520
Sykes Enterprises Inc *		31,637		1,395
Synopsys Inc *		5,999		1,486
Tenable Holdings Inc *		29,500		1,067
Teradyne Inc		11,312		1,376
Trade Desk Inc/The, Cl A *(A)		1,896		1,236
TTEC Holdings Inc		31,473		3,161
Tucows Inc, Cl A *(A)		1,294		100
Tyler Technologies Inc *		4,508		1,914
Verint Systems Inc *		112,718		5,128
Wix.com Ltd *		15,023		4,195
WNS Holdings Ltd ADR *		26,370		1,910
				189,547
Materials — 7.0%
Albemarle Corp (A)		4,500		657
Ashland Global Holdings Inc		55,852		4,958

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Avery Dennison Corp		2,472	$	454
Avient Corp		22,000		1,040
Axalta Coating Systems Ltd *		164,272		4,859
B2Gold Corp		501,613		2,162
Balchem Corp		20,761		2,604
Boise Cascade Co		23,092		1,382
Century Aluminum Co *		231,450		4,087
Chase		554		64
Commercial Metals Co, Cl A (A)		270,710		8,349
Crown Holdings Inc		4,800		466
Domtar Corp *		101,381		3,746
FMC Corp		102,303		11,316
Fortitude Gold Corp (C)		40,846		189
Hawkins Inc		12,136		407
Hecla Mining Co		131,999		751
Ingevity Corp *		36,000		2,719
Louisiana-Pacific Corp		18,357		1,018
Materion Corp		9,421		624
Myers Industries Inc		29,683		586
NewMarket Corp		4,076		1,549
Novagold Resources Inc *(A)		129,786		1,137
Packaging Corp of America (A)		2,600		350
Resolute Forest Products Inc *		88,838		973
Royal Gold Inc, Cl A		8,757		942
Sensient Technologies Corp		18,700		1,459
Silgan Holdings Inc		270,689		11,377
Stepan Co		9,000		1,144
				71,369
Real Estate — 4.9%
Camden Property Trust ‡		13,101		1,440
CareTrust Inc ‡		41,582		968
CatchMark Timber Trust Inc, Cl A ‡		108,771		1,107
Centerspace ‡		15,417		1,048
City Office REIT ‡		17,779		189
Community Healthcare Trust Inc ‡		384		18
EastGroup Properties Inc ‡		14,800		2,121
Equity Commonwealth *‡		11,988		333
Equity LifeStyle Properties ‡		20,564		1,309
Gaming and Leisure Properties Inc ‡		167,435		7,104
Getty Realty Corp ‡		28,351		803
Gladstone Commercial Corp ‡		33,797		661
Howard Hughes Corp/The *‡		51,451		4,895
Independence Realty Trust ‡		113,415		1,724
Invitation Homes Inc ‡		88,917		2,844
Kite Realty Group Trust ‡		34,895		673
Life Storage Inc ‡		4,650		400
Medical Properties Trust Inc ‡		410,854		8,743
Monmouth Real Estate Investment Corp, Cl A ‡		88,945		1,573
National Health Investors Inc ‡		265		19
National Storage Affiliates Trust ‡		10,689		427
New Senior Investment Group Inc ‡		47,637		297

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Newmark Group Inc, Cl A ‡		450,766	$	4,510
One Liberty Properties Inc ‡		51,891		1,156
PS Business Parks Inc ‡		6,125		947
RMR Group Inc/The, Cl A ‡		23,159		945
Sabra Health Care Inc ‡		42,013		729
Safehold Inc ‡(A)		19,251		1,350
Spirit Realty Capital Inc ‡		387		16
Sun Communities Inc ‡		1,653		248
Terreno Realty Corp ‡		15,348		887
Universal Health Realty Income Trust ‡		3,689		250
				49,734
Utilities — 2.0%
ALLETE Inc		14,400		967
American States Water Co		21,500		1,626
Artesian Resources Corp, Cl A		40,073		1,578
Atmos Energy Corp		10,774		1,065
Black Hills Corp, Cl A		11,841		791
Chesapeake Utilities Corp (A)		6,037		701
Clearway Energy Inc, Cl A		43,089		1,142
Hawaiian Electric Industries Inc		21,153		940
IDACORP Inc, Cl A		10,909		1,091
MDU Resources Group Inc		14,335		453
MGE Energy Inc		21,134		1,509
Middlesex Water Co		22,660		1,791
NorthWestern Corp		5,270		344
Ormat Technologies Inc (A)		13,800		1,084
PNM Resources Inc		25,500		1,251
Portland General Electric Co		43,378		2,059

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Southwest Gas Holdings Inc		10,221	$	702
UGI Corp		6,450		264
Unitil Corp		11,188		511
Vistra Corp		710		12
York Water Co/The		18,850		923
				20,804
Total Common Stock (Cost $548,850) ($ Thousands)				993,157
AFFILIATED PARTNERSHIP — 11.2%
SEI Liquidity Fund, L.P.     0.020% **†(D)		114,322,771		114,352
Total Affiliated Partnership (Cost $114,346) ($ Thousands)				114,352
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		30,072,280		30,072
Total Cash Equivalent (Cost $30,072) ($ Thousands)				30,072
Total Investments in Securities — 111.2% (Cost $693,268) ($ Thousands)			$	1,137,581

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Russell 2000 Index E-MINI		14		Jun-2021	$	1,552	$	1,556	$	4
S&P Mid Cap 400 Index E-MINI		4		Jun-2021		1,049		1,042		(7)
					$	2,601	$	2,598	$	(3)

Percentages are based on Net Assets of $1,023,126 ($ Thousands). *   Non-income producing security. **  Rate shown is the 7-day effective yield as of March 31, 2021. ^‡   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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $112,616 ($ Thousands). (B)  Security is a Master Limited Partnership. At March 31, 2021, such securities amounted to $1,724 ($ Thousands), or 0.0% 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, 2021 was $114,352 ($ Thousands). ADR — American Depositary Receipt Cl — Class L.P. — Limited Partnership Ltd. — Limited PLC — Public Limited Company REIT — Real Estate investment Trust S&P— Standard & Poor’s Ser — Series

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1   ($)		Level 2    ($)		Level 3   ($)(1)		Total   ($)
Common Stock		992,968		–		189		993,157
Affiliated Partnership		–		114,352		–		114,352
Cash Equivalent		30,072		–		–		30,072
Total Investments in Securities		1,023,040		114,352		189		1,137,581
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4		–		–		4
Unrealized Depreciation		(7)		–		–		(7)
Total Other Financial Instruments		(3)		–		–		(3)

(1) A reconciliation of Level 3 instruments 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, 2021, there was a transfer between Level 1 and Level 3 assets and liabilities due to the unavailability of observable inputs to determine fair value.

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 year ended March 31, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 28,359	$ 176,791	$ (90,805)	$ 10	$ (3)	$114,352	114,322,771	$ 70	$—
SEI Daily Income Trust, Government Fund, Cl F	18,861	90,218	(79,007)	—	—	30,072	30,072,280	1	—
Totals	$ 47,220	$ 267,009	$ (169,812)	$ 10	$ (3)	$144,424		$ 71	$—

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 4.7%
Cars.com Inc *		15,500	$	201
Fox Corp		4,800		169
Interpublic Group of Cos Inc/The		6,000		175
Lumen Technologies Inc		49,500		661
News Corp, Cl A		12,200		310
News Corp, Cl B		5,400		127
Nexstar Media Group Inc, Cl A		3,300		464
Omnicom Group Inc		7,500		556
Playtika Holding Corp *		13,700		373
QuinStreet Inc *		4,300		87
Sirius XM Holdings Inc (A)		41,700		254
Take-Two Interactive Software Inc, Cl A *		2,200		389
				3,766
Consumer Discretionary — 12.0%
American Outdoor Brands Inc *		2,200		56
AutoNation Inc *		700		65
AutoZone Inc *		60		84
Best Buy Co Inc		5,700		654
Brunswick Corp/DE		5,100		486
Crocs Inc *		800		64
Darden Restaurants Inc		2,900		412
Deckers Outdoor Corp *		1,200		397
Dollar Tree Inc *		6,100		698
DR Horton Inc		7,900		704
Ford Motor Co *		73,900		905
Gentherm Inc *		700		52
Genuine Parts Co		3,900		451
Johnson Outdoors Inc, Cl A		200		29
L Brands Inc *		9,000		557
Lennar Corp, Cl A		4,600		466
Lennar Corp, Cl B		3,800		313
Liquidity Services Inc *		3,200		60
Nautilus Inc *		4,100		64
O’Reilly Automotive Inc *		1,190		604
Polaris Inc		3,500		467
PulteGroup Inc		9,900		519
Qurate Retail Inc		35,100		413
Smith & Wesson Brands Inc		16,000		279
Tapestry Inc *		8,400		346
Tenneco Inc, Cl A *		2,900		31
Yum China Holdings Inc		7,100		420
Yum! Brands Inc		400		43
				9,639
Consumer Staples — 4.9%
Archer-Daniels-Midland Co		13,500		770
Conagra Brands Inc		14,900		560
Hershey Co/The		200		32
J M Smucker Co/The		1,400		177
Kellogg Co		3,400		215
Kroger Co/The		20,300		731

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Medifast Inc		200	$	42
Nu Skin Enterprises Inc, Cl A		7,400		391
Sprouts Farmers Market Inc *		13,600		362
Tyson Foods Inc, Cl A		9,100		676
				3,956
Energy — 1.4%
Baker Hughes Co, Cl A		5,000		108
Cimarex Energy Co		1,800		107
Devon Energy Corp		2,500		55
Kinder Morgan Inc		15,100		251
Pioneer Natural Resources Co		3,100		492
Targa Resources Corp		3,900		124
				1,137
Financials — 10.0%
Aflac Inc		5,300		271
Allstate Corp/The		3,400		391
American National Group Inc		300		32
Ameriprise Financial Inc		3,400		790
Annaly Capital Management Inc ‡		69,500		598
Associated Banc-Corp		2,400		51
Citizens Financial Group Inc		13,400		592
CNA Financial Corp		7,000		312
CNB Financial Corp/PA		3,200		79
Discover Financial Services		8,000		760
Evercore Inc, Cl A		3,100		408
Federated Hermes Inc, Cl B		13,500		423
Fifth Third Bancorp		600		23
First American Financial Corp		4,500		255
Flushing Financial Corp		700		15
Invesco Ltd		7,600		192
KeyCorp		29,400		587
Old Republic International Corp		12,200		266
OneMain Holdings Inc, Cl A		3,000		161
Piper Sandler Cos		700		77
Popular Inc		8,000		562
Raymond James Financial Inc		4,600		564
Stewart Information Services Corp		1,600		83
Synchrony Financial		14,700		598
				8,090
Health Care — 13.4%
ABIOMED Inc *		700		223
Agilent Technologies Inc		2,100		267
Align Technology Inc *		1,340		726
AmerisourceBergen Corp, Cl A		4,900		579
Bio-Techne Corp		1,400		535
Cerner Corp		1,400		100
Charles River Laboratories International Inc *		1,200		348
DENTSPLY SIRONA Inc		8,000		510
Hologic Inc *		8,300		617
IDEXX Laboratories Inc *		1,340		656

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Incyte Corp *		4,800	$	390
IQVIA Holdings Inc *		3,900		753
Laboratory Corp of America Holdings *		1,400		357
McKesson Corp		2,400		468
Mettler-Toledo International Inc *		540		624
Moderna Inc *		3,600		471
PerkinElmer Inc		4,300		552
Perrigo Co PLC		2,500		101
Quest Diagnostics Inc		3,600		462
Quidel Corp *		2,100		269
ResMed Inc		3,200		621
STERIS PLC		1,100		210
Universal Health Services Inc, Cl B		3,300		440
Viatris Inc, Cl W *		11,700		163
Waters Corp *		400		114
West Pharmaceutical Services Inc		1,000		282
				10,838
Industrials — 14.3%
Acuity Brands Inc		3,900		643
AGCO Corp		3,800		546
BWX Technologies Inc, Cl W		6,000		396
Carrier Global Corp		3,000		127
CoStar Group Inc *		400		329
Cummins Inc		3,100		803
Donaldson Co Inc, Cl A		3,400		198
Dover Corp		2,300		315
Fortune Brands Home & Security Inc		2,200		211
Gates Industrial Corp PLC *		8,900		142
Generac Holdings Inc *		2,200		720
GMS Inc *		200		8
GrafTech International Ltd		3,200		39
Howmet Aerospace Inc *		16,200		521
Huntington Ingalls Industries Inc, Cl A		1,500		309
IDEX Corp		400		84
Kelly Services Inc, Cl A *		1,900		42
Kforce Inc		500		27
Masco Corp		10,600		635
Matson Inc		1,200		80
MYR Group Inc *		500		36
Nordson Corp		1,500		298
nVent Electric PLC		3,700		103
Old Dominion Freight Line Inc, Cl A		2,500		601
Otis Worldwide Corp		4,700		322
Parker-Hannifin Corp, Cl A		2,200		694
Pentair PLC		3,600		224
Primoris Services Corp		1,000		33
Quanta Services Inc		6,000		528
Schneider National Inc, Cl B		2,200		55
Snap-on Inc		2,000		462
Teledyne Technologies Inc *		1,130		467
Timken Co/The		3,400		276
UFP Industries Inc		1,300		99

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
United Rentals Inc *		1,300	$	428
Werner Enterprises Inc		3,400		160
WW Grainger Inc		1,490		597
				11,558
Information Technology — 20.2%
Amdocs Ltd		7,500		526
ANSYS Inc *		1,010		343
Arrow Electronics Inc, Cl A *		4,000		443
Aspen Technology Inc *		1,500		217
BM Technologies Inc *		523		6
CACI International Inc, Cl A *		600		148
Cadence Design Systems Inc *		5,900		808
Cirrus Logic Inc *		3,100		263
Citrix Systems Inc		500		70
Cognizant Technology Solutions Corp, Cl A		3,900		305
Corning Inc, Cl B		6,600		287
Dell Technologies Inc, Cl C *		1,500		132
Dynatrace Inc *		8,900		429
Entegris Inc		4,700		525
EPAM Systems Inc *		1,600		635
Fair Isaac Corp *		1,050		510
Fortinet Inc *		1,000		184
HP Inc		21,800		692
IPG Photonics Corp *		500		106
Jabil Inc		9,400		490
KLA Corp		2,900		958
Manhattan Associates Inc *		3,300		387
MKS Instruments Inc		3,500		649
NetApp Inc		7,400		538
NETGEAR Inc *		2,300		95
NortonLifeLock Inc		25,700		546
Paychex Inc		1,700		167
Paycom Software Inc *		1,310		485
PTC Inc *		4,800		661
Qorvo Inc *		3,000		548
Sanmina Corp *		7,500		310
Semtech Corp *		1,600		110
Skyworks Solutions Inc		3,600		661
SS&C Technologies Holdings Inc		8,600		601
Sykes Enterprises Inc *		1,600		71
SYNNEX Corp		3,000		345
Synopsys Inc *		2,800		694
Teradyne Inc		2,300		280
Ubiquiti Inc		1,500		447
Zebra Technologies Corp, Cl A *		1,260		611
				16,283
Materials — 6.9%
Avery Dennison Corp		1,700		312
Boise Cascade Co		1,800		108
Celanese Corp, Cl A		1,500		225
Corteva Inc		18,100		844

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Eastman Chemical Co		2,600	$	286
Element Solutions Inc		6,300		115
Freeport-McMoRan Inc, Cl B		25,200		830
Huntsman Corp		9,300		268
International Paper Co		1,300		70
LyondellBasell Industries NV, Cl A		1,900		198
Mosaic Co/The		1,300		41
Nucor Corp		3,600		289
PPG Industries Inc		4,200		631
RPM International Inc		5,400		496
Steel Dynamics Inc		11,200		569
Westlake Chemical Corp		3,100		275
				5,557
Real Estate — 5.5%
Apple Hospitality Inc ‡		37,600		548
CBRE Group Inc, Cl A *‡		3,900		308
City Office REIT		18,300		194
Columbia Property Trust Inc ‡		1,800		31
CorePoint Lodging *‡		200		2
Extra Space Storage Inc ‡		1,300		172
Gaming and Leisure Properties Inc ‡		12,909		548
GEO Group Inc/The ‡(A)		40,050		311
Highwoods Properties Inc ‡		1,200		51
Omega Healthcare Investors Inc ‡		2,200		81
Piedmont Office Realty Trust Inc, Cl A ‡		9,600		167
PotlatchDeltic Corp ‡		7,700		407
VEREIT Inc ‡		8,800		340
Weyerhaeuser Co ‡		20,100		716
WP Carey Inc ‡		7,800		552
				4,428
Utilities — 4.9%
AES Corp/The		25,400		681
MDU Resources Group Inc		20,000		632
NRG Energy Inc		9,000		340
PPL Corp		15,200		439
Public Service Enterprise Group Inc		10,600		638
Sempra Energy		3,600		477
UGI Corp		14,000		574

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		11,700	$	207
				3,988
Total Common Stock (Cost $62,463) ($ Thousands)				79,240
PREFERRED STOCK — 0.1%
Consumer Discretionary — 0.1%
Qurate Retail, 8.000%		1,050		107
Total Preferred Stock (Cost $236) ($ Thousands)				107
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, L.P.     0.020% **†(B)		579,529		580
Total Affiliated Partnership (Cost $580) ($ Thousands)				580
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		1,109,175		1,109
Total Cash Equivalent (Cost $1,109) ($ Thousands)				1,109
Total Investments in Securities — 100.4% (Cost $64,388) ($ Thousands)			$	81,036

A list of the open futures contracts held by the Fund at March 31, 2021 is as follows:

	Number of		Expiration		Notional Amount	Value	Unrealized
Type of Contract	Contracts Long		Date		(Thousands)	(Thousands)	Appreciation (Thousands)
S&P Mid Cap 400 Index E-MINI		1		Jun-2021	$256	$261	$4

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Mid-Cap Fund (Continued)

Percentages are based on Net Assets of $80,715 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $564 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $580 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the level of input s used as of March 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock		$79,240	$	–	$	–		$79,240
Preferred Stock		107		–		–		107
Affiliated Partnership		–		580		–		580
Cash Equivalent		1,109		–		–		1,109
Total Investments in Securities	$	80,456	$	580	$	–	$	81,036
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4		–		–		4
Total Other Financial Instruments		4		–		–		4

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$ 1,710	$(1,130)	$—	$—	$ 580	579,529	$—	$—
SEI Daily Income Trust, Government Fund, Cl F	1,119	10,440	(10,450)	—	—	1,109	1,109,175	—	—
Totals	$1,119	$12,150	$(11,580)	$—	$—	$1,689		$—	$—

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, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 8.1%
Activision Blizzard Inc		25,372	$	2,360
Alphabet Inc, Cl A *		505		1,041
Alphabet Inc, Cl C *		331		685
AT&T Inc		418,608		12,671
Comcast Corp, Cl A		240,900		13,035
Hemisphere Media Group Inc, Cl A *		1,396		16
John Wiley & Sons Inc, Cl A		59,053		3,201
Lions Gate Entertainment Corp, Cl A *		18,053		270
Lions Gate Entertainment Corp, Cl B *		23,764		306
New York Times Co/The, Cl A		63,468		3,213
Omnicom Group Inc		121,800		9,031
Ooma Inc *		19,440		308
Scholastic Corp, Cl B		8,394		253
SK Telecom Co Ltd ADR		138,655		3,776
Spok Holdings Inc		9,497		100
TechTarget Inc *		4,564		317
TELUS		136,300		2,714
TrueCar Inc *		19,054		91
United States Cellular Corp *		15,966		582
Verizon Communications		433,911		25,232
World Wrestling Entertainment Inc, Cl A		39,857		2,163
				81,365
Consumer Discretionary — 8.1%
Amazon.com Inc, Cl A *		621		1,922
AutoZone Inc *		3,300		4,634
Canadian Tire Corp Ltd, Cl A		23,000		3,263
Chegg Inc *		11,283		966
Chipotle Mexican Grill Inc, Cl A *		2,819		4,005
Core-Mark Holding Co Inc, Cl A		13,287		514
Dorman Products Inc *		4,899		503
DR Horton Inc		40,000		3,565
eBay Inc		194,674		11,922
Garmin Ltd		17,765		2,342
Grand Canyon Education Inc *		20,428		2,188
Honda Motor Co Ltd ADR (A)		145,242		4,386
Murphy USA Inc		4,527		654
NIKE Inc, Cl B		29,871		3,970
Papa John’s International Inc, Cl A		3,306		293
Sonos Inc *		7,748		290
Starbucks Corp		3,501		383
Sturm Ruger & Co Inc		62,054		4,100
Target Corp, Cl A		98,529		19,516
Terminix Global Holdings Inc *		9,979		476
Toyota Motor Corp ADR (A)		47,464		7,407
Winmark Corp		503		94
XPEL Inc *		1,756		91
Yum China Holdings Inc		52,661		3,118
				80,602
Consumer Staples — 16.8%
Altria Group Inc		92,900		4,753

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
B&G Foods Inc, Cl A (A)		5,182	$	161
BellRing Brands, Cl A *		15,618		369
Boston Beer Co Inc/The, Cl A *		1,404		1,694
Bunge Ltd		50,386		3,994
Campbell Soup Co		46,746		2,350
Casey’s General Stores Inc		9,235		1,997
Clorox Co/The		13,841		2,670
Coca-Cola Co/The		105,116		5,541
Colgate-Palmolive Co		65,807		5,188
Conagra Brands Inc		287,811		10,822
Costco Wholesale Corp		8,862		3,124
Darling Ingredients Inc *		7,145		526
Estee Lauder Cos Inc/The, Cl A		14,647		4,260
Flowers Foods Inc		131,520		3,130
General Mills Inc		169,734		10,408
Hain Celestial Group Inc/The *		8,572		374
Herbalife Nutrition Ltd *		30,551		1,355
Hershey Co/The		42,124		6,662
Hormel Foods Corp		53,128		2,538
Hostess Brands Inc, Cl A *		34,718		498
Ingredion Inc		26,000		2,338
J M Smucker Co/The		121,998		15,436
John B Sanfilippo & Son		6,781		613
Kellogg Co		148,945		9,428
Kimberly-Clark Corp		90,908		12,641
Kraft Heinz Co/The		219,400		8,776
Kroger Co/The		405,027		14,577
Lancaster Colony Corp		2,722		477
Medifast Inc		1,318		279
MGP Ingredients Inc		6,382		377
Mondelez International Inc, Cl A		59,782		3,499
Monster Beverage Corp *		44,549		4,058
Natural Grocers by Vitamin Cottage Inc		18,579		326
PriceSmart Inc		5,602		542
Procter & Gamble Co/The		34,700		4,699
Sanderson Farms Inc		2,956		460
Seaboard Corp		64		236
Simply Good Foods Co/The *		9,676		294
Tyson Foods Inc, Cl A		144,449		10,733
Universal Corp/VA		10,842		640
USANA Health Sciences Inc *		7,167		699
Walmart Inc		25,700		3,491
WD-40 Co		1,114		341
Weis Markets Inc		5,174		292
				167,666
Energy — 0.6%
Antero Midstream Corp		363,939		3,287
DMC Global Inc *		3,575		194
Phillips 66		23,400		1,908

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
RPC Inc *		20,419	$	110
				5,499
Financials — 11.2%
Aflac Inc		221,967		11,360
Alerus Financial Corp		5,930		177
Allstate Corp/The		115,300		13,248
American Financial Group Inc/OH		23,700		2,704
American National Group Inc		2,079		224
Annaly Capital Management Inc ‡		253,100		2,177
Arbor Realty Trust Inc ‡		17,353		276
Bank of New York Mellon Corp/The		198,000		9,363
Berkshire Hathaway Inc, Cl B *		80,117		20,467
BRP Group Inc, Cl A *		6,157		168
Cboe Global Markets Inc		11,784		1,163
Columbia Financial Inc *		25,349		443
Community Bank System Inc		3,228		248
Employers Holdings Inc		9,517		410
Erie Indemnity Co, Cl A		3,442		760
Everest Re Group Ltd		12,673		3,141
Hanover Insurance Group Inc/The, Cl A		30,323		3,926
HarborOne Bancorp Inc		33,506		451
Hartford Financial Services Group Inc/The		69,100		4,615
HCI Group Inc		2,470		190
Houlihan Lokey Inc, Cl A		5,759		383
Kearny Financial Corp/MD		38,764		468
Kinsale Capital Group Inc		971		160
Loblaw Cos Ltd		70,000		3,910
MarketAxess Holdings Inc		1,623		808
Marsh & McLennan Cos Inc		43,980		5,357
Mercury General Corp		14,266		868
MFA Financial Inc ‡		54,537		222
Morningstar Inc, Cl A		15,774		3,550
MVB Financial Corp		3,576		121
National Bank Holdings Corp, Cl A		12,271		487
NI Holdings Inc *		1,708		32
Northeast Bank		2,247		59
Orchid Island Capital Inc, Cl A ‡		90,979		547
PCSB Financial Corp		20,853		346
Progressive Corp/The		41,750		3,992
Reliant Bancorp Inc		5,536		159
Safeguard Scientifics Inc *		15,832		108
Safety Insurance Group Inc		4,713		397
Sagen MI Canada		71,000		2,455
Stewart Information Services Corp		6,097		317
Timberland Bancorp Inc/WA		3,605		100
Tradeweb Markets Inc, Cl A		39,821		2,947
Trupanion Inc *		181		14
US Bancorp		125,400		6,936
Waterstone Financial Inc		19,067		389

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
White Mountains Insurance Group Ltd		1,017	$	1,134
				111,777
Health Care — 14.6%
AbbVie Inc		86,995		9,415
AdaptHealth Corp, Cl A *		7,321		269
Agilent Technologies Inc		1,663		211
Alkermes PLC *		5,460		102
Amgen Inc, Cl A		42,500		10,574
Amphastar Pharmaceuticals Inc *		4,915		90
Bristol-Myers Squibb Co		251,177		15,857
Cassava Sciences Inc *		2,604		117
Cigna Corp		1,426		345
CVS Health Corp		126,626		9,526
Danaher Corp, Cl A		9,853		2,218
DermTech *		3,250		165
Eli Lilly and Co		17,976		3,358
Gilead Sciences Inc		141,500		9,145
Haemonetics Corp *		8,954		994
Halozyme Therapeutics Inc *		524		22
Harrow Health *		13,610		92
HealthStream Inc *		7,683		172
Henry Schein Inc *		30,982		2,145
InfuSystem Holdings Inc *		2,116		43
Inogen Inc *		2,932		154
Ionis Pharmaceuticals Inc *		21,845		982
Johnson & Johnson		127,718		20,991
Joint Corp/The *		9,438		456
LeMaitre Vascular Inc		1,350		66
Masimo Corp *		4,359		1,001
Merck & Co Inc		315,164		24,296
Mettler-Toledo International Inc *		1,316		1,521
Omnicell Inc *		3,559		462
Organogenesis Holdings Inc, Cl A *		8,843		161
Patterson Cos Inc		8,135		260
Pfizer Inc		444,439		16,102
Phibro Animal Health Corp, Cl A		12,044		294
Premier Inc, Cl A		34,658		1,173
Prestige Consumer Healthcare Inc, Cl A *		7,289		321
QIAGEN NV *		1,824		89
Regeneron Pharmaceuticals Inc *		6,174		2,921
Sanofi ADR		57,200		2,829
Sharps Compliance Corp *		6,797		98
SIGA Technologies Inc *		33,244		216
Stereotaxis Inc *		41,845		281
Universal Health Services Inc, Cl B		21,700		2,895
Viatris Inc, Cl W *		70,563		986
Viemed Healthcare Inc *		34,170		346
Vocera Communications Inc *		5,331		205
West Pharmaceutical Services Inc		7,275		2,050

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
XBiotech Inc *(A)		10,257	$	176
				146,192
Industrials — 9.7%
3M Co		50,635		9,756
Allison Transmission Holdings Inc		133,047		5,432
Carrier Global Corp		66,500		2,808
CBIZ Inc *		14,707		480
CH Robinson Worldwide Inc		41,676		3,977
Copart Inc *		2,090		227
Cummins Inc		31,600		8,188
Expeditors International of Washington Inc		44,797		4,824
Exponent Inc		2,679		261
Fastenal Co, Cl A		100,012		5,029
Forward Air Corp		5,343		475
General Dynamics Corp		19,100		3,468
Huntington Ingalls Industries Inc, Cl A		21,662		4,459
JB Hunt Transport Services Inc		9,190		1,545
Landstar System Inc		8,812		1,455
Lindsay Corp		320		53
Lockheed Martin Corp		13,868		5,124
Miller Industries Inc/TN		2,075		96
Northrop Grumman Corp		29,432		9,525
Otis Worldwide Corp		33,250		2,276
Parsons Corp *		11,039		446
Red Violet Inc *(A)		12,735		235
Republic Services Inc		39,733		3,948
Rollins Inc		46,940		1,616
Snap-on Inc		44,000		10,152
Toro Co/The		46,280		4,773
Upwork Inc *		341		15
Vertiv Holdings Co, Cl A		80,417		1,608
Waste Management Inc		34,300		4,425
Werner Enterprises Inc		9,053		427
WillScot Mobile Mini Holdings, Cl A *		6,758		188
				97,291
Information Technology — 17.1%
A10 Networks Inc *		2,433		23
Agilysys Inc *		2,381		114
Amdocs Ltd		300,704		21,094
Amphenol Corp, Cl A		42,206		2,784
Arista Networks Inc *		3,934		1,188
Autodesk Inc, Cl A *		2,416		670
Avnet Inc		61,200		2,540
Broadridge Financial Solutions Inc		12,427		1,903
CACI International Inc, Cl A *		17,162		4,233
Canon Inc ADR		130,800		2,978
Cisco Systems Inc/Delaware		359,046		18,566
CommVault Systems Inc *		6,354		410
CSG Systems International Inc		7,719		347
DocuSign Inc, Cl A *		4,017		813
Dropbox Inc, Cl A *		62,074		1,655

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
F5 Networks Inc, Cl A *		67,564	$	14,095
Grid Dynamics Holdings *		6,387		102
Intel Corp		339,000		21,696
International Business Machines Corp		102,708		13,687
Intevac Inc *		2,658		19
J2 Global Inc *		50,200		6,017
Jack Henry & Associates Inc		4,829		733
Juniper Networks Inc		284,966		7,218
MAXIMUS Inc		5,235		466
Napco Security Technologies Inc *		943		33
Oracle Corp, Cl B		344,999		24,209
Progress Software Corp		9,611		424
QAD Inc, Cl A		3,716		247
Sapiens International Corp NV		13,572		432
Seagate Technology PLC		116,500		8,941
ShotSpotter Inc *		1,430		50
Smith Micro Software Inc *		27,444		151
SPS Commerce Inc *		4,568		454
Tucows Inc, Cl A *		3,808		295
Ubiquiti Inc		4,473		1,334
Western Union Co/The		424,181		10,460
Zoom Video Communications Inc, Cl A *		1,375		442
				170,823
Materials — 4.4%
AptarGroup Inc		29,801		4,222
Balchem Corp		5,137		644
Berry Global Group Inc *		80,975		4,972
Caledonia Mining		1,855		26
Linde PLC		22,103		6,192
NewMarket Corp		9,153		3,480
Newmont Corp		115,789		6,979
Novagold Resources Inc *		30,230		265
Ranpak Holdings Corp, Cl A *		22,649		454
Sealed Air Corp		80,978		3,710
Sensient Technologies Corp		3,863		301
Sherwin-Williams Co/The, Cl A		7,069		5,217
Silgan Holdings Inc		93,288		3,921
Sonoco Products Co		58,810		3,723
				44,106
Real Estate — 2.7%
Agree Realty Corp ‡		7,852		529
Brandywine Realty Trust ‡		248,750		3,211
Easterly Government Properties Inc ‡		8,722		181
Essential Properties Realty Trust Inc ‡		11,966		273
Extra Space Storage Inc ‡		12,467		1,652
Healthcare Realty Trust Inc ‡		12,086		366
Iron Mountain Inc ‡		146,700		5,429
Jones Lang LaSalle Inc *‡		181		32
Piedmont Office Realty Trust, Cl A ‡		226,600		3,936
PS Business Parks Inc ‡		2,501		387
Public Storage ‡		22,381		5,523

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
RMR Group Inc/The, Cl A ‡		4,139	$	169
St Joe Co/The ‡		8,033		345
Terreno Realty Corp ‡		8,751		506
VEREIT Inc ‡		123,647		4,775
				27,314
Utilities — 5.4%
American States Water Co		1,765		134
Artesian Resources Corp, Cl A		2,902		114
Atmos Energy Corp		46,063		4,553
Cadiz Inc *(A)		30,641		294
California Water Service Group, Cl A		5,294		298
Chesapeake Utilities Corp		4,276		496
DTE Energy Co		46,699		6,218
Entergy Corp		85,500		8,505
Evergy Inc		204,537		12,176
Exelon Corp		163,000		7,130
Genie Energy Ltd, Cl B		13,918		88
Hawaiian Electric Industries Inc		35,887		1,595
National Fuel Gas Co		78,800		3,939
NRG Energy Inc		2,526		95
ONE Gas Inc		570		44
Portland General Electric Co		134,094		6,365
Public Service Enterprise Group Inc		12,722		766
Pure Cycle Corp *		15,652		210
Spark Energy Inc, Cl A		11,425		122
Spire		5,701		421
				53,563
Total Common Stock (Cost $753,623) ($ Thousands)				986,198
AFFILIATED PARTNERSHIP — 1.1%
SEI Liquidity Fund, L.P. 0.020% **†(B)		11,340,643		11,343
Total Affiliated Partnership (Cost $11,343) ($ Thousands)				11,343
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		12,632,496		12,632
Total Cash Equivalent (Cost $12,632) ($ Thousands)				12,632
Total Investments in Securities — 101.1% (Cost $777,598) ($ Thousands)			$	1,010,173

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

U.S. Managed Volatility Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, 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		33		Jun-2021	$	6,542	$	6,546	$	4
					$	6,542	$	6,546	$	4

Percentages are based on Net Assets of $998,797 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $11,216 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $11,343 ($ 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, 2021, 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		986,198		–		–		986,198
Affiliated Partnership		–		11,343		–		11,343
Cash Equivalent		12,632		–		–		12,632
Total Investments in Securities		998,830		11,343		–		1,010,173
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4		–		–		4
Total Other Financial Instruments		4		–		–		4

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$13,094	$39,459	$(41,209)	$(1)	$—	$11,343	11,340,643	$36	$—
SEI Daily Income Trust, Government Fund, Cl F	31,666	834,157	(853,191)	—	—	12,632	12,632,496	1	—
Totals	$44,760	$873,616	$(894,400)	$(1)	$—	$23,975		$37	$—

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, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund(Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.7%
Australia — 2.0%
AusNet Services		101,243	$	142
Coles Group Ltd		237,342		2,894
Evolution Mining Ltd		1,206,787		3,750
Medibank Pvt		291,205		621
Newcrest Mining Ltd		461,027		8,575
Regis Resources Ltd		847,574		1,872
Telstra Corp Ltd, Cl B		990,688		2,565
				20,419
Austria — 0.0%
Agrana Beteiligungs AG		2,042		42
Oberbank AG		81		8
Telekom Austria AG, Cl A		44,848		354
				404
Belgium — 0.3%
Elia System Operator SA/NV		2,256		249
Etablissements Franz Colruyt		50,659		3,028
				3,277
Bermuda — 0.2%
RenaissanceRe Holdings Ltd		14,365		2,302
Canada — 4.9%
Alimentation Couche-Tard Inc, Cl B		262,600		8,466
BCE Inc		145,249		6,557
Centerra Gold Inc		140,302		1,241
Empire Co Ltd, Cl A		202,512		6,313
Fairfax Financial Holdings Ltd		1,900		829
George Weston Ltd		104,821		9,281
Hydro One Ltd		59,100		1,376
Loblaw Cos Ltd		154,226		8,614
Metro Inc/CN, Cl A		135,500		6,181
North West Co Inc/The		53,100		1,543
Quebecor Inc, Cl B		14,300		384
Wheaton Precious Metals Corp		2,500		95
				50,880
Denmark — 1.0%
Coloplast A/S, Cl B		29,928		4,511
Novo Nordisk A/S, Cl B		82,245		5,586
Schouw & Co A/S		497		52
				10,149
Finland — 0.3%
Kesko Oyj, Cl B		102,239		3,134
Orion Oyj, Cl B		1,100		44
				3,178
France — 1.2%
ABC arbitrage		3,270		28
Carrefour SA		253,887		4,608
Danone SA		19,362		1,331
L’Oreal SA		1,499		576
Orange SA		6,212		77
Sanofi		60,998		6,040

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vivendi SA		2,518	$	83
				12,743
Germany — 0.5%
Deutsche Telekom AG		18,448		372
Henkel AG & Co KGaA		14,619		1,451
Knorr-Bremse AG		23,180		2,899
McKesson Europe AG		874		27
Merck KGaA		1,617		277
Scout24		7,717		587
				5,613
Hong Kong — 1.8%
CITIC Telecom International Holdings		1,098,000		388
CK Hutchison Holdings Ltd		124,000		988
CLP Holdings Ltd, Cl B		869,156		8,441
HK Electric Investments & HK Electric
Investments Ltd		1,036,500		1,029
HKT Trust & HKT Ltd		3,509,000		5,001
Langham Hospitality Investments and
Langham Hospitality Investments Ltd *‡		425,500		65
Miramar Hotel & Investment		49,000		92
MTR Corp Ltd		227,000		1,286
PCCW Ltd		1,128,000		636
Regal Hotels International Holdings Ltd *		226,000		89
SmarTone Telecommunications Holdings		163,760		96
VTech Holdings Ltd		58,569		527
				18,638
Israel — 0.4%
Bank Hapoalim BM *		128,574		1,002
Bank Leumi Le-Israel BM *		230,773		1,522
Bezeq The Israeli Telecommunication Corp
Ltd *		557,025		597
First International Bank of Israel *		15,716		439
Isracard Ltd		5		–
Neto ME Holdings		982		48
Rami Levy Chain Stores Hashikma
Marketing 2006 Ltd		3,823		249
Shufersal Ltd		75,644		623
				4,480
Italy — 0.4%
ACEA		22,354		490
Hera SpA		610,015		2,343
Iren SpA		596,683		1,652
Orsero SpA		2,595		25
				4,510
Japan — 10.2%
Aeon Hokkaido Corp		39,000		428
Ahjikan Co Ltd		2,176		17
Araya Industrial Co Ltd		2,600		41
Arcs Co Ltd		34,200		740
Atsugi Co Ltd *		11,750		59
Axial Retailing		5,200		227
Belc Co Ltd		4,200		235

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund(Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Calbee Inc		33,400	$	853
Can Do Co Ltd		2,500		46
Cawachi Ltd		18,000		469
C’BON COSMETICS Co Ltd *		1,100		20
Chugoku Electric Power Co Inc/The		14,292		176
Cosmos Pharmaceutical Corp		18,800		2,938
Create Medic Co Ltd		5,677		51
Daito Trust Construction Co Ltd		11,000		1,277
DyDo Group Holdings Inc (A)		14,690		707
Earth Chemical		19,300		1,163
Fujicco		12,000		212
Fujiya Co Ltd		10,500		216
Heiwado		9,200		187
Hitachi Ltd		569		26
Hokkaido Gas Co Ltd		2,400		35
Hokuto Corp		34,900		659
House Foods Group		2,700		89
Itochu-Shokuhin Co Ltd		2,003		99
Itoham Yonekyu Holdings		20,500		135
Japan Oil Transportation Co Ltd		2,100		52
Japan Tobacco Inc		397,100		7,637
JM Holdings		3,600		74
Kaken Pharmaceutical Co Ltd		21,700		851
Kakiyasu Honten Co Ltd		4,431		106
Kamigumi Co Ltd		54,900		1,042
Kato Sangyo Co Ltd		29,100		941
KDDI Corp		330,800		10,164
Kewpie Corp		5,400		123
King Jim Co Ltd		10,700		92
Kyokuyo Co Ltd		5,100		141
KYORIN Holdings Inc		104,700		1,827
Lawson Inc		9,900		486
Lion Corp		144,000		2,814
Marubeni Corp		36,900		307
Maxvalu Tokai		1,600		38
McDonald’s Holdings Co Japan Ltd		3,300		152
MEIJI Holdings Co Ltd		11,800		760
Ministop Co Ltd		10,600		140
Mitsubishi Shokuhin Co Ltd		17,000		476
Miyoshi Oil & Fat Co Ltd		16,300		191
Mochida Pharmaceutical Co Ltd		6,100		237
Morozoff Ltd		600		32
Musashi Co Ltd		2,400		44
Natori Co Ltd		500		9
Nihon Chouzai Co Ltd		15,600		252
Nintendo Co Ltd		11,600		6,489
Nippn		111,234		1,668
Nippon BS Broadcasting Corp		1,700		17
Nippon Express Co Ltd		18,600		1,387
Nippon Telegraph & Telephone Corp (A)		397,200		10,216
Nisshin Oillio Group Ltd/The		24,652		728
Nissin Foods Holdings Co Ltd		10,500		780

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Okinawa Cellular Telephone Co		3,500	$	161
Okinawa Electric Power Co Inc/The		47,017		660
Okuwa		7,100		78
Oracle Corp Japan *		13,600		1,329
Otsuka Holdings Co Ltd		7,000		297
OUG Holdings Inc		2,431		66
San Holdings Inc		3,800		38
San-A Co Ltd, Cl A		6,400		267
Seven & i Holdings Co Ltd		80,400		3,247
Shimamura Co Ltd		7,400		855
Showa Sangyo Co Ltd (A)		13,000		365
SKY Perfect JSAT Holdings Inc		20,400		91
Softbank Corp		1,147,600		14,940
ST Corp		6,300		111
Sugi Holdings Co Ltd		33,900		2,691
Sundrug Co Ltd		112,000		4,105
Toho Holdings Co Ltd		29,800		547
Toyo Suisan Kaisha Ltd		25,600		1,077
Trend Micro Inc/Japan		39,000		1,955
Tsuruha Holdings Inc		38,600		4,988
Unicafe Inc *		6,400		59
Unicharm Corp		82,500		3,468
United Super Markets Holdings Inc		91,700		968
Valor Holdings Co Ltd		19,500		439
Vital KSK Holdings Inc		72,000		514
Wowow Inc		7,424		189
Yaoko Co Ltd		6,100		375
Yokohama Reito		4,800		40
ZERIA Pharmaceutical		2,600		49
				105,347
Netherlands — 1.2%
Koninklijke Ahold Delhaize NV		444,731		12,414
New Zealand — 0.5%
Argosy Property Ltd ‡		22,075		22
Contact Energy Ltd		4,989		25
EBOS Group Ltd		8,368		173
Fisher & Paykel Healthcare Corp Ltd		78,811		1,772
Freightways Ltd		13,183		104
Mainfreight Ltd		8,377		407
Spark New Zealand Ltd		722,767		2,268
Trustpower Ltd		28,159		162
Vector Ltd		76,253		216
Warehouse Group Ltd/The		38,887		103
				5,252
Norway — 1.1%
Orkla ASA		806,339		7,920
Telenor ASA		202,726		3,574
				11,494
Portugal — 0.1%
REN - Redes Energeticas Nacionais SGPS SA		426,813		1,194
Singapore — 0.4%
Dairy Farm International Holdings Ltd		36,600		158

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fraser and Neave Ltd		20,400	$	22
Genting Singapore Ltd		575,000		394
Sheng Siong Group Ltd		1,234,774		1,415
Singapore Exchange Ltd		258,897		1,921
				3,910
Spain — 0.5%
Endesa SA		90,221		2,392
Iberdrola SA		25,529		330
Red Electrica Corp SA (A)		108,910		1,933
				4,655
Sweden — 1.8%
Axfood AB (A)		327,941		7,856
Evolution Gaming Group		1,293		191
ICA Gruppen AB		176,368		8,640
Telefonaktiebolaget LM Ericsson, Cl B		156,607		2,076
				18,763
Switzerland — 4.9%
AEVIS VICTORIA SA *		1,870		27
Allreal Holding AG, Cl A ‡		11,197		2,265
BKW AG		7,977		871
Chocoladefabriken Lindt & Spruengli AG		258		2,262
Emmi		37		38
Logitech International SA		32,935		3,470
Nestle SA		68,522		7,670
Novartis AG		102,623		8,807
Orior AG		1,632		145
Plazza AG ‡		133		45
Roche Holding AG		29,133		9,455
Schindler Holding AG		8,925		2,621
Sonova Holding AG *		11,434		3,042
Swisscom AG (A)		18,237		9,824
TX Group AG *		491		39
Varia US Properties AG ‡		560		23
				50,604
United Kingdom — 2.7%
Fresnillo		86,305		1,029
Genus		18,801		1,260
GlaxoSmithKline PLC		408,444		7,258
Imperial Brands PLC		43,098		887
J Sainsbury PLC		1,021,632		3,418
Kingfisher PLC		699,736		3,073
Liberty Global PLC, Cl C *		272,459		6,959
Tate & Lyle PLC		211,095		2,234
Unilever PLC		23,783		1,331
				27,449
United States — 61.2%
Communication Services — 4.4%
Alphabet Inc, Cl A *		3,623		7,473
Alphabet Inc, Cl C *		502		1,039
AT&T Inc		411,885		12,468
ATN International Inc		3,022		148
Electronic Arts Inc		4,745		642

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fox Corp		91,116	$	3,240
John Wiley & Sons Inc, Cl A		30,026		1,627
News Corp, Cl A		118,537		3,014
Omnicom Group Inc		12,793		948
Scholastic Corp, Cl B		53,176		1,601
Telephone and Data Systems Inc		10,041		231
Thryv Holdings *		6,500		152
Verizon Communications Inc		215,541		12,534
				45,117
Consumer Discretionary — 3.0%
Acushnet Holdings Corp		6,102		252
AutoZone Inc *		3,483		4,891
Chewy, Cl A *		3,042		258
Dollar General Corp		51,640		10,463
Dollar Tree Inc *		5,147		589
Domino’s Pizza Inc		6,248		2,298
Johnson Outdoors Inc, Cl A		2,547		364
Target Corp, Cl A		61,414		12,164
				31,279
Consumer Staples — 16.4%
Bunge Ltd		11,947		947
Campbell Soup Co		48,710		2,449
Casey’s General Stores Inc		42,324		9,150
Central Garden & Pet Co, Cl A *		39,802		2,065
Church & Dwight Co Inc		123,087		10,752
Clorox Co/The		55,958		10,793
Colgate-Palmolive Co		151,468		11,940
Costco Wholesale Corp		39,816		14,034
Flowers Foods Inc		261,214		6,217
General Mills Inc		170,104		10,431
Herbalife Nutrition Ltd *		13,152		583
Hershey Co/The		45,747		7,235
Hormel Foods Corp		64,110		3,063
Ingles Markets Inc, Cl A		481		30
J M Smucker Co/The		23,154		2,930
John B Sanfilippo & Son Inc		10,031		907
Kellogg Co		128,137		8,111
Keurig Dr Pepper Inc		24,170		831
Kimberly-Clark Corp		91,092		12,666
Kroger Co/The		317,561		11,429
Lancaster Colony Corp		20,558		3,605
McCormick & Co Inc/MD		8,805		785
Mondelez International Inc, Cl A		74,297		4,349
Nomad Foods *		50,102		1,376
PriceSmart Inc		9,803		948
Procter & Gamble Co/The		61,172		8,285
Spectrum Brands Holdings Inc		14,910		1,267
Sprouts Farmers Market Inc *		18,036		480
Tyson Foods Inc, Cl A		14,457		1,074
USANA Health Sciences Inc *		28,753		2,806
Village Super Market Inc, Cl A		1,246		29

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Walmart Inc		90,846	$	12,340
WD-40 Co		18,925		5,795
Weis Markets Inc		4,375		247
				169,949
Financials — 1.5%
American Business Bank *		1,245		50
BankFinancial Corp		10,739		111
Berkshire Hathaway Inc, Cl B *		25,805		6,592
BlackRock TCP Capital Corp		53,540		740
Cboe Global Markets Inc		53,456		5,276
Central Pacific Financial Corp		14,941		399
ESSA Bancorp Inc		1,559		25
HarborOne Bancorp Inc		9,243		124
HBT Financial Inc		1,681		29
HomeTrust Bancshares Inc		6,450		157
Independent Bank Corp/MI		4,848		115
Sixth Street Specialty Lending Inc		51		1
Territorial Bancorp Inc		1,031		27
Trustmark Corp		18,090		609
Waterstone Financial Inc		33,141		677
Westamerica BanCorp		3,138		197
				15,129
Health Care — 15.7%
Abbott Laboratories		26,677		3,197
AbbVie Inc		38,791		4,198
Agilent Technologies Inc		61,383		7,804
Amgen Inc, Cl A		32,320		8,042
Becton Dickinson and Co		4,190		1,019
Biogen Inc *		19,109		5,346
Bio-Rad Laboratories Inc, Cl A *		7,495		4,281
Bristol-Myers Squibb Co		6,365		402
Cerner Corp		144,178		10,363
Chemed Corp		21,520		9,895
Computer Programs and Systems Inc *		8,872		271
CVS Health Corp		61,171		4,602
DaVita Inc *		5,607		604
Eagle Pharmaceuticals Inc/DE *		6,585		275
Eli Lilly and Co		13,974		2,611
Enanta Pharmaceuticals Inc *		8,886		438
Encompass Health Corp		56,699		4,644
Gilead Sciences Inc		125,562		8,115
HealthStream Inc *		3,325		74
Henry Schein Inc *		37,159		2,573
Johnson & Johnson		79,844		13,122
Merck & Co Inc		115,941		8,938
Mettler-Toledo International Inc *		6,967		8,052
National HealthCare Corp		13,824		1,077
Orthofix Medical Inc *		21,666		939
PerkinElmer Inc		58,535		7,509
Pfizer Inc		117,998		4,275
Phibro Animal Health Corp, Cl A		9,042		221

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Prestige Consumer Healthcare Inc, Cl A *		42,441	$	1,871
Quest Diagnostics Inc		33,711		4,326
Regeneron Pharmaceuticals Inc *		12,858		6,084
Thermo Fisher Scientific Inc		16,912		7,718
United Therapeutics Corp *		48,976		8,192
Vertex Pharmaceuticals Inc *		6,076		1,306
Waters Corp *		35,833		10,183
				162,567
Industrials — 3.9%
A O Smith Corp		33,370		2,256
AMERCO *		2,074		1,271
Brady Corp, Cl A		1,597		85
CH Robinson Worldwide Inc		42,994		4,103
Expeditors International of Washington Inc		61,494		6,622
JB Hunt Transport Services Inc		29,639		4,981
Lockheed Martin Corp		13,635		5,038
Northrop Grumman Corp		16,317		5,281
Republic Services Inc		14,720		1,463
Robert Half International Inc		42,300		3,302
Waste Management Inc		42,651		5,503
				39,905
Information Technology — 10.1%
ADTRAN Inc		11,593		193
Arista Networks Inc *		11,527		3,480
Arrow Electronics Inc, Cl A *		17,228		1,909
Calix Inc *		23,666		820
Check Point Software Technologies Ltd *		92,132		10,316
Ciena Corp *		69,355		3,795
Cisco Systems Inc/Delaware		221,897		11,474
Citrix Systems Inc		35,825		5,029
CommVault Systems Inc *		38,206		2,464
F5 Networks Inc, Cl A *		54,178		11,303
J2 Global Inc *		5,897		707
Juniper Networks Inc		366,962		9,295
Microsoft Corp		39,057		9,209
Motorola Solutions Inc		41,044		7,718
NETGEAR Inc *		37,227		1,530
NetScout Systems Inc *		67,876		1,911
NortonLifeLock Inc		128,426		2,730
Oracle Corp, Cl B		167,429		11,749
Progress Software Corp		42,336		1,865
QAD Inc, Cl A		9,855		656
Radware Ltd *		31,421		820
Sykes Enterprises Inc *		15,013		662
Texas Instruments Inc		12,456		2,354
Ubiquiti Inc		3,093		923
Viavi Solutions Inc *		115,475		1,813
				104,725
Materials — 3.5%
AptarGroup Inc		14,448		2,047
Kaiser Aluminum Corp		2,079		230

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Materion Corp		31,936	$	2,115
Newmont Corp		122,131		7,361
Nucor Corp		30,801		2,472
Reliance Steel & Aluminum Co		57,596		8,771
Royal Gold Inc, Cl A		73,041		7,861
Silgan Holdings Inc		123,075		5,173
				36,030
Real Estate — 1.0%
Extra Space Storage Inc ‡		40,968		5,430
Public Storage ‡		18,337		4,525
				9,955
Utilities — 1.8%
Alliant Energy Corp		114,194		6,185
American Electric Power Co Inc		32,389		2,743
Consolidated Edison Inc		28,685		2,146
Hawaiian Electric Industries Inc		104,116		4,626
Public Service Enterprise Group Inc		46,951		2,827
				18,527
				633,183
Total Common Stock (Cost $891,428) ($ Thousands)				1,010,858
PREFERRED STOCK — 0.8%
Germany — 0.8%
Henkel AG & Co KGaA (B)		73,963		8,333
Total Preferred Stock (Cost $7,679) ($ Thousands)				8,333

Description	Shares		Market Value   ($ Thousands)
AFFILIATED PARTNERSHIP — 1.6%
SEI Liquidity Fund, L.P. 0.020% **†(C)		16,384,413	$	16,389
Total Affiliated Partnership (Cost $16,388) ($ Thousands)				16,389
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		3,749,889		3,750
Total Cash Equivalent (Cost $3,750) ($ Thousands)				3,750
Total Investments in Securities —100.5% (Cost $919,245) ($ Thousands)			$	1,039,330

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Euro STOXX 50		6		Jun-2021	$	270	$	272	$	7
FTSE 100 Index		1		Jun-2021		92		92		–
Hang Seng Index		1		May-2021		182		182		1
S&P 500 Index E-MINI^		10		Jun-2021		1,963		1,984		20
SPI 200 Index		1		Jun-2021		129		129		1
TOPIX Index		1		Jun-2021		177		177		2
					$	2,813	$	2,836	$	31

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
Brown Brothers Harriman		04/13/21	USD		25	SGD		34	$	—
Brown Brothers Harriman		04/13/21	USD		73	SGD		98		—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation       (Depreciation) (Thousands)
Brown Brothers Harriman		04/13/21	USD		54	DKK		340	$	—
Brown Brothers Harriman		04/13/21	USD		138	DKK		860		(2	)
Brown Brothers Harriman		04/13/21	USD		267	SEK		2,283		(5	)
Brown Brothers Harriman		04/13/21	USD		20	AUD		27		—
Brown Brothers Harriman		04/13/21	USD		331	AUD		428		(5	)
Brown Brothers Harriman		04/13/21	USD		372	HKD		2,885		(1	)
Brown Brothers Harriman		04/13/21	USD		94	GBP		69		—
Brown Brothers Harriman		04/13/21	USD		822	GBP		593		(4	)
Brown Brothers Harriman		04/13/21	USD		640	NOK		5,489		3
Brown Brothers Harriman		04/13/21	USD		279	NOK		2,367		(2	)
Brown Brothers Harriman		04/13/21	USD		928	EUR		780		(12	)
Brown Brothers Harriman		04/13/21	USD		25	NZD		36		—
Brown Brothers Harriman		04/13/21	USD		945	NZD		1,324		(18	)
Brown Brothers Harriman		04/13/21	USD		523	CAD		661		4
Brown Brothers Harriman		04/13/21	USD		465	CAD		582		(2	)
Brown Brothers Harriman		04/13/21	USD		225	CHF		211		—
Brown Brothers Harriman		04/13/21	USD		1,047	CHF		972		(13	)
Brown Brothers Harriman		04/13/21	USD		1,428	JPY		155,613		(19	)
Brown Brothers Harriman		04/13/21	SGD		2,785	USD		2,093		21
Brown Brothers Harriman		04/13/21	SGD		698	USD		519		(1	)
Brown Brothers Harriman		04/13/21	NZD		6,814	USD		4,955		183
Brown Brothers Harriman		04/13/21	NZD		98	USD		69		—
Brown Brothers Harriman		04/13/21	GBP		8,451	USD		11,790		131
Brown Brothers Harriman		04/13/21	GBP		232	USD		319		—
Brown Brothers Harriman		04/13/21	AUD		13,193	USD		10,290		241
Brown Brothers Harriman		04/13/21	CAD		465	USD		371		2
Brown Brothers Harriman		04/13/21	CAD		22,821	USD		18,076		(83	)
Brown Brothers Harriman		04/13/21	CHF		26,133	USD		28,540		763
Brown Brothers Harriman		04/13/21	CHF		41	USD		43		—
Brown Brothers Harriman		04/13/21	EUR		28,665	USD		34,552		855
Brown Brothers Harriman		04/13/21	EUR		37	USD		44		—
Brown Brothers Harriman		04/13/21	DKK		44,587	USD		7,222		174
Brown Brothers Harriman		04/13/21	DKK		57	USD		9		—
Brown Brothers Harriman		04/13/21	NOK		63,571	USD		7,482		34
Brown Brothers Harriman		04/13/21	NOK		1,900	USD		222		(1	)
Brown Brothers Harriman		04/13/21	HKD		81,680	USD		10,526		20
Brown Brothers Harriman		04/13/21	SEK		87,239	USD		10,362		351
Brown Brothers Harriman		04/13/21	SEK		257	USD		29		—
Brown Brothers Harriman		04/13/21	JPY		6,688,277	USD		62,560		2,021
									$	4,635

Percentages are based on Net Assets of $1,034,108 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $16,081 ($ Thousands).

(B) There is currently no rate available.

(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, 2021 was $16,389 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Global Managed Volatility Fund (Continued)

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of March 31, 2021, 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		1,010,623		235			–		1,010,858
Preferred Stock		8,333		–			–		8,333
Affiliated Partnership		–		16,389			–		16,389
Cash Equivalent		3,750		–			–		3,750
Total Investments in Securities		1,022,706		16,624			–		1,039,330
Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		31		–			–		31
Forwards Contracts*
Unrealized Appreciation		–		4,802			–		4,802
Unrealized Depreciation		–		(167	)		–		(167	)
Total Other Financial Instruments		31		4,635			–		4,666

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$11,893	$40,490	$(35,993)	$(2)	$1	$16,389	16,384,413	$27	$—
SEI Daily Income Trust, Government Fund, Cl F	15,236	92,339	(103,825)	—	—	3,750	3,749,889	—	—
Totals	$ 27,129	$ 132,829	$(139,818)	$(2)	$1	$ 20,139		$27	$—

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, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.1%
Communication Services — 3.7%
Activision Blizzard Inc		40,408	$	3,758
Alphabet Inc, Cl A *		520		1,073
Comcast Corp, Cl A		15,400		833
Fox Corp		83,711		3,023
John Wiley & Sons Inc, Cl A		55,784		3,023
Madison Square Garden Entertainment Corp *		15,358		1,256
Madison Square Garden Sports Corp *		8,586		1,541
New York Times Co/The, Cl A		79,939		4,047
Quebecor Inc, Cl B		40,500		1,087
SK Telecom Co Ltd ADR		129,800		3,534
Take-Two Interactive Software Inc, Cl A *		14,286		2,524
TELUS Corp		160,200		3,190
T-Mobile US Inc *		37,578		4,708
Verizon Communications Inc		25,768		1,498
Zynga Inc, Cl A *		163,146		1,666
				36,761
Consumer Discretionary — 6.4%
Amazon.com Inc, Cl A *		258		798
AutoZone Inc *		10,000		14,043
Darden Restaurants Inc		15,105		2,145
Dick’s Sporting Goods Inc		34,895		2,657
Dollar General Corp		8,848		1,793
eBay Inc		140,400		8,598
frontdoor Inc *		39,623		2,130
Graham Holdings Co, Cl B		4,037		2,270
McDonald’s Corp		26,822		6,012
Ollie’s Bargain Outlet Holdings Inc *		28,330		2,465
Target Corp, Cl A		68,000		13,469
Toyota Motor Corp ADR (A)		38,500		6,008
				62,388
Consumer Staples — 14.3%
Altria Group Inc		145,146		7,426
Bunge Ltd		11,344		899
Church & Dwight Co Inc		67,706		5,914
Clorox Co/The		23,930		4,616
Coca-Cola Co/The		63,107		3,326
Coca-Cola European Partners PLC		49,400		2,576
Colgate-Palmolive Co		33,005		2,602
Costco Wholesale Corp		21,538		7,592
General Mills Inc		5,382		330
Hershey Co/The		33,341		5,273
Hormel Foods Corp		87,010		4,157
J M Smucker Co/The		26,111		3,304
Kimberly-Clark Corp		20,683		2,876
Kraft Heinz Co/The		129,800		5,192
Kroger Co/The		432,009		15,548
Lamb Weston Holdings Inc		28,333		2,195
McCormick & Co Inc/MD		79,237		7,065
Metro Inc/CN, Cl A		58,400		2,664

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PepsiCo Inc		56,305	$	7,964
Procter & Gamble Co/The		12,011		1,627
Sanderson Farms Inc		20,200		3,147
Tyson Foods Inc, Cl A		183,000		13,597
Walmart Inc		224,473		30,490
				140,380
Energy — 0.3%
Williams Cos Inc/The		112,473		2,665
Financials — 11.5%
Aflac Inc		112,800		5,773
Allstate Corp/The		65,446		7,520
American Financial Group Inc/OH		41,500		4,735
Assurant Inc		10,566		1,498
Bank of America Corp		7,089		274
Bank of Hawaii Corp		9,849		881
Bank of New York Mellon Corp/The		72,600		3,433
Berkshire Hathaway Inc, Cl B *		64,800		16,555
Cboe Global Markets Inc		46,588		4,598
Chubb Ltd		12,399		1,959
Cullen/Frost Bankers Inc		10,482		1,140
Everest Re Group Ltd		39,096		9,689
Hanover Insurance Group Inc/The, Cl A		30,133		3,901
LPL Financial Holdings Inc		7,590		1,079
MarketAxess Holdings Inc		5,642		2,809
MGIC Investment Corp		141,647		1,962
Morningstar Inc, Cl A		21,864		4,920
National Bank of Canada		54,700		3,716
Progressive Corp/The		115,800		11,072
RenaissanceRe Holdings Ltd		31,431		5,037
TFS Financial Corp		146,062		2,975
Travelers Cos Inc/The		83,472		12,554
US Bancorp		33,210		1,837
White Mountains Insurance Group Ltd		3,014		3,360
				113,277
Health Care — 19.7%
AbbVie Inc		53,300		5,768
ABIOMED Inc *		9,693		3,089
Alexion Pharmaceuticals Inc *		28,199		4,312
AmerisourceBergen Corp, Cl A		14,727		1,739
Amgen Inc, Cl A		16,800		4,180
Anthem Inc		44,047		15,811
AstraZeneca PLC ADR (A)		93,200		4,634
Baxter International Inc		42,324		3,570
Bio-Rad Laboratories Inc, Cl A *		4,035		2,305
Bluebird Bio Inc *		5,620		169
Bristol-Myers Squibb Co		140,025		8,840
Chemed Corp		1,680		773
Covetrus Inc *		153,890		4,612
CVS Health Corp		31,417		2,364
Eli Lilly and Co		95,629		17,865

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gilead Sciences Inc		9,399	$	607
Hill-Rom Holdings Inc		7,580		837
Humana Inc		30,097		12,618
Johnson & Johnson		168,900		27,759
McKesson Corp		8,957		1,747
Merck & Co Inc		247,609		19,088
Mettler-Toledo International Inc *		3,168		3,661
Pfizer Inc		597,905		21,662
Premier Inc, Cl A		34,825		1,179
Quest Diagnostics Inc		50,752		6,514
Reata Pharmaceuticals Inc, Cl A *		6,680		666
UnitedHealth Group Inc		35,650		13,264
Viatris Inc, Cl W *		13,886		194
Zoetis Inc, Cl A		18,364		2,892
				192,719
Industrials — 9.8%
Allison Transmission Holdings Inc		56,275		2,298
Carrier Global Corp		50,700		2,140
CH Robinson Worldwide Inc		33,696		3,216
Cummins Inc		23,200		6,011
EMCOR Group Inc		13,365		1,499
General Dynamics Corp		30,100		5,465
L3Harris Technologies Inc		26,704		5,412
Landstar System Inc		11,414		1,884
Lockheed Martin Corp		23,421		8,654
Northrop Grumman Corp		37,681		12,195
Quanta Services Inc		37,697		3,317
Raytheon Technologies Corp		135,100		10,439
Republic Services Inc		146,100		14,515
Schneider National Inc, Cl B		120,217		3,002
Waste Management Inc		124,467		16,059
				96,106
Information Technology — 19.5%
Amdocs Ltd		227,100		15,931
Apple Inc		303,048		37,018
Atlassian Corp PLC, Cl A *		15,315		3,228
Automatic Data Processing Inc		14,065		2,651
Ciena Corp *		25,083		1,373
Cisco Systems Inc/Delaware		306,400		15,844
Citrix Systems Inc		61,962		8,697
CSG Systems International Inc		37,600		1,688
DocuSign Inc, Cl A *		18,481		3,741
F5 Networks Inc, Cl A *		24,793		5,172
Intel Corp		307,300		19,667
Jack Henry & Associates Inc		10,939		1,660
Marvell Technology Group Ltd		24,484		1,199
Microsoft Corp		85,745		20,216
Motorola Solutions Inc		87,963		16,541
NetApp Inc		46,295		3,364
Oracle Corp, Cl B		176,000		12,350
Qorvo Inc *		29,645		5,416

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seagate Technology PLC		63,600	$	4,881
Synopsys Inc *		41,600		10,308
				190,945
Materials — 3.5%
AptarGroup Inc		6,262		887
Avery Dennison Corp		31,600		5,803
Axalta Coating Systems Ltd *		79,039		2,338
Corteva Inc		84,619		3,945
Newmont Corp		45,279		2,729
Royal Gold Inc, Cl A		13,377		1,440
Sealed Air Corp		136,300		6,245
Silgan Holdings Inc		110,800		4,657
Sonoco Products Co		98,300		6,223
				34,267
Real Estate — 0.3%
Equity LifeStyle Properties Inc ‡		29,390		1,870
SBA Communications Corp, Cl A ‡		4,204		1,167
				3,037
Utilities — 9.1%
Ameren Corp		74,283		6,044
American Electric Power Co Inc		76,728		6,499
DTE Energy Co		38,099		5,073
Duke Energy Corp		41,536		4,009
Entergy Corp		119,200		11,857
Eversource Energy		83,105		7,196
Exelon Corp		158,000		6,911
National Fuel Gas Co		32,081		1,604
NextEra Energy Inc		116,564		8,813
Pinnacle West Capital Corp		48,930		3,980
Portland General Electric Co		73,374		3,483
Public Service Enterprise Group Inc		183,544		11,051
Southern Co/The		83,686		5,202
WEC Energy Group Inc		77,148		7,220
				88,942
Total Common Stock (Cost $485,152) ($ Thousands)				961,487
AFFILIATED PARTNERSHIP — 1.1%
SEI Liquidity Fund, L.P. 0.020% **†(B)		10,518,498		10,521
Total Affiliated Partnership (Cost $10,521) ($ Thousands)				10,521

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		18,130,278	$	18,130
Total Cash Equivalent (Cost $18,130) ($ Thousands)				18,130
Total Investments in Securities — 101.0% (Cost $513,803) ($ Thousands)			$	990,138

A list of the open futures contracts held by the Fund at March 31, 2021, 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		50		Jun-2021	$	9,913	$	9,919	$	6
					$	9,913	$	9,919	$	6

Percentages are based on Net Assets of $980,316 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^†  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $10,374 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2021 was $10,521 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2021, 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		961,487		–		–		961,487
Affiliated Partnership		–		10,521		–		10,521
Cash Equivalent		18,130		–		–		18,130
Total Investments in Securities		979,617		10,521		–		990,138
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		6		–		–		6
Total Other Financial Instruments		6		–		–		6

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 3,411	$ 16,662	$(9,552)	$—	$—	$ 10,521	10,518,498	$2	$—
SEI Daily Income Trust, Government Fund, Cl F	14,794	115,926	(112,590)	—	—	18,130	18,130,278	1	—
Totals	$ 18,205	$ 132,588	$(122,142)	$—	$—	$ 28,651		$3	$—

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, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.3%
Australia — 4.2%
Abacus Property Group ‡		87,074	$	186
AGL Energy Ltd		94,185		692
Ansell		27,374		818
ASX Ltd		5,643		305
Aurizon Holdings Ltd		565,871		1,681
AusNet Services		289,189		404
Bendigo & Adelaide Bank		74,373		570
Chorus		31,346		151
Coca-Cola Amatil Ltd		17,108		175
Coles Group Ltd		62,857		767
CSL Ltd		5,661		1,141
Fortescue Metals Group Ltd		12,348		188
Harvey Norman Holdings Ltd		399,926		1,745
Inghams Group Ltd		378,069		962
Medibank Pvt		47,280		101
Newcrest Mining Ltd		22,123		412
REA Group Ltd		3,994		431
Rio Tinto Ltd		9,772		824
Sonic Healthcare Ltd		25,082		670
Telstra Corp Ltd, Cl B		502,620		1,302
TPG Telecom		77,265		373
Treasury Wine Estates Ltd		37,848		298
Wesfarmers Ltd		36,388		1,460
Woolworths Group Ltd		21,286		663
				16,319
Austria — 1.0%
CA Immobilien Anlagen AG		4,737		201
Erste Group Bank AG *		6,526		222
EVN AG		6,728		145
Mayr Melnhof Karton		4,772		984
Oesterreichische Post AG (A)		37,629		1,649
S IMMO AG ‡		9,548		241
Telekom Austria AG, Cl A		81,520		644
				4,086
Belgium — 1.6%
Ageas		14,061		852
Etablissements Franz Colruyt		62,755		3,751
Proximus SADP		28,087		612
UCB SA, Cl A		11,564		1,103
				6,318
Canada — 2.3%
Bank of Nova Scotia/The, Cl C		8,211		514
Canadian Imperial Bank of Commerce (A)		11,311		1,107
Canadian Tire Corp Ltd, Cl A		16,691		2,368
Cogeco Communications		18,559		1,742
Empire Co Ltd, Cl A		31,361		978
Loblaw Cos Ltd		24,108		1,347
TELUS Corp		43,531		867
				8,923
Denmark — 2.4%
Carlsberg A/S, Cl B		10,243		1,577

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Coloplast A/S, Cl B		10,603	$	1,598
Danske Bank A/S		60,283		1,131
Genmab A/S *		1,487		490
Jyske Bank A/S		16,645		796
Novo Nordisk A/S, Cl B		13,953		948
Orsted A/S		1,184		192
Royal Unibrew A/S		2,426		254
RTX		3,573		109
Scandinavian Tobacco Group A/S		73,722		1,418
Solar, Cl B		3,143		238
Sydbank A/S		22,507		608
UIE		564		149
				9,508
Finland — 1.4%
Aspo		3,559		37
Elisa Oyj		6,082		366
Kemira		47,655		733
Kesko Oyj, Cl B		61,076		1,872
Orion Oyj, Cl B		19,556		786
TietoEVRY		37,802		1,174
Tokmanni Group		12,825		301
				5,269
France — 8.3%
ABC arbitrage		14,654		125
BNP Paribas SA		3,209		196
Bonduelle SCA		4,156		105
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		4,916		132
Caisse Regionale de Credit Agricole Mutuel Nord de France		3,948		106
Carrefour SA		215,049		3,904
Cie Generale des Etablissements Michelin SCA		17,959		2,694
Credit Agricole		22,471		326
Danone SA		3,206		220
Dassault Systemes SE		1,080		231
Engie SA		74,008		1,053
Eurofins Scientific		1,135		109
Eutelsat Communications SA		63,660		777
Faurecia SE		162		9
Hermes International		1,456		1,615
Iliad SA		1,741		332
Lagardere SCA		3,725		98
LNA Sante SA		2,819		152
L’Oreal SA		2,549		979
Metropole Television SA		56,336		1,206
Orange SA		385,969		4,765
Pernod Ricard SA		6,112		1,150
Prodware		6,476		46
PSB Industries SA		1,729		61
Publicis Groupe SA		1,746		107
Sanofi		66,653		6,600

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sartorius Stedim Biotech		1,058	$	437
SCOR SE		4,791		164
SEB SA		2,409		426
Societe BIC SA		25,656		1,505
Societe LDC		865		100
Stellantis *		9,533		169
Suez		20,846		442
Veolia Environnement SA		22,400		575
Virbac *		506		131
Vivendi SA		33,794		1,112
				32,159
Germany — 5.9%
adidas AG		1,047		328
Deutsche Post AG		39,181		2,152
Deutsche Telekom AG		184,690		3,727
Freenet AG		69,630		1,670
Fresenius Medical Care AG & Co KGaA		7,389		545
Hannover Rueck SE		1,509		276
Henkel AG & Co KGaA		8,576		851
Hornbach Holding AG & Co KGaA		11,755		1,150
Knorr-Bremse AG		9,277		1,160
Merck KGaA		24,835		4,256
METRO AG		16,068		170
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		5,603		1,729
SAP SE		1,022		126
Scout24		8,855		673
Siemens Healthineers AG		6,608		359
Sirius Real Estate Ltd ‡		87,389		107
Talanx		3,767		160
Telefonica Deutschland Holding AG		366,634		1,077
Uniper SE		52,457		1,904
Vonovia SE ‡		5,398		353
				22,773
Hong Kong — 4.4%
BOC Hong Kong Holdings Ltd		207,500		725
China Motor Bus Co Ltd ‡		9,200		118
CK Hutchison Holdings Ltd		154,500		1,231
CK Infrastructure Holdings Ltd		94,000		559
CLP Holdings Ltd, Cl B		240,500		2,336
Dah Sing Banking Group Ltd		424,000		480
HK Electric Investments & HK Electric Investments Ltd		1,615,500		1,604
HKT Trust & HKT Ltd		1,455,000		2,074
Hutchison Telecommunications Hong Kong Holdings		2,456,000		468
Kerry Properties Ltd ‡		282,500		910
Lee & Man Paper Manufacturing Ltd		697,000		641
MTR Corp Ltd		74,500		422
Orange Sky Golden Harvest Entertainment Holdings *		1,240,000		19
Pacific Textiles Holdings		822,000		527

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Paliburg Holdings Ltd		398,000	$	108
PCCW Ltd		1,042,704		587
Power Assets Holdings Ltd		186,500		1,101
SmarTone Telecommunications Holdings		515,500		300
VTech Holdings Ltd		289,200		2,604
WH Group Ltd		159,500		129
				16,943
Ireland — 0.3%
ICON PLC *		3,420		672
Kerry Group PLC, Cl A		4,704		590
Total Produce PLC		17,637		41
				1,303
Israel — 0.6%
Albaad Massuot Yitzhak		8,411		186
Bank Leumi Le-Israel BM *		56,853		375
Elbit Systems Ltd		1,432		203
Isracard Ltd *		–		–
Kerur Holdings Ltd		4,093		121
Mizrahi Tefahot Bank Ltd *		12,013		314
Nice Ltd *		3,697		800
Shufersal Ltd		26,493		218
				2,217
Italy — 2.1%
A2A SpA		695,413		1,268
ACEA		54,526		1,195
Assicurazioni Generali SpA		16,518		331
Enel SpA		205,432		2,051
Hera SpA		309,958		1,190
Iren SpA		38,535		107
Terna Rete Elettrica Nazionale SpA		41,284		312
UnipolSai Assicurazioni (A)		589,309		1,776
				8,230
Japan — 27.4%
Communication Services — 4.0%
Kakaku.com Inc		2,800		77
KDDI Corp		169,900		5,220
Nexon Co Ltd		6,400		208
Nintendo Co Ltd		1,600		895
Nippon Telegraph & Telephone Corp		235,200		6,049
Nippon Television Holdings		79,100		1,041
Okinawa Cellular Telephone Co		3,100		143
Proto Corp		12,200		129
Softbank Corp		162,500		2,115
				15,877
Consumer Discretionary — 3.6%
Bandai Namco Holdings Inc		3,700		264
Bridgestone		32,900		1,332
Choushimaru Co Ltd		10,500		118
DCM Holdings Co Ltd		162,800		1,706
EDION Corp (A)		85,400		958
FJ Next Co Ltd (A)		16,100		163
Hard Off		12,300		93

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Honda Motor Co Ltd		23,500	$	706
Keiyo Co Ltd		47,600		316
Kohnan Shoji Co Ltd		6,000		173
Komeri Co Ltd		10,100		282
K’s Holdings Corp		7,500		103
McDonald’s Holdings Co Japan Ltd		32,100		1,482
Mizuno		6,300		124
Ootoya Holdings Co Ltd		100		2
Rinnai		1,800		202
Sankyo Co Ltd		19,600		520
Sekisui House		52,600		1,130
Shimamura Co Ltd		3,200		370
SPK Corp		9,000		105
Takihyo		3,000		51
Toyota Motor Corp		29,000		2,261
Yamada Denki Co Ltd		293,400		1,585
Yellow Hat Ltd		11,200		192
				14,238
Consumer Staples — 5.2%
Aeon Co Ltd, Cl H		11,200		334
Ain Holdings		1,800		116
Arcs Co Ltd		55,300		1,197
Chuo Gyorui		4,200		112
Cosmos Pharmaceutical Corp		900		141
Dairei		6,300		110
Earth		9,300		561
Fuji Nihon Seito		10,600		54
Heiwado		10,900		221
Itoham Yonekyu Holdings		15,100		100
Japan Tobacco Inc		86,400		1,662
Kadoya Sesame Mills Inc		2,600		99
Kato Sangyo Co Ltd		8,700		281
Kobayashi Pharmaceutical		2,700		252
Kyokuyo Co Ltd		3,800		105
Lawson Inc		11,900		585
Life Corp		2,500		76
Lion Corp		39,100		764
Matsumotokiyoshi Holdings Co Ltd		2,900		129
MEIJI Holdings Co Ltd		13,800		889
Ministop Co Ltd		7,200		95
Mitsubishi Shokuhin Co Ltd		37,300		1,045
Miyoshi Oil & Fat Co Ltd		10,200		120
Morishita Jintan Co Ltd		5,400		98
Nippn		57,000		855
Nisshin Oillio Group Ltd/The		34,800		1,028
Nissin Foods Holdings Co Ltd		3,900		290
Nitto Fuji Flour Milling Co Ltd		4,000		276
OUG Holdings Inc		4,800		129
Pola Orbis Holdings Inc		18,800		453
San-A Co Ltd, Cl A		2,500		104
Seven & i Holdings Co Ltd		59,100		2,387
Showa Sangyo Co Ltd		5,900		166

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sugi Holdings Co Ltd		7,900	$	627
Sundrug Co Ltd		23,000		843
Toyo Suisan Kaisha Ltd		37,500		1,578
Tsuruha Holdings Inc		6,800		879
Unicharm Corp		22,500		946
United Super Markets Holdings Inc		21,600		228
Valor Holdings Co Ltd		37,400		842
Welcia Holdings Co Ltd		5,500		189
Yamazaki Baking Co Ltd		6,200		100
Yaoko Co Ltd		5,400		332
Yuasa Funashoku Co Ltd		4,560		124
				21,522
Energy — 0.8%
Itochu Enex Co Ltd		68,900		681
Iwatani		16,500		1,020
JXTG Holdings Inc		251,700		1,143
				2,844
Financials — 2.9%
Aozora Bank Ltd		37,600		862
Japan Post Bank Co Ltd (A)		69,500		669
Japan Post Holdings Co Ltd		220,100		1,965
Mizuho Financial Group Inc		146,980		2,127
Nomura Holdings		256,800		1,351
ORIX		60,100		1,016
Resona Holdings		92,800		390
Sumitomo Mitsui Financial Group Inc		46,500		1,686
Yamaguchi Financial Group		99,700		664
				10,730
Health Care — 2.7%
Astellas Pharma Inc		135,200		2,082
Biofermin Pharmaceutical		3,900		101
Chugai Pharmaceutical Co Ltd		2,600		106
Daiichi Sankyo Co Ltd		7,500		219
Hoya Corp		1,500		177
Kaken Pharmaceutical Co Ltd (A)		27,100		1,063
KYORIN Holdings Inc		22,500		393
M3 Inc		800		55
Medipal Holdings Corp		53,000		1,019
Mochida Pharmaceutical Co Ltd		5,300		206
Ono Pharmaceutical Co Ltd		12,100		316
Otsuka Holdings Co Ltd		17,100		725
Sawai Pharmaceutical		6,100		296
Shionogi & Co Ltd		11,400		614
Suzuken Co Ltd/Aichi Japan		7,800		305
Techno Medica		7,000		105
Toho Holdings Co Ltd		55,000		1,010
Towa Pharmaceutical		15,400		340
ZERIA Pharmaceutical		11,800		225
				9,357

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Industrials — 3.7%
Alps Logistics (A)		12,400	$	106
COMSYS Holdings Corp		6,300		194
Daiichi Kensetsu		8,500		149
Inaba Denki Sangyo Co Ltd		50,800		1,227
ITOCHU Corp (A)		124,300		4,035
Kamigumi Co Ltd		124,600		2,365
Kinden Corp		69,800		1,191
Kyowa Exeo Corp		8,300		219
Mitsubishi Electric		38,900		594
Mitsui & Co Ltd		13,000		271
Nippo Corp		57,200		1,563
Nippon Express Co Ltd		1,300		97
Nippon Kanzai Co Ltd		5,500		109
Sankyu (A)		20,000		880
Seino Holdings		78,600		1,097
Shibusawa Warehouse Co Ltd/The		7,200		147
Shin-Keisei Electric Railway Co Ltd		4,800		97
Yasuda Logistics Corp		19,800		174
Zaoh		8,700		112
				14,627
Information Technology — 1.7%
Canon Inc		99,700		2,258
FUJIFILM Holdings Corp		36,000		2,141
Fujitsu Ltd		5,200		753
Kyocera Corp		4,000		254
Oracle Corp Japan		700		68
Otsuka Corp		9,100		427
Trend Micro Inc/Japan		4,000		201
				6,102
Materials — 1.9%
Daicel Corp		85,400		659
Daiki Aluminium Industry Co Ltd		26,000		252
EMS-Chemie Holding AG		1,134		1,017
Kaneka Corp		20,500		844
Kurimoto Ltd		7,200		114
Lintec		38,200		866
Rengo		107,600		936
Sumitomo Osaka Cement Co Ltd		22,300		711
Teijin Ltd		106,200		1,833
				7,232
Real Estate — 0.7%
AEON REIT Investment ‡		755		1,018
Daito Trust Construction Co Ltd		10,700		1,242
Keihanshin Building Co Ltd ‡		14,200		191
				2,451
Utilities — 0.2%
Chugoku Electric Power Co Inc/The		8,300		102
Hokkaido Gas Co Ltd		9,800		142
Kyushu Electric Power Co Inc		12,300		122

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Okinawa Electric Power Co Inc/The		11,851	$	166
Tokyo Electric Power Co Holdings Inc *		38,800		130
Tokyo Gas Co Ltd		36,800		820
				1,482
				106,462
Netherlands — 2.9%
ABN AMRO Bank NV		11,695		142
Amsterdam Commodities NV		9,992		251
Heineken NV		7,311		753
Koninklijke Ahold Delhaize NV		203,347		5,676
Koninklijke KPN NV		185,686		632
NN Group NV		57,352		2,810
Signify NV		16,444		849
				11,113
New Zealand — 0.9%
Chorus Ltd		57,800		287
Contact Energy Ltd		77,203		379
EBOS Group Ltd		5,627		116
Fisher & Paykel Healthcare Corp Ltd		72,119		1,621
Goodman Property Trust ‡		149,541		237
Mercury NZ Ltd		109,078		497
Meridian Energy		35,190		133
Spark New Zealand Ltd		98,605		309
				3,579
Norway — 1.0%
Austevoll Seafood ASA		41,885		508
DNB ASA, Cl A		22,448		478
Norsk Hydro ASA		88,515		568
Orkla ASA		117,934		1,158
SpareBank 1 SR-Bank		17,208		212
Telenet Group Holding NV		13,557		551
Telenor ASA		32,284		569
				4,044
Portugal — 0.6%
Jeronimo Martins SGPS SA		86,576		1,460
REN - Redes Energeticas Nacionais SGPS SA		86,292		241
Sonae SGPS		572,432		524
				2,225
Singapore — 2.6%
Ascott Residence Trust ‡		174,874		139
Dairy Farm International Holdings Ltd		28,300		122
DBS Group Holdings Ltd		125,500		2,689
Haw Par		32,100		314
Mapletree Industrial Trust ‡		57,000		116
Mapletree Logistics Trust ‡		154,270		222
Olam International Ltd		102,300		131
Oversea-Chinese Banking Corp Ltd		112,800		986
Sheng Siong Group Ltd		332,000		381
Singapore Exchange Ltd		116,100		861
Singapore Telecommunications Ltd		569,700		1,035
Straits Trading		74,500		157
United Overseas Bank Ltd		48,300		929

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Venture Corp Ltd		25,600	$	382
Wilmar International Ltd		428,200		1,727
				10,191
Spain — 3.1%
Cia de Distribucion Integral Logista Holdings		81,284		1,614
Ebro Foods SA		81,901		1,692
Endesa SA		126,770		3,361
Faes Farma		147,979		636
Grifols SA		7,375		194
Iberdrola SA		274,135		3,539
Red Electrica Corp SA		51,654		917
				11,953
Sweden — 2.6%
Axfood AB (A)		54,195		1,298
Epiroc AB, Cl B		14,793		309
Essity AB, Cl B		31,156		986
ICA Gruppen AB		52,686		2,581
KNOW IT AB		7,589		237
Nordea Bank Abp *		92,155		909
Nyfosa ‡		18,745		193
Resurs Holding AB		51,659		283
Samhallsbyggnadsbolaget i Norden ‡(A)		93,792		292
Svenska Cellulosa AB SCA, Cl B		11,438		203
Swedish Match AB		23,377		1,829
Telefonaktiebolaget LM Ericsson, Cl B		73,289		972
				10,092
Switzerland — 8.0%
Alcon Inc		3,374		237
Allreal Holding AG, Cl A ‡		1,305		264
ALSO Holding AG		606		175
Baloise Holding AG		6,068		1,037
Banque Cantonale Vaudoise		1,350		132
Barry Callebaut AG		129		293
Basellandschaftliche Kantonalbank		306		300
Berner Kantonalbank AG		473		107
BKW AG		22,015		2,405
Chocoladefabriken Lindt & Spruengli AG		80		951
dormakaba Holding		1,518		1,041
Emmi		493		500
Forbo Holding		82		149
Idorsia Ltd *		3,040		82
Intershop Holding AG ‡		203		135
Kuehne + Nagel International AG		410		118
Logitech International SA		834		88
Nestle SA		10,269		1,149
Novartis AG		32,351		2,776
Orior AG		2,667		236
PSP Swiss Property AG ‡		3,835		469
Roche Holding AG		25,339		8,224
Romande Energie Holding SA		76		99
Schindler Holding AG		2,723		803

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sika AG		2,966	$	851
Sonova Holding AG		3,097		824
Swiss Life Holding AG		4,709		2,325
Swiss Prime Site AG ‡		7,577		702
Swisscom AG		6,006		3,236
Thurgauer Kantonalbank		927		104
TX Group AG		1,296		104
Valiant Holding AG		6,470		676
Zurich Insurance Group AG		926		397
				30,989
United Kingdom — 11.8%
3i Group		26,140		416
Anglo American PLC		11,596		455
Associated British Foods PLC		28,785		959
AstraZeneca PLC		8,511		851
Atalaya Mining *		70,542		302
Auto Trader Group PLC		82,006		627
B&M European Value Retail		113,051		823
BAE Systems PLC		342,600		2,387
Berkeley Group Holdings PLC		7,815		479
BHP Group		25,291		731
British American Tobacco PLC		52,707		2,017
Britvic PLC		17,747		205
BT Group PLC, Cl A		789,651		1,686
Bunzl PLC		49,731		1,594
CareTech Holdings		22,562		167
Coca-Cola HBC AG		3,561		114
Computacenter PLC		3,837		125
Craneware PLC		4,479		133
Cranswick PLC		2,824		142
Diageo PLC		12,148		501
Direct Line Insurance Group		330,070		1,427
Duke Royalty		381,565		201
Eco Animal Health Group		32,806		146
Finsbury Food Group PLC		134,390		146
Genus		13,420		900
GlaxoSmithKline PLC		256,871		4,565
Hikma Pharmaceuticals PLC		6,241		196
Imperial Brands PLC		127,933		2,633
Inchcape PLC		78,299		813
Intertek Group PLC		16,464		1,273
J Sainsbury PLC		596,752		1,997
Kingfisher PLC		610,073		2,679
National Grid PLC		131,657		1,569
QinetiQ Group PLC		414,692		1,808
Rio Tinto PLC		6,955		533
ScS Group		48,694		161
SSE PLC		8,061		162
Tate & Lyle PLC		333,398		3,529
Telecom Plus PLC		7,893		138
Tesco		710,347		2,243
Total Produce		61,978		150

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Unilever PLC		14,750	$	825
Vodafone Group PLC		355,015		646
Warehouse Reit PLC ‡		84,224		146
Wm Morrison Supermarkets PLC		792,496		1,995
YouGov		14,322		198
				45,793
United States — 0.9%
Atlantica Sustainable Infrastructure		3,060		112
Check Point Software Technologies Ltd *		12,229		1,369
Nomad Foods *		36,922		1,014
QIAGEN NV *		5,448		265
Radware Ltd *		16,157		422
Taro Pharmaceutical Industries Ltd *		4,059		299
				3,481
Total Common Stock (Cost $301,400) ($ Thousands)				373,970
PREFERRED STOCK — 0.7%
Germany — 0.7%
FUCHS PETROLUB SE (B)		19,169		920
Henkel AG & Co KGaA (B)		17,310		1,950
Total Preferred Stock (Cost $2,380) ($ Thousands)				2,870
AFFILIATED PARTNERSHIP — 3.1%
SEI Liquidity Fund, L.P.     0.020% **†(C)		11,864,892		11,868
Total Affiliated Partnership (Cost $11,867) ($ Thousands)				11,868
CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		5,660,617		5,661
Total Cash Equivalent (Cost $5,661) ($ Thousands)				5,661
Total Investments in Securities — 101.6% (Cost $321,308) ($ Thousands)			$	394,369

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Tax-Managed International Managed Volatility Fund  (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Euro STOXX 50		36		Jun-2021	$	1,621	$	1,636	$	36
FTSE 100 Index		5		Jun-2021		463		461		–
Hang Seng Index		3		May-2021		545		546		2
SPI 200 Index		3		Jun-2021		388		386		3
TOPIX Index		6		Jun-2021		1,073		1,061		4
					$	4,090	$	4,090	$	45

Percentages are based on Net Assets of $388,342 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2021.

^‡  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, 2021 (see Note 10). The total market value of securities on loan at March 31, 2021 was $11,208 ($ Thousands).

(B) There is currently no rate available.

(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, 2021 was $11,868 ($ Thousands).

Cl — Class

FTSE— Financial Times and Stock Exchange

L.P. — Limited Partnership

PLC — Public Limited Company

SPI — Share Price Index

TOPIX — Tokyo Price Index

The following is a list of the level of inputs used as of March 31, 2021, 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		373,970		–		–		373,970
Preferred Stock		2,870		–		–		2,870
Affiliated Partnership		–		11,868		–		11,868
Cash Equivalent		5,661		–		–		5,661
Total Investments in Securities		382,501		11,868		–		394,369
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts *
Unrealized Appreciation		45		—		—		45
Total Other Financial Instruments		45		—		—		45

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 3/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$8,302	$35,716	$(32,151)	$(1)	$2	$ 11,868	11,864,892	$43	$—
SEI Daily Income Trust, Government Fund, Cl F	2,764	22,387	(19,490)	—	—	5,661	5,660,617	—	—
Totals	$11,066	$58,103	$(51,641)	$(1)	$2	$ 17,529		$43	$—

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, 2021 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 87.0%
Communication Services — 9.8%
Activision Blizzard Inc		17,200	$	1,599
Alphabet Inc, Cl A *		6,710		13,839
Alphabet Inc, Cl C *		6,383		13,204
AT&T Inc		158,703		4,804
Charter Communications Inc, Cl A *		3,100		1,913
Comcast Corp, Cl A		101,680		5,502
Discovery Inc, Cl A *		3,529		153
Discovery Inc, Cl C *		6,485		239
DISH Network Corp, Cl A *		5,773		209
Electronic Arts Inc		6,328		857
Facebook Inc, Cl A *		53,451		15,743
Fox Corp		10,853		388
Interpublic Group of Cos Inc/The		8,997		263
Live Nation Entertainment Inc *		3,300		279
Lumen Technologies Inc		22,757		304
Netflix Inc *		9,781		5,102
News Corp, Cl A		9,030		230
News Corp, Cl B		2,600		61
Omnicom Group Inc		4,669		346
Take-Two Interactive Software Inc, Cl A *		2,600		459
T-Mobile US Inc *		13,000		1,629
Twitter Inc *		17,900		1,139
Verizon Communications Inc		92,098		5,356
ViacomCBS Inc, Cl B		12,720		574
Walt Disney Co/The		40,250		7,427
				81,619
Consumer Discretionary — 11.0%
Advance Auto Parts Inc		1,494		274
Amazon.com Inc, Cl A *		9,463		29,279
AutoZone Inc *		525		737
Best Buy Co Inc		5,178		594
Booking Holdings Inc *		923		2,150
BorgWarner Inc		5,501		255
Caesars Entertainment Inc *		4,700		411
CarMax Inc *		3,556		472
Carnival Corp *		17,480		464
Chipotle Mexican Grill Inc, Cl A *		643		914
Darden Restaurants Inc		2,934		417
Dollar General Corp		5,473		1,109
Dollar Tree Inc *		5,185		593
Domino’s Pizza Inc		800		294
DR Horton Inc		7,486		667
eBay Inc		14,247		873
Etsy Inc *		2,800		565
Expedia Group Inc		3,115		536
Ford Motor Co *		86,476		1,059
Gap Inc/The		4,298		128
Garmin Ltd		3,404		449
General Motors Co		28,377		1,631
Genuine Parts Co		3,304		382

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hanesbrands Inc		8,067	$	159
Hasbro Inc		2,898		279
Hilton Worldwide Holdings Inc *		6,200		750
Home Depot Inc/The		23,882		7,290
L Brands Inc *		5,108		316
Las Vegas Sands Corp		7,300		444
Leggett & Platt Inc		3,065		140
Lennar Corp, Cl A		6,174		625
LKQ Corp *		6,000		254
Lowe’s Cos Inc		16,245		3,089
Marriott International Inc/MD, Cl A		5,951		881
McDonald’s Corp		16,607		3,722
MGM Resorts International		9,000		342
Mohawk Industries Inc *		1,358		261
Newell Brands Inc, Cl B		8,713		233
NIKE Inc, Cl B		28,238		3,753
Norwegian Cruise Line Holdings Ltd *		7,800		215
NVR Inc *		80		377
O’Reilly Automotive Inc *		1,512		767
Penn National Gaming Inc *		3,400		356
Pool Corp		900		311
PulteGroup Inc		5,743		301
PVH Corp		1,620		171
Ralph Lauren Corp, Cl A		1,160		143
Ross Stores Inc		7,849		941
Royal Caribbean Cruises Ltd		4,810		412
Starbucks Corp		26,157		2,858
Tapestry Inc *		6,434		265
Target Corp, Cl A		11,084		2,195
Tesla Inc *		17,081		11,409
TJX Cos Inc/The		26,676		1,765
Tractor Supply Co		2,646		469
Ulta Beauty Inc *		1,200		371
Under Armour Inc, Cl A *		4,346		96
Under Armour Inc, Cl C *		4,081		75
VF Corp		7,140		571
Whirlpool Corp		1,409		310
Wynn Resorts Ltd		2,217		278
Yum! Brands Inc		6,597		714
				92,161
Consumer Staples — 5.5%
Altria Group Inc		41,269		2,111
Archer-Daniels-Midland Co		12,541		715
Brown-Forman Corp, Cl B		4,185		289
Campbell Soup Co		4,672		235
Church & Dwight Co Inc		5,400		472
Clorox Co/The		2,822		544
Coca-Cola Co/The		86,282		4,548
Colgate-Palmolive Co		18,848		1,486
Conagra Brands Inc		10,792		406
Constellation Brands Inc, Cl A		3,770		859
Costco Wholesale Corp		9,776		3,446

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 1

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Estee Lauder Cos Inc/The, Cl A		5,044	$	1,467
General Mills Inc		13,541		830
Hershey Co/The		3,286		520
Hormel Foods Corp		6,216		297
J M Smucker Co/The		2,404		304
Kellogg Co		5,594		354
Kimberly-Clark Corp		7,477		1,040
Kraft Heinz Co/The		14,600		584
Kroger Co/The		16,748		603
Lamb Weston Holdings Inc		3,400		263
McCormick & Co Inc/MD		5,528		493
Molson Coors Beverage Co, Cl B		4,324		221
Mondelez International Inc, Cl A		31,353		1,835
Monster Beverage Corp *		8,165		744
PepsiCo Inc		30,640		4,334
Philip Morris International Inc		34,637		3,074
Procter & Gamble Co/The		54,766		7,417
Sysco Corp, Cl A		11,243		885
Tyson Foods Inc, Cl A		6,575		488
Walgreens Boots Alliance Inc		15,807		868
Walmart Inc		30,876		4,194
				45,926
Energy — 2.5%
APA Corp		8,701		156
Baker Hughes Co, Cl A		15,415		333
Cabot Oil & Gas Corp		9,398		176
Chevron Corp		42,823		4,487
ConocoPhillips		30,056		1,592
Devon Energy Corp		13,406		293
Diamondback Energy Inc, Cl A		3,600		265
EOG Resources Inc		12,927		938
Exxon Mobil Corp		94,200		5,259
Halliburton Co		19,642		421
Hess Corp		5,974		423
HollyFrontier Corp		3,400		122
Kinder Morgan Inc		43,714		728
Marathon Oil Corp		17,392		186
Marathon Petroleum Corp		14,650		784
NOV Inc		8,630		118
Occidental Petroleum Corp		18,628		496
ONEOK Inc		9,854		499
Phillips 66		9,599		783
Pioneer Natural Resources Co		4,572		726
Schlumberger NV, Cl A		30,837		838
Valero Energy Corp		9,197		659
Williams Cos Inc/The		27,246		645
				20,927
Financials — 9.8%
Aflac Inc		14,118		723
Allstate Corp/The		6,812		783
American Express Co		14,513		2,053

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American International Group Inc		19,105	$	883
Ameriprise Financial Inc		2,617		608
Arthur J Gallagher & Co		4,400		549
Assurant Inc		1,282		182
Bank of America Corp		169,073		6,541
Bank of New York Mellon Corp/The		17,843		844
Berkshire Hathaway Inc, Cl B *		42,330		10,814
BlackRock Inc		3,115		2,349
Capital One Financial Corp		10,115		1,287
Cboe Global Markets Inc		2,500		247
Charles Schwab Corp/The		33,235		2,166
Chubb Ltd		9,966		1,574
Cincinnati Financial Corp		3,293		339
Citigroup Inc		46,445		3,379
Citizens Financial Group Inc		9,600		424
CME Group Inc		7,948		1,623
Comerica Inc		3,173		228
Discover Financial Services		6,846		650
Everest Re Group Ltd		900		223
Fifth Third Bancorp		15,951		597
First Republic Bank/CA		3,900		650
Franklin Resources Inc		6,036		179
Globe Life Inc		2,035		197
Goldman Sachs Group Inc/The		7,601		2,485
Hartford Financial Services Group Inc/The		7,961		532
Huntington Bancshares Inc/OH		22,447		353
Intercontinental Exchange Inc		12,480		1,394
Invesco Ltd		8,712		220
JPMorgan Chase & Co		67,717		10,308
KeyCorp		21,652		433
Lincoln National Corp		4,009		250
Loews Corp		4,889		251
M&T Bank Corp		2,908		441
MarketAxess Holdings Inc		860		428
Marsh & McLennan Cos Inc		11,217		1,366
MetLife Inc		16,612		1,010
Moody’s Corp		3,604		1,076
Morgan Stanley		33,336		2,589
MSCI Inc, Cl A		1,800		755
Nasdaq Inc, Cl A		2,587		381
Northern Trust Corp		4,571		480
People’s United Financial Inc		9,789		175
PNC Financial Services Group Inc/The		9,397		1,648
Principal Financial Group Inc, Cl A		5,633		338
Progressive Corp/The		13,121		1,254
Prudential Financial Inc		8,777		800
Raymond James Financial Inc		2,800		343
Regions Financial Corp		21,560		445
S&P Global Inc		5,358		1,891
SVB Financial Group, Cl B *		1,200		592
Synchrony Financial		12,101		492
T Rowe Price Group Inc		5,040		865

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Travelers Cos Inc/The		5,552	$	835
Truist Financial Corp		29,882		1,743
Unum Group		4,763		133
US Bancorp		30,302		1,676
W R Berkley Corp		3,200		241
Wells Fargo & Co		91,933		3,592
Zions Bancorp NA		3,737		205
				82,112
Health Care — 11.1%
Abbott Laboratories		39,424		4,725
AbbVie Inc		39,241		4,247
ABIOMED Inc *		966		308
Agilent Technologies Inc		6,685		850
Alexion Pharmaceuticals Inc *		4,908		750
Align Technology Inc *		1,600		866
AmerisourceBergen Corp, Cl A		3,354		396
Amgen Inc, Cl A		12,863		3,200
Anthem Inc		5,438		1,952
Baxter International Inc		11,192		944
Becton Dickinson and Co		6,467		1,572
Biogen Inc *		3,350		937
Bio-Rad Laboratories Inc, Cl A *		500		286
Boston Scientific Corp *		31,392		1,213
Bristol-Myers Squibb Co		49,832		3,146
Cardinal Health Inc		6,503		395
Catalent Inc *		3,700		390
Centene Corp *		13,032		833
Cerner Corp		6,912		497
Cigna Corp		7,820		1,890
Cooper Cos Inc/The, Cl A		1,100		422
CVS Health Corp		29,160		2,194
Danaher Corp, Cl A		14,091		3,172
DaVita Inc *		1,657		179
DENTSPLY SIRONA Inc		4,971		317
Dexcom Inc *		2,100		755
Edwards Lifesciences Corp, Cl A *		14,016		1,172
Eli Lilly and Co		17,666		3,300
Gilead Sciences Inc		27,913		1,804
HCA Healthcare Inc		5,943		1,119
Henry Schein Inc *		3,044		211
Hologic Inc *		5,800		431
Humana Inc		2,890		1,212
IDEXX Laboratories Inc *		1,900		930
Illumina Inc *		3,200		1,229
Incyte Corp *		4,300		349
Intuitive Surgical Inc *		2,638		1,949
IQVIA Holdings Inc *		4,300		831
Johnson & Johnson		58,344		9,589
Laboratory Corp of America Holdings *		2,117		540
McKesson Corp		3,575		697
Merck & Co Inc		56,266		4,338
Mettler-Toledo International Inc *		545		630

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PerkinElmer Inc		2,569	$	330
Pfizer Inc		124,057		4,495
Quest Diagnostics Inc		2,878		369
Regeneron Pharmaceuticals Inc *		2,275		1,076
ResMed Inc		3,200		621
Stryker Corp		7,276		1,772
Teleflex Inc		1,060		440
Thermo Fisher Scientific Inc		8,776		4,005
UnitedHealth Group Inc		20,991		7,810
Universal Health Services Inc, Cl B		1,742		232
Varian Medical Systems Inc *		2,065		365
Vertex Pharmaceuticals Inc *		5,758		1,237
Viatris Inc, Cl W *		26,911		376
Waters Corp *		1,420		404
West Pharmaceutical Services Inc		1,600		451
Zimmer Biomet Holdings Inc		4,653		745
Zoetis Inc, Cl A		10,573		1,665
				93,160
Industrials — 7.4%
3M Co		12,926		2,491
A O Smith Corp		3,100		210
Alaska Air Group Inc		2,900		201
American Airlines Group Inc		13,525		323
AMETEK Inc		5,164		660
Boeing Co/The *		12,209		3,110
Carrier Global Corp		18,407		777
Caterpillar Inc, Cl A		12,145		2,816
CH Robinson Worldwide Inc		3,087		295
Cintas Corp		1,952		666
Copart Inc *		4,600		500
CSX Corp		16,888		1,628
Cummins Inc		3,263		845
Deere & Co		6,913		2,586
Delta Air Lines Inc, Cl A *		14,322		691
Dover Corp		3,246		445
Emerson Electric Co		13,426		1,211
Equifax Inc		2,676		485
Expeditors International of Washington Inc		3,708		399
Fastenal Co, Cl A		12,844		646
FedEx Corp		5,369		1,525
Fortive Corp		7,554		534
Fortune Brands Home & Security Inc		3,200		307
Generac Holdings Inc *		1,400		458
General Dynamics Corp		5,165		938
General Electric Co		194,793		2,558
Honeywell International Inc		15,452		3,354
Howmet Aerospace Inc		8,992		289
Huntington Ingalls Industries Inc, Cl A		900		185
IDEX Corp		1,700		356
IHS Markit Ltd		8,400		813
Illinois Tool Works Inc		6,431		1,425
Ingersoll Rand Inc *		8,214		404

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 3

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Jacobs Engineering Group Inc		2,821	$	365
JB Hunt Transport Services Inc		1,845		310
Kansas City Southern		2,063		544
L3Harris Technologies Inc		4,571		926
Lockheed Martin Corp		5,493		2,030
Masco Corp		5,623		337
Norfolk Southern Corp		5,602		1,504
Northrop Grumman Corp		3,421		1,107
Old Dominion Freight Line Inc, Cl A		2,150		517
Otis Worldwide Corp		9,053		620
PACCAR Inc		7,819		726
Parker-Hannifin Corp, Cl A		2,852		900
Quanta Services Inc		3,082		271
Raytheon Technologies Corp		33,748		2,608
Republic Services Inc		4,662		463
Robert Half International Inc		2,559		200
Rockwell Automation Inc		2,535		673
Rollins Inc		5,175		178
Roper Technologies Inc		2,278		919
Snap-on Inc		1,255		290
Southwest Airlines Co, Cl A		13,233		808
Stanley Black & Decker Inc		3,611		721
Teledyne Technologies Inc *		800		331
Textron Inc		5,037		282
TransDigm Group Inc *		1,240		729
Union Pacific Corp		14,842		3,271
United Airlines Holdings Inc *		6,400		368
United Parcel Service Inc, Cl B		16,011		2,722
United Rentals Inc *		1,599		526
Verisk Analytics Inc, Cl A		3,600		636
Waste Management Inc		8,682		1,120
Westinghouse Air Brake Technologies Corp		4,090		324
WW Grainger Inc		947		380
Xylem Inc/NY		3,948		415
				62,252
Information Technology — 23.3%
Adobe Inc *		10,633		5,055
Advanced Micro Devices Inc *		26,800		2,104
Akamai Technologies Inc *		3,674		374
Amphenol Corp, Cl A		13,440		887
Analog Devices Inc		6,090		944
ANSYS Inc *		1,900		645
Apple Inc		350,560		42,821
Applied Materials Inc		20,371		2,722
Arista Networks Inc *		1,200		362
Autodesk Inc, Cl A *		4,905		1,359
Automatic Data Processing Inc		9,542		1,798
Broadcom Inc		9,075		4,208
Broadridge Financial Solutions Inc		2,600		398
Cadence Design Systems Inc *		6,100		836
CDW Corp/DE		3,200		530
Cisco Systems Inc/Delaware		93,972		4,859

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Citrix Systems Inc		2,726	$	383
Cognizant Technology Solutions Corp, Cl A		11,677		912
Corning Inc, Cl B		17,171		747
DXC Technology Co		5,876		184
Enphase Energy Inc *		2,800		454
F5 Networks Inc, Cl A *		1,391		290
Fidelity National Information Services Inc, Cl B		13,753		1,934
Fiserv Inc, Cl A *		12,764		1,519
FleetCor Technologies Inc *		1,800		484
FLIR Systems Inc		3,092		175
Fortinet Inc *		3,000		553
Gartner Inc *		2,000		365
Global Payments Inc		6,589		1,328
Hewlett Packard Enterprise Co		28,510		449
HP Inc		28,210		896
Intel Corp		90,397		5,785
International Business Machines Corp		19,868		2,648
Intuit Inc		6,045		2,316
IPG Photonics Corp *		800		169
Jack Henry & Associates Inc		1,700		258
Juniper Networks Inc		7,633		193
Keysight Technologies Inc *		4,200		602
KLA Corp		3,449		1,140
Lam Research Corp		3,160		1,881
Leidos Holdings Inc		2,900		279
Mastercard Inc, Cl A		19,482		6,937
Maxim Integrated Products Inc		10,429		953
Microchip Technology Inc		5,837		906
Micron Technology Inc *		24,871		2,194
Microsoft Corp		167,534		39,499
Monolithic Power Systems Inc		900		318
Motorola Solutions Inc		3,802		715
NetApp Inc		4,828		351
NortonLifeLock Inc		12,608		268
NVIDIA Corp		13,728		7,330
NXP Semiconductors NV		6,200		1,248
Oracle Corp, Cl B		41,233		2,893
Paychex Inc		7,200		706
Paycom Software Inc *		1,120		415
PayPal Holdings Inc *		25,985		6,310
Qorvo Inc *		2,505		458
QUALCOMM Inc		25,268		3,350
salesforce.com Inc *		20,372		4,316
ServiceNow Inc *		4,300		2,151
Skyworks Solutions Inc		3,707		680
Synopsys Inc *		3,400		842
TE Connectivity Ltd		7,303		943
Teradyne Inc		3,800		462
Texas Instruments Inc		20,511		3,876
Trimble Inc *		5,700		443
Tyler Technologies Inc *		918		390

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
VeriSign Inc *		2,178	$	433
Visa Inc, Cl A		37,732		7,989
Western Digital Corp		6,738		450
Western Union Co/The		9,277		229
Xilinx Inc		5,387		667
Zebra Technologies Corp, Cl A *		1,200		582
				195,150
Materials — 2.0%
Air Products and Chemicals Inc		4,861		1,368
Albemarle Corp		2,620		383
Avery Dennison Corp		1,876		345
Ball Corp		7,312		620
Celanese Corp, Cl A		2,500		375
CF Industries Holdings Inc		4,837		219
Corteva Inc		16,391		764
Dow Inc		16,525		1,057
DuPont de Nemours Inc		12,007		928
Eastman Chemical Co		3,098		341
Ecolab Inc		5,546		1,187
FMC Corp		2,949		326
Freeport-McMoRan Inc, Cl B		32,462		1,069
International Flavors & Fragrances Inc		5,562		776
International Paper Co		8,773		474
LyondellBasell Industries NV, Cl A		5,713		594
Martin Marietta Materials Inc, Cl A		1,365		458
Mosaic Co/The		7,810		247
Newmont Corp		17,704		1,067
Nucor Corp		6,748		542
Packaging Corp of America		2,100		282
PPG Industries Inc		5,270		792
Sealed Air Corp		3,658		168
Sherwin-Williams Co/The, Cl A		1,738		1,283
Vulcan Materials Co		2,930		494
Westrock Co		5,692		296
				16,455
Real Estate — 2.2%
Alexandria Real Estate Equities Inc ‡		2,800		460
American Tower Corp, Cl A ‡		9,916		2,371
AvalonBay Communities Inc ‡		3,122		576
Boston Properties Inc ‡		3,108		315
CBRE Group Inc, Cl A *‡		7,325		579
Crown Castle International Corp ‡		9,528		1,640
Digital Realty Trust Inc, Cl A ‡		6,300		887
Duke Realty Corp ‡		8,100		340
Equinix Inc ‡		2,019		1,372
Equity Residential ‡		7,633		547
Essex Property Trust Inc ‡		1,460		397
Extra Space Storage Inc ‡		2,900		384
Federal Realty Investment Trust ‡		1,600		162
Healthpeak Properties Inc ‡		12,330		391
Host Hotels & Resorts Inc ‡		16,312		275

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Iron Mountain Inc ‡		6,676	$	247
Kimco Realty Corp ‡		9,796		184
Mid-America Apartment Communities Inc ‡		2,600		375
Prologis Inc ‡		16,369		1,735
Public Storage ‡		3,400		839
Realty Income Corp ‡		7,818		496
Regency Centers Corp ‡		3,700		210
SBA Communications Corp, Cl A ‡		2,463		684
Simon Property Group Inc ‡		7,258		826
UDR Inc ‡		6,800		298
Ventas Inc ‡		8,310		443
Vornado Realty Trust ‡		3,631		165
Welltower Inc ‡		9,307		667
Weyerhaeuser Co ‡		16,860		600
				18,465
Utilities — 2.4%
AES Corp/The		15,212		408
Alliant Energy Corp		5,400		292
Ameren Corp		5,544		451
American Electric Power Co Inc		10,929		926
American Water Works Co Inc		4,100		615
Atmos Energy Corp		2,900		287
CenterPoint Energy Inc		12,017		272
CMS Energy Corp		6,313		387
Consolidated Edison Inc		7,478		559
Dominion Energy Inc		17,868		1,357
DTE Energy Co		4,341		578
Duke Energy Corp		16,598		1,602
Edison International		8,490		498
Entergy Corp		4,477		445
Evergy Inc		5,200		310
Eversource Energy		7,744		671
Exelon Corp		21,590		944
FirstEnergy Corp		12,021		417
NextEra Energy Inc		43,592		3,296
NiSource Inc		8,913		215
NRG Energy Inc		5,364		202
Pinnacle West Capital Corp		2,594		211
PPL Corp		17,139		494
Public Service Enterprise Group Inc		11,357		684
Sempra Energy		6,568		871
Southern Co/The		23,382		1,453
WEC Energy Group Inc		7,137		668

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 5

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		11,846	$	788
				19,901
Total Common Stock (Cost $363,574) ($ Thousands)				728,128
FOREIGN COMMON STOCK — 2.2%
Ireland — 0.6%
Accenture PLC, Cl A		14,048		3,881
Eaton Corp PLC		8,839		1,222
				5,103
United Kingdom — 1.6%
Allegion PLC		2,094		263
Amcor PLC		35,009		409
Aon PLC, Cl A		5,009		1,153
Aptiv PLC *		6,041		833
Johnson Controls International PLC		15,938		951
Linde PLC		11,582		3,244
Medtronic PLC		29,941		3,537
Nielsen Holdings PLC		8,180		206
Pentair PLC		3,877		242

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Perrigo Co PLC		3,076	$	124
Seagate Technology PLC		4,343		333
STERIS PLC		1,900		362
Trane Technologies PLC		5,303		878
Willis Towers Watson PLC		2,847		652
				13,187
Total Foreign Common Stock (Cost $9,664) ($ Thousands)				18,290
Total Investments in Securities — 89.2% (Cost $373,238) ($ Thousands)			$	746,418
	Contracts
PURCHASED OPTION* — 0.4%
Total Purchased Option (A) (Cost $823) ($ Thousands)		185,919,788	$	3,393
PURCHASED SWAPTIONS* — 2.3%
Total Purchased Swaptions (B) (Cost $5,038) ($ Thousands)		612,455,481	$	19,052

A list of the open option contracts held by the Fund at March 31, 2021 is as follows:

Description	Number of Contracts		Notional Amount (Thousands) †		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.4%
Call Options
EUR PUT USD CALL*		185,919,788	$	823		$1.19		4/17/2021	$	3,393
Total Purchased Option			$	823					$	3,393

^† Represents Cost

A list of the open OTC swaption contracts held by the Fund at March 31, 2021, is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date	Value (Thousands)
PURCHASED SWAPTIONS — 2.3%
Call Swaptions
CMS One Look*	Bank of America Merill Lynch		80,642,481		$2.00	08/19/2023	$	11,776
CMS One Look*	Bank of America Merill Lynch		531,813,000		$0.14	07/17/2021		7,276
Total Purchased Swaptions			612,455,481				$	19,052

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2021, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
MSCI EAFE Index		114		Jun-2021	$	12,502	$	12,494	$	(8	)
S&P 500 Index E-MINI		364		Jun-2021		71,297		72,207		910
					$	83,799	$	84,701	$	902

A list of the open forward foreign currency contracts held by the Fund at March 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized (Depreciation) (Thousands)
Bank of America		01/11/22	USD		170	SAR		637	$	—
Bank of America		01/11/22	SAR		157,631	USD		41,965		(50)
									$	(50)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2021, is as follows:

Interest Rate Swap

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Thousands)

1Y CPI-CPURNSA

2.1475%

Annually

12/10/2030

USD

27,761

$

1,265

$

–

$

1,265

A list of OTC swap agreements held by the fund at March 31, 2021, 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^	BLOOMBERG COMMODITY INDEX TOTAL RETURN	12 BPS	BLOOMBERG COMMODITY INDEX TOTAL RETURN	Quarterly	05/18/2021	USD		(47,209	)	$	(992	)	$	–	$	(992	)
BNP Paribas^	BLOOMBERG COMMODITY INDEX TOTAL RETURN	7 BPS	BLOOMBERG COMMODITY INDEX TOTAL RETURN	Quarterly	06/18/2021	USD		(33,924	)		(268	)		–		(268)
BNP Paribas^	BLOOMBERG COMMODITY INDEX TOTAL RETURN	0.10%	BLOOMBERG COMMODITY INDEX TOTAL RETURN	Quarterly	12/09/2021	USD		(37,166	)		(861	)		–		(861	)
BNP Paribas	BLOOMBERG COMMODITY INDEX TOTAL RETURN	USD LIBOR 3-Months	BLOOMBERG COMMODITY INDEX TOTAL RETURN	Quarterly	12/16/2021	USD		(13,566	)		(172	)		–		(172)
										$	(2,293	)	$	–	$	(2,293)

Percentages are based on Net Assets of $836,723 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

^ Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2021.

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

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

BPs— Basis Points

Cl — Class

EAFE — Europe, Australasia and Far East

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor’s

SAR— Saudi Riyal

USD — U.S. Dollar

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2021

Dynamic Asset Allocation Fund (Continued)

The following is a list of the level of inputs used as of March 31, 2021, 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		728,128		—		—		728,128
Foreign Common Stock		18,290		—		—		18,290
Total Investments in Securities		746,418		—		—		746,418
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Purchased Option		3,393		—		—		3,393
Purchased Swaptions		—		19,052		—		19,052
Futures Contracts*
Unrealized Appreciation		910		—		—		910
Unrealized Depreciation		(8)		—		—		(8)
Forwards Contracts*
Unrealized Depreciation		—		(50)		—		(50)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		—		1,265		—		1,265
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		—		(2,293)		—		(2,293)
Total Other Financial Instruments		4,295		17,974		—		22,269

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

For the period ended March 31, 2021, there were no transfers in or out of Level 3.

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

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

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

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2021

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 18th 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 Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report. (b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 12.    Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 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 8, 2021

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 8, 2021
By	/s/ Peter A. Rodriguez
	Peter A. Rodriguez, Controller & CFO

Date: June 8, 2021

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 8, 2021

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

Certification

Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

I, Peter A. Rodriguez, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Institutional Managed Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the 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 8, 2021

/s/ Peter A. Rodriguez

Peter A. Rodriguez

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, 2021 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 8, 2021

/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 and Chief Financial 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, 2021 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 8, 2021

/s/ Peter A. Rodriguez

Peter A. Rodriguez

Controller & CFO