N-CSR

 UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

________

FORM N-CSR

________

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) (Zip code)

Timothy D. Barto, Esq.

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

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

Date of fiscal year end: September 30, 2023

Date of reporting period: September 30, 2023

Item 1. Reports to Stockholders.

 

September 30, 2023

ANNUAL REPORT

SEI Institutional Managed Trust

❯ Large Cap Fund

❯ Large Cap Value Fund

❯ Large Cap Growth Fund

❯ Large Cap Index Fund

❯ Tax-Managed Large Cap Fund

❯ S&P 500 Index Fund

❯ Small Cap Fund

❯ Small Cap Value Fund

❯ Small Cap Growth Fund

❯ Tax-Managed Small/Mid Cap Fund

❯ Mid-Cap Fund

❯ U.S. Managed Volatility Fund

❯ Global Managed Volatility Fund

❯ Tax-Managed Managed Volatility Fund

❯ Tax-Managed International Managed
Volatility Fund

❯ Real Estate Fund

❯ Core Fixed Income Fund

❯ High Yield Bond Fund

❯ Conservative Income Fund

❯ Tax-Free Conservative Income Fund

❯ Real Return Fund

❯ Dynamic Asset Allocation Fund

❯ Multi-Strategy Alternative Fund

❯ Liquid Alternative Fund

❯ Multi-Asset Accumulation Fund

❯ Multi-Asset Income Fund

❯ Multi-Asset Inflation Managed Fund

❯ Multi-Asset Capital Stability Fund

Paper copies of the Funds’ shareholder reports are no longer sent by mail, unless you specifically request them from the Funds or from your financial intermediary, such as a broker-dealer or bank. Shareholder reports are available online and you will be notified by mail each time a report is posted on the Funds’ website and provided with a link to access the report online.

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

seic.com

TABLE OF CONTENTS

Letter to Shareholders	1
Management’s Discussion and Analysis of Fund Performance	8
Schedules of Investments	66
Glossary	357
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities	358
Statements of Operations/Consolidated Statements of Operations	370
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	376
Consolidated Statement of Cash Flows	384
Financial Highlights/Consolidated Financial Highlights	385
Notes to Financial Statements/ Notes to Consolidated Financial Statements	398
Report of Independent Registered Public Accounting Firm	444
Trustees and Officers of the Trust	446
Disclosure of Fund Expenses	450
Review of the Liquidity Risk Management Program	453
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	454
Notice to Shareholders	457

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.

LETTER TO SHAREHOLDERS

September 30, 2023 (Unaudited)

To Our Shareholders

During the one-year reporting period ending September 30, 2023, global financial markets gyrated in response to concerns about central bank monetary policy, the strength of the global economy, a crisis in the U.S. regional banking sector, the politically charged U.S. debt-ceiling standoff, and the implications of a higher-for-longer interest-rate environment.

The U.S. equity market experienced numerous periods of volatility as the Federal Reserve (Fed) maintained its interest rate-hiking cycle for much of the reporting period in an effort to tame rising inflation. Headline inflation, as measured by the U.S. consumer-price index (CPI), decelerated during the reporting period. The Fed raised the federal-funds rate in six increments totaling 225 basis points (2.25%) to a range of 5.25% to 5.50% during the reporting period. These included a 25-basis point increase following the central bank meeting in July 2023, which was sandwiched between pauses in its rate-hiking cycle in June and September.

In a statement announcing the pause in September, the Federal Open Market Committee (FOMC) reiterated its commitment to bringing inflation down to its 2% target rate and cautioned that “tighter credit conditions for households and businesses are likely to weigh on economic activity, hiring, and inflation. The extent of these effects remains uncertain.” The Fed members also commented that it “would be prepared to adjust the stance of monetary policy as appropriate if risks emerge that could impede the attainment of the Committee’s goals.” The Fed’s so-called dot plot of economic projections indicated a median federal-funds rate of 5.6% at the end of 2023, unchanged from its previous estimate issued in June, implying that the central bank could opt for an additional 25-basis point increase at one of its two remaining policy meetings in 2023.

In early March 2023, the financial markets’ focus turned to the banking sector as two U.S.-based regional banks–Silicon Valley Bank (SVB) and Signature Bank–failed after depositors withdrew funds on fears regarding the valuation of the institutions’ bond portfolios. The Federal Deposit Insurance Corporation (FDIC) was appointed as receiver to SVB after the California Department of Financial Protection and Innovation– which oversees the operations of state-licensed financial institutions, including banks and credit unions–closed the bank. Occurring on the heels of the collapse of Silvergate Capital a few days earlier, SVB’s failure prompted investors to reconsider the safety of their positions across the banking industry. SVB is a unique entity, with a client base highly concentrated among startup, venture capital-backed companies. The deposits of the bank increased tremendously over the past few years and poor liquidity management of these assets appears to have been a significant contributor to the collapse. Both Silvergate Capital and Signature Bank, which was shut down by New York state regulators in mid-March, were closely aligned with the highly speculative cryptocurrency industry. In early May, U.S. regulators took control of California-based First Republic Bank. The California Department of Financial Protection and Innovation issued a statement announcing that it had taken over the bank and appointed the FDIC as receiver. The FDIC subsequently announced that it had accepted J.P. Morgan Chase Bank’s bid to “assume all deposits, including all uninsured deposits, and substantially all assets of First Republic Bank."

The administration of President Joe Biden and the Republican Party majority in the U.S. House of Representatives engaged in a heated debate about raising the U.S. government’s $31.4 trillion debt ceiling for much of the first half of 2023. The debt ceiling comprises the total amount of money that the U.S. government is authorized to borrow to meet its existing legal obligations, including Social Security and Medicare benefits, military salaries, interest on the national debt, tax refunds, and other payments. U.S. Treasury Secretary Janet Yellen had warned that the U.S. would no longer be able to meet its financial obligations as of early June. After numerous one-on-one discussions, Biden and Kevin McCarthy, who had been elected Speaker of the House of Representatives after the Republicans secured a majority in the lower house of Congress following the national election in November 2022, reached an agreement on the debt ceiling during the last week of May. Both the U.S. House of Representatives and the Senate passed the legislation–the Fiscal Responsibility Act–by wide margins, with strong support from Republicans and Democrats. The bill suspended the debt ceiling through January 1, 2025; maintains non-military spending close to current levels for the 2024 fiscal year, which was to begin in October; and implements a 1% cap on increases in non-military spending for the 2025 fiscal year. The fast-track approval of the legislation enabled the government to avoid a potential default on its debt.

Despite the budget agreement, credit-rating agency Fitch Ratings downgraded U.S. debt one notch from AAA—the agency’s highest credit rating—to AA+ with a stable outlook. In a news release announcing the downgrade, Fitch cited “expected fiscal deterioration over the next three years, a high and growing general government debt burden, and the erosion of governance relative to 'AA' and 'AAA' rated peers over the last two decades that has manifested in repeated debt limit standoffs and last-minute resolutions.” The agency also expressed its view that, despite June’s bipartisan agreement

SEI Institutional Managed Trust

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LETTER TO SHAREHOLDERS (Continued)

September 30, 2023 (Unaudited)

on the government’s debt ceiling, there has been “a steady deterioration in standards of governance over the last 20 years, including on fiscal and debt matters.”

At the end of the reporting period on September 30, Congress again avoided a shutdown of the federal government, agreeing on a bipartisan stopgap bill to fund the government through mid-November. The House of Representatives voted 335-91 in support of the agreement, while the Senate, where the Democratic Party holds a slim majority, approved the measure by a vote of 88-9. The bill included, among other appropriations, $16 billion for disaster relief, but provided no additional financial aid for Ukraine for its ongoing conflict with Russia. Leaders of both political parties indicated that they would propose separate legislation authorizing more assistance to Ukraine.

Geopolitical events

The ongoing Russia-Ukraine war dominated the geopolitical news during the reporting period. Ukraine’s president, Volodymyr Zelenskyy, traveled to Washington, D.C., to address a joint session of the U.S. Congress in late December 2022, in an effort to secure additional financial aid from the U.S. and its allies. President Biden reiterated the U.S. government’s support for Ukraine in its conflict with Russia. In late December, the U.S. Congress approved $45 billion in additional financial assistance to Ukraine. In February 2023, nearly a year after the conflict began, President Biden made an unannounced trip to Ukraine to meet with President Volodymyr Zelenskyy and to encourage ongoing support from U.S. allies. The visit occurred as Russian President Vladimir Putin increased military activity in eastern Ukraine. President Biden’s trip was particularly risky as there was no protection from U.S. military personnel on the ground in Ukraine. In March, President Xi Jinping of China met with Russian President Vladimir Putin in Moscow to discuss China’s proposal to end the conflict with Ukraine. The Biden administration criticised the plan as “the ratification of Russian conquest” as it proposed a ceasefire that would recognize Russia’s right to occupy territory in Ukraine and provide Putin with time to bolster the nation’s military forces.

The Wagner Group, a Russian paramilitary organization, began to retreat from the city of Bakhmut, Ukraine, in late May. The mercenaries were scheduled to complete their retreat by the beginning of June, and would be replaced by regular Russian troops. The Wagner Group had been fighting in Bakhmut since the summer of 2022. The withdrawal from the city occurred after the group’s leader, Yevgeny Prigozhin, claimed that Russian Defense Minister Sergei Shoigu and Valery Gerasimov, Chief of the General Staff, had intentionally withheld ammunition from Wagner Group fighters. In late June, the Wagner Group organized a short-lived mutiny against Russian President Vladimir Putin’s regime. The group occupied Rostov-On-Don in southern Russia, a significant command center for the Russian government’s invasion of Ukraine. Prigozhin, agreed to be exiled to Belarus, and the mercenaries retreated from Rostov-On-Don. Prigozhin and nine other passengers later died in an airplane crash near Moscow on August 24, raising questions about the circumstances surrounding his death.

Late in the reporting period, China, the world’s second-largest economy, experienced relatively weak credit growth, a downturn in exports, and a year-over-year decline in consumer prices. Lower demand for goods and services from Chinese consumers could have a negative impact on other countries’ exports of iron ore, crude oil, factory equipment, and luxury goods into the country. A large property developer filed for protection under Chapter 15 of the U.S. bankruptcy code, which safeguards non-U.S. companies that are undergoing debt restructurings from creditors seeking to sue the firms or to freeze their assets in the U.S. Additionally, in contrast to inflationary worries in most global economies, there were concerns regarding a bout of deflation in China. According to the National Bureau of Statistics of China, the country’s producer-price index (PPI), which tracks the average change over time in selling prices received by domestic producers of manufactured goods, was down 3.0% year-over-year in August— the eleventh consecutive month-over-month decline. Prices for the mining, raw materials, and processing industries fell by 9.0%, 4.0%, and 3.1%, respectively, during the previous 12-month period.

Economic performance

U.S. inflation cooled during the reporting period. According to the Department of Labor, the U.S. consumer-price index (CPI) fell from an annual rate of 7.7% in September 2022, to 3.7% in August 2023. The most recent inflation data indicated that the CPI increased 0.6% month-over-month in August. However, the 4.3% annual increase in core inflation, as measured by the CPI for all items less food and energy, represented a 0.4- percentage point decline from the 4.7% year-over-year upturn in July. Core inflation rose 0.3% month-over-month in August, following a 0.2-percentage point uptick in July. The government noted that more than half of the month-over-month increase in the overall CPI was attributable to higher

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SEI Institutional Managed Trust

gasoline prices, which climbed 10.6% in August. Housing costs also contributed to the upturn in inflation for the month. Food prices rose 0.2% in August, matching the previous month’s increase.

According to the third estimate from the Department of Commerce, U.S. gross domestic product (GDP) grew at an annualized rate of 2.1% in the second quarter of 2023, unchanged from the government’s second estimate released in August, and down 0.1 percentage point from the 2.2% rise in the first three months of the year. The largest increases for the second quarter were in nonresidential fixed investment (purchases of both nonresidential structures and equipment and software), consumer spending, and state and local government spending. These gains offset reductions in exports and residential fixed investment (purchases of private residential structures and residential equipment that property owners use for rentals). The marginal decline in the GDP growth rate for the second quarter compared to the first three months of the year was due to slowdowns in consumer and federal government spending, as well as a decrease in exports.

The Office for National Statistics reported that consumer prices in the U.K. rose 0.4% month-over-month in August (the most recent reporting period)—up sharply from the 0.3% decrease in July. Inflation advanced 6.3% over the previous 12-month period, down marginally from the 6.4% annual upturn in July. Prices for alcohol and tobacco, along with clothing and footwear, were the largest contributors to the rise in inflation in August, while food and alcoholic beverages, and alcohol and tobacco posted the most notable price increases over the previous 12-month period. Core inflation, which excludes volatile food prices, rose at an annual rate of 5.9% in August, down from the 6.4% rise in July.

Eurostat pegged the inflation rate for the eurozone at 4.3% for the 12-month period ending in September 2023, down 0.9 percentage point from the 5.2% annual increase in August. Prices for food, alcohol and tobacco rose 8.8% in September, but the pace of acceleration slowed from the 9.7% annual rate for the previous month. Energy prices fell 4.7% year-over-year, following a 3.3% decline in August. Core inflation, which excludes volatile energy and food prices, rose at an annual rate of 4.5% in September, down 0.8 percentage point from August.

Market developments

Global equity markets garnered positive returns despite periods of volatility over the reporting period. Developed markets significantly outperformed their emerging-market counterparts, though both asset classes posted double-digit gains. The Nordic countries garnered the highest returns among developed markets for the reporting period, attributable mainly to robust performance in Denmark. Despite posting a double-digit gain during the period, the Pacific ex Japan region was the primary underperformer due to weakness in Hong Kong. Eastern Europe was the top-performing region within the emerging markets for the reporting period due to notable strength in Hungary, Greece, and Poland. Conversely, the Gulf Cooperating Council (GCC) countries (Saudi Arabia, United Arab Emirates, Qatar, Kuwait, and Oman) were the most notable laggards among the emerging markets for the period.

Global fixed-income assets ended the reporting period in positive territory, with the Bloomberg Global Aggregate Bond Index returning 2.24% in U.S. dollar terms. High-yield bonds, which posted double-digit returns, and emerging-market debt were the strongest performers. Both asset classes outperformed global corporate and government bonds. Over the reporting period, rates rose significantly across all maturities of the U.S. Treasury yield curve. The yield on the 10-year U.S. Treasury note ended the one-year reporting period up 76 basis points (0.76%) to 4.59%, while the 2-year yield rose 81 basis points to 5.03%. Bond prices fall as interest rates rise. The spread between 10- and 2-year notes widened from -0.39 to -0.44 basis points over the reporting period. The yield curve remained inverted, with yields on shorter-term bonds exceeding those on longer-dated securities. In an unusual move, yields on the 1-, 2- and 3-month Treasury bills climbed by corresponding margins of 276, 240 and 222 basis points to 5.55%, 5.60%, and 5.55% during the period. The significant upturn in ultra-short-term bond yields reflected expectations for rates to remain higher for longer; longer-term bond yields showed signs of concerns regarding how monetary tightening might have a negative impact on economic growth.

Global commodity prices, as measured by the Bloomberg Commodity Total Return Index, dipped 1.30% in U.S. dollar terms during the reporting period. However, gold prices rallied and ended the period in positive territory as the U.S. dollar weakened (gold prices move inversely to the U.S. dollar) and the Fed began to slow the pace of its interest-rate hikes. Prices for West Texas Intermediate crude oil and Brent crude oil declined during much of first nine months of the reporting period before rallying sharply in the summer of 2023 on expectations that production output cuts from the Organization of the Petroleum Exporting Countries (OPEC) and Russia would continue through the end of the year. Wheat prices moved lower over the period, hampered by Russia’s shipments of large quantities of cheaply priced grain. The New York Mercantile Exchange (NYMEX) natural gas price tumbled more than 50% over the reporting period. The downturn was attributable

SEI Institutional Managed Trust

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LETTER TO SHAREHOLDERS (Continued)

September 30, 2023 (Unaudited)

mainly to a steep decline in late 2022 and early 2023, as an unusually mild winter in the U.S. continued to weigh on demand during the home-heating season.

Our view

While predictions of a downturn in business activity during 2023 have been widely held since the end of last year, the U.S. economy has mostly surprised to the upside. Recession calls are now in the minority, with the latest plane analogy going from “hard landing” to “soft landing,” and even to “no landing.” Strong July results for retail sales, services consumption, industrial production, and housing starts resulted in the inflation-adjusted gross domestic product reaching an annualized 5.9% rate of gain in August. We do not believe this trend is sustainable. Although the consensus has swung away from this view, there is a reasonable probability of a recession in 2024.

Other major economies outside the U.S. are showing signs of weakness, despite advances during the first half of this year. Germany is already in recession and the U.K. may not be far behind. In these developed economies, businesses and consumers alike are feeling pressure from rising interest rates and persistent core inflation.

Hopes that China’s economy would offset slowing growth elsewhere have proven to be elusive. Although Chinese domestic travel and services consumption experienced a post-COVID-19 bounce, the economic data have been mostly disappointing. Consumer sentiment remains extremely depressed, with the latest quarterly reading showing a partial reversal of the early 2023 post-lockdown bounce. Chinese consumers and financial market participants appear largely unimpressed with the government’s efforts, both fiscal and monetary, to turn the economy around.

Inflation continues to fall as COVID-19-era supply-chain disruptions abate. However, it is SEI’s strong conviction that there has been a regime change when it comes to long-run inflation, and that it will run sustainably higher in the U.S. than the Federal Reserve’s (Fed) 2% target. Structurally tight labor markets, the shifting of global supply chains away from China, higher financing costs, the disruptions caused by the transition to a carbon-neutral regime, and a likely boost in corporate tax rates in the years ahead suggest to us that an inflation rate over 3% is more likely than one under 2%.

The Fed’s rate-hiking cycle is nearing an end, but this does not mean that the federal-funds rate will be moving lower anytime soon. We believe there could be one more interest-rate increase from the Fed, but as labor-market pressures ease, even this appears increasingly unlikely. The latest Federal Open Market Committee projections indicate an intention to keep the federal-funds rate higher for longer. In our view, it is unlikely the central bank will begin cutting rates before the second half of 2024.

Other major central banks are in similar positions. Given Europe’s stubborn inflation and lower policy-rate stance, the European Central Bank may raise its key interest rate once or twice more this cycle. The U.K. is closest to a wage-price spiral, which may force the Bank of England to implement a monetary policy that is tighter than it would prefer. Meanwhile, the Bank of Japan is under increasing pressure to start raising its policy interest rate in order to firm up the yen.

Bond yields have risen despite lower inflation rates. We believe markets are responding to the increase in government debt issuance at a time when central banks are adding to supply pressures via quantitative tightening (i.e., selling bonds out of their portfolios).

SEI expects bond yields to remain elevated as investors adjust their expectations regarding the probability of higher-for-longer central bank interest-rate policy. We also believe that the term premium (the excess yield required to offset the additional risk in longer-dated bonds) will turn positive as investors demand compensation for taking on a greater level of uncertainty around future interest-rate risk.

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SEI Institutional Managed Trust

Equity markets have entered a corrective phase. U.S. large-capitalization stocks are expected to trade in a broad range, with the S&P 500 Index currently closer to the upper end of this range. Growth companies with high price-to-earnings ratios are vulnerable to rising bond yields, and more cyclical and economically sensitive names within this cohort could face pressure from declining profit margins.

Sincerely,

James Smigiel

Chief Investment Officer

SEI Institutional Managed Trust

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LETTER TO SHAREHOLDERS (Concluded)

September 30, 2023 (Unaudited)

Index Definitions

Bloomberg 1-3 Year U.S. Government/Credit Index: includes all medium and larger issues of U.S. government, investment-grade corporate, and investment-grade international dollar-denominated bonds that have maturities of between 1 and 3 years and are publicly issued.

Bloomberg 1-5 Year U.S. TIPS Index: represents an unmanaged market index composed of all U.S. Treasury inflation-linked indexed securities with maturities of 1 to 5 years.

Bloomberg Commodity Index: is a broadly diversified index that allows investors to track commodity futures through a single, simple measure.

Bloomberg Global Aggregate Index: is a broad-based benchmark that is considered representative of global investment-grade, fixed-income markets.

Bloomberg Long A+ US Credit Index: measures the performance of the U.S. corporate and a non-corporate component with maturities of 10 years and greater that includes foreign agencies, sovereigns, supranationals, and local authorities.

Bloomberg U.S. Aggregate Bond Index: The Bloomberg U.S. Aggregate Bond Index is a benchmark index composed of U.S. securities in Treasury, government-related, corporate and securitized sectors. It includes securities that are of investment-grade quality or better, have at least one year to maturity and have an outstanding par value of at least $250 million.

Bloomberg US Corporate Investment Grade Index: is a broad-based benchmark that measures the investment-grade, fixed-rate, taxable corporate bondmarket.

Dow Jones Industrial Average:The Index measures the stock performance of 30 large companies listed on stock exchanges in the United States.

FTSE UK Series All-Share Index: is a capitalization-weighted index, comprising around 600 of more than 2,000 companies traded on the London Stock Exchange.

ICE BofA U.S. 3-Month Treasury Bill Index: measures total return on cash, including price and interest income, based on short-term government Treasury Bills of about 90-day maturity.

ICE BofA U.S. High Yield Constrained Index: tracks the performance of below-investment-grade, U.S. dollar-denominated corporate bonds publicly issued in the U.S. domesticmarket; exposure to individual issuers is capped at 2%.

ICE BofA USD 3-Month Deposit Offered Rate Constant Maturity Index: is based on the assumed purchase of a synthetic instrument having 3 months to maturity and with a coupon equal to the closing quote for 3-Month LIBOR. That issue is sold the following day (priced at a yield equal to the current day closing 3-Month LIBOR rate) and is rolled into a new 3-Month instrument. The index, therefore, will always have a constant maturity equal to exactly 3 months.

JP Morgan EMBI Global Diversified Index: tracks the performance of external debt instruments (including U.S.-dollar-denominated and other external-currency-denominated Brady bonds, loans, eurobonds and local-market instruments) in emerging markets.

JP Morgan GBI-EM Global Diversified Composite Index: tracks the performance of debt instruments issued in local currencies by emerging-market governments.

MSCI EAFE Index: is an equity index which captures large and mid-cap representation across 21 Developed Markets countries around the world, excluding the US and Canada.

MSCI Emerging Markets Index: is a free float-adjusted market-capitalization-weighted index designed to measure the performance of global emerging-market equities.

MSCI Europe Index: is a free float-adjusted market-capitalization-weighted index designed to measure the performance of large- and mid-capitalization stocks across developed-market countries in Europe.

MSCI World Index: is a free float-adjusted market-capitalization-weighted index that is designed to measure the equity-market performance of developed markets.

Russell 1000^® Growth Index:measures the performance of the large cap growth segment of the U.S. equity universe. It includes those Russell 1000^® Index companies with higher price-to-book ratios and higher forecasted growth values.

Russell 1000^® Index:includes 1,000 of the largest U.S. stocks based on market cap and current index membership; it is used to measure the activity of the U.S. large-cap equity market.

Russell 1000^® Value Index:measures the performance of the large cap value segment of the U.S. equity universe. It includes those Russell 1000^® Index companies with lower price-to-book ratios and lower expected growth values.

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SEI Institutional Managed Trust

Russell 2000^® Growth Index: measures the performance of the small cap growth segment of the U.S. equity universe. It includes those Russell 2000^® Index companies with higher price-to-value ratios and higher forecasted growth values.

Russell 2000^® Index:The Russell 2000^® Index measures the performance of the 2,000 smallest companies in the Russell 3000^® Index, which represents approximately 8% of the total market capitalization of the Russell 3000^® Index.

Russell 2000^® Value Index: measures the performance of the small cap value segment of the U.S. equity universe. It includes those Russell 2000^® Index companies with lower price-to-book ratios and lower forecasted growth values.

Russell 2500^® Index: measures the performance of the 2,500 smallest companies in the Russell 3000^® Index. This index is market cap-weighted and includes only common stocks incorporated in the U.S. and its territories.

Russell 3000^® Index: measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market.

Russell Midcap^® Index: measures the performance of the mid-cap segment of the U.S. equity universe. The Russell Midcap^® Index is a subset of the Russell 1000^® Index. It includes approximately 800 of the smallest securities based on a combination of their market cap and current index membership. The Russell Midcap^® Index represents approximately 31% of the total market capitalization of the Russell 1000^® companies.

S&P 500 Index: is an unmanaged, market-weighted index that consists of approximately 500 of the largest publicly-traded U.S. companies and is considered representative of the broad U.S. stock market.

Wilshire U.S. Real Estate Securities Index: is a broad measure of the performance of publicly traded U.S. real estate securities, such as REITs and REOCs. The index is capitalization-weighted. The beginning date, January 1, 1978, was selected because it coincides with the Russell/NCREIF Property Index start date. The Wilshire U.S. Real Estate Securities Index is rebalanced monthly, and returns are calculated on a buy and hold basis.

SEI Institutional Managed Trust

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MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Large Cap Fund

I. Objective

The Large Cap Fund (the “Fund”) seeks to provide long-term growth of capital and income.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment philosophies and strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Brandywine Global Investment Management, LLC (Brandywine), Ceredex Value Advisors LLC (Ceredex), Coho Partners, Ltd. (Coho), Fred Alger Management, LLC (Alger), LSV Asset Management (LSV), Mar Vista Investment Partners, LLC (Mar Vista), and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 18.19%. The Fund’s benchmark—the Russell 1000^® Index, which tracks the performance of the U.S. large-cap equity market—returned 21.19%.

IV. Performance Discussion

The ongoing war in Ukraine, inflation, and rising interest rates were ever present during the 12-month reporting period, but the U.S. equity market rebounded, as noted in the shareholder letter. The gains were led by mega-cap growth stocks spurred by optimism about artificial intelligence (AI). In the middle of the reporting period, significant concerns arose about the stability of the U.S. banking system as the market was shaken by the failures of Silicon Valley Bank and Signature Bank. Large-cap value and mid-cap stocks lagged relative to their large-cap growth counterparts.

Within the U.S. large-cap segment of the market, information technology, communication services, and energy were the strongest-performing sectors for the period. The poor performance of bank stocks caused the financials sector to lag the overall market. The weakest performers were traditional low-beta sectors such as utilities, real estate, and consumer staples. In some cases, investors had owned low-beta stocks for income from dividends, but rising interest rates made other sources of income available to them. Overall, leadership emanated

from more cyclical segments of the market despite the concerns that a U.S. economic recession could be on the horizon.

The Fund’s overweight allocation to the energy sector and underweights to the utilities and real estate sectors benefited performance during the reporting period. However, underweights to the information technology and communication services sectors weighed on the Fund’s performance relative to the benchmark Russell 1000^® Index. Overweight allocations to the consumer staples, health care, and financials sectors also detracted from Fund performance. Security selection within the industrials sector bolstered Fund performance for the reporting period, but was a detractor within the financials sector. Overall, the Fund’s value tilt and lower-beta positions had a negative impact on the relative performance. The Fund’s greater emphasis on medium-capitalization stocks relative to the benchmark also detracted from performance during the reporting period.

Among the Fund’s managers, Brandywine’s value orientation caused its performance to lag relative to the broad market over the reporting period, with an underweight to the information technology sector. However, favorable security selection within the industrials and consumer discretionary sectors contributed positively to Fund performance. LSV underperformed the overall market due to its value orientation and associated underweight allocation to the information technology sector, while an overweight to the energy sector had a positive impact. Ceredex’s value orientation and underweight to the information technology sector weighed on relative performance, but its underweights to the health care and consumer staples sectors enhanced performance. Coho’s overweights to the low-beta consumer staples and health care sectors, along with underweights to the communication services and information technology sectors, detracted from Fund performance.

Alger outperformed during the reporting period as a result of its growth orientation, large allocation to the information technology sector, and favorable security selection within the information technology and industrials sectors. Mar Vista’s performance benefited from an overweight to the information technology sector and underweight to health care. The benefit of these sector allocations was partially offset by negative stock selection effects within the financial sector. The SEI Momentum Factor Portfolio underperformed due to security selection within the consumer discretionary, health care, and financials sectors. The SEI Quality Factor Portfolio’s outperformance for the reporting period was attributable to its overweight allocation to the information

8

SEI Institutional Managed Trust

technology sector, as well as underweights to the utilities and real estate sectors.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Large Cap Fund, Class F	18.19%	8.32%	6.72%	9.21%	10.55%
Large Cap Fund, Class Y	18.59%	8.62%	6.99%	9.45%	10.73%
Russell 1000® Index	21.19%	9.53%	9.63%	11.63%	12.61%

Comparison of Change in the Value of a $100,000 Investment in the Large Cap Fund, Class F and Class Y, versus the Russell 1000^® Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 9/30/09. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

9

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Large Cap Value Fund

I. Objective

The Large Cap Value Fund (the “Fund”) seeks to provide long-term growth of capital and income.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment philosophies and strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Brandywine Global Investment Management, LLC (Brandywine), Cullen Capital Management, LLC (Cullen) (fka Schafer Cullen Capital Management, Inc.), LSV Asset Management (LSV) and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 14.03%. The Fund’s benchmark—the Russell 1000^® Value Index, which tracks the performance of the large-cap value segment of the U.S. equity universe—returned 14.44%.

IV. Performance Discussion

The ongoing war in Ukraine, inflation, and rising interest rates were ever present during the 12-month reporting period, but the U.S. equity market rebounded, as discussed in the shareholder letter. The gains were led by mega-cap growth stocks spurred by optimism about artificial intelligence (AI). In the middle of the reporting period, significant concerns arose about the stability of the U.S. banking system as the market was shaken by the failures of Silicon Valley Bank and Signature Bank. Large-cap value and mid-cap stocks lagged relative to their large-cap growth counterparts.

Within the U.S. large-cap segment of the market, information technology, communication services, and energy were the strongest-performing sectors for the period. The poor performance of bank stocks caused the financials sector to lag the overall market. The weakest performers were traditional low-beta sectors such as utilities, real estate, and consumer staples. In some cases, investors had owned low-beta stocks for income from dividends, but rising interest rates made other sources of income available to them. Overall, leadership emanated from more cyclical segments of the market despite the

concerns that a U.S. economic recession could be on the horizon.

Security selection within the information technology sector contributed positively to the Fund’s performance relative to the benchmark Russell 1000^® Value Index over the reporting period. This was partially offset by negative security selection within the consumer staples and industrials sectors. An overweight allocation to the banking industry detracted from Fund performance, while an underweight to the real estate sector had a positive impact.

Among the Fund’s managers, LSV’s outperformance relative to the benchmark index was attributable to favorable security selection within the consumer discretionary, health care, and information technology sectors. LSV’s underweight allocations to the utilities and real estate sectors benefited Fund performance.

Cullen underperformed due to its overweight allocations to the consumer staples sector, underweight to the materials sector, and security selection within the industrials sector.

Brandywine outperformed the benchmark as a result of an overweight allocation to the communication services sector and favorable security selection within the industrials sector. However, security selection within the consumer staples sector detracted from Fund performance for the reporting period.

The SEI Factor Based Value Portfolio’s performance for the period benefited from its holdings within the energy sector and underweights to the real estate and utilities sectors.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

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SEI Institutional Managed Trust

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Large Cap Value Fund, Class F	14.03%	12.23%	4.75%	7.37%	7.97%
Large Cap Value Fund, Class I	13.79%	11.98%	4.52%	7.13%	8.06%
Large Cap Value Fund, Class Y	14.32%	12.52%	5.02%	7.58%	8.03%
Russell 1000® Value Index	14.44%	11.05%	6.23%	8.45%	9.47%

Comparison of Change in the Value of a $100,000 Investment in the Large Cap Value Fund, Class F, Class I and Class Y, versus the Russell 1000^® Value Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 10/3/94 and Class I shares were offered beginning 8/6/01. The performance of Class I shares prior to 8/6/01 is calculated using the performance of the fund’s Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 10/30/15. For periods prior to 10/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

11

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Large Cap Growth Fund

I. Objective

The Large Cap Growth Fund (the “Fund”) seeks to provide capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment philosophies and strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Fred Alger Management, LLC (Alger), Mackenzie Investment Corporation (Mackenzie), Parametric Portfolio Associates LLC (Parametric), and PineStone Asset Management Inc. (PineStone).

Fiera Capital Inc. (Fiera) and McKinley Capital Management, LLC (McKinley) were terminated and Mackenzie and PineStone were added during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 25.88%. The Fund’s benchmark—the Russell 1000^® Growth Index, which tracks the performance of the large-cap growth segment of the U.S. equity universe—returned 27.72%.

IV. Performance Discussion

Supply-chain disruptions, the end of pandemic-induced lockdowns, Russia’s invasion of Ukraine, and fiscal stimulus contributed to increased global inflation during the fiscal year. As noted in the shareholder letter, central banks globally reacted by raising interest rates at a record pace. This led to a selloff in most asset markets, including the U.S. stock market. Value stocks generally held up better than their growth counterparts in this environment. Small- and medium-capitalization stocks generally fell further than larger-capitalization stocks during the market decline.

Within the U.S. large-cap universe, as represented by the Russell 1000^® Index, the only GICS sectors to produce positive returns were energy and utilities as rising commodity prices benefited oil and gas companies and investors also gravitated toward the less economically sensitive industries such as electric utilities. The consumer staples and health care sectors saw smaller losses than the overall market and helped cushion the decline in portfolios. The communication services sector was the worst performer for the reporting period as shares of both traditional media companies and social media companies fell out of favor.

The Fund’s growth orientation hurt performance during the year. An underweight of the largest capitalization stocks detracted from security selection within the information technology sector. An overweight to the health care and materials sectors, along with favorable security selection within them, was beneficial. Security selection within the financials sector detracted. An underweight to the communication services sector helped benchmark-relative performance.

Alger’s performance was hurt by an underweight to the consumer staples sector and by security selection within the information technology sector. McKinley’s performance benefited from an overweight to the energy sector and favorable security selection within the materials sector, but security selection within the health care and communication services sectors detracted.

The SEI Momentum Factor Portfolio managed by SIMC outperformed due to an underweight of the communication services sector and favorable security selection within the information technology and health care sectors. Fiera’s overweight to the consumer staples sector was beneficial and Fiera provided favorable security selection results within the health care and consumer discretionary sectors.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

12

SEI Institutional Managed Trust

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Large Cap Growth Fund, Class F	25.88%	6.41%	10.60%	12.05%	9.16%
Large Cap Growth Fund, Class I	25.61%	6.18%	10.36%	11.80%	8.86%
Large Cap Growth Fund, Class Y	26.22%	6.68%	10.87%	12.27%	9.23%
Russell 1000® Growth Index	27.72%	7.97%	11.42%	14.48%	10.49%

Comparison of Change in the Value of a $100,000 Investment in the Large Cap Growth Fund, Class F, Class I and Class Y, versus the Russell 1000^® Growth Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 12/20/94 and Class I shares were offered beginning 8/6/01. The performance of Class I shares prior to 8/6/01 is calculated using the performance of the fund’s Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 10/30/15. For periods prior to 10/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

13

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Large Cap Index Fund

I. Objective

The Large Cap Index Fund (the “Fund”) seeks to track the performance of a benchmark index that measures the investment return of large-capitalization stocks.

II. Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The sole sub-advisor as of September 30, 2023, was SSGA Funds Management, Inc. (SSGA).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 20.90%. The Fund’s benchmark—the Russell 1000^® Index, which tracks the performance of approximately 1,000 large- and mid-cap U.S. companies that are considered representative of the broad U.S. stock market —returned 21.19%.

IV. Performance Discussion

As discussed in the shareholder letter, the ongoing war in Ukraine, inflation, and rising interest rates were ever present during the 12-month reporting period, but the U.S. equity market rebounded. The gains were led by mega-cap growth stocks spurred by optimism about artificial intelligence (AI). In the middle of the reporting period, significant concerns arose about the stability of the U.S. banking system as the market was shaken by the failures of Silicon Valley Bank and Signature Bank. Large-cap value and mid-cap stocks lagged relative to their large-cap growth counterparts.

Within the U.S. large-cap segment of the market, information technology, communication services, and energy were the strongest-performing sectors for the period. The poor performance of bank stocks caused the financial sector to lag the overall market. The weakest performers were traditional low-beta sectors such as utilities, real estate, and consumer staples. In some cases, investors had owned low-beta stocks for income from dividends, but rising interest rates made other sources of income available to them. Overall, leadership emanated from more cyclical segments of the market despite the concerns that a U.S. economic recession could be on the horizon.

During the reporting period, the Fund achieved its objective of tracking, before fees and expenses, the performance of the Russell 1000^® Index.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized Inception to Date
Large Cap Index Fund, Class F	20.90%	9.28%	9.36%	9.05%
Russell 1000® Index	21.19%	9.53%	9.63%	9.34%

Comparison of Change in the Value of a $100,000 Investment in the Large Index Cap Fund, Class F versus the Russell 1000^® Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 1/31/18. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

14

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Large Cap Fund

I. Objective

The Tax-Managed Large Cap Fund (the “Fund”) seeks to provide high, long-term after-tax returns.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Brandywine Global Investment Management, LLC (Brandywine), Coho Partners, Ltd. (Coho), Cullen Capital Management, LLC (Cullen) (fka Schafer Cullen Capital Management), LSV Asset Management (LSV), Mar Vista Investment Partners, LLC (Mar Vista), Parametric Portfolio Associates LLC (Parametric), and PineStone Asset Management Inc. (PineStone).

Fiera Capital Inc. (Fiera) was terminated and PineStone was added during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 18.44%. The Fund’s benchmark—the Russell 1000^® Index, which tracks the performance of the U.S. large-cap equity market—returned 21.19%.

IV. Performance Discussion

The ongoing war in Ukraine, inflation, and rising interest rates were ever present during the 12-month reporting period, but the U.S. equity market rebounded, as noted in the shareholder letter. The gains were led by mega-cap growth stocks spurred by optimism about artificial intelligence (AI). In the middle of the reporting period, significant concerns arose about the stability of the U.S. banking system as the market was shaken by the failures of Silicon Valley Bank and Signature Bank. Large-cap value and mid-cap stocks lagged relative to their large-cap growth counterparts.

Within the U.S. large-cap segment of the market, information technology, communication services, and energy were the strongest-performing sectors for the period. The poor performance of bank stocks caused the financial sector to lag the overall market. The weakest performers were traditional low-beta sectors such as utilities, real estate, and consumer staples. In some cases, investors had owned low-beta stocks for income from dividends, but rising interest rates made other sources of

income available to them. Overall, leadership emanated from more cyclical segments of the market despite the concerns that a U.S. economic recession could be on the horizon.

The Fund’s underweights to the utilities and real estate sectors enhanced performance relative to the benchmark Russell 1000^® Index over the reporting period. Underweights to the information technology and communication services sectors weighed on Fund performance. Both an overweight position and stock selection within the consumer staples sector detracted from Fund performance. Overall, the Fund’s value tilt and lower-beta positions hampered relative performance. The Fund’s greater emphasis on medium-capitalization stocks relative to the benchmark also detracted from performance during the reporting period.

Among the Fund’s managers, Brandywine’s value orientation caused its performance to lag relative to the broad market during the reporting period, with an underweight to the information technology sector. Favorable security selection within the industrials and consumer discretionary sectors contributed positively to performance. LSV underperformed due to its value orientation and associated underweight allocation to the information technology sector. Conversely, an overweight to the energy sector benefited performance. Cullen underperformed due to its overweights to the consumer staples, utilities, and real estate sectors and underweight to the information technology sector. Cullen’s security selection within the industrials and communication services sectors detracted from performance. Coho’s overweight allocations to the low-beta consumer staples and health care sectors, along with underweights to the communication services and information technology sectors detracted from performance for the period.

PineStone outperformed the overall market as a result of favorable security selection within the financials, information technology, materials, and consumer discretionary sectors. Mar Vista outperformed due to an overweight allocation to the information technology sector and underweight to the health care sector. The benefit of these sector allocations was partially offset by negative stock selection effects within the financial sector. The SEI Momentum Factor Portfolio underperformed due to security selection within the consumer discretionary, health care, and financials sectors. The SEI Quality Factor Portfolio’s outperformance was attributable to its overweight allocation to the information technology sector and underweights to the utilities and real estate sectors.

SEI Institutional Managed Trust

15

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Large Cap Fund (Concluded)

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Tax-Managed Large Cap Fund, Class F	18.44%	10.02%	7.81%	9.68%	6.40%
Tax-Managed Large Cap Fund, Class Y	18.69%	10.29%	8.08%	9.91%	6.49%
Russell 1000® Index	21.19%	9.53%	9.63%	11.63%	7.80%

Comparison of Change in the Value of a $100,000 Investment in the Tax-Managed Large Cap Fund, Class F and Class Y, versus the Russell 1000^® Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 3/5/98. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and reimbursements, performance would have been lower.

16

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

S&P 500 Index Fund

I. Objective

The S&P 500 Index Fund (“the Fund”) seeks to provide investment results that correspond to the aggregate price and dividend performance of the securities in the S&P 500 Index.

Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The sole sub-advisor as of September 30, 2023, was SSGA Funds Management, Inc. (SSGA).

No manager changes were made during the Fund’s fiscal year.

II. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 21.31%. The Fund’s benchmark—the S&P 500 Index (gross), which tracks the performance of approximately 500 large U.S. companies that are considered representative of the broad U.S. stock market—returned 21.62%.

III. Performance Discussion

The ongoing war in Ukraine, inflation, and rising interest rates were ever present during the 12-month reporting period, but the U.S. equity market rebounded, as noted in the shareholder letter. The gains were led by mega-cap growth stocks spurred by optimism about artificial intelligence (AI). In the middle of the reporting period, significant concerns arose about the stability of the U.S. banking system as the market was shaken by the failures of Silicon Valley Bank and Signature Bank. Large-cap value and mid-cap stocks lagged relative to their large-cap growth counterparts.

Within the U.S. large-cap segment of the market, information technology, communication services, and energy were the strongest-performing sectors for the period. The poor performance of bank stocks caused the financials sector to lag the overall market. The weakest performers were traditional low-beta sectors such as utilities, real estate, and consumer staples. In some cases, investors had owned low-beta stocks for income from dividends, but rising interest rates made other sources of income available to them. Overall, leadership emanated from more cyclical segments of the market despite the concerns that a U.S. economic recession could be on the horizon.

During the reporting period, the Fund achieved its objective of tracking, before fees and expenses, the performance of the S&P 500 Index.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
S&P 500 Index Fund, Class F	21.31%	9.89%	9.66%	11.56%	8.72%
S&P 500 Index Fund, Class I	20.83%	9.45%	9.22%	11.20%	8.58%
S&P 500 Index (Gross)	21.62%	10.15%	9.92%	11.91%	9.11%

Comparison of Change in the Value of a $100,000 Investment in the S&P 500 Index Fund, Class F and Class I, versus the S&P 500 Index (Gross)

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 2/28/96. Class I shares were offered beginning 6/28/02. The performance of Class I shares prior to 6/28/02 is calculated using the performance of the fund’s Class F shares adjusted for the higher expenses of the Class I shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

17

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Fund

I. Objective

The Small Cap Fund (the “Fund”) seeks to provide capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: Copeland Capital Management, LLC (Copeland), EAM Investors, LLC (EAM), Easterly Investment Partners LLC (Easterly), Hillsdale Investment Management Inc. (Hillsdale), Leeward Investments, LLC (Leeward), Los Angeles Capital Management, LLC (LA Capital) and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 10.86%. The Fund’s benchmark—the Russell 2000^® Index, which tracks the performance of the U.S. small-cap equity market—returned 8.93%.

IV. Performance Discussion

As noted in the shareholder letter, the reporting period was largely defined by the continuing monetary policy tightening of the U.S. Federal Reserve (Fed), which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that the inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022,

while health care, communication services and information technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (SVB), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (FDIC) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financials sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced

18

SEI Institutional Managed Trust

some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied in July on optimism that the Fed could successfully navigate a soft landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

For the 12-month reporting period, from a factor perspective, value outperformed growth—though it lost ground relative to growth during both the “risk-on” rally in early 2023, and throughout the regional banking crisis. This is reflected in the Russell style indexes, where financials detracted from the return of the Russell 2000^® Value Index (which tracks the performance of the small-cap value segment of the U.S. equity market), and the inclusion of more speculative tech stocks bolstered the performance of the Russell 2000^® Growth Index (which tracks the performance of the small- to mid-cap growth segment of the U.S. equity market. Quality outperformed as well, though the low volatility factor trailed in the face of multiple risk-on moves over the reporting period. Momentum saw modest outperformance in the face of shifting market leadership. The top-performing sectors within the Russell 2000^® Index for the reporting period were energy, industrials, and consumer discretionary, while the weakest performers included health care, utilities, and communication services.

The Fund outperformed its benchmark, the Russell 2000^® Index, for the reporting period, attributable mainly to stock selection in the information technology and consumer discretionary sectors. There generally was a positive environment for the Fund over the period, with value, quality, and momentum factors outperforming. Value was

the largest tailwind to Fund performance, closely followed by quality, while momentum was a marginal contributor to performance. Nonetheless, the first and second quarters of 2023 were challenging for our alpha sources, as both big-tech growth stocks rallied and fundamental factors such as value and momentum underperformed.

Five of the Fund’s seven sub-advisors outperformed the benchmark Russell 2000^® Index for the reporting period. Easterly’s performance benefited from strong stock selection in information technology, specifically hardware and equipment, and financials. Value tailwinds also bolstered the strategy’s performance. Copeland also benefited from factor tailwinds, with quality outperforming; however, low volatility headwinds detracted from performance. Hillsdale and Leeward contributed positively to Fund performance to a slightly lesser degree. Hillsdale benefited from stock selection in the information technology sector and Leeward’s performance was bolstered by value tailwinds. LA Capital performed in line with the benchmark. EAM was the lone manager to detract from Fund performance, despite slight momentum tailwinds. Poor stock selection in the industrials sector, specifically capital goods, and consumer discretionary stocks drove EAM’s underperformance for the reporting period.

No manager changes occurred during the reporting period. Some capital was reallocated from EAM to Easterly to increase the Fund’s value exposure.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

	AVERAGE ANNUAL TOTAL RETURN1
		1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Small Cap Fund, Class F		10.86%	11.36%	3.70%	5.92%	8.63%
Small Cap Fund, Class Y		11.18%	11.62%	3.97%	6.15%	8.80%
Russell 2000® Index		8.93%	7.16%	2.40%	6.65%	9.51%

SEI Institutional Managed Trust

19

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Fund (Concluded)

Comparison of Change in the Value of a $100,000
Investment in the Small Cap Fund, Class F and Class Y,
versus the Russell 2000^® Index

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 9/30/09. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and reimbursements, performance would have been lower.

20

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Value Fund

I. Objective

The Small Cap Value Fund (the “Fund”) seeks to provide capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Cardinal Capital Management, LLC (Cardinal), Easterly Investment Partners LLC (Easterly), LSV Asset Management (LSV) and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 13.98%. The Fund’s benchmark—the Russell 2000^® Value Index, which tracks the performance of the small-cap value segment of the U.S. equity universe—returned 7.84%.

IV. Performance Discussion

As addressed in the shareholder letter, the reporting period was largely defined by continuing monetary policy tightening by the U.S. Federal Reserve (Fed), which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that the inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022, while health care, communication services and information

technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (SVB), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (FDIC) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financial sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced

SEI Institutional Managed Trust

21

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Value Fund (Concluded)

some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied in July on optimism that the Fed could successfully navigate a soft landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

From a factor perspective, value outperformed during the reporting period—though it lost ground relative to growth during both the early 2023 risk-on rally and throughout the regional banking crisis. This was reflected in the Russell style indexes, where financial stocks detracted from the Russell 2000^® Value Index’s return, and the inclusion of more speculative tech stocks bolstered the Russell 2000^® Growth Index’s return. Quality outperformed as well, though low volatility trailed in the face of multiple risk-on market moves over the reporting period. Momentum saw modest outperformance in the face of shifting market leadership. The top-performing sectors within the Russell 2000^® Value Index during the period were energy, industrials, and consumer discretionary, while health care, utilities and communication services were the weakest performers.

The Fund outperformed its benchmark, the Russell 2000^® Value Index, over the reporting period due largely to positive stock selection within the information technology, financials, and industrials sectors. Sector positioning also benefited Fund performance, particularly underweight allocations to health care and financials. The Fund’s positive active value and quality exposure relative to the benchmark index were the largest factor tailwinds, benefiting from both overweight allocations to the cheapest higher-quality stocks and underweights to the most expensive lower-quality stocks.

Among the Fund’s subadvisors, LSV was the largest positive contributor to performance for the reporting period. LSV’s systematic exposure to the value factor was a tailwind for performance, as was stock selection in several sectors, specifically information technology and financials.

Easterly also contributed positively to Fund performance for the reporting period due to strong stock selection in the information technology sector, particularly in hardware and equipment, and financials. Value tailwinds also enhanced the strategy’s performance. The SEI value strategy was a positive contributor to Fund performance for similar reasons, though lagging LSV and Easterly.

Cardinal was the sole detractor from Fund performance during the reporting period due to poor selection in the materials, industrials, and consumer discretionary sectors. Underweight allocations to utilities and health care weighed on Fund performance.

There were no manager changes over the period, though roughly 6% of the Fund’s assets were reallocated from Cardinal to LSV and Easterly.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Small Cap Value Fund, Class F	13.98%	14.87%	2.84%	5.10%	8.72%
Small Cap Value Fund, Class I	13.70%	14.60%	2.61%	4.86%	8.42%
Small Cap Value Fund, Class Y	14.32%	15.17%	3.11%	5.32%	8.80%
Russell 2000® Value Index	7.84%	13.32%	2.59%	6.19%	9.38%

22

SEI Institutional Managed Trust

Comparison of Change in the Value of a $100,000 Investment in the Small Cap Value Fund, Class F, Class I and Class Y, versus the Russell 2000^® Value Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 12/20/94 and Class I shares were offered beginning 2/11/02. Class I shares performance for the period prior to 2/11/02 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 10/30/15. For periods prior to 10/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

23

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Growth Fund

I. Objective

The Small Cap Growth Fund (the “Fund”) seeks to provide long-term capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: ArrowMark Colorado Holdings LLC (ArrowMark), EAM Investors LLC (EAM), Jackson Creek Investment Advisors, LLC (Jackson Creek) and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the full year ended September 30, 2023, the Fund’s Class F shares returned 7.31%. The Fund’s benchmark—the Russell 2000^® Growth Index, which tracks the performance of the small-cap growth segment of the U.S. equity universe—returned 9.59%.

IV. Performance Discussion

As discussed in the shareholder letter, the reporting period was largely defined by continuing monetary policy tightening by the U.S. Federal Reserve (Fed), which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022, while health care, communication services and information

technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (SVB), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (FDIC) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financials sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced

24

SEI Institutional Managed Trust

some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied on optimism that the Fed could successfully navigate a soft landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

From a factor perspective, value outperformed during the reporting period–though it lost ground relative to growth during both the early 2023 risk-on rally and throughout the regional banking crisis. This was reflected in the Russell style indexes, where financial stocks detracted from the Russell 2000^® Value Index’s return, and the inclusion of more speculative tech stocks bolstered the Russell 2000^® Growth Index’s return. Quality outperformed as well, though low volatility trailed in the face of multiple risk-on market moves over the reporting period. Momentum saw modest outperformance in the face of shifting market leadership. The top-performing sectors within the Russell 2000^® Growth Index for the period were energy, consumer staples, and industrials, while the utilities, health care and communication services were the primary market laggards.

The Fund underperformed its benchmark for the reporting period due predominantly to negative stock selection within the financials sector. Overall sector positioning slightly hampered Fund performance, particularly an overweight allocation to energy and an underweight to information technology. The Fund’s overweights to value and quality relative to the broader Russell 2000^® Growth Index–particularly an underweight to the most expensive and lowest-quality stocks—offset some of the negative stock selection. Momentum positioning was slightly additive as well.

Among the Fund’s sub-advisors, Arrowmark was the top contributor to performance for the reporting period. The strategy benefited from growth tailwinds, as well as positive stock selection effects in the industrials sectors, specifically commercial and professional services. The SEI momentum strategy also contributed positively to Fund performance on momentum tailwinds, though to a lesser degree. Jackson Creek detracted from performance for the period due to poor allocation and stock selection in industrials, particularly capital goods.

EAM was, by far, the largest detractor from Fund performance for the reporting period, attributable mainly to poor stock selection in the industrials sector, specifically capital goods, and in the consumer discretionary sector.

There were no manager changes over the reporting period, though capital was reallocated from EAM into Jackson Creek.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Small Cap Growth Fund, Class F	7.31%	4.15%	0.55%	6.05%	8.31%
Small Cap Growth Fund, Class I	7.03%	3.88%	0.30%	5.78%	5.00%
Small Cap Growth Fund, Class Y	7.58%	4.41%	0.81%	6.26%	8.38%
Russell 2000® Growth Index	9.59%	1.09%	1.55%	6.72%	7.36%

SEI Institutional Managed Trust

25

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Small Cap Growth Fund (Concluded)

Comparison of Change in the Value of a $100,000 Investment in the Small Cap Growth Fund, Class F, Class I and Class Y, versus the Russell 2000^® Growth Index

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 4/20/92 and Class I shares were offered beginning 8/6/01. Class I shares performance for the period prior to 8/6/01 is derived from the performance of Class F shares adjusted for the higher expenses of Class I shares. Class Y shares were offered beginning 10/30/15. For periods prior to 10/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

26

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Small/Mid Cap Fund

I. Objective

The Tax-Managed Small/Mid Cap Fund (the “Fund”) seeks to provide high, long-term after-tax returns.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisers with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (“SIMC”). The Fund utilized the following sub-advisers during the fiscal year ending September 30, 2023: Cardinal Capital Management, LLC (“Cardinal”), Easterly Investment Partners LLC (“Easterly”), Hillsdale Investment Management Inc. (“Hillsdale”), Martingale Asset Management, LP (“Martingale”), Parametric Portfolio Associates LLC (“Parametric”) and Rice Hall James & Associates LLC (“Rice Hall”).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 10.21%. The Fund’s benchmark—the Russell 2500^® Index, which tracks the performance of the small- to mid-cap segment of the U.S. equity universe—returned 11.28%.

IV. Performance Discussion

As detailed in the shareholder letter, the reporting period was largely defined by continuing monetary policy tightening by the U.S. Federal Reserve (“Fed”), which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022,

while health care, communication services and information technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (“SVB”), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (“FDIC”) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financials sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced

SEI Institutional Managed Trust

27

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Small/Mid Cap Fund (Continued)

some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied on optimism that the Fed could successfully navigate a soft landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

From a factor perspective, value outperformed during the reporting period–though it lost ground relative to growth during both the early 2023 risk-on rally and throughout the regional banking crisis. This is reflected in the Russell style indexes, where the financials sector detracted from the Russell 2500^® Value Index’s return, and the inclusion of more speculative technology stocks bolstered the Russell 2500^® Growth Index’s return. Quality outperformed as well, though low volatility trailed in the face of multiple risk-on moves over the period. Momentum saw modest outperformance in the face of shifting market leadership.

Energy was the strongest performing sector within the benchmark Russell 2500^® Index for the period, returning over 24%, benefiting from resurgent oil prices late in the period—more than doubling the return of the index. The industrials and information technology sectors followed close behind, though the latter sector’s returns were boosted by the significant outperformance of IT services provider Super Micro Computer on AI frenzy tailwinds. Health care was the weakest-performing sector, hampered by health are technology and Biotechnology stocks, as higher-quality companies outperformed over the period.

The Fund underperformed the benchmark Russell 2500^® Index for the reporting period. Easterly was the only manager to contribute positively to the Fund’s relative

performance. Easterly garnered strong returns, also due largely to the notable outperformance of Super Micro Computer. The strategy more generally benefited from value style tailwinds, as well as positive stock selection in the consumer discretionary and communication services sectors. Hillsdale marginally detracted from Fund performance over the reporting period, as meaningful momentum tailwinds failed to materialize with the rapid shifts in market leadership throughout the period. Hillsdale benefited from positive stock selection in the information technology and consumer discretionary sectors. However, this was offset by negative stock selection in the financials sector, as well as both selection and an overweight allocation to health care.

Martingale also moderately detracted from Fund performance for the period, outperforming in both the fourth quarter of 2022 and the third quarter of 2023, but lagging in the risk-on, high-beta rallies in the first two quarters of 2023. Ultimately, low volatility as a factor underperformed over the period because of these junk rallies; this presented a style headwind for the strategy. Martingale benefited from positive stock selection in the health care sector, while an overweight position in utilities and an underweight in consumer discretionary weighed on Fund performance.

Rice Hall detracted from Fund performance significantly largely due to growth style headwinds and weak stock selection. As a quality growth manager, Rice Hall did not participate in the junk rallies during the period, nor did the manager fully participate in value’s outperformance. This is within our expectations for the strategy. Stock selection within the consumer discretionary sector was the largest source of underperformance, specifically auto parts retailer Advanced Auto Parts, and online retailer Etsy.

Cardinal was the leading detractor from Fund performance, which in our view was a slightly disappointing outcome given the value and quality style tailwinds during the period. This outcome resulted largely from negative stock selection within Cardinal’s concentrated portfolio of roughly 45 stocks. Stock selection within the materials, information technology, consumer discretionary, and financials sector detracted from Fund performance. At the security level, the biggest detractors were PacWest (which suffered collateral damage during the regional banking crisis), health care real estate investment trust (“REIT”) Medical Properties Trust, and agricultural sciences company FMC Corp.

At the Fund level, positive selection within the information technology sector was the largest contributor to performance for the reporting period, while stock selection

28

SEI Institutional Managed Trust

within materials, financials, and real estate were the largest detractors.

There were no manager changes over the period; however, Easterly’s weight was increased by more than 8%, while the weights for Martingale and Cardinal were decreased by roughly 6% and 3%, respectively.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Tax-Managed Small/Mid Cap Fund, Class F	10.21%	8.88%	2.28%	5.98%	6.29%
Tax-Managed Small/Mid Cap Fund, Class Y	10.49%	9.11%	2.50%	6.19%	6.38%
Russell 2500® Index	11.28%	8.39%	4.55%	7.90%	8.14%

Comparison of Change in the Value of a $100,000 Investment in the Tax-Managed Small/Mid Cap Fund, Class F and Class Y, versus the Russell 2500^® Index

SEI Institutional Managed Trust

29

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Small/Mid Cap Fund (Concluded)

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 10/31/00. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

30

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Mid-Cap Fund

I. Objective

The Mid-Cap Fund (the “Fund”) seeks to provide long-term capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number sub-advisors to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: Leeward Investments, LLC (Leeward) and Los Angeles Capital Management LLC (LA Capital).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Mid-Cap Fund, Class F shares, returned 11.77%. The Fund’s benchmark—the Russell Midcap^® Index, which tracks the performance of the mid-cap segment of the U.S. equity universe—returned 13.45%.

IV. Performance Discussion

As discussed in the shareholder letter, the reporting period was largely defined by continuing monetary policy tightening by the U.S. Federal Reserve (Fed), which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022, while health care, communication services and information technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more

pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (SVB), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (FDIC) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financials sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied on optimism that the Fed could successfully navigate a soft

SEI Institutional Managed Trust

31

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Mid-Cap Fund (Concluded)

landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

From a factor perspective, value’s performance was mixed during the reporting period, depending on the asset class. There was mild outperformance among U.S. small-cap stocks, but to a lesser degree in the large-cap space, where shares of mega-cap tech companies remained dominant. Value lost ground relative to growth during both the early 2023 risk-on rally and throughout the regional banking crisis. Quality saw moderate tailwinds, though momentum and low volatility trailed in the face of multiple shifts in market leadership and risk-on moves over the period.

The industrial sector was the strongest-performing sector for the reporting period, returning over 27%, more than doubling the return of the Russell Midcap^® Index. The energy sector also outperformed on surging oil prices late in the period. Real estate and utilities lagged as bond proxies lost relative attractiveness to actual risk-free assets amid the Fed’s monetary policy tightening regime.

The Fund underperformed its benchmark, the Russell Midcap^® Index, during the reporting period as a result of stock selection within the industrials, utilities, and consumer discretionary sectors. An overweight allocation to the fnancials and consumer staples sectors also detracted from Fund performance. Stock selection within the information technology bolstered Fund performance. Among the Fund’s managers, LA Capital contributed positively to Fund performance over the reporting period, benefiting from positive stock selection in information technology and financials. This outperformance occurred in the face of mild headwinds, with momentum underperforming among larger caps relative to smaller caps.

Leeward detracted from Fund performance to a larger degree, with no material value tailwinds and volatility headwinds. The strategy underperformed mainly during the risk-on rally in early 2023, and failed to make up the lost ground over the next two quarters. Stock selection within the financials and materials sectors was the largest detractor from Fund performance for the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Mid-Cap Fund, Class F	11.77%	9.55%	4.35%	8.12%	9.36%
Mid-Cap Fund, Class I	11.50%	9.29%	4.11%	7.88%	6.27%
Mid-Cap Fund, Class Y	12.04%	9.80%	4.61%	8.34%	9.43%
Russell Midcap® Index	13.45%	8.09%	6.38%	8.98%	10.44%

32

SEI Institutional Managed Trust

Comparison of Change in the Value of a $100,000 Investment in the Mid-Cap Fund, Class F, Class I and Class Y, versus the Russell Midcap^® Index

¹ For the year ended 9/30/23. Past performance is not indication of future performance. Class F shares were offered beginning 2/16/93 and Class I shares were offered beginning 10/01/07. Class I shares performance for the period prior to 10/01/07 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I Shares. Class Y shares were offered beginning 10/30/15. For periods prior to 10/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

33

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

U.S. Managed Volatility Fund

I. Objective

The U.S. Managed Volatility Fund (the “Fund”) seeks to provide capital appreciation with less volatility than the broad U.S. equity markets.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: LSV Asset Management (LSV) and Allspring Global Investments, LLC (Allspring).

No manager changes were made during the Fund’s fiscal period.

III. Returns

For the one-year period ended September 30, 2023, the Fund’s Class F shares returned 10.23%. The Fund’s benchmark–the Russell 3000^® Index, which tracks the performance of 3,000 of the largest U.S.-traded stocks–returned 20.46%.

IV. Performance Discussion

U.S. equities climbed higher during the 12-month reporting period ending September 30, 2023, as noted in the shareholder letter, in a resilient environment for equity markets after bottoming early in the fourth quarter of 2022. From that time until the end of the reporting period, equities staged a strong rally, with investors reflecting confidence that interest-rate increases would soon be levelling off, and inflationary risks appeared to moderate as consumer-price index (CPI) data fell from much higher levels. The U.S. Federal Reserve (Fed) raised the federal-funds rate by an aggregate of 225 basis points (2.25%) over the period, though this monetary policy tightening subsequently tapered off as the Fed paused its rate-hiking cycle late in the reporting period. Equity investors mostly shrugged off the risk of an economic recession as well as geopolitical risks from the ongoing Russia-Ukraine conflict. In mid-September 2023, implied market volatility, as measured by the CBOE Volatility Index, dipped below 15% for the first time since the beginning of the COVID-19 pandemic in early 2020.

Over the reporting period, the Fund achieved meaningful risk reduction of about 27% relative to the benchmark, and posted a net positive total return, but lagged the broader market given the strategy’s defensive objective. Low-volatility strategies run a below-market beta of

approximately .070 (a beta above 1 indicates volatility greater than the benchmark, while a beta below 1 indicates lower volatility than the benchmark), and by design will typically lag capitalization-weighted benchmarks during market rallies. Major equity market indexes moved higher over the reporting, bolstered by speculative buying of higher-beta growth stocks, particularly in technology around new artificial intelligence (AI) themes, as well as consumer discretionary stocks. The Fund’s emphasis on low-volatility securities and additional diversification objectives resulted in underweight allocations to those market-leading sectors. Overall performance was further limited by the Fund’s additional focus on attractively valued securities, which lagged those with high valuation and growth characteristics. While energy was a standout sector, posting a strong positive return, Fund participation was limited as it is a typically volatile sector which the Fund underweights.

Both of the Fund’s sub–advisors–LSV and Allspring–achieved substantial risk reduction over the 12-month period relative to the Fund’s benchmark. However, Allspring placed more emphasis on defensive sector positioning, by holding a relatively larger overweight to consumer staples and an underweight to technology. Consequently, the strategy lagged to a greater degree in the market rally. LSV has the better performance of the two, the strategy takes only modest active sector weights while focusing on stocks meeting both low-volatility and value characteristics. Neither sub-advisor held meaningful exposure to the riskier mega-cap tech stocks that led the markets higher over the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results. Diversification may not protect against market risk.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
U.S. Managed Volatility Fund, Class F	10.23%	7.66%	5.07%	8.34%	8.09%
U.S. Managed Volatility Fund, Class I	9.89%	7.37%	4.79%	8.06%	7.79%
U.S. Managed Volatility Fund, Class Y	10.44%	7.91%	5.33%	8.57%	8.21%
Russell 3000® Index	20.46%	9.38%	9.14%	11.28%	9.40%

34

SEI Institutional Managed Trust

Comparison of Change in the Value of a $100,000 Investment in the U.S. Managed Volatility Fund, Class F, Class I and Class Y, versus the Russell 3000^® Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 10/28/04 and Class I shares were offered beginning 6/29/07. Class I shares performance for the period prior to 06/29/07 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

35

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Global Managed Volatility Fund

I. Objective

The Global Managed Volatility Fund (the “Fund”) seeks to provide capital appreciation with less volatility than the broad global equity markets.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment philosophies to manage portions of the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: Acadian Asset Management LLC (Acadian) and Allspring Global Investments, LLC (Allspring).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 12.23%. The Fund’s benchmark–the MSCI World Index (Net), which tracks large- and mid-cap equity performance across all 23 developed-market countries–returned 21.95%.

IV. Performance Discussion

As discussed in the shareholder letter, global equities climbed higher during the 12-month reporting period ending September 30, 2023, in a resilient environment for equity markets after bottoming early in the fourth quarter of 2022. From that time until the end of the reporting period, equities staged a strong rally, with investors reflecting confidence that interest-rate increases would soon be levelling off, and inflationary risks appeared to moderate as consumer-price index (CPI) data fell from much higher levels. The U.S. Federal Reserve (Fed) raised the federal-funds rate by an aggregate of 225 basis points (2.25%) over the period, though this monetary policy tightening subsequently tapered off as the Fed paused its rate-hiking cycle late in the reporting period. Equity investors mostly shrugged off the risk of an economic recession as well as geopolitical risks from the ongoing Russia-Ukraine conflict. In mid-September 2023, implied market volatility, as measured by the CBOE Volatility Index, dipped below 15% for the first time in since the beginning of the COVID-19 pandemic in early 2020.

Over the 12-month reporting period, the Fund achieved meaningful risk reduction of about 35% relative to the benchmark, and posted a net positive total return, but lagged the broader market given the strategy’s defensive objective. Low-volatility strategies run a below-market beta

of approximately 0.70, and by design will typically lag the performance of capitalization-weighted benchmarks during market rallies. Major equity market indexes moved higher over the reporting period, bolstered by speculative buying of higher-beta growth stocks, particularly in technology around new artificial intelligence (AI) themes, as well as consumer discretionary stocks. The Fund’s emphasis on low-volatility securities and additional diversification objectives resulted in underweight allocations to those market-leading sectors. Overall performance was further limited by the Fund’s additional focus on attractively valued securities, which lagged those with high valuation and growth characteristics. While energy was a standout sector, posting strong positive returns, Fund participation was limited as it is a typically volatile sector which the Fund underweights.

Both of the Fund’s sub-advisors– Acadian and Allspring–achieved substantial risk reduction over the 12-month period relative to the Fund’s benchmark, and generated positive total returns. Acadian’s performance was modestly stronger than that of Allspring. Acadian benefited as its holdings tended to be more broadly diversified across sectors in line with its multifactor blend model. Allspring placed more emphasis on defensive positioning and held a greater overweight position in the consumer staples sector and an underweight allocation to technology. Neither manager held meaningful exposure to the riskier mega-cap tech stocks that led markets higher over the period.

The Fund used derivatives to hedge currency risk. Over the reporting period, hedging currency risk modestly detracted from Fund performance in the environment of a weakening U.S. dollar against a basket of major global currencies.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results. Diversification may not protect against market risk.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Global Managed Volatility Fund, Class F	12.23%	5.25%	3.17%	6.72%	4.90%
Global Managed Volatility Fund, Class I	12.07%	5.01%	2.92%	6.46%	4.62%
Global Managed Volatility Fund, Class Y	12.62%	5.54%	3.43%	6.96%	5.04%
MSCI World Index (Net)	21.95%	8.08%	7.26%	8.26%	6.66%

36

SEI Institutional Managed Trust

Comparison of Change in the Value of a $100,000 Investment in the Global Managed Volatility Fund, Class F, Class I and Class Y, versus the MSCI World Index (Net)

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 7/27/06 and Class I shares were offered beginning 6/29/07. Class I shares performance for the period prior to 06/29/07 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

37

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed Managed Volatility Fund

I. Objective

The Tax-Managed Managed Volatility Fund (the “Fund”) seeks to maximize after-tax returns, but with a lower level of volatility than the broad U.S. equity markets.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches, to manage portions of the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: LSV Asset Management (LSV), Parametric Portfolio Associates LLC (Parametric) and Allspring Global Investments, LLC (Allspring).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year reporting period ending September 30, 2023, the Fund’s Class F shares returned 10.98%. The Fund’s benchmark—the Russell 3000^® Index, which tracks the performance of 3,000 of the largest U.S.-traded stocks—returned 20.46%.

IV. Performance Discussion

As discussed in the shareholder letter, global equities climbed higher during the 12-month reporting period ending September 30, 2023, in a resilient environment for equity markets after bottoming early in the fourth quarter of 2022. From that time until the end of the reporting period, equities staged a strong rally, with investors reflecting confidence that interest-rate increases would soon be levelling off, and inflationary risks appeared to moderate as consumer-price index (CPI) data fell from much higher levels. The U.S. Federal Reserve (Fed) raised the federal-funds rate by an aggregate of 225 basis points (2.25%) over the period, though this monetary policy tightening subsequently tapered off as the Fed paused its rate-hiking cycle late in the reporting period. Equity investors mostly shrugged off the risk of an economic recession as well as geopolitical risks from the ongoing Russia-Ukraine conflict. In mid-September 2023, implied market volatility, as measured by the CBOE Volatility Index, dipped below 15% for the first time since the beginning of the COVID-19 pandemic in early 2020.

Over the reporting period, the Fund achieved meaningful risk reduction of about 28% relative to the benchmark, and posted a net positive total return, but lagged the broader market given the strategy’s defensive objective.

Low-volatility strategies run a below-market beta of approximately 0.70 (a beta above 1 indicates volatility greater than the benchmark, while a beta below 1 indicates lower volatility than the benchmark), and by design will typically lag capitalization-weighted benchmarks during market rallies. Major equity market indexes moved higher over the reporting, bolstered by speculative buying of higher-beta growth stocks, particularly in technology around new artificial intelligence (AI) themes, as well as consumer discretionary stocks. The Fund’s emphasis on low-volatility securities and additional diversification objectives translated into an underweight of those market leading sectors. Overall performance was further limited by the Fund’s additional focus on attractively valued securities, which lagged those with high valuation and growth characteristics. While energy was a standout sector, posting strong positive returns, Fund participation was limited as it is a typically volatile sector which the Fund underweights.

The Fund’s sub-advisors achieved substantial risk reduction over the 12-month reporting period relative to the Fund’s benchmark. However, Allspring placed more emphasis on defensive sector positioning by holding a greater overweight allocation to consumer staples and an underweight to technology. Consequently, the strategy lagged to a greater degree amid the market rally. LSV garnered the strongest performance among the sub-advisors. The strategy takes only modest active sector weights, while focusing on stocks meeting both low-volatility and value characteristics. Tax management considerations also allowed LSV to continue to hold positions in select mega-cap tech stocks such as Apple and Microsoft, which boosted its performance. Parametric’s responsibility is limited to implementation–i.e., tax management–of Allspring’s model portfolio.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Tax-Managed Managed Volatility Fund, Class F	10.98%	9.34%	6.64%	9.31%	8.45%
Tax-Managed Managed Volatility Fund, Class Y	11.26%	9.61%	6.90%	9.54%	8.59%
Russell 3000® Index	20.46%	9.38%	9.14%	11.28%	9.05%

38

SEI Institutional Managed Trust

Comparison of Change in the Value of a $100,000 Investment in the Tax-Managed Managed Volatility Fund, Class F and Class Y, versus the Russell 3000^® Index

1 For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 12/20/07 and Class Y shares were offered beginning 4/30/15. For periods prior to 4/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

SEI Institutional Managed Trust

39

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Managed International Managed Volatility Fund

I. Objective

The Tax-Managed International Managed Volatility Fund (the “Fund”) seeks tax-sensitive long-term capital appreciation with less volatility than the broad international equity markets.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: Acadian Asset Management LLC (Acadian), Allspring Global Investments, LLC (Allspring), LSV Asset Management (LSV) and Parametric Portfolio Associates LLC (Parametric).

No manager changes were made during the Fund’s fiscal period.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 20.84%. The Fund’s benchmark—the MSCI EAFE Index (Net), which tracks equity performance of developed markets outside the U.S. and Canada—returned 25.65%.

IV. Performance Discussion

Global equities climbed higher during the 12-month reporting period ending September 30, 2023, in a resilient environment for equity markets after bottoming early in the fourth quarter of 2022. From that time until the end of the reporting period, equities staged a strong rally, with investors reflecting confidence that interest-rate increases would soon be levelling off, and inflationary risks appeared to moderate as consumer-price index (CPI) data fell from much higher levels. As discussed in the shareholder letter, both the U.S. Federal Reserve (Fed) and the European Central Bank continued to increase interest rates over the period, though this monetary policy tightening subsequently tapered off, with the Fed pausing late in the reporting period. Equity investors mostly shrugged off the risk of an economic recession as well as geopolitical risks from the ongoing Russia-Ukraine conflict. In mid-September 2023, implied market volatility, as measured by the CBOE Volatility Index, dipped below 15% for the first time in since the beginning of the COVID-19 pandemic in early 2020.

Over the 12-month reporting period, the Fund achieved meaningful risk reduction of approximately 26% relative to the benchmark, and posted a net positive total return, but

modestly lagged the broader market given the strategy’s defensive objective. Low-volatility strategies run a below-market beta of approximately 0.75, and by design will typically lag capitalization-weighted benchmarks during market rallies. The Fund’s emphasis on low-volatility securities and additional diversification objectives resulted in underweight allocations to those market-leading sectors. Headwinds to defensive positioning were partly offset by the Fund’s additional focus on attractively priced securities, as valuation themes were rewarded in international markets over the period.

The Fund’s managers performed in line with our expectations during the reporting period. Each manager achieved substantial risk reduction over the 12-month period relative to the Fund’s benchmark, and generated positive total returns. LSV was the strongest performer as the strategy takes only modest active sector weights while focusing on stocks meeting both low-volatility and value characteristics. Despite nuanced approaches, results for Allspring and Acadian were in line with each other. Both strategies held greater defensive sector weights to consumer staples, causing their performance to lag the overall market. As of the end of the reporting period, all three managers remained conservatively positioned, with minimal exposure to higher-beta growth stocks. Parametric’s responsibility is limited to implementation–i.e., tax management–of the three other managers’ model portfolios.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

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SEI Institutional Managed Trust

	AVERAGE ANNUAL TOTAL RETURN1
		1 Year Return	3 Year Return	5 Year Return	Annualized Inception to Date
Tax-Managed International Managed Volatility Fund, Class F		20.84%	2.77%	0.46%	2.58%
Tax-Managed International Managed Volatility Fund, Class Y		21.02%	3.00%	0.70%	2.83%
MSCI EAFE Index (Net)		25.65%	5.75%	3.24%	5.73%

Comparison of Change in the Value of a $100,000 Investment in the Tax-Managed International Managed Volatility Fund, Class F and Class Y, versus the MSCI EAFE Index (Net).

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares and Class Y shares were offered beginning 10/17/16. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

SEI Institutional Managed Trust

41

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Real Estate Fund

I. Objective

The Real Estate Fund (the “Fund”) seeks to provide total return including current income and capital appreciation.

II. Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (“SIMC”). The sole sub-advisor as of September 30, 2023, was CenterSquare Investment Management LLC (“CenterSquare”).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 2.69%. The Fund’s benchmark—the Wilshire U.S. Real Estate Securities Index, which tracks the performance of the U.S. real-estate market and includes both real-estate investment trusts and real-estate operating companies—returned 4.08%.

IV. Performance Discussion

The reporting period was largely defined by the continuing monetary policy tightening of the U.S. Federal Reserve (“Fed”), as discussed in the shareholder letter, which remained stalwart in its mission to curb inflation without tipping the U.S. economy into a full-blown recession.

In the fourth quarter of 2022, U.S. financial markets rallied on investors’ hopes that the inflation had peaked. This upturn stemmed further losses in what ultimately proved to be the worst calendar year for Wall Street since 2008. The Fed raised the federal-funds rate by 50 basis points (0.50%) after a series of 75-basis point increases to a target range of 4.25%-4.50%, while also indicating its terminal rate (the final interest rate that the Fed seeks to achieve at the end of its monetary policy tightening cycle) might be higher than initially expected (landing just above 5%). The central bank also signaled that interest rates might remain higher for a longer period while the results of its policy tightening cycle take effect. Markets reacted negatively to the higher terminal rate before stabilizing, and still seemed to be pricing in a rate-cut in late 2023. Economically sensitive sectors such as energy, materials, and industrials were the strongest performers during the fourth quarter of 2022, while health care, communication services and information technology lagged. Small-cap value stocks significantly outperformed their growth counterparts, widening their trailing 12-month lead. The trend was even more pronounced in the large-cap universe, where shares of mega-cap tech companies continued to take a beating.

Early in the first quarter of 2023, many stocks that had been underperforming rallied, as higher-risk assets rebounded. The market was retesting short-term highs previously achieved in August 2022, when Silicon Valley Bank (“SVB”), a California-based regional bank with a large venture capital depositor base, collapsed. The bank had underestimated the number of withdrawals that it would face amid a rising-rate environment, and its investments in long-term bonds further strained its capital structure. When SVB announced an equity raise to address this shortfall, a bank run began that forced the institution into insolvency. First Republic and Signature Bank also shut down, and for a time it appeared that the entire financial system was in danger. The Federal Deposit Insurance Corporation (“FDIC”) stepped in to make uninsured depositors whole, while larger banks made strategic deposits in an attempt to maintain liquidity at other regional institutions. The ripples were felt globally as Switzerland-based financial services provider UBS agreed to purchase Swiss financial services company Credit Suisse. This stemmed the tide of failures, but it also forced investors to realign expectations for both credit and economic conditions for the remainder of the year. During this period, investors flocked to the perceived safety of mega-cap tech names at the expense of smaller-cap stocks and financial companies. This created a meaningful headwind for the value factor, which has significant representation in the financials sector. For the next two months, the U.S. market moved sideways as recessionary expectations persisted in the wake of the crisis.

Financial stocks rebounded in April, and in May, the Fed raised its benchmark interest rate again, but only by 25 basis points, with the caveat that it was prepared to halt further rate hikes depending on the response to higher borrowing costs. At its June meeting, the central bank opted to hold the federal-funds rate at a range of 5.00% to 5.25%. This led to a "risk on" equity market environment. Lower-quality, higher-beta companies with no earnings and sales led the way in this rally. Higher-quality and defensive names lagged the market. Higher-beta and economically sensitive sectors performed well, including industrials (especially airlines and homebuilding), technology, and health care, which was driven by the biotech subsector's massive rally in the second quarter of 2023. Defensive sectors such as utilities underperformed; financials also lagged the market as the banking crisis in March still faced some pressure during the second quarter. In terms of factors, growth outperformed value and momentum.

During the third quarter of 2023, markets rallied on optimism that the Fed could successfully navigate a soft landing for the economy while still curbing inflation. This rally was ultimately offset over the remainder of the quarter

42

SEI Institutional Managed Trust

as the Fed raised its benchmark interest rate another 25 basis points in late July, and investors began to grapple with the possibility of a ”higher for longer” interest -rate cycle. In September, the Fed opted to maintain the federal-funds target rate at a range of 5.25% to 5.50%, and indicated that interest-rate cuts would not be considered until late 2024, due to its concerns that inflation could be resurgent otherwise. A weakening Chinese economy also weighed on investors’ outlook, and ultimately major equity market indexes slid by mid-to-low single digits. Large-cap stocks held up better than small caps, and energy stocks soared on rising oil prices—one of the only sectors to post a gain over the third quarter of 2023. The value factor outperformed within the small-cap universe, but was essentially flat relative to large-cap growth stocks, where the “Magnificent Seven" (Amazon, Apple, Alphabet (parent of Google), Meta, Microsoft, Nvidia and Tesla) generally continued to drive index level performance, with concentration in just these few names at near-record levels.

For the 12-month reporting period, from a factor perspective, value outperformed growth—though it lost ground relative to growth during both the “risk-on” rally in early 2023, and throughout the regional banking crisis. This is reflected in the Russell style indexes, where financials detracted from the return of the Russell 2000^® Value Index (which tracks the performance of the small-cap value segment of the U.S. equity market), and the inclusion of more speculative tech stocks bolstered the performance of the Russell 2000^® Growth Index (which tracks the performance of the small- to mid-cap growth segment of the U.S. equity market. Quality outperformed as well, though the low volatility factor trailed in the face of multiple risk-on moves over the reporting period. Momentum saw modest outperformance in the face of shifting market leadership. The top-performing sectors within the Wilshire US Real Estate Securities Index over the reporting period included data centers, real estate management and services, and retail, while office REITs, diversified REITs, and self-storage REITs were the primary market laggards.

The Wilshire US Real Estate Securities Index significantly underperformed the U.S. small-cap equity indexes and the Russell 1000^® index (which tracks the performance of 1000 of the largest U.S. equity securities based on market capitalization) for the reporting period. Within equity markets, higher-quality and value outperformed over the period, but real estate lagged the broader market. During the first half of the reporting period, a speculative rally left defensive sectors out of favor.

The Fund underperformed its benchmark, the Wilshire US Real Estate Securities Index, for the reporting period due to the allocation decisions of the sole manager, CenterSquare. This was driven by CenterSquare’s overweight to shares of telecommunications towers operators. This was partially offset by positive stock selection, particularly in multi-family residential REITs and data center REITs.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Real Estate Fund, Class F	2.69%	5.49%	3.40%	6.14%	7.32%
Real Estate Fund, Class I	2.44%	5.28%	3.18%	5.90%	7.08%
Real Estate Fund, Class Y	2.94%	5.78%	3.66%	6.37%	7.44%
Wilshire U.S. Real Estate Securities Index	4.08%	5.82%	2.88%	6.18%	7.58%

SEI Institutional Managed Trust

43

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Real Estate Fund (Concluded)

Comparison of Change in the Value of a $100,000 Investment in the Real Estate Fund, Class F, Class I and Class Y, versus the Wilshire U.S. Real Estate Securities Index

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 11/13/03 and Class I shares were offered beginning 10/01/07. Class I shares performance for the period prior to 10/01/07 is derived from the performance of Class F shares adjusted for the higher expenses of Class I shares. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

44

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Core Fixed Income Fund

I. Objective

The Core Fixed Income Fund (the “Fund”) seeks to provide current income consistent with the preservation of capital.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: Jennison Associates LLC (Jennison), MetLife Investment Management, LLC (MetLife), Metropolitan West Asset Management, LLC (MetWest), Allspring Global Investments, LLC (Allspring), Western Asset Management Company, LLC and Western Asset Management Company Limited (Western).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’ s Class F shares returned 0.44%, while the Fund’s benchmark–the Bloomberg U.S. Aggregate Bond Index, which tracks the performance of the investment-grade, U.S. dollar-denominated, fixed-rate taxable bond market–returned 0.64%.

IV. Performance Discussion

U.S. Treasury yields rose over the 12-month reporting period as the U.S. Federal Reserve (Fed) increased the target range on the federal-funds rate to a range of 5.25% to 5.50%—a 225-basis point (2.25%) increase. As noted in the shareholder letter, the magnitude of the rate hikes slowed during 2023, as inflation moderated and the lagged effects of tighter monetary policy began working its way through the economy. While the rate-hiking cycle may be close to its peak, U.S. economic growth continued to exceed market expectations due to strong consumer spending and a robust labor market. Consequently, the Fed’s most recent “dot plot” of economic projections, which was issued in September, projected interest-rate reductions totaling 50 basis points in 2024—indicating fewer rate cuts than the central bank had anticipated just three months earlier. Longer-term yields moved higher later in the reporting period as the U.S. financial markets continued to grapple with “higher for longer” interest rates, and the 10- year Treasury yield rose more than 70 basis points during the third quarter of 2023, as Treasury supply increased and credit-rating agency Fitch downgraded U.S. Treasury debt from AAA (its highest rating) one notch to AA+. Spread

sectors generated positive excess returns over the period as corporate bonds benefited from a strong technical environment. Consumer-based asset-backed securities (ABS) continued to be supported by healthy consumer spending as the labor market remained strong and the unemployment rate hovered near all-time lows. Despite concerns over the office subsector, commercial mortgage-backed securities (CMBS) outperformed the overall market as types of property such as multi-family and warehouse remained on solid footing. While agency mortgage-backed securities (MBS) lagged in the third quarter of 2023, given the interest-rate volatility, the sector outperformed the overall market for the 12-month reporting period as valuations were attractive and the convexity (which measures the sensitivity of a bond’s price to a change in interest rates more precisely than duration alone) profile of the Bloomberg U.S. Aggregate Bond Index improved year-over-year.

The Fund’s overweight allocation to the corporate sector enhanced performance during the reporting period as credit spreads tightened due to higher yields and solid demand. Within the corporate sector, the Fund’s managers generally moved to higher- conviction names with healthier balance sheets as recessionary risks continued to rise with leverage increasing and interest coverage (the ratio of a company's earnings before interest and taxes (EBIT) to its interest expense during a given period) decreasing. Security selection within the ABS sector bolstered Fund performance as the managers generally preferred high-quality tranches. An allocation to AAA rated collateralized loan obligations (CLOs) also benefited Fund performance. Security selection in MBS had a positive impact on Fund performance for the reporting period as the managers preferred specified pools to “too-be-announced” (TBA) issues (which comprise contracts to buy or sell mortgage-backed securities on a specific date). The Fund’s duration posture remained long during the period and detracted from performance as the Fed raised interest rates and the 10-year Treasury yield climbed 76 basis points and closed the reporting period at 4.59%. Yield-curve positioning generally benefited Fund performance over the period as the yield curve flattened, but remained inverted (short-term yields exceeded long-term yields).

Four of the Fund’s five managers outperformed the benchmark Bloomberg U.S. Aggregate Bond Index for the reporting period, with MetWest the lone manager to underperform. Allspring benefited from positive security selection in MBS and corporate bonds; this was partially offset by an underweight allocation to the industrials sector. Western benefited from both spread-tightening and an overweight position in the corporate sector. A long duration

SEI Institutional Managed Trust

45

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Core Fixed Income Fund (Concluded)

posture detracted from Western’s performance as yields moved higher. This was partially offset by the positive impact of yield-curve positioning. Metlife contributed positively to Fund performance due to security selection and an overweight position in the corporate sector. Security selection within the CMBS sector detracted from Fund performance. Jennison’s security selection in MBS contributed to Fund performance, while security selection in corporate bonds generally was a detractor. MetWest underperformed over the reporting period, attributable to a long duration posture, though its security selection within banks and MBS had a positive impact.

Regarding derivatives, the Fund employed futures, swaps and options over the reporting period to help manage the duration, yield curve, and credit exposure. These positions detracted slightly from Fund performance during the reporting period. To a limited extent, the Fund used currency-forward contracts to manage currency exposure, which subtracted from performance for the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Core Fixed Income Fund, Class F	0.44%	-5.80%	-0.10%	1.19%	5.12%
Core Fixed Income Fund, Class I	0.32%	-6.01%	-0.33%	0.97%	4.76%
Core Fixed Income Fund, Class Y	0.80%	-5.55%	0.14%	1.40%	5.18%
Bloomberg U.S. Aggregate Bond Index	0.64%	-5.21%	0.10%	1.13%	5.29%

Comparison of Change in the Value of a $100,000 Investment in the Core Fixed Income Fund, Class F, Class I and Class Y, versus the Bloomberg US Aggregate Bond Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 5/1/87 and Class I shares were offered beginning 8/06/01. Class I shares performance for the period prior to 6/29/07 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 6/30/15. For periods prior to 6/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

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SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

High Yield Bond Fund

I. Objective

The High Yield Bond Fund (the "Fund") seeks total return.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment approaches to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (“SIMC”). Assets of the Fund not allocated to sub-advisors are managed directly by SIMC. The Fund utilized the following sub-advisors as of September 30, 2023: Ares Capital Management II LLC (“Ares”), Benefit Street Partners, LLC (“Benefit Street”), Brigade Capital Management, LP (“Brigade”), J.P. Morgan Investment Management, Inc. (“JP Morgan”), and T. Rowe Price Associates, Inc. (“T. Rowe Price”).

III. Returns

For the full-year ended September 30, 2023, the Fund’s Class F shares returned 9.27%. The Fund’s benchmark–the ICE BofA U.S. High Yield Constrained Index, which tracks the performance of below-investment-grade, U.S. dollar-denominated corporate bonds publicly issued in the U.S. domestic market–returned 10.19%.

IV. Performance Discussion

As noted in the shareholder letter, above-historical average inflation, rising interest rates, and ongoing concerns about a possible recession weren’t enough to derail the high-yield bond market as the ICE BofA US High Yield Constrained Index returned more than 10% during the 12-month reporting period. The index yield began the period at 9.59%, reached a period high of 9.62% on October 13, 2022, and low of 7.78% on February 2, 2023 ending the period at 8.96%. The high-yield market spread began the period at 545 basis points (a basis point equals .01%), which was also the high for the period, while reaching a low of 379 basis points on September 20, and finishing the reporting period at 406 basis points. CCC-rated bonds were the top performers, returning 14.16%, followed by B-rated bonds at 11.39%, and BB-rated bonds at 8.24%. Energy remained the largest sector within the ICE BofA U.S. High Yield Constrained Index, and outperformed the broader market, returning 11.9% over the reporting period. The bank loan market (floating-rate assets), as measured by the Credit Suisse Leveraged Loan Index, was up 12.5% for the period.

The Fund’s allocation to structured credit–collateralized loan obligations (“CLOs”)–was the top contributor to performance for the reporting period. CLOs and bank loans (floating-rate assets) saw strong returns as a result of still-healthy fundamentals and favorable technicals.

Fundamentally, the pace of credit quality deterioration that began in 2022 eased a bit in the third quarter of 2023. Earnings and other measures of credit health (debt and interest coverage ratios) held up well for the first nine months of 2023, particularly when compared to the expectations coming into the year. Technically, investors now maintain the view that interest rates will be higher for a longer period of time. Therefore, demand for floating-rate assets, which have benefitted the most from the U.S. Federal Reserve’s (“Fed”) aggressive interest-rate hikes, has been strong. Security selection within the energy sector and both an overweight position and selection within financial services also contributed to Fund performance. In contrast, an overweight position and selection within the technology and electronics sector (primarily software and services), as well as selections within basic industry (primarily chemicals) and healthcare, detracted from Fund performance for the reporting period.

SIMC was the Fund’s strongest-performing manager over the reporting period, as its off-benchmark allocation to CLOs outperformed the overall high-yield bond market over the period. Ares underperformed due to selection within the healthcare sector, an overweight position and selection within technology and electronics, and an underweight position and selection within leisure. Positive contributors to Fund performance included an overweight position and selection within the energy sector, an underweight position and selection within telecommunications, and selection within the services sector. Benefit Street underperformed due to an underweight allocation to and selection within services, along with selection within the energy and basic industry sectors. Though it overall underperformed, Benefit Street’s performance benefited from selection within real estate, telecommunications, and transportation. Brigade underperformed due to selection within the real estate sector, an overweight allocation to and selection within technology & electronics and media. Positive contributors were an overweight to and selection within financial services, selection within energy, and an overweight allocation to and selection within retail. JP Morgan underperformed the overall market due to selection within the retail sector, an overweight allocation to and selection within telecommunications, and an underweight position and selection within leisure. JP Morgan’s performance benefited from selection within consumer goods, an overweight allocation to and selection within the automotive sector, and selection within capital goods. T. Rowe Price outperformed due to an overweight position and selection within consumer goods, selection within leisure, and an overweight allocation to and selection within capital goods. Detractors from performance included

SEI Institutional Managed Trust

47

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

High Yield Bond Fund (Concluded)

an underweight position and selection within the basic industry and services sectors, and selection within retail.

The Fund used derivatives throughout the 12-month reporting period ending September 30, 2023, to help manage duration, yield-curve positioning, and spread duration more efficiently. The Fund used the iBoxx USD Liquid High Yield Index for this purpose, and it had a negligible impact on overall Fund performance for the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results. Diversification may not protect against market risk.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
High Yield Bond Fund, Class F	9.27%	3.87%	3.09%	4.22%	6.47%
High Yield Bond Fund, Class I	9.10%	3.71%	2.88%	3.88%	6.17%
High Yield Bond Fund, Class Y	9.54%	4.12%	3.34%	4.43%	6.55%
ICE BofA US High Yield Constrained Index	10.19%	1.82%	2.78%	4.16%	6.77%

Comparison of Change in the Value of a $100,000 Investment in the High Yield Bond Fund, Class F, Class I and Class Y, versus the ICE BofA US High Yield Constrained Index

1 For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 1/11/95 and Class I shares were offered beginning 10/1/07. Class I shares performance for the period prior to 10/1/07 is derived from the performance of Class F shares adjusted for the higher expenses of the Class I shares. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

48

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Conservative Income Fund

I. Objective

The Conservative Income Fund (the “Fund”) seeks principal preservation and a high degree of liquidity while providing current income.

II. Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The sole sub-advisor as of September 30, 2023, was BlackRock Advisors, LLC (BlackRock).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund Class F shares returned 4.61%. The Fund’s benchmark–the ICE BofA U.S. 3-Month Treasury Bill Index, which tracks the performance of three-month Treasury bills–returned 4.47%.

Although the Fund’s performance is benchmarked against the return of the ICE BofA U.S. 3-Month Treasury Bill Index, an investment in the Fund differs from an investment in U.S. Treasury bills. Among other things, Treasury bills are backed by the full faith and credit of the U.S. government and have a fixed rate of return. Investors in Treasury bills do not risk losing their investment, whereas loss of principal is a risk of investing in the Fund. Furthermore, an investment in the Fund is expected to be more volatile than an investment in Treasury bills because of the breadth and types of securities and other instruments in which the Fund may invest.

IV. Performance Discussion

U.S. Treasury yields in the front end of the curve rose during reporting period as the Federal Reserve (Fed) continued to tighten monetary policy. As noted in the shareholder letter, since the start of this rate-hiking cycle in March 2022 through the end of the reporting period on September 30, 2023, the Fed raised the federal-funds rate by a cumulative total 525 basis points (5.25%) during 11 of its last 13 meetings. Inflation has moderated; the most recent consumer-price index (CPI) reading (as of August 31, 2023) coming in at 3.7% year-over-year. However, the rate was still above the Fed’s 2% target as the lagged effects of monetary policy continued to work its way through the economy. U.S. Treasury bill supply was higher during the second half of the reporting period following a bipartisan resolution on the debt ceiling in the U.S. Congress in June 2023, and the U.S. Treasury began to restock its depleted cash levels. Given attractive short-term yields, demand at the front end

of the U.S. Treasury curve remained strong as yields on U.S. government money market funds across the industry rose to multi-year highs.

The performance of BlackRock, the Fund’s sole manager, benefited during the reporting period from positions in commercial paper and certificates of deposit (which have a yield pick-up relative to comparable-duration Treasurys). The Fund’s performance reflected the rising-yield environment as the three-month Treasury bill yield increased by 220 basis points over the period.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized Inception to Date
Conservative Income Fund, Class F	4.61%	1.74%	1.70%	1.49%
Conservative Income Fund, Class Y	4.78%	1.84%	1.80%	1.59%
ICE BofA U.S. 3-Month Treasury Bill Index	4.47%	1.70%	1.72%	1.47%

Comparison of Change in the Value of a $100,000 Investment in the Conservative Income Fund, Class F and Class Y, versus the ICE BofA U.S. 3-Month Treasury Bill Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares and Class Y shares were offered beginning 4/22/16. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

49

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Tax-Free Conservative Income Fund

I. Objective

The Tax-Free Conservative Income Fund (the “Fund”) seeks to preserve principal value and maintain a high degree of liquidity while providing current income exempt from federal income taxes.

II. Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The sole sub-advisor as of September 30, 2023, was BlackRock Advisors, LLC (BlackRock).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 2.92%. The Fund’s benchmark–the ICE BofA U.S. 3-Month Treasury Bill Index, which tracks the performance of three-month Treasury bills–returned 4.47%.

Although the Fund’s performance is benchmarked against the return of the ICE BofA U.S. 3-Month Treasury Bill Index, an investment in the Fund differs from an investment in U.S. Treasury bills as the fund invests in tax-exempt securities issued by the state and local municipalities. Among other things, Treasury bills are backed by the full faith and credit of the U.S. government and have a fixed rate of return. Investors in Treasury bills do not risk losing their investment, whereas loss of money is a risk of investing in the Fund. Furthermore, an investment in the Fund is expected to be more volatile than an investment in Treasury bills because of the breadth and types of securities and other instruments in which the Fund may invest.

IV. Performance Discussion

U.S. Treasury yields in the front end of the curve rose during the reporting period as the Federal Reserve (Fed) continued to tighten monetary policy, as discussed in the shareholder letter. Since the start of this rate-hiking cycle in March 2022 through the end of the reporting period on September 30, 2023, the Fed raised the federal-funds rate by a cumulative total 525 basis points (5.25%) and at 11 of its last 13 meetings. Inflation has moderated; the most recent consumer-price index (CPI) reading (as of August 31, 2023) coming in at 3.7% year-over-year. However, the rate was still above the Fed’s 2% target as the lagged effects of monetary policy continued to work its way through the economy. U.S. Treasury bill supply was higher during the second half of the reporting period following a bipartisan

resolution on the debt ceiling in the U.S. Congress in June 2023, and the U.S. Treasury began to restock its depleted cash levels. Given attractive short-term yields, demand at the front end of the U.S. Treasury curve remained strong as yields on U.S, government money market funds across the industry rose to multi-year highs. Municipal issuance remained light over the reporting period and fundamentals were solid as the sector benefited from the continuation of strong tax receipts, as well as state surpluses built up during the pandemic.

The performance of BlackRock, the Fund’s sole manager, benefited during the reporting period from its position in municipal commercial paper. Positions in variable-rate demand notes linked to 7-day Securities Industry and Financial Markets Association Municipal (SIFMA) Swap Index (which comprises 7-day tax exempt variable rate demand notes, debt instruments that represent borrowed funds that are payable on demand and accrue interest based on a prevailing money market rate) contributed positively to Fund performance as 7-day SIFMA swaps had no duration, thereby benefiting Fund performance as yields moved higher. The SIFMA Swap Index ended the period with a yield of 3.98%, but fluctuated between 1.66% and 4.47% during the reporting period.

The Fund seeks tax-free income, and its benchmark is the ICE BofA U.S. 3-Month Treasury Bill Index, which tracks the performance of three-month Treasury bills. The index is used as the benchmark as there is no published tax-exempt benchmark that mirrors the Fund’s objective. The Fund’s underperformance versus the benchmark was attributable to the yield differential between taxable and tax-exempt securities. At the end of the reporting period, the yield on the ICE BofA U.S. 3-Month Treasury Bill Index was substantially higher than that of the Fund after rising sharply during the period as the Fed aggressively raised interest rates.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

50

SEI Institutional Managed Trust

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized Inception to Date
Tax-Free Conservative Income Fund, Class F	2.92%	1.06%	1.04%	0.92%
Tax-Free Conservative Income Fund, Class Y	2.92%	1.15%	1.13%	1.01%
ICE BofA U.S. 3-Month Treasury Bill Index	4.47%	1.70%	1.72%	1.47%

Comparison of Change in the Value of a $100,000 Investment in the Tax-Free Conservative Income Fund, Class F and Class Y, versus the ICE BofA U.S. 3-Month Treasury Bill Index

¹ For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares and Class Y shares were offered beginning 4/22/16. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

SEI Institutional Managed Trust

51

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Real Return Fund

I. Objective

The Real Return Fund (the “Fund”) seeks to provide total return exceeding the rate of inflation.

II. Investment Approach

During the one-year period ending September 30, 2023, the Fund was internally managed by SEI Investments Management Corporation (SIMC).

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 2.44%. The Fund’s benchmark—the Bloomberg 1-5 Year U.S. TIPS Index, which tracks the performance of inflation-protected public obligations of the U.S. Treasury that have a remaining maturity of one to five years—returned 2.84%.

IV. Performance Discussion

With inflation proving stickier than anticipated and economic growth showing an unexpected degree of resiliency, the U.S. Federal Reserve (Fed) further tightened monetary policy over the reporting period, as discussed in the shareholder letter. In what may prove to be the last leg of the most aggressive policy tightening cycle in many years, the Fed increased the federal-funds rate by an aggregate of 175 basis points (1.75%) during the period to a range of 5.25% to 5.50%—a level that was unthinkable just a few years ago. Despite failing to deliver a significant tightening of financial conditions, the ongoing monetary policy tightening drove yields higher. For fixed-income investors, the pain of higher interest rates was partially alleviated by more favorable starting conditions in the form of higher yields. These higher yields provided a degree of insulation from the price depreciation caused by rising rates.

As the market embraced a “stronger-for-longer” economic outlook and a “tighter-for-longer” monetary policy outlook, real interest rates were particularly affected. Real rates across the yield curve sold off and, at the end of the reporting period, were firmly in positive yield territory for the first time in over a decade. In a sign of insufficiently tight financial conditions, inflation breakevens (the difference between the nominal yield on a fixed-rate bond and the real yield (an adjusted yield that takes into account the impact of inflation) on an inflation-linked bond of similar maturity and credit quality) performed well over the reporting period and widened by an average of 20 basis points across the yield curve as recession risk faded and forward-looking inflation expectations rose. U.S. Treasury Inflation-Protected Securities (TIPS) outperformed conventional bonds as high

inflation delivered impressive inflation-accretion returns and breakeven inflation expectations widened.

Through the exposure to TIPS, Fund performance was within expectations over the reporting period as the Fund manager sought to replicate the performance of the Bloomberg 1-5 Year U.S. TIPS Index.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Real Return Fund, Class F	2.44%	0.98%	2.20%	1.16%	1.68%
Real Return Fund, Class Y	2.44%	1.08%	2.30%	1.26%	1.75%
Bloomberg 1-5 Year U.S. TIPS Index	2.84%	1.45%	2.67%	1.63%	2.13%

Comparison of Change in the Value of a $100,000 Investment in the Real Return Fund, Class F and Class Y, versus the Bloomberg 1-5 Year U.S. TIPS Index

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 7/2/09 and Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

52

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Dynamic Asset Allocation Fund

I. Objective

The Dynamic Asset Allocation Fund (the “Fund”) seeks long-term total return.

II. Investment Approach

The Fund uses a sub-advisor to manage the Fund’s portfolio under the general supervision of SEI Investments Management Corporation (SIMC). The sole sub-advisor as of September 30, 2023, was SSGA Funds Management, Inc. (SSGA).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the full year ended September 30, 2023, the Fund’s Class F shares returned 17.64%. The Fund’s benchmark–the S&P 500 Index (Gross), which tracks the performance of approximately 500 large-cap U.S. companies–returned 21.62%.

IV. Performance Discussion

A majority of the Fund’s volatility is typically driven by strategic exposure to the S&P 500 Index, which served as the most significant driver of the Fund’s return during the period. The Fund’s tactical trades detracted from both the absolute and relative returns for the reporting period.

As noted in the shareholder letter, the U.S. equity market performed well in the first three quarters of the reporting period as inflation moderated, while the U.S. economy continued to benefit from a strong labor market and corporate profitability. However, the U.S. equities market experienced some weakness in the fourth quarter of the reporting period as investors’ expectations adjusted to a potentially longer period of monetary policy tightening by the U.S. Federal Reserve (Fed). Information technology was the strongest-performing sector within the S&P 500 Index during the period, followed by communication services and energy. Utilities was the weakest-performing sector, followed by real estate and consumer staples. As the market favored more growth-oriented stocks, the typically more defensive sectors experienced unfavorable relative performance.

The largest detractor from the Fund’s relative performance over the reporting period was a short position on the S&P 500 Index, which had a negative impact as the U.S. equity market experienced positive performance over the period. A position in a Goldman Sachs Financial Conditions Index total return swap also detracted from performance as financial conditions proved resilient during the period in which the Fund held the position. A position in a

Bloomberg Commodity Index total return swap detracted from relative performance as commodities faced headwinds over concerns of weakening global demand. A position in gold total return swaps weighed on Fund performance as the gold price was challenged by a strong U.S. dollar and higher interest rates. A relative value position that was long the S&P 500 Equal Weight Index/short the S&P 500 Index detracted from performance as the broad S&P 500 index exhibited relative strength versus the less concentrated equal weight index.

The largest contributor to Fund performance for the reporting period was a short position in Japanese interest rates, which benefited from improving market sentiment regarding Bank of Japan monetary policy. Two S&P 500 Index put option spread positions enhanced the Fund’s relative performance. A relative value position, which benefited from a divergence in monetary policy between the U.S. and Europe, also contributed positively to Fund performance.

Regarding derivatives, the Fund used equity index futures, interest-rate swaps, total return swaps, options on equity indices, options on currency forwards and currency forwards over the reporting period. Derivatives had a meaningful impact on the Fund’s relative performance during the period. Interest rate swaps provided positive performance during the period, benefiting from higher interest rates in Japan and the U.S. Equity index futures hampered Fund performance as equities garnered positive returns during the period, which detracted from short positions in the index. The Fund has a controlled foreign corporation designed to provide commodity exposure, primarily through commodity total return swaps. This exposure detracted from Fund performance over the reporting period. Options on equity indexes experienced positive performance during the period. Options on currency forwards posted negative returns over the period. Total return swaps on the Goldman Sachs U.S. Financial Conditions Index weighed on Fund performance for the period. Forward-currency contracts did not have a meaningful impact on performance over the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

SEI Institutional Managed Trust

53

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Dynamic Asset Allocation Fund (Concluded)

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized Inception to Date
Dynamic Asset Allocation Fund, Class F	17.64%	10.51%	9.67%	9.86%
Dynamic Asset Allocation Fund, Class Y	17.95%	10.75%	9.92%	10.11%
S&P 500 Index (Gross)	21.62%	10.15%	9.92%	11.12%

Comparison of Change in the Value of a $100,000 Investment in the Dynamic Asset Allocation Fund, Class F and Class Y, versus the S&P 500 Index (Gross)

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares and Class Y shares were offered beginning 7/30/15. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

54

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Strategy Alternative Fund

I. Objective

The Multi-Strategy Alternative Fund (the “Fund”) allocates its assets among a variety of investment strategies to seek to generate an absolute return with reduced correlation to the stock and bond markets.

II. Investment Approach

The Fund’s assets are managed under the direction of SEI Investments Management Corporation (“SIMC”), which manages the Fund’s assets in a way that it believes will achieve the Fund’s investment objective. In order to achieve its investment objective, the Fund may allocate its assets among a variety of investment strategies through the use of: (i) affiliated and unaffiliated funds, including open-end funds, closed-end funds and exchange traded funds (underlying funds); and (ii) one or more investment sub-advisors. During the fiscal year ending September 30, 2023, the Fund allocated its assets among unaffiliated funds and one affiliated fund.

The Fund utilized the following sub-advisors as of September 30, 2023: Brigade Capital Management, LP (Brigade), Global Credit Advisers, LLC (Global Credit), Kettle Hill Capital Management, LLC (Kettle Hill), and Mountaineer Partners Management, LLC (Mountaineer).

Emso Asset Management Limited (EMSO), Putnam Investment Management, LLC (Putnam) and Ramius Advisors, LLC (Ramius) were terminated during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Multi-Strategy Alternative Fund, Class F shares, returned 5.40%. The Fund’s benchmark—the ICE BofA U.S. 3-Month Treasury Bill Index, which tracks the performance of three-month Treasury bills—returned 4.47%.

Although the Fund’s performance is benchmarked against the return of the ICE BofA U.S. 3-Month Treasury Bill Index, an investment in the Fund is substantially different from an investment in U.S. Treasury bills. Among other things, Treasury bills are backed by the full faith and credit of the U.S. government and have a fixed rate of return. Treasury bill investors do not risk losing their investment, whereas loss of money is a risk of investing in the Fund. Further, an investment in the Fund is expected to be substantially more volatile than an investment in Treasury bills because of the breadth and types of securities and other instruments in which the Fund may invest.

IV. Performance Discussion

The reporting period was characterized by a notable recovery in global equity markets, which managed to claw back most of their losses from 2022. While there were a number of scares, most notably several regional bank failures in the spring of 2023, as detailed in the shareholder letter, investors grew increasingly confident that the U.S. Federal Reserve (Fed) would be able to engineer a “soft landing”; i.e., tame inflation while inflicting minimal damage on the economy and labor markets. Underneath the headline numbers, however, the market rally was very uneven, driven by a handful of mega-cap technology companies riding the wave of investor excitement about artificial intelligence (AI). Most other stocks posted much more modest gains.

Other risk asset classes such as credit markets generally gained ground along with equities during the reporting period. Interest rate-sensitive assets, notably government bonds, stabilized and even staged a modest rally in the first half of the period, as long-term interest rates fell from recent peaks. However, by the end of the third quarter of 2023, investors had concluded that interest rates most likely will need to stay higher for longer, pushing up long-term rates to new highs, and causing losses in government bond indexes.

The Fund’s participation in the market rally was relatively muted over the reporting period. The Fund’s Equity Long/Short strategy sub-advisors entered the period in a defensive posture and missed some of the early markets gains. Mountaineer, in particular, underperformed during the period due to its defensive posture and emphasis on the industrials and cyclical sectors, which barely participated in the rally. Kettle Hill performed better, but the sub-advisor also had relatively low market exposure.

The Fund’s Relative Value strategy performed well during the period, led by Brigade, which outperformed its benchmark, the Bloomberg Global High Yield Index. EMSO which was focused on emerging-market debt and U.S. corporate credit also contributed to Fund performance.

The period was challenging for some Event-Driven strategies over the reporting period due to the hostile stance of the U.S. Federal Trade Commission (FTC) towards large corporate mergers. The FTC sued to block several transactions. Nevertheless, the Fund’s Even-Driven allocations, Ramius and the Merger Fund, navigated the environment well and posted positive returns over the

SEI Institutional Managed Trust

55

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Strategy Alternative Fund (Concluded)

period. Ultimately, the FTC was largely unsuccessful in blocking the deals and most related losses were recovered.

There were numerous significant changes to the Fund’s sub-advisors over the reporting period Putnam (Equity Long/Short) and Ramius (Event-Driven) announced that they wished to terminate the sub-advisory relationships for unrelated reasons. The capital was reallocated to existing sub-advisors within those strategies. In September, SEI decided to terminate the EMSO account for several reasons. This capital also was reallocated to existing sub-advisors.

Derivatives used in the Fund during the reporting period consisted primarily of currency futures and forwards, interest-rate swaps, credit default swaps, and equity and equity-index options. The Fund’s sub-advisors employed derivatives in the Fund primarily for hedging and risk management. The sub-advisors, particularly EMSO, used derivatives mainly to hedge currency and interest-rate risk when they held bonds issued by non-U.S. governments or corporations which may have been denominated in local currency. The sub-advisors, most notably Ramius and Putnam, used equity puts and calls, in an effort to enhance returns or limit losses in common stock positions. On balance, derivatives detracted modestly from Fund performance during the period. As each of EMSO, Ramius, and Putnam are no longer Fund sub-advisors, there most likely will be a reduction in the use of derivative in the Fund going forward.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Multi-Strategy Alternative Fund, Class F	5.40%	2.01%	2.14%	2.11%	1.70%
Multi-Strategy Alternative Fund, Class Y	5.68%	2.27%	2.38%	2.32%	1.85%
ICE BofA U.S. 3-Month Treasury Bill Index	4.47%	1.70%	1.72%	1.11%	0.85%

Comparison of Change in the Value of a $100,000 Investment in the Multi-Strategy Alternative Fund, Class F and Class Y, versus the ICE BofA U.S. 3-Month Treasury Bill Index

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 3/31/10 and Class Y shares were offered beginning 4/30/15. For periods prior to 4/30/15, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower. Although the Fund’s performance is benchmarked against the return of the ICE BofA U.S. 3-Month Treasury Bill Index, an investment in the Fund is substantially different from an investment in U.S. Treasury bill. Among other things, Treasury bills are backed by the full faith and credit of the U.S. Government and have a fixed rate of return. Investors in Treasury bills do not risk losing their investment, whereas loss of money is a risk of investing in the Fund. Further, an investment in the Fund is expected to be substantially more volatile than an investment in Treasury bills because of the breadth and types of securities and other instruments in which the Fund may invest.

56

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Accumulation Fund

I. Objective

The Multi-Asset Accumulation Fund (the “Fund”) seeks to provide total return, including capital appreciation and income.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: AQR Capital Management, LLC (AQR) and PanAgora Asset Management Inc. (PanAgora).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year period ending September 30, 2023, the Fund’s Class F shares returned 2.59%. The Fund’s blended benchmark—the MSCI World Index (Net) Hedged (USD) Index (which tracks the equity-market performance of developed markets) (60%) and the Bloomberg Global Aggregate Index, Hedged (USD) (which tracks the performance of investment-grade fixed-income securities denominated in 13 currencies) (40%)—returned 13.55%.

IV. Performance Discussion

Major asset-class performance globally was mixed during the reporting period. As discussed in the shareholder letter, global equities and global credit performed well as the markets pushed out the timing of a potential economic recession. Additionally, markets have largely priced in a mild recession at worst if and when it occurs. Global nominal bond markets, however, were challenged by higher interest rates as central banks remained steadfast in dealing with inflation through tight monetary policy. Commodities (as measured by the Bloomberg Commodity Index) declined modestly as weakness in natural gas prices weighed on the overall market. Despite the poor performance of natural gas, there were pockets of strength in the energy sector, with double-digit returns for both Brent crude oil and West Texas Intermediate (WTI) crude oil.

Risk assets performed well during the reporting period as central banks were able to bring inflation under control through tight monetary policy, potentially avoiding a “hard landing” (which occurs when a country's economy rapidly shifts from growth to slow growth to flat as it approaches a recession) across major economies. Despite the strength in risk assets, nominal sovereign bonds were challenged in

this rising interest-rate environment, especially in the U.S., U.K. and Germany. Japanese government bonds recorded slightly positive returns as the Bank of Japan did not embark on a monetary policy tightening campaign during the reporting period. Industrial metals faced headwinds with concerns over demand as China’s recovery from its zero-COVID policy was underwhelming. The agriculture sector recorded modestly negative returns, while precious metals saw virtually flat performance for the period.

The Fund’s overweight allocation to sovereign bonds relative to the Bloomberg Global Aggregate Index was the greatest detractor from relative performance for the reporting period; developed bond markets posted negative returns as global central banks maintained tight monetary policy. Within the asset class, U.S. Treasurys, U.K. gilts and German Bunds were among the weakest-performing markets over the reporting period. The Fund’s exposure to global inflation-linked bonds had a negligible impact on performance as most of the declines in this sector occurred in 2022. The Fund’s lower average concentration in global equities relative to its blended benchmark detracted from performance during the period as most global equity markets rallied. The Fund’s exposure to commodities was a modest detractor from performance as commodities underperformed global stocks over the reporting period.

Among the Fund’s managers, both AQR and PanAgora recorded negative returns during the reporting period, and underperformed the Fund’s blended benchmark. The exposure to global sovereign bonds and an underweight versus the benchmark to global equities provided headwinds for both managers. Exposure to commodities also detracted from Fund performance for both managers.

Regarding derivatives, the Fund used equity index futures, bond index futures, interest-rate swaps, commodity futures, total-return swaps, and currency forwards over the period in an effort to provide cost-effective exposures to desired asset classes. Derivatives had a meaningful impact on Fund performance during the period. Sovereign bond index futures, interest-rate swaps and, to a lesser extent, sovereign bond total-return swaps (used for market exposure) produced negative returns, as interest rates rose globally (on average) over the period. Both developed-market and emerging-market equity futures (used for market exposure) contributed positively to Fund performance. The Fund has a controlled foreign corporation designed to provide commodity exposure, primarily through commodity futures and, to a lesser extent, commodity total-return swaps, as commodities are a key part of the Fund’s strategy. The commodity futures provide strategic exposure to a diversified mix of underlying commodities. This exposure detracted from Fund performance over the period.

SEI Institutional Managed Trust

57

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Accumulation Fund (Concluded)

Forward-currency contracts on emerging-market currencies (used for market exposure) contributed to both the Fund’s absolute and benchmark-relative returns. The Fund employed forward currency contracts on developed-market currencies principally to hedge foreign-currency risk relative to the U.S. dollar. These exposures contributed positively to Fund performance over the reporting period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Multi-Asset Accumulation Fund, Class F	2.59%	-2.59%	0.99%	2.78%	3.00%
Multi-Asset Accumulation Fund, Class Y	2.73%	-2.40%	1.19%	2.98%	3.17%
MSCI World Index (Net) (Hedged) (USD)	21.54%	10.16%	8.71%	9.91%	10.81%
Bloomberg Global Aggregate Index, (Hedged) (USD)	2.10%	-3.71%	0.57%	1.84%	1.94%
60/40 Hybrid consisting of the MSCI World Index (Net) (Hedged) (USD), and Bloomberg Global Aggregate Index	13.55%	4.62%	5.70%	6.83%	7.39%

Comparison of Change in the Value of a $100,000 Investment in the Multi-Asset Accumulation Fund, Class F and Class Y, versus the 60/40 Hybrid consisting of the MSCI World Index (Net) (Hedged) (USD) and Bloomberg Global Aggregate Index.

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 4/09/12 and Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.

N/A — Not available.

58

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Income Fund

I. Objective

The Multi-Asset Income Fund (the “Fund”) seeks to provide total return with an emphasis on current income.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund used the following sub-advisors as of September 30, 2023: Goldman Sachs Asset Management, LP (Goldman Sachs), Western Asset Management Company, LLC, Western Asset Management Company Limited and Western Asset Management Company PTE Ltd. (Western).

SSGA Funds Management, Inc. (SSGA) was terminated and SIMC was added during the Fund’s fiscal year.

III. Returns

For the one-year reporting period ending September 30, 2023, the Fund’s Class F shares returned 8.02%. The Fund’s blended benchmark–the Bloomberg U.S. Aggregate Bond Index, which tracks the performance of the investment-grade, U.S. dollar-denominated, fixed-rate taxable bond market (45%), the ICE BofA U.S. High Yield Constrained Index, which tracks the performance of below-investment-grade, U.S. dollar-denominated corporate bonds publicly issued in the U.S. (40%), and the MSCI All-Country World Index (ACWI) (Net) (USD), a market capitalization-weighted index that tracks the performance of over 2,000 companies, and is representative of the market structure of 48 developed and emerging-market countries in North and South America, Europe, Africa, and the Pacific Rim and is calculated with net dividends reinvested in U.S. dollars. (15%)–returned 7.10%.

IV. Performance Discussion

U.S. Treasury yields rose significantly over the 12-month reporting period, as noted in the shareholder letter, with most of the increase coming over the second half of the period. Yields across the curve reached their highest levels since the global financial crisis of 2007-2008 as the Federal Reserve (Fed) raised the federal-funds rate by a total of 225 basis points (2.25%) over six meetings to a 22-year high. After the Fed’s meeting in September 2023, projections from the central bank indicated the likelihood of one more increase before the end of the year. Fed Chair Jerome Powell reiterated the Fed’s commitment to a 2% inflation target during his September post-policy meeting news conference, and noted that, while the inflation rate has

declined dramatically over the reporting period, it remains stubbornly higher than the 2% target.

Despite the increase in nominal rates, credit market spreads contracted during the reporting period, reflecting both low default rates and attractive corporate balance sheets, and also the attractiveness of riskier bonds in an inflationary environment. Lower-quality segments of the corporate credit market, such as high-yield bonds and bank loans, were the strongest performers over the period, as investors deemed that a deterioration in credit quality or a sharp rise in defaults for high-yield bond issuers was unlikely. Securitized credit also garnered positive returns as the generally lower duration of the asset class provided some relief in a rising-yield environment. Emerging-market debt outperformed developed-market bonds during the period. China’s reopening drove economic activity in the region and expectations of the Fed nearing the end of its monetary policy tightening cycle created a favorable environment for the asset class.

The largest contributor to Fund performance during the reporting period was an overweight allocation to emerging-market debt as China's economic reopening late in 2022 bolstered trade and growth in the region. The Fund’s exposure to bank loans and collateralized loan obligations (CLOs) also contributed to performance; bank loans benefited from broad-based spread compression across risk assets, while demand for floating-rate loans in a rising-rate environment helped drive CLO performance. The greatest challenge to Fund performance over the period was an underweight to equities as stocks were the strongest-performing asset class over the reporting period. The Fund’s dividend-oriented mandate also struggled in a growth-oriented market environment.

Among the Fund’s managers, Goldman Sachs contributed to the Fund’s relative performance during the reporting period due to its overweight allocation to emerging-market debt, as well as strong security selection within high-yield debt. Given the rise in Treasury yields during the period, the manager’s long duration positioning detracted from Fund performance. Western detracted from Fund performance due to the negative impact of its overall long duration positioning. Further, Western’s exposure to high-yield bonds bolstered Fund performance given broad-based spread compression across risk assets during the period, while its bank loan exposure benefited from the segment’s lack of duration in a rising-rate climate. Prior to its termination from the Fund in February, SSGA’s covered-call strategy produced performance within our expectations. Following its inclusion into the Fund, the performance of SIMC’s dividend equity strategy also met expectations; however,

SEI Institutional Managed Trust

59

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Income Fund (Concluded)

the manager’s mandate significantly lagged its broad-market equity benchmark in a growth-led rally.

Regarding the use of derivatives, the Fund employed total-return swaps on bond futures, interest-rate swaps, and futures and options on exchange-traded funds, equity indexes, credit default swaps, and currency forwards. The Fund employed derivatives for various reasons, including fixed-income relative value, to generate option income, and hedge interest-rate risk. Derivatives had a meaningful impact on Fund performance. Interest-rate futures were used to manage duration, and detracted from Fund performance as yields increased during the period. Short exposure to interest-rate swaps had a modestly positive impact on performance for the reporting period. Options used as part of the covered-call strategy contributed to Fund performance. Currency forwards had a slightly negative impact on performance. The Fund’s exposure to investment-grade credit and high-yield bonds through credit default swaps did not contribute meaningfully to Fund performance over the period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Multi-Asset Income Fund, Class F	8.02%	-0.25%	1.83%	3.43%	4.16%
Multi-Asset Income Fund, Class Y	8.12%	-0.14%	1.93%	3.52%	4.24%
Bloomberg U.S. Aggregate Bond Index	0.64%	-5.21%	0.10%	1.13%	1.09%
ICE BofA U.S. High Yield Constrained Index	10.19%	1.82%	2.78%	4.16%	4.82%
MSCI All Country World Index (Net)	20.80%	6.89%	6.46%	7.56%	8.37%
45/40/15 Hybrid consisting of the Bloomberg U.S. Aggregate Bond Index, ICE BofA U.S. High Yield Constrained Index and MSCI All Country World Index (Net)	7.10%	-0.21%	2.74%	4.01%	4.34%

Comparison of Change in the Value of a $100,000 Investment in the Multi-Asset Income Fund, Class F and Class Y, versus the 45/40/15 Hybrid consisting of the Bloomberg U.S. Aggregate Bond Index, ICE BofA U.S. High Yield Constrained Index, and MSCI All Country World Index (Net)

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 4/9/12. Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and reimbursements, performance would have been lower.

60

SEI Institutional Managed Trust

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Inflation Managed Fund

I. Objective

The Multi-Asset Inflation Managed Fund (the “Fund”) seeks to provide total return exceeding the rate of inflation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: AllianceBernstein L.P. (AllianceBernstein), Columbia Management Investment Advisers, LLC (Columbia), Credit Suisse Asset Management, LLC (Credit Suisse), and Franklin Advisers, Inc. (Franklin).

Columbia manages a wholly-owned subsidiary of the Fund. Columbia has delegated certain of its duties to Threadneedle International Ltd. as a sub-advisor. Credit Suisse also manages the wholly-owned subsidiary of the Fund.

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the full year ended September 30, 2023, the Fund’s Class F shares returned 1.46%. The Fund’s blended benchmark–—the Bloomberg 1-5 Year U.S. TIPS Index (which tracks the performance of U.S. Treasury Inflation-Protected Securities (TIPS) with maturities between one and five years) (70%), the Bloomberg Commodity Index (which tracks the performance of a basket of commodities) (20%), and the S&P 500 Index (gross) (which tracks the performance of approximately 500 large U.S. companies that are considered representative of the broad U.S. stock market) (10%)–returned 3.90%.

IV. Performance Discussion

Real assets experienced mixed performance over the reporting period. Commodities moved lower over the period, while Treasury Inflation-Protected Securities (TIPS) and U.S. equities garnered positive returns. Within the commodities market, declines in energy and grain prices followed outsized gains in 2022 after the Russian invasion in Ukraine had disrupted trade and supply of energy and food, as further discussed in the shareholder letter. Soft commodities (such as agricultural products and livestock) outperformed, while precious metals also experienced strong performance, as investors looked to the asset class for its potential ability to hedge risk in an inflationary economy. Despite the rise in interest rates, short-dated TIPS (as measured by the Bloomberg 1-5 Year U.S. TIPS Index) still

posted gains for the reporting period; however, the overall TIPS market saw mixed performance as longer-dated TIPS recorded negative returns during the period.

The Fund managers’ performance was mixed during the reporting period. Franklin’s inflation-sensitive equity long/short strategy was challenged; the strategy’s short position in consumer discretionary was the largest detractor from performance, while the long exposure to the energy sector (which diverged from negative commodity performance) was the most notable positive contributor. Security selection within the commodities sector bolstered the performance of the Fund’s commodities managers, Columbia and Credit Suisse, in aggregate. AllianceBernstein outperformed, benefiting from an overweight allocation to credit-spread sectors as credit spreads tightened. The TIPS market experienced mixed performance during the reporting period; short-dated TIPS ended with modestly positive returns, while longer-dated TIPS lost ground. AllianceBernstein’s focus on the short end of the TIPS yield curve was within its mandate’s expectations.

Regarding derivatives, the Fund used commodity futures, commodity total-return swaps, bond-index futures, equity-index futures, options on futures, and interest-rate swaps during the reporting period. The use of derivatives had a meaningful impact on Fund performance. The Fund employed short positions in U.S. Treasury futures and interest-rate swaps to hedge duration risk for a portion of the Fund’s corporate-bond exposure. The hedge contributed positively to Fund performance as interest rates rose. A short position in global equity total-return swaps was implemented to hedge risk for a portion of the Fund’s long equity positions. This hedge detracted from Fund performance as global equities recorded positive returns for the reporting period. Within the Fund, a controlled foreign corporation was established to provide additional exposure to commodities, including commodity futures and commodity total-return swaps. The commodity futures, commodity total-return swaps, and options on futures exposure, used to provide strategic exposure to a diversified mix of underlying commodities, saw negative performance over the period. Forward-currency contracts on developed-market currencies, which were used principally to hedge foreign-currency risk relative to the U.S. dollar, detracted from Fund performance over the reporting period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

SEI Institutional Managed Trust

61

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Inflation Managed Fund (Concluded)

	AVERAGE ANNUAL TOTAL RETURN1
		1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Multi-Asset Inflation Managed Fund, Class F		1.46%	6.95%	3.26%	0.87%	0.33%
Multi-Asset Inflation Managed Fund, Class Y		1.75%	7.22%	3.53%	1.09%	0.51%
Bloomberg 1-5 Year U.S. TIPS Index		2.84%	1.45%	2.67%	1.63%	1.37%
Bloomberg Commodity Index		-1.30%	16.23%	6.13%	-0.75%	-1.54%
S&P 500 Index (Gross)		21.62%	10.15%	9.92%	11.91%	12.52%
70/20/10 Hybrid consisting of the Bloomberg 1-5 Year U.S. TIPS Index, Bloomberg Commodity Index and S&P 500 Index (Gross)		3.90%	5.40%	4.36%	2.27%	1.93%

Comparison of Change in the Value of a $100,000 Investment in the Multi-Asset Inflation Managed Fund, Class F and Class Y, versus a 70/20/10 Hybrid consisting of the Bloomberg 1-5 Year U.S. TIPS Index, Bloomberg Commodity Index and the S&P 500 Index (Gross).

62

SEI Institutional Managed Trust

1 For the year ended 9/30/23. Past performance is no indication of future performance. Class F shares were offered beginning 4/09/12 and Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for the period reflect fee waivers and/or reimbursements in effect for the period; absent fee waivers and reimbursements, performance would have been lower.  

SEI Institutional Managed Trust

63

MANAGEMENT’S DISCUSSION AND ANALYSIS OF FUND PERFORMANCE

September 30, 2023 (Unaudited)

Multi-Asset Capital Stability Fund

I. Objective

The Multi-Asset Capital Stability Fund (the “Fund”) seeks to manage the risk of a loss while providing current income and an opportunity for capital appreciation.

II. Investment Approach

The Fund uses a multi-manager approach, relying on a number of sub-advisors with differing investment strategies to manage portions of the Fund’s portfolio, under the general supervision of SEI Investments Management Corporation (SIMC). The Fund utilized the following sub-advisors as of September 30, 2023: AllianceBernstein, L.P. (AllianceBernstein) and Janus Henderson Investors US LLC (Janus).

No manager changes were made during the Fund’s fiscal year.

III. Returns

For the one-year ending September 30, 2023, the Fund’s Class F shares returned 4.19%. The Fund’s blended benchmark—the Bloomberg 1-3 Year U.S. Government/Credit Index (which measures the performance of investment-grade, U.S. dollar-denominated, fixed-rate U.S. Treasurys, government-related and corporate securities with maturities of 1 to 3 years) (95%) and S&P 500 Index (gross) (which tracks the performance of approximately 500 large U.S. companies that are considered representative of the broad U.S. stock market) (5%)—returned 3.70%.

IV. Performance Discussion

Major asset-class performance globally was mixed during the reporting period. As discussed in the shareholder letter, global equities and global credit performed well as the markets pushed out the timing of a potential economic recession. Additionally, markets have largely priced in a mild recession at worst if and when it occurs. Global nominal bond markets, however, were challenged by higher interest rates as central banks remained steadfast in dealing with inflation through tight monetary policy. Commodities (as measured by the Bloomberg Commodity Index) declined modestly as weakness in natural gas prices weighed on the overall market. Despite the poor performance of natural gas, there were pockets of strength in the energy sector, with double-digit returns for both Brent crude oil and West Texas Intermediate crude oil.

During the reporting period, the Fund’s positive absolute performance was within expectations for its mandate, and it outperformed its blended benchmark. Throughout most of the period, the Fund maintained exposure to equities that was in line with its historical average, while

maintaining below-historical average exposure to fixed income. The primary contributor to relative performance was the Fund’s overweight allocation to global equities versus its blended benchmark. Additionally, the Fund’s use of cash as the primary risk-mitigation asset (rather than nominal bonds) benefited performance as most major developed bond markets recorded negative returns over the reporting period. The Fund’s exposure to credit (both investment-grade and high yield) contributed modestly to performance. A tactical position in U.S. Treasury Inflation-Protected Securities (TIPS) slightly detracted from both the Fund’s absolute and relative performance for the period.

Regarding derivatives, the Fund used credit-default swaps, equity-index futures, bond-index futures, interest-rate swaps, equity options, interest-rate swaptions, and currency forwards over the reporting period. Derivatives are primarily used to provide cost-effective exposures to the desired asset classes and had a meaningful impact on Fund performance during the period. The use of stock index futures, primarily developed-market equities used for market exposure, resulted in positive performance during the period. Interest-rate futures and swaps detracted from Fund performance over the period as interest rates generally moved higher globally. Small positions in credit-default swaps, used to gain exposure to high-yield and investment-grade credit, contributed positively to Fund performance. The Fund employed forward-currency contracts on developed-market currencies principally to hedge foreign-currency risk relative to the U.S. dollar. These hedges had a positive effect on Fund performance for the reporting period.

Investing is subject to risk, including the possible loss of principal. Past performance is no indication of future results.

64

SEI Institutional Managed Trust

AVERAGE ANNUAL TOTAL RETURN1
	1 Year Return	Annualized 3 Year Return	Annualized 5 Year Return	Annualized 10 Year Return	Annualized Inception to Date
Multi-Asset Capital Stability Fund, Class F	4.19%	1.00%	1.89%	1.84%	1.61%
Multi-Asset Capital Stability Fund, Class Y	4.30%	1.10%	1.99%	1.93%	1.69%
Bloomberg 1-3 year U.S. Government/Credit Index	2.77%	(0.72)%	1.21%	1.02%	1.00%
S&P 500 Index (Gross)	21.62%	10.15%	9.92%	11.91%	12.52%
95/5 Hybrid consisting of Bloomberg 1-3 Year U.S. Government/Credit Index and S&P 500 Index (Gross)	3.70%	(0.13)%	1.71%	1.59%	1.60%

Comparison of Change in the Value of a $100,000 Investment in the Multi-Asset Capital Stability Fund, Class F and Class Y, versus a 95/5 Hybrid of the following indexes: the Bloomberg 1-3 Year U.S. Government/Credit Index, and the S&P 500 Index (Gross).

¹ For the year ended 9/30/23. Past performance is not an indication of future performance. Class F shares were offered beginning 4/9/12 and Class Y shares were offered beginning 12/31/14. For periods prior to 12/31/14, the performance of the Fund’s Class F Shares has been used. Returns for Class Y Shares would have been substantially similar to those of Class F Shares and would have differed only to the extent that Class Y Shares have lower total annual fund operating expenses than Class F Shares. Returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The returns for certain periods reflect fee waivers and/or reimbursements in effect for that period; absent fee waivers and/or reimbursements, performance would have been lower.

SEI Institutional Managed Trust

65

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 7.2%
Alphabet Inc, Cl A *		88,197	$	11,542
Alphabet Inc, Cl C *		188,524		24,857
AT&T Inc		239,840		3,602
Comcast Corp, Cl A		142,077		6,300
Fox Corp, Cl A		57,265		1,787
Liberty Media -Liberty Formula One, Cl C *		54,837		3,416
Meta Platforms Inc, Cl A *		83,824		25,165
Netflix Inc *		8,096		3,057
Nexstar Media Group Inc, Cl A		7,733		1,109
Paramount Global, Cl B		22,664		292
Pinterest Inc, Cl A *		39,150		1,058
TEGNA Inc		150,197		2,188
T-Mobile US Inc		67,629		9,472
Trade Desk Inc/The, Cl A *		47,680		3,726
Verizon Communications Inc		193,284		6,264
Walt Disney Co/The *		160,172		12,982
				116,817
Consumer Discretionary — 9.8%
Amazon.com Inc, Cl A *		266,546		33,883
Autoliv Inc		14,037		1,354
AutoNation Inc *		7,577		1,147
AutoZone Inc *		726		1,844
Best Buy Co Inc		70,574		4,903
Bloomin' Brands Inc		60,688		1,492
BorgWarner Inc		51,591		2,083
Dick's Sporting Goods Inc		36,476		3,961
Dillard's Inc, Cl A		6,450		2,134
DraftKings Inc, Cl A *		81,183		2,390
eBay Inc		56,727		2,501
Foot Locker Inc, Cl A *		23,394		406
Ford Motor Co		65,375		812
General Motors Co		161,784		5,334
Harley-Davidson Inc, Cl A		49,267		1,629

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Home Depot Inc/The		13,650	$	4,125
Kohl's Corp		24,781		519
Lennar Corp, Cl A		12,211		1,370
Lithia Motors Inc, Cl A		10,129		2,991
Lowe's Cos Inc		55,559		11,547
Magna International Inc, Cl A		39,591		2,122
MercadoLibre Inc *		4,032		5,112
MGM Resorts International *		117,451		4,318
Mobileye Global Inc, Cl A *		30,063		1,249
NIKE Inc, Cl B		108,684		10,392
O'Reilly Automotive Inc *		1,659		1,508
Penske Automotive Group Inc, Cl A		5,456		911
Phinia Inc		12,286		329
PulteGroup Inc		93,106		6,895
PVH Corp		11,442		875
Ross Stores Inc		101,920		11,512
Service Corp International/US		51,314		2,932
Starbucks Corp		72,980		6,661
Tesla Inc *		23,718		5,935
Trip.com Group Ltd ADR *		65,851		2,303
Whirlpool Corp		27,260		3,645
Williams-Sonoma Inc		30,798		4,786
				157,910
Consumer Staples — 6.4%
Altria Group Inc		46,068		1,937
Archer-Daniels-Midland Co		20,067		1,513
Coca-Cola Co/The		146,094		8,178
Colgate-Palmolive Co		34,871		2,480
Conagra Brands Inc		263,174		7,216
Dollar General Corp		41,094		4,348
Ingredion Inc		72,988		7,182
J M Smucker Co/The		53,849		6,619
Kenvue Inc		169,037		3,394
Kraft Heinz Co/The		9,187		309
Kroger Co/The		268,628		12,021
Molson Coors Beverage Co, Cl B		30,456		1,937
Mondelez International Inc, Cl A		85,885		5,960
PepsiCo Inc		62,828		10,646
Philip Morris International Inc		106,185		9,831
Sysco Corp, Cl A		145,077		9,582
Target Corp, Cl A		33,894		3,748
Tyson Foods Inc, Cl A		105,363		5,320
Walgreens Boots Alliance Inc		38,987		867
				103,088
Energy — 4.7%
Baker Hughes Co, Cl A		173,425		6,125
BP PLC ADR		131,377		5,087
Canadian Natural Resources Ltd		89,208		5,769
Chesapeake Energy Corp		31,422		2,710
Chevron Corp		75,839		12,788
ConocoPhillips		81,177		9,725

66

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Devon Energy Corp		66,117	$	3,154
EOG Resources Inc		75,896		9,621
Exxon Mobil Corp		16,215		1,907
Hess Corp		3,244		496
HF Sinclair Corp		35,358		2,013
Marathon Oil Corp		12,387		331
Marathon Petroleum Corp		29,810		4,511
Phillips 66		23,171		2,784
Schlumberger NV, Cl A		64,571		3,765
Shell PLC ADR		30,942		1,992
Valero Energy Corp		27,947		3,960
				76,738
Financials — 13.5%
Aflac Inc		81,002		6,217
Allstate Corp/The		55,820		6,219
American Financial Group Inc/OH		10,346		1,155
Ameriprise Financial Inc		16,732		5,516
Apollo Global Management Inc		3,670		329
Ares Management Corp, Cl A		3,156		325
Bank of America Corp		321,127		8,792
Bank of New York Mellon Corp/The		19,244		821
Berkshire Hathaway Inc, Cl B *		48,951		17,147
Capital One Financial Corp		33,366		3,238
Charles Schwab Corp/The		60,560		3,325
Citigroup Inc		178,158		7,328
Citizens Financial Group Inc		9,142		245
CME Group Inc, Cl A		7,554		1,512
Discover Financial Services		33,010		2,860
Everest Group Ltd		1,843		685
Fifth Third Bancorp		115,704		2,931
First American Financial Corp		14,531		821
Global Payments Inc		120,935		13,955
Goldman Sachs Group Inc/The		996		322
Hartford Financial Services Group Inc/The		69,124		4,902
JPMorgan Chase & Co		79,023		11,460
KeyCorp		97,020		1,044
Markel Group Inc *		8,135		11,979
Marsh & McLennan Cos Inc		55,548		10,571
Mastercard Inc, Cl A		798		316
Moody's Corp		29,213		9,236
Morgan Stanley		11,750		960
New York Community Bancorp Inc		259,581		2,944
Progressive Corp/The		57,358		7,990
Radian Group Inc		16,498		414
Raymond James Financial Inc		11,898		1,195
Regions Financial Corp		212,723		3,659
Reinsurance Group of America Inc, Cl A		17,568		2,551
S&P Global Inc		20,010		7,312
Starwood Property Trust Inc ‡		32,387		627
State Street Corp		122,316		8,190
Synchrony Financial		77,838		2,379
Unum Group		6,781		333

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
US Bancorp		241,322	$	7,978
Visa Inc, Cl A		104,955		24,141
Voya Financial Inc		4,791		318
Wells Fargo & Co		115,137		4,704
Willis Towers Watson PLC		48,312		10,095
				219,041
Health Care — 14.8%
AbbVie Inc		34,264		5,107
Acadia Healthcare Co Inc, Cl A *		46,772		3,289
Amgen Inc, Cl A		38,169		10,258
AstraZeneca PLC ADR		76,964		5,212
Baxter International Inc		136,426		5,149
Biogen Inc *		8,964		2,304
Boston Scientific Corp *		59,857		3,160
Bristol-Myers Squibb Co		155,447		9,022
Cardinal Health Inc		34,293		2,977
Cencora Inc, Cl A		66,235		11,920
Centene Corp *		5,276		363
Cigna Group/The		3,135		897
CVS Health Corp		187,434		13,087
Danaher Corp, Cl A		42,146		10,456
DaVita Inc *		4,103		388
DENTSPLY SIRONA Inc		83,788		2,862
Eli Lilly & Co		7,084		3,805
Exelixis Inc *		70,404		1,538
Gilead Sciences Inc		63,484		4,757
GSK PLC ADR		83,573		3,030
HCA Healthcare Inc		13,474		3,314
Humana Inc		18,782		9,138
Jazz Pharmaceuticals PLC *		31,805		4,117
Johnson & Johnson		191,313		29,797
Koninklijke Philips *		16,231		324
Lantheus Holdings Inc *		16,726		1,162
McKesson Corp		29,577		12,862
Medtronic PLC		79,267		6,211
Merck & Co Inc		94,491		9,728
Mettler-Toledo International Inc *		10,186		11,287
Natera Inc *		87,218		3,859
Organon & Co		15,833		275
Perrigo Co PLC		92,473		2,955
Pfizer Inc		237,127		7,866
QuidelOrtho Corp *		10,714		783
Revvity Inc		20,840		2,307
Thermo Fisher Scientific Inc		13,628		6,898
TransMedics Group Inc *		57,698		3,159
UnitedHealth Group Inc		32,254		16,262
Vaxcyte Inc *		26,085		1,330
Vertex Pharmaceuticals Inc *		19,131		6,653
Viatris Inc, Cl W		49,717		490
				240,358

SEI Institutional Managed Trust

67

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industrials — 12.2%
AerCap Holdings NV *		62,810	$	3,936
AGCO Corp		28,514		3,373
Alaska Air Group Inc *		80,294		2,977
Allison Transmission Holdings Inc		37,699		2,227
American Airlines Group Inc *		127,347		1,631
Caterpillar Inc, Cl A		1,327		362
Chart Industries Inc *		13,230		2,238
CNH Industrial NV		22,669		274
Cummins Inc		24,677		5,638
Delta Air Lines Inc, Cl A		89,962		3,329
Eaton Corp PLC		21,926		4,676
Emerson Electric Co		24,649		2,380
Equifax Inc		26,848		4,918
FedEx Corp		54,639		14,475
Fortive Corp		174,964		12,975
GFL Environmental Inc		212,703		6,755
GXO Logistics Inc *		198,654		11,651
HEICO Corp		7,622		1,234
Honeywell International Inc		75,534		13,954
Huntington Ingalls Industries Inc, Cl A		10,975		2,245
IDEX Corp		17,250		3,588
Jacobs Solutions Inc		29,315		4,002
Knight-Swift Transportation Holdings Inc, Cl A		101,784		5,105
L3Harris Technologies Inc		20,797		3,621
Lockheed Martin Corp		8,565		3,503
ManpowerGroup Inc		43,604		3,197
Owens Corning		34,317		4,681
Parker-Hannifin Corp, Cl A		23,421		9,123
Paychex Inc		5,604		646
Ryder System Inc		14,973		1,601
Snap-on Inc		9,818		2,504
Textron Inc		56,360		4,404
Timken Co/The		61,063		4,488
TransDigm Group Inc *		21,482		18,112
United Airlines Holdings Inc *		19,870		841
United Parcel Service Inc, Cl B		58,899		9,181
Vertiv Holdings Co, Cl A		75,867		2,822
Westinghouse Air Brake Technologies Corp		14,105		1,499
WW Grainger Inc		18,547		12,832
				196,998
Information Technology — 22.7%
Adobe Inc *		42,607		21,725
Advanced Micro Devices Inc *		48,233		4,959
Amdocs Ltd		51,821		4,378
Amkor Technology Inc		51,908		1,173
Amphenol Corp, Cl A		108,662		9,127
Apple Inc		309,126		52,925
Applied Materials Inc		42,015		5,817
Arista Networks Inc *		9,068		1,668
Arrow Electronics Inc, Cl A *		20,514		2,569

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Broadcom Inc		2,831	$	2,351
Cadence Design Systems Inc *		18,825		4,411
Cirrus Logic Inc *		12,623		934
Cisco Systems Inc		151,519		8,146
Datadog Inc, Cl A *		51,842		4,722
Dell Technologies Inc, Cl C		36,916		2,544
DXC Technology Co *		63,528		1,323
Flex Ltd *		20,930		565
Fortinet Inc *		23,850		1,400
Hewlett Packard Enterprise Co		249,894		4,341
HP Inc		124,604		3,202
Intel Corp		118,591		4,216
International Business Machines Corp		24,273		3,406
Intuit Inc		23,887		12,205
Jabil Inc		68,671		8,714
Manhattan Associates Inc *		2,962		585
Marvell Technology Inc		183,135		9,913
Microchip Technology Inc		227,091		17,724
Micron Technology Inc		54,334		3,696
Microsoft Corp		201,808		63,721
NVIDIA Corp		51,921		22,585
ON Semiconductor Corp *		50,746		4,717
Oracle Corp, Cl B		73,084		7,741
QUALCOMM Inc		90,748		10,079
Roper Technologies Inc		21,630		10,475
Salesforce Inc *		50,377		10,215
SAP SE ADR		85,766		11,091
ServiceNow Inc *		4,229		2,364
Skyworks Solutions Inc		3,042		300
Taiwan Semiconductor Manufacturing Co Ltd ADR		10,858		944
Teradyne Inc		71,961		7,229
Vishay Intertechnology Inc		115,899		2,865
VMware Inc, Cl A *		31,155		5,187
Vontier Corp		227,465		7,033
Xerox Holdings Corp		83,008		1,302
				366,587
Materials — 3.9%
Air Products and Chemicals Inc		46,345		13,134
Avery Dennison Corp		14,381		2,627
Berry Global Group Inc		31,426		1,946
Crown Holdings Inc		71,500		6,326
Eastman Chemical Co		73,135		5,611
Freeport-McMoRan Inc, Cl B		71,931		2,682
Graphic Packaging Holding Co		13,677		305
Huntsman Corp		158,009		3,855
Linde PLC		27,030		10,065
LyondellBasell Industries NV, Cl A		3,410		323
Martin Marietta Materials Inc, Cl A		4,861		1,995
Mosaic Co/The		15,728		560
Newmont Corp		67,378		2,490
O-I Glass Inc, Cl I *		44,115		738

68

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Reliance Steel & Aluminum Co		8,194	$	2,149
Sherwin-Williams Co/The, Cl A		9,816		2,504
Steel Dynamics Inc		9,490		1,017
Sylvamo Corp		40,871		1,796
Vulcan Materials Co		10,672		2,156
Westrock Co		8,670		310
				62,589
Real Estate — 1.3%
American Tower Corp, Cl A ‡		55,725		9,164
Crown Castle Inc ‡		67,313		6,195
Howard Hughes Holdings Inc *		35,813		2,655
Omega Healthcare Investors Inc ‡		57,992		1,923
Sabra Health Care REIT Inc ‡		73,150		1,020
Service Properties Trust ‡		89,393		687
				21,644
Utilities — 2.2%
Ameren Corp		14,513		1,086
CMS Energy Corp		51,784		2,750
Edison International		104,559		6,617

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FirstEnergy Corp		180,214	$	6,160
NRG Energy Inc		144,416		5,563
PPL Corp		319,532		7,528
UGI Corp		103,502		2,381
Vistra Corp		94,721		3,143
				35,228
Total Common Stock
(Cost $1,071,099) ($ Thousands)				1,596,998
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		19,609,846		19,610
Total Cash Equivalent
(Cost $19,610) ($ Thousands)				19,610
Total Investments in Securities — 99.9%
(Cost $1,090,709) ($ Thousands)			$	1,616,608

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		49		Dec-2023	$	10,811	$	10,598	$	(213	)
S&P Mid Cap 400 Index E-MINI		18		Dec-2023		4,564		4,537		(27	)
					$	15,375	$	15,135	$	(240	)

	Percentages are based on Net Assets of $1,617,891 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).

The following is a summary of the level of inputs used as of September 30, 2023, 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		1,596,998		–		–		1,596,998
Cash Equivalent		19,610		–		–		19,610
Total Investments in Securities		1,616,608		–		–		1,616,608

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(240	)		–		–		(240	)
Total Other Financial Instruments		(240	)		–		–		(240	)

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

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

SEI Institutional Managed Trust

69

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)			Change in Unrealized Appreciation/​(Depreciation)			Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1,266	$	67,382	$	(68,622	)	$	(20	)	$	(6	)	$	—	$	67	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		15,252		355,481		(351,123	)		—			—			19,610		653		—
Totals	$	16,518	$	422,863	$	(419,745	)	$	(20	)	$	(6	)	$	19,610	$	720	$	—

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

See “Glossary” for abbreviations.

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

70

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Value Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as

options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 7.5%
Alphabet Inc, Cl A *		48,296	$	6,320
Alphabet Inc, Cl C *		2,041		269
AT&T Inc		1,320,970		19,841
BCE Inc		272,263		10,392
Comcast Corp, Cl A		507,972		22,524
Fox Corp, Cl A		117,686		3,672
Meta Platforms Inc, Cl A *		26,627		7,994
Nexstar Media Group Inc, Cl A		9,818		1,408
Paramount Global, Cl B		56,061		723
TEGNA Inc		94,393		1,375
T-Mobile US Inc		59,317		8,307
Verizon Communications Inc		167,004		5,413
Walt Disney Co/The *		52,590		4,262
				92,500
Consumer Discretionary — 5.8%
Autoliv Inc		18,618		1,796
AutoNation Inc *		12,701		1,923
Bloomin' Brands Inc		59,825		1,471
BorgWarner Inc		26,812		1,082
Dick's Sporting Goods Inc		14,390		1,562
Dillard's Inc, Cl A		7,538		2,494
eBay Inc		38,550		1,700
Foot Locker Inc, Cl A *		31,098		540
Ford Motor Co		185,547		2,305
General Motors Co		279,508		9,215
Genuine Parts Co		102,865		14,852
Goodyear Tire & Rubber Co/The *		141,512		1,759
Harley-Davidson Inc, Cl A		31,143		1,030
Kohl's Corp		23,092		484
Lennar Corp, Cl A		30,058		3,373
Lithia Motors Inc, Cl A		8,992		2,656
Lowe's Cos Inc		49,572		10,303
Magna International Inc, Cl A		18,453		989
NVR Inc *		78		465

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penske Automotive Group Inc, Cl A		13,566	$	2,266
PulteGroup Inc		70,857		5,247
PVH Corp		13,197		1,010
Williams-Sonoma Inc		20,334		3,160
				71,682
Consumer Staples — 9.0%
Altria Group Inc		213,204		8,965
Archer-Daniels-Midland Co		82,751		6,241
Conagra Brands Inc		168,205		4,612
Diageo PLC ADR		40,805		6,087
Ingredion Inc		72,344		7,119
Kenvue Inc		495,721		9,954
Kraft Heinz Co/The		56,221		1,891
Kroger Co/The		371,657		16,632
Molson Coors Beverage Co, Cl B		104,071		6,618
Philip Morris International Inc		156,341		14,474
Target Corp, Cl A		94,360		10,433
Tyson Foods Inc, Cl A		136,847		6,910
Unilever PLC ADR		172,210		8,507
Walgreens Boots Alliance Inc		134,840		2,999
				111,442
Energy — 9.2%
APA Corp		43,909		1,804
BP PLC ADR		136,639		5,291
Canadian Natural Resources Ltd		37,000		2,393
Chevron Corp		141,628		23,881
ConocoPhillips		180,628		21,639
Devon Energy Corp		34,255		1,634
Exxon Mobil Corp		273,934		32,209
HF Sinclair Corp		28,302		1,611
Marathon Oil Corp		94,717		2,534
Marathon Petroleum Corp		50,944		7,710
Phillips 66		36,211		4,351
Shell PLC ADR		61,589		3,965
Valero Energy Corp		36,531		5,177
				114,199
Financials — 19.1%
Aflac Inc		78,802		6,048
Allstate Corp/The		17,830		1,986
Ally Financial Inc		31,400		838
American Financial Group Inc/OH		20,349		2,272
American International Group Inc		29,934		1,814
Ameriprise Financial Inc		15,721		5,183
Annaly Capital Management Inc ‡		13,851		261
Bank of America Corp		566,703		15,516
Bank of New York Mellon Corp/The		191,211		8,155
Berkshire Hathaway Inc, Cl B *		36,393		12,748
Capital One Financial Corp		28,002		2,718
Charles Schwab Corp/The		43,038		2,363
Chubb Ltd		85,357		17,770
Citigroup Inc		544,061		22,377

SEI Institutional Managed Trust

71

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Citizens Financial Group Inc		94,679	$	2,537
Discover Financial Services		34,891		3,023
Everest Group Ltd		2,694		1,001
Fifth Third Bancorp		113,014		2,863
First American Financial Corp		19,225		1,086
Global Payments Inc		46,481		5,363
Goldman Sachs Group Inc/The		6,045		1,956
Hartford Financial Services Group Inc/The		40,505		2,872
JPMorgan Chase & Co		161,900		23,479
KeyCorp		115,208		1,240
Lincoln National Corp		31,513		778
MetLife Inc		85,353		5,370
MGIC Investment Corp		55,201		921
Morgan Stanley		170,065		13,889
New York Community Bancorp Inc		432,286		4,902
Principal Financial Group Inc, Cl A		5,795		418
Prudential Financial Inc		28,531		2,707
Radian Group Inc		78,204		1,964
Regions Financial Corp		201,984		3,474
Reinsurance Group of America Inc, Cl A		21,858		3,174
State Street Corp		47,517		3,182
Stifel Financial Corp		3,867		238
Synchrony Financial		153,808		4,702
T Rowe Price Group Inc		14,890		1,561
Travelers Cos Inc/The		48,773		7,965
Truist Financial Corp		211,571		6,053
Unum Group		62,598		3,079
Voya Financial Inc		82,173		5,460
Wells Fargo & Co		362,724		14,821
Willis Towers Watson PLC		16,379		3,423
Zions Bancorp NA		61,404		2,142
				235,692
Health Care — 15.6%
AbbVie Inc		11,458		1,708
Amgen Inc, Cl A		16,965		4,559
AstraZeneca PLC ADR		37,794		2,559
Baxter International Inc		50,853		1,919
Biogen Inc *		6,434		1,654
Bristol-Myers Squibb Co		190,557		11,060
Cardinal Health Inc		73,301		6,364
Centene Corp *		71,998		4,959
Cigna Group/The		18,672		5,341
CVS Health Corp		192,393		13,433
DaVita Inc *		9,941		940
DENTSPLY SIRONA Inc		110,087		3,760
Exelixis Inc *		74,033		1,618
Gilead Sciences Inc		123,820		9,279
GSK PLC ADR		101,133		3,666
HCA Healthcare Inc		12,270		3,018
Hologic Inc *		6,340		440
Jazz Pharmaceuticals PLC *		44,651		5,780
Johnson & Johnson		144,849		22,560

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Koninklijke Philips *		24,715	$	493
Lantheus Holdings Inc *		11,065		769
McKesson Corp		21,918		9,531
Medtronic PLC		182,215		14,278
Merck & Co Inc		235,258		24,220
Novartis AG ADR		103,008		10,492
Organon & Co		76,027		1,320
Pfizer Inc		644,980		21,394
QuidelOrtho Corp *		11,618		849
Viatris Inc, Cl W		487,079		4,803
				192,766
Industrials — 11.0%
AerCap Holdings NV *		77,499		4,857
AGCO Corp		31,476		3,723
Alaska Air Group Inc *		72,619		2,693
Allison Transmission Holdings Inc		68,559		4,049
Caterpillar Inc, Cl A		7,394		2,019
Chart Industries Inc *		12,449		2,105
CNH Industrial NV		102,959		1,246
Cummins Inc		24,975		5,706
Delta Air Lines Inc, Cl A		161,817		5,987
Expeditors International of Washington Inc		4,284		491
FedEx Corp		39,365		10,429
General Dynamics Corp		60,416		13,350
Huntington Ingalls Industries Inc, Cl A		15,488		3,168
Johnson Controls International PLC		234,738		12,490
Lockheed Martin Corp		5,611		2,295
ManpowerGroup Inc		42,383		3,107
Owens Corning		35,493		4,842
PACCAR Inc		32,837		2,792
RTX Corp		194,355		13,988
Ryder System Inc		31,013		3,317
Siemens AG ADR		107,812		7,703
Snap-on Inc		18,096		4,616
Textron Inc		58,357		4,560
Timken Co/The		50,058		3,679
United Airlines Holdings Inc *		38,423		1,625
United Parcel Service Inc, Cl B		69,337		10,807
				135,644
Information Technology — 9.9%
Amdocs Ltd		66,501		5,619
Amkor Technology Inc		102,883		2,325
Applied Materials Inc		26,846		3,717
Arrow Electronics Inc, Cl A *		28,506		3,570
Broadcom Inc		17,290		14,361
Cirrus Logic Inc *		18,558		1,373
Cisco Systems Inc		341,952		18,383
Cognizant Technology Solutions Corp, Cl A		23,945		1,622
Dell Technologies Inc, Cl C		50,452		3,476
DXC Technology Co *		112,302		2,339
Flex Ltd *		72,201		1,948

72

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hewlett Packard Enterprise Co		337,327	$	5,859
HP Inc		257,060		6,606
Intel Corp		326,557		11,609
International Business Machines Corp		26,606		3,733
Jabil Inc		55,524		7,045
Micron Technology Inc		60,319		4,104
Microsoft Corp		28,296		8,935
Oracle Corp, Cl B		33,496		3,548
QUALCOMM Inc		19,370		2,151
Skyworks Solutions Inc		17,969		1,772
Teradyne Inc		50,479		5,071
Vontier Corp		122,930		3,801
				122,967
Materials — 4.5%
Berry Global Group Inc		26,280		1,627
Crown Holdings Inc		45,761		4,049
Dow Inc		320,918		16,547
Eastman Chemical Co		47,072		3,611
Graphic Packaging Holding Co		25,779		574
Huntsman Corp		146,520		3,575
LyondellBasell Industries NV, Cl A		46,631		4,416
Mosaic Co/The		52,568		1,871
Newmont Corp		65,956		2,437
O-I Glass Inc, Cl I *		56,355		943
Reliance Steel & Aluminum Co		30,848		8,089
Steel Dynamics Inc		47,842		5,130
Sylvamo Corp		31,045		1,364
Westrock Co		57,168		2,047
				56,280
Real Estate — 3.2%
Boston Properties Inc ‡		88,791		5,281
Healthpeak Properties Inc ‡		552,456		10,143
Host Hotels & Resorts Inc ‡		157,386		2,529
Howard Hughes Holdings Inc *		44,213		3,278
Omega Healthcare Investors Inc ‡		93,655		3,106
Sabra Health Care REIT Inc ‡		143,789		2,005

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Service Properties Trust ‡		92,900	$	714
Simon Property Group Inc ‡		21,266		2,297
VICI Properties Inc, Cl A ‡		340,826		9,918
				39,271
Utilities — 4.2%
Duke Energy Corp		144,122		12,720
Edison International		99,315		6,286
FirstEnergy Corp		168,244		5,751
NextEra Energy Inc		209,704		12,014
NRG Energy Inc		166,631		6,419
UGI Corp		223,368		5,137
Vistra Corp		122,949		4,079
				52,406
Total Common Stock
(Cost $933,405) ($ Thousands)				1,224,849
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.410% **†(A)		43,030		38
Total Affiliated Partnership
(Cost $43) ($ Thousands)				38
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		9,540,728		9,541
Total Cash Equivalent
(Cost $9,541) ($ Thousands)				9,541
Total Investments in Securities — 99.8%
(Cost $942,989) ($ Thousands)			$	1,234,428

A list of the open futures contracts held at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		12		Dec-2023	$	2,645	$	2,595	$	(50	)
S&P Mid Cap 400 Index E-MINI		14		Dec-2023		3,550		3,529		(21	)
					$	6,195	$	6,124	$	(71	)

SEI Institutional Managed Trust

73

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Value Fund (Concluded)

	Percentages are based on Net Assets of $1,236,527 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $38 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		1,224,849		–		–		1,224,849
Affiliated Partnership		–		38		–		38
Cash Equivalent		9,541		–		–		9,541
Total Investments in Securities		1,234,390		38		–		1,234,428

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(71	)		–		–		(71	)
Total Other Financial Instruments		(71	)		–		–		(71	)

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

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)			Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	15,770	$	88,017	$	(103,748	)	$	2	$	(3	)	$	38	$	89	$	2
SEI Daily Income Trust, Government Fund, Institutional Class		16,000		258,176		(264,635	)		—		—			9,541		543		—
Totals	$	31,770	$	346,193	$	(368,383	)	$	2	$	(3	)	$	9,579	$	632	$	2

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

See “Glossary” for abbreviations.

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

74

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Growth Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 96.2%
Communication Services — 10.5%
Alphabet Inc, Cl A *		315,189	$	41,246
Alphabet Inc, Cl C *		179,382		23,652
Liberty Global PLC, Cl C *		3,042		56
Liberty Media -Liberty Formula One, Cl C *		83,655		5,212
Meta Platforms Inc, Cl A *		170,341		51,138
Netflix Inc *		27,074		10,223
Pinterest Inc, Cl A *		66,703		1,803
Spotify Technology SA *		8,695		1,345
TKO Group Holdings Inc		8,665		728
Trade Desk Inc/The, Cl A *		50,647		3,958
ZoomInfo Technologies Inc, Cl A *		88,263		1,447
				140,808
Consumer Discretionary — 13.0%
Airbnb Inc, Cl A *		4,846		665
Amazon.com Inc, Cl A *		396,608		50,417
AutoZone Inc *		7,536		19,141
Booking Holdings Inc *		1,620		4,996
Chewy Inc, Cl A *		25,244		461
Coupang Inc, Cl A *		93,526		1,590
Deckers Outdoor Corp *		173		89
DR Horton Inc		42,185		4,534
DraftKings Inc, Cl A *		164,962		4,856
Etsy Inc *		3,075		199
Expedia Group Inc *		1,339		138
Genuine Parts Co		26,103		3,769
H&R Block Inc		9,441		406
Home Depot Inc/The		10,188		3,078
Lennar Corp, Cl B		1,853		189
Lowe's Cos Inc		57,464		11,943
Marriott International Inc/MD, Cl A		3,820		751
MercadoLibre Inc *		4,967		6,298
Meritage Homes Corp		6,295		770
MGM Resorts International *		58,387		2,146
Mobileye Global Inc, Cl A *		81,115		3,370

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Mohawk Industries Inc *		1,487	$	128
NIKE Inc, Cl B		60,595		5,794
Norwegian Cruise Line Holdings Ltd *		21,889		361
O'Reilly Automotive Inc *		7,922		7,200
PulteGroup Inc		54,910		4,066
Royal Caribbean Cruises Ltd *		2,012		185
Skechers USA Inc, Cl A *		32,016		1,567
Taylor Morrison Home Corp, Cl A *		18,463		787
Tesla Inc *		58,244		14,574
TJX Cos Inc/The		150,649		13,390
Toll Brothers Inc		46,007		3,403
Trip.com Group Ltd ADR *		86,894		3,039
				174,300
Consumer Staples — 4.2%
Celsius Holdings Inc *		17,980		3,085
Coca-Cola Co/The		75,660		4,236
Colgate-Palmolive Co		126,272		8,979
Costco Wholesale Corp		3,536		1,998
Coty Inc, Cl A *		16,142		177
Kenvue Inc		225,765		4,533
Kraft Heinz Co/The		59,538		2,003
Lamb Weston Holdings Inc		55,226		5,106
Mondelez International Inc, Cl A		98,641		6,846
PepsiCo Inc		111,887		18,958
Walmart Inc		958		153
				56,074
Energy — 1.3%
EOG Resources Inc		45,649		5,786
EQT Corp		9,238		375
PBF Energy Inc, Cl A		38,514		2,062
Schlumberger NV, Cl A		111,197		6,483
Southwestern Energy Co *		200,758		1,295
TechnipFMC PLC		7,165		146
Transocean Ltd *		193,459		1,588
				17,735
Financials — 9.1%
Apollo Global Management Inc		36,181		3,248
Bank of America Corp		94,551		2,589
BlackRock Inc		1,784		1,153
Block Inc, Cl A *		32,003		1,416
Citigroup Inc		7,309		301
CME Group Inc, Cl A		79,658		15,949
Comerica Inc		59,823		2,486
Corebridge Financial Inc		74,387		1,469
FactSet Research Systems Inc		21,024		9,193
Fidelity National Information Services Inc, Cl B		2,591		143
First Horizon Corp		99,100		1,092
JPMorgan Chase & Co		19,185		2,782
Kinsale Capital Group Inc		2,062		854
Mastercard Inc, Cl A		45,899		18,172

SEI Institutional Managed Trust

75

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Moody's Corp		56,109	$	17,740
MSCI Inc, Cl A		22,296		11,440
Rocket Cos Inc, Cl A *		86,582		708
S&P Global Inc		29,839		10,903
Shift4 Payments Inc, Cl A *		5,335		295
Synchrony Financial		4,438		136
Unum Group		56,598		2,784
Visa Inc, Cl A		69,839		16,064
Wells Fargo & Co		7,416		303
				121,220
Health Care — 10.9%
AbbVie Inc		7,433		1,108
Acadia Healthcare Co Inc, Cl A *		55,112		3,875
AstraZeneca PLC ADR		55,109		3,732
Becton Dickinson & Co		33,516		8,665
Boston Scientific Corp *		93,898		4,958
Cardinal Health Inc		18,584		1,613
Cigna Group/The		3,615		1,034
CVS Health Corp		2,303		161
Danaher Corp, Cl A		17,668		4,383
Dexcom Inc *		7,091		661
Doximity Inc, Cl A *		49,526		1,051
Edwards Lifesciences Corp, Cl A *		3,462		240
Eli Lilly & Co		30,145		16,192
Exact Sciences Corp *		6,631		452
Gilead Sciences Inc		2,479		186
Humana Inc		17,193		8,365
Intuitive Surgical Inc *		4,684		1,369
Johnson & Johnson		76,698		11,946
McKesson Corp		28,272		12,294
Medpace Holdings Inc *		763		185
Mettler-Toledo International Inc *		4,953		5,488
Natera Inc *		138,997		6,151
Neurocrine Biosciences Inc *		1,358		153
Penumbra Inc *		6,973		1,687
Regeneron Pharmaceuticals Inc *		870		716
Tenet Healthcare Corp *		7,093		467
TransMedics Group Inc *		98,798		5,409
UnitedHealth Group Inc		69,382		34,982
Universal Health Services Inc, Cl B		3,256		409
Vaxcyte Inc *		66,530		3,392
Vertex Pharmaceuticals Inc *		13,046		4,536
				145,860
Industrials — 7.6%
3M Co		7,272		681
AMETEK Inc		12,211		1,804
Automatic Data Processing Inc		878		211
Axon Enterprise Inc *		9,125		1,816
Boeing Co/The *		2,862		549
Builders FirstSource Inc *		46,014		5,728
Carrier Global Corp		188,395		10,399

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Caterpillar Inc, Cl A		16,229	$	4,431
Ceridian HCM Holding Inc *		32,250		2,188
Cintas Corp		444		214
Copart Inc *		6,672		288
Eaton Corp PLC		14,363		3,063
Fortune Brands Innovations Inc		36,548		2,272
GFL Environmental Inc		267,076		8,482
Graco Inc		106,207		7,740
Lockheed Martin Corp		6,451		2,638
Middleby Corp/The *		56,329		7,210
NEXTracker Inc, Cl A *		3,165		127
nVent Electric PLC		25,023		1,326
Otis Worldwide Corp		89,773		7,210
Owens Corning		1,322		180
Parker-Hannifin Corp, Cl A		12,064		4,699
Paylocity Holding Corp *		3,479		632
Republic Services Inc		18,694		2,664
RTX Corp		30,047		2,162
Saia Inc *		1,406		561
Trane Technologies PLC		23,384		4,745
TransDigm Group Inc *		10,955		9,237
Vertiv Holdings Co, Cl A		64,253		2,390
WESCO International Inc		7,055		1,015
Westinghouse Air Brake Technologies Corp		44,777		4,758
				101,420
Information Technology — 36.8%
Adobe Inc *		40,615		20,710
Advanced Micro Devices Inc *		23,334		2,399
Allegro MicroSystems Inc *		39,065		1,248
Analog Devices Inc		62,341		10,915
Apple Inc		603,623		103,346
Applied Materials Inc		31,113		4,308
AppLovin Corp, Cl A *		14,284		571
Arista Networks Inc *		57,918		10,653
Autodesk Inc, Cl A *		16,602		3,435
Broadcom Inc		12,145		10,087
Cadence Design Systems Inc *		36,015		8,438
Crowdstrike Holdings Inc, Cl A *		21,855		3,658
Datadog Inc, Cl A *		32,459		2,957
DocuSign Inc, Cl A *		22,594		949
Dropbox Inc, Cl A *		1,946		53
Fair Isaac Corp *		5,771		5,012
Fortinet Inc *		20,213		1,186
Guidewire Software Inc, Cl Z *		25,608		2,305
Hewlett Packard Enterprise Co		30,465		529
HubSpot Inc *		11,996		5,908
Intel Corp		8,701		309
Intuit Inc		18,738		9,574
Jabil Inc		46,085		5,848
Keysight Technologies Inc *		885		117
KLA Corp		14,990		6,875
Manhattan Associates Inc *		13,173		2,604

76

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Marvell Technology Inc		135,269	$	7,322
Microsoft Corp		461,400		145,687
MongoDB Inc, Cl A *		548		190
NVIDIA Corp		151,930		66,088
ON Semiconductor Corp *		97,742		9,085
Oracle Corp, Cl B		148,966		15,778
Palo Alto Networks Inc *		22,875		5,363
Pegasystems Inc		20,607		895
Salesforce Inc *		1,471		298
ServiceNow Inc *		11,017		6,158
Snowflake Inc, Cl A *		2,989		457
Taiwan Semiconductor Manufacturing Co Ltd ADR		56,210		4,885
TE Connectivity Ltd		9,088		1,123
Tenable Holdings Inc *		23,203		1,039
Teradata Corp *		19,920		897
Teradyne Inc		12,221		1,228
UiPath Inc, Cl A *		90,732		1,552
				492,039
Materials — 2.4%
Air Products and Chemicals Inc		6,461		1,831
Ecolab Inc		4,671		791
Linde PLC		34,896		12,994
Martin Marietta Materials Inc, Cl A		15,492		6,359
Nucor Corp		812		127
Sherwin-Williams Co/The, Cl A		34,927		8,908
Steel Dynamics Inc		6,794		729
				31,739

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Real Estate — 0.4%
Brixmor Property Group Inc ‡		26,675	$	554
EastGroup Properties Inc ‡		12,115		2,018
Federal Realty Investment Trust ‡		4,696		426
STAG Industrial Inc ‡		57,873		1,997
				4,995
Total Common Stock
(Cost $713,485) ($ Thousands)				1,286,190
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION — 2.6%
United States Treasury Bill
5.330%, 11/30/2023 (A)	$	35,500		35,190
Total U.S. Treasury Obligation
(Cost $35,189) ($ Thousands)				35,190
	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		16,819,241		16,819
Total Cash Equivalent
(Cost $16,819) ($ Thousands)				16,819
Total Investments in Securities — 100.1%
(Cost $765,493) ($ Thousands)			$	1,338,199

A list of the open futures contracts held at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Russell 2000 Index E-MINI		7		Dec-2023	$	628	$	630	$	2
S&P 500 Index E-MINI		38		Dec-2023		8,287		8,218		(69	)
S&P Mid Cap 400 Index E-MINI		2		Dec-2023		503		504		1
					$	9,418	$	9,352	$	(66	)

SEI Institutional Managed Trust

77

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Growth Fund (Continued)

A list of the open OTC swap agreements held by the Fund at September 30, 2023, is as follows:

Total Return Swap
Counterparty	Reference Entity/ Obligation	Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Bank of America NA	United States Custom Basket of Securities	New York Federal Overnight Bank Fund Rate + 0.40%		Asset Returns		Annually		04/15/2025		USD		38,311	$	(696	)	$	–	$	(696	)
													$	(696	)	$	–	$	(696	)

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of September 30, 2023:

United States Custom Basket of Long Securities

Shares		Description	Notional Amount (Thousands)		Value (Thousands)			Percentage of Basket
	6,416	LAM RESEARCH CORP REGISTERED SHS	$	3,998	$	27,156		10.4	%
	18,179	ATLASSIAN CORP REGISTERED SHS -A-		3,691		(38,030	)	9.6
	6,898	UNITED RENTALS INC REGISTERED SHS		3,118		(60,298	)	8.1
	26,535	AGILENT TECHNOLOGIES INC REGISTERED SHS		3,076		(117,264	)	8.0
	25,760	SIMON PROPERTY GROUP INC REGISTERED SHS		2,999		(174,773	)	7.8
	89,139	VISTRA CORP REGISTERED SHS		2,934		38,941		7.7
	14,662	EQUIFAX INC REGISTERED SHS		2,886		(209,593	)	7.5
	11,978	WORKDAY INC SHS -A-		2,885		(319,866	)	7.5
	8,380	GOLDMAN SACHS GROUP INC REGISTERED SHS		2,870		(143,896	)	7.5
	26,682	EXPEDIA GROUP INC REGISTERED SHS		2,853		(111,342	)	7.4
	24,194	INTERCONTINENTAL EXCHANGE INC REGISTERED SHS		2,800		(135,934	)	7.3
	76,710	PURE STORAGE INC REGISTERED SHS -A-		2,781		(56,001	)	7.3
	39,181	CVS HEALTH CORP REGISTERED SHS		2,777		(47,317	)	7.2
	18,890	CLOROX CO REGISTERED SHS		2,762		(308,652	)	7.2
	38,512	EDISON INTERNATIONAL REGISTERED SHS		2,756		(298,347	)	7.2
	83,198	SYNCHRONY FINANCIAL REGISTERED SHS		2,706		(168,255	)	7.1
	24,794	ALLSTATE CORP REGISTERED SHS		2,697		83,596		7.0
	76,165	INVITATION HOMES INC REGISTERED SHS		2,688		(283,295	)	7.0
	27,328	ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY		2,662		(150,214	)	6.9
	14,476	AVALONBAY COMMUNITIES INC REGISTERED SHS		2,662		(159,362	)	6.9
	35,086	GODADDY INC REGISTERED SHS -A-		2,659		(52,956	)	6.9
	61,702	CITIGROUP INC REGISTERED SHS		2,635		(103,351	)	6.9
	95,871	DROPBOX INC REGISTERED SHS -A-		2,584		21,097		6.7
	67,254	INTEL CORP REGISTERED SHS		2,548		(166,474	)	6.6
	15,302	TRAVELERS COMPANIES INC REGISTERED SHS		2,522		(12,203	)	6.6
	28,367	CARDINAL HEALTH INC REGISTERED SHS		2,489		(31,918	)	6.5
	11,046	ESSEX PROPERTY TRUST REGISTERED SHS		2,488		(126,726	)	6.5
	210,885	KEYCORP REGISTERED SHS		2,472		(218,644	)	6.4
	11,539	BOEING CO REGISTERED SHS		2,401		(194,928	)	6.3
	9,548	VERISK ANALYTICS INC REGISTERED SHS		2,345		(92,354	)	6.1
	29,904	PULTEGROUP INC REGISTERED SHS		2,281		(66,676	)	6.0
	18,389	AGCO CORP REGISTERED SHS		2,260		(91,587	)	5.9
	63,129	NUTANIX INC REGISTERED SHS -A-		2,234		(37,505	)	5.8
	47,571	VENTAS INC REGISTERED SHS		2,123		(133,636	)	5.5
	26,205	TOLL BROTHERS INC REGISTERED SHS		2,041		(107,001	)	5.3
	208,209	VIATRIS INC REGISTERED SHS		2,034		13,729		5.3
	34,282	ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS		2,033		(12,536	)	5.3
	98,743	NEWS CORP REGISTERED SHS -A-		2,003		(17,115	)	5.2
	101,314	LIBERTY GLOBAL PLC REGISTERED SHS -C-		1,992		(115,876	)	5.2
	25,464	TEXTRON INC REGISTERED SHS		1,941		45,929		5.1
	23,839	ELASTIC N.V. BEARER AND REGISTERED SHARES		1,866		71,317		4.9
	108,252	NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS		1,865		(85,338	)	4.9
	38,526	UBER TECHNOLOGIES INC REGISTERED SHS		1,831		(64,901	)	4.8
	50,386	DENTSPLY SIRONA INC REGISTERED SHS		1,791		(67,790	)	4.7

78

SEI Institutional Managed Trust

Shares		Description	Notional Amount (Thousands)		Value (Thousands)			Percentage of Basket
	15,380	LENNAR CORP REGISTERED SHS -A-	$	1,765	$	(43,169	)	4.6	%
	4,639	EVEREST GROUP LTD REGISTERED SHS		1,759		(11,620	)	4.6
	43,048	US FOODS HOLDING CORP REGISTERED SHS		1,747		(42,322	)	4.6
	24,028	MICRON TECHNOLOGY INC REGISTERED SHS		1,679		(48,590	)	4.4
	2,402	CABLE ONE INC REGISTERED SHS		1,492		(16,341	)	3.9
	23,575	INCYTE CORP REGISTERED SHS		1,475		(117,615	)	3.8
	95,407	CARNIVAL CORPORATION SHS		1,449		(143,472	)	3.8
	7,878	SNOWFLAKE INC REGISTERED SHS -A-		1,279		(78,790	)	3.3
	60,475	TECHNIPFMC PLC REGISTERED SHS		1,262		(34,253	)	3.3
	30,014	SMARTSHEET INC REGISTERED SHS -A-		1,261		(50,861	)	3.3
	57,406	EXELIXIS INC REGISTERED SHS		1,252		(811	)	3.3
	3,386	MONGODB INC REGISTERED SHS -A-		1,226		(59,212	)	3.2
	165,924	ADT INC REGISTERED SHS		1,012		(13,451	)	2.6
	10,354	MOHAWK INDUSTRIES INC REGISTERED SHS		969		(84,118	)	2.5
	2,355	NETFLIX INC REGISTERED SHS		935		(49,579	)	2.4
	13,078	CENTENE CORP REGISTERED SHS		887		15,957		2.3
	74,227	COTY INC REGISTERED SHS -A-		884		(71,740	)	2.3
	3,988	UNITED THERAPEUTICS CORP REGISTERED SHS		878		20,636		2.3
	25,691	THE KRAFT HEINZ COMPANY REGISTERED SHS		859		14,642		2.2
	8,700	WYNN RESORTS LTD REGISTERED SHS		844		(53,462	)	2.2
	26,982	ALKERMES PLC REGISTERED SHS		799		(44,937	)	2.1
	7,078	D.R. HORTON INC REGISTERED SHS		795		(36,451	)	2.1
	6,430	GENERAL ELECTRIC CO REGISTERED SHS		743		(33,336	)	1.9
	5,701	SAREPTA THERAPEUTICS INC REGISTERED SHS		675		14,696		1.8
	4,163	ZSCALER INC REGISTERED SHS		650		(3,862	)	1.7
	11,113	PBF ENERGY INC REGISTERED SHS -A-		599		(5,787	)	1.6
	3,764	NUCOR CORP REGISTERED SHS		585		4,119		1.5
	12,644	EBAY INC REGISTERED SHS		563		(7,485	)	1.5
	4,876	NEUROCRINE BIOSCIENCES INC REGISTERED SHS		548		(976	)	1.4
	29,642	ZOOMINFO TECHNOLOGIES INC REGISTERED SHS -A-		510		(27,967	)	1.3
	10,883	TAYLOR MORRISON HOME CORPORATION REGISTERED SHS		486		(24,579	)	1.3
	663	BLACKROCK INC REGISTERED SHS		462		(32,699	)	1.2
	17,499	PINTEREST INC REGISTERED SHS -A-		450		27,015		1.2
	161	AUTOZONE INC REGISTERED SHS		407		830		1.1

United States Custom Basket of Short Securities

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket
	(16,662	)	CELANESE CORP REGISTERED SHS	$	(2,137	)	$	51		(5.6	)%
	(17,283	)	EXXON MOBIL CORP REGISTERED SHS		(2,017	)		(11	)	(5.3	)
	(18,163	)	RAYMOND JAMES FINANCIAL INC REGISTERED SHS		(1,956	)		129		(5.1	)
	(13,453	)	WILLIAMS-SONOMA INC REGISTERED SHS		(1,937	)		(163	)	(5.1	)
	(29,873	)	KKR & CO INC REGISTERED SHS		(1,924	)		88		(5.0	)
	(69,517	)	FIFTH THIRD BANCORP REGISTERED SHS		(1,908	)		128		(5.0	)
	(7,237	)	ICON PLC REGISTERED SHS		(1,894	)		117		(4.9	)
	(11,940	)	FIVE BELOW INC REGISTERED SHS		(1,875	)		(41	)	(4.9	)
	(50,636	)	ZIONS BANCORPORATION NA REGISTERED SHS		(1,869	)		109		(4.9	)
	(104,088	)	REGIONS FINANCIAL CORP REGISTERED SHS		(1,869	)		59		(4.9	)
	(28,151	)	HASBRO INC REGISTERED SHS		(1,868	)		11		(4.9	)
	(13,418	)	AMERICAN WATER WORKS CO INC REGISTERED SHS		(1,864	)		207		(4.9	)
	(15,037	)	CONOCOPHILLIPS REGISTERED SHS		(1,858	)		52		(4.8	)
	(14,463	)	PNC FINANCIAL SERVICES GROUP INC REGISTERED SHS		(1,827	)		57		(4.8	)
	(29,004	)	W.P. CAREY INC REGISTERED SHS		(1,822	)		232		(4.8	)
	(151,737	)	NEW YORK COMMUNITY BANCORP INC REGISTERED SHS		(1,735	)		16		(4.5	)
	(9,932	)	FIRST SOLAR INC REGISTERED SHS		(1,729	)		129		(4.5	)
	(21,652	)	COSTAR GROUP INC REGISTERED SHS		(1,713	)		52		(4.5	)
	(23,492	)	NORTHERN TRUST CORP REGISTERED SHS		(1,708	)		63		(4.5	)
	(13,486	)	SUN COMMUNITIES INC REGISTERED SHS		(1,696	)		91		(4.4	)
	(10,831	)	JACK HENRY & ASSOCIATES INC REGISTERED SHS		(1,673	)		35		(4.4	)
	(101,812	)	SPIRIT AEROSYSTEMS HOLDINGS INC SHS -A-		(1,631	)		(7	)	(4.3	)

SEI Institutional Managed Trust

79

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Growth Fund (Concluded)

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket
	(30,017	)	REALTY INCOME CORP REGISTERED SHS	$	(1,624	)	$	121		(4.2)	%
	(9,298	)	CHART INDUSTRIES INC REGISTERED SHS		(1,595	)		26		(4.2	)
	(7,075	)	MARKETAXESS HOLDING INC REGISTERED SHS		(1,589	)		82		(4.1	)
	(4,225	)	TYLER TECHNOLOGIES INC REGISTERED SHS		(1,586	)		(43	)	(4.1	)
	(17,247	)	LIBERTY BROADBAND CORP REGISTERED SHS SERIES -C-		(1,584	)		11		(4.1	)
	(86,715	)	VF CORP REGISTERED SHS		(1,575	)		18		(4.1	)
	(16,933	)	ENTEGRIS INC REGISTERED SHS		(1,558	)		(29	)	(4.1	)
	(7,830	)	ASPEN TECHNOLOGY INC REGISTERED SHS		(1,544	)		(52	)	(4.0	)
	(23,712	)	TREX COMPANY INC REGISTERED SHS		(1,539	)		81		(4.0	)
	(10,919	)	SOLAREDGE TECHNOLOGIES INC REGISTERED SHS		(1,532	)		127		(4.0	)
	(15,805	)	CULLEN/FROST BANKERS INC REGISTERED SHS		(1,518	)		80		(4.0	)
	(54,491	)	HP INC REGISTERED SHS		(1,490	)		78		(3.9	)
	(6,040	)	RBC BEARINGS INC REGISTERED SHS		(1,451	)		40		(3.8	)
	(24,337	)	AGREE REALTY CORP REGISTERED SHS		(1,447	)		101		(3.8	)
	(45,260	)	NEW FORTRESS ENERGY INC REGISTERED SHS -A-		(1,426	)		(59	)	(3.7	)
	(37,632	)	ESSENTIAL UTILITIES INC REGISTERED SHS		(1,419	)		130		(3.7	)
	(3,436	)	SAIA INC REGISTERED SHS		(1,398	)		32		(3.6	)
	(84,020	)	HEALTHCARE REALTY TRUST INCORPORATED SHS -A-		(1,387	)		108		(3.6	)
	(11,713	)	GENERAC HOLDINGS INC REGISTERED SHS		(1,308	)		35		(3.4	)
	(22,844	)	PROSPERITY BANCSHARES INC REGISTERED SHS		(1,299	)		43		(3.4	)
	(13,002	)	LAMB WESTON HOLDINGS INC REGISTERED SHS		(1,295	)		96		(3.4	)
	(10,611	)	CHURCHILL DOWNS INC REGISTERED SHS		(1,269	)		41		(3.3	)
	(171,710	)	NU HOLDINGS LIMITED REGISTERED SHS -A-		(1,264	)		23		(3.3	)
	(148,142	)	PLUG POWER INC REGISTERED SHS		(1,262	)		141		(3.3	)
	(5,150	)	PIONEER NATURAL RESOURCES COMPANY REGISTERED SHS		(1,205	)		16		(3.1	)
	(24,158	)	COMMERCE BANCSHARES INC REGISTERED SHS		(1,172	)		9		(3.1	)
	(21,121	)	INTRA-CELLULAR THERAPIES INC REGISTERED SHS		(1,162	)		65		(3.0	)
	(4,055	)	ERIE INDEMNITY CO SHS -A-		(1,158	)		(32	)	(3.0	)
	(21,094	)	NOBLE CORPORATION PLC REGISTERED SHS -A-		(1,118	)		74		(2.9	)
	(20,898	)	IAC INC REGISTERED SHS		(1,105	)		55		(2.9	)
	(5,568	)	CELSIUS HOLDINGS INC REGISTERED SHS		(1,100	)		147		(2.9	)
	(2,142	)	ROPER TECHNOLOGIES INC REGISTERED SHS		(1,062	)		27		(2.8	)
	(5,256	)	PRIMERICA INC REGISTERED SHS		(1,058	)		41		(2.8	)
	(6,137	)	SPS COMMERCE INC REGISTERED SHS		(1,080	)		35		(2.8	)
	(5,267	)	GLOBANT S.A. REGISTERED SHS		(1,057	)		17		(2.8	)
	(19,006	)	THE SCOTTS MIRACLE-GRO CO SHS -A-		(1,046	)		67		(2.7	)
	(28,102	)	SPIRIT REALTY CAPITAL INC REGISTERED SHS		(1,023	)		65		(2.7	)
	(5,763	)	LANCASTER COLONY CORP REGISTERED SHS		(994	)		40		(2.6	)
	(5,718	)	FABRINET BEARER SHS		(866	)		(86	)	(2.3	)
	(143,250	)	LUCID GROUP INC REGISTERED SHS		(848	)		50		(2.2	)
	(5,342	)	NOVANTA INC REGISTERED SHS		(837	)		73		(2.2	)
	(14,781	)	PARSONS CORPORATION REGISTERED SHS		(812	)		9		(2.1	)
	(4,642	)	MSA SAFETY INC REGISTERED SHS		(800	)		71		(2.1	)
	(8,699	)	BOK FINANCIAL CORP REGISTERED SHS		(726	)		32		(1.9	)
	(6,440	)	ROYAL GOLD INC REGISTERED SHS		(725	)		42		(1.9	)
	(3,963	)	KARUNA THERAPEUTICS INC REGISTERED SHS		(717	)		49		(1.9	)
	(6,342	)	DICK'S SPORTING GOODS INC REGISTERED SHS		(712	)		25		(1.9	)
	(9,360	)	BJ'S WHOLESALE CLUB HOLDINGS INC REGISTERED SHS		(683	)		15		(1.8	)
	(1,851	)	BERKSHIRE HATHAWAY INC REGISTERED SHS -B-		(681	)		69		(1.8	)
	(3,116	)	CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS		(648	)		39		(1.7	)
	(56,103	)	CCC INTELLIGENT SOLUTIONS HOLDINGS INC REGISTERED		(646	)		(102	)	(1.7	)
	(5,961	)	TEXAS ROADHOUSE INC REGISTERED SHS		(603	)		29		(1.6	)
	(12,610	)	WOLFSPEED INC REGISTERED SHS		(551	)		72		(1.4	)
	(44,862	)	ROIVANT SCIENCES LIMITED REGISTERED SHS		(506	)		(16	)	(1.3	)
	(11,689	)	WEBSTER FINANCIAL CORP (CONN) REGISTERED SHS		(487	)		17		(1.3	)
	(22,716	)	ANNALY CAPITAL MANAGEMENT INC REGISTERED SHS		(467	)		26		(1.2	)
	(1,998	)	STERIS PLC REGISTERED SHS		(459	)		20		(1.2	)
	(1,591	)	MEDPACE HOLDINGS INC REGISTERED SHS		(445	)		143		(1.2	)

80

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $1,336,600 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
‡	Real Estate Investment Trust.
(A)	Interest rate represents the security's effective yield at the time of purchase.

The following is a summary of the level of inputs used as of September 30, 2023, 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		1,286,190		–		–		1,286,190
U.S. Treasury Obligation		–		35,190		–		35,190
Cash Equivalent		16,819		–		–		16,819
Total Investments in Securities		1,303,009		35,190		–		1,338,199

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		3			–			–		3
Unrealized Depreciation		(69	)		–			–		(69	)
OTC Swap
Total Return Swap*
Unrealized Depreciation		–			(696	)		–		(696	)
Total Other Financial Instruments		(66	)		(696	)		–		(762	)

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

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 September 30, 2023, ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	45	$	25,207	$	(25,252	)	$	—	$	—	$	—	$	52	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		13,898		304,067		(301,146	)		—		—		16,819		780		—
Totals	$	13,943	$	329,274	$	(326,398	)	$	–	$	—	$	16,819	$	832	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

81

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contract, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 96.6%
Communication Services — 8.2%
Activision Blizzard Inc		17,881	$	1,674
Alphabet Inc, Cl A *		146,260		19,140
Alphabet Inc, Cl C *		125,175		16,504
AMC Entertainment Holdings Inc, Cl A *		1,563		13
AT&T Inc		176,101		2,645
Cable One Inc		138		85
Charter Communications Inc, Cl A *		2,472		1,087
Comcast Corp, Cl A		100,676		4,464
DISH Network Corp, Cl A *		6,511		38
Electronic Arts Inc		6,706		807
Fox Corp, Cl A		6,431		201
Fox Corp, Cl B		3,400		98
Frontier Communications Parent Inc *		6,000		94
GCI Liberty Inc *		2,200		—
IAC Inc *		1,798		91
Interpublic Group of Cos Inc/The		9,400		269
Iridium Communications Inc		3,200		146
Liberty Broadband Corp, Cl A *		400		36
Liberty Broadband Corp, Cl C *		2,858		261
Liberty Media -Liberty Formula One, Cl A *		500		28
Liberty Media -Liberty Formula One, Cl C *		4,700		293
Liberty Media -Liberty Live, Cl A *		521		17
Liberty Media -Liberty Live, Cl C *		1,209		39
Liberty Media -Liberty SiriusXM *		3,998		102
Liberty Media -Liberty SiriusXM, Cl A *		2,000		51
Live Nation Entertainment Inc *		3,790		315
Madison Square Garden Sports Corp		496		87
Match Group Inc *		6,799		266
Meta Platforms Inc, Cl A *		54,474		16,354
Netflix Inc *		10,829		4,089
New York Times Co/The, Cl A		4,012		165
News Corp, Cl A		9,400		189
News Corp, Cl B		2,800		58

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Nexstar Media Group Inc, Cl A		800	$	115
Omnicom Group Inc		4,826		359
Paramount Global, Cl A		219		3
Paramount Global, Cl B		14,353		185
Pinterest Inc, Cl A *		14,776		399
Playtika Holding Corp *		637		6
ROBLOX Corp, Cl A *		11,200		324
Roku Inc, Cl A *		3,045		215
Sirius XM Holdings Inc (A)		16,018		72
Spotify Technology SA *		3,460		535
Take-Two Interactive Software Inc, Cl A *		4,104		576
TKO Group Holdings Inc		1,100		93
T-Mobile US Inc		13,114		1,837
Trade Desk Inc/The, Cl A *		10,851		848
TripAdvisor Inc *		2,600		43
Verizon Communications Inc		103,479		3,354
Walt Disney Co/The *		44,944		3,643
Warner Bros Discovery Inc *		54,020		587
ZoomInfo Technologies Inc, Cl A *		7,500		123
				83,023
Consumer Discretionary — 10.4%
ADT Inc		5,828		35
Advance Auto Parts Inc		1,517		85
Airbnb Inc, Cl A *		10,000		1,372
Amazon.com Inc, Cl A *		221,692		28,182
Aptiv PLC *		6,653		656
Aramark		5,891		204
AutoNation Inc *		694		105
AutoZone Inc *		453		1,151
Bath & Body Works Inc		5,600		189
Best Buy Co Inc		4,880		339
Booking Holdings Inc *		934		2,880
BorgWarner Inc		5,700		230
Boyd Gaming Corp		1,800		110
Bright Horizons Family Solutions Inc *		1,400		114
Brunswick Corp/DE		1,800		142
Burlington Stores Inc *		1,553		210
Caesars Entertainment Inc *		5,000		232
Capri Holdings Ltd *		2,800		147
CarMax Inc *		3,900		276
Carnival Corp *		24,327		334
Carter's Inc		1,000		69
Cava Group Inc *		400		12
Chipotle Mexican Grill Inc, Cl A *		683		1,251
Choice Hotels International Inc		728		89
Churchill Downs Inc		1,722		200
Columbia Sportswear Co		900		67
Coupang Inc, Cl A *		26,800		456
Crocs Inc *		1,500		132
Darden Restaurants Inc		2,999		430
Deckers Outdoor Corp *		601		309
Dick's Sporting Goods Inc		1,492		162

82

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Domino's Pizza Inc		860	$	326
DoorDash Inc, Cl A *		7,364		585
DR Horton Inc		7,638		821
DraftKings Inc, Cl A *		10,400		306
eBay Inc		13,106		578
Etsy Inc *		3,104		200
Expedia Group Inc *		3,524		363
Five Below Inc *		1,383		223
Floor & Decor Holdings Inc, Cl A *		2,600		235
Ford Motor Co		96,385		1,197
GameStop Corp, Cl A *(A)		6,900		114
Gap Inc/The		5,300		56
Garmin Ltd		3,757		395
General Motors Co		33,749		1,113
Gentex Corp		5,935		193
Genuine Parts Co		3,476		502
Grand Canyon Education Inc *		800		94
H&R Block Inc		3,700		159
Harley-Davidson Inc, Cl A		3,300		109
Hasbro Inc		3,202		212
Hilton Worldwide Holdings Inc		6,284		944
Home Depot Inc/The		24,946		7,538
Hyatt Hotels Corp, Cl A		1,094		116
Kohl's Corp		3,025		63
Las Vegas Sands Corp		8,246		378
Lear Corp		1,494		201
Leggett & Platt Inc		3,200		81
Lennar Corp, Cl A		6,089		683
Lennar Corp, Cl B		350		36
Lithia Motors Inc, Cl A		630		186
LKQ Corp		6,588		326
Lowe's Cos Inc		14,426		2,998
Lucid Group Inc *(A)		19,400		108
Lululemon Athletica Inc *		2,748		1,060
Macy's Inc		7,100		82
Marriott International Inc/MD, Cl A		6,055		1,190
Marriott Vacations Worldwide Corp		900		91
Mattel Inc *		8,700		192
McDonald's Corp		17,961		4,732
MGM Resorts International *		7,153		263
Mister Car Wash Inc *		2,100		12
Mohawk Industries Inc *		1,332		114
Murphy USA Inc		500		171
Newell Brands Inc, Cl B		10,070		91
NIKE Inc, Cl B		29,244		2,796
Nordstrom Inc		3,000		45
Norwegian Cruise Line Holdings Ltd *		10,263		169
NVR Inc *		75		447
Ollie's Bargain Outlet Holdings Inc *		1,561		120
O'Reilly Automotive Inc *		1,450		1,318
Peloton Interactive Inc, Cl A *		7,927		40
Penn Entertainment Inc *		3,800		87

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Penske Automotive Group Inc, Cl A		500	$	84
Petco Health & Wellness Co Inc, Cl A *		2,300		9
Phinia Inc		1,200		32
Planet Fitness Inc, Cl A *		2,200		108
Polaris Inc		1,331		139
Pool Corp		921		328
PulteGroup Inc		5,300		392
PVH Corp		1,549		119
QuantumScape Corp, Cl A *(A)		6,600		44
Ralph Lauren Corp, Cl A		984		114
RH *		453		120
Rivian Automotive Inc, Cl A *		16,200		393
Ross Stores Inc		8,244		931
Royal Caribbean Cruises Ltd *		5,823		537
Service Corp International/US		3,700		211
Skechers USA Inc, Cl A *		3,253		159
Starbucks Corp		27,701		2,528
Tapestry Inc		5,908		170
Tempur Sealy International Inc		4,100		178
Tesla Inc *		67,873		16,983
Texas Roadhouse Inc, Cl A		1,700		163
Thor Industries Inc		1,300		124
TJX Cos Inc/The		28,359		2,521
Toll Brothers Inc		2,700		200
TopBuild Corp *		758		191
Tractor Supply Co		2,701		548
Travel + Leisure Co		1,763		65
Ulta Beauty Inc *		1,230		491
Under Armour Inc, Cl A *		4,815		33
Under Armour Inc, Cl C *		5,600		36
Vail Resorts Inc		970		215
Valvoline Inc		4,000		129
VF Corp		8,964		158
Victoria's Secret & Co *		2,266		38
Wayfair Inc, Cl A *		2,023		123
Wendy's Co/The		4,200		86
Whirlpool Corp		1,338		179
Williams-Sonoma Inc		1,600		249
Wingstop Inc, Cl A		700		126
Wyndham Hotels & Resorts Inc		2,063		143
Wynn Resorts Ltd		2,615		242
YETI Holdings Inc *		2,100		101
Yum! Brands Inc		6,909		863
				105,232
Consumer Staples — 6.0%
Albertsons Cos Inc, Cl A		10,300		234
Altria Group Inc		43,950		1,848
Archer-Daniels-Midland Co		13,088		987
BJ's Wholesale Club Holdings Inc *		3,300		236
Boston Beer Co Inc/The, Cl A *		240		93
Brown-Forman Corp, Cl A		1,240		72
Brown-Forman Corp, Cl B		4,622		267

SEI Institutional Managed Trust

83

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Bunge Ltd		3,700	$	401
Campbell Soup Co		4,700		193
Casey's General Stores Inc		896		243
Celsius Holdings Inc *		1,200		206
Church & Dwight Co Inc		6,010		551
Clorox Co/The		3,071		402
Coca-Cola Co/The		95,794		5,363
Colgate-Palmolive Co		20,179		1,435
Conagra Brands Inc		11,849		325
Constellation Brands Inc, Cl A		3,986		1,002
Costco Wholesale Corp		10,864		6,138
Coty Inc, Cl A *		9,339		102
Darling Ingredients Inc *		3,823		200
Dollar General Corp		5,445		576
Dollar Tree Inc *		5,156		549
Estee Lauder Cos Inc/The, Cl A		5,780		835
Flowers Foods Inc		4,900		109
Freshpet Inc *		1,200		79
General Mills Inc		14,461		925
Grocery Outlet Holding Corp *		2,300		66
Hershey Co/The		3,642		729
Hormel Foods Corp		7,037		268
Ingredion Inc		1,610		158
J M Smucker Co/The		2,454		302
Kellanova		6,485		386
Kenvue Inc		42,554		854
Keurig Dr Pepper Inc		23,385		738
Kimberly-Clark Corp		8,290		1,002
Kraft Heinz Co/The		19,749		664
Kroger Co/The		15,988		715
Lamb Weston Holdings Inc		3,600		333
McCormick & Co Inc/MD		6,182		468
Molson Coors Beverage Co, Cl B		4,395		279
Mondelez International Inc, Cl A		33,446		2,321
Monster Beverage Corp *		18,278		968
Olaplex Holdings Inc *		3,500		7
PepsiCo Inc		33,930		5,749
Performance Food Group Co *		3,800		224
Philip Morris International Inc		38,163		3,533
Pilgrim's Pride Corp *		900		21
Post Holdings Inc *		1,307		112
Procter & Gamble Co/The		57,930		8,450
Reynolds Consumer Products Inc		1,500		38
Seaboard Corp		6		22
Spectrum Brands Holdings Inc		1,057		83
Sysco Corp, Cl A		12,463		823
Target Corp, Cl A		11,302		1,250
Tyson Foods Inc, Cl A		6,908		349
US Foods Holding Corp *		5,497		218
Walgreens Boots Alliance Inc		17,841		397
Walmart Inc		35,071		5,609
				60,507

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Energy — 4.5%
Antero Midstream Corp		8,900	$	107
Antero Resources Corp *		6,900		175
APA Corp		7,600		312
Baker Hughes Co, Cl A		24,902		879
Cheniere Energy Inc		5,973		991
Chesapeake Energy Corp		3,200		276
Chevron Corp		43,499		7,335
ConocoPhillips		29,804		3,570
Coterra Energy Inc		18,314		495
Devon Energy Corp		15,761		752
Diamondback Energy Inc, Cl A		4,429		686
DT Midstream Inc		2,506		133
EOG Resources Inc		14,482		1,836
EQT Corp		8,767		356
Exxon Mobil Corp		98,571		11,590
Halliburton Co		22,045		893
Hess Corp		6,849		1,048
HF Sinclair Corp		3,400		194
Kinder Morgan Inc		48,134		798
Marathon Oil Corp		15,492		414
Marathon Petroleum Corp		10,412		1,576
New Fortress Energy Inc, Cl A		1,500		49
NOV Inc		9,700		203
Occidental Petroleum Corp		17,123		1,111
ONEOK Inc		10,961		695
Ovintiv Inc		6,200		295
Phillips 66		11,362		1,365
Pioneer Natural Resources Co		5,674		1,302
Range Resources Corp		5,800		188
Schlumberger NV, Cl A		35,075		2,045
Southwestern Energy Co *		26,600		172
Targa Resources Corp		5,500		471
TechnipFMC PLC		10,700		218
Texas Pacific Land Corp		149		272
Valero Energy Corp		8,674		1,229
Williams Cos Inc/The		29,873		1,006
				45,037
Financials — 12.7%
Affiliated Managers Group Inc		871		113
Affirm Holdings Inc, Cl A *		5,600		119
Aflac Inc		14,746		1,132
AGNC Investment Corp ‡		14,928		141
Allstate Corp/The		6,480		722
Ally Financial Inc		6,658		178
American Express Co		14,514		2,165
American Financial Group Inc/OH		1,843		206
American International Group Inc		17,803		1,079
Ameriprise Financial Inc		2,536		836
Annaly Capital Management Inc ‡		12,193		229
Aon PLC, Cl A		4,947		1,604
Apollo Global Management Inc		12,847		1,153

84

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Arch Capital Group Ltd *		8,789	$	701
Ares Management Corp, Cl A		4,000		411
Arthur J Gallagher & Co		5,205		1,186
Assurant Inc		1,300		187
Assured Guaranty Ltd		1,414		86
Axis Capital Holdings Ltd		2,023		114
Bank of America Corp		171,402		4,693
Bank of New York Mellon Corp/The		19,185		818
Bank OZK		2,600		96
Berkshire Hathaway Inc, Cl B *		45,020		15,770
BlackRock Inc		3,619		2,340
Blackstone Inc, Cl A		17,499		1,875
Block Inc, Cl A *		13,253		587
Blue Owl Capital Inc, Cl A		10,800		140
BOK Financial Corp		700		56
Brighthouse Financial Inc *		1,700		83
Brown & Brown Inc		5,800		405
Capital One Financial Corp		9,263		899
Carlyle Group Inc/The		5,300		160
Cboe Global Markets Inc		2,600		406
Charles Schwab Corp/The		36,427		2,000
Chubb Ltd		10,110		2,105
Cincinnati Financial Corp		3,800		389
Citigroup Inc		47,780		1,965
Citizens Financial Group Inc		11,559		310
CME Group Inc, Cl A		8,833		1,769
CNA Financial Corp		752		30
Coinbase Global Inc, Cl A *		4,100		308
Columbia Banking System Inc		5,366		109
Comerica Inc		3,253		135
Commerce Bancshares Inc/MO		2,824		135
Corebridge Financial Inc		3,900		77
Credit Acceptance Corp, Cl A *		136		63
Cullen/Frost Bankers Inc		1,514		138
Discover Financial Services		6,071		526
East West Bancorp Inc		3,500		184
Equitable Holdings Inc		8,700		247
Euronet Worldwide Inc *		1,200		95
Evercore Inc, Cl A		883		122
Everest Group Ltd		1,016		378
FactSet Research Systems Inc		985		431
Fidelity National Financial Inc		6,410		265
Fidelity National Information Services Inc, Cl B		14,519		802
Fifth Third Bancorp		16,600		420
First American Financial Corp		2,500		141
First Citizens BancShares Inc/NC, Cl A		290		400
First Hawaiian Inc		3,000		54
First Horizon Corp		13,200		145
Fiserv Inc, Cl A *		14,928		1,686
FleetCor Technologies Inc *		1,711		437
FNB Corp/PA		9,200		99

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Franklin Resources Inc		6,900	$	170
Global Payments Inc		6,377		736
Globe Life Inc		2,201		239
Goldman Sachs Group Inc/The		7,940		2,569
Hanover Insurance Group Inc/The, Cl A		926		103
Hartford Financial Services Group Inc/The		7,559		536
Houlihan Lokey Inc, Cl A		1,300		139
Huntington Bancshares Inc/OH		35,138		365
Interactive Brokers Group Inc, Cl A		2,421		210
Intercontinental Exchange Inc		13,912		1,531
Invesco Ltd		8,762		127
Jack Henry & Associates Inc		1,794		271
Janus Henderson Group PLC		3,200		83
Jefferies Financial Group Inc		4,600		168
JPMorgan Chase & Co		71,045		10,303
Kemper Corp, Cl A		1,455		61
KeyCorp		23,188		249
Kinsale Capital Group Inc		500		207
KKR & Co Inc		15,900		979
Lazard Ltd, Cl A		2,900		90
Lincoln National Corp		4,077		101
Loews Corp		4,489		284
LPL Financial Holdings Inc		1,892		450
M&T Bank Corp		4,077		516
Markel Group Inc *		320		471
MarketAxess Holdings Inc		875		187
Marsh & McLennan Cos Inc		12,195		2,321
Mastercard Inc, Cl A		20,595		8,154
MetLife Inc		15,915		1,001
MGIC Investment Corp		7,100		118
Moody's Corp		3,856		1,219
Morgan Stanley		29,562		2,414
Morningstar Inc, Cl A		600		141
MSCI Inc, Cl A		1,887		968
Nasdaq Inc, Cl A		8,400		408
New York Community Bancorp Inc		17,900		203
Northern Trust Corp		5,050		351
NU Holdings Ltd, Cl A *		56,400		409
Old Republic International Corp		6,700		180
OneMain Holdings Inc, Cl A		2,681		107
PayPal Holdings Inc *		27,620		1,615
Pinnacle Financial Partners Inc		1,900		127
PNC Financial Services Group Inc/The		9,756		1,198
Popular Inc		1,700		107
Primerica Inc		881		171
Principal Financial Group Inc, Cl A		5,934		428
Progressive Corp/The		14,407		2,007
Prosperity Bancshares Inc		2,100		115
Prudential Financial Inc		8,962		850
Raymond James Financial Inc		4,605		462
Regions Financial Corp		22,912		394
Reinsurance Group of America Inc, Cl A		1,624		236

SEI Institutional Managed Trust

85

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
RenaissanceRe Holdings Ltd		1,175	$	233
Rithm Capital Corp ‡		11,640		108
RLI Corp		1,000		136
Robinhood Markets Inc, Cl A *		16,100		158
Rocket Cos Inc, Cl A *		2,800		23
Ryan Specialty Holdings Inc, Cl A *		2,200		106
S&P Global Inc		7,851		2,869
SEI Investments Co †		2,500		151
Shift4 Payments Inc, Cl A *		1,300		72
SLM Corp		5,340		73
SoFi Technologies Inc *		22,300		178
Starwood Property Trust Inc ‡		7,100		137
State Street Corp		7,809		523
Stifel Financial Corp		2,500		154
Synchrony Financial		10,168		311
Synovus Financial Corp		3,600		100
T Rowe Price Group Inc		5,471		574
TFS Financial Corp		1,417		17
Toast Inc, Cl A *		8,600		161
TPG Inc, Cl A		1,700		51
Tradeweb Markets Inc, Cl A		2,800		225
Travelers Cos Inc/The		5,670		926
Truist Financial Corp		32,527		931
Unum Group		4,775		235
US Bancorp		37,680		1,246
UWM Holdings Corp		2,800		14
Virtu Financial Inc, Cl A		2,400		41
Visa Inc, Cl A		39,819		9,159
Voya Financial Inc		2,400		159
W R Berkley Corp		4,950		314
Webster Financial Corp		4,268		172
Wells Fargo & Co		90,315		3,690
Western Alliance Bancorp		2,800		129
Western Union Co/The		9,000		119
WEX Inc *		995		187
White Mountains Insurance Group Ltd		34		51
Willis Towers Watson PLC		2,604		544
Wintrust Financial Corp		1,500		113
XP Inc, Cl A		8,100		187
Zions Bancorp NA		3,500		122
				128,203
Health Care — 12.8%
10X Genomics Inc, Cl A *		2,398		99
Abbott Laboratories		42,633		4,129
AbbVie Inc		43,385		6,467
Acadia Healthcare Co Inc, Cl A *		2,300		162
Agilent Technologies Inc		7,254		811
agilon health Inc *		7,170		127
Align Technology Inc *		1,851		565
Alnylam Pharmaceuticals Inc *		3,027		536
Amedisys Inc *		800		75
Amgen Inc, Cl A		13,145		3,533

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Apellis Pharmaceuticals Inc *		2,400	$	91
Avantor Inc *		16,820		355
Azenta Inc *		1,700		85
Baxter International Inc		12,365		467
Becton Dickinson & Co		7,009		1,812
Biogen Inc *		3,559		915
BioMarin Pharmaceutical Inc *		4,567		404
Bio-Rad Laboratories Inc, Cl A *		556		199
Bio-Techne Corp		3,896		265
Boston Scientific Corp *		35,338		1,866
Bristol-Myers Squibb Co		51,736		3,003
Bruker Corp		2,600		162
Cardinal Health Inc		6,200		538
Catalent Inc *		4,423		201
Cencora Inc, Cl A		3,995		719
Centene Corp *		13,281		915
Certara Inc *		3,100		45
Charles River Laboratories International Inc *		1,203		236
Chemed Corp		392		204
Cigna Group/The		7,150		2,045
Cooper Cos Inc/The, Cl A		1,168		371
CVS Health Corp		31,508		2,200
Danaher Corp, Cl A		16,234		4,028
DaVita Inc *		1,300		123
DENTSPLY SIRONA Inc		5,300		181
Dexcom Inc *		9,472		884
Doximity Inc, Cl A *		2,900		62
Edwards Lifesciences Corp, Cl A *		14,747		1,022
Elanco Animal Health Inc *		11,877		133
Elevance Health Inc		5,832		2,539
Eli Lilly & Co		20,870		11,210
Encompass Health Corp		2,400		161
Enovis Corp *		1,366		72
Envista Holdings Corp *		4,000		112
Exact Sciences Corp *		4,400		300
Exelixis Inc *		7,800		170
Fortrea Holdings Inc *		2,301		66
GE HealthCare Technologies Inc		9,604		653
Gilead Sciences Inc		30,744		2,304
Globus Medical Inc, Cl A *		3,000		149
HCA Healthcare Inc		5,004		1,231
Henry Schein Inc *		3,147		234
Hologic Inc *		5,900		409
Horizon Therapeutics Plc *		5,500		636
Humana Inc		3,104		1,510
ICON PLC *		2,000		492
ICU Medical Inc *		519		62
IDEXX Laboratories Inc *		2,023		885
Illumina Inc *		3,928		539
Incyte Corp *		4,543		262
Inspire Medical Systems Inc *		700		139

86

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Insulet Corp *		1,719	$	274
Integra LifeSciences Holdings Corp *		1,900		73
Intuitive Surgical Inc *		8,583		2,509
Ionis Pharmaceuticals Inc *		3,500		159
IQVIA Holdings Inc *		4,505		886
Jazz Pharmaceuticals PLC *		1,480		192
Johnson & Johnson		59,309		9,237
Karuna Therapeutics Inc *		900		152
Laboratory Corp of America Holdings		2,201		442
Maravai LifeSciences Holdings Inc, Cl A *		3,000		30
Masimo Corp *		1,000		88
McKesson Corp		3,342		1,453
Medpace Holdings Inc *		600		145
Medtronic PLC		32,703		2,563
Merck & Co Inc		62,472		6,431
Mettler-Toledo International Inc *		566		627
Mirati Therapeutics Inc *		1,100		48
Moderna Inc *		8,181		845
Molina Healthcare Inc *		1,395		457
Natera Inc *		2,600		115
Neurocrine Biosciences Inc *		2,384		268
Novocure Ltd *		2,675		43
Organon & Co		6,270		109
Penumbra Inc *		900		218
Perrigo Co PLC		3,493		112
Pfizer Inc		138,975		4,610
Premier Inc, Cl A		3,200		69
QIAGEN NV *		5,700		231
Quest Diagnostics Inc		2,800		341
QuidelOrtho Corp *		1,300		95
R1 RCM Inc *		4,000		60
Regeneron Pharmaceuticals Inc *		2,513		2,068
Repligen Corp *		1,350		215
ResMed Inc		3,553		525
Revvity Inc		3,141		348
Roivant Sciences Ltd *		8,700		102
Royalty Pharma PLC, Cl A		9,100		247
Sarepta Therapeutics Inc *		2,200		267
Seagen Inc *		3,407		723
Shockwave Medical Inc *		900		179
Sotera Health Co *		2,700		40
STERIS PLC		2,440		535
Stryker Corp		8,698		2,377
Tandem Diabetes Care Inc *		1,662		35
Teladoc Health Inc *		4,310		80
Teleflex Inc		1,139		224
Tenet Healthcare Corp *		2,500		165
Thermo Fisher Scientific Inc		9,447		4,782
Ultragenyx Pharmaceutical Inc *		1,700		61
United Therapeutics Corp *		1,072		242
UnitedHealth Group Inc		22,885		11,538
Universal Health Services Inc, Cl B		1,475		185

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Veeva Systems Inc, Cl A *		3,568	$	726
Vertex Pharmaceuticals Inc *		6,296		2,189
Viatris Inc, Cl W		29,230		288
Waters Corp *		1,399		384
West Pharmaceutical Services Inc		1,828		686
Zimmer Biomet Holdings Inc		5,122		575
Zoetis Inc, Cl A		11,425		1,988
				128,826
Industrials — 9.0%
3M Co		13,552		1,269
A O Smith Corp		3,100		205
Acuity Brands Inc		719		122
Advanced Drainage Systems Inc		1,600		182
AECOM		3,300		274
AGCO Corp		1,500		177
Air Lease Corp, Cl A		2,500		99
Alaska Air Group Inc *		3,200		119
Allegion plc		2,150		224
Allison Transmission Holdings Inc		2,200		130
American Airlines Group Inc *		16,472		211
AMETEK Inc		5,683		840
Armstrong World Industries Inc		1,100		79
Automatic Data Processing Inc		10,174		2,448
Avis Budget Group Inc *		500		90
Axon Enterprise Inc *		1,743		347
AZEK Co Inc/The, Cl A *		3,000		89
Boeing Co/The *		13,738		2,633
Booz Allen Hamilton Holding Corp, Cl A		3,240		354
Broadridge Financial Solutions Inc		2,825		506
Builders FirstSource Inc *		3,100		386
BWX Technologies Inc, Cl W		2,300		172
CACI International Inc, Cl A *		592		186
Carlisle Cos Inc		1,224		317
Carrier Global Corp		20,452		1,129
Caterpillar Inc, Cl A		12,667		3,458
Ceridian HCM Holding Inc *		3,555		241
CH Robinson Worldwide Inc		2,755		237
ChargePoint Holdings Inc *(A)		6,800		34
Cintas Corp		2,101		1,011
Clarivate PLC *		12,400		83
Clean Harbors Inc *		1,200		201
CNH Industrial NV		24,300		294
Concentrix Corp		1,100		88
Copart Inc *		21,056		907
Core & Main Inc, Cl A *		2,000		58
Crane Co		1,200		107
CSX Corp		49,200		1,513
Cummins Inc		3,444		787
Curtiss-Wright Corp		900		176
Deere & Co		6,662		2,514
Delta Air Lines Inc, Cl A		15,721		582
Donaldson Co Inc, Cl A		3,000		179

SEI Institutional Managed Trust

87

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Dover Corp		3,451	$	481
Driven Brands Holdings Inc *		1,500		19
Dun & Bradstreet Holdings Inc		6,900		69
Eaton Corp PLC		9,811		2,093
EMCOR Group Inc		1,100		231
Emerson Electric Co		14,046		1,356
Equifax Inc		2,979		546
Esab Corp		1,366		96
Expeditors International of Washington Inc		3,700		424
Fastenal Co, Cl A		13,987		764
FedEx Corp		5,660		1,499
Ferguson PLC		5,100		839
Flowserve Corp		3,200		127
Fortive Corp		8,659		642
Fortune Brands Innovations Inc		3,161		197
FTI Consulting Inc *		852		152
Gates Industrial Corp PLC *		2,600		30
Generac Holdings Inc *		1,500		163
General Dynamics Corp		6,055		1,338
General Electric Co		26,714		2,953
Genpact Ltd		4,400		159
Graco Inc		4,200		306
GXO Logistics Inc *		2,833		166
Hayward Holdings Inc *		3,300		47
HEICO Corp		1,150		186
HEICO Corp, Cl A		2,000		258
Hertz Global Holdings Inc *		3,500		43
Hexcel Corp, Cl A		2,000		130
Honeywell International Inc		16,351		3,021
Howmet Aerospace Inc		9,300		430
Hubbell Inc, Cl B		1,305		409
Huntington Ingalls Industries Inc, Cl A		927		190
IDEX Corp		1,803		375
Illinois Tool Works Inc		7,489		1,725
Ingersoll Rand Inc		9,949		634
ITT Inc		2,048		201
Jacobs Solutions Inc		3,095		423
JB Hunt Transport Services Inc		2,010		379
Johnson Controls International PLC		16,826		895
KBR Inc		3,400		200
Kirby Corp *		1,500		124
Knight-Swift Transportation Holdings Inc, Cl A		3,927		197
L3Harris Technologies Inc		4,597		800
Landstar System Inc		892		158
Leidos Holdings Inc		3,400		313
Lennox International Inc		778		291
Lincoln Electric Holdings Inc		1,342		244
Lockheed Martin Corp		5,588		2,285
Lyft Inc, Cl A *		8,300		88
ManpowerGroup Inc		1,288		94
Masco Corp		5,500		294

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
MasTec Inc *		1,600	$	115
MDU Resources Group Inc		4,900		96
Mercury Systems Inc *		1,300		48
Middleby Corp/The *		1,339		171
MSA Safety Inc		858		135
MSC Industrial Direct Co Inc, Cl A		1,179		116
Nordson Corp		1,443		322
Norfolk Southern Corp		5,615		1,106
Northrop Grumman Corp		3,531		1,554
nVent Electric PLC		4,000		212
Old Dominion Freight Line Inc, Cl A		2,411		986
Oshkosh Corp		1,600		153
Otis Worldwide Corp		10,126		813
Owens Corning		2,160		295
PACCAR Inc		12,582		1,070
Parker-Hannifin Corp, Cl A		3,156		1,229
Paychex Inc		7,890		910
Paycom Software Inc		1,266		328
Paycor HCM Inc *		1,400		32
Paylocity Holding Corp *		1,035		188
Pentair PLC		4,100		266
Plug Power Inc *(A)		13,800		105
Quanta Services Inc		3,500		655
RB Global Inc		4,490		281
RBC Bearings Inc *		700		164
Regal Rexnord Corp		1,600		229
Republic Services Inc		5,046		719
Robert Half Inc		2,600		191
Rockwell Automation Inc		2,849		814
Rollins Inc		6,400		239
RTX Corp		35,897		2,584
Ryder System Inc		1,100		118
Saia Inc *		600		239
Schneider National Inc, Cl B		1,500		42
Science Applications International Corp		1,300		137
Sensata Technologies Holding PLC		3,700		140
SiteOne Landscape Supply Inc *		1,052		172
Snap-on Inc		1,279		326
Southwest Airlines Co, Cl A		14,844		402
Spirit AeroSystems Holdings Inc, Cl A		2,700		44
SS&C Technologies Holdings Inc		5,300		278
Stanley Black & Decker Inc		3,757		314
Stericycle Inc, Cl A *		2,400		107
Sunrun Inc *		5,409		68
Tetra Tech Inc		1,300		198
Textron Inc		4,838		378
Timken Co/The		1,600		118
Toro Co/The		2,600		216
Trane Technologies PLC		5,620		1,140
TransDigm Group Inc *		1,325		1,117
TransUnion		4,800		345
Trex Co Inc *		2,700		166

88

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Uber Technologies Inc *		47,729	$	2,195
U-Haul Holding Co *		237		13
U-Haul Holding Co, Cl B		2,533		133
Union Pacific Corp		15,036		3,062
United Airlines Holdings Inc *		8,173		346
United Parcel Service Inc, Cl B		17,820		2,778
United Rentals Inc		1,643		730
Valmont Industries Inc		459		110
Verisk Analytics Inc, Cl A		3,549		838
Vertiv Holdings Co, Cl A		8,600		320
Waste Management Inc		9,950		1,517
Watsco Inc		776		293
WESCO International Inc		1,100		158
Westinghouse Air Brake Technologies Corp		4,366		464
WillScot Mobile Mini Holdings Corp, Cl A *		4,800		200
Woodward Inc		1,442		179
WW Grainger Inc		1,111		769
XPO Inc *		2,733		204
Xylem Inc/NY		5,838		531
				91,173
Information Technology — 25.7%
Accenture PLC, Cl A		15,579		4,784
Adobe Inc *		11,303		5,763
Advanced Micro Devices Inc *		39,423		4,053
Akamai Technologies Inc *		3,800		405
Allegro MicroSystems Inc *		1,800		58
Alteryx Inc, Cl A *		1,636		62
Amdocs Ltd		3,000		253
Amphenol Corp, Cl A		14,332		1,204
Analog Devices Inc		12,437		2,178
ANSYS Inc *		2,175		647
Apple Inc		367,277		62,882
Applied Materials Inc		20,797		2,879
AppLovin Corp, Cl A *		5,100		204
Arista Networks Inc *		6,152		1,132
Arrow Electronics Inc, Cl A *		1,431		179
Aspen Technology Inc *		631		129
Atlassian Corp, Cl A *		3,543		714
Autodesk Inc, Cl A *		5,282		1,093
Avnet Inc		2,300		111
Bentley Systems Inc, Cl B		4,800		241
BILL Holdings Inc *		2,541		276
Broadcom Inc		9,935		8,252
Cadence Design Systems Inc *		6,602		1,547
CCC Intelligent Solutions Holdings Inc *		4,500		60
CDW Corp/DE		3,345		675
Ciena Corp *		3,700		175
Cirrus Logic Inc *		1,400		104
Cisco Systems Inc		100,881		5,423
Cloudflare Inc, Cl A *		7,000		441
Cognex Corp		4,400		187
Cognizant Technology Solutions Corp, Cl A		12,461		844

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Coherent Corp *		3,085	$	101
Confluent Inc, Cl A *		4,500		133
Corning Inc, Cl B		18,614		567
Crane NXT Co		1,300		72
Crowdstrike Holdings Inc, Cl A *		5,141		861
Datadog Inc, Cl A *		6,700		610
DocuSign Inc, Cl A *		4,920		207
Dolby Laboratories Inc, Cl A		1,453		115
DoubleVerify Holdings Inc *		2,900		81
Dropbox Inc, Cl A *		6,300		172
DXC Technology Co *		5,081		106
Dynatrace Inc *		6,000		280
Elastic NV *		1,900		154
Enphase Energy Inc *		3,240		389
Entegris Inc		3,700		347
EPAM Systems Inc *		1,392		356
F5 Inc, Cl A *		1,481		239
Fair Isaac Corp *		630		547
First Solar Inc *		2,600		420
Five9 Inc *		1,800		116
Fortinet Inc *		16,135		947
Gartner Inc *		1,925		661
Gen Digital Inc		13,801		244
Gitlab Inc, Cl A *		2,200		100
GLOBALFOUNDRIES Inc *(A)		2,000		116
Globant SA *		1,053		208
GoDaddy Inc, Cl A *		3,725		277
Guidewire Software Inc, Cl Z *		1,982		178
HashiCorp Inc, Cl A *		2,400		55
Hewlett Packard Enterprise Co		31,707		551
HP Inc		21,201		545
HubSpot Inc *		1,071		527
Informatica Inc, Cl A *		900		19
Intel Corp		102,676		3,650
International Business Machines Corp		22,337		3,134
Intuit Inc		6,699		3,423
IPG Photonics Corp *		772		78
Jabil Inc		3,100		393
Juniper Networks Inc		7,900		220
Keysight Technologies Inc *		4,332		573
KLA Corp		3,395		1,557
Kyndryl Holdings Inc *		5,177		78
Lam Research Corp		3,261		2,044
Lattice Semiconductor Corp *		3,300		284
Littelfuse Inc		600		148
Lumentum Holdings Inc *		1,800		81
Manhattan Associates Inc *		1,505		297
Marvell Technology Inc		20,959		1,135
Microchip Technology Inc		13,250		1,034
Micron Technology Inc		26,873		1,828
Microsoft Corp		183,175		57,838
MKS Instruments Inc		1,700		147

SEI Institutional Managed Trust

89

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
MongoDB Inc, Cl A *		1,564	$	541
Monolithic Power Systems Inc		1,084		501
Motorola Solutions Inc		4,064		1,106
National Instruments Corp		3,227		192
nCino inc *		1,900		60
NCR Corp *		3,023		82
NetApp Inc		5,200		395
New Relic Inc *		1,400		120
Nutanix Inc, Cl A *		5,559		194
NVIDIA Corp		58,523		25,457
Okta Inc, Cl A *		3,716		303
ON Semiconductor Corp *		10,557		981
Oracle Corp, Cl B		37,393		3,961
Palantir Technologies Inc, Cl A *		45,920		735
Palo Alto Networks Inc *		7,423		1,740
Pegasystems Inc		1,100		48
Procore Technologies Inc *		1,900		124
PTC Inc *		2,765		392
Pure Storage Inc, Cl A *		7,100		253
Qorvo Inc *		2,424		231
QUALCOMM Inc		27,457		3,049
RingCentral Inc, Cl A *		2,155		64
Roper Technologies Inc		2,617		1,267
Salesforce Inc *		23,304		4,726
SentinelOne Inc, Cl A *		4,900		83
ServiceNow Inc *		5,036		2,815
Skyworks Solutions Inc		3,926		387
Smartsheet Inc, Cl A *		3,000		121
Snowflake Inc, Cl A *		7,600		1,161
Splunk Inc *		3,782		553
Synopsys Inc *		3,767		1,729
TD SYNNEX Corp		1,000		100
Teledyne Technologies Inc *		1,094		447
Teradata Corp *		2,397		108
Teradyne Inc		3,854		387
Texas Instruments Inc		22,357		3,555
Trimble Inc *		6,100		329
Twilio Inc, Cl A *		4,158		243
Tyler Technologies Inc *		1,060		409
Ubiquiti Inc		69		10
UiPath Inc, Cl A *		9,300		159
Unity Software Inc *		7,053		221
Universal Display Corp		1,142		179
VeriSign Inc *		2,248		455
Viasat Inc *		2,900		54
VMware Inc, Cl A *		5,375		895
Vontier Corp		3,763		116
Western Digital Corp *		7,992		365
Wolfspeed Inc *		3,230		123
Workday Inc, Cl A *		4,839		1,040
Zebra Technologies Corp, Cl A *		1,284		304
Zoom Video Communications Inc, Cl A *		6,200		434

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Zscaler Inc *		2,164	$	337
				258,839
Materials — 2.5%
Air Products and Chemicals Inc		5,485		1,555
Albemarle Corp		2,820		480
Alcoa Corp		4,400		128
Amcor PLC		36,200		332
AptarGroup Inc		1,600		200
Ardagh Metal Packaging SA		5,550		17
Ashland Inc		1,100		90
Avery Dennison Corp		1,966		359
Axalta Coating Systems Ltd *		5,400		145
Ball Corp		7,535		375
Berry Global Group Inc		2,977		184
Celanese Corp, Cl A		2,438		306
CF Industries Holdings Inc		4,737		406
Chemours Co/The		3,600		101
Cleveland-Cliffs Inc *		12,600		197
Corteva Inc		17,534		897
Crown Holdings Inc		2,600		230
Dow Inc		17,375		896
DuPont de Nemours Inc		11,238		838
Eagle Materials Inc		859		143
Eastman Chemical Co		2,932		225
Ecolab Inc		6,088		1,031
Element Solutions Inc		5,500		108
FMC Corp		3,010		202
Freeport-McMoRan Inc, Cl B		35,102		1,309
Ginkgo Bioworks Holdings Inc *		40,200		73
Graphic Packaging Holding Co		7,500		167
Huntsman Corp		4,405		108
International Flavors & Fragrances Inc		6,269		427
International Paper Co		8,491		301
Linde PLC		12,100		4,505
Louisiana-Pacific Corp		1,600		88
LyondellBasell Industries NV, Cl A		6,361		602
Martin Marietta Materials Inc, Cl A		1,516		622
Mosaic Co/The		8,100		288
MP Materials Corp *		2,400		46
NewMarket Corp		182		83
Newmont Corp		19,555		723
Nucor Corp		6,141		960
Olin Corp		3,200		160
Packaging Corp of America		2,164		332
PPG Industries Inc		5,788		751
Reliance Steel & Aluminum Co		1,429		375
Royal Gold Inc, Cl A		1,647		175
RPM International Inc		3,100		294
Scotts Miracle-Gro Co/The, Cl A		1,077		56
Sealed Air Corp		3,600		118
Sherwin-Williams Co/The, Cl A		5,842		1,490
Silgan Holdings Inc		2,030		88

90

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Sonoco Products Co		2,400	$	131
Southern Copper Corp		2,100		158
SSR Mining Inc		5,300		70
Steel Dynamics Inc		3,949		423
United States Steel Corp		5,600		182
Vulcan Materials Co		3,239		654
Westlake Corp		832		104
Westrock Co		6,300		226
				25,534
Real Estate — 2.6%
Agree Realty Corp ‡		2,300		127
Alexandria Real Estate Equities Inc ‡		4,248		425
American Homes 4 Rent, Cl A ‡		8,300		280
American Tower Corp, Cl A ‡		11,484		1,889
Americold Realty Trust Inc ‡		6,700		204
Apartment Income REIT Corp ‡		3,665		113
AvalonBay Communities Inc ‡		3,459		594
Boston Properties Inc ‡		3,962		236
Brixmor Property Group Inc ‡		7,400		154
Camden Property Trust ‡		2,569		243
CBRE Group Inc, Cl A *		7,700		569
CoStar Group Inc *		9,900		761
Cousins Properties Inc ‡		4,000		81
Crown Castle Inc ‡		10,636		979
CubeSmart ‡		5,400		206
Digital Realty Trust Inc, Cl A ‡		7,373		892
EastGroup Properties Inc ‡		1,100		183
EPR Properties, Cl A ‡		1,900		79
Equinix Inc ‡		2,335		1,696
Equity LifeStyle Properties Inc ‡		4,300		274
Equity Residential ‡		9,283		545
Essex Property Trust Inc ‡		1,517		322
Extra Space Storage Inc ‡		5,165		628
Federal Realty Investment Trust ‡		2,046		185
First Industrial Realty Trust Inc ‡		3,300		157
Gaming and Leisure Properties Inc ‡		6,110		278
Healthcare Realty Trust Inc, Cl A ‡		9,200		140
Healthpeak Properties Inc ‡		13,370		245
Highwoods Properties Inc ‡		2,778		57
Host Hotels & Resorts Inc ‡		17,602		283
Howard Hughes Holdings Inc *		863		64
Invitation Homes Inc ‡		15,000		475
Iron Mountain Inc ‡		7,200		428
Jones Lang LaSalle Inc *		1,203		170
Kilroy Realty Corp ‡		2,800		89
Kimco Realty Corp ‡		15,105		266
Lamar Advertising Co, Cl A ‡		2,200		184
Medical Properties Trust Inc ‡		15,735		86
Mid-America Apartment Communities Inc ‡		2,900		373
National Storage Affiliates Trust ‡		2,000		63
NNN REIT Inc ‡		4,400		156
Omega Healthcare Investors Inc ‡		5,945		197

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Park Hotels & Resorts Inc ‡		5,800	$	71
Prologis Inc ‡		22,712		2,549
Public Storage ‡		3,856		1,016
Rayonier Inc ‡		3,800		108
Realty Income Corp ‡		16,539		826
Regency Centers Corp ‡		4,300		256
Rexford Industrial Realty Inc ‡		5,100		252
SBA Communications Corp, Cl A ‡		2,637		528
Simon Property Group Inc ‡		7,935		857
Spirit Realty Capital Inc ‡		3,378		113
STAG Industrial Inc ‡		4,400		152
Sun Communities Inc ‡		2,983		353
UDR Inc ‡		8,000		285
Ventas Inc ‡		9,790		412
VICI Properties Inc, Cl A ‡		24,594		716
Vornado Realty Trust ‡		4,600		104
Welltower Inc ‡		12,200		999
Weyerhaeuser Co ‡		17,997		552
WP Carey Inc ‡		5,290		286
Zillow Group Inc, Cl A *		1,400		63
Zillow Group Inc, Cl C *		3,900		180
				26,054
Utilities — 2.2%
AES Corp/The		16,300		248
Alliant Energy Corp		6,121		297
Ameren Corp		6,525		488
American Electric Power Co Inc		12,629		950
American Water Works Co Inc		4,765		590
Atmos Energy Corp		3,566		378
Avangrid Inc		1,900		57
Brookfield Renewable Corp, Cl A		3,400		81
CenterPoint Energy Inc		15,455		415
Clearway Energy Inc, Cl A		900		18
Clearway Energy Inc, Cl C		2,100		44
CMS Energy Corp		7,110		378
Consolidated Edison Inc		8,479		725
Constellation Energy Corp		8,013		874
Dominion Energy Inc		20,502		916
DTE Energy Co		5,113		508
Duke Energy Corp		18,912		1,669
Edison International		9,249		585
Entergy Corp		5,189		480
Essential Utilities Inc		6,100		209
Evergy Inc		5,417		275
Eversource Energy		8,498		494
Exelon Corp		24,439		924
FirstEnergy Corp		13,300		455
Hawaiian Electric Industries Inc *		2,800		34
IDACORP Inc, Cl A		1,300		122
National Fuel Gas Co		2,300		119
NextEra Energy Inc		49,755		2,850
NiSource Inc		10,100		249

SEI Institutional Managed Trust

91

SCHEDULE OF INVESTMENTS

September 30, 2023

Large Cap Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
NRG Energy Inc		5,600	$	216
OGE Energy Corp		4,900		163
PG&E Corp *		49,006		790
Pinnacle West Capital Corp		2,800		206
PPL Corp		18,103		427
Public Service Enterprise Group Inc		12,204		695
Sempra		15,462		1,052
Southern Co/The		26,762		1,732
UGI Corp		5,030		116
Vistra Corp		8,969		298
WEC Energy Group Inc		7,784		627
Xcel Energy Inc		13,490		772
				22,526
Total Common Stock
(Cost $658,727) ($ Thousands)				974,954

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
5.410% **†(B)		568,415	$	567
Total Affiliated Partnership
(Cost $569) ($ Thousands)				567
CASH EQUIVALENT — 3.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		32,499,428		32,499
Total Cash Equivalent
(Cost $32,499) ($ Thousands)				32,499
Total Investments in Securities — 99.9%
(Cost $691,795) ($ Thousands)			$	1,008,020

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
S&P 500 Index E-MINI		118		Dec-2023	$	26,106	$	25,521	$	(585	)
S&P Mid Cap 400 Index E-MINI		2		Dec-2023		526		504		(22	)
S&P Mid Cap 400 Index E-MINI		33		Dec-2023		8,316		8,317		1
					$	34,948	$	34,342	$	(606	)

	Percentages are based on Net Assets of $1,009,373 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.

(B) This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $567 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		974,954		–		–		974,954
Affiliated Partnership		–		567		–		567
Cash Equivalent		32,499		–		–		32,499
Total Investments in Securities		1,007,453		567		–		1,008,020

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1			–		–		1
Unrealized Depreciation		(607	)		–		–		(607	)
Total Other Financial Instruments		(606	)		–		–		(606	)

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

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

92

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)			Value 9/30/2023		Income		Capital Gains
SEI Investments Co	$	137	$	—	$	(18	)	$	(4	)	$	36		$	151	$	2	$	—
SEI Liquidity Fund, LP		855		4,925		(5,212	)		—			(1	)		567		106		—
SEI Daily Income Trust, Government Fund, Institutional Class		5,327		177,609		(150,437	)		—			—			32,499		453		—
Totals	$	6,319	$	182,534	$	(155,667	)	$	(4	)	$	35		$	33,217	$	561	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

93

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Large Cap Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.3%
Communication Services — 6.3%
Alphabet Inc, Cl A *		524,280	$	68,607
Alphabet Inc, Cl C *		456,960		60,250
AT&T Inc		209,514		3,147
BCE Inc		196,245		7,491
Charter Communications Inc, Cl A *		12,696		5,584
Comcast Corp, Cl A		240,091		10,646
Electronic Arts Inc		44,812		5,395
Meta Platforms Inc, Cl A *		123,988		37,222
Omnicom Group Inc		149,711		11,150
Paramount Global, Cl B		97,736		1,261
Sirius XM Holdings Inc (A)		752,237		3,400
TEGNA Inc		281,870		4,107
Verizon Communications Inc		97,068		3,146
Walt Disney Co/The *		198,106		16,057
Warner Bros Discovery Inc *		82,533		896
				238,359
Consumer Discretionary — 9.6%
Amazon.com Inc, Cl A *		368,960		46,902
AutoZone Inc *		16,513		41,943
Best Buy Co Inc		85,787		5,960
Booking Holdings Inc *		2,537		7,824
BorgWarner Inc		89,239		3,603
Brinker International Inc *		141,821		4,480
Darden Restaurants Inc		3,127		448
Dick's Sporting Goods Inc		94,331		10,242
Domino's Pizza Inc		16,892		6,398
DR Horton Inc		16,198		1,741
eBay Inc		127,055		5,602
Genuine Parts Co		79,642		11,499
Goodyear Tire & Rubber Co/The *		406,438		5,052
Grand Canyon Education Inc *		9,300		1,087

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Harley-Davidson Inc, Cl A		88,020	$	2,910
Home Depot Inc/The		28,380		8,575
Lear Corp		45,049		6,046
Lowe's Cos Inc		320,236		66,558
Magna International Inc, Cl A		19,822		1,063
NIKE Inc, Cl B		357,743		34,207
O'Reilly Automotive Inc *		1,906		1,732
Phinia Inc		17,847		478
PulteGroup Inc		251,522		18,625
Ross Stores Inc		102,513		11,579
Royal Caribbean Cruises Ltd *		63,155		5,819
Starbucks Corp		68,046		6,211
TJX Cos Inc/The		374,562		33,291
TopBuild Corp *		22,379		5,630
Whirlpool Corp		59,551		7,962
				363,467
Consumer Staples — 7.6%
Altria Group Inc		257,075		10,810
Archer-Daniels-Midland Co		50,878		3,837
Coca-Cola Co/The		123,765		6,928
Conagra Brands Inc		261,734		7,177
Constellation Brands Inc, Cl A		10,975		2,758
Costco Wholesale Corp		10,979		6,203
Diageo PLC ADR		65,244		9,733
Dollar General Corp		192,477		20,364
Estee Lauder Cos Inc/The, Cl A		35,000		5,059
Hershey Co/The		26,426		5,287
Ingredion Inc		26,094		2,568
J M Smucker Co/The		115,422		14,187
Kenvue Inc		36,176		727
Kimberly-Clark Corp		41,873		5,060
Kraft Heinz Co/The		115,076		3,871
Kroger Co/The		798,798		35,746
Lamb Weston Holdings Inc		16,377		1,514
Molson Coors Beverage Co, Cl B		246,452		15,672
Mondelez International Inc, Cl A		24,475		1,699
Monster Beverage Corp *		27,454		1,454
PepsiCo Inc		208,587		35,343
Philip Morris International Inc		284,061		26,298
Procter & Gamble Co/The		233,806		34,103
Sysco Corp, Cl A		22,279		1,472
Target Corp, Cl A		53,833		5,952
Tyson Foods Inc, Cl A		253,116		12,780
Unilever PLC ADR		123,044		6,078
Walmart Inc		42,652		6,821
				289,501
Energy — 4.7%
Canadian Natural Resources Ltd		281,401		18,198
Chevron Corp		212,408		35,816
ConocoPhillips		204,582		24,509
Devon Energy Corp		357,504		17,053

94

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exxon Mobil Corp		129,439	$	15,220
HF Sinclair Corp		40,846		2,325
Marathon Petroleum Corp		154,884		23,440
Phillips 66		109,951		13,211
Shell PLC ADR		44,038		2,835
Valero Energy Corp		173,346		24,565
				177,172
Financials — 16.5%
Aflac Inc		136,144		10,449
Allstate Corp/The		49,660		5,533
American Financial Group Inc/OH		11,100		1,239
Ameriprise Financial Inc		82,444		27,180
Assurant Inc		33,412		4,797
Assured Guaranty Ltd		31,872		1,929
Bank of America Corp		1,369,018		37,484
Berkshire Hathaway Inc, Cl B *		93,247		32,664
Capital One Financial Corp		43,778		4,249
Citigroup Inc		120,793		4,968
CME Group Inc, Cl A		77,815		15,580
Discover Financial Services		126,480		10,957
Everest Group Ltd		38,172		14,187
FactSet Research Systems Inc		11,209		4,901
Fifth Third Bancorp		501,389		12,700
Goldman Sachs Group Inc/The		21,644		7,003
Hartford Financial Services Group Inc/The		66,936		4,746
Intercontinental Exchange Inc		53,724		5,911
JPMorgan Chase & Co		429,166		62,238
KeyCorp		78,556		845
KKR & Co Inc		76,949		4,740
Lincoln National Corp		21,062		520
Markel Group Inc *		11,893		17,512
Marsh & McLennan Cos Inc		138,328		26,324
Mastercard Inc, Cl A		168,189		66,588
Moody's Corp		186,253		58,888
Morgan Stanley		311,935		25,476
MSCI Inc, Cl A		64,006		32,840
Navient Corp		263,511		4,538
PNC Financial Services Group Inc/The		36,433		4,473
Popular Inc		95,304		6,005
Progressive Corp/The		23,730		3,306
Prudential Financial Inc		17,700		1,680
Regions Financial Corp		599,114		10,305
S&P Global Inc		15,849		5,791
Travelers Cos Inc/The		119,703		19,549
Truist Financial Corp		32,333		925
Visa Inc, Cl A		220,523		50,722
Voya Financial Inc		156,840		10,422
Wells Fargo & Co		92,870		3,795
				623,959
Health Care — 14.8%
Abbott Laboratories		84,496		8,183

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AbbVie Inc		92,048	$	13,721
Amgen Inc, Cl A		144,184		38,751
AstraZeneca PLC ADR		99,185		6,717
Becton Dickinson & Co		113,758		29,410
Biogen Inc *		23,794		6,115
Bristol-Myers Squibb Co		192,866		11,194
Cardinal Health Inc		36,074		3,132
Cencora Inc, Cl A		137,635		24,770
Centene Corp *		19,739		1,360
Cigna Group/The		27,340		7,821
CVS Health Corp		312,048		21,787
Edwards Lifesciences Corp, Cl A *		61,914		4,289
Elevance Health Inc		10,844		4,722
Eli Lilly & Co		17,885		9,607
Gilead Sciences Inc		120,443		9,026
HCA Healthcare Inc		109,165		26,852
Horizon Therapeutics Plc *		53,775		6,221
Humana Inc		11,818		5,750
IDEXX Laboratories Inc *		13,040		5,702
Intuitive Surgical Inc *		21,300		6,226
Johnson & Johnson		532,816		82,986
McKesson Corp		12,923		5,620
Medtronic PLC		46,357		3,632
Merck & Co Inc		563,613		58,024
Mettler-Toledo International Inc *		28,371		31,437
Novartis AG ADR		32,225		3,282
Novo Nordisk A/S ADR		64,742		5,888
Organon & Co		16,268		282
Pfizer Inc		706,138		23,423
QuidelOrtho Corp *		38,206		2,791
United Therapeutics Corp *		22,931		5,179
UnitedHealth Group Inc		158,185		79,755
Veeva Systems Inc, Cl A *		4,706		957
Vertex Pharmaceuticals Inc *		2,576		896
Zoetis Inc, Cl A		33,352		5,803
				561,311
Industrials — 10.0%
AerCap Holdings NV *		20,386		1,278
AGCO Corp		52,600		6,222
Alaska Air Group Inc *		221,974		8,231
Carlisle Cos Inc		6,137		1,591
Carrier Global Corp		357,041		19,709
Caterpillar Inc, Cl A		25,261		6,896
Chart Industries Inc *		29,522		4,993
Cummins Inc		8,214		1,877
Deere & Co		14,637		5,524
Delta Air Lines Inc, Cl A		128,832		4,767
Eaton Corp PLC		27,035		5,766
Expeditors International of Washington Inc		28,492		3,266
FedEx Corp		20,626		5,464
Fortive Corp		67,655		5,017
Graco Inc		542,313		39,524

SEI Institutional Managed Trust

95

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GXO Logistics Inc *		423,868	$	24,860
Honeywell International Inc		44,277		8,180
Huntington Ingalls Industries Inc, Cl A		41,706		8,532
Illinois Tool Works Inc		47,481		10,935
Johnson Controls International PLC		490,100		26,078
L3Harris Technologies Inc		25,220		4,391
Lockheed Martin Corp		15,688		6,416
ManpowerGroup Inc		18,167		1,332
Middleby Corp/The *		100,000		12,800
Northrop Grumman Corp		13,751		6,053
Oshkosh Corp		61,954		5,912
PACCAR Inc		64,500		5,484
Robert Half Inc		25,692		1,883
RTX Corp		247,761		17,831
Siemens AG ADR		170,436		12,178
Southwest Airlines Co, Cl A		86,460		2,340
SPX Technologies Inc *		76,761		6,248
Textron Inc		190,528		14,888
Timken Co/The		112,333		8,255
TransDigm Group Inc *		27,487		23,175
United Parcel Service Inc, Cl B		10,028		1,563
Waste Management Inc		18,232		2,779
WW Grainger Inc		64,211		44,424
				376,662
Information Technology — 21.9%
Adobe Inc *		132,912		67,772
Amphenol Corp, Cl A		104,624		8,787
Analog Devices Inc		99,044		17,342
Apple Inc		800,024		136,972
Applied Materials Inc		148,944		20,621
Arista Networks Inc *		90,886		16,717
ASML Holding NV, Cl G		1,198		705
Broadcom Inc		18,065		15,004
Cadence Design Systems Inc *		10,238		2,399
Cisco Systems Inc		488,328		26,252
Cognizant Technology Solutions Corp, Cl A		8,912		604
Corning Inc, Cl B		177,573		5,411
Dropbox Inc, Cl A *		116,763		3,179
Fair Isaac Corp *		6,327		5,495
Hewlett Packard Enterprise Co		307,307		5,338
HP Inc		477,135		12,262
Intel Corp		334,938		11,907
International Business Machines Corp		6,932		973
Intuit Inc		105,948		54,133
Juniper Networks Inc		27,209		756
Keysight Technologies Inc *		96,705		12,795
Lam Research Corp		9,589		6,010
Marvell Technology Inc		74,923		4,056
Microchip Technology Inc		501,948		39,177
Micron Technology Inc		156,515		10,648
Microsoft Corp		486,353		153,566
Motorola Solutions Inc		21,734		5,917

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NetApp Inc		45,929	$	3,485
NVIDIA Corp		8,767		3,813
Oracle Corp, Cl B		453,993		48,087
QUALCOMM Inc		67,431		7,489
Roper Technologies Inc		56,426		27,326
Salesforce Inc *		55,295		11,213
SAP SE ADR		178,714		23,111
Seagate Technology Holdings PLC		92,139		6,077
ServiceNow Inc *		10,437		5,834
Texas Instruments Inc		44,297		7,044
VeriSign Inc *		91,384		18,508
Vishay Intertechnology Inc		410,078		10,137
VMware Inc, Cl A *		71,053		11,829
Western Digital Corp *		33,750		1,540
				830,291
Materials — 5.2%
Air Products and Chemicals Inc		64,126		18,173
Cabot Corp		81,410		5,639
Celanese Corp, Cl A		28,298		3,552
Corteva Inc		64,004		3,275
Dow Inc		162,912		8,400
DuPont de Nemours Inc		37,261		2,779
Eastman Chemical Co		135,211		10,373
Ecolab Inc		34,773		5,891
Huntsman Corp		531,983		12,980
Ingevity Corp *		14,131		673
Linde PLC		123,959		46,156
LyondellBasell Industries NV, Cl A		74,826		7,086
O-I Glass Inc, Cl I *		451,358		7,551
Reliance Steel & Aluminum Co		11,055		2,899
Sherwin-Williams Co/The, Cl A		164,735		42,016
Steel Dynamics Inc		152,103		16,309
Sylvamo Corp		12,276		539
Westrock Co		27,405		981
				195,272
Real Estate — 1.2%
American Tower Corp, Cl A ‡		101,757		16,734
Brandywine Realty Trust ‡		24,300		110
CBRE Group Inc, Cl A *		41,173		3,041
Crown Castle Inc ‡		34,157		3,143
Equinix Inc ‡		1,986		1,442
Healthpeak Properties Inc ‡		38,867		714
Invitation Homes Inc ‡		28,203		894
Omega Healthcare Investors Inc ‡		57,622		1,911
Public Storage ‡		4,106		1,082
Sabra Health Care REIT Inc ‡		246,508		3,436
SBA Communications Corp, Cl A ‡		18,373		3,678
Service Properties Trust ‡		574,963		4,421
Welltower Inc ‡		70,223		5,753
				46,359

96

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 1.5%
Ameren Corp		64,109	$	4,797
American Electric Power Co Inc		57,553		4,329
Constellation Energy Corp		56,029		6,112
Duke Energy Corp		117,536		10,374
Edison International		97,576		6,175
Exelon Corp		132,096		4,992
FirstEnergy Corp		22,694		776
NextEra Energy Inc		192,725		11,041
NRG Energy Inc		138,699		5,343
UGI Corp		111,831		2,572
Vistra Corp		40,284		1,337
				57,848
Total Common Stock
(Cost $1,251,306) ($ Thousands)				3,760,201

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
5.410% **†(B)		3,635,169	$	3,657
Total Affiliated Partnership
(Cost $3,635) ($ Thousands)				3,657
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		26,386,668		26,387
Total Cash Equivalent
(Cost $26,387) ($ Thousands)				26,387
Total Investments in Securities — 100.1%
(Cost $1,281,328) ($ Thousands)			$	3,790,245

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		42		Dec-2023	$	9,358	$	9,083	$	(275	)
S&P Mid Cap 400 Index E-MINI		16		Dec-2023		4,124		4,033		(91	)
					$	13,482	$	13,116	$	(366	)

	Percentages are based on Net Assets of $3,788,156 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $3,657 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		3,760,201		–		–		3,760,201
Affiliated Partnership		–		3,657		–		3,657
Cash Equivalent		26,387		–		–		26,387
Total Investments in Securities		3,786,588		3,657		–		3,790,245

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(366	)		–		–		(366	)
Total Other Financial Instruments		(366	)		–		–		(366	)

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

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

SEI Institutional Managed Trust

97

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Large Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	28,547	$	318,445	$	(343,356	)	$	(3	)	$	24	$	3,657	$	345	$	1
SEI Daily Income Trust, Government Fund, Institutional Class		21,654		614,191		(609,458	)		—			—		26,387		835		—
Totals	$	50,201	$	932,636	$	(952,814	)	$	(3	)	$	24	$	30,044	$	1,180	$	1

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

See “Glossary” for abbreviations.

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

98

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

S&P 500 Index Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 97.7%
Communication Services — 8.7%
Activision Blizzard Inc		16,852	$	1,578
Alphabet Inc, Cl A *		139,690		18,280
Alphabet Inc, Cl C *		118,805		15,664
AT&T Inc		168,117		2,525
Charter Communications Inc, Cl A *		2,432		1,070
Comcast Corp, Cl A		96,905		4,297
Electronic Arts Inc		5,778		696
Fox Corp, Cl A		5,986		187
Fox Corp, Cl B		3,181		92
Interpublic Group of Cos Inc/The		9,101		261
Live Nation Entertainment Inc *		3,400		282
Match Group Inc *		6,700		263
Meta Platforms Inc, Cl A *		52,337		15,712
Netflix Inc *		10,465		3,952
News Corp, Cl A		8,975		180
News Corp, Cl B		2,700		56
Omnicom Group Inc		4,704		350
Paramount Global, Cl B		11,817		152
Take-Two Interactive Software Inc, Cl A *		3,700		519
T-Mobile US Inc		12,226		1,712
Verizon Communications Inc		98,913		3,206
Walt Disney Co/The *		43,024		3,487
Warner Bros Discovery Inc *		52,074		566
				75,087
Consumer Discretionary — 10.5%
Airbnb Inc, Cl A *		10,000		1,372
Amazon.com Inc, Cl A *		213,689		27,164
Aptiv PLC *		6,370		628
AutoZone Inc *		427		1,085
Bath & Body Works Inc		5,427		183
Best Buy Co Inc		4,654		323
Booking Holdings Inc *		840		2,591
BorgWarner Inc		5,553		224
Caesars Entertainment Inc *		5,200		241
CarMax Inc *		3,800		269

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Carnival Corp *		23,784	$	326
Chipotle Mexican Grill Inc, Cl A *		662		1,213
Darden Restaurants Inc		2,818		404
Domino's Pizza Inc		795		301
DR Horton Inc		7,258		780
eBay Inc		12,549		553
Etsy Inc *		2,900		187
Expedia Group Inc *		3,355		346
Ford Motor Co		92,370		1,147
Garmin Ltd		3,671		386
General Motors Co		32,647		1,076
Genuine Parts Co		3,296		476
Hasbro Inc		3,096		205
Hilton Worldwide Holdings Inc		6,200		931
Home Depot Inc/The		23,658		7,149
Las Vegas Sands Corp		7,700		353
Lennar Corp, Cl A		5,974		670
LKQ Corp		6,100		302
Lowe's Cos Inc		13,809		2,870
Marriott International Inc/MD, Cl A		5,900		1,160
McDonald's Corp		17,154		4,519
MGM Resorts International *		6,600		243
Mohawk Industries Inc *		1,300		112
NIKE Inc, Cl B		28,950		2,768
Norwegian Cruise Line Holdings Ltd *		10,200		168
NVR Inc *		78		465
O'Reilly Automotive Inc *		1,440		1,309
Pool Corp		922		328
PulteGroup Inc		5,299		392
Ralph Lauren Corp, Cl A		1,005		117
Ross Stores Inc		8,019		906
Royal Caribbean Cruises Ltd *		5,500		507
Starbucks Corp		27,004		2,465
Tapestry Inc		5,519		159
Tesla Inc *		65,038		16,274
TJX Cos Inc/The		27,086		2,407
Tractor Supply Co		2,580		524
Ulta Beauty Inc *		1,197		478
VF Corp		7,665		135
Whirlpool Corp		1,312		175
Wynn Resorts Ltd		2,429		224
Yum! Brands Inc		6,570		821
				90,411
Consumer Staples — 6.4%
Altria Group Inc		41,973		1,765
Archer-Daniels-Midland Co		12,618		952
Brown-Forman Corp, Cl B		4,365		252
Bunge Ltd		3,600		390
Campbell Soup Co		4,684		192
Church & Dwight Co Inc		5,776		529
Clorox Co/The		2,902		380
Coca-Cola Co/The		91,548		5,125

SEI Institutional Managed Trust

99

SCHEDULE OF INVESTMENTS

September 30, 2023

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Colgate-Palmolive Co		19,495	$	1,386
Conagra Brands Inc		11,465		314
Constellation Brands Inc, Cl A		3,807		957
Costco Wholesale Corp		10,419		5,886
Dollar General Corp		5,181		548
Dollar Tree Inc *		4,854		517
Estee Lauder Cos Inc/The, Cl A		5,450		788
General Mills Inc		13,786		882
Hershey Co/The		3,412		683
Hormel Foods Corp		6,908		263
J M Smucker Co/The		2,453		302
Kellanova		6,167		367
Kenvue Inc		40,560		815
Keurig Dr Pepper Inc		23,700		748
Kimberly-Clark Corp		7,903		955
Kraft Heinz Co/The		18,708		629
Kroger Co/The		15,336		686
Lamb Weston Holdings Inc		3,500		324
McCormick & Co Inc/MD		5,932		449
Molson Coors Beverage Co, Cl B		4,451		283
Mondelez International Inc, Cl A		32,020		2,222
Monster Beverage Corp *		17,508		927
PepsiCo Inc		32,379		5,486
Philip Morris International Inc		36,527		3,382
Procter & Gamble Co/The		55,472		8,091
Sysco Corp, Cl A		11,920		787
Target Corp, Cl A		10,828		1,197
Tyson Foods Inc, Cl A		6,703		339
Walgreens Boots Alliance Inc		17,057		379
Walmart Inc		33,573		5,369
				55,546
Energy — 4.6%
APA Corp		7,231		297
Baker Hughes Co, Cl A		23,749		839
Chevron Corp		41,729		7,036
ConocoPhillips		28,228		3,382
Coterra Energy Inc		18,013		487
Devon Energy Corp		15,113		721
Diamondback Energy Inc, Cl A		4,251		658
EOG Resources Inc		13,707		1,738
EQT Corp		8,700		353
Exxon Mobil Corp		94,252		11,082
Halliburton Co		21,142		856
Hess Corp		6,475		991
Kinder Morgan Inc		46,282		767
Marathon Oil Corp		14,456		387
Marathon Petroleum Corp		9,438		1,428
Occidental Petroleum Corp		15,662		1,016
ONEOK Inc		13,709		870
Phillips 66		10,487		1,260
Pioneer Natural Resources Co		5,466		1,255
Schlumberger NV, Cl A		33,500		1,953

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Targa Resources Corp		5,400	$	463
Valero Energy Corp		8,353		1,184
Williams Cos Inc/The		28,669		966
				39,989
Financials — 12.5%
Aflac Inc		12,734		977
Allstate Corp/The		6,259		697
American Express Co		13,695		2,043
American International Group Inc		16,735		1,014
Ameriprise Financial Inc		2,381		785
Aon PLC, Cl A		4,801		1,557
Arch Capital Group Ltd *		8,700		693
Arthur J Gallagher & Co		5,049		1,151
Assurant Inc		1,305		187
Bank of America Corp		163,109		4,466
Bank of New York Mellon Corp/The		18,299		780
Berkshire Hathaway Inc, Cl B *		42,890		15,024
BlackRock Inc		3,269		2,113
Blackstone Inc, Cl A		16,700		1,789
Brown & Brown Inc		5,600		391
Capital One Financial Corp		8,949		868
Cboe Global Markets Inc		2,500		391
Charles Schwab Corp/The		34,959		1,919
Chubb Ltd		9,701		2,020
Cincinnati Financial Corp		3,683		377
Citigroup Inc		45,298		1,863
Citizens Financial Group Inc		11,100		297
CME Group Inc, Cl A		8,412		1,684
Comerica Inc		3,092		128
Discover Financial Services		6,008		520
Everest Group Ltd		1,037		385
FactSet Research Systems Inc		900		394
Fidelity National Information Services Inc, Cl B		13,865		766
Fifth Third Bancorp		16,311		413
Fiserv Inc, Cl A *		14,305		1,616
FleetCor Technologies Inc *		1,729		441
Franklin Resources Inc		6,738		166
Global Payments Inc		6,183		713
Globe Life Inc		2,139		233
Goldman Sachs Group Inc/The		7,718		2,497
Hartford Financial Services Group Inc/The		7,186		510
Huntington Bancshares Inc/OH		34,614		360
Intercontinental Exchange Inc		13,205		1,453
Invesco Ltd		11,116		161
Jack Henry & Associates Inc		1,700		257
JPMorgan Chase & Co		68,408		9,921
KeyCorp		22,583		243
Loews Corp		4,362		276
M&T Bank Corp		3,934		497
MarketAxess Holdings Inc		856		183
Marsh & McLennan Cos Inc		11,659		2,219

100

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Mastercard Inc, Cl A		19,597	$	7,759
MetLife Inc		14,839		934
Moody's Corp		3,671		1,161
Morgan Stanley		30,036		2,453
MSCI Inc, Cl A		1,884		967
Nasdaq Inc, Cl A		7,977		388
Northern Trust Corp		4,909		341
PayPal Holdings Inc *		25,829		1,510
PNC Financial Services Group Inc/The		9,413		1,156
Principal Financial Group Inc, Cl A		5,357		386
Progressive Corp/The		13,785		1,920
Prudential Financial Inc		8,566		813
Raymond James Financial Inc		4,558		458
Regions Financial Corp		22,363		385
S&P Global Inc		7,705		2,815
State Street Corp		7,545		505
Synchrony Financial		9,863		302
T Rowe Price Group Inc		5,293		555
Travelers Cos Inc/The		5,356		875
Truist Financial Corp		31,306		896
US Bancorp		36,638		1,211
Visa Inc, Cl A		37,849		8,706
W R Berkley Corp		4,800		305
Wells Fargo & Co		86,173		3,521
Willis Towers Watson PLC		2,469		516
Zions Bancorp NA		3,486		122
				108,398
Health Care — 13.0%
Abbott Laboratories		40,912		3,962
AbbVie Inc		41,513		6,188
Agilent Technologies Inc		6,915		773
Align Technology Inc *		1,686		515
Amgen Inc, Cl A		12,522		3,365
Baxter International Inc		12,035		454
Becton Dickinson & Co		6,878		1,778
Biogen Inc *		3,406		875
Bio-Rad Laboratories Inc, Cl A *		531		190
Bio-Techne Corp		3,752		255
Boston Scientific Corp *		34,476		1,820
Bristol-Myers Squibb Co		49,203		2,856
Cardinal Health Inc		6,059		526
Catalent Inc *		4,200		191
Cencora Inc, Cl A		3,796		683
Centene Corp *		12,889		888
Charles River Laboratories International Inc *		1,160		227
Cigna Group/The		6,943		1,986
Cooper Cos Inc/The, Cl A		1,204		383
CVS Health Corp		30,176		2,107
Danaher Corp, Cl A		15,512		3,849
DaVita Inc *		1,356		128
DENTSPLY SIRONA Inc		5,009		171

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Dexcom Inc *		9,072	$	846
Edwards Lifesciences Corp, Cl A *		14,242		987
Elevance Health Inc		5,529		2,408
Eli Lilly & Co		18,739		10,065
GE HealthCare Technologies Inc		9,162		623
Gilead Sciences Inc		29,314		2,197
HCA Healthcare Inc		4,781		1,176
Henry Schein Inc *		3,100		230
Hologic Inc *		5,900		410
Humana Inc		2,931		1,426
IDEXX Laboratories Inc *		1,923		841
Illumina Inc *		3,696		507
Incyte Corp *		4,400		254
Insulet Corp *		1,600		255
Intuitive Surgical Inc *		8,207		2,399
IQVIA Holdings Inc *		4,296		845
Johnson & Johnson		56,643		8,822
Laboratory Corp of America Holdings		2,110		424
McKesson Corp		3,143		1,367
Medtronic PLC		31,279		2,451
Merck & Co Inc		59,714		6,148
Mettler-Toledo International Inc *		524		581
Moderna Inc *		7,700		795
Molina Healthcare Inc *		1,379		452
Organon & Co		6,017		105
Pfizer Inc		132,860		4,407
Quest Diagnostics Inc		2,624		320
Regeneron Pharmaceuticals Inc *		2,544		2,094
ResMed Inc		3,409		504
Revvity Inc		2,998		332
STERIS PLC		2,345		515
Stryker Corp		7,926		2,166
Teleflex Inc		1,129		222
Thermo Fisher Scientific Inc		9,026		4,569
UnitedHealth Group Inc		21,772		10,977
Universal Health Services Inc, Cl B		1,500		189
Vertex Pharmaceuticals Inc *		6,027		2,096
Viatris Inc, Cl W		28,757		284
Waters Corp *		1,372		376
West Pharmaceutical Services Inc		1,722		646
Zimmer Biomet Holdings Inc		4,974		558
Zoetis Inc, Cl A		10,845		1,887
				112,926
Industrials — 8.1%
3M Co		12,971		1,214
A O Smith Corp		3,000		198
Alaska Air Group Inc *		3,000		111
Allegion plc		2,070		216
American Airlines Group Inc *		15,309		196
AMETEK Inc		5,400		798
Automatic Data Processing Inc		9,715		2,337
Axon Enterprise Inc *		1,600		318

SEI Institutional Managed Trust

101

SCHEDULE OF INVESTMENTS

September 30, 2023

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Boeing Co/The *		13,255	$	2,541
Broadridge Financial Solutions Inc		2,784		498
Carrier Global Corp		19,631		1,084
Caterpillar Inc, Cl A		11,993		3,274
Ceridian HCM Holding Inc *		3,700		251
CH Robinson Worldwide Inc		2,805		242
Cintas Corp		2,032		977
Copart Inc *		20,200		870
CSX Corp		47,199		1,451
Cummins Inc		3,298		753
Deere & Co		6,411		2,419
Delta Air Lines Inc, Cl A		15,113		559
Dover Corp		3,337		466
Eaton Corp PLC		9,420		2,009
Emerson Electric Co		13,475		1,301
Equifax Inc		2,889		529
Expeditors International of Washington Inc		3,477		399
Fastenal Co, Cl A		13,418		733
FedEx Corp		5,411		1,433
Fortive Corp		8,287		615
Generac Holdings Inc *		1,454		158
General Dynamics Corp		5,244		1,159
General Electric Co		25,588		2,829
Honeywell International Inc		15,620		2,886
Howmet Aerospace Inc		8,578		397
Huntington Ingalls Industries Inc, Cl A		947		194
IDEX Corp		1,800		374
Illinois Tool Works Inc		6,465		1,489
Ingersoll Rand Inc		9,633		614
Jacobs Solutions Inc		2,962		404
JB Hunt Transport Services Inc		1,951		368
Johnson Controls International PLC		16,072		855
L3Harris Technologies Inc		4,409		768
Leidos Holdings Inc		3,243		299
Lockheed Martin Corp		5,300		2,167
Masco Corp		5,384		288
Nordson Corp		1,300		290
Norfolk Southern Corp		5,386		1,061
Northrop Grumman Corp		3,330		1,466
Old Dominion Freight Line Inc, Cl A		2,144		877
Otis Worldwide Corp		9,750		783
PACCAR Inc		12,300		1,046
Parker-Hannifin Corp, Cl A		2,971		1,157
Paychex Inc		7,569		873
Paycom Software Inc		1,159		301
Pentair PLC		3,966		257
Quanta Services Inc		3,418		639
Republic Services Inc		4,783		682
Robert Half Inc		2,532		186
Rockwell Automation Inc		2,726		779
Rollins Inc		5,500		205
RTX Corp		34,328		2,471

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Snap-on Inc		1,207	$	308
Southwest Airlines Co, Cl A		13,962		378
Stanley Black & Decker Inc		3,608		302
Textron Inc		4,707		368
Trane Technologies PLC		5,370		1,090
TransDigm Group Inc *		1,320		1,113
Union Pacific Corp		14,341		2,920
United Airlines Holdings Inc *		7,700		326
United Parcel Service Inc, Cl B		17,068		2,660
United Rentals Inc		1,614		718
Verisk Analytics Inc, Cl A		3,426		809
Waste Management Inc		8,684		1,324
Westinghouse Air Brake Technologies Corp		4,271		454
WW Grainger Inc		1,064		736
Xylem Inc/NY		5,700		519
				70,139
Information Technology — 26.8%
Accenture PLC, Cl A		14,856		4,562
Adobe Inc *		10,747		5,480
Advanced Micro Devices Inc *		37,925		3,899
Akamai Technologies Inc *		3,604		384
Amphenol Corp, Cl A		13,960		1,173
Analog Devices Inc		11,772		2,061
ANSYS Inc *		2,007		597
Apple Inc		345,993		59,238
Applied Materials Inc		19,741		2,733
Arista Networks Inc *		5,870		1,080
Autodesk Inc, Cl A *		5,055		1,046
Broadcom Inc		9,710		8,065
Cadence Design Systems Inc *		6,351		1,488
CDW Corp/DE		3,147		635
Cisco Systems Inc		95,878		5,154
Cognizant Technology Solutions Corp, Cl A		11,905		806
Corning Inc, Cl B		17,908		546
DXC Technology Co *		4,830		101
Enphase Energy Inc *		3,200		385
EPAM Systems Inc *		1,400		358
F5 Inc, Cl A *		1,360		219
Fair Isaac Corp *		600		521
First Solar Inc *		2,500		404
Fortinet Inc *		15,290		897
Gartner Inc *		1,856		638
Gen Digital Inc		13,747		243
Hewlett Packard Enterprise Co		30,791		535
HP Inc		20,372		524
Intel Corp		98,137		3,489
International Business Machines Corp		21,368		2,998
Intuit Inc		6,559		3,351
Juniper Networks Inc		7,600		211
Keysight Technologies Inc *		4,132		547
KLA Corp		3,177		1,457
Lam Research Corp		3,178		1,992

102

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Microchip Technology Inc		12,913	$	1,008
Micron Technology Inc		25,769		1,753
Microsoft Corp		174,884		55,220
Monolithic Power Systems Inc		1,150		531
Motorola Solutions Inc		3,882		1,057
NetApp Inc		5,085		386
NVIDIA Corp		58,111		25,278
NXP Semiconductors NV		6,076		1,215
ON Semiconductor Corp *		10,100		939
Oracle Corp, Cl B		37,071		3,927
Palo Alto Networks Inc *		7,159		1,678
PTC Inc *		2,757		391
Qorvo Inc *		2,400		229
QUALCOMM Inc		26,232		2,913
Roper Technologies Inc		2,513		1,217
Salesforce Inc *		22,962		4,656
Seagate Technology Holdings PLC		4,600		303
ServiceNow Inc *		4,785		2,675
Skyworks Solutions Inc		3,816		376
SolarEdge Technologies Inc *		1,300		168
Synopsys Inc *		3,571		1,639
TE Connectivity Ltd		7,409		915
Teledyne Technologies Inc *		1,118		457
Teradyne Inc		3,715		373
Texas Instruments Inc		21,344		3,394
Trimble Inc *		5,800		312
Tyler Technologies Inc *		1,020		394
VeriSign Inc *		2,095		424
Western Digital Corp *		7,674		350
Zebra Technologies Corp, Cl A *		1,173		277
				232,272
Materials — 2.4%
Air Products and Chemicals Inc		5,221		1,480
Albemarle Corp		2,757		469
Amcor PLC		35,032		321
Avery Dennison Corp		1,864		340
Ball Corp		7,372		367
Celanese Corp, Cl A		2,352		295
CF Industries Holdings Inc		4,650		399
Corteva Inc		16,673		853
Dow Inc		16,606		856
DuPont de Nemours Inc		10,799		806
Eastman Chemical Co		2,820		216
Ecolab Inc		5,816		985
FMC Corp		3,000		201
Freeport-McMoRan Inc, Cl B		33,663		1,255
International Flavors & Fragrances Inc		6,126		418
International Paper Co		8,252		293
Linde PLC		11,446		4,262
LyondellBasell Industries NV, Cl A		5,974		566
Martin Marietta Materials Inc, Cl A		1,469		603
Mosaic Co/The		7,909		282

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Newmont Corp		18,625	$	688
Nucor Corp		5,827		911
Packaging Corp of America		2,100		322
PPG Industries Inc		5,505		715
Sealed Air Corp		3,428		113
Sherwin-Williams Co/The, Cl A		5,545		1,414
Steel Dynamics Inc		3,800		407
Vulcan Materials Co		3,149		636
Westrock Co		5,984		214
				20,687
Real Estate — 2.3%
Alexandria Real Estate Equities Inc ‡		3,723		373
American Tower Corp, Cl A ‡		10,997		1,808
AvalonBay Communities Inc ‡		3,328		572
Boston Properties Inc ‡		3,400		202
Camden Property Trust ‡		2,500		236
CBRE Group Inc, Cl A *		7,409		547
CoStar Group Inc *		9,600		738
Crown Castle Inc ‡		10,164		935
Digital Realty Trust Inc, Cl A ‡		6,869		831
Equinix Inc ‡		2,196		1,595
Equity Residential ‡		8,144		478
Essex Property Trust Inc ‡		1,521		323
Extra Space Storage Inc ‡		4,999		608
Federal Realty Investment Trust ‡		1,800		163
Healthpeak Properties Inc ‡		13,200		242
Host Hotels & Resorts Inc ‡		17,174		276
Invitation Homes Inc ‡		13,500		428
Iron Mountain Inc ‡		6,838		407
Kimco Realty Corp ‡		14,913		262
Mid-America Apartment Communities Inc ‡		2,740		353
Prologis Inc ‡		21,680		2,433
Public Storage ‡		3,687		972
Realty Income Corp ‡		16,728		835
Regency Centers Corp ‡		3,699		220
SBA Communications Corp, Cl A ‡		2,549		510
Simon Property Group Inc ‡		7,706		833
UDR Inc ‡		7,400		264
Ventas Inc ‡		9,332		393
VICI Properties Inc, Cl A ‡		23,600		687
Welltower Inc ‡		12,259		1,004
Weyerhaeuser Co ‡		17,461		535
				20,063
Utilities — 2.4%
AES Corp/The		16,090		244
Alliant Energy Corp		5,900		286
Ameren Corp		6,253		468
American Electric Power Co Inc		12,115		911
American Water Works Co Inc		4,557		564
Atmos Energy Corp		3,400		360
CenterPoint Energy Inc		15,085		405

SEI Institutional Managed Trust

103

SCHEDULE OF INVESTMENTS

September 30, 2023

S&P 500 Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
CMS Energy Corp		7,001	$	372
Consolidated Edison Inc		8,136		696
Constellation Energy Corp		7,651		835
Dominion Energy Inc		19,630		877
DTE Energy Co		4,876		484
Duke Energy Corp		18,091		1,597
Edison International		8,957		567
Entergy Corp		5,026		465
Evergy Inc		5,499		279
Eversource Energy		8,335		485
Exelon Corp		23,355		883
FirstEnergy Corp		12,123		414
NextEra Energy Inc		47,571		2,725
NiSource Inc		9,844		243
NRG Energy Inc		5,481		211
PG&E Corp *		49,200		794
Pinnacle West Capital Corp		2,649		195
PPL Corp		17,571		414
Public Service Enterprise Group Inc		11,730		667
Sempra		14,690		999

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Southern Co/The		25,619	$	1,658
WEC Energy Group Inc		7,371		594
Xcel Energy Inc		12,936		740
				20,432
Total Common Stock
(Cost $232,948) ($ Thousands)				845,950
CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		19,012,292		19,012
Total Cash Equivalent
(Cost $19,012) ($ Thousands)				19,012
Total Investments in Securities — 99.9%
(Cost $251,960) ($ Thousands)			$	864,962

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		94		Dec-2023	$	21,283	$	20,330	$	(953	)

	Percentages are based on Net Assets of $866,005 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

The following is a summary of the level of inputs used as of September 30, 2023, 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		845,950		–		–		845,950
Cash Equivalent		19,012		–		–		19,012
Total Investments in Securities		864,962		–		–		864,962

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(953	)		–		–		(953	)
Total Other Financial Instruments		(953	)		–		–		(953	)

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

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

104

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1	$	142	$	(143	)	$	—	$	—	$	—	$	6	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,986		140,872		(124,846	)		—		—		19,012		332		—
Totals	$	2,987	$	141,014	$	(124,989	)	$	—	$	—	$	19,012	$	338	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

105

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 2.8%
Advantage Solutions Inc *		56,500	$	160
Cable One Inc		1,536		946
Cardlytics Inc *		14,000		231
Cinemark Holdings Inc *		199,046		3,652
Cogent Communications Holdings Inc		16,793		1,039
EchoStar Corp, Cl A *		8,660		145
Eventbrite Inc, Cl A *		57,680		569
Gambling.com Group *		27,500		360
IDT Corp, Cl B *		13,680		302
Liberty Latin America Ltd, Cl A *		71,694		585
Lions Gate Entertainment Corp, Cl A *		128,192		1,087
Nexstar Media Group Inc, Cl A		7,179		1,029
Shutterstock Inc		19,547		744
Spok Holdings Inc		35,270		503
TEGNA Inc		27,168		396
Thryv Holdings Inc *		24,960		469
Vimeo Inc *		106,270		376
Yelp Inc, Cl A *		26,900		1,119
Ziff Davis Inc *		11,667		743
				14,455
Consumer Discretionary — 10.4%
2U Inc *		104,090		257
Aaron's Co Inc/The		73,095		765
Abercrombie & Fitch Co, Cl A *		20,317		1,145
Accel Entertainment Inc, Cl A *		80,300		879
Advance Auto Parts Inc		7,259		406
American Eagle Outfitters Inc		34,452		572
Bally's Corp *		21,010		275
Beazer Homes USA Inc, Cl A *		19,768		492
Biglari Holdings Inc, Cl B *		2,946		489
BJ's Restaurants Inc *		29,150		684

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bloomin' Brands Inc		132,179	$	3,250
Bluegreen Vacations Holding Corp, Cl A		27,003		991
Brinker International Inc *		96,965		3,063
Brunswick Corp/DE		15,254		1,205
Build-A-Bear Workshop Inc *		31,550		928
Carrols Restaurant Group Inc *		109,523		722
Carter's Inc		17,942		1,241
Century Casinos Inc *		33,719		173
Cheesecake Factory Inc/The		16,462		499
Chico's FAS Inc *		39,480		295
Churchill Downs Inc		10,515		1,220
Chuy's Holdings Inc *		12,043		429
Coursera Inc *		64,500		1,206
Deckers Outdoor Corp *		627		322
Denny's Corp, Cl A *		27,430		232
Designer Brands Inc, Cl A		47,860		606
Destination XL Group Inc *		49,080		220
Dick's Sporting Goods Inc		6,650		722
Domino's Pizza Inc		3,054		1,157
Dorman Products Inc *		10,123		767
Duolingo Inc, Cl A *		4,651		771
El Pollo Loco Holdings Inc *		15,960		143
Ermenegildo Zegna NV		44,000		613
Ethan Allen Interiors Inc		18,330		548
First Watch Restaurant Group Inc *		55,074		952
Frontdoor Inc *		18,000		551
Goodyear Tire & Rubber Co/The *		33,031		411
Hasbro Inc		7,000		463
Hooker Furnishings		9,015		175
Hovnanian Enterprises, Cl A *		8,390		853
Inspired Entertainment Inc *		75,376		902
Latham Group Inc *		62,881		176
Legacy Housing Corp *		35,791		695
Light & Wonder Inc, Cl A *		7,419		529
Lindblad Expeditions Holdings Inc *		27,420		197
M/I Homes Inc *		4,683		394
Marine Products Corp		14,288		203
MarineMax Inc *		6,130		201
MasterCraft Boat Holdings Inc *		35,620		792
Modine Manufacturing Co *		34,063		1,558
Monarch Casino & Resort Inc		5,395		335
Movado Group Inc		29,036		794
Murphy USA Inc		5,849		1,999
OneSpaWorld Holdings Ltd *		47,366		531
Oxford Industries Inc, Cl A		4,418		425
PlayAGS Inc *		131,258		856
Pool Corp		2,972		1,058
Potbelly Corp *		50,940		397
Rush Street Interactive *		69,830		323
Shake Shack Inc, Cl A *		8,498		494
Steven Madden Ltd		22,016		699
Stoneridge Inc *		6,600		132

106

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Target Hospitality Corp *		58,667	$	932
Topgolf Callaway Brands Corp *		46,949		650
Travel + Leisure Co		27,154		997
Urban Outfitters Inc *		104,934		3,430
Valvoline Inc *		25,365		818
Vera Bradley Inc *		37,140		246
Wingstop Inc, Cl A		7,632		1,373
Xponential Fitness Inc, Cl A *		29,830		462
YETI Holdings Inc *		18,494		892
				54,182
Consumer Staples — 4.9%
BellRing Brands Inc *		29,229		1,205
Casey's General Stores Inc		5,199		1,412
Celsius Holdings Inc *		6,036		1,036
Duckhorn Portfolio Inc/The *		83,700		859
elf Beauty Inc *		9,378		1,030
Hain Celestial Group Inc/The *		29,717		308
Hostess Brands Inc, Cl A *		26,514		883
Ingles Markets Inc, Cl A		6,280		473
Ingredion Inc		9,691		954
Inter Parfums Inc		13,801		1,854
Lancaster Colony Corp		3,568		589
Medifast Inc		18,908		1,415
MGP Ingredients Inc		6,123		646
National Beverage Corp, Cl A *		10,900		512
Natural Grocers by Vitamin Cottage Inc		34,257		442
Nature's Sunshine Products Inc *		47,381		785
Performance Food Group Co *		17,332		1,020
Pilgrim's Pride Corp *		147,871		3,376
PriceSmart Inc		7,900		588
Sovos Brands Inc *		45,129		1,018
TreeHouse Foods Inc *		27,390		1,194
USANA Health Sciences Inc *		18,690		1,095
Village Super Market Inc, Cl A		22,899		518
Vita Coco Co Inc/The *		30,169		786
Vital Farms Inc *		115,284		1,335
				25,333
Energy — 8.8%
AESI Holdings, Cl A		19,000		422
Arch Resources Inc		2,400		410
Archrock Inc		43,800		552
Berry Corp		144,640		1,186
Bristow Group Inc *		20,868		588
Cactus Inc, Cl A		20,505		1,030
California Resources Corp		9,200		515
Centrus Energy Corp, Cl A *		28,950		1,643
ChampionX Corp		35,113		1,251
Chord Energy Corp		8,477		1,374
Civitas Resources Inc		32,294		2,612
CNX Resources Corp *		31,912		721
CONSOL Energy Inc		5,700		598

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Crescent Point Energy Corp		74,479	$	618
Delek US Holdings Inc		141,101		4,009
Diamond Offshore Drilling *		28,664		421
DMC Global Inc *		44,618		1,092
Dorian LPG Ltd *		22,634		650
Energy Fuels Inc/Canada *		51,000		419
Excelerate Energy, Cl A		52,680		898
Expro Group Holdings NV *		26,899		625
Gulfport Energy Corp *		9,720		1,153
Helix Energy Solutions Group Inc *		57,110		638
HF Sinclair Corp		19,160		1,091
Matador Resources Co		21,318		1,268
Noble Corp PLC		12,462		631
Northern Oil and Gas Inc		49,358		1,986
Oceaneering International Inc, Cl A *		25,621		659
Oil States International Inc *		33,050		277
PBF Energy Inc, Cl A		9,300		498
Permian Resources Corp, Cl A		140,000		1,954
Ranger Energy Services Inc, Cl A		77,738		1,102
REX American Resources Corp *		19,172		781
RPC Inc		69,950		625
Select Water Solutions Inc, Cl A		36,500		290
SFL Corp Ltd		55,446		618
Solaris Oilfield Infrastructure Inc, Cl A		98,826		1,053
Southwestern Energy Co *		427,397		2,757
TechnipFMC PLC		28,492		580
Teekay Corp *		142,750		881
Teekay Tankers Ltd, Cl A		16,728		696
TETRA Technologies Inc *		178,080		1,136
Tidewater Inc *		19,016		1,351
Transocean Ltd *		58,000		476
Uranium Energy *		75,000		386
VAALCO Energy Inc		128,230		563
Weatherford International PLC *		8,183		739
				45,823
Financials — 17.0%
AFC Gamma Inc ‡		22,068		259
Affirm Holdings Inc, Cl A *		18,500		393
Amalgamated Financial Corp		9,130		157
A-Mark Precious Metals Inc		15,880		466
Ambac Financial Group Inc *		81,750		986
American Equity Investment Life Holding Co *		48,578		2,606
Arrow Financial Corp		219		4
AssetMark Financial Holdings Inc *		61,388		1,540
Atlanticus Holdings Corp *		18,686		566
AvidXchange Holdings Inc *		18,800		178
Banco Latinoamericano de Comercio Exterior SA, Cl E		24,276		515
Bank OZK		30,656		1,136
Byline Bancorp Inc		12,540		247
Cantaloupe Inc *		92,688		579

SEI Institutional Managed Trust

107

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Capital Bancorp Inc		11,234	$	215
Capital City Bank Group Inc		18,688		557
Carter Bankshares Inc *		15,208		191
Cass Information Systems Inc		11,720		437
Chimera Investment Corp ‡		127,610		697
City Holding Co		6,300		569
Civista Bancshares Inc		18,241		283
CNO Financial Group Inc		158,281		3,756
Coastal Financial Corp/WA *		19,077		819
Cohen & Steers Inc		17,248		1,081
Columbia Banking System Inc		210,818		4,280
Comerica Inc		25,230		1,048
Crawford & Co, Cl A		80,921		756
CrossFirst Bankshares Inc *		22,630		228
Enova International Inc *		4,110		209
Esquire Financial Holdings Inc		15,584		712
Essent Group Ltd		12,200		577
FactSet Research Systems Inc		2,616		1,144
Federal Agricultural Mortgage Corp, Cl C		2,850		440
First American Financial Corp		16,600		938
First Commonwealth Financial Corp		148,190		1,809
First Community Bankshares Inc		17,640		520
First Financial Corp/IN		5,780		195
First Interstate BancSystem Inc, Cl A		47,080		1,174
FirstCash Holdings Inc		6,329		635
Flywire Corp *		20,800		663
FNB Corp/PA		178,033		1,921
Globe Life Inc		8,871		965
Goosehead Insurance Inc, Cl A *		14,600		1,088
Great Southern Bancorp Inc		8,100		388
Hamilton Lane Inc, Cl A		21,603		1,954
Hanmi Financial Corp		8,180		133
Hanover Insurance Group Inc/The, Cl A		8,000		888
HBT Financial Inc		25,000		456
HCI Group Inc		4,190		227
Heritage Commerce Corp		44,663		378
Heritage Global Inc *		167,777		523
Heritage Insurance Holdings Inc *		136,568		886
Home BancShares Inc/AR		54,565		1,143
HomeTrust Bancshares Inc		17,390		377
I3 Verticals Inc, Cl A *		8,772		185
Independent Bank Corp		18,430		905
Independent Bank Corp/MI		15,040		276
International Money Express Inc *		22,527		381
Jack Henry & Associates Inc		7,054		1,066
Jackson Financial Inc, Cl A		49,477		1,891
KeyCorp		171,414		1,844
Kinsale Capital Group Inc		3,997		1,655
Lincoln National Corp		122,589		3,027
Macatawa Bank Corp		53,210		477
Mercantile Bank Corp		12,752		394
Merchants Bancorp/IN		39,590		1,097

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Metrocity Bankshares Inc		7,846	$	154
MGIC Investment Corp		50,530		843
Morningstar Inc, Cl A		4,300		1,007
Mr Cooper Group Inc *		19,100		1,023
National Bank Holdings Corp, Cl A		12,000		357
New York Community Bancorp Inc		34,000		386
NMI Holdings Inc, Cl A *		58,223		1,577
Northrim BanCorp Inc		3,210		127
OFG Bancorp		42,797		1,278
Old National Bancorp/IN, Cl A		257,038		3,737
Old Second Bancorp Inc		35,080		477
Orrstown Financial Services Inc		16,710		351
Oscar Health Inc, Cl A *		90,000		501
Paymentus Holdings, Cl A *		38,600		641
Payoneer Global Inc *		102,000		624
Paysafe Ltd *		45,197		542
Peapack-Gladstone Financial Corp		9,550		245
PennyMac Financial Services Inc		5,158		344
Peoples Bancorp Inc/OH		6,720		171
Peoples Financial Services Corp		6,214		249
Pinnacle Financial Partners Inc		16,823		1,128
Primerica Inc		7,183		1,394
Prosperity Bancshares Inc		15,189		829
Regional Management Corp		25,347		702
Remitly Global Inc *		52,262		1,318
Repay Holdings Corp, Cl A *		30,830		234
Security National Financial Corp, Cl A *		15,270		120
Selectquote Inc *		247,220		289
Sierra Bancorp		18,880		358
Skyward Specialty Insurance Group *		16,000		438
Southern Missouri Bancorp Inc		3,011		117
Stellar Bancorp Inc		8,250		176
StepStone Group Inc, Cl A		14,875		470
Summit Financial Group Inc		7,280		164
Third Coast Bancshares Inc *		29,915		512
Universal Insurance Holdings Inc		55,435		777
Univest Financial Corp		50,472		877
Valley National Bancorp		110,000		942
Wintrust Financial Corp		19,356		1,461
World Acceptance Corp *		8,363		1,063
Zions Bancorp NA		59,002		2,059
				88,152
Health Care — 14.4%
ACADIA Pharmaceuticals Inc *		19,899		415
ADMA Biologics Inc *		250,692		897
Akero Therapeutics Inc *		10,524		532
Alector Inc *		82,500		535
Alignment Healthcare *		44,940		312
Alkermes PLC *		21,000		588
ALX Oncology Holdings Inc *		76,127		365
Amedisys Inc *		11,475		1,072
Amicus Therapeutics Inc *		48,928		595

108

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AMN Healthcare Services Inc *		40,418	$	3,443
Amneal Pharmaceuticals Inc *		110,670		467
Amphastar Pharmaceuticals Inc *		12,707		584
ANI Pharmaceuticals Inc *		20,407		1,185
Anika Therapeutics Inc *		7,330		137
Arcturus Therapeutics Holdings Inc *		2,754		70
AtriCure Inc *		12,721		557
Avidity Biosciences Inc *		31,050		198
Avita Medical *		23,206		339
Axonics Inc *		8,780		493
Axsome Therapeutics Inc *		5,411		378
Biohaven Ltd *		15,000		390
Bridgebio Pharma Inc *		15,813		417
Brookdale Senior Living Inc, Cl A *		146,028		605
CareDx Inc *		51,950		364
Castle Biosciences Inc *		9,520		161
Catalyst Pharmaceuticals Inc *		41,309		483
Chemed Corp		2,086		1,084
Coherus Biosciences Inc *		39,230		147
Collegium Pharmaceutical Inc *		83,315		1,862
Community Health Systems Inc *		41,440		120
Computer Programs and Systems Inc *		7,880		126
Corcept Therapeutics Inc *		18,000		490
Crinetics Pharmaceuticals Inc *		15,000		446
Cross Country Healthcare Inc *		116,117		2,879
Cymabay Therapeutics Inc *		74,613		1,113
Disc Medicine Inc, Cl A *		10,250		482
Eagle Pharmaceuticals Inc/DE *		28,650		452
Emergent BioSolutions Inc *		84,400		287
Encompass Health Corp		42,441		2,850
Ensign Group Inc/The		15,898		1,477
Envista Holdings Corp *		26,311		734
Generation Bio Co *		35,081		133
Glaukos Corp *		8,124		611
Globus Medical Inc, Cl A *		11,111		552
GoodRx Holdings, Cl A *		95,308		537
Haemonetics Corp *		7,354		659
HealthEquity Inc *		17,675		1,291
HealthStream Inc		60,564		1,307
Heron Therapeutics Inc *		110,681		114
Hims & Hers Health Inc *		64,527		406
Ideaya Biosciences *		15,500		418
ImmunoGen Inc *		67,505		1,071
Immunovant Inc *		19,598		752
Inmode *		29,000		883
Innoviva Inc *		32,903		427
Insmed Inc *		19,200		485
Integra LifeSciences Holdings Corp *		73,686		2,814
Intra-Cellular Therapies Inc, Cl A *		10,649		555
Ionis Pharmaceuticals Inc *		8,500		386
iRadimed Corp *		34,995		1,553
iTeos Therapeutics Inc *		55,633		609

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kiniksa Pharmaceuticals Ltd, Cl A *		88,767	$	1,542
Kodiak Sciences Inc *		79,980		144
Krystal Biotech Inc *		2,981		346
LeMaitre Vascular Inc		31,956		1,741
MacroGenics Inc *		27,910		130
Medpace Holdings Inc *		1,780		431
Merit Medical Systems Inc *		8,907		615
Mersana Therapeutics Inc *		104,370		133
MiMedx Group Inc *		59,547		434
Mirum Pharmaceuticals Inc *		22,130		699
NanoString Technologies Inc *		72,090		124
NeoGenomics Inc *		34,250		421
Nurix Therapeutics Inc *		58,940		463
OptimizeRx Corp *		15,765		123
Option Care Health Inc *		20,188		653
OraSure Technologies Inc *		180,480		1,070
Organogenesis Holdings Inc, Cl A *		209,125		665
Orthofix Medical Inc *		16,710		215
Patterson Cos Inc		19,100		566
Pennant Group Inc/The *		26,170		291
Perrigo Co PLC		33,066		1,056
PetIQ Inc, Cl A *		20,520		404
Phreesia Inc *		20,517		383
PMV Pharmaceuticals Inc *		23,520		144
Prestige Consumer Healthcare Inc, Cl A *		28,348		1,621
Privia Health Group Inc *		7,110		164
Quanterix Corp *		37,679		1,023
Quest Diagnostics Inc		7,703		939
QuidelOrtho Corp *		9,203		672
Rigel Pharmaceuticals Inc *		193,906		209
RxSight Inc *		18,229		508
Sana Biotechnology Inc *		71,100		275
SI-BONE Inc *		28,000		595
SIGA Technologies Inc *		148,320		779
Simulations Plus Inc		3,300		138
Soleno Therapeutics *		14,300		422
STERIS PLC		6,457		1,417
Stoke Therapeutics Inc *		25,214		99
Surgery Partners Inc *		14,600		427
Surmodics Inc *		34,252		1,099
Sutro Biopharma Inc *		36,157		125
Tango Therapeutics Inc *		37,000		417
TransMedics Group Inc *		6,123		335
UFP Technologies Inc *		2,456		397
UroGen Pharma *		18,700		262
US Physical Therapy Inc		12,113		1,111
Utah Medical Products Inc		2,416		208
Vanda Pharmaceuticals Inc *		219,757		949
Viemed Healthcare Inc *		79,707		536
Voyager Therapeutics Inc *		52,266		405
Y-mAbs Therapeutics Inc *		141,600		772

SEI Institutional Managed Trust

109

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zimvie Inc *		15,340	$	144
				74,535
Industrials — 21.1%
AAON Inc		10,537		599
AAR Corp *		10,500		625
ABM Industries Inc		107,733		4,310
ACCO Brands Corp		365,567		2,098
AeroVironment Inc *		10,700		1,193
Air Lease Corp, Cl A		26,625		1,049
Alamo Group Inc		3,165		547
Allison Transmission Holdings Inc		17,137		1,012
API Group Corp *		26,196		679
Applied Industrial Technologies Inc, Cl A		8,544		1,321
ArcBest Corp		3,387		344
Archer Aviation, Cl A *(A)		64,407		326
Arcosa Inc		6,024		433
Argan Inc		10,854		494
Aris Water Solutions, Cl A		12,520		125
Astec Industries Inc		14,200		669
Astronics Corp *		35,930		570
Asure Software Inc *		47,402		448
AZEK Co Inc/The, Cl A *		32,490		966
Babcock & Wilcox Enterprises *		180,939		762
Barrett Business Services Inc		9,003		812
Blue Bird Corp *		11,198		239
Boise Cascade Co		4,609		475
Booz Allen Hamilton Holding Corp, Cl A		12,038		1,315
BrightView Holdings Inc *		125,730		974
Brink's Co/The		8,800		639
Broadridge Financial Solutions Inc		7,396		1,324
BWX Technologies Inc, Cl W		39,122		2,933
CACI International Inc, Cl A *		3,577		1,123
Carlisle Cos Inc		4,335		1,124
Cimpress PLC *		7,523		527
CIRCOR International Inc *		14,346		800
Clean Harbors Inc *		8,473		1,418
Comfort Systems USA Inc		6,897		1,175
Commercial Vehicle Group Inc *		108,084		839
Construction Partners Inc, Cl A *		17,500		640
Costamare Inc		107,614		1,035
Covenant Logistics Group Inc, Cl A		7,950		349
CSG Systems International Inc		10,461		535
CSW Industrials Inc		3,518		617
Curtiss-Wright Corp		2,600		509
Daseke Inc *		11,866		61
Distribution Solutions Group *		10,060		262
DXP Enterprises Inc/TX *		31,049		1,085
Eagle Bulk Shipping Inc		15,940		670
EMCOR Group Inc		11,360		2,390
Enerpac Tool Group Corp, Cl A		21,925		580
EnerSys		6,430		609
Ennis Inc		55,013		1,167

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EnPro Industries Inc		9,177	$	1,112
Enviri *		36,576		264
ExlService Holdings Inc *		25,150		705
First Advantage Corp *		14,080		194
Forrester Research Inc *		6,868		199
Franklin Covey Co *		26,852		1,153
FTAI Aviation Ltd		17,645		627
Gates Industrial Corp PLC *		52,487		609
GATX Corp		4,449		484
Genco Shipping & Trading Ltd		11,253		157
GFL Environmental Inc		37,105		1,178
Gibraltar Industries Inc *		8,700		587
Global Industrial		8,560		287
Gorman-Rupp Co/The		17,597		579
H&E Equipment Services Inc		14,952		646
Heidrick & Struggles International Inc		16,326		408
Heritage-Crystal Clean Inc *		13,316		604
Hexcel Corp, Cl A		11,302		736
Hudson Technologies Inc *		124,700		1,659
Huron Consulting Group Inc *		31,298		3,260
Hyster-Yale Materials Handling Inc		31,923		1,423
IBEX Holdings Ltd *		52,964		818
ICF International Inc, Cl A		3,950		477
IES Holdings *		5,400		356
Insperity Inc, Cl A		11,170		1,090
Interface Inc, Cl A		13,960		137
ITT Inc		14,803		1,449
Karat Packaging		26,435		610
Kelly Services Inc, Cl A		28,640		521
Kennametal Inc		17,426		434
Kirby Corp *		5,800		480
Korn Ferry		17,911		850
L B Foster Co, Cl A *		35,000		662
Landstar System Inc		5,648		999
Legalzoom.com Inc *		57,353		627
LSI Industries Inc		35,810		569
Manitowoc Co Inc/The *		67,453		1,015
Masonite International Corp *		10,679		996
McGrath RentCorp		6,433		645
Mistras Group *		34,678		189
MSA Safety Inc		1,977		312
MYR Group Inc *		4,073		549
National Presto Industries Inc		1,860		135
Nordson Corp		4,792		1,069
nVent Electric PLC		10,886		577
Owens Corning		4,449		607
PAM Transportation Services Inc *		19,264		415
Park-Ohio Holdings Corp		31,827		634
Parsons Corp *		20,391		1,108
Powell Industries Inc		21,723		1,801
Preformed Line Products Co		2,150		350
Primoris Services Corp		37,914		1,241

110

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Radiant Logistics Inc *		93,631	$	529
Regal Rexnord Corp		6,392		913
REV Group Inc		50,034		801
Rush Enterprises Inc, Cl A		18,573		758
Safe Bulkers Inc		124,042		402
Simpson Manufacturing Co Inc		7,285		1,091
SkyWest Inc *		11,904		499
SP Plus Corp *		15,279		552
SPX Technologies Inc *		12,849		1,046
Standex International Corp		20,810		3,032
Steelcase Inc, Cl A		69,493		776
Sterling Infrastructure Inc *		13,862		1,019
Tennant Co		7,200		534
Terex Corp		25,485		1,468
Tetra Tech Inc		8,095		1,231
Thermon Group Holdings Inc *		22,200		610
Transcat Inc *		3,900		382
TransUnion		13,631		979
TriNet Group Inc *		4,800		559
TTEC Holdings Inc		19,336		507
UFP Industries Inc		9,452		968
UniFirst Corp/MA		5,282		861
Upwork Inc *		68,232		775
V2X Inc *		13,330		689
Valmont Industries Inc		7,501		1,802
Vertiv Holdings Co, Cl A		18,481		688
Vicor Corp *		6,600		389
Watts Water Technologies Inc, Cl A		3,200		553
WESCO International Inc		6,190		890
Willis Lease Finance *		3,840		162
XPO Inc *		8,560		639
				109,493
Information Technology — 11.4%
8x8 Inc *		266,830		672
A10 Networks Inc		33,569		505
ACM Research Inc, Cl A *		57,724		1,045
Aehr Test Systems *		10,554		482
Agilysys Inc *		6,148		407
Alkami Technology Inc *		35,221		642
Amplitude Inc, Cl A *		19,220		222
Appfolio Inc, Cl A *		6,105		1,115
Applied Optoelectronics Inc *		30,000		329
AppLovin Corp, Cl A *		15,437		617
Arlo Technologies Inc *		83,009		855
Aviat Networks Inc *		15,520		484
Axcelis Technologies Inc *		5,416		883
Badger Meter Inc		7,479		1,076
Belden Inc		20,488		1,978
Blackbaud Inc, Cl A *		6,330		445
Clearfield Inc *		10,455		300
Cognex Corp		19,794		840
CommVault Systems Inc *		8,714		589

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Credo Technology Group Holding Ltd *		25,420	$	388
Digi International Inc *		16,512		446
Diodes Inc *		10,486		827
Dropbox Inc, Cl A *		12,041		328
eGain Corp *		54,866		336
Elastic NV *		6,500		528
Entegris Inc		4,059		381
Extreme Networks Inc *		22,060		534
Fabrinet *		7,736		1,289
Fastly Inc, Cl A *		56,728		1,087
Freshworks, Cl A *		53,691		1,069
Hackett Group Inc/The		20,465		483
Harmonic Inc, Cl A *		136,693		1,316
Immersion Corp		66,120		437
Intapp Inc *		16,754		562
IonQ Inc *		22,851		340
Iteris Inc *		122,683		508
Itron Inc *		8,475		513
Kimball Electronics Inc *		14,930		409
Kulicke & Soffa Industries Inc		22,931		1,115
Littelfuse Inc		4,309		1,066
LivePerson Inc *		30,990		121
LiveRamp Holdings Inc *		21,000		606
Lumentum Holdings Inc *		19,469		880
MACOM Technology Solutions Holdings Inc *		7,607		621
Mitek Systems Inc *		15,216		163
National Instruments Corp		7,033		419
Nutanix Inc, Cl A *		14,500		506
Olo Inc, Cl A *		29,960		182
Onto Innovation Inc *		6,927		883
OSI Systems Inc *		7,655		904
PAR Technology *		11,400		439
PC Connection Inc		22,107		1,180
PDF Solutions Inc *		18,040		584
Photronics Inc *		225,754		4,562
Power Integrations Inc		14,039		1,071
PROS Holdings Inc *		17,700		613
Pure Storage Inc, Cl A *		10,989		391
Qualys Inc *		3,727		569
Rambus Inc *		14,677		819
Ribbon Communications Inc *		43,490		117
Rimini Street Inc *		63,420		139
Sanmina Corp *		7,849		426
Sapiens International Corp NV		19,300		549
Silicon Laboratories Inc *		4,375		507
Silicon Motion Technology Corp ADR *		52,153		2,673
SolarWinds Corp *		65,680		620
Sprinklr Inc, Cl A *		75,893		1,050
SPS Commerce Inc *		3,501		597
Squarespace Inc, Cl A *		19,314		560
Super Micro Computer Inc *		9,951		2,729

SEI Institutional Managed Trust

111

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tenable Holdings Inc *		14,170	$	635
Unisys Corp *		72,670		251
Universal Display Corp		11,228		1,763
Veeco Instruments Inc *		13,895		391
Viavi Solutions Inc *		119,194		1,089
Vishay Precision Group Inc *		25,420		854
Workiva Inc, Cl A *		6,514		660
Yext Inc *		60,078		380
Zuora Inc, Cl A *		63,168		520
				59,471
Materials — 4.1%
Alpha Metallurgical Resources Inc		2,450		636
AptarGroup Inc		3,750		469
Axalta Coating Systems Ltd *		38,918		1,047
Cabot Corp		8,263		572
Carpenter Technology Corp		19,532		1,313
Chase Corp		3,260		415
Clearwater Paper Corp *		33,400		1,211
Commercial Metals Co, Cl A		63,979		3,161
Eagle Materials Inc		2,526		421
Element Solutions Inc		47,477		931
Hawkins Inc		8,700		512
Haynes International Inc		15,389		716
Ingevity Corp *		20,665		984
Innospec Inc		4,987		510
Koppers Holdings Inc		13,800		546
Livent Corp *		52,259		962
O-I Glass Inc, Cl I *		60,729		1,016
Olympic Steel Inc		5,388		303
Quaker Chemical Corp		8,544		1,367
Reliance Steel & Aluminum Co		5,740		1,505
Silgan Holdings Inc		19,214		828
SunCoke Energy Inc		63,890		648
Universal Stainless & Alloy Products Inc *		42,800		561
Worthington Industries Inc		8,418		520
				21,154
Real Estate — 2.9%
Alexander's Inc ‡		1,640		299
Braemar Hotels & Resorts Inc ‡		70,000		194
Corporate Office Properties Trust ‡		33,968		810
CubeSmart ‡		23,900		911
Douglas Elliman Inc *		64,650		146
Essential Properties Realty Trust Inc ‡		26,067		564
eXp World Holdings Inc		65,705		1,067
Forestar Group Inc *		40,398		1,088
Hersha Hospitality Trust, Cl A ‡		23,640		233
Highwoods Properties Inc ‡		66,538		1,371
Kennedy-Wilson Holdings Inc		54,917		810
National Storage Affiliates Trust ‡		24,328		772
Newmark Group Inc, Cl A		127,556		820
NexPoint Residential Trust Inc ‡		21,941		706

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Orion Office Inc ‡		166,860	$	869
RMR Group Inc/The, Cl A		25,058		615
Ryman Hospitality Properties Inc ‡		7,098		591
St Joe Co/The		8,200		446
STAG Industrial Inc ‡		38,927		1,343
Tanger Factory Outlet Centers Inc ‡		22,155		501
Terreno Realty Corp ‡		16,410		932
Universal Health Realty Income Trust ‡		3,100		125
				15,213
Utilities — 1.2%
American States Water Co		7,000		551
Black Hills Corp, Cl A		12,481		631
Brookfield Infrastructure Corp, Cl A		28,859		1,020
Chesapeake Utilities Corp		9,205		900
Genie Energy Ltd, Cl B		15,950		235
IDACORP Inc, Cl A		9,935		930
Portland General Electric Co		33,774		1,367
Pure Cycle Corp *		14,410		138
Spire Inc		8,900		504
				6,276
Total Common Stock
(Cost $454,140) ($ Thousands)				514,087
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
5.410% **†(B)		380,379		381
Total Affiliated Partnership
(Cost $380) ($ Thousands)				381
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		5,314,121		5,314
Total Cash Equivalent
(Cost $5,314) ($ Thousands)				5,314
Total Investments in Securities — 100.1%
(Cost $459,834) ($ Thousands)			$	519,782

112

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $519,328 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $381 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		514,087		–		–		514,087
Affiliated Partnership		–		381		–		381
Cash Equivalent		5,314		–		–		5,314
Total Investments in Securities		519,401		381		–		519,782

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 following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	2,751	$	20,127	$	(22,497	)	$	—	$	—	$	381	$	31	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		9,050		161,889		(165,625	)		—		—		5,314		294		—
Totals	$	11,801	$	182,016	$	(188,122	)	$	–	$	–	$	5,695	$	325	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

113

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Value Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.8%
Communication Services — 3.8%
Advantage Solutions Inc *		30,014	$	85
AMC Networks Inc, Cl A *		18,606		219
Cargurus Inc, Cl A *		2,575		45
Cinemark Holdings Inc *		148,325		2,722
EchoStar Corp, Cl A *		11,083		186
Entravision Communications Corp, Cl A		16,827		62
John Wiley & Sons Inc, Cl A		23,541		875
Nexstar Media Group Inc, Cl A		32,011		4,589
Scholastic Corp, Cl B		8,835		337
Telephone and Data Systems Inc		26,718		489
Yelp Inc, Cl A *		4,325		180
Ziff Davis Inc *		49,867		3,176
				12,965
Consumer Discretionary — 12.4%
Aaron's Co Inc/The		30,736		322
Academy Sports & Outdoors Inc		12,479		590
Adient PLC *		24,000		881
Advance Auto Parts Inc		5,400		302
American Axle & Manufacturing Holdings Inc *		68,840		500
Big 5 Sporting Goods Corp (A)		6,921		49
Biglari Holdings Inc, Cl B *		234		39
Bloomin' Brands Inc		135,172		3,324
Brinker International Inc *		72,561		2,292
Capri Holdings Ltd *		12,553		660
Carriage Services Inc, Cl A		12,332		348
Carter's Inc		10,155		702
Cato Corp/The, Cl A		5,737		44
Chico's FAS Inc *		33,606		251
Dick's Sporting Goods Inc		7,236		786
Genesco Inc *		11,971		369
G-III Apparel Group Ltd *		21,184		528
Goodyear Tire & Rubber Co/The *		50,217		624
Group 1 Automotive Inc		6,949		1,867

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Guess? inc, Cl 3		32,177	$	696
H&R Block Inc		25,382		1,093
Harley-Davidson Inc, Cl A		20,598		681
Haverty Furniture Cos Inc		25,587		736
Helen of Troy Ltd *		7,946		926
Jack in the Box Inc		7,693		531
KB Home		19,017		880
La-Z-Boy Inc, Cl Z		45,360		1,401
Lithia Motors Inc, Cl A		10,821		3,196
Macy's Inc		54,449		632
MasterCraft Boat Holdings Inc *		5,463		121
Meritage Homes Corp		11,030		1,350
Modine Manufacturing Co *		49,683		2,273
Movado Group Inc		4,903		134
ODP Corp/The *		28,464		1,314
Perdoceo Education Corp		20,135		344
Playa Hotels & Resorts NV *		57,420		416
PVH Corp		9,314		713
Sally Beauty Holdings Inc *		50,067		420
Shoe Carnival Inc		1,654		40
Signet Jewelers Ltd		14,832		1,065
Taylor Morrison Home Corp, Cl A *		25,611		1,091
Thor Industries Inc		4,360		415
Travel + Leisure Co		13,435		493
Tri Pointe Homes Inc *		76,114		2,082
Upbound Group Inc		20,611		607
Urban Outfitters Inc *		64,226		2,100
Vera Bradley Inc *		9,000		59
Victoria's Secret & Co *		55,411		924
Vista Outdoor Inc *		2,602		86
Winnebago Industries Inc		19,911		1,184
				42,481
Consumer Staples — 4.9%
Andersons Inc/The		9,843		507
Cal-Maine Foods Inc		11,977		580
Coca-Cola Consolidated Inc		1,814		1,154
Dole PLC		21,592		250
Energizer Holdings Inc		21,372		685
Herbalife Ltd *		21,359		299
Ingles Markets Inc, Cl A		15,909		1,198
Ingredion Inc		11,812		1,162
Medifast Inc		17,514		1,311
Nature's Sunshine Products Inc *		5,125		85
Nu Skin Enterprises Inc, Cl A		3,050		65
Pilgrim's Pride Corp *		111,098		2,536
SpartanNash Co		22,015		484
Spectrum Brands Holdings Inc		40,713		3,190
Sprouts Farmers Market Inc *		43,546		1,864
US Foods Holding Corp *		30,423		1,208
Village Super Market Inc, Cl A		13,897		315
				16,893

114

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energy — 9.5%
Bristow Group Inc *		6,871	$	193
California Resources Corp		33,399		1,871
Chevron Corp		11,304		1,906
Chord Energy Corp		5,267		854
Civitas Resources Inc		30,689		2,482
CNX Resources Corp *		23,446		529
Comstock Resources Inc		55,909		617
CONSOL Energy Inc		9,762		1,024
Crescent Point Energy Corp		58,231		483
Delek US Holdings Inc		105,137		2,987
DHT Holdings Inc		51,583		531
DT Midstream Inc		59,826		3,166
HF Sinclair Corp		48,215		2,745
International Seaways Inc		2,216		100
Magnolia Oil & Gas Corp, Cl A		82,409		1,888
Murphy Oil Corp		19,957		905
Overseas Shipholding Group Inc, Cl A *		12,695		56
Par Pacific Holdings Inc *		15,601		561
Patterson-UTI Energy Inc		81,945		1,134
PBF Energy Inc, Cl A		49,846		2,668
Ranger Energy Services Inc, Cl A		5,000		71
REX American Resources Corp *		4,506		183
Scorpio Tankers Inc		2,500		135
Southwestern Energy Co *		316,421		2,041
TechnipFMC PLC		114,390		2,327
Teekay Corp *		22,021		136
World Kinect Corp		48,623		1,091
				32,684
Financials — 23.2%
AFC Gamma Inc ‡		6,041		71
Amalgamated Financial Corp		4,384		76
A-Mark Precious Metals Inc		5,257		154
American Equity Investment Life Holding Co *		36,504		1,958
Apollo Commercial Real Estate Finance Inc ‡		25,820		262
Arbor Realty Trust Inc ‡(A)		61,105		928
Associated Banc-Corp		64,500		1,104
Axis Capital Holdings Ltd		14,142		797
B Riley Financial Inc		11,063		453
Banco Latinoamericano de Comercio Exterior SA, Cl E		35,074		744
Bank of NT Butterfield & Son Ltd/The		16,200		439
Bank OZK		22,104		819
BankUnited Inc		43,741		993
Bankwell Financial Group Inc		1,565		38
Banner Corp		11,870		503
Bar Harbor Bankshares		4,295		102
BayCom Corp		4,440		85
BCB Bancorp Inc		4,000		45
Berkshire Hills Bancorp Inc		31,937		640

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BGC Group, Cl A		412,220	$	2,177
Blue Ridge Bankshares Inc *		5,776		26
Bread Financial Holdings		16,313		558
BrightSpire Capital Inc, Cl A ‡		60,228		377
Business First Bancshares Inc		5,863		110
Camden National Corp		19,308		545
Capital Bancorp Inc		2,753		53
Carlyle Secured Lending Inc		35,256		511
Carter Bankshares Inc *		7,203		90
Cathay General Bancorp		33,530		1,166
Central Pacific Financial Corp		31,526		526
Civista Bancshares Inc		4,598		71
CNB Financial Corp/PA		5,063		92
CNO Financial Group Inc		217,714		5,166
Columbia Banking System Inc		169,917		3,449
Comerica Inc		18,926		786
Community Trust Bancorp Inc		13,277		455
Crawford & Co, Cl A		5,301		50
CrossFirst Bankshares Inc *		11,080		112
Customers Bancorp Inc *		6,976		240
Donnelley Financial Solutions Inc *		15,887		894
Enova International Inc *		5,759		293
Enterprise Bancorp Inc		2,900		79
Euronet Worldwide Inc *		14,489		1,150
Federated Hermes Inc, Cl B		23,783		806
Financial Institutions Inc		4,854		82
First American Financial Corp		9,999		565
First Bank/Hamilton NJ		4,774		51
First Busey Corp		44,959		864
First Business Financial Services Inc		2,400		72
First Commonwealth Financial Corp		169,206		2,066
First Financial Corp/IN		12,855		435
First Merchants Corp		40,264		1,120
Flushing Financial Corp		36,137		474
FNB Corp/PA		208,246		2,247
FS KKR Capital Corp		28,720		566
Fulton Financial Corp		55,078		667
Genworth Financial Inc, Cl A *		245,337		1,438
Golub Capital BDC Inc		45,732		671
Great Southern Bancorp Inc		6,770		324
Green Dot Corp, Cl A *		14,020		195
Greenlight Capital Re Ltd, Cl A *		7,364		79
Hancock Whitney Corp, Cl A		27,473		1,016
Hanmi Financial Corp		29,050		471
Hercules Capital Inc, Cl A		45,031		739
Hilltop Holdings Inc		18,566		527
HomeStreet Inc		21,061		164
HomeTrust Bancshares Inc		4,006		87
Hope Bancorp Inc		111,362		986
Horizon Bancorp Inc/IN		1,050		11
Independent Bank Corp/MI		6,278		115
Invesco Mortgage Capital Inc ‡		19,075		191

SEI Institutional Managed Trust

115

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jackson Financial Inc, Cl A		64,220	$	2,454
KeyCorp		128,695		1,385
Ladder Capital Corp, Cl A ‡		57,181		587
LendingClub Corp *		30,082		184
Lincoln National Corp		91,169		2,251
Mercantile Bank Corp		4,399		136
Merchants Bancorp/IN		5,228		145
MGIC Investment Corp		68,696		1,147
Mid Penn Bancorp Inc		4,546		92
Midland States Bancorp Inc		6,502		134
MidWestOne Financial Group Inc		4,386		89
MVB Financial Corp		3,000		68
Navient Corp		52,282		900
New Mountain Finance Corp		33,690		436
OceanFirst Financial Corp		18,679		270
OFG Bancorp		80,213		2,395
Old National Bancorp/IN, Cl A		168,307		2,447
Orrstown Financial Services Inc		3,530		74
Oscar Health Inc, Cl A *		5,967		33
Pacific Premier Bancorp Inc		40,779		887
PacWest Bancorp (A)		85,500		676
Pathward Financial Inc		9,035		416
PCB Bancorp		3,500		54
Peapack-Gladstone Financial Corp		5,377		138
PennantPark Investment Corp		59,673		393
PennyMac Financial Services Inc		10,289		685
Peoples Bancorp Inc/OH		15,549		395
Peoples Financial Services Corp		840		34
Popular Inc		16,259		1,024
PROG Holdings Inc *		4,900		163
QCR Holdings Inc		4,736		230
Radian Group Inc		37,161		933
RBB Bancorp		4,906		63
Redwood Trust Inc ‡		42,981		306
Republic Bancorp Inc/KY, Cl A		9,189		405
Rithm Capital Corp ‡		102,861		956
Sierra Bancorp		4,509		85
Simmons First National Corp, Cl A		53,831		913
SiriusPoint Ltd *		30,519		310
Sixth Street Specialty Lending Inc		33,142		677
SmartFinancial Inc		2,250		48
South Plains Financial Inc		3,417		90
Starwood Property Trust Inc ‡		134,464		2,602
Summit Financial Group Inc		3,604		81
Synovus Financial Corp		27,579		767
Third Coast Bancshares Inc *		4,000		68
TowneBank		19,422		445
Universal Insurance Holdings Inc		3,880		54
Veritex Holdings Inc		29,758		534
Victory Capital Holdings Inc, Cl A		18,408		614
Washington Federal Inc		25,690		658

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zions Bancorp NA		68,438	$	2,388
				79,535
Health Care — 7.1%
Alkermes PLC *		7,800		218
AMN Healthcare Services Inc *		41,488		3,534
Amneal Pharmaceuticals Inc *		88,778		375
Amphastar Pharmaceuticals Inc *		12,697		584
Avanos Medical Inc *		24,955		505
Catalyst Pharmaceuticals Inc *		3,087		36
Collegium Pharmaceutical Inc *		46,009		1,028
Computer Programs and Systems Inc *		18,821		300
Cross Country Healthcare Inc *		115,114		2,854
Dynavax Technologies Corp *		37,828		559
Eagle Pharmaceuticals Inc/DE *		3,432		54
Enovis Corp *		33,372		1,760
Exelixis Inc *		47,296		1,033
Globus Medical Inc, Cl A *		19,849		985
Inmode *		21,800		664
Innoviva Inc *		18,530		241
Integra LifeSciences Holdings Corp *		36,137		1,380
Ironwood Pharmaceuticals Inc, Cl A *		102,153		984
Ligand Pharmaceuticals Inc *		1,726		103
LivaNova PLC *		25,676		1,358
Organon & Co		41,532		721
Patterson Cos Inc		33,387		990
Pediatrix Medical Group Inc *		26,858		341
Point Biopharma Global Inc, Cl A *		7,627		51
Premier Inc, Cl A		26,685		574
Prestige Consumer Healthcare Inc, Cl A *		17,008		973
QuidelOrtho Corp *		11,591		847
Select Medical Holdings Corp		20,553		519
SIGA Technologies Inc *		16,082		84
Vanda Pharmaceuticals Inc *		17,148		74
Varex Imaging Corp *		4,500		85
Veradigm Inc *		33,601		441
Zimvie Inc *		6,970		66
Zymeworks *		17,902		113
				24,434
Industrials — 15.6%
ABM Industries Inc		62,595		2,504
ACCO Brands Corp		372,872		2,140
Alaska Air Group Inc *		14,531		539
Allison Transmission Holdings Inc		21,615		1,277
Apogee Enterprises Inc		17,725		835
ArcBest Corp		15,377		1,563
Argan Inc		1,080		49
Atkore Inc *		12,422		1,853
BlueLinx Holdings Inc *		2,564		211
Boise Cascade Co		11,596		1,195
BWX Technologies Inc, Cl W		46,648		3,498
Conduent Inc *		50,217		175

116

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CoreCivic Inc *‡		22,280	$	251
Costamare Inc		14,000		135
CSG Systems International Inc		13,951		713
Deluxe Corp		19,464		368
Eagle Bulk Shipping Inc		4,025		169
EMCOR Group Inc		3,649		768
Encore Wire Corp		12,391		2,261
Ennis Inc		20,851		442
Esab Corp		32,598		2,289
Fluor Corp *		11,861		435
Gates Industrial Corp PLC *		46,172		536
GXO Logistics Inc *		54,488		3,196
Heidrick & Struggles International Inc		5,834		146
Hillenbrand Inc		11,392		482
Hub Group Inc, Cl A *		716		56
Interface Inc, Cl A		37,821		371
JetBlue Airways Corp *		12,059		55
Kaman Corp, Cl A		28,620		562
Kelly Services Inc, Cl A		29,293		533
Kennametal Inc		13,610		339
ManpowerGroup Inc		6,659		488
Masterbrand Inc *		9,500		115
Matson Inc		10,588		939
MDU Resources Group Inc		24,379		477
Middleby Corp/The *		3,030		388
Moog Inc, Cl A		10,993		1,242
Mueller Industries Inc		24,540		1,844
OPENLANE Inc *		147,955		2,208
Park-Ohio Holdings Corp		10,024		200
Primoris Services Corp		24,133		790
Quanex Building Products Corp		7,434		209
Radiant Logistics Inc *		7,598		43
RB Global Inc		15,171		948
Resources Connection Inc		4,888		73
Rush Enterprises Inc, Cl A		23,343		953
Ryder System Inc		18,652		1,995
Safe Bulkers Inc		21,291		69
SkyWest Inc *		8,292		348
Steelcase Inc, Cl A		15,000		168
Terex Corp		35,699		2,057
Timken Co/The		13,285		976
Titan International Inc *		15,000		201
TrueBlue Inc *		11,651		171
Tutor Perini Corp *		13,978		109
UFP Industries Inc		3,523		361
Universal Logistics Holdings Inc		2,000		50
Verra Mobility Corp, Cl A *		98,491		1,842
Wabash National Corp		55,633		1,175
WESCO International Inc		12,834		1,846
XPO Inc *		16,839		1,257
				53,488

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 8.4%
ACI Worldwide Inc *		40,170	$	906
Amkor Technology Inc		84,822		1,917
Avnet Inc		26,696		1,286
Cirrus Logic Inc *		9,933		735
Clearfield Inc *		7,334		210
Consensus Cloud Solutions Inc *		22,601		569
Diodes Inc *		15,717		1,239
Immersion Corp		10,000		66
Insight Enterprises Inc *		5,441		792
Jabil Inc		18,856		2,393
NCR Corp *		29,392		793
NetScout Systems Inc *		5,753		161
Photronics Inc *		188,921		3,818
Rimini Street Inc *		11,454		25
Sanmina Corp *		48,457		2,630
ScanSource Inc *		14,488		439
Silicon Motion Technology Corp ADR *		39,187		2,008
Super Micro Computer Inc *		6,492		1,780
TD SYNNEX Corp		7,992		798
Teledyne Technologies Inc *		3,013		1,231
Teradata Corp *		18,278		823
TTM Technologies Inc *		53,247		686
Unisys Corp *		21,481		74
Verint Systems Inc *		76,622		1,762
Vishay Intertechnology Inc		43,074		1,065
Xerox Holdings Corp		30,438		478
				28,684
Materials — 7.3%
AdvanSix Inc		22,626		703
Alpha Metallurgical Resources Inc		4,767		1,238
Ashland Inc		27,666		2,260
Axalta Coating Systems Ltd *		93,387		2,512
Chemours Co/The		18,405		516
Clearwater Paper Corp *		4,178		151
Commercial Metals Co, Cl A		83,775		4,139
FMC Corp		24,337		1,630
FutureFuel Corp		6,785		49
Greif Inc, Cl A		23,839		1,593
Huntsman Corp		34,538		843
Ingevity Corp *		9,390		447
Knife River Corp *		6,094		297
Koppers Holdings Inc		21,610		855
LSB Industries Inc *		9,000		92
Minerals Technologies Inc		1,133		62
O-I Glass Inc, Cl I *		43,751		732
Rayonier Advanced Materials Inc *		20,000		71
Ryerson Holding Corp		20,467		595
Silgan Holdings Inc		102,733		4,429
SunCoke Energy Inc		84,927		862
Sylvamo Corp		6,400		281
Valhi Inc		1,055		14

SEI Institutional Managed Trust

117

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Warrior Met Coal Inc		16,011	$	818
				25,189
Real Estate — 6.0%
Acadia Realty Trust ‡		1,711		25
Alexander & Baldwin Inc ‡		10,570		177
American Assets Trust Inc ‡		34,805		677
Apple Hospitality REIT Inc ‡		50,728		778
Brandywine Realty Trust ‡		55,921		254
Brixmor Property Group Inc ‡		27,974		581
Chatham Lodging Trust ‡		44,210		423
City Office REIT Inc ‡		10,937		46
DiamondRock Hospitality Co ‡		19,970		160
Diversified Healthcare Trust ‡		56,685		110
EPR Properties, Cl A ‡		22,621		940
Equity Commonwealth *‡		51,915		954
Forestar Group Inc *		5,053		136
Franklin Street Properties Corp ‡		70,949		131
Gaming and Leisure Properties Inc ‡		78,515		3,576
Global Net Lease Inc ‡		54,281		522
Highwoods Properties Inc ‡		50,047		1,031
Kite Realty Group Trust ‡		41,313		885
Marcus & Millichap Inc		3,088		91
Medical Properties Trust Inc ‡		219,399		1,196
Newmark Group Inc, Cl A		171,544		1,103
Office Properties Income Trust ‡		18,671		77
Orion Office Inc ‡		16,000		83
Pebblebrook Hotel Trust ‡		6,360		86
Piedmont Office Realty Trust Inc, Cl A ‡		63,565		357
PotlatchDeltic Corp ‡		16,663		756
Regency Centers Corp ‡		2,906		173
RLJ Lodging Trust ‡		92,181		902
Sabra Health Care Inc ‡		104,511		1,457
Service Properties Trust ‡		43,395		334
SITE Centers Corp ‡		4,500		55
Summit Hotel Properties Inc ‡		4,100		24
Sunstone Hotel Investors Inc ‡		54,292		508
Tanger Factory Outlet Centers Inc ‡		52,296		1,182
Uniti Group Inc ‡		118,592		560
Xenia Hotels & Resorts Inc ‡		5,651		67
				20,417
Utilities — 0.6%
Genie Energy Ltd, Cl B		5,000		74
National Fuel Gas Co		24,004		1,246
Northwest Natural Holding Co		4,168		159
ONE Gas Inc		2,026		138
Otter Tail Corp		2,199		167
Pure Cycle Corp *		6,950		67

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UGI Corp		12,698	$	292
				2,143
Total Common Stock
(Cost $282,792) ($ Thousands)				338,913
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, LP
5.410% **†(B)		1,685,883		1,689
Total Affiliated Partnership
(Cost $1,686) ($ Thousands)				1,689
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		3,705,790		3,706
Total Cash Equivalent
(Cost $3,706) ($ Thousands)				3,706
Total Investments in Securities — 100.4%
(Cost $288,184) ($ Thousands)			$	344,308

	Percentages are based on Net Assets of $343,050 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $1,689 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		338,913		–		–		338,913
Affiliated Partnership		–		1,689		–		1,689
Cash Equivalent		3,706		–		–		3,706
Total Investments in Securities		342,619		1,689		–		344,308

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

118

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	675	$	19,363	$	(18,350	)	$	—	$	1	$	1,689	$	73	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		10,063		96,580		(102,937	)		—		—		3,706		204		—
Totals	$	10,738	$	115,943	$	(121,287	)	$	–	$	1	$	5,395	$	277	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

119

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Growth Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 3.1%
Angi Inc, Cl A *		290,189	$	574
Cargurus Inc, Cl A *		139,442		2,443
Gambling.com Group *		39,600		518
Reservoir Media Inc *		114,232		697
Shutterstock Inc		7,874		300
TechTarget Inc *		38,339		1,164
Vivid Seats, Cl A *		71,498		459
Yelp Inc, Cl A *		34,782		1,447
Ziff Davis Inc *		9,207		586
ZipRecruiter Inc, Cl A *		111,409		1,336
				9,524
Consumer Discretionary — 10.7%
Aaron's Co Inc/The		44,320		464
Abercrombie & Fitch Co, Cl A *		20,355		1,147
Atmus Filtration Technologies Inc *(A)		46,495		969
Beazer Homes USA Inc, Cl A *		8,491		212
BJ's Restaurants Inc *		24,095		565
Bluegreen Vacations Holding Corp, Cl A		3,373		124
Boot Barn Holdings Inc *		1,140		93
Canada Goose Holdings Inc *(A)		51,447		754
Carvana Co, Cl A *		2,036		85
Chuy's Holdings Inc *		12,700		452
Clarus Corp		75,805		573
Coursera Inc *		34,995		654
Crocs Inc *		10,087		890
Deckers Outdoor Corp *		933		480
Ethan Allen Interiors Inc		5,890		176
Everi Holdings Inc *		118,944		1,572
First Watch Restaurant Group Inc *		30,400		526
Frontdoor Inc *		37,700		1,153
Grand Canyon Education Inc *		9,733		1,138
Group 1 Automotive Inc		2,668		717
Hanesbrands Inc		99,520		394

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hasbro Inc		10,210	$	675
Installed Building Products Inc		4,201		525
KB Home		27,898		1,291
M/I Homes Inc *		4,967		417
MDC Holdings Inc		11,859		489
Meritage Homes Corp		1,779		218
Modine Manufacturing Co *		44,399		2,031
Movado Group Inc		2,718		74
Murphy USA Inc		3,144		1,074
National Vision Holdings Inc *		33,474		542
NEOGAMES SA *		35,787		966
PlayAGS Inc *		191,084		1,246
Sally Beauty Holdings Inc *		84,314		707
Signet Jewelers Ltd		5,584		401
Skechers USA Inc, Cl A *		37,342		1,828
Skyline Champion Corp *		3,116		199
Stoneridge Inc *		90,624		1,819
Stride Inc *		19,935		898
Taylor Morrison Home Corp, Cl A *		11,005		469
TRI Pointe Homes Inc *		37,281		1,020
Upbound Group Inc		15,900		468
Urban Outfitters Inc *		34,667		1,133
Vista Outdoor Inc *		12,660		419
WW International Inc *		12,916		143
YETI Holdings Inc *		14,676		708
				32,898
Consumer Staples — 4.0%
Beauty Health Co/The *		141,576		852
BellRing Brands Inc *		24,725		1,019
Celsius Holdings Inc *		7,624		1,308
Chefs' Warehouse Inc/The *		9,505		201
Coca-Cola Consolidated Inc		246		157
Dole PLC		48,138		558
elf Beauty Inc *		15,477		1,700
Hostess Brands Inc, Cl A *		10,609		353
Inter Parfums Inc		7,093		953
MGP Ingredients Inc		9,088		959
Primo Water Corp		27,659		382
Sprouts Farmers Market Inc *		13,882		594
Turning Point Brands Inc		100,014		2,309
Utz Brands Inc		37,500		504
Vita Coco Co Inc/The *		20,967		546
				12,395
Energy — 9.1%
AESI Holdings, Cl A		30,685		682
Arch Resources Inc		3,555		607
Archrock Inc		78,680		991
California Resources Corp		13,557		759
Centrus Energy Corp, Cl A *		8,728		496
Chord Energy Corp		2,870		465
Civitas Resources Inc		20,294		1,641

120

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CONSOL Energy Inc		8,410	$	882
CVR Energy Inc		17,387		592
DHT Holdings Inc		60,362		622
Diamond Offshore Drilling *		34,862		512
Dril-Quip Inc *		21,322		601
Energy Fuels Inc/Canada *		74,500		612
Gulfport Energy Corp *		6,512		773
International Seaways Inc		14,532		654
Newpark Resources Inc, Cl A *		74,361		514
Noble Corp PLC		18,103		917
Northern Oil and Gas Inc		20,367		819
Oceaneering International Inc, Cl A *		41,125		1,058
Par Pacific Holdings Inc *		19,864		714
PBF Energy Inc, Cl A		26,392		1,413
Peabody Energy Corp		20,997		546
Permian Resources Corp, Cl A		66,359		926
Scorpio Tankers Inc		11,978		648
SFL Corp Ltd		37,418		417
TechnipFMC PLC		38,736		788
Teekay Tankers Ltd, Cl A		12,620		525
TETRA Technologies Inc *		114,930		733
Tidewater Inc *		25,426		1,807
Transocean Ltd *		82,000		673
Uranium Energy *		97,835		504
Viper Energy Partners LP		37,850		1,055
Weatherford International PLC *		33,210		3,000
				27,946
Financials — 8.8%
Affirm Holdings Inc, Cl A *		27,531		586
AvidXchange Holdings Inc *		43,000		408
Axos Financial Inc *		17,514		663
Banco Latinoamericano de Comercio Exterior SA, Cl E		4,185		89
Bancorp Inc/The *		12,697		438
BGC Group, Cl A		52,185		276
Coastal Financial Corp/WA *		2,916		125
Donnelley Financial Solutions Inc *		6,564		369
Enact Holdings		20,134		548
Enova International Inc *		10,972		558
EVERTEC Inc		14,496		539
EZCORP Inc, Cl A *		71,305		588
FB Financial Corp		15,992		453
Federal Agricultural Mortgage Corp, Cl C		9,682		1,494
First BanCorp/Puerto Rico		42,726		575
First Financial Bancorp		23,612		463
Goosehead Insurance Inc, Cl A *		7,891		588
Independent Bank Corp		10,566		519
International Money Express Inc *		82,043		1,389
Kinsale Capital Group Inc		4,382		1,815
Mr Cooper Group Inc *		42,561		2,280
Navient Corp		55,976		964
New York Community Bancorp Inc		41,972		476

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NMI Holdings Inc, Cl A *		26,008	$	705
OFG Bancorp		20,192		603
Old National Bancorp/IN, Cl A		36,800		535
Pathward Financial Inc		11,351		523
Payoneer Global Inc *		24,898		152
PennyMac Financial Services Inc		10,980		731
Peoples Bancorp Inc/OH		19,470		494
Preferred Bank/Los Angeles CA		9,400		585
PROG Holdings Inc *		28,679		952
Radian Group Inc		21,342		536
Remitly Global Inc *		44,482		1,122
S&T Bancorp Inc		20,351		551
Skyward Specialty Insurance Group *		46,972		1,285
Southside Bancshares Inc		17,703		508
Trustmark Corp		22,700		493
WisdomTree Inc		179,852		1,259
				27,237
Health Care — 17.2%
4D Molecular Therapeutics Inc *		36,306		462
ACADIA Pharmaceuticals Inc *		29,840		622
Addus HomeCare Corp *		5,354		456
ADMA Biologics Inc *		141,877		508
Alkermes PLC *		21,544		603
Amphastar Pharmaceuticals Inc *		16,531		760
Amylyx Pharmaceuticals Inc *		14,594		267
ANI Pharmaceuticals Inc *		9,745		566
Arbutus Biopharma Corp *		14,072		29
Arvinas Inc *		27,587		542
Aurinia Pharmaceuticals Inc *		53,626		417
Avita Medical *		36,606		535
Axogen Inc *		72,239		361
Axonics Inc *		9,258		520
Axsome Therapeutics Inc *		5,780		404
Biohaven Ltd *		18,407		479
Bridgebio Pharma Inc *		31,986		843
C4 Therapeutics Inc *		174,183		324
Catalyst Pharmaceuticals Inc *		66,023		772
Certara Inc *		50,651		736
Collegium Pharmaceutical Inc *		1,410		31
CONMED Corp		2,523		254
Corcept Therapeutics Inc *		26,315		717
CorVel Corp *		578		114
Crinetics Pharmaceuticals Inc *		20,566		612
Cross Country Healthcare Inc *		12,713		315
Cymabay Therapeutics Inc *		56,421		841
Definitive Healthcare Corp, Cl A *		87,545		699
Disc Medicine Inc, Cl A *		14,299		672
Ensign Group Inc/The		6,253		581
Evolent Health Inc, Cl A *		7,665		209
Glaukos Corp *		10,289		774
Haemonetics Corp *		5,845		524
HealthEquity Inc *		43,297		3,163

SEI Institutional Managed Trust

121

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hims & Hers Health Inc *		33,247	$	209
Ideaya Biosciences *		22,712		613
ImmunoGen Inc *		91,449		1,451
Immunovant Inc *		26,386		1,013
Inhibrx Inc *		31,482		578
Inmode *		13,636		415
Insmed Inc *		26,136		660
Integer Holdings Corp *		6,502		510
Intercept Pharmaceuticals Inc *		3,085		57
Intra-Cellular Therapies Inc, Cl A *		8,403		438
Ionis Pharmaceuticals Inc *		10,627		482
iTeos Therapeutics Inc *		7,324		80
Kiniksa Pharmaceuticals Ltd, Cl A *		109,283		1,898
Krystal Biotech Inc *		3,752		435
Lantheus Holdings Inc *		17,263		1,199
Ligand Pharmaceuticals Inc *		7,840		470
LivaNova PLC *		8,778		464
Madrigal Pharmaceuticals Inc *		438		64
MaxCyte Inc *		171,225		534
Medpace Holdings Inc *		9,352		2,264
Merit Medical Systems Inc *		23,178		1,600
MiMedx Group Inc *		160,190		1,168
Nevro Corp *		37,078		713
NextGen Healthcare Inc *		16,738		397
Nuvalent Inc, Cl A *		14,146		650
Omnicell Inc *		6,797		306
Option Care Health Inc *		20,465		662
OraSure Technologies Inc *		30,135		179
ORIC Pharmaceuticals Inc *		77,940		472
Paragon 28 Inc *		60,418		758
Pediatrix Medical Group Inc *		52,442		667
Prestige Consumer Healthcare Inc, Cl A *		3,273		187
PROCEPT BioRobotics Corp *		8,515		279
Progyny Inc *		16,095		548
Quanterix Corp *		23,885		648
QuidelOrtho Corp *		37,522		2,741
RayzeBio *		6,700		149
Relay Therapeutics Inc *		48,495		408
Revance Therapeutics Inc *		7,036		81
RxSight Inc *		22,017		614
SI-BONE Inc *		5,117		109
Sight Sciences Inc *		68,908		232
Silk Road Medical Inc *		46,900		703
Soleno Therapeutics *		18,800		555
Sonendo Inc *		161,953		121
SpringWorks Therapeutics Inc *		24,732		572
Supernus Pharmaceuticals Inc *		6,547		180
Tandem Diabetes Care Inc *		18,711		389
Tango Therapeutics Inc *		49,416		556
Tenet Healthcare Corp *		6,819		449
TG Therapeutics Inc *		8,673		72
TransMedics Group Inc *		8,251		452

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UFP Technologies Inc *		2,761	$	446
UroGen Pharma *		27,411		384
Veracyte Inc *		53,189		1,188
				53,181
Industrials — 23.8%
AAON Inc		10,902		620
ACV Auctions Inc, Cl A *		125,658		1,908
AeroVironment Inc *		6,472		722
Air Transport Services Group Inc *		23,967		500
Alight Inc, Cl A *		369,802		2,622
Allegiant Travel Co, Cl A		7,768		597
Applied Industrial Technologies Inc, Cl A		9,971		1,542
ArcBest Corp		4,466		454
Archer Aviation, Cl A *(A)		93,000		471
Arcosa Inc		18,724		1,346
Atkore Inc *		5,551		828
Avis Budget Group Inc *		756		136
Beacon Roofing Supply Inc *		8,233		635
Boise Cascade Co		7,560		779
Brink's Co/The		8,293		602
BWX Technologies Inc, Cl W		9,300		697
Byrna Technologies Inc *		122,117		274
Cimpress PLC *		26,358		1,845
Comfort Systems USA Inc		8,702		1,483
Curtiss-Wright Corp		3,828		749
Dycom Industries Inc *		7,437		662
Eagle Bulk Shipping Inc		2,259		95
EMCOR Group Inc		5,328		1,121
Encore Wire Corp		3,802		694
EnerSys		5,446		516
Ennis Inc		4,669		99
ESCO Technologies Inc		6,951		726
ExlService Holdings Inc *		49,435		1,386
Forrester Research Inc *		56,575		1,635
FTAI Aviation Ltd		25,654		912
GMS Inc *		13,993		895
Greenbrier Cos Inc/The		22,450		898
Griffon Corp		11,856		470
H&E Equipment Services Inc		11,154		482
Heartland Express Inc		35,022		515
Heritage-Crystal Clean Inc *		59,468		2,697
Hillenbrand Inc		4,333		183
HNI Corp		21,461		743
Hudson Technologies Inc *		227,915		3,031
Huron Consulting Group Inc *		14,192		1,478
ICF International Inc, Cl A		5,749		695
IES Holdings *		7,800		514
Janus International Group Inc *		58,750		629
John Bean Technologies Corp, Cl A		6,683		703
Kadant Inc		4,260		961
Kirby Corp *		32,257		2,671
Korn Ferry		1,896		90

122

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Legalzoom.com Inc *		130,601	$	1,429
Limbach Holdings Inc *		2,901		92
Manitowoc Co Inc/The *		38,351		577
Matson Inc		33,370		2,961
McGrath RentCorp		6,090		610
Montrose Environmental Group Inc *		19,698		576
MSA Safety Inc		3,262		514
MYR Group Inc *		15,024		2,025
nVent Electric PLC		13,802		731
Owens Corning		6,593		899
Parsons Corp *		14,440		785
Powell Industries Inc		10,935		907
Primoris Services Corp		21,619		708
RB Global Inc		40,122		2,508
Rocket Lab USA Inc *		15,740		69
Rush Enterprises Inc, Cl A		6,514		266
Safe Bulkers Inc		30,960		100
Shoals Technologies Group Inc, Cl A *		9,320		170
Simpson Manufacturing Co Inc		9,709		1,455
SkyWest Inc *		17,341		727
SP Plus Corp *		27,772		1,003
SPX Technologies Inc *		5,876		478
Standex International Corp		4,594		669
Sterling Infrastructure Inc *		8,216		604
Tennant Co		19,709		1,461
Terex Corp		10,594		610
Titan Machinery Inc *		20,065		533
Transcat Inc *		7,997		783
TriNet Group Inc *		12,011		1,399
Upwork Inc *		43,577		495
Vertiv Holdings Co, Cl A		23,739		883
Vicor Corp *		9,160		539
Watts Water Technologies Inc, Cl A		3,069		530
XPO Inc *		10,887		813
				73,220
Information Technology — 16.0%
8x8 Inc *		319,791		806
A10 Networks Inc		11,420		172
ACI Worldwide Inc *		24,865		561
ACM Research Inc, Cl A *		81,578		1,477
Aehr Test Systems *		16,679		762
Alkami Technology Inc *		108,622		1,979
Allegro MicroSystems Inc *		45,120		1,441
Amplitude Inc, Cl A *		43,138		499
Appfolio Inc, Cl A *		7,315		1,336
Applied Optoelectronics Inc *		47,926		526
AppLovin Corp, Cl A *		24,150		965
Arlo Technologies Inc *		42,844		441
Asana Inc, Cl A *		3,000		55
Axcelis Technologies Inc *		8,691		1,417
Badger Meter Inc		14,125		2,032
Belden Inc		17,823		1,721

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Box Inc, Cl A *		11,251	$	272
C3.ai Inc, Cl A *		4,282		109
Calix Inc *		14,067		645
Clear Secure, Cl A		28,232		538
Clearwater Analytics Holdings Inc, Cl A *		24,803		480
Consensus Cloud Solutions Inc *		89,733		2,259
Credo Technology Group Holding Ltd *		35,996		549
Digi International Inc *		9,393		254
Dropbox Inc, Cl A *		19,258		524
Elastic NV *		10,380		843
Extreme Networks Inc *		52,214		1,264
Fabrinet *		6,678		1,113
Fastly Inc, Cl A *		46,284		887
Freshworks, Cl A *		41,541		827
Hackett Group Inc/The		6,806		161
Impinj Inc *		3,778		208
Instructure Holdings Inc *		6,419		163
Intapp Inc *		4,024		135
IonQ Inc *		39,109		582
MACOM Technology Solutions Holdings Inc *		20,087		1,639
Mirion Technologies Inc, Cl A *		276,996		2,069
Model N Inc *		20,452		499
Monday.com Ltd *		4,376		697
Nutanix Inc, Cl A *		23,307		813
Onto Innovation Inc *		9,930		1,266
OSI Systems Inc *		5,236		618
PagerDuty Inc *		69,097		1,554
PAR Technology *		16,700		644
PDF Solutions Inc *		16,746		543
Progress Software Corp		10,100		531
Pure Storage Inc, Cl A *		13,444		479
Qualys Inc *		11,052		1,686
Rambus Inc *		8,679		484
Silicon Laboratories Inc *		531		62
SolarWinds Corp *		50,364		475
Sprinklr Inc, Cl A *		51,149		708
Sprout Social Inc, Cl A *		2,110		105
SPS Commerce Inc *		9,670		1,650
Super Micro Computer Inc *		6,246		1,713
Tenable Holdings Inc *		14,084		631
Universal Display Corp		4,653		730
Veeco Instruments Inc *		41,588		1,169
Xerox Holdings Corp		37,843		594
				49,362
Materials — 2.9%
Alpha Metallurgical Resources Inc		7,091		1,842
American Vanguard Corp, Cl B		4,806		52
AptarGroup Inc		5,515		690
ATI Inc *		14,267		587
Carpenter Technology Corp		21,911		1,473
Clearwater Paper Corp *		14,816		537

SEI Institutional Managed Trust

123

SCHEDULE OF INVESTMENTS

September 30, 2023

Small Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Commercial Metals Co, Cl A		11,551	$	571
Eagle Materials Inc		3,040		506
Livent Corp *		24,962		459
O-I Glass Inc, Cl I *		27,189		455
Orion SA		11,032		235
Ranpak Holdings Corp, Cl A *		174,868		951
Warrior Met Coal Inc		2,473		126
Worthington Industries Inc		8,576		530
				9,014
Real Estate — 2.3%
Acadia Realty Trust ‡		42,232		606
Alexander & Baldwin Inc ‡		10,340		173
Essential Properties Realty Trust Inc ‡		26,996		584
Forestar Group Inc *		3,252		88
GEO Group *‡		14,045		115
Getty Realty Corp ‡		17,871		495
Independence Realty Trust Inc ‡		7,145		100
Innovative Industrial Properties Inc, Cl A ‡		7,266		550
Kite Realty Group Trust ‡		27,627		592
LXP Industrial Trust, Cl B ‡		59,210		527
Newmark Group Inc, Cl A		36,897		237
Phillips Edison & Co Inc ‡		16,718		561
Plymouth Industrial REIT Inc ‡		29,676		622
St Joe Co/The		11,897		646
Tanger Factory Outlet Centers Inc ‡		53,600		1,211
				7,107
Utilities — 0.8%
Northwest Natural Holding Co		14,371		548
ONE Gas Inc		7,722		527
Otter Tail Corp		11,828		898
Portland General Electric Co		10,315		418
				2,391
Total Common Stock
(Cost $280,056) ($ Thousands)				304,275

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, LP
5.410% **†(B)		2,407,465	$	2,403
Total Affiliated Partnership
(Cost $2,407) ($ Thousands)				2,403
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		3,886,677		3,887
Total Cash Equivalent
(Cost $3,887) ($ Thousands)				3,887
Total Investments in Securities — 100.8%
(Cost $286,350) ($ Thousands)			$	310,565

	Percentages are based on Net Assets of $308,042 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).
‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $2,403 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		304,275		–		–		304,275
Affiliated Partnership		–		2,403		–		2,403
Cash Equivalent		3,887		–		–		3,887
Total Investments in Securities		308,162		2,403		–		310,565

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,740	$	38,783	$	(40,121	)	$	—	$	1	$	2,403	$	70	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		6,614		75,969		(78,696	)		—		—		3,887		173		—
Totals	$	10,354	$	114,752	$	(118,817	)	$	–	$	1	$	6,290	$	243	$	—

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

See “Glossary” for abbreviations. The accompanying notes are an integral part of the financial statements.

124

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Small/Mid Cap Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 4.8%
Cinemark Holdings Inc *		458,087	$	8,406
Cogent Communications Holdings Inc		18,392		1,138
EchoStar Corp, Cl A *		34,053		570
Electronic Arts Inc		2,290		276
Eventbrite Inc, Cl A *		121,618		1,199
IAC Inc *		3,105		156
Interpublic Group of Cos Inc/The		24,754		709
Iridium Communications Inc		9,732		443
John Wiley & Sons Inc, Cl A		17,485		650
Lions Gate Entertainment Corp, Cl A *		84,240		714
Match Group Inc *		1,449		57
Nexstar Media Group Inc, Cl A		68,960		9,887
Ooma Inc *		8,203		107
Playstudios Inc *		271,381		863
Shutterstock Inc		14,686		559
Take-Two Interactive Software Inc, Cl A *		3,431		482
TKO Group Holdings Inc		44,598		3,749
Ziff Davis Inc *		114,457		7,290
				37,255
Consumer Discretionary — 9.2%
Abercrombie & Fitch Co, Cl A *		3,827		216
Accel Entertainment Inc, Cl A *		55,670		610
Advance Auto Parts Inc		8,059		451
American Eagle Outfitters Inc		12,590		209
Asbury Automotive Group Inc *		3,907		899
AutoNation Inc *		1,730		262
Bloomin' Brands Inc		223,448		5,495
Bright Horizons Family Solutions Inc *		1,538		125
Brinker International Inc *		203,887		6,441
Carrols Restaurant Group Inc *		466,421		3,074
Carter's Inc		16,460		1,138
Cavco Industries Inc *		947		251

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coursera Inc *		68,450	$	1,279
Dave & Buster's Entertainment Inc *		43,840		1,625
Deckers Outdoor Corp *		3,400		1,748
Duolingo Inc, Cl A *		9,465		1,570
Ermenegildo Zegna NV		48,262		672
Etsy Inc *		6,503		420
Frontdoor Inc *		21,087		645
Group 1 Automotive Inc		4,472		1,202
Haverty Furniture Cos Inc		17,831		513
Helen of Troy Ltd *		8,526		994
Hibbett Inc		17,681		840
LCI Industries		16,429		1,929
Lithia Motors Inc, Cl A		24,454		7,222
LKQ Corp		47,920		2,372
Modine Manufacturing Co *		122,254		5,593
Murphy USA Inc		6,857		2,343
Ollie's Bargain Outlet Holdings Inc *		3,893		300
Overstock.com Inc *		25,391		402
Penske Automotive Group Inc, Cl A		1,099		184
Pool Corp		14,595		5,197
Shake Shack Inc, Cl A *		4,949		287
Skechers USA Inc, Cl A *		19,536		956
Standard Motor Products Inc		2,314		78
Stride Inc *		38,570		1,737
Taylor Morrison Home Corp, Cl A *		45,726		1,948
Urban Outfitters Inc *		129,062		4,219
Vail Resorts Inc		9,517		2,112
Victoria's Secret & Co *		133,072		2,220
Whirlpool Corp		3,320		444
Williams-Sonoma Inc		2,639		410
Winmark Corp		1,329		496
				71,128
Consumer Staples — 5.8%
BellRing Brands Inc *		10,378		428
BJ's Wholesale Club Holdings Inc *		24,382		1,740
Calavo Growers Inc		17,731		447
Cal-Maine Foods Inc		80		4
Casey's General Stores Inc		3,572		970
Central Garden & Pet Co, Cl A *		15,496		621
Coca-Cola Consolidated Inc		2,500		1,591
Darling Ingredients Inc *		16,819		878
elf Beauty Inc *		11,364		1,248
Flowers Foods Inc		23,770		527
Fresh Del Monte Produce Inc		51,983		1,343
Freshpet Inc *		8,866		584
Hostess Brands Inc, Cl A *		77,581		2,584
Ingles Markets Inc, Cl A		6,621		499
Ingredion Inc		14,851		1,461
Inter Parfums Inc		6,330		850
J & J Snack Foods Corp		7,030		1,151
John B Sanfilippo & Son Inc		5,357		529
Kroger Co/The		6,156		276

SEI Institutional Managed Trust

125

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medifast Inc		40,132	$	3,004
Pilgrim's Pride Corp *		231,359		5,282
PriceSmart Inc		12,015		894
Primo Water Corp		86,629		1,196
Seaboard Corp		144		541
Seneca Foods Corp, Cl A *		315		17
Sovos Brands Inc *		61,466		1,386
Spectrum Brands Holdings Inc		75,995		5,954
Sprouts Farmers Market Inc *		27,834		1,191
TreeHouse Foods Inc *		33,391		1,455
Universal Corp/VA		18,077		854
US Foods Holding Corp *		10,313		410
USANA Health Sciences Inc *		18,330		1,074
Vector Group Ltd		6,608		70
Village Super Market Inc, Cl A		16,517		374
Vita Coco Co Inc/The *		32,446		845
Vital Farms Inc *		77,527		898
Weis Markets Inc		27,069		1,705
				44,881
Energy — 5.3%
Ardmore Shipping Corp		27,181		353
ChampionX Corp		14,821		528
CNX Resources Corp *		16,326		369
Coterra Energy Inc		69,602		1,883
Delek US Holdings Inc		331,230		9,410
DHT Holdings Inc		83,305		858
Diamondback Energy Inc, Cl A		12,076		1,870
DT Midstream Inc		76,021		4,023
Golar LNG Ltd		5,175		125
Gulfport Energy Corp *		11,603		1,377
HF Sinclair Corp		40,000		2,277
International Seaways Inc		21,180		953
Magnolia Oil & Gas Corp, Cl A		80,870		1,853
Marathon Petroleum Corp		7,296		1,104
Par Pacific Holdings Inc *		21,115		759
Pioneer Natural Resources Co		4,198		964
Southwestern Energy Co *		659,689		4,255
TechnipFMC PLC		164,634		3,349
Teekay Corp *		107,083		661
Teekay Tankers Ltd, Cl A		23,249		968
Tidewater Inc *		18,164		1,291
Viper Energy Partners LP		71,469		1,992
				41,222
Financials — 17.3%
1st Source Corp		7,047		297
Allstate Corp/The		990		110
American Equity Investment Life Holding Co		158,197		8,486
American Financial Group Inc/OH		13,674		1,527
Ameriprise Financial Inc		4,701		1,550
Arch Capital Group Ltd *		10,008		798
Argo Group International Holdings Ltd		54,585		1,629

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AssetMark Financial Holdings Inc *		92,841	$	2,328
Axos Financial Inc *		48,113		1,822
Banco Latinoamericano de Comercio Exterior SA, Cl E		26,811		568
Bank of NT Butterfield & Son Ltd/The		5,799		157
Bank OZK		55,988		2,075
BankUnited Inc		6,774		154
BGC Group, Cl A		1,099,126		5,803
Cambridge Bancorp		2,114		132
Cantaloupe Inc *		89,709		561
Capital City Bank Group Inc		9,652		288
Cass Information Systems Inc		8,453		315
Cboe Global Markets Inc		3,600		562
City Holding Co		9,869		892
CNO Financial Group Inc		310,638		7,371
Columbia Banking System Inc		323,229		6,562
Comerica Inc		29,273		1,216
Community Trust Bancorp Inc		21,646		742
Diamond Hill Investment Group Inc		3,975		670
Donnelley Financial Solutions Inc *		39,415		2,218
Eagle Bancorp Inc		21,162		454
Employers Holdings Inc		17,888		715
Enstar Group Ltd *		314		76
Enterprise Financial Services Corp		16,282		611
Essent Group Ltd		23,800		1,125
Euronet Worldwide Inc *		33,730		2,677
Everest Group Ltd		6,060		2,252
EVERTEC Inc		55,000		2,045
Federal Agricultural Mortgage Corp, Cl C		1,256		194
Financial Institutions Inc		27,226		458
First American Financial Corp		3,200		181
First Citizens BancShares Inc/NC, Cl A		775		1,070
First Commonwealth Financial Corp		316,920		3,870
First Community Bankshares Inc		66,479		1,958
First Financial Bancorp		20,000		392
First Interstate BancSystem Inc, Cl A		51,000		1,272
First Merchants Corp		66,622		1,853
FirstCash Holdings Inc		1,666		167
Flywire Corp *		44,351		1,414
FNB Corp/PA		494,669		5,337
GCM Grosvenor Inc		25,774		200
Global Payments Inc		1,009		116
Goosehead Insurance Inc, Cl A *		2,366		176
Great Southern Bancorp Inc		13,042		625
Hanover Insurance Group Inc/The, Cl A		25,705		2,853
Heritage Global Inc *		2,180		7
Heritage Insurance Holdings Inc		268,724		1,744
HomeTrust Bancshares Inc		4,975		108
Horace Mann Educators Corp, Cl A		66,934		1,967
Independent Bank Corp/MI		12,857		236
Jackson Financial Inc, Cl A		78,072		2,984
KeyCorp		154,602		1,663

126

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lincoln National Corp		266,434	$	6,578
MarketAxess Holdings Inc		350		75
Merchants Bancorp/IN		59,391		1,646
Mid Penn Bancorp Inc		12,735		256
MidWestOne Financial Group Inc		30,180		614
NMI Holdings Inc, Cl A *		16,031		434
OceanFirst Financial Corp		15,666		227
OFG Bancorp		133,441		3,985
Old National Bancorp/IN, Cl A		241,949		3,518
Oscar Health Inc, Cl A *		186,181		1,037
Pacific Premier Bancorp Inc		120,479		2,622
PacWest Bancorp		122,955		973
Patria Investments, Cl A		13,793		201
Paymentus Holdings, Cl A *		113,366		1,882
Payoneer Global Inc *		190,021		1,163
Peoples Bancorp Inc/OH		7,310		186
PJT Partners Inc, Cl A		14,364		1,141
Popular Inc		11,261		710
Preferred Bank/Los Angeles CA		13,055		813
ProAssurance Corp		26,146		494
Reinsurance Group of America Inc, Cl A		7,938		1,152
Remitly Global Inc *		92,754		2,339
RenaissanceRe Holdings Ltd		6,494		1,285
Republic Bancorp Inc/KY, Cl A		17,019		750
Selective Insurance Group Inc		19,688		2,031
Sierra Bancorp		10,091		191
Starwood Property Trust Inc ‡		199,041		3,851
Third Coast Bancshares Inc *		10,257		175
United Fire Group Inc		791		16
Univest Financial Corp		12,387		215
Westamerica BanCorp		18,168		786
Zions Bancorp NA		68,397		2,386
				133,365
Health Care — 14.6%
ACADIA Pharmaceuticals Inc *		87,758		1,829
ADMA Biologics Inc *		263,628		944
Agios Pharmaceuticals Inc *		30,842		763
Akero Therapeutics Inc *		30,983		1,567
Alkermes PLC *		68,608		1,922
Amicus Therapeutics Inc *		171,173		2,081
AMN Healthcare Services Inc *		89,425		7,617
Amphastar Pharmaceuticals Inc *		39,594		1,821
AnaptysBio Inc *		16,840		302
ANI Pharmaceuticals Inc *		36,413		2,114
Anika Therapeutics Inc *		49,576		924
Ascendis Pharma A/S ADR *		5,923		555
AtriCure Inc *		17,038		746
Atrion Corp		1		—
Avanos Medical Inc *		72,042		1,457
Avista Public Acquisition Corp II, Cl W *		67,355		350
Axonics Inc *		10,000		561
BioCryst Pharmaceuticals Inc *		72,555		514

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Biohaven Ltd *		7,698	$	200
Catalyst Pharmaceuticals Inc *		44,621		522
Cencora Inc, Cl A		4,713		848
Charles River Laboratories International Inc *		7,525		1,475
Chemed Corp		5,665		2,944
Collegium Pharmaceutical Inc *		144,126		3,221
Corcept Therapeutics Inc *		24,000		654
CorVel Corp *		3,132		616
Crinetics Pharmaceuticals Inc *		6,227		185
Cross Country Healthcare Inc *		277,044		6,868
Cullinan Oncology Inc *		12,802		116
CVRx Inc *		36,296		551
Cymabay Therapeutics Inc *		15,367		229
Day One Biopharmaceuticals Inc *		14,368		176
Deciphera Pharmaceuticals Inc *		22,192		282
DENTSPLY SIRONA Inc		5,362		183
Doximity Inc, Cl A *		38,504		817
Edgewise Therapeutics Inc *		14,482		83
Encompass Health Corp		19,928		1,338
Enovis Corp *		57,084		3,010
Ensign Group Inc/The		4,885		454
Evolus Inc *		48,067		439
Globus Medical Inc, Cl A *		20,046		995
GoodRx Holdings, Cl A *		346,710		1,952
Haemonetics Corp *		23,458		2,101
HealthEquity Inc *		15,081		1,102
HealthStream Inc		61,213		1,321
Hims & Hers Health Inc *		68,848		433
ICON PLC *		7,886		1,942
ICU Medical Inc *		5,669		675
IDEXX Laboratories Inc *		458		200
ImmunoGen Inc *		91,670		1,455
Incyte Corp *		3,300		191
Insmed Inc *		22,493		568
Integra LifeSciences Holdings Corp *		114,280		4,364
Ionis Pharmaceuticals Inc *		6,047		274
Iovance Biotherapeutics Inc *		68,123		310
iRadimed Corp		4,219		187
Ironwood Pharmaceuticals Inc, Cl A *		22,753		219
Jazz Pharmaceuticals PLC *		5,000		647
Kiniksa Pharmaceuticals Ltd, Cl A *		31,021		539
Lantheus Holdings Inc *		5,359		372
LeMaitre Vascular Inc		3,528		192
Ligand Pharmaceuticals Inc *		20,252		1,213
LivaNova PLC *		68,306		3,612
Madrigal Pharmaceuticals Inc *		1,113		163
Masimo Corp *		3,863		339
Medpace Holdings Inc *		12,810		3,102
Merit Medical Systems Inc *		17,000		1,173
Mettler-Toledo International Inc *		411		455
National HealthCare Corp		4,888		313

SEI Institutional Managed Trust

127

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
National Research Corp, Cl A		12,793	$	568
NeoGenomics Inc *		51,646		635
Neurocrine Biosciences Inc *		11,777		1,325
NextGen Healthcare Inc *		35,438		841
OmniAB Inc *		11,714		—
Option Care Health Inc *		42,714		1,382
OraSure Technologies Inc *		166,742		989
Pacira BioSciences Inc *		44,489		1,365
Penumbra Inc *		1,427		345
Perrigo Co PLC		34,247		1,094
Phibro Animal Health Corp, Cl A		94,132		1,202
Phreesia Inc *		24,280		454
Point Biopharma Global Inc, Cl A *		14,694		98
Prestige Consumer Healthcare Inc, Cl A *		46,904		2,682
Puma Biotechnology Inc *		172,696		454
Quanterix Corp *		41,966		1,139
REGENXBIO Inc *		35,675		587
Revance Therapeutics Inc *		61,071		700
Revvity Inc		12,707		1,407
Shockwave Medical Inc *		1,170		233
SI-BONE Inc *		19,280		410
Supernus Pharmaceuticals Inc *		43,377		1,196
Surgery Partners Inc *		29,500		863
Surmodics Inc *		37,162		1,193
Tabula Rasa HealthCare Inc *		80,000		825
Taro Pharmaceutical Industries Ltd *		25,554		964
Teleflex Inc		5,740		1,127
Tenet Healthcare Corp *		6,108		402
Theravance Biopharma Inc *		3,763		32
UFP Technologies Inc *		9,200		1,485
United Therapeutics Corp *		7,055		1,594
Utah Medical Products Inc		4,566		393
Varex Imaging Corp *		31,710		596
Ventyx Biosciences Inc *		2,985		104
Viemed Healthcare Inc *		122,739		826
Voyager Therapeutics Inc *		128,115		993
WaVe Life Sciences Ltd *		7,045		41
Xencor Inc *		12,980		262
				112,493
Industrials — 17.5%
A O Smith Corp		4,400		291
AAON Inc		24,624		1,400
AAR Corp *		15,000		893
ABM Industries Inc		127,439		5,099
ACCO Brands Corp		635,856		3,650
Acuity Brands Inc		2,320		395
Advanced Drainage Systems Inc		15,809		1,800
AECOM		13,579		1,128
AeroVironment Inc *		8,052		898
Alamo Group Inc		3,073		531
Apogee Enterprises Inc		8,561		403
Applied Industrial Technologies Inc, Cl A		12,000		1,855

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Astec Industries Inc		30,606	$	1,442
Asure Software Inc *		24,481		232
Barrett Business Services Inc		2,176		196
Boise Cascade Co		4,228		436
Bowman Consulting Group Ltd, Cl A *		15,185		426
Brady Corp, Cl A		372		20
Brink's Co/The		1,514		110
Broadridge Financial Solutions Inc		1,700		304
Builders FirstSource Inc *		9,855		1,227
BWX Technologies Inc, Cl W		92,285		6,919
CACI International Inc, Cl A *		1,073		337
Casella Waste Systems Inc, Cl A *		5,000		381
CBIZ Inc *		22,449		1,165
CECO Environmental Corp *		52,254		834
Cintas Corp		3,186		1,532
Clean Harbors Inc *		7,022		1,175
CRA International Inc		11,678		1,177
CSG Systems International Inc		16,685		853
CSW Industrials Inc		1,824		320
Curtiss-Wright Corp		12,804		2,505
Ducommun Inc *		8,335		363
EMCOR Group Inc		17,604		3,704
Esab Corp		75,081		5,272
ExlService Holdings Inc *		109,076		3,058
Exponent Inc		25,514		2,184
Franklin Covey Co *		7,478		321
FTI Consulting Inc *		6,375		1,137
Gorman-Rupp Co/The		6,501		214
GXO Logistics Inc *		87,444		5,129
H&E Equipment Services Inc		14,490		626
Heartland Express Inc		53,253		782
Heritage-Crystal Clean Inc *		29,302		1,329
Hillenbrand Inc		8,146		345
Hub Group Inc, Cl A *		12,964		1,018
Hubbell Inc, Cl B		1,071		336
Huntington Ingalls Industries Inc, Cl A		1,235		253
Huron Consulting Group Inc *		1,476		154
Hyster-Yale Materials Handling Inc		16,740		746
IDEX Corp		4,000		832
Kadant Inc		10,046		2,266
Kaman Corp, Cl A		70,405		1,383
Kennametal Inc		33,177		825
Kforce Inc		10,057		600
L3Harris Technologies Inc		2,036		354
Landstar System Inc		8,600		1,522
Legalzoom.com Inc *		31,420		344
LSI Industries Inc		81,218		1,290
Marten Transport Ltd		49,401		974
Masonite International Corp *		28,376		2,645
Matthews International Corp, Cl A		45,895		1,786
McGrath RentCorp		6,000		601
Miller Industries Inc/TN		36,016		1,412

128

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MSA Safety Inc		10,698	$	1,687
MSC Industrial Direct Co Inc, Cl A		3,679		361
Mueller Industries Inc		8,000		601
MYR Group Inc *		22,025		2,968
National Presto Industries Inc		7,176		520
Old Dominion Freight Line Inc, Cl A		5,536		2,265
OPENLANE Inc *		259,680		3,874
Park Aerospace Corp		81,129		1,260
Powell Industries Inc		10,713		888
Primoris Services Corp		29,688		972
Radiant Logistics Inc *		17,857		101
RB Global Inc		40,510		2,532
RBC Bearings Inc *		4,000		936
Resources Connection Inc		21,841		326
Rush Enterprises Inc, Cl A		58,383		2,384
RXO Inc *		50,356		993
Schneider National Inc, Cl B		13,231		366
Science Applications International Corp		13,698		1,446
Simpson Manufacturing Co Inc		7,500		1,124
SP Plus Corp *		1,746		63
Standex International Corp		5,842		851
Tennant Co		12,618		936
Terex Corp		16,656		960
Tetra Tech Inc		26,187		3,981
Textainer Group Holdings Ltd		47,803		1,781
Toro Co/The		2,800		233
UFP Industries Inc		9,396		962
UniFirst Corp/MA		1,278		208
United Rentals Inc		4,375		1,945
Upwork Inc *		37,909		431
Verra Mobility Corp, Cl A *		125,782		2,352
WESCO International Inc		28,639		4,119
Westinghouse Air Brake Technologies Corp		3,600		383
WNS Holdings Ltd ADR *		33,143		2,269
XPO Inc *		55,015		4,107
Xylem Inc/NY		4,342		395
				135,319
Information Technology — 13.6%
A10 Networks Inc		113,184		1,701
ACI Worldwide Inc *		184,078		4,153
Agilysys Inc *		17,117		1,132
Amdocs Ltd		14,000		1,183
Amkor Technology Inc		28,193		637
ANSYS Inc *		2,600		774
Appfolio Inc, Cl A *		977		178
Arista Networks Inc *		9,558		1,758
Arlo Technologies Inc *		92,723		955
Aspen Technology Inc *		9,268		1,893
Axcelis Technologies Inc *		16,688		2,721
Bel Fuse Inc, Cl B		28,255		1,348
Blackbaud Inc, Cl A *		21,437		1,507
Cadence Design Systems Inc *		9,084		2,128

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Calix Inc *		22,676	$	1,039
Cambium Networks Corp *		33,991		249
Clearfield Inc *		1,632		47
CommVault Systems Inc *		19,305		1,305
Consensus Cloud Solutions Inc *		61,270		1,543
CTS Corp		7,000		292
Digi International Inc *		21,257		574
Diodes Inc *		15,000		1,183
eGain Corp *		43,177		265
Entegris Inc		17,353		1,630
EPAM Systems Inc *		2,034		520
Fabrinet *		2,627		438
Fair Isaac Corp *		1,635		1,420
Fastly Inc, Cl A *		81,769		1,568
Freshworks, Cl A *		27,144		541
Gartner Inc *		1,518		522
GoDaddy Inc, Cl A *		20,705		1,542
Hackett Group Inc/The		37,239		878
Ichor Holdings Ltd *		10,411		322
Insight Enterprises Inc *		21,641		3,149
Intapp Inc *		43,878		1,471
Iteris Inc *		200,952		832
Kyndryl Holdings Inc *		25,247		381
Lattice Semiconductor Corp *		14,532		1,249
LiveRamp Holdings Inc *		35,399		1,021
Lumentum Holdings Inc *		2,779		126
MACOM Technology Solutions Holdings Inc *		5,522		450
Manhattan Associates Inc *		10,280		2,032
Monolithic Power Systems Inc		2,213		1,022
ON Semiconductor Corp *		42,625		3,962
OSI Systems Inc *		184		22
Palo Alto Networks Inc *		2,358		553
PDF Solutions Inc *		6,638		215
Perficient Inc *		12,505		724
Photronics Inc *		341,905		6,910
Power Integrations Inc		10,000		763
Progress Software Corp		5,788		304
PROS Holdings Inc *		41,930		1,452
PTC Inc *		19,109		2,707
Qualys Inc *		12,281		1,873
Rambus Inc *		12,784		713
RingCentral Inc, Cl A *		773		23
Semtech Corp *		5,382		139
Silicon Motion Technology Corp ADR *		102,899		5,274
SolarWinds Corp *		161,176		1,522
Sprinklr Inc, Cl A *		12,658		175
SPS Commerce Inc *		16,563		2,826
Squarespace Inc, Cl A *		11,670		338
Super Micro Computer Inc *		26,125		7,164
Synopsys Inc *		4,279		1,964
Teledyne Technologies Inc *		13,141		5,369

SEI Institutional Managed Trust

129

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Small/Mid Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tenable Holdings Inc *		29,500	$	1,322
Teradyne Inc		11,312		1,136
Tyler Technologies Inc *		4,508		1,741
Verint Systems Inc *		112,718		2,591
Vishay Precision Group Inc *		10,000		336
Wix.com Ltd *		11,682		1,072
Yext Inc *		99,074		627
Zuora Inc, Cl A *		223,206		1,839
				105,335
Materials — 5.7%
Alamos Gold Inc, Cl A		47,569		537
Albemarle Corp		3,497		595
Ashland Inc		55,852		4,562
Avery Dennison Corp		2,472		451
Axalta Coating Systems Ltd *		170,448		4,585
Balchem Corp		14,444		1,792
Carpenter Technology Corp		10,434		701
Century Aluminum Co *		59,619		429
Chase Corp		3,821		486
Commercial Metals Co, Cl A		177,556		8,773
Crown Holdings Inc		4,800		425
FMC Corp		63,800		4,273
Fortitude Gold Corp		40,846		244
Hawkins Inc		12,136		714
Ingevity Corp *		36,000		1,714
Materion Corp		9,421		960
NewMarket Corp		1,035		471
Novagold Resources Inc *		116,696		448
Packaging Corp of America		2,600		399
Reliance Steel & Aluminum Co		1,602		420
Royal Gold Inc, Cl A		2,923		311
Silgan Holdings Inc		243,629		10,503
Universal Stainless & Alloy Products Inc *		44,326		581
				44,374
Real Estate — 3.6%
Alexander & Baldwin Inc ‡		26,193		438
Alexander's Inc ‡		5,898		1,075
Centerspace ‡		15,417		929
Community Healthcare Trust Inc ‡		384		11
CoStar Group Inc *		26,241		2,018
EastGroup Properties Inc ‡		14,800		2,465
Elme Communities ‡		42,047		574
Equity Commonwealth ‡		10,526		193
Equity LifeStyle Properties Inc ‡		20,564		1,310
FRP Holdings Inc *		4,575		247
Gaming and Leisure Properties Inc ‡		164,643		7,499
Getty Realty Corp ‡		28,351		786
Gladstone Commercial Corp ‡		24,848		302
Highwoods Properties Inc ‡		120,516		2,484
Howard Hughes Holdings Inc *		9,600		712
Independence Realty Trust Inc ‡		67,618		951

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Invitation Homes Inc ‡		23,648	$	749
Medical Properties Trust Inc ‡		649		4
Newmark Group Inc, Cl A		450,766		2,898
Regency Centers Corp ‡		1,254		75
Ryman Hospitality Properties Inc ‡		10,995		916
Saul Centers Inc ‡		2,859		101
Sun Communities Inc ‡		1,400		166
Universal Health Realty Income Trust ‡		4,242		171
Ventas Inc ‡		7,436		313
				27,387
Utilities — 1.3%
ALLETE Inc		3,589		190
Artesian Resources Corp, Cl A		22,433		942
Chesapeake Utilities Corp		6,037		590
IDACORP Inc, Cl A		10,909		1,022
MGE Energy Inc		16,399		1,124
Middlesex Water Co		16,481		1,092
Northwest Natural Holding Co		4,942		189
NorthWestern Corp		11,200		538
Otter Tail Corp		19,000		1,442
Portland General Electric Co		43,378		1,756
UGI Corp		6,450		148
Unitil Corp		12,924		552
York Water Co/The		9,081		340
				9,925
Total Common Stock
(Cost $471,544) ($ Thousands)				762,684
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		967		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		9,783,062		9,783
Total Cash Equivalent
(Cost $9,783) ($ Thousands)				9,783
Total Investments in Securities — 100.0%
(Cost $481,327) ($ Thousands)			$	772,467

130

SEI Institutional Managed Trust

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

	Percentages are based on Net Assets of $773,120 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).

As of September 30, 2023, 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 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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)			Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	525	$	20,167	$	(20,684	)	$	—	$	(8	)	$	—	$	26	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		10,783		168,559		(169,559	)		—		—			9,783		408		—
Totals	$	11,308	$	188,726	$	(190,243	)	$	—	$	(8	)	$	9,783	$	434	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

131

SCHEDULE OF INVESTMENTS

September 30, 2023

Mid-Cap Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.9%
Communication Services — 1.4%
Liberty Broadband Corp, Cl C *		1,005	$	92
Live Nation Entertainment Inc *		4,200		349
Pinterest Inc, Cl A *		2,200		59
Playtika Holding Corp *		10,490		101
Roku Inc, Cl A *		2,080		147
Trade Desk Inc/The, Cl A *		1,750		137
Warner Bros Discovery Inc *		11,340		123
				1,008
Consumer Discretionary — 11.2%
Advance Auto Parts Inc		1,006		56
Aptiv PLC *		1,200		118
AutoNation Inc *		1,169		177
AutoZone Inc *		113		287
Bath & Body Works Inc		8,200		277
BorgWarner Inc		5,895		238
Boyd Gaming Corp		2,634		160
Caesars Entertainment Inc *		1,920		89
CarMax Inc *		5,400		382
Carnival Corp *		11,870		163
Carter's Inc		1,612		111
Chipotle Mexican Grill Inc, Cl A *		124		227
Columbia Sportswear Co		2,647		196
Coupang Inc, Cl A *		3,390		58
Darden Restaurants Inc		740		106
Domino's Pizza Inc		420		159
DoorDash Inc, Cl A *		850		68
DR Horton Inc		1,500		161
eBay Inc		4,700		207
Expedia Group Inc *		1,750		180
Grand Canyon Education Inc *		1,050		123
H&R Block Inc		2,450		105
Harley-Davidson Inc, Cl A		8,666		287
Hasbro Inc		3,783		250

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hilton Worldwide Holdings Inc		740	$	111
Lennar Corp, Cl A		2,180		245
Lennar Corp, Cl B		1,585		162
LKQ Corp		5,895		292
Lululemon Athletica Inc *		491		189
MGM Resorts International		2,420		89
Mohawk Industries Inc *		1,540		132
NVR Inc *		10		60
O'Reilly Automotive Inc *		260		236
Polaris Inc		690		72
PulteGroup Inc		5,142		381
Rivian Automotive Inc, Cl A *		3,880		94
Ross Stores Inc		2,150		243
Royal Caribbean Cruises Ltd *		4,250		392
Toll Brothers Inc		4,720		349
TopBuild Corp *		1,470		370
Travel + Leisure Co		2,480		91
Valvoline Inc		6,003		194
Wynn Resorts Ltd		830		77
Yum! Brands Inc		3,130		391
				8,355
Consumer Staples — 4.7%
Boston Beer Co Inc/The, Cl A *		180		70
Brown-Forman Corp, Cl A		1,900		110
Brown-Forman Corp, Cl B		2,667		154
Casey's General Stores Inc		597		162
Celsius Holdings Inc *		1,162		200
Church & Dwight Co Inc		2,380		218
Constellation Brands Inc, Cl A		908		228
Darling Ingredients Inc *		7,176		375
Dollar Tree Inc *		1,540		164
Hershey Co/The		1,104		221
Ingredion Inc		2,172		214
Kroger Co/The		4,270		191
Lamb Weston Holdings Inc		4,163		385
Performance Food Group Co *		1,830		108
Post Holdings Inc *		1,070		92
TreeHouse Foods Inc *		5,648		246
Tyson Foods Inc, Cl A		5,296		267
US Foods Holding Corp *		2,300		91
				3,496
Energy — 7.7%
Antero Midstream Corp		7,440		89
Antero Resources Corp *		4,770		121
APA Corp		5,940		244
Baker Hughes Co, Cl A		10,010		354
ChampionX Corp		8,030		286
Cheniere Energy Inc		3,380		561
Chesapeake Energy Corp		690		59
Chevron Corp		704		119
Coterra Energy Inc		9,048		245

132

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DT Midstream Inc		1,875	$	99
EQT Corp		5,320		216
Halliburton Co		4,510		183
HF Sinclair Corp		3,010		171
Marathon Petroleum Corp		665		101
ONEOK Inc		5,865		372
Ovintiv Inc		2,280		108
Permian Resources Corp, Cl A		12,731		178
Phillips 66		3,095		372
Pioneer Natural Resources Co		1,088		250
Range Resources Corp		6,900		224
Southwestern Energy Co *		24,560		158
Targa Resources Corp		6,066		520
TechnipFMC PLC		16,310		332
Texas Pacific Land Corp		42		77
Valero Energy Corp		850		120
Williams Cos Inc/The		4,052		136
				5,695
Financials — 15.0%
Affiliated Managers Group Inc		890		116
Aflac Inc		2,910		223
Allstate Corp/The		4,852		541
American International Group Inc		5,597		339
Ameriprise Financial Inc		886		292
Apollo Global Management Inc		8,268		742
Arch Capital Group Ltd *		2,527		201
Assurant Inc		670		96
Axis Capital Holdings Ltd		1,300		73
Bank of New York Mellon Corp/The		4,480		191
Bank OZK		4,630		172
Block Inc, Cl A *		2,466		109
Chimera Investment Corp ‡		20,232		111
Cincinnati Financial Corp		2,740		280
Evercore Inc, Cl A		690		95
Everest Group Ltd		1,117		415
Eversource Energy		2,140		124
Fidelity National Information Services Inc, Cl B		3,160		175
First Horizon Corp		22,803		251
FleetCor Technologies Inc *		1,777		454
Global Payments Inc		3,248		375
Globe Life Inc		737		80
Jefferies Financial Group Inc		3,550		130
Kinsale Capital Group Inc		430		178
Loews Corp		1,340		85
Markel Group Inc *		110		162
MarketAxess Holdings Inc		940		201
MGIC Investment Corp		25,950		433
MSCI Inc, Cl A		1,061		544
Nasdaq Inc, Cl A		1,386		67
New York Community Bancorp Inc		6,150		70
Pinnacle Financial Partners Inc		9,242		620

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Primerica Inc		1,553	$	301
Progressive Corp/The		2,776		387
Prudential Financial Inc		660		63
Reinsurance Group of America Inc, Cl A		3,554		516
RenaissanceRe Holdings Ltd		480		95
RLI Corp		1,730		235
Stifel Financial Corp		2,193		135
StoneCo Ltd, Cl A *		8,750		93
Synchrony Financial		6,190		189
Unum Group		1,500		74
Voya Financial Inc		3,470		231
W R Berkley Corp		3,742		238
Webster Financial Corp		3,651		147
Western Union Co/The		16,730		221
WEX Inc *		470		88
XP Inc, Cl A		2,380		55
Zions Bancorp NA		3,550		124
				11,137
Health Care — 10.2%
Align Technology Inc *		1,330		406
Cencora Inc, Cl A		2,231		401
Centene Corp *		3,862		266
DENTSPLY SIRONA Inc		4,460		152
Dexcom Inc *		2,870		268
Encompass Health Corp		4,555		306
Envista Holdings Corp *		5,336		149
Exelixis Inc *		3,780		83
Globus Medical Inc, Cl A *		8,900		442
Hologic Inc *		3,310		230
Horizon Therapeutics Plc *		780		90
ICON PLC *		2,160		532
IDEXX Laboratories Inc *		1,020		446
Incyte Corp *		4,760		275
Inspire Medical Systems Inc *		880		175
Insulet Corp *		360		57
IQVIA Holdings Inc *		1,778		350
Jazz Pharmaceuticals PLC *		844		109
Laboratory Corp of America Holdings		1,975		397
Medpace Holdings Inc *		1,310		317
Mettler-Toledo International Inc *		241		267
Molina Healthcare Inc *		970		318
Neurocrine Biosciences Inc *		940		106
ResMed Inc		550		81
Royalty Pharma PLC, Cl A		2,713		74
Seagen Inc *		420		89
United Therapeutics Corp *		330		75
Veeva Systems Inc, Cl A *		2,039		415
Waters Corp *		413		113
West Pharmaceutical Services Inc		870		326
Zimmer Biomet Holdings Inc		2,056		231
				7,546

SEI Institutional Managed Trust

133

SCHEDULE OF INVESTMENTS

September 30, 2023

Mid-Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industrials — 21.6%
A O Smith Corp		3,510	$	232
AECOM		730		61
AerCap Holdings NV *		4,341		272
Alaska Air Group Inc *		2,900		108
Allegion plc		4,108		428
Allison Transmission Holdings Inc		2,950		174
AMETEK Inc		967		143
Carlisle Cos Inc		992		257
Carrier Global Corp		3,890		215
Cintas Corp		1,000		481
Clarivate PLC *		10,389		70
Clean Harbors Inc *		2,818		472
CNH Industrial NV		6,720		81
Copart Inc *		3,600		155
Delta Air Lines Inc, Cl A		6,600		244
Dover Corp		2,999		418
EMCOR Group Inc		2,350		494
Esab Corp		3,540		249
Fastenal Co, Cl A		9,327		510
Flowserve Corp		2,970		118
Genpact Ltd		5,642		204
GXO Logistics Inc *		1,760		103
Hexcel Corp, Cl A		3,578		233
Huntington Ingalls Industries Inc, Cl A		520		106
Ingersoll Rand Inc		1,940		124
ITT Inc		1,010		99
Kirby Corp *		4,620		383
Leidos Holdings Inc		3,085		284
Lincoln Electric Holdings Inc		350		64
MSC Industrial Direct Co Inc, Cl A		940		92
nVent Electric PLC		5,323		282
Old Dominion Freight Line Inc, Cl A		480		196
Oshkosh Corp		4,570		436
Otis Worldwide Corp		7,115		571
PACCAR Inc		5,505		468
Parker-Hannifin Corp, Cl A		1,826		711
Paychex Inc		4,870		562
Quanta Services Inc		370		69
RBC Bearings Inc *		600		141
Regal Rexnord Corp		2,891		413
Republic Services Inc		1,644		234
Rockwell Automation Inc		265		76
Ryder System Inc		3,550		380
Schneider National Inc, Cl B		1,624		45
Snap-on Inc		1,426		364
Southwest Airlines Co, Cl A		4,400		119
Tetra Tech Inc		1,670		254
Textron Inc		3,980		311
Timken Co/The		1,410		104
Trane Technologies PLC		853		173
TransDigm Group Inc *		170		143

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Airlines Holdings Inc *		7,080	$	300
United Rentals Inc		998		444
Verisk Analytics Inc, Cl A		1,530		362
Vertiv Holdings Co, Cl A		2,770		103
Watsco Inc		233		88
WESCO International Inc		1,490		214
Westinghouse Air Brake Technologies Corp		1,913		203
WillScot Mobile Mini Holdings Corp, Cl A *		6,860		285
Woodward Inc		1,410		175
WW Grainger Inc		793		549
Xylem Inc/NY		4,190		381
				16,030
Information Technology — 12.4%
Akamai Technologies Inc *		5,430		578
Amdocs Ltd		3,196		270
Amphenol Corp, Cl A		935		78
ANSYS Inc *		657		195
AppLovin Corp, Cl A *		4,180		167
Arista Networks Inc *		1,020		188
Avnet Inc		3,845		185
BILL Holdings Inc *		535		58
Cadence Design Systems Inc *		1,095		257
Ciena Corp *		4,380		207
Cirrus Logic Inc *		1,790		132
Cloudflare Inc, Cl A *		1,318		83
Cognizant Technology Solutions Corp, Cl A		1,620		110
Crowdstrike Holdings Inc, Cl A *		700		117
Datadog Inc, Cl A *		2,035		185
DocuSign Inc, Cl A *		4,450		187
DoubleVerify Holdings Inc *		5,610		157
F5 Inc, Cl A *		2,085		336
Fair Isaac Corp *		233		202
Fortinet Inc *		1,440		84
Gen Digital Inc		9,830		174
HubSpot Inc *		557		274
Jabil Inc		1,780		226
Juniper Networks Inc		2,150		60
Keysight Technologies Inc *		1,269		168
Lattice Semiconductor Corp *		2,290		197
Manhattan Associates Inc *		2,295		454
Marvell Technology Inc		4,850		262
Microchip Technology Inc		4,676		365
MongoDB Inc, Cl A *		389		135
Motorola Solutions Inc		220		60
NCR Corp *		3,950		107
New Relic Inc *		3,010		258
Nutanix Inc, Cl A *		3,700		129
Okta Inc, Cl A *		1,210		99
Palantir Technologies Inc, Cl A *		5,040		81
Pegasystems Inc		3,131		136
PTC Inc *		1,612		228
Pure Storage Inc, Cl A *		2,670		95

134

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qorvo Inc *		1,989	$	190
Smartsheet Inc, Cl A *		2,066		84
Splunk Inc *		1,720		252
Synopsys Inc *		574		263
Teradata Corp *		5,450		245
UiPath Inc, Cl A *		5,450		93
Unity Software Inc *		1,830		57
Universal Display Corp		743		117
VeriSign Inc *		602		122
Vontier Corp		6,389		198
Zoom Video Communications Inc, Cl A *		2,670		187
Zscaler Inc *		780		121
				9,213
Materials — 3.7%
AptarGroup Inc		1,320		165
Axalta Coating Systems Ltd *		10,308		277
Berry Global Group Inc		3,229		200
CF Industries Holdings Inc		1,950		167
Cleveland-Cliffs Inc *		5,406		85
Eagle Materials Inc		2,210		368
FMC Corp		2,305		154
International Flavors & Fragrances Inc		1,721		117
Livent Corp *		10,129		187
NewMarket Corp		423		193
Nucor Corp		3,190		499
PPG Industries Inc		650		84
Scotts Miracle-Gro Co/The, Cl A		1,148		59
SSR Mining Inc		12,750		169
				2,724
Real Estate — 6.6%
Alexandria Real Estate Equities Inc ‡		2,019		202
AvalonBay Communities Inc ‡		444		76
Camden Property Trust ‡		1,190		113
CubeSmart ‡		3,990		152
Digital Realty Trust Inc, Cl A ‡		2,014		244
EPR Properties, Cl A ‡		7,190		299
Equity LifeStyle Properties Inc ‡		1,260		80
Equity Residential ‡		1,190		70
Essex Property Trust Inc ‡		1,074		228
Federal Realty Investment Trust ‡		670		61
Healthcare Realty Trust Inc, Cl A ‡		2,712		41
Healthpeak Properties Inc ‡		8,940		164
Host Hotels & Resorts Inc ‡		17,696		284
Invitation Homes Inc ‡		2,600		82
Kimco Realty Corp ‡		7,620		134
Mid-America Apartment Communities Inc ‡		1,106		142
National Storage Affiliates Trust ‡		2,010		64
NNN REIT Inc ‡		7,461		264
Park Hotels & Resorts Inc ‡		9,880		122
Rexford Industrial Realty Inc ‡		12,750		629
SBA Communications Corp, Cl A ‡		1,260		252

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Simon Property Group Inc ‡		863	$	93
Ventas Inc ‡		9,943		419
VICI Properties Inc, Cl A ‡		2,880		84
Welltower Inc ‡		6,365		522
Zillow Group Inc, Cl A *		1,770		79
				4,900
Utilities — 3.4%
Alliant Energy Corp		1,490		72
CenterPoint Energy Inc		10,632		285
CMS Energy Corp		1,280		68
Consolidated Edison Inc		810		69
DTE Energy Co		2,503		248
Entergy Corp		3,157		292
Evergy Inc		3,198		162
IDACORP Inc, Cl A		972		91
National Fuel Gas Co		1,725		90
NiSource Inc		14,267		352
PPL Corp		10,580		249
UGI Corp		4,683		108
WEC Energy Group Inc		4,005		323
Xcel Energy Inc		2,510		144
				2,553
Total Common Stock
(Cost $69,395) ($ Thousands)				72,657
EXCHANGE TRADED FUND — 0.1%
iShares Russell Mid-Cap Value ETF		921		96
Total Exchange Traded Fund
(Cost $99) ($ Thousands)				96
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		160		–
Total Rights
(Cost $—) ($ Thousands)				–

SEI Institutional Managed Trust

135

SCHEDULE OF INVESTMENTS

September 30, 2023

Mid-Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		1,511,944	$	1,512
Total Cash Equivalent
(Cost $1,512) ($ Thousands)				1,512
Total Investments in Securities — 100.0%
(Cost $71,006) ($ Thousands)			$	74,265

	Percentages are based on a Net Assets of $74,243 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).

As of September 30, 2023, 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 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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	—	$	630	$	(630	)	$	—	$	—	$	—	$	1	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,161		15,165		(15,814	)		—		—		1,512		62		—
Totals	$	2,161	$	15,795	$	(16,444	)	$	—	$	—	$	1,512	$	63	$	—

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

See “Glossary” for abbreviations.

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

136

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

U.S. Managed Volatility Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 6.9%
Advantage Solutions Inc *		33,948	$	97
AT&T Inc		580,400		8,718
Comcast Corp, Cl A		229,030		10,155
Electronic Arts Inc		9,152		1,102
Fox Corp, Cl A		92,000		2,870
Madison Square Garden Sports Corp *		9,360		1,650
Netflix Inc *		7,026		2,653
Omnicom Group Inc		28,400		2,115
Ooma Inc *		8,119		106
Shutterstock Inc		3,969		151
SK Telecom Co Ltd ADR		84,213		1,807
Spok Holdings Inc		21,108		301
Spotify Technology SA *		15,243		2,357
TEGNA Inc		171,600		2,500
T-Mobile US Inc *		1,349		189
Verizon Communications Inc		458,861		14,872
				51,643
Consumer Discretionary — 6.0%
AutoZone Inc *		1,755		4,458
Best Buy Co Inc		38,033		2,642
Canadian Tire Corp Ltd, Cl A		23,000		2,485
Duolingo Inc, Cl A *		432		72
eBay Inc		57,400		2,531
Frontdoor Inc *		2,289		70
Gentex Corp		31,857		1,037
Graham Holdings Co, Cl B		318		185
Grand Canyon Education Inc *		41,360		4,834
H&R Block Inc		84,700		3,647
Honda Motor Co Ltd ADR		145,242		4,886
Lowe's Cos Inc		15,500		3,222
Murphy USA Inc		9,200		3,144
ODP Corp/The *		438		20
O'Reilly Automotive Inc *		5,616		5,104

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Papa John's International Inc, Cl A		194	$	13
Perdoceo Education Corp		21,996		376
Texas Roadhouse Inc, Cl A		10,493		1,008
Toyota Motor Corp ADR (A)		14,200		2,552
Whirlpool Corp		14,200		1,899
Yum! Brands Inc		6,117		764
				44,949
Consumer Staples — 17.6%
Altria Group Inc		153,127		6,439
Andersons Inc/The		7,238		373
Archer-Daniels-Midland Co		83,802		6,320
BJ's Wholesale Club Holdings Inc *		2,392		171
Boston Beer Co Inc/The, Cl A *		2,640		1,028
Calavo Growers Inc		9,018		228
Cal-Maine Foods Inc		10,290		498
Campbell Soup Co		110,125		4,524
Casey's General Stores Inc		3,903		1,060
Central Garden & Pet Co, Cl A *		4,444		178
Church & Dwight Co Inc		30,018		2,751
Clorox Co/The		27,909		3,658
Coca-Cola Consolidated Inc		281		179
Colgate-Palmolive Co		47,221		3,358
Conagra Brands Inc		279,991		7,677
Costco Wholesale Corp		5,964		3,369
Dole PLC		33,397		387
Dollar General Corp		6,856		725
Flowers Foods Inc		105,065		2,330
Fresh Del Monte Produce Inc		6,999		181
General Mills Inc		100,582		6,436
Herbalife Ltd *		18,808		263
Hershey Co/The		202		40
Hormel Foods Corp		47,695		1,814
Hostess Brands Inc, Cl A *		21,208		706
Ingles Markets Inc, Cl A		3,060		231
Ingredion Inc		63,292		6,228
J & J Snack Foods Corp		3,532		578
J M Smucker Co/The		32,023		3,936
John B Sanfilippo & Son Inc		5,822		575
Kellanova		145,444		8,655
Keurig Dr Pepper Inc		146,558		4,627
Kimberly-Clark Corp		12,820		1,549
Kraft Heinz Co/The		219,400		7,381
Kroger Co/The		242,300		10,843
Lancaster Colony Corp		3,084		509
Medifast Inc		225		17
Molson Coors Beverage Co, Cl B		89,600		5,698
Mondelez International Inc, Cl A		7,355		510
Monster Beverage Corp *		13,726		727
National Beverage Corp, Cl A *		2,890		136
Oil-Dri Corp of America		2,824		174
PepsiCo Inc		1,124		190
Philip Morris International Inc		17,889		1,656

SEI Institutional Managed Trust

137

SCHEDULE OF INVESTMENTS

September 30, 2023

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pilgrim's Pride Corp *		39,068	$	892
PriceSmart Inc		1,738		129
Procter & Gamble Co/The		33,179		4,840
Reynolds Consumer Products Inc		38,612		990
Seaboard Corp		170		638
Simply Good Foods Co/The *		2,568		89
SpartanNash Co		3,986		88
Sprouts Farmers Market Inc *		569		24
TreeHouse Foods Inc *		6,763		295
Tyson Foods Inc, Cl A		18,211		920
Universal Corp/VA		12,189		575
USANA Health Sciences Inc *		5,476		321
Vector Group Ltd		29,933		319
Village Super Market Inc, Cl A		10,265		232
Vital Farms Inc *		27,399		317
Walmart Inc		50,384		8,058
WD-40 Co		126		26
Weis Markets Inc		52,874		3,331
				130,997
Energy — 3.5%
Chesapeake Energy Corp		54,186		4,673
Chevron Corp		50,200		8,465
DT Midstream Inc		44,600		2,360
Exxon Mobil Corp		87,143		10,246
Teekay Corp *		17,377		107
Teekay Tankers Ltd, Cl A		4,609		192
				26,043
Financials — 10.5%
AFC Gamma Inc ‡		4,147		49
Aflac Inc		129,800		9,962
Allstate Corp/The		16,574		1,846
American Financial Group Inc/OH		8,300		927
AMERISAFE Inc		269		13
Aon PLC, Cl A		3,955		1,282
AssetMark Financial Holdings Inc *		9,153		230
Bank First Corp (A)		1,616		125
Bank of New York Mellon Corp/The		159,600		6,807
Bankwell Financial Group Inc		613		15
Berkshire Hathaway Inc, Cl B *		12,300		4,309
Byline Bancorp Inc		2,258		44
Canadian Imperial Bank of Commerce		58,800		2,280
Cboe Global Markets Inc		19,676		3,074
Chicago Atlantic Real Estate Finance ‡		8,092		119
Chubb Ltd		2,040		425
Colony Bankcorp Inc		4,625		46
Donegal Group Inc, Cl A		3,918		56
Employers Holdings Inc		13,176		526
Everest Group Ltd		8,710		3,237
FleetCor Technologies Inc *		3,270		835
Hanover Insurance Group Inc/The, Cl A		21,384		2,373
Hartford Financial Services Group Inc/The		111,000		7,871

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Horace Mann Educators Corp, Cl A		4,166	$	122
James River Group Holdings Ltd		8,695		133
Loblaw Cos Ltd		38,800		3,312
MarketAxess Holdings Inc		1,305		279
MetLife Inc		38,700		2,435
Northeast Community Bancorp		6,939		102
OceanFirst Financial Corp		89,610		1,297
Old Republic International Corp		97,000		2,613
Orrstown Financial Services Inc		709		15
Progressive Corp/The		6,204		864
Safety Insurance Group Inc		4,276		292
SiriusPoint Ltd *		2,414		25
Travelers Cos Inc/The		34,506		5,635
W R Berkley Corp		59,506		3,778
Washington Federal Inc		79,300		2,032
Westamerica BanCorp		4,203		182
Western Union Co/The		606,338		7,992
Willis Towers Watson PLC		3,706		774
				78,333
Health Care — 19.0%
Abbott Laboratories		6,401		620
AbbVie Inc		10,800		1,610
ACADIA Pharmaceuticals Inc *		12,884		269
ADMA Biologics Inc *		49,356		177
Agilent Technologies Inc		10,663		1,192
Alkermes PLC *		17,384		487
Amgen Inc, Cl A		45,919		12,341
Amicus Therapeutics Inc *		8,197		100
Amneal Pharmaceuticals Inc *		49,348		208
Amylyx Pharmaceuticals Inc *		2,255		41
ANI Pharmaceuticals Inc *		454		26
Anika Therapeutics Inc *		9,807		183
Arcturus Therapeutics Holdings Inc *		4,909		125
Ardelyx Inc *		16,947		69
Aurinia Pharmaceuticals Inc *		19,839		154
Avantor Inc *		15,977		337
Bristol-Myers Squibb Co		175,120		10,164
Bruker Corp		11,426		712
Cardinal Health Inc		69,300		6,017
Catalyst Pharmaceuticals Inc *		15,830		185
Cigna Group/The		4,472		1,279
Collegium Pharmaceutical Inc *		7,984		178
Corcept Therapeutics Inc *		6,036		165
CVS Health Corp		119,726		8,359
Danaher Corp, Cl A		1,137		282
DaVita Inc *		9,829		929
Deciphera Pharmaceuticals Inc *		14,951		190
Dynavax Technologies Corp *		2,740		41
Eagle Pharmaceuticals Inc/DE *		15,398		243
Elevance Health Inc		6,787		2,955
Embecta		7,885		119
Exelixis Inc *		151,002		3,299

138

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fortrea Holdings Inc *		6,400	$	183
Gilead Sciences Inc		195,146		14,624
Haemonetics Corp *		314		28
Halozyme Therapeutics Inc *		7,354		281
Harmony Biosciences Holdings Inc *		3,696		121
HealthStream Inc		1,980		43
Hologic Inc *		31,188		2,165
Humana Inc		9,607		4,674
Incyte Corp *		60,581		3,500
Innoviva Inc *		20,653		268
Intra-Cellular Therapies Inc, Cl A *		4,382		228
iRadimed Corp		2,170		96
Jazz Pharmaceuticals PLC *		37,755		4,887
Johnson & Johnson		46,500		7,242
Kiniksa Pharmaceuticals Ltd, Cl A *		2,915		51
LeMaitre Vascular Inc		3,372		184
Ligand Pharmaceuticals Inc *		883		53
McKesson Corp		19,000		8,262
Merck & Co Inc		113,726		11,708
Mesa Laboratories Inc		556		58
Mettler-Toledo International Inc *		693		768
MiMedx Group Inc *		35,725		260
Mirum Pharmaceuticals Inc *		4,824		152
National HealthCare Corp		2,728		175
Neurocrine Biosciences Inc *		35,989		4,049
OraSure Technologies Inc *		63,075		374
Organon & Co		97,639		1,695
Patterson Cos Inc		6,524		193
Pediatrix Medical Group Inc *		1,363		17
Pfizer Inc		253,916		8,422
Phibro Animal Health Corp, Cl A		12,502		160
Point Biopharma Global Inc, Cl A *		8,549		57
Premier Inc, Cl A		19,048		410
Prestige Consumer Healthcare Inc, Cl A *		2,747		157
Progyny Inc *		393		13
Quest Diagnostics Inc		21,600		2,632
Regeneron Pharmaceuticals Inc *		179		147
Revvity Inc		697		77
SIGA Technologies Inc		4,462		23
Supernus Pharmaceuticals Inc *		7,096		196
Tactile Systems Technology Inc *		3,553		50
UFP Technologies Inc *		1,114		180
United Therapeutics Corp *		8,204		1,853
UroGen Pharma *		852		12
Vanda Pharmaceuticals Inc *		56,656		245
Varex Imaging Corp *		1,943		37
Voyager Therapeutics Inc *		8,799		68
Waters Corp *		8,437		2,314
West Pharmaceutical Services Inc		8,106		3,042
Zimmer Biomet Holdings Inc		17,094		1,918
Zymeworks *		18,460		117

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zynex Inc *(A)		9,475	$	76
				141,601
Industrials — 9.9%
Allison Transmission Holdings Inc		111,800		6,603
Barrett Business Services Inc		1,660		150
Booz Allen Hamilton Holding Corp, Cl A		18,880		2,063
Casella Waste Systems Inc, Cl A *		3,466		264
CH Robinson Worldwide Inc		9,849		848
Cintas Corp		991		477
CSG Systems International Inc		57,900		2,960
Cummins Inc		27,500		6,283
Donaldson Co Inc, Cl A		19,932		1,189
EMCOR Group Inc		2,897		609
Enerpac Tool Group Corp, Cl A		13,747		363
Exponent Inc		525		45
Ferguson PLC		5,044		830
FTI Consulting Inc *		1,069		191
General Dynamics Corp		6,738		1,489
Genpact Ltd		28,220		1,022
Golden Ocean Group Ltd		36,812		290
Huntington Ingalls Industries Inc, Cl A		16,083		3,290
IBEX Holdings Ltd *		6,828		105
L3Harris Technologies Inc		1,005		175
Landstar System Inc		14,776		2,614
Leidos Holdings Inc		2,626		242
Lockheed Martin Corp		22,362		9,145
ManpowerGroup Inc		9,909		727
Maximus Inc		3,452		258
McGrath RentCorp		405		41
MSC Industrial Direct Co Inc, Cl A		2,371		233
National Presto Industries		5,408		392
Northrop Grumman Corp		13,461		5,925
Otis Worldwide Corp		34,882		2,801
PACCAR Inc		40,600		3,452
Powell Industries Inc		1,312		109
Preformed Line Products Co		321		52
Rollins Inc		68,252		2,548
Schneider National Inc, Cl B		123,271		3,413
Science Applications International Corp		38,100		4,021
Snap-on Inc		23,330		5,951
TrueBlue Inc *		5,926		87
Werner Enterprises Inc		68,070		2,651
				73,908
Information Technology — 13.8%
A10 Networks Inc		18,153		273
ACI Worldwide Inc *		9,046		204
Adeia Inc		37,229		398
Adobe Inc *		785		400
Amdocs Ltd		164,590		13,906
Appfolio Inc, Cl A *		935		171
Arrow Electronics Inc, Cl A *		38,000		4,759

SEI Institutional Managed Trust

139

SCHEDULE OF INVESTMENTS

September 30, 2023

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avnet Inc		101,300	$	4,882
Benchmark Electronics Inc		865		21
Brightcove Inc *		14,210		47
Canon Inc ADR		212,800		5,107
Cirrus Logic Inc *		475		35
Cisco Systems Inc		256,955		13,814
Cognizant Technology Solutions Corp, Cl A		1,612		109
CommVault Systems Inc *		5,611		379
CoreCard Corp *		2,107		42
Diodes Inc *		511		40
Dolby Laboratories Inc, Cl A		24,029		1,905
DoubleVerify Holdings Inc *		9,758		273
EPAM Systems Inc *		4,096		1,047
F5 Inc, Cl A *		2,062		332
Fortinet Inc *		3,033		178
Gen Digital Inc		25,573		452
GoDaddy Inc, Cl A *		1,110		83
Hackett Group Inc/The		6,420		152
Hewlett Packard Enterprise Co		418,100		7,262
Insight Enterprises Inc *		28,800		4,190
InterDigital Inc		2,733		219
International Business Machines Corp		91,500		12,838
Juniper Networks Inc		182,515		5,072
Kimball Electronics Inc *		1,246		34
LiveRamp Holdings Inc *		11,133		321
Manhattan Associates Inc *		2,268		448
Mitek Systems Inc *		9,629		103
Motorola Solutions Inc		1,294		352
NetApp Inc		43,000		3,263
NVE Corp		3,435		282
Open Text Corp		57,000		2,010
Oracle Corp, Cl B		90,400		9,575
OSI Systems Inc *		1,883		222
Photronics Inc *		1,034		21
PTC Inc *		16,329		2,314
QUALCOMM Inc		7,996		888
Qualys Inc *		1,281		195
Sapiens International Corp NV		15,080		429
Skyworks Solutions Inc		11,492		1,133
Synopsys Inc *		1,500		689
Teradata Corp *		23,269		1,048
VeriSign Inc *		3,129		634
Yext Inc *		31,009		196
				102,747
Materials — 3.9%
Balchem Corp		1,603		199
Berry Global Group Inc		78,277		4,846
Graphic Packaging Holding Co		82,700		1,842
International Paper Co		47,300		1,678
Myers Industries Inc		8,510		153
NewMarket Corp		24,356		11,083
Reliance Steel & Aluminum Co		11,400		2,989

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Silgan Holdings Inc		42,389	$	1,827
Sonoco Products Co		43,400		2,359
Southern Copper Corp		11,490		865
SSR Mining Inc		109,250		1,452
				29,293
Real Estate — 0.9%
American Tower Corp, Cl A ‡		11,056		1,818
Apartment Income Corp ‡		33,047		1,015
Crown Castle Inc ‡		962		89
Easterly Government Properties Inc, Cl A ‡		25,099		287
Equity Commonwealth ‡		5,307		97
InvenTrust Properties Corp ‡		3,265		78
Omega Healthcare Investors Inc ‡		825		27
Postal Realty Trust Inc, Cl A ‡		12,316		166
Public Storage ‡		4,338		1,143
RMR Group Inc/The, Cl A		3,682		90
SBA Communications Corp, Cl A ‡		3,955		792
Weyerhaeuser Co ‡		20,736		636
				6,238
Utilities — 5.6%
ALLETE Inc		1,771		93
Avista Corp		1,317		43
California Water Service Group, Cl A		3,737		177
Chesapeake Utilities Corp		1,936		189
Consolidated Edison Inc		3,337		285
Consolidated Water Co Ltd		9,740		277
DTE Energy Co		5,087		505
Edison International		3,167		200
Entergy Corp		41,932		3,879
Essential Utilities Inc		9,453		325
Evergy Inc		119,827		6,075
Exelon Corp		40,700		1,538
Genie Energy Ltd, Cl B		7,938		117
MGE Energy Inc		4,324		296
Middlesex Water Co		795		53
National Fuel Gas Co		93,461		4,852
Northwest Natural Holding Co		5,992		229
NorthWestern Corp		1,589		76
OGE Energy Corp		116,908		3,897
ONE Gas Inc		5,658		386
Otter Tail Corp		55,888		4,243
PG&E Corp *		112,677		1,817
Pinnacle West Capital Corp		15,164		1,117
Portland General Electric Co		3,640		147
PPL Corp		142,100		3,348
Public Service Enterprise Group Inc		45,900		2,612
Pure Cycle Corp *		5,061		49
SJW Group		2,240		135
Southwest Gas Holdings Inc		3,196		193
Spire Inc		2,651		150

140

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UGI Corp		170,597	$	3,924
				41,227
Total Common Stock
(Cost $654,985) ($ Thousands)				726,979
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
5.410% **†(B)		2,812,655		2,813
Total Affiliated Partnership
(Cost $2,813) ($ Thousands)				2,813
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		15,573,065		15,573
Total Cash Equivalent
(Cost $15,573) ($ Thousands)				15,573
Total Investments in Securities — 100.1%
(Cost $673,371) ($ Thousands)			$	745,365

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		49		Dec-2023	$	10,846	$	10,597	$	(249	)

	Percentages are based on a Net Assets of $744,725 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $2,813 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		726,979		–		–		726,979
Affiliated Partnership		–		2,813		–		2,813
Cash Equivalent		15,573		–		–		15,573
Total Investments in Securities		742,552		2,813		–		745,365

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(249	)		–		–		(249	)
Total Other Financial Instruments		(249	)		–		–		(249	)

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

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

SEI Institutional Managed Trust

141

SCHEDULE OF INVESTMENTS

September 30, 2023

U.S. Managed Volatility Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	7,816	$	24,910	$	(29,913	)	$	(1	)	$	1	$	2,813	$	123	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		9,947		211,809		(206,183	)		—			—		15,573		667		—
Totals	$	17,763	$	236,719	$	(236,096	)	$	(1	)	$	1	$	18,386	$	790	$	—

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

See “Glossary” for abbreviations.

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

142

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Global Managed Volatility Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.9%
Australia — 0.2%
Aurizon Holdings Ltd		263,069	$	592
Rio Tinto Ltd		13,776		1,010
				1,602
Austria — 0.0%
Eurotelesites *		11,212		49
Oberbank AG		162		11
Telekom Austria AG, Cl A		44,848		313
				373
Belgium — 0.4%
Ageas SA/NV		21,222		877
Anheuser-Busch InBev SA/NV		9,736		541
Solvay SA		18,858		2,093
TINC Comm VA		2,066		27
				3,538
Brazil — 0.3%
Yara International ASA		62,078		2,364
Canada — 1.9%
BCE Inc		71,138		2,715
Canadian Utilities Ltd, Cl A		38,800		824
CGI Inc, Cl A *		24,800		2,456
Emera Inc		800		28
Empire Co Ltd, Cl A		93,700		2,561
Fairfax Financial Holdings Ltd		2,400		1,968
George Weston Ltd		7,500		835
Loblaw Cos Ltd		30,200		2,578
Metro Inc/CN, Cl A		22,600		1,179
				15,144
China — 0.3%
CITIC Telecom International Holdings Ltd		1,597,000		631
Wilmar International Ltd		612,400		1,674
				2,305

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Denmark — 0.9%
Carlsberg AS, Cl B		19,717	$	2,496
Novo Nordisk A/S, Cl B		49,388		4,515
				7,011
Finland — 0.6%
Elisa Oyj		100,676		4,678
Kemira Oyj		15,212		238
Orion Oyj, Cl A		259		10
				4,926
France — 2.5%
ABC arbitrage		4,265		26
Air Liquide SA		19,174		3,245
Bollore SE		89,650		483
Bouygues SA		12,806		449
Carrefour SA		185,782		3,203
Edenred SE		5,966		375
Eiffage SA		4,383		418
Legrand SA		14,100		1,303
Orange SA		474,977		5,461
Sanofi		40,287		4,329
Vivendi SE		22,345		196
				19,488
Hong Kong — 2.7%
APT Satellite Holdings Ltd		202,000		57
CK Asset Holdings Ltd		20,000		105
CK Hutchison Holdings Ltd		738,000		3,918
CLP Holdings Ltd, Cl B		531,656		3,925
Dah Sing Banking Group Ltd		108,898		72
HKT Trust & HKT Ltd		3,008,834		3,137
Langham Hospitality Investments and Langham Hospitality Investments Ltd		425,500		41
Miramar Hotel & Investment		49,000		65
MTR Corp Ltd		208,000		822
PCCW Ltd		4,732,000		2,155
Power Assets Holdings Ltd		800,000		3,863
Regal Hotels International Holdings Ltd *		77,509		27
SmarTone Telecommunications Holdings Ltd		118,020		60
Swire Pacific Ltd, Cl A		145,000		976
VTech Holdings Ltd		42,069		252
WH Group Ltd		3,884,000		2,033
				21,508
Israel — 2.3%
Arad		3,532		56
Check Point Software Technologies Ltd *		74,824		9,972
FIBI Holdings Ltd		1,748		80
First International Bank Of Israel Ltd/The		121,452		5,242
Isracard Ltd		5		–
Nice Ltd *		6,521		1,114
Radware Ltd *		18,480		313

SEI Institutional Managed Trust

143

SCHEDULE OF INVESTMENTS

September 30, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		3,623	$	207
Tower Semiconductor Ltd *		33,017		808
				17,792
Italy — 0.3%
Assicurazioni Generali SpA		75,095		1,540
UniCredit SpA		3,678		88
UnipolSai Assicurazioni		167,176		405
				2,033
Japan — 9.2%
Achilles Corp		2,500		24
Aichi Electric Co Ltd		600		15
Akatsuki		11,700		34
Albis Co Ltd		1,600		26
Alinco Inc		2,700		19
Amano Corp		18,800		414
Amiyaki Tei Co Ltd		1,300		33
Anritsu Corp		162,000		1,159
Arcs Co Ltd		43,600		796
Asahi Co Ltd		24,200		205
Asante Inc (A)		10,700		113
Autobacs Seven Co Ltd		19,500		207
Axial Retailing Inc		2,300		58
Belc Co Ltd		4,700		216
Benesse Holdings Inc, Cl A		75,800		929
Canon Inc		79,900		1,930
Canon Marketing Japan Inc		7,100		184
Cawachi Ltd		29,900		498
Chiyoda Integre		1,600		30
Chubu Electric Power Co Inc		327,300		4,183
CI Takiron Corp		37,000		142
COLOPL *		10,800		43
Computer Engineering & Consulting Ltd		18,100		194
COMSYS Holdings Corp		34,300		719
Create Medic Co Ltd		5,677		34
Dai Nippon Toryo Co Ltd		7,800		51
Daiken Medical		6,500		23
Dainichiseika Color & Chemicals Manufacturing		1,800		27
Earth Corp		21,200		699
Eco's		1,800		25
Eizo Corp		8,600		292
EXEO Group		18,800		386
Ezaki Glico Co Ltd		34,200		941
FAN Communications Inc		8,000		21
Feed One		5,100		27
FJ Next Holdings Co Ltd		14,600		103
France Bed Holdings		3,600		29
FTGroup Co Ltd		2,900		25
Fujicco Co Ltd		22,500		291
Fujiya Co Ltd		2,900		49

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fukuda Denshi Co Ltd		200	$	7
Gakkyusha Co Ltd		5,600		76
H.U. Group Holdings		12,900		220
Heiwado Co Ltd		59,000		1,031
Hitachi Ltd		569		35
Hokuto Corp (A)		53,000		646
House Foods Group Inc		33,200		694
Icom		1,000		22
Itochu-Shokuhin Co Ltd		2,003		92
Japan Oil Transportation Co Ltd		2,100		38
Japan Tobacco Inc		326,700		7,531
JM Holdings		3,600		47
J-Oil Mills		4,300		51
JSP Corp		29,000		397
Kajima Corp		54,600		890
Kaken Pharmaceutical Co Ltd		30,400		713
Kakiyasu Honten Co Ltd		5,531		92
Kansai Electric Power Co Inc/The		228,800		3,185
Kato Sangyo Co Ltd		27,800		741
Kewpie Corp		11,900		192
Key Coffee Inc (A)		7,400		100
KFC Holdings Japan Ltd		6,000		120
Komeri Co Ltd		19,200		405
Kuriyama Holdings		4,200		25
Kyorin Pharmaceutical		104,700		1,285
Kyosan Electric Manufacturing Co Ltd		9,800		32
Lawson Inc		15,800		728
Lion Corp		55,800		552
Marvelous Inc		5,300		25
McDonald's Holdings Co Japan Ltd		27,600		1,056
Megmilk Snow Brand Co Ltd		37,800		581
MEIJI Holdings Co Ltd		23,100		575
Ministop Co Ltd		4,700		46
Miroku Jyoho Service Co Ltd		6,500		72
Mitsubishi Shokuhin Co Ltd		18,900		494
Mitsui DM Sugar Holdings Co Ltd		15,000		303
Miyoshi Oil & Fat Co Ltd		16,300		128
Mochida Pharmaceutical Co Ltd		2,200		49
Morozoff Ltd		1,200		30
MS&AD Insurance Group Holdings Inc		35,300		1,300
Musashi Co Ltd		2,400		30
Nagatanien Holdings Co Ltd		1,700		25
Nichirei Corp		10,300		227
Nichirin Co Ltd		6,200		125
Nihon Chouzai Co Ltd		31,100		308
Nihon Denkei Co Ltd		2,000		28
Nikko Co Ltd/Hyogo		5,600		25
Nippn Corp		111,234		1,620
Nippon BS Broadcasting Corp		1,700		10
Nippon Carbon		900		28
Nippon Telegraph & Telephone Corp (A)		3,468,700		4,105
Nisshin Oillio Group Ltd/The		6,452		181

144

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nissin Foods Holdings Co Ltd		5,000	$	416
Nittoc Construction Co Ltd		17,600		129
Oiles Corp		21,200		285
Okinawa Cellular Telephone Co		10,800		233
Okumura		6,000		181
Okuwa Co Ltd		9,000		53
Osaki Electric Co Ltd		13,700		62
Otsuka Holdings Co Ltd		12,500		445
OUG Holdings Inc		2,236		36
Prima Meat Packers		8,500		140
Raito Kogyo Co Ltd		13,200		183
Rasa Corp		3,900		44
Ricoh Co Ltd		87,600		758
RYODEN CORP		2,300		36
San-A Co Ltd, Cl A		35,300		1,131
Sanki Engineering Co Ltd		32,000		348
Sankyo Co Ltd		28,500		1,309
Sanyo Chemical Industries		1,200		33
Senko Group Holdings		21,000		148
Showa Sangyo Co Ltd		18,900		387
SKY Perfect JSAT Holdings Inc		154,000		721
SoftBank Corp		500,200		5,667
Software Service		900		61
Sompo Holdings Inc		10,700		461
SPK Corp		1,900		25
SRA Holdings		6,400		149
ST Corp		5,400		54
Sugi Holdings Co Ltd		8,900		354
SUMCO Corp		2,800		37
Sumitomo Corp		1,500		30
Sundrug Co Ltd		69,100		1,878
Tachibana Eletech Co Ltd		3,700		69
Takamatsu Construction Group Co Ltd		14,900		266
Takasago International Corp		2,300		46
Tekken Corp		8,500		121
Tobishima		4,600		43
TOKAI Holdings Corp		100,700		625
Tokyo Individualized Educational Institute Inc		8,500		28
Tokyo Seimitsu Co Ltd		7,300		366
Tokyu Construction Co Ltd		84,000		439
Toyo Ink SC Holdings Co Ltd		26,400		414
Trend Micro Inc/Japan *		99,700		3,787
Unicafe Inc *		6,400		41
United Super Markets Holdings Inc		113,100		810
Uoriki Co Ltd (A)		5,800		83
Valor Holdings Co Ltd		19,600		287
Vital KSK Holdings Inc		21,700		146
Warabeya Nichiyo Holdings Co Ltd		1,300		25
Wowow Inc		19,124		146
Yamatane Corp		2,700		38
Yamato Holdings Co Ltd		23,000		375

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Yamaura Corp		2,900	$	24
Yaoko Co Ltd		17,300		891
Yashima Denki Co Ltd		2,600		23
Yasuda Logistics Corp		3,700		26
Zenkoku Hosho Co Ltd		4,000		132
Zenrin Co Ltd		23,900		146
				71,703
Netherlands — 2.6%
Koninklijke Ahold Delhaize NV		368,976		11,141
Koninklijke KPN NV		235,773		778
Shell PLC		92,510		2,988
Wolters Kluwer NV		42,753		5,190
				20,097
New Zealand — 0.5%
Spark New Zealand Ltd		1,257,480		3,634
Norway — 1.4%
AF Gruppen ASA		449		5
AMSC ASA		7,860		30
Bouvet ASA		2,334		13
DNB Bank ASA		47,025		953
Equinor ASA		16,857		556
Kongsberg Gruppen ASA		7,523		312
Noram Drilling		6,118		30
Orkla ASA		286,136		2,151
Sparebank 1 Oestlandet		3,854		48
SpareBank 1 SMN		19,625		253
SpareBank 1 Sorost-Norge		3,479		17
Sparebanken Vest		26,910		267
Storebrand		35,817		293
Telenor ASA		487,942		5,572
Veidekke ASA		19,659		180
				10,680
Portugal — 0.4%
Jeronimo Martins SGPS SA		96,723		2,177
NOS SGPS SA		57,922		214
REN - Redes Energeticas Nacionais SGPS SA		303,209		777
				3,168
Singapore — 0.9%
Bukit Sembawang Estates Ltd		11,000		31
Fraser and Neave Ltd		20,400		16
Genting Singapore Ltd		610,400		378
Jardine Cycle & Carriage Ltd		44,800		1,048
Jardine Matheson Holdings Ltd		38,500		1,787
Kimly Ltd		90,400		21
Oversea-Chinese Banking Corp Ltd		94,200		884
Sheng Siong Group Ltd		1,367,374		1,523
Singapore Exchange Ltd		80,000		571
Venture Corp Ltd		82,600		749
				7,008

SEI Institutional Managed Trust

145

SCHEDULE OF INVESTMENTS

September 30, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Spain — 1.3%
ACS Actividades de Construccion y Servicios SA		15,896	$	573
Aena SME SA		11,081		1,673
Cia de Distribucion Integral Logista Holdings SA		30,628		785
Endesa SA		24,986		510
Iberdrola SA		317,367		3,560
Redeia Corp SA		147,558		2,327
Telefonica SA		179,827		736
				10,164
Sweden — 0.7%
Essity AB, Cl B		101,494		2,204
Industrivarden AB, Cl C		20,204		537
Investor, Cl A		56,833		1,085
Securitas, Cl B		87,418		697
Volvo AB, Cl A		23,916		501
Volvo AB, Cl B		36,143		750
				5,774
Switzerland — 5.1%
Berner Kantonalbank AG		248		65
BKW AG		2,434		430
Chocoladefabriken Lindt & Spruengli AG		31		345
Emmi AG		102		96
Holcim AG		14,779		950
Kuehne + Nagel International AG		11,522		3,287
Nestle SA		53,225		6,036
Novartis AG		88,750		9,107
Plazza AG		133		43
PSP Swiss Property AG		15,921		1,883
Roche Holding AG		33,118		9,140
St Galler Kantonalbank AG		157		86
Swatch Group AG/The		10,799		529
Swatch Group AG/The, Cl B		3,197		823
Swisscom AG		12,308		7,322
				40,142
United Kingdom — 5.1%
BAE Systems PLC		32,670		398
British American Tobacco PLC		31,628		995
Bunzl PLC		32,823		1,172
Coca-Cola Europacific Partners PLC		74,449		4,652
Cranswick PLC		2,584		112
GSK PLC		357,498		6,510
J Sainsbury PLC		78,875		243
RELX PLC		216,341		7,328
Rightmove PLC		8,040		55
Sage Group PLC/The		521,011		6,289
Shell PLC		94,810		3,016
Spirent Communications PLC		426,652		719
Tesco PLC		632,263		2,039
Unilever PLC		71,444		3,542

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vodafone Group PLC		2,790,072	$	2,616
				39,686
United States — 57.3%
AbbVie Inc		21,300		3,175
Air Products and Chemicals Inc		7,755		2,198
Alphabet Inc, Cl A *		48,117		6,297
Alphabet Inc, Cl C *		19,915		2,626
Altria Group Inc		126,106		5,303
Amdocs Ltd		75,235		6,357
American Business Bank *		1,369		42
American Electric Power Co Inc		4,931		371
AMETEK Inc		21,787		3,219
Amgen Inc, Cl A		31,966		8,591
Aon PLC, Cl A		4,108		1,332
Apple Inc		40,228		6,887
AptarGroup Inc		41,469		5,185
Arrow Electronics Inc, Cl A *		8,441		1,057
AT&T Inc		398,708		5,989
Automatic Data Processing Inc		837		201
AutoZone Inc *		1,564		3,973
Bank of New York Mellon Corp/The		15,549		663
Becton Dickinson & Co		12,110		3,131
Berkshire Hathaway Inc, Cl B *		33,703		11,806
Box Inc, Cl A *		45,859		1,110
Brady Corp, Cl A		5,478		301
Bristol-Myers Squibb Co		116,758		6,777
CACI International Inc, Cl A *		1,129		354
Cadence Design Systems Inc *		15,875		3,720
Campbell Soup Co		52,458		2,155
Cardinal Health Inc		17,340		1,505
Casey's General Stores Inc		19,357		5,256
Cboe Global Markets Inc		16,051		2,507
Centene Corp *		7,762		535
Chemed Corp		5,263		2,735
Chubb Ltd		2,889		601
Church & Dwight Co Inc		78,791		7,220
Cigna Group/The		6,628		1,896
Cintas Corp		6,498		3,126
Cisco Systems Inc		189,604		10,193
Clorox Co/The		48,867		6,405
Coca-Cola Co/The		100,764		5,641
Cognizant Technology Solutions Corp, Cl A		4,618		313
Colgate-Palmolive Co		101,625		7,227
Comcast Corp, Cl A		13,492		598
CommVault Systems Inc *		60,311		4,078
Conagra Brands Inc		89,243		2,447
Consolidated Edison Inc		15,762		1,348
Corebridge Financial Inc		63,177		1,248
Costco Wholesale Corp		9,470		5,350
CSG Systems International Inc		7,264		371
CVS Health Corp		71,748		5,009
Dolby Laboratories Inc, Cl A		59,231		4,695

146

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Domino's Pizza Inc		1,822	$	690
Donaldson Co Inc, Cl A		1,718		102
Duke Energy Corp		22,584		1,993
eBay Inc		101,624		4,481
Ecolab Inc		9,824		1,664
Electronic Arts Inc		88,467		10,651
Elevance Health Inc		1,275		555
Ennis Inc		1,617		34
Eversource Energy		1,089		63
Exelixis Inc *		43,650		954
F5 Inc, Cl A *		23,604		3,804
Fair Isaac Corp *		3,197		2,777
Ferguson PLC		5,019		825
Fox Corp, Cl A		23,607		737
Fox Corp, Cl B		44,708		1,291
General Dynamics Corp		16,480		3,642
General Mills Inc		90,248		5,775
Genuine Parts Co		8,154		1,177
Gilead Sciences Inc		111,231		8,336
Graco Inc		67,214		4,899
Graham Holdings Co, Cl B		745		434
Grand Canyon Education Inc *		9,807		1,146
HealthStream Inc		22,240		480
Hershey Co/The		30,678		6,138
Hologic Inc *		10,065		699
Humana Inc		15,170		7,380
Huntington Ingalls Industries Inc, Cl A		304		62
Incyte Corp *		122,545		7,079
Ingredion Inc		5,713		562
Innospec Inc		884		90
Insight Enterprises Inc *		4,201		611
Inter Parfums Inc		2,685		361
International Business Machines Corp		35,834		5,028
J M Smucker Co/The		19,923		2,449
Johnson & Johnson		67,969		10,586
Juniper Networks Inc		175,983		4,891
Kellanova		124,039		7,382
Kimberly-Clark Corp		101,627		12,282
Kraft Heinz Co/The		154,865		5,210
Landstar System Inc		5,469		968
Leidos Holdings Inc		5,136		473
Lockheed Martin Corp		19,737		8,072
Marsh & McLennan Cos Inc		38,416		7,311
McCormick & Co Inc/MD		21,868		1,654
McDonald's Corp		8,422		2,219
McKesson Corp		17,246		7,499
MGIC Investment Corp		16,424		274
Microsoft Corp		22,457		7,091
Molina Healthcare Inc *		3,348		1,098
Mondelez International Inc, Cl A		105,890		7,349
Motorola Solutions Inc		18,930		5,153
MSC Industrial Direct Co Inc, Cl A		17,243		1,692

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NetApp Inc		22,928	$	1,740
NetScout Systems Inc *		49,711		1,393
New Mountain Finance Corp		22,317		289
NewMarket Corp		2,858		1,300
Northrop Grumman Corp		8,122		3,575
Nova *		2,765		311
NVR Inc *		64		382
Oracle Corp, Cl B		32,677		3,461
O'Reilly Automotive Inc *		1,137		1,033
PACCAR Inc		23,113		1,965
PepsiCo Inc		41,651		7,057
Pfizer Inc		68,125		2,260
Philip Morris International Inc		74,471		6,895
Phillips 66		12,963		1,557
Prestige Consumer Healthcare Inc, Cl A *		3,716		213
Procter & Gamble Co/The		72,810		10,620
Public Storage ‡		185		49
Regeneron Pharmaceuticals Inc *		263		216
Reliance Steel & Aluminum Co		2,579		676
Republic Services Inc		35,417		5,047
Roper Technologies Inc		3,070		1,487
Royal Gold Inc, Cl A		48,520		5,159
RPM International Inc		10,985		1,041
Sherwin-Williams Co/The, Cl A		1,542		393
Synopsys Inc *		7,134		3,274
Sysco Corp, Cl A		31,012		2,048
TJX Cos Inc/The		16,073		1,429
T-Mobile US Inc		6,063		849
Ulta Beauty Inc *		1,751		699
United Therapeutics Corp *		4,556		1,029
UnitedHealth Group Inc		134		68
USANA Health Sciences Inc *		11,882		696
VeriSign Inc *		12,640		2,560
Verisk Analytics Inc, Cl A		968		229
Verizon Communications Inc		245,592		7,960
Vertex Pharmaceuticals Inc *		2,534		881
VMware Inc, Cl A *		1,674		279
Walgreens Boots Alliance Inc		135,041		3,003
Walmart Inc		66,701		10,667
Waste Management Inc		2,314		353
WP Carey Inc ‡		28,859		1,561
Yelp Inc, Cl A *		10,407		433
Zimmer Biomet Holdings Inc		1,375		154
				447,588
Total Common Stock
(Cost $743,759) ($ Thousands)				757,728

SEI Institutional Managed Trust

147

SCHEDULE OF INVESTMENTS

September 30, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK — 0.5%
Germany — 0.5%
Bayerische Motoren Werke AG, 7.000%		5,482	$	512
Henkel AG & Co KGaA (B)		43,203		3,086
Total Preferred Stock
(Cost $3,763) ($ Thousands)				3,598
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, LP
5.410% **†(C)		5,171,055		5,171
Total Affiliated Partnership
(Cost $5,172) ($ Thousands)				5,171
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		8,087,761		8,088
Total Cash Equivalent
(Cost $8,088) ($ Thousands)				8,088
Total Investments in Securities — 99.1%
(Cost $760,782) ($ Thousands)			$	774,585

148

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Euro STOXX 50		17		Dec-2023	$	774	$	757	$	(8	)
FTSE 100 Index		3		Dec-2023		278		281		2
Hang Seng Index		3		Oct-2023		344		342		–
S&P 500 Index E-MINI		17		Dec-2023		3,842		3,677		(166	)
SPI 200 Index		2		Dec-2023		235		228		(5	)
TOPIX Index		4		Dec-2023		628		623		(6	)
					$	6,101	$	5,908	$	(183	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		10/16/23		CHF	19,486		USD	21,897	$	563
Barclays PLC		10/16/23		SEK	74,604		USD	6,718		(154	)
Barclays PLC		10/16/23		JPY	5,463,516		USD	37,247		546
BNP Paribas		10/16/23		NOK	68,287		USD	6,386		(35	)
Brown Brothers Harriman		10/16/23		AUD	32		USD	20		—
Brown Brothers Harriman		10/16/23		USD	22		AUD	34		—
Brown Brothers Harriman		10/16/23		USD	28		AUD	43		—
Brown Brothers Harriman		10/16/23		NZD	67		USD	40		(1	)
Brown Brothers Harriman		10/16/23		SGD	43		USD	32		—
Brown Brothers Harriman		10/16/23		SGD	30		USD	22		—
Brown Brothers Harriman		10/16/23		USD	122		NZD	204		1
Brown Brothers Harriman		10/16/23		USD	11		NZD	18		—
Brown Brothers Harriman		10/16/23		USD	63		SGD	87		—
Brown Brothers Harriman		10/16/23		USD	95		SGD	129		—
Brown Brothers Harriman		10/16/23		CAD	93		USD	69		—
Brown Brothers Harriman		10/16/23		CAD	70		USD	52		—
Brown Brothers Harriman		10/16/23		USD	57		DKK	401		—
Brown Brothers Harriman		10/16/23		USD	109		DKK	759		(1	)
Brown Brothers Harriman		10/16/23		USD	26		CAD	35		—
Brown Brothers Harriman		10/16/23		USD	312		CAD	421		(1	)
Brown Brothers Harriman		10/16/23		USD	356		NOK	3,816		3
Brown Brothers Harriman		10/16/23		USD	3		NOK	28		—
Brown Brothers Harriman		10/16/23		GBP	340		USD	420		5
Brown Brothers Harriman		10/16/23		GBP	96		USD	117		—
Brown Brothers Harriman		10/16/23		USD	485		HKD	3,791		(1	)
Brown Brothers Harriman		10/16/23		USD	462		SEK	5,102		8
Brown Brothers Harriman		10/16/23		USD	28		SEK	299		—
Brown Brothers Harriman		10/16/23		CHF	570		USD	632		9
Brown Brothers Harriman		10/16/23		USD	229		GBP	188		—
Brown Brothers Harriman		10/16/23		USD	439		GBP	356		(4	)
Brown Brothers Harriman		10/16/23		DKK	546		USD	78		1
Brown Brothers Harriman		10/16/23		DKK	134		USD	19		—
Brown Brothers Harriman		10/16/23		USD	168		CHF	154		—
Brown Brothers Harriman		10/16/23		USD	607		CHF	547		(9	)
Brown Brothers Harriman		10/16/23		EUR	660		USD	705		5
Brown Brothers Harriman		10/16/23		EUR	162		USD	172		—

SEI Institutional Managed Trust

149

SCHEDULE OF INVESTMENTS

September 30, 2023

Global Managed Volatility Fund (Concluded)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		10/16/23		HKD	1,057		USD	135	$	—
Brown Brothers Harriman		10/16/23		USD	291		JPY	43,404		—
Brown Brothers Harriman		10/16/23		USD	943		JPY	138,982		(9	)
Brown Brothers Harriman		10/16/23		USD	274		EUR	259		1
Brown Brothers Harriman		10/16/23		USD	1,223		EUR	1,145		(10	)
Brown Brothers Harriman		10/16/23		SEK	1,737		USD	156		(4	)
Brown Brothers Harriman		10/16/23		NOK	1,819		USD	169		(2	)
Brown Brothers Harriman		10/16/23		JPY	73,309		USD	497		4
Brown Brothers Harriman		10/16/23		JPY	16,489		USD	111		—
Standard Chartered		10/16/23		NZD	3,290		USD	1,941		(35	)
Standard Chartered		10/16/23		GBP	14,461		USD	18,037		386
Standard Chartered		10/16/23		DKK	27,020		USD	3,896		56
Standard Chartered		10/16/23		HKD	92,099		USD	11,776		12
Westpac Banking		10/16/23		AUD	1,260		USD	808		(5	)
Westpac Banking		10/16/23		SGD	4,959		USD	3,647		11
Westpac Banking		10/16/23		CAD	8,659		USD	6,388		(18	)
Westpac Banking		10/16/23		EUR	33,281		USD	35,779		526
									$	1,848

	Percentages are based on Net Assets of $781,654 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $5,171 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		728,354		29,374		–		757,728
Preferred Stock		3,598		–		–		3,598
Affiliated Partnership		–		5,171		–		5,171
Cash Equivalent		8,088		–		–		8,088
Total Investments in Securities		740,040		34,545		–		774,585

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		2			–			–		2
Unrealized Depreciation		(185	)		–			–		(185	)
Forward Contracts*
Unrealized Appreciation		–			2,137			–		2,137
Unrealized Depreciation		–			(289	)		–		(289	)
Total Other Financial Instruments		(183	)		1,848			–		1,665

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

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	17,355	$	124,602	$	(136,794	)	$	5	$	3	$	5,171	$	68	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		8,497		161,825		(162,234	)		—		—		8,088		489		—
Totals	$	25,852	$	286,427	$	(299,028	)	$	5	$	3	$	13,259	$	557	$	—

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

150

SEI Institutional Managed Trust

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

151

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Managed Volatility Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 2.6%
Cogeco Communications Inc		16,400	$	763
Comcast Corp, Cl A		63,700		2,824
Fox Corp, Cl A		83,711		2,612
Fox Corp, Cl B		29,292		846
Madison Square Garden Sports Corp *		8,894		1,568
New York Times Co/The, Cl A		90,194		3,716
T-Mobile US Inc *		33,605		4,706
Verizon Communications Inc		115,208		3,734
				20,769
Consumer Discretionary — 4.4%
AutoZone Inc *		7,000		17,780
Darden Restaurants Inc		6,293		901
Honda Motor Co Ltd ADR		129,300		4,350
McDonald's Corp		24,867		6,551
Murphy USA Inc		8,800		3,007
Toyota Motor Corp ADR (A)		16,500		2,966
				35,555
Consumer Staples — 15.9%
Altria Group Inc		51,246		2,155
Archer-Daniels-Midland Co		5,480		413
Campbell Soup Co		38,959		1,600
Casey's General Stores Inc		522		142
Church & Dwight Co Inc		71,294		6,533
Clorox Co/The		19,287		2,528
Coca-Cola Co/The		64,543		3,613
Coca-Cola Europacific Partners PLC		49,400		3,086
Colgate-Palmolive Co		57,659		4,100
Costco Wholesale Corp		10,788		6,095
Dollar General Corp		15,091		1,597
General Mills Inc		93,567		5,987
Hershey Co/The		32,131		6,429
Hormel Foods Corp		91,843		3,493
J M Smucker Co/The		49,370		6,068

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kellanova		78,461	$	4,669
Kimberly-Clark Corp		41,715		5,041
Kroger Co/The		297,700		13,322
Lamb Weston Holdings Inc		28,333		2,620
McCormick & Co Inc/MD		71,893		5,438
Metro Inc/CN, Cl A		58,400		3,047
PepsiCo Inc		56,305		9,540
Procter & Gamble Co/The		39,918		5,822
Target Corp, Cl A		4,068		450
Tyson Foods Inc, Cl A		24,086		1,216
Walmart Inc		142,335		22,764
				127,768
Energy — 1.2%
Chevron Corp		14,200		2,395
DT Midstream Inc		7,200		381
Shell PLC ADR		48,400		3,116
Williams Cos Inc/The		96,414		3,248
				9,140
Financials — 14.6%
Aflac Inc		112,800		8,657
Allstate Corp/The		50,000		5,570
American Financial Group Inc/OH		41,500		4,634
Berkshire Hathaway Inc, Cl B *		28,900		10,124
Cboe Global Markets Inc		46,588		7,278
Chubb Ltd		12,399		2,581
Cullen/Frost Bankers Inc		10,482		956
Erie Indemnity Co, Cl A		17,122		5,030
Everest Group Ltd		32,294		12,003
Eversource Energy		68,092		3,960
First Hawaiian Inc		144,598		2,610
Hanover Insurance Group Inc/The, Cl A		19,700		2,186
Jack Henry & Associates Inc		10,939		1,653
M&T Bank Corp		13,412		1,696
MGIC Investment Corp		108,239		1,807
Morningstar Inc, Cl A		16,200		3,795
National Bank of Canada		54,700		3,651
Progressive Corp/The		110,900		15,448
RenaissanceRe Holdings Ltd		31,431		6,221
Travelers Cos Inc/The		83,286		13,601
White Mountains Insurance Group Ltd		2,847		4,258
				117,719
Health Care — 22.2%
AbbVie Inc		88,890		13,250
Amgen Inc, Cl A		16,800		4,515
AstraZeneca PLC ADR		75,200		5,093
Bristol-Myers Squibb Co		140,271		8,141
Cencora Inc, Cl A		14,727		2,650
Chemed Corp		11,131		5,785
CVS Health Corp		31,417		2,194
Danaher Corp, Cl A		14,581		3,618
Elevance Health Inc		41,000		17,852

152

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Eli Lilly & Co		47,000	$	25,245
Gilead Sciences Inc		42,973		3,220
Henry Schein Inc *		2,850		212
Humana Inc		23,845		11,601
Incyte Corp *		79,688		4,604
Johnson & Johnson		51,781		8,065
McKesson Corp		8,957		3,895
Merck & Co Inc		165,345		17,022
Mettler-Toledo International Inc *		3,168		3,510
Neurocrine Biosciences Inc *		49,986		5,623
Pfizer Inc		166,394		5,519
Quest Diagnostics Inc		50,752		6,185
Thermo Fisher Scientific Inc		3,267		1,654
United Therapeutics Corp *		13,098		2,958
UnitedHealth Group Inc		33,000		16,638
				179,049
Industrials — 12.0%
3M Co		21,260		1,990
Automatic Data Processing Inc		11,680		2,810
Carrier Global Corp		50,700		2,799
CH Robinson Worldwide Inc		33,696		2,902
CSG Systems International Inc		37,600		1,922
Cummins Inc		10,600		2,422
EMCOR Group Inc		13,365		2,812
General Dynamics Corp		11,900		2,629
L3Harris Technologies Inc		22,600		3,935
Landstar System Inc		11,414		2,020
Lockheed Martin Corp		5,885		2,407
Northrop Grumman Corp		40,245		17,715
Quanta Services Inc		32,700		6,117
Republic Services Inc		131,000		18,669
Rollins Inc		32,521		1,214
RTX Corp		127,200		9,155
Schneider National Inc, Cl B		126,110		3,492
Waste Management Inc		74,421		11,345
				96,355
Information Technology — 18.4%
Amdocs Ltd		225,113		19,020
Apple Inc		135,100		23,130
Cisco Systems Inc		77,409		4,162
F5 Inc, Cl A *		21,963		3,539
International Business Machines Corp		9,600		1,347
Microsoft Corp		82,896		26,174
Motorola Solutions Inc		87,964		23,947
NetApp Inc		46,296		3,513
Oracle Corp, Cl B		211,986		22,454
Qorvo Inc *		29,520		2,818
Synopsys Inc *		39,300		18,038
				148,142
Materials — 2.4%
AptarGroup Inc		6,262		783

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avery Dennison Corp		26,300	$	4,804
Corteva Inc		74,350		3,804
NewMarket Corp		7,800		3,549
Royal Gold Inc, Cl A		15,330		1,630
Sealed Air Corp		58,400		1,919
Silgan Holdings Inc		58,400		2,518
				19,007
Real Estate — 0.2%
Equity LifeStyle Properties Inc ‡		29,390		1,872
Utilities — 3.7%
Ameren Corp		64,500		4,827
American Electric Power Co Inc		34,124		2,567
DTE Energy Co		38,099		3,782
Duke Energy Corp		37,738		3,331
Entergy Corp		17,400		1,609
National Fuel Gas Co		34,340		1,783
NextEra Energy Inc		25,080		1,437
Portland General Electric Co		52,500		2,125
Public Service Enterprise Group Inc		37,300		2,123
Southern Co/The		19,305		1,249
WEC Energy Group Inc		63,946		5,151
				29,984
Total Common Stock
(Cost $359,124) ($ Thousands)				785,360
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
5.410% **†(B)		3,175,193		3,171
Total Affiliated Partnership
(Cost $3,176) ($ Thousands)				3,171
CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		18,107,138		18,107
Total Cash Equivalent
(Cost $18,107) ($ Thousands)				18,107
Total Investments in Securities — 100.2%
(Cost $380,407) ($ Thousands)			$	806,638

SEI Institutional Managed Trust

153

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		52		Dec-2023	$	11,447	$	11,246	$	(201	)

	Percentages are based on a Net Assets of $805,267 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $3,171 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		785,360		–		–		785,360
Affiliated Partnership		–		3,171		–		3,171
Cash Equivalent		18,107		–		–		18,107
Total Investments in Securities		803,467		3,171		–		806,638

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(201	)		–		–		(201	)
Total Other Financial Instruments		(201	)		–		–		(201	)

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

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)			Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,473	$	14,202	$	(14,499	)	$	—	$	(5	)	$	3,171	$	26	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		14,834		248,227		(244,954	)		—		—			18,107		731		—
Totals	$	18,307	$	262,429	$	(259,453	)	$	—	$	(5	)	$	21,278	$	757	$	—

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

See “Glossary” for abbreviations.

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

154

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed International Managed Volatility Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.0%
Australia — 4.5%
Abacus Storage King *‡		226,087	$	152
AGL Energy Ltd		194,391		1,346
ANZ Group Holdings		58,114		962
Aurizon Holdings Ltd		268,095		604
Bendigo & Adelaide Bank		52,109		300
BlueScope Steel Ltd		9,491		119
Brambles Ltd		207,892		1,921
carsales.com		14,723		265
Coles Group Ltd		8,068		81
CSL Ltd		3,288		532
Deterra Royalties Ltd		32,233		100
Dexus ‡		96,625		455
Elders Ltd		98,563		368
Harvey Norman Holdings Ltd (A)		390,215		975
JB Hi-Fi Ltd		30,746		901
Metcash, Cl A		234,562		572
Orica Ltd		14,489		146
REA Group Ltd		1,021		102
Rio Tinto Ltd		7,909		580
Rio Tinto PLC		4,743		300
Rio Tinto PLC ADR		3,379		215
Sonic Healthcare Ltd		12,126		233
Telstra Group Ltd, Cl B		316,051		785
Ventia Services Group Pty		214,403		390
Vicinity Ltd ‡		82,259		90
Viva Energy Group		202,300		392
Wesfarmers Ltd		18,824		642
Woolworths Group Ltd		17,215		415
				13,943
Austria — 0.3%
ANDRITZ AG		5,099		258
CA Immobilien Anlagen AG		4,737		158
Eurotelesites *		20,380		89
S Immo AG		9,548		–

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Telekom Austria AG, Cl A		81,520	$	570
				1,075
Belgium — 1.1%
Ageas SA/NV		32,273		1,333
Etablissements Franz Colruyt NV		25,637		1,112
Proximus SADP		93,819		765
UCB SA, Cl A		2,296		188
				3,398
Brazil — 0.1%
Yara International ASA		7,932		302
Canada — 2.1%
Bank of Nova Scotia/The, Cl C		7,856		354
Canadian Imperial Bank of Commerce		21,358		828
Canadian Tire Corp Ltd, Cl A		14,654		1,583
Cogeco Communications Inc		13,978		650
iA Financial Corp Inc		5,898		372
Loblaw Cos Ltd		24,108		2,058
Stella-Jones		13,355		645
				6,490
China — 0.1%
Wilmar International Ltd		124,500		340
Denmark — 3.4%
AP Moller - Maersk A/S, Cl B		317		573
Carlsberg AS, Cl B		12,982		1,643
Coloplast A/S, Cl B		6,536		694
Danske Bank A/S		48,402		1,130
DSV A/S		3,193		598
Genmab A/S *		1,478		526
Jyske Bank A/S *		2,041		150
Novo Nordisk A/S, Cl B		30,258		2,766
Scandinavian Tobacco Group A/S		66,734		1,019
Solar, Cl B *		2,119		143
Sydbank A/S		22,507		1,074
UIE		5,640		141
				10,457
Finland — 1.7%
Elisa Oyj		29,457		1,369
Kemira Oyj		45,914		716
Kesko Oyj, Cl B		56,495		1,015
Metsa Board, Cl B		58,373		470
Orion Oyj, Cl B		23,517		927
TietoEVRY Oyj		32,713		738
				5,235
France — 9.2%
Air Liquide SA		3,881		657
Arkema SA		3,142		311
AXA SA		35,579		1,062
BNP Paribas SA		3,209		205

SEI Institutional Managed Trust

155

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		5,335	$	104
Caisse Regionale de Credit Agricole Mutuel Sud Rhone Alpes		886		117
Carrefour SA		157,009		2,707
Cie Generale des Etablissements Michelin SCA		59,833		1,842
Credit Agricole		22,471		278
Danone SA		36,496		2,019
Eiffage SA		5,270		502
Engie SA		76,712		1,180
Euroapi *		2,998		38
Eutelsat Communications SA (A)		71,639		424
Hermes International SCA		132		242
Legrand SA		7,583		701
L'Oreal SA		465		194
Metropole Television SA		61,744		783
Orange SA		368,164		4,233
Pernod Ricard SA		2,108		352
Sanofi		56,446		6,065
Societe BIC SA		22,897		1,514
Thales SA, Cl A		5,065		714
TotalEnergies SE		22,396		1,477
Vivendi SE		69,656		612
				28,333
Germany — 4.4%
Bayer AG		31,044		1,494
Bayerische Motoren Werke AG		2,582		264
Beiersdorf AG		12,795		1,655
Deutsche Boerse AG		2,569		445
Deutsche Post		28,985		1,183
Deutsche Telekom AG		155,073		3,262
E.ON SE		10,939		130
Fresenius Medical Care AG & Co KGaA		3,728		161
Hannover Rueck SE		1,509		332
Henkel AG & Co KGaA		3,258		206
Hornbach Holding AG & Co KGaA		11,109		711
Knorr-Bremse AG		2,220		141
Merck KGaA		3,447		577
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		5,589		2,184
Siemens Healthineers AG		2,446		124
Sirius Real Estate Ltd		87,389		92
Suedzucker		18,604		277
Talanx		3,767		239
				13,477
Hong Kong — 3.3%
Bank of East Asia		83,200		103
CK Asset Holdings Ltd		364,000		1,912
CK Hutchison Holdings Ltd		338,000		1,794
CK Infrastructure Holdings Ltd		61,000		288

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CLP Holdings Ltd, Cl B		92,000	$	679
HK Electric Investments & HK Electric Investments Ltd		639,000		366
HKT Trust & HKT Ltd		324,000		338
Kerry Properties Ltd		197,000		334
Link REIT ‡		68,400		334
MTR Corp Ltd		33,500		132
Pacific Textiles Holdings		656,000		135
PCCW Ltd		579,704		264
Power Assets Holdings Ltd		154,000		744
SmarTone Telecommunications Holdings Ltd		328,500		166
VTech Holdings Ltd		260,400		1,558
WH Group Ltd		1,875,500		982
				10,129
Indonesia — 0.3%
First Resources		797,000		893
Ireland — 0.1%
Glanbia		26,450		437
Israel — 2.3%
Bank Hapoalim BM		92,415		825
Bank Leumi Le-Israel BM		78,198		649
Bezeq The Israeli Telecommunication Corp Ltd		461,150		653
Check Point Software Technologies Ltd *		17,915		2,388
Elbit Systems Ltd		1,473		292
First International Bank Of Israel Ltd/The		3,372		146
Kerur Holdings Ltd		4,845		106
Mizrahi Tefahot Bank Ltd		12,013		437
Nice ADR *		3,036		516
Oil Refineries Ltd		1,752,180		579
Radware Ltd *		6,154		104
Shufersal Ltd *		26,493		123
Tower Semiconductor Ltd *		7,280		178
				6,996
Italy — 1.7%
A2A SpA		582,186		1,039
ACEA SpA		9,012		98
Assicurazioni Generali SpA		15,478		317
Enel SpA		61,229		377
Eni SpA		87,471		1,413
Snam SpA		134,161		632
Terna - Rete Elettrica Nazionale		27,136		205
UnipolSai Assicurazioni		507,575		1,229
				5,310
Japan — 26.0%
AEON Investment Corp ‡		489		480
Anritsu Corp		35,400		253
Arcs Co Ltd		38,800		708
Autobacs Seven Co Ltd		9,200		98

156

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bandai Namco Holdings Inc		6,900	$	141
Bridgestone		26,900		1,051
Brother Industries Ltd		51,100		825
Canon Inc		117,800		2,846
Choushimaru Co Ltd		10,500		102
Chubu Electric Power Co Inc		63,100		806
Citizen Watch (A)		85,000		524
Daicel Corp		75,100		630
Daiichi Sankyo Co Ltd		7,500		206
Daiki Aluminium Industry Co Ltd		9,800		86
Daito Trust Construction Co Ltd		1,700		179
DCM Holdings Co Ltd		84,300		686
Earth Corp		10,100		333
EDION Corp		77,600		769
ENEOS Holdings Inc		365,400		1,444
Ezaki Glico Co Ltd		16,900		465
Fuji Nihon Seito		7,600		53
Fujicco Co Ltd		7,900		102
FUJIFILM Holdings Corp		12,200		708
Heiwado Co Ltd		7,900		138
Honda Motor Co Ltd		114,600		1,292
House Foods Group Inc		9,900		207
Hoya Corp		1,500		154
Inpex Corp		80,600		1,218
ITOCHU Corp		62,600		2,268
Itochu Enex Co Ltd		67,200		678
Itoham Yonekyu Holdings		32,080		871
Japan Post Bank Co Ltd		61,500		536
Japan Post Holdings Co Ltd		182,800		1,467
Japan Post Insurance Co Ltd		7,200		122
Japan Real Estate Investment Corp ‡		26		102
Japan Tobacco Inc		123,900		2,856
Kajima Corp		151,300		2,467
Kaken Pharmaceutical Co Ltd		12,700		298
Kamigumi Co Ltd		10,100		208
Kaneka Corp		24,800		645
Kansai Electric Power Co Inc/The		47,000		654
Kato Sangyo Co Ltd		8,700		232
KDDI Corp		85,500		2,622
Keihanshin Building Co Ltd		14,200		131
Keisei Electric Railway		4,674		162
Kewpie Corp		18,100		292
Kinden Corp		67,500		984
Kirin Holdings Co Ltd		72,700		1,020
Kobayashi Pharmaceutical Co Ltd		9,900		443
Komeri Co Ltd		5,200		110
K's Holdings Corp		103,300		950
Kuraray Co Ltd		171,300		2,033
Kurimoto Ltd		5,300		98
Kyorin Pharmaceutical		8,100		99
Lawson Inc		13,400		617
Lintec		38,500		617

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lion Corp		10,600	$	105
Marubeni Corp		17,400		272
Maruichi Steel Tube Ltd		4,400		110
McDonald's Holdings Co Japan Ltd		6,600		253
Megmilk Snow Brand Co Ltd		25,000		384
MEIJI Holdings Co Ltd		40,500		1,009
MIRAIT ONE corp		50,300		663
Mitsubishi Corp		3,200		153
Mitsubishi Electric		67,600		838
Mitsubishi Shokuhin Co Ltd		23,100		604
Mitsubishi UFJ Financial Group		205,800		1,749
Mitsui & Co Ltd		28,400		1,032
Mitsui Chemicals Inc		8,900		231
Mizuho Financial Group Inc		181,080		3,083
Morinaga		10,800		391
Morinaga Milk Industry Co Ltd		3,000		113
Morishita Jintan Co Ltd		10,900		174
MS&AD Insurance Group Holdings Inc		47,700		1,756
NEC Corp		6,400		354
Nichirei Corp		6,500		143
Nippn Corp		17,100		249
NIPPON EXPRESS HOLDINGS INC		18,800		983
Nippon Kayaku		11,300		95
Nippon Light Metal Holdings Co Ltd		20,600		232
Nippon Telegraph & Telephone Corp		2,763,500		3,270
Nippon Television Holdings		80,400		815
Nisshin Seifun Group Inc		55,700		711
Nissin Foods Holdings Co Ltd		2,500		208
Niterra		12,400		281
Nitto Fuji Flour Milling Co Ltd		5,000		164
Oji Holdings Corp		25,200		106
Okinawa Cellular Telephone Co		6,200		134
Osaka Gas Co Ltd		38,600		637
Otsuka Corp		9,100		386
Otsuka Holdings Co Ltd		16,600		591
Sankyo Co Ltd		38,600		1,773
Sankyu		20,900		724
Secom Co Ltd		8,500		578
Seiko Epson Corp (A)		40,500		638
Seino Holdings		58,300		819
Sekisui Chemical Co Ltd		5,700		82
Sekisui House Ltd		47,600		950
Senko Group Holdings		73,200		514
Shimizu Corp		43,700		304
Showa Sangyo Co Ltd		5,500		113
SoftBank Corp		30,000		340
Sompo Holdings Inc		2,400		103
Sugi Holdings Co Ltd		4,400		175
Sumitomo Corp		38,800		776
Sumitomo Heavy Industries		33,900		861
Sumitomo Mitsui Financial Group Inc		46,500		2,289
Sumitomo Mitsui Trust Holdings		29,800		1,124

SEI Institutional Managed Trust

157

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sundrug Co Ltd		23,400	$	636
Taisei Corp		8,100		286
Takeda Pharmaceutical Co Ltd		2,600		81
Techno Ryowa		18,100		164
Teijin Ltd		35,600		347
Toho Holdings Co Ltd		5,000		107
TOPPAN Holdings		5,800		139
Toyota Boshoku		27,800		508
Trend Micro Inc/Japan		10,300		391
USS Co Ltd		18,000		298
Valor Holdings Co Ltd		29,600		434
Yamada Denki Co Ltd		239,100		736
Yamaguchi Financial Group		92,500		812
Yamato Holdings Co Ltd		10,600		173
Yamazaki Baking Co Ltd		5,700		105
Zaoh		8,700		148
				79,893
Jordan — 0.3%
Hikma Pharmaceuticals PLC		40,058		1,021
Netherlands — 2.7%
ABN AMRO Bank NV		11,695		166
Koninklijke Ahold Delhaize NV		180,028		5,436
Koninklijke KPN NV		143,332		473
NN Group NV		37,509		1,209
Shell PLC		3,555		115
Wolters Kluwer NV		7,314		888
				8,287
New Zealand — 0.7%
Fisher & Paykel Healthcare Corp Ltd		19,131		248
Fletcher Building Ltd		104,623		295
Freightways Group		23,121		113
Genesis Energy Ltd		103,452		152
Mercury NZ Ltd		109,078		400
Meridian Energy Ltd		35,190		109
Spark New Zealand Ltd		279,432		808
				2,125
Norway — 1.2%
DNB Bank ASA		22,448		455
Equinor ASA		19,060		629
Norsk Hydro ASA		28,454		180
Olav Thon Eiendomsselskap ASA		6,096		94
Orkla ASA		235,293		1,769
SpareBank 1 SR-Bank		17,208		198
Telenor ASA		19,327		221
				3,546
Portugal — 1.0%
Jeronimo Martins SGPS SA		71,566		1,611
NOS SGPS SA		119,287		440
REN - Redes Energeticas Nacionais SGPS SA		252,953		648

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sonae SGPS		383,487	$	373
				3,072
Singapore — 4.4%
DBS Group Holdings Ltd		108,700		2,679
Genting Singapore Ltd		729,700		452
Jardine Cycle & Carriage Ltd		111,500		2,608
Jardine Matheson Holdings Ltd		16,800		780
Mapletree Logistics Trust ‡		154,270		190
Oversea-Chinese Banking Corp Ltd		209,100		1,962
Sheng Siong Group Ltd		383,000		427
Singapore Airlines Ltd		52,300		248
Singapore Exchange Ltd		86,000		614
Singapore Technologies Engineering Ltd		276,200		791
Straits Trading		74,500		108
United Overseas Bank Ltd		89,200		1,863
Venture Corp Ltd		88,300		800
				13,522
South Africa — 0.0%
Thungela Resources		1,394		13
Spain — 2.2%
Acerinox		47,448		460
Aena SME SA		2,173		328
CaixaBank SA		14,847		60
Cia de Distribucion Integral Logista Holdings SA		90,492		2,319
Endesa SA		25,772		526
Faes Farma		56,056		190
Iberdrola SA		59,519		668
Industria de Diseno Textil SA		17,785		664
Redeia Corp SA		10,044		158
Repsol SA, Cl A		58,369		962
Telefonica SA		87,372		358
				6,693
Sweden — 2.0%
Axfood AB		21,817		503
Betsson, Cl B		47,500		526
Epiroc, Cl B		14,793		239
Essity AB, Cl B		28,604		621
Industrivarden AB, Cl C		25,423		675
Investor, Cl A		30,576		584
KNOW IT AB		7,589		89
Nordea Bank Abp, Cl A		48,067		531
Nyfosa		18,745		101
Securitas, Cl B		69,432		554
Svenska Cellulosa AB SCA, Cl B		11,438		158
Swedbank AB, Cl A		32,836		608
Swedish Orphan Biovitrum AB *		4,761		98
Telefonaktiebolaget LM Ericsson, Cl B		39,170		192
Volvo AB, Cl B		26,274		546
				6,025

158

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Switzerland — 8.1%
ABB Ltd		11,765	$	422
Alcon Inc		3,282		254
ALSO Holding AG		606		153
Baloise Holding AG		7,522		1,093
Basellandschaftliche Kantonalbank		201		195
Berner Kantonalbank AG		473		125
BKW AG		5,701		1,006
Chocoladefabriken Lindt & Spruengli AG		74		824
EFG International		25,425		289
Emmi AG		591		558
EMS-Chemie Holding AG		206		140
Helvetia Holding		3,743		525
Holcim AG		10,987		706
Kuehne + Nagel International AG		328		94
Nestle SA		10,269		1,165
Novartis AG		54,952		5,639
PSP Swiss Property AG		3,886		460
Roche Holding AG		14,311		3,918
Romande Energie Holding		1,900		116
Sika AG		1,337		341
Sonova Holding AG		3,097		737
Swatch Group AG/The		1,962		96
Swiss Life Holding AG		1,728		1,080
Swiss Prime Site AG		3,598		330
Swisscom AG		5,867		3,490
Thurgauer Kantonalbank		927		124
TX Group AG		559		56
Valiant Holding AG		8,341		865
Vetropack Holding, Cl A		3,654		162
Zurich Insurance Group AG		226		104
				25,067
United Kingdom — 13.6%
3i Group		18,195		460
AstraZeneca PLC ADR		5,620		381
Atalaya Mining		44,952		187
B&M European Value Retail SA		189,317		1,355
BAE Systems PLC		390,677		4,758
Balfour Beatty		86,049		337
Bank of Georgia Group		15,678		706
BP PLC		235,524		1,528
British American Tobacco PLC		43,064		1,355
BT Group PLC, Cl A		650,300		926
Bunzl PLC		27,294		975
Centamin		91,997		94
Coca-Cola Europacific Partners PLC		9,448		590
Computacenter PLC		33,825		1,044
DCC PLC		1,124		63
Diageo PLC		12,148		450
Endeavour Mining		6,795		132
Ferguson PLC		3,272		542
Finsbury Food Group PLC		134,390		180

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GSK PLC		217,541	$	3,962
Haleon PLC		31,313		130
Howden Joinery Group PLC		31,799		286
HSBC Holdings PLC		99,862		786
Imperial Brands PLC		127,280		2,590
Inchcape PLC		24,346		225
J Sainsbury PLC		577,505		1,782
Kingfisher PLC		155,257		423
Land Securities Group PLC ‡		30,716		221
National Grid PLC		23,951		286
Pearson PLC		74,394		789
Premier Foods		334,775		490
QinetiQ Group PLC		391,128		1,522
Reckitt Benckiser Group PLC		3,414		241
RELX PLC		23,211		786
Sage Group PLC/The		82,555		997
Serco Group		253,401		461
Shell PLC		80,736		2,568
Smith & Nephew PLC		8,186		102
Standard Chartered PLC		15,772		146
Tate & Lyle		7,110		59
Tesco PLC		736,784		2,376
Unilever PLC		58,454		2,898
United Utilities Group PLC, Cl B		8,064		93
Vodafone Group PLC		1,379,779		1,294
Woodside Energy Group		5,009		116
YouGov		8,551		78
				41,770
United States — 0.2%
Ferguson PLC		1,744		287
GSK PLC ADR		9,074		329
Taro Pharmaceutical Industries Ltd *		2,666		100
				716
Total Common Stock
(Cost $247,213) ($ Thousands)				298,565
PREFERRED STOCK — 0.7%
Germany — 0.7%
Henkel AG & Co KGaA (B)		30,256		2,161
Total Preferred Stock
(Cost $1,993) ($ Thousands)				2,161

SEI Institutional Managed Trust

159

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Managed International Managed Volatility Fund (Concluded)

Description		Number of Rights	Market Value ($ Thousands)
RIGHT — 0.0%
Australia — 0.0%
Abacus Property Group *‡‡		40,372	$	–
Total Right
(Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, LP
5.410% **†(C)		2,587,671		2,591
Total Affiliated Partnership
(Cost $2,588) ($ Thousands)				2,591
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		1,095,896		1,096
Total Cash Equivalent
(Cost $1,096) ($ Thousands)				1,096
Total Investments in Securities — 98.9%
(Cost $252,890) ($ Thousands)			$	304,413

160

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Euro STOXX 50		7		Dec-2023	$	314	$	311	$	(1	)
FTSE 100 Index		2		Dec-2023		188		187		2
Hang Seng Index		1		Oct-2023		112		114		2
SPI 200 Index		2		Dec-2023		227		229		1
TOPIX Index		1		Dec-2023		159		156		(3	)
					$	1,000	$	997	$	1

	Percentages are based on Net Assets of $307,731 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $2,591 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		284,720		13,845		—			298,565
Preferred Stock		2,161		—		—			2,161
Right		—		—		—	^		—
Affiliated Partnership		—		2,591		—			2,591
Cash Equivalent		1,096		—		—			1,096
Total Investments in Securities		287,977		16,436		—			304,413

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		5			–		–		5
Unrealized Depreciation		(4	)		–		–		(4	)
Total Other Financial Instruments		1			–		–		1

^ This category includes securities with a value less than $500.

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

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	18,526	$	83,760	$	(99,701	)	$	3	$	3	$	2,591	$	79	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,754		55,866		(57,524	)		—		—		1,096		159		—
Totals	$	21,280	$	139,626	$	(157,225	)	$	3	$	3	$	3,687	$	238	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

161

SCHEDULE OF INVESTMENTS

September 30, 2023

Real Estate Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 98.5%
Real Estate — 98.5%
Acadia Realty Trust ‡		8,260	$	119
Alexandria Real Estate Equities Inc ‡		16,260		1,628
American Homes 4 Rent, Cl A ‡		33,006		1,112
American Tower Corp, Cl A ‡		11,770		1,936
AvalonBay Communities Inc ‡		15,050		2,585
Boston Properties Inc ‡		20,230		1,203
Brixmor Property Group Inc ‡		53,440		1,110
CareTrust REIT Inc ‡		28,110		576
Cousins Properties Inc ‡		40,510		825
DiamondRock Hospitality Co ‡		53,800		432
Digital Realty Trust Inc, Cl A ‡		30,010		3,632
Douglas Emmett Inc ‡		53,359		681
Elme Communities ‡		28,826		393
Equinix Inc ‡		8,235		5,981
Equity Residential ‡		47,943		2,815
Extra Space Storage Inc ‡		26,479		3,219
First Industrial Realty Trust Inc ‡		36,670		1,745
Healthpeak Properties Inc ‡		79,580		1,461
Highwoods Properties Inc ‡		10,950		226
Host Hotels & Resorts Inc ‡		96,080		1,544
Independence Realty Trust Inc ‡		10,923		154
Invitation Homes Inc ‡		65,390		2,072
Kilroy Realty Corp ‡		22,150		700
Kimco Realty Corp ‡		93,740		1,649
Medical Properties Trust Inc ‡		47,933		261
Mid-America Apartment Communities Inc ‡		5,220		672
Omega Healthcare Investors Inc ‡		27,860		924
Prologis Inc ‡		60,210		6,756
Public Storage ‡		10,080		2,656
Retail Opportunity Investments Corp ‡		55,209		683
Rexford Industrial Realty Inc ‡		32,940		1,626
RPT Realty ‡		46,255		488
SBA Communications Corp, Cl A ‡		5,800		1,161
Simon Property Group Inc ‡		22,636		2,445
Sun Communities Inc ‡		19,950		2,361
Tricon Residential Inc		99,350		735
UDR Inc ‡		49,734		1,774
Urban Edge Properties ‡		28,180		430
Ventas Inc ‡		62,800		2,646
Welltower Inc ‡		39,030		3,197

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Xenia Hotels & Resorts Inc ‡		44,673	$	526
Total Common Stock
(Cost $59,885) ($ Thousands)				67,139
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.410% **†(A)		4,714		4
Total Affiliated Partnership
(Cost $5) ($ Thousands)				4
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		973,227		973
Total Cash Equivalent
(Cost $973) ($ Thousands)				973
Total Investments in Securities — 99.9%
(Cost $60,863) ($ Thousands)			$	68,116

162

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $68,206 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $4 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		67,139		–		–		67,139
Affiliated Partnership		–		4		–		4
Cash Equivalent		973		–		–		973
Total Investments in Securities		68,112		4		–		68,116

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3	$	1	$	—		$	—	$	—	$	4	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,110		18,167		(19,304	)		—		—		973		45		—
Totals	$	2,113	$	18,168	$	(19,304	)	$	—	$	—	$	977	$	45	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

163

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 42.7%
Agency Mortgage-Backed Obligations — 37.6%
FHLMC
7.500%, 05/01/2031 to 02/01/2038	$	182	$	184
7.000%, 05/01/2024 to 03/01/2039		48		51
6.500%, 10/01/2031 to 07/01/2053		5,244		5,284
6.000%, 02/01/2032 to 06/01/2053		1,861		1,843
5.500%, 01/01/2024 to 07/01/2053		8,721		8,441
5.000%, 05/01/2033 to 06/01/2053		8,658		8,229
4.600%, 02/01/2030		400		379
4.500%, 04/01/2035 to 12/01/2052		9,534		8,881
4.000%, 08/01/2041 to 02/01/2053		14,243		12,918
3.500%, 12/01/2033 to 06/01/2052		27,937		24,605
3.000%, 03/01/2031 to 06/01/2052		34,546		29,109
2.500%, 10/01/2031 to 05/01/2052		68,480		55,181
2.000%, 06/01/2040 to 05/01/2052		63,472		49,535
1.500%, 11/01/2040 to 05/01/2051		16,939		12,471
0.000%, 07/15/2031(A)		265		180
FHLMC ARM
7.136%, RFUCCT1Y + 1.605%, 09/01/2043(B)		40		40
7.042%, RFUCCT1Y + 1.650%, 03/01/2043(B)		64		64
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B)		39		40
6.835%, RFUCCT1Y + 1.637%, 09/01/2045(B)		619		622
6.809%, RFUCCT1Y + 1.642%, 08/01/2043(B)		62		62

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
6.339%, RFUCCT1Y + 1.683%, 02/01/2043(B)	$	105	$	106
6.233%, RFUCCT1Y + 1.770%, 09/01/2042(B)		70		71
6.091%, RFUCCT1Y + 1.642%, 10/01/2043(B)		78		78
6.016%, RFUCCT1Y + 1.724%, 01/01/2044(B)		147		148
5.769%, RFUCCT1Y + 1.611%, 10/01/2043(B)		77		79
5.551%, RFUCCT1Y + 1.687%, 09/01/2047(B)		430		430
5.427%, RFUCCT1Y + 1.637%, 04/01/2048(B)		896		898
5.407%, RFUCCT1Y + 1.628%, 11/01/2043(B)		62		62
5.235%, SOFR30A + 2.293%, 06/01/2053(B)		323		316
5.120%, SOFR30A + 2.216%, 08/01/2053(B)		312		304
5.023%, RFUCCT1Y + 1.637%, 03/01/2049(B)		364		363
4.299%, SOFR30A + 2.130%, 07/01/2052(B)		480		454
4.189%, SOFR30A + 2.304%, 05/01/2053(B)		1,482		1,411
4.123%, SOFR30A + 2.380%, 09/01/2052(B)		274		258
4.118%, SOFR30A + 2.191%, 10/01/2052(B)		3,421		3,154
3.986%, SOFR30A + 2.140%, 08/01/2052(B)		554		508
3.913%, SOFR30A + 2.130%, 07/01/2052(B)		406		380
3.137%, RFUCCT1Y + 1.640%, 11/01/2048(B)		440		424
3.097%, RFUCCT1Y + 1.621%, 02/01/2050(B)		221		209
3.005%, RFUCCT1Y + 1.628%, 11/01/2048(B)		1,228		1,138
2.895%, RFUCCT1Y + 1.640%, 05/01/2049(B)		267		262
2.871%, RFUCCT1Y + 1.619%, 11/01/2047(B)		416		394
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		2		2
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		16		17
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		143		144
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		403		409

164

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2007-3281, Cl AI, IO
1.002%, 02/15/2037(B)	$	31	$	2
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		86		85
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(A)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
0.602%, 05/15/2038(B)		4		–
FHLMC CMO, Ser 2010-3621, Cl SB, IO
0.802%, 01/15/2040(B)		22		2
FHLMC CMO, Ser 2011-3924, Cl NC
4.000%, 09/15/2041		434		406
FHLMC CMO, Ser 2011-3947, Cl SG, IO
0.522%, 10/15/2041(B)		177		12
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		864		756
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		230		203
FHLMC CMO, Ser 2012-271, Cl F5
5.928%, SOFR30A + 0.614%, 08/15/2042(B)		284		276
FHLMC CMO, Ser 2012-272, Cl F1
5.928%, SOFR30A + 0.614%, 08/15/2042(B)		448		434
FHLMC CMO, Ser 2012-280, Cl F1
5.928%, SOFR30A + 0.614%, 09/15/2042(B)		458		443
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		105		4
FHLMC CMO, Ser 2012-4047, Cl CX
3.500%, 05/15/2042		821		716
FHLMC CMO, Ser 2012-4054, Cl SA, IO
0.622%, 08/15/2039(B)		332		20
FHLMC CMO, Ser 2012-4091, Cl EX
3.375%, 07/15/2042		290		260
FHLMC CMO, Ser 2012-4117, Cl HB
2.500%, 10/15/2042		283		233
FHLMC CMO, Ser 2012-4122, Cl FP
5.828%, SOFR30A + 0.514%, 10/15/2042(B)		331		320
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		222		11
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		47		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
0.822%, 09/15/2042(B)		169		11
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		285		233
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		72		54
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		62		2

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2013-4240, Cl FA
5.928%, SOFR30A + 0.614%, 08/15/2043(B)	$	839	$	812
FHLMC CMO, Ser 2013-4248, Cl FT
5.928%, SOFR30A + 0.614%, 09/15/2043(B)		288		280
FHLMC CMO, Ser 2013-4286, Cl VF
5.878%, SOFR30A + 0.564%, 12/15/2043(B)		612		593
FHLMC CMO, Ser 2014-328, Cl S4, IO
0.074%, 02/15/2038(B)		10		–
FHLMC CMO, Ser 2014-4335, Cl SW, IO
0.572%, 05/15/2044(B)		36		3
FHLMC CMO, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		131		108
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.212%, 04/15/2041(B)		109		5
FHLMC CMO, Ser 2015-4446, Cl CP
2.250%, 03/15/2045		390		330
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039(C)		54		54
FHLMC CMO, Ser 2016-353, Cl S1, IO
0.572%, 12/15/2046(B)		254		20
FHLMC CMO, Ser 2016-4582, Cl HA
3.000%, 09/15/2045		1,427		1,281
FHLMC CMO, Ser 2016-4614, Cl FG
5.928%, SOFR30A + 0.614%, 09/15/2046(B)		328		317
FHLMC CMO, Ser 2016-4628, Cl KF
5.928%, SOFR30A + 0.614%, 01/15/2055(B)		404		384
FHLMC CMO, Ser 2016-4631, Cl FA
5.928%, SOFR30A + 0.614%, 11/15/2046(B)		552		532
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053(C)		1,877		1,366
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,185		1,020
FHLMC CMO, Ser 2017-4719, Cl LA
3.500%, 09/15/2047		406		362
FHLMC CMO, Ser 2017-4719, Cl LM
3.000%, 09/15/2047		324		279
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		858		747
FHLMC CMO, Ser 2018-4793, Cl FD
5.728%, SOFR30A + 0.414%, 06/15/2048(B)		127		121
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		181		153
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		406		349

SEI Institutional Managed Trust

165

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4826, Cl KF
5.728%, SOFR30A + 0.414%, 09/15/2048(B)	$	264	$	252
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		33		32
FHLMC CMO, Ser 2018-4857, Cl JA
3.350%, 01/15/2049		1,317		1,210
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		587		513
FHLMC CMO, Ser 2019-4903, Cl NF
5.829%, SOFR30A + 0.514%, 08/25/2049(B)		256		247
FHLMC CMO, Ser 2019-4927, Cl BG
3.000%, 11/25/2049		554		481
FHLMC CMO, Ser 2019-4937, Cl MD
2.500%, 10/25/2049		566		478
FHLMC CMO, Ser 2019-4941, Cl GA
2.000%, 12/15/2047		317		255
FHLMC CMO, Ser 2020-4979, Cl UC
1.500%, 06/25/2050		1,022		792
FHLMC CMO, Ser 2020-4991, Cl QV
2.000%, 09/25/2045		280		215
FHLMC CMO, Ser 2020-4993, Cl KF
5.879%, SOFR30A + 0.564%, 07/25/2050(B)		2,336		2,229
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		712		117
FHLMC CMO, Ser 2020-5004, Cl FM
5.779%, SOFR30A + 0.464%, 08/25/2050(B)		496		470
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		711		108
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		264		39
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		2,654		483
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		321		50
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		499		65
FHLMC CMO, Ser 2020-5020, Cl ET
3.500%, 10/25/2050		451		396
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		141		24
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		670		105
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		2,258		416
FHLMC CMO, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		495		65
FHLMC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		1,019		117

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051	$	959	$	736
FHLMC CMO, Ser 2021-5092, Cl AP
2.000%, 04/25/2041		397		331
FHLMC CMO, Ser 2021-5116, Cl PB
2.250%, 02/25/2051		579		473
FHLMC CMO, Ser 2021-5118, Cl CA
1.500%, 10/15/2033		473		399
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		435		332
FHLMC CMO, Ser 2021-5119, Cl QF
5.515%, SOFR30A + 0.200%, 06/25/2051(B)		710		664
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		966		138
FHLMC CMO, Ser 2021-5143, Cl GA
2.000%, 06/25/2049		355		276
FHLMC CMO, Ser 2021-5156, Cl DC
2.000%, 09/25/2051		611		500
FHLMC CMO, Ser 2021-5159, Cl UA
2.500%, 12/25/2048		602		510
FHLMC CMO, Ser 2021-5178, Cl TP
2.500%, 04/25/2049		811		679
FHLMC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		511		429
FHLMC CMO, Ser 2021-5182, Cl D
2.500%, 11/25/2043		2,410		2,115
FHLMC CMO, Ser 2021-5184, Cl AB
2.500%, 05/25/2048		353		299
FHLMC CMO, Ser 2022-5194, Cl G
2.500%, 01/25/2051		684		547
FHLMC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048		746		640
FHLMC CMO, Ser 2022-5202, Cl BH
2.000%, 12/25/2047		386		337
FHLMC CMO, Ser 2022-5202, Cl IN, IO
3.000%, 01/25/2047		746		100
FHLMC CMO, Ser 2022-5202, Cl LA
2.500%, 05/25/2049		737		621
FHLMC CMO, Ser 2022-5203, Cl G
2.500%, 11/25/2048		327		275
FHLMC CMO, Ser 2022-5207, Cl PA
3.000%, 06/25/2051		753		640
FHLMC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		627		554
FHLMC CMO, Ser 2022-5220, Cl QK
3.500%, 09/25/2050		1,106		1,013
FHLMC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,100		1,787
FHLMC CMO, Ser 2023-5300, Cl C
2.000%, 09/25/2047		971		871

166

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2023-5335, Cl FB
6.128%, SOFR30A + 0.814%, 10/15/2039(B)	$	964	$	964
FHLMC CMO, Ser 2023-5338, Cl FH
5.728%, SOFR30A + 0.414%, 04/15/2045(B)		914		881
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		401
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO
0.301%, 11/25/2032(B)		12,996		188
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO
0.527%, 01/25/2033(B)		13,098		382
FHLMC Multifamily Structured Pass Through Certificates, Ser 155, Cl X1, IO
0.421%, 04/25/2033(B)		8,997		208
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO
1.477%, 01/25/2030(B)		3,479		232
FHLMC Multifamily Structured Pass Through Certificates, Ser K109, Cl A2
1.558%, 04/25/2030		500		401
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO
0.612%, 03/25/2031(B)		8,431		249
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO
0.495%, 12/25/2031(B)		10,973		249
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO
0.403%, 08/25/2032(B)		10,982		236
FHLMC Multifamily Structured Pass Through Certificates, Ser K751, Cl A2
4.412%, 03/25/2030		200		191
FHLMC Multifamily Structured Pass Through Certificates, Ser KG08, Cl A2
4.134%, 05/25/2033(B)		963		880
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(B)		280		270
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.735%, 03/25/2027(B)		4,530		78
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
1.014%, 06/25/2029(B)		1,983		80
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029(B)		4,850		271

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.374%, 06/25/2029(B)	$	700	$	42
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.813%, 04/25/2030(B)		1,293		107
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.410%, 07/25/2026(B)		960		27
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.653%, 12/25/2027(B)		2,986		58
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
1.025%, 05/25/2028(B)		3,988		141
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.365%, 06/25/2027(B)		1,439		36
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		524
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(B)		710		562
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		298
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		542
FHLMC Multifamily WI Certificates Series, Ser K160, Cl A2
4.500%, 12/25/2033		300		281
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA
6.000%, 04/15/2036		253		258
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
7.729%, SOFR30A + 2.414%, 01/25/2050(B)(D)		590		593
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
2.335%, 10/25/2037(B)		60		50
FNMA
7.500%, 10/01/2037 to 04/01/2039		66		69
7.000%, 09/01/2026 to 02/01/2053		221		225
6.500%, 05/01/2027 to 05/01/2053		6,756		6,808
6.000%, 01/01/2024 to 07/01/2053		6,218		6,166
5.800%, 10/01/2033		100		103
5.500%, 02/01/2035 to 09/01/2056		7,425		7,228
5.430%, 11/01/2028		100		101
5.340%, 09/01/2028		100		101
5.140%, 11/01/2033		1,200		1,193

SEI Institutional Managed Trust

167

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.130%, 10/01/2028	$	200	$	199
5.050%, 10/01/2028		400		395
5.000%, 06/01/2038 to 05/01/2053		6,571		6,296
4.830%, 09/01/2028		200		197
4.740%, 06/01/2030		200		192
4.680%, 07/01/2033		100		96
4.500%, 04/01/2025 to 08/01/2058		21,938		20,362
4.420%, 04/01/2033		100		93
4.200%, 01/01/2029		775		737
4.060%, 07/01/2032		298		271
4.000%, 01/01/2027 to 06/01/2057		45,031		41,109
3.900%, 08/01/2032		200		178
3.890%, 07/01/2032		600		534
3.880%, 07/01/2032		98		90
3.850%, 08/01/2032		200		177
3.840%, 07/01/2032		100		90
3.560%, 07/01/2032		100		88
3.520%, 06/01/2032		100		88
3.500%, 05/01/2033 to 06/01/2052		49,088		43,063
3.450%, 03/01/2029		57		52
3.345%, 06/01/2032		100		87
3.250%, 05/01/2029		58		53
3.160%, 05/01/2029		179		161
3.020%, 05/01/2026		550		514
3.000%, 12/01/2031 to 07/01/2060		124,845		105,754
2.930%, 06/01/2030		75		66
2.900%, 11/01/2029		493		433
2.820%, 07/01/2027		549		504
2.500%, 03/01/2035 to 09/01/2061		83,132		66,949
2.455%, 04/01/2040		1,920		1,253
2.150%, 02/01/2032(B)		239		190
2.000%, 05/01/2036 to 04/01/2052		164,539		128,357
1.850%, 09/01/2035		542		440
1.500%, 10/01/2041 to 02/01/2052		18,484		13,836
FNMA ARM
6.953%, RFUCCT1Y + 1.560%, 03/01/2043(B)		10		10
6.739%, RFUCCT1Y + 1.560%, 06/01/2043(B)		45		45
6.571%, RFUCCT1Y + 1.653%, 01/01/2043(B)		44		45
6.341%, 12MTA + 1.929%, 11/01/2035(B)		145		143
6.279%, 12MTA + 1.848%, 10/01/2035(B)		37		36
6.237%, 12MTA + 1.859%, 11/01/2035(B)		31		30
6.221%, 12MTA + 1.854%, 10/01/2035(B)		141		139
5.627%, RFUCCT1Y + 1.581%, 10/01/2043(B)		163		164
4.797%, RFUCCT1Y + 1.578%, 06/01/2045(B)		238		239

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.687%, RFUCCT1Y + 1.584%, 01/01/2046(B)	$	608	$	610
4.653%, SOFR30A + 2.130%, 08/01/2052(B)		887		852
4.633%, SOFR30A + 2.123%, 08/01/2052(B)		870		824
4.627%, SOFR30A + 2.125%, 08/01/2052(B)		1,149		1,103
4.345%, SOFR30A + 2.124%, 07/01/2052(B)		1,006		957
4.303%, SOFR30A + 2.125%, 08/01/2052(B)		1,056		1,004
4.240%, SOFR30A + 2.127%, 11/01/2052(B)		676		649
4.218%, SOFR30A + 2.370%, 09/01/2052(B)		271		256
4.168%, SOFR30A + 2.120%, 07/01/2052(B)		824		764
4.149%, SOFR30A + 2.132%, 10/01/2052(B)		1,969		1,883
4.136%, SOFR30A + 2.120%, 09/01/2052(B)		776		743
3.968%, SOFR30A + 2.120%, 08/01/2052(B)		236		217
3.679%, SOFR30A + 2.370%, 08/01/2052(B)		579		538
3.027%, RFUCCT1Y + 1.603%, 03/01/2050(B)		949		927
2.752%, RFUCCT1Y + 1.606%, 06/01/2050(B)		400		361
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		65		62
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		111		111
FNMA CMO, Ser 2006-112, Cl ST, IO
1.271%, 11/25/2036(B)		215		7
FNMA CMO, Ser 2009-103, Cl MB
5.179%, 12/25/2039(B)		15		15
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(A)		339		286
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		786		784
FNMA CMO, Ser 2011-87, Cl SG, IO
1.121%, 04/25/2040(B)		34		1
FNMA CMO, Ser 2011-96, Cl SA, IO
1.121%, 10/25/2041(B)		414		26
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		49		1
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		7		–
FNMA CMO, Ser 2012-111, Cl FC
5.829%, SOFR30A + 0.514%, 10/25/2042(B)		360		351

168

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2012-118, Cl VZ
3.000%, 11/25/2042	$	395	$	344
FNMA CMO, Ser 2012-133, Cl JF
5.779%, SOFR30A + 0.464%, 12/25/2042(B)		383		369
FNMA CMO, Ser 2012-133, Cl CS, IO
0.721%, 12/25/2042(B)		115		10
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		302		245
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		3		3
FNMA CMO, Ser 2012-35, Cl SC, IO
1.071%, 04/25/2042(B)		96		9
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		102		103
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(A)		9		8
FNMA CMO, Ser 2012-74, Cl SA, IO
1.221%, 03/25/2042(B)		116		6
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(A)		18		16
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,000		866
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		261		223
FNMA CMO, Ser 2013-124, Cl SB, IO
0.521%, 12/25/2043(B)		186		15
FNMA CMO, Ser 2013-126, Cl CS, IO
0.721%, 09/25/2041(B)		145		7
FNMA CMO, Ser 2013-15, Cl FA
5.779%, SOFR30A + 0.464%, 03/25/2043(B)		460		444
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,376
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		355		291
FNMA CMO, Ser 2013-54, Cl BS, IO
0.721%, 06/25/2043(B)		69		6
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		23		1
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		166		9
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		120		124
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		966		964
FNMA CMO, Ser 2013-9, Cl SA, IO
0.721%, 03/25/2042(B)		143		6
FNMA CMO, Ser 2014-25, Cl EL
3.000%, 05/25/2044		431		373
FNMA CMO, Ser 2014-47, Cl AI, IO
0.255%, 08/25/2044(B)		77		3

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2014-6, Cl Z
2.500%, 02/25/2044	$	255	$	206
FNMA CMO, Ser 2014-74, Cl PC
2.500%, 06/25/2044		348		314
FNMA CMO, Ser 2015-20, Cl EF
5.779%, SOFR30A + 0.464%, 04/25/2045(B)		1,059		1,017
FNMA CMO, Ser 2015-26, Cl GF
5.729%, SOFR30A + 0.414%, 05/25/2045(B)		668		643
FNMA CMO, Ser 2015-32, Cl FA
5.729%, SOFR30A + 0.414%, 05/25/2045(B)		406		389
FNMA CMO, Ser 2015-48, Cl FB
5.729%, SOFR30A + 0.414%, 07/25/2045(B)		500		479
FNMA CMO, Ser 2015-55, Cl IO, IO
0.309%, 08/25/2055(B)		196		8
FNMA CMO, Ser 2015-56, Cl AS, IO
0.721%, 08/25/2045(B)		28		2
FNMA CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045		265		208
FNMA CMO, Ser 2015-8, Cl AP
2.000%, 03/25/2045		774		652
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,165		1,039
FNMA CMO, Ser 2016-19, Cl FD
5.829%, SOFR30A + 0.514%, 04/25/2046(B)		1,445		1,420
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		40		39
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,181		1,043
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		2,396		1,914
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		476		421
FNMA CMO, Ser 2017-76, Cl SB, IO
0.671%, 10/25/2057(B)		762		68
FNMA CMO, Ser 2017-78, Cl FC
5.779%, SOFR30A + 0.464%, 10/25/2047(B)		484		465
FNMA CMO, Ser 2017-85, Cl SC, IO
0.771%, 11/25/2047(B)		228		16
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		845		768
FNMA CMO, Ser 2018-38, Cl MA
3.300%, 06/25/2048		645		589
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		666		571
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		217		205

SEI Institutional Managed Trust

169

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2018-64, Cl A
3.000%, 09/25/2048	$	417	$	352
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		231		193
FNMA CMO, Ser 2018-85, Cl EA
3.500%, 12/25/2048		361		331
FNMA CMO, Ser 2019-15, Cl FA
5.929%, SOFR30A + 0.614%, 04/25/2049(B)		257		248
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		779		688
FNMA CMO, Ser 2019-41, Cl FG
5.929%, SOFR30A + 0.614%, 08/25/2059(B)		597		571
FNMA CMO, Ser 2019-43, Cl FC
5.829%, SOFR30A + 0.514%, 08/25/2049(B)		512		493
FNMA CMO, Ser 2019-67, Cl FB
5.879%, SOFR30A + 0.564%, 11/25/2049(B)		254		244
FNMA CMO, Ser 2019-79, Cl FA
5.929%, SOFR30A + 0.614%, 01/25/2050(B)		1,243		1,199
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		606		95
FNMA CMO, Ser 2020-34, Cl F
5.879%, SOFR30A + 0.564%, 06/25/2050(B)		355		341
FNMA CMO, Ser 2020-45, Cl JL
3.000%, 07/25/2040		967		842
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		427		227
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		1,194		951
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		397		314
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		900		658
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		310		48
FNMA CMO, Ser 2020-57, Cl TA
2.000%, 04/25/2050		1,007		841
FNMA CMO, Ser 2020-59, Cl NC
3.000%, 08/25/2040		530		465
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		864		169
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		1,774		318
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		1,507		284
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,010		189

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-73, Cl KI, IO
3.000%, 10/25/2050	$	618	$	102
FNMA CMO, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		712		112
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		169		28
FNMA CMO, Ser 2021-22, Cl MN
2.750%, 10/25/2050		577		483
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		1,715		1,303
FNMA CMO, Ser 2021-42, Cl AC
2.000%, 02/25/2051		470		382
FNMA CMO, Ser 2021-43, Cl IO, IO
2.500%, 06/25/2051		1,489		224
FNMA CMO, Ser 2021-65, Cl JA
2.000%, 01/25/2046		298		251
FNMA CMO, Ser 2021-73, Cl A
2.500%, 11/25/2049		612		508
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		978		765
FNMA CMO, Ser 2021-78, Cl PA
2.500%, 11/25/2051		549		457
FNMA CMO, Ser 2021-86, Cl MA
2.500%, 11/25/2047		1,014		867
FNMA CMO, Ser 2021-91, Cl AB
2.500%, 09/25/2049		587		488
FNMA CMO, Ser 2022-11, Cl A
2.500%, 07/25/2047		1,513		1,313
FNMA CMO, Ser 2022-28, Cl CA
2.000%, 01/25/2048		600		522
FNMA CMO, Ser 2022-3, Cl N
2.000%, 10/25/2047		1,811		1,503
FNMA CMO, Ser 2022-86, Cl IO, IO
2.500%, 05/25/2050		766		107
FNMA CMO, Ser 2023-37, Cl FH
5.829%, SOFR30A + 0.514%, 01/25/2050(B)		1,015		980
FNMA CMO, Ser 2023-38, Cl FC
5.979%, SOFR30A + 0.664%, 06/25/2040(B)		655		645
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
8.029%, SOFR30A + 2.714%, 05/25/2024(B)		330		333
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
8.429%, SOFR30A + 3.114%, 07/25/2024(B)		1,228		1,245
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		440		77
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		132		24

170

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041	$	109	$	17
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		93		3
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		575		498
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		856		769
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,141		212
FNMA Interest CMO, Ser 2022-427, Cl C73, IO
3.000%, 12/25/2048		1,825		293
FNMA TBA
6.500%, 10/15/2053 to 11/15/2053		14,815		14,882
6.000%, 12/01/2037 to 11/15/2053		42,655		42,091
5.500%, 10/15/2053		41,698		40,296
5.000%, 10/15/2053		52,239		49,284
4.500%, 10/15/2053		28,424		26,097
4.000%, 10/15/2053		24,649		21,943
3.500%, 10/15/2053		19,255		16,558
3.000%, 10/15/2053		30,090		24,877
2.500%, 10/15/2027 to 10/01/2042		11,646		9,465
2.000%, 10/15/2038 to 10/15/2053		37,652		28,931
FNMA, Ser 2014-M8, Cl X2, IO
0.395%, 06/25/2024(B)		2,397		1
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		87
FNMA, Ser M36, Cl X1, IO
1.540%, 09/25/2034(B)		527		33
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
7.576%, SOFR30A + 2.264%, 01/25/2026(B)(D)		709		667
GNMA
8.000%, 11/15/2029 to 09/15/2030		24		24
7.500%, 03/15/2029 to 10/15/2037		28		29
7.000%, 09/15/2031		11		12
6.500%, 07/15/2028 to 12/15/2035		624		632
6.000%, 01/15/2029 to 07/20/2053		2,282		2,277
5.505%, 07/20/2060(B)		1		1
5.500%, 11/20/2052 to 05/20/2053		3,707		3,600
5.000%, 07/20/2040 to 05/20/2053		6,989		6,682
4.700%, 09/20/2061(B)		67		65
4.500%, 04/20/2041 to 09/20/2052		10,573		9,877
4.435%, 01/20/2069(B)		4		4
4.000%, 06/20/2047 to 04/20/2053		11,666		10,628
3.625%, H15T1Y + 1.500%, 02/20/2034(B)		72		71
3.500%, 04/20/2045 to 12/20/2052		15,794		13,963
3.000%, 09/15/2042 to 04/20/2053		30,818		26,282

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.500%, 12/20/2037 to 12/20/2052	$	14,749	$	12,094
2.000%, 09/20/2050 to 02/20/2051		3,871		3,072
GNMA CMO, Ser 2007-17, Cl IB, IO
0.811%, 04/20/2037(B)		215		6
GNMA CMO, Ser 2007-51, Cl SG, IO
1.141%, 08/20/2037(B)		30		1
GNMA CMO, Ser 2007-78, Cl SA, IO
1.085%, 12/16/2037(B)		295		9
GNMA CMO, Ser 2009-66, Cl XS, IO
1.355%, 07/16/2039(B)		150		5
GNMA CMO, Ser 2010-4, Cl NS, IO
0.945%, 01/16/2040(B)		2,020		143
GNMA CMO, Ser 2010-85, Cl HS, IO
1.211%, 01/20/2040(B)		3		–
GNMA CMO, Ser 2010-H11, Cl FA
6.443%, TSFR1M + 1.114%, 06/20/2060(B)		340		340
GNMA CMO, Ser 2010-H27, Cl FA
5.812%, TSFR1M + 0.494%, 12/20/2060(B)		628		624
GNMA CMO, Ser 2010-H28, Cl FE
5.832%, TSFR1M + 0.514%, 12/20/2060(B)		191		190
GNMA CMO, Ser 2011-H08, Cl FG
5.912%, TSFR1M + 0.594%, 03/20/2061(B)		222		221
GNMA CMO, Ser 2011-H08, Cl FD
5.932%, TSFR1M + 0.614%, 02/20/2061(B)		95		95
GNMA CMO, Ser 2011-H09, Cl AF
5.932%, TSFR1M + 0.614%, 03/20/2061(B)		124		124
GNMA CMO, Ser 2012-141, Cl WA
4.516%, 11/16/2041(B)		164		154
GNMA CMO, Ser 2012-34, Cl SA, IO
0.611%, 03/20/2042(B)		231		19
GNMA CMO, Ser 2012-43, Cl SN, IO
1.155%, 04/16/2042(B)		40		4
GNMA CMO, Ser 2012-98, Cl SA, IO
0.655%, 08/16/2042(B)		99		8
GNMA CMO, Ser 2012-H25, Cl FA
4.700%, TSFR1M + 0.814%, 12/20/2061(B)		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.683%, 10/20/2062(B)		399		10
GNMA CMO, Ser 2013-152, Cl HA
2.500%, 06/20/2043		555		492
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		73		8
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		248		37
GNMA CMO, Ser 2014-181, Cl L
3.000%, 12/20/2044		334		288

SEI Institutional Managed Trust

171

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2014-5, Cl SP, IO
0.705%, 06/16/2043(B)	$	64	$	2
GNMA CMO, Ser 2014-H10, Cl TA
6.032%, TSFR1M + 0.714%, 04/20/2064(B)		392		390
GNMA CMO, Ser 2015-144, Cl CA
2.500%, 10/20/2045		575		484
GNMA CMO, Ser 2015-161, Cl GF
5.739%, TSFR1M + 0.414%, 11/20/2045(B)		313		301
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		65		12
GNMA CMO, Ser 2015-H10, Cl FC
5.698%, TSFR1M + 0.594%, 04/20/2065(B)		238		236
GNMA CMO, Ser 2015-H18, Cl FA
5.882%, TSFR1M + 0.564%, 06/20/2065(B)		84		83
GNMA CMO, Ser 2015-H20, Cl FA
5.902%, TSFR1M + 0.584%, 08/20/2065(B)		170		169
GNMA CMO, Ser 2016-135, Cl SB, IO
0.655%, 10/16/2046(B)		391		43
GNMA CMO, Ser 2016-93, Cl AB
1.750%, 07/20/2044		610		470
GNMA CMO, Ser 2017-139, Cl GA
3.000%, 09/20/2047		1,299		1,129
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		461		411
GNMA CMO, Ser 2017-H15, Cl KI, IO
0.834%, 07/20/2067(B)		460		22
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.184%, 09/20/2067(B)		2,947		81
GNMA CMO, Ser 2017-H20, Cl IB, IO
0.342%, 10/20/2067(B)		208		7
GNMA CMO, Ser 2017-H22, Cl IC, IO
0.574%, 11/20/2067(B)		92		3
GNMA CMO, Ser 2018-65, Cl DC
3.500%, 05/20/2048		414		358
GNMA CMO, Ser 2018-H06, Cl PF
5.732%, TSFR1M + 0.414%, 02/20/2068(B)		167		166
GNMA CMO, Ser 2018-H07, Cl FD
5.732%, TSFR1M + 0.414%, 05/20/2068(B)		333		332
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		274		235
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		605		81
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		216		28
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		297		40

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050	$	230	$	31
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		855		113
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		159		22
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		230		33
GNMA CMO, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		296		31
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		1,919		206
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		210		35
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		497		85
GNMA CMO, Ser 2020-H09, Cl NF
6.682%, TSFR1M + 1.364%, 04/20/2070(B)		214		215
GNMA CMO, Ser 2020-H09, Cl FL
4.849%, TSFR1M + 1.264%, 05/20/2070(B)		558		553
GNMA CMO, Ser 2020-H12, Cl F
5.531%, TSFR1M + 0.614%, 07/20/2070(B)		49		47
GNMA CMO, Ser 2020-H13, Cl FA
5.000%, TSFR1M + 0.564%, 07/20/2070(B)		572		553
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		395		41
GNMA CMO, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,033		141
GNMA CMO, Ser 2021-188, Cl PA
2.000%, 10/20/2051		1,718		1,391
GNMA CMO, Ser 2021-191, Cl NI, IO
3.000%, 10/20/2051		642		115
GNMA CMO, Ser 2021-227, Cl E
2.500%, 07/20/2050		2,438		2,022
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,160		920
GNMA CMO, Ser 2021-27, Cl Q
5.000%, 02/20/2051		449		418
GNMA CMO, Ser 2021-27, Cl CW
5.001%, 02/20/2051(B)		645		610
GNMA CMO, Ser 2021-27, Cl BD
5.000%, 02/20/2051		482		462
GNMA CMO, Ser 2021-27, Cl NT
5.000%, 02/20/2051		506		470
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		456		76
GNMA CMO, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,358		202

172

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2021-8, Cl CY
5.000%, 01/20/2051	$	454	$	439
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		863		117
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		2,141		1,741
GNMA CMO, Ser 2022-153, Cl KA
4.000%, 12/20/2049		582		549
GNMA CMO, Ser 2022-189, Cl PT
2.500%, 10/20/2051		855		676
GNMA CMO, Ser 2022-191, Cl BY
4.000%, 08/20/2041		2,619		2,351
GNMA CMO, Ser 2022-191, Cl B
4.000%, 06/20/2041		2,408		2,158
GNMA CMO, Ser 2022-197, Cl LF
6.014%, SOFR30A + 0.700%, 11/20/2052(B)		1,882		1,832
GNMA CMO, Ser 2022-205, Cl A
2.000%, 09/20/2051		767		579
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		1,399		1,189
GNMA CMO, Ser 2022-5, Cl BA
2.000%, 10/20/2049		2,553		2,078
GNMA CMO, Ser 2022-50, Cl DC
2.500%, 08/20/2051		645		544
GNMA CMO, Ser 2022-66, Cl CG
3.500%, 04/20/2052		1,218		1,120
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052		4,089		3,344
GNMA CMO, Ser 2022-99, Cl JW
2.500%, 01/20/2052		200		152
GNMA TBA
6.500%, 10/15/2053 to 11/15/2053		6,600		6,634
6.000%, 12/01/2033		3,900		3,864
5.500%, 11/01/2034		11,875		11,523
5.000%, 10/01/2033		7,124		6,751
4.500%, 10/15/2053		5,750		5,312
4.000%, 10/15/2053		2,225		2,005
3.500%, 10/15/2053		10,183		8,919
3.000%, 10/15/2053		1,900		1,610
2.500%, 10/15/2053		18,732		15,308
2.000%, 10/15/2053		100		79
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		760		547
GNMA, Ser 107, Cl AD
2.839%, 11/16/2047(B)		224		192
GNMA, Ser 110, Cl IO, IO
0.873%, 11/16/2063(B)		2,366		150
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,256		1,247
GNMA, Ser 14, Cl AB
1.340%, 06/16/2063		507		370

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 196, Cl BE
3.000%, 10/16/2064(B)	$	600	$	404
GNMA, Ser 2012-112, Cl IO, IO
0.111%, 02/16/2053(B)		290		1
GNMA, Ser 2012-152, Cl IO, IO
0.611%, 01/16/2054(B)		2,148		44
GNMA, Ser 2012-27, Cl IO, IO
0.236%, 04/16/2053(B)		372		1
GNMA, Ser 2013-96, Cl IO, IO
0.051%, 10/16/2054(B)		628		1
GNMA, Ser 2014-47, Cl IA, IO
0.148%, 02/16/2048(B)		48		–
GNMA, Ser 2014-50, Cl IO, IO
0.628%, 09/16/2055(B)		238		6
GNMA, Ser 2014-92, Cl IX, IO
0.100%, 05/16/2054(B)		2,845		11
GNMA, Ser 2015-5, Cl IK, IO
0.276%, 11/16/2054(B)		2,340		17
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		150		131
GNMA, Ser 21, Cl AH
1.400%, 06/16/2063		87		64
GNMA, Ser 210, Cl IO, IO
0.695%, 07/16/2064(B)		1,487		95
GNMA, Ser 216, Cl IO, IO
0.750%, 07/16/2065(B)		1,492		95
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(B)		500		345
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(B)		679		34
GNMA, Ser 3, Cl B
1.850%, 02/16/2061		300		134
GNMA, Ser 41, Cl IO, IO
0.592%, 07/16/2058(B)		510		14
GNMA, Ser 59, Cl IO, IO
0.571%, 02/16/2062(B)		3,409		167
GNMA, Ser 60, Cl IO, IO
0.826%, 05/16/2063(B)		2,262		132
GNMA, Ser 92, Cl IA, IO
0.611%, 06/16/2064(B)		2,000		122
GNMA, Ser 92, Cl AH
2.000%, 06/16/2064		2,100		1,494
				1,262,677
Non-Agency Mortgage-Backed Obligations — 5.1%
Alen Mortgage Trust, Ser ACEN, Cl A
6.598%, TSFR1M + 1.264%, 04/15/2034(B)(D)		885		802
Alternative Loan Trust, Ser 2006-18CB, Cl A6
6.863%, 07/25/2036(B)		142		100

SEI Institutional Managed Trust

173

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
7.886%, TSFR6M + 2.428%, 06/25/2045(B)	$	331	$	327
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
7.654%, TSFR6M + 2.178%, 11/25/2045(B)		667		283
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
5.834%, TSFR1M + 0.514%, 03/25/2046(B)		1,914		1,603
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(D)		261		236
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(D)		76		69
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(D)		486		374
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(D)		4,624		4,038
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(D)		615		446
AREIT, Ser 2022-CRE7, Cl A
7.573%, TSFR1M + 2.242%, 06/17/2039(B)(D)		2,050		2,047
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.227%, 08/10/2038(B)(D)		1,790		1,567
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.818%, 08/10/2045(B)(D)		721		150
BANK, Ser BNK40, Cl A4
3.507%, 03/15/2064(B)		605		505
BANK, Ser BNK42, Cl A5
4.493%, 06/15/2055(B)		655		590
BANK, Ser BNK43, Cl A5
4.399%, 08/15/2055		1,715		1,530
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		211		201
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		617
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(D)		416		378
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.859%, 05/25/2034(B)		4		4
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
4.511%, 10/25/2033(B)		209		188

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
2.216%, 11/25/2035(B)	$	2,326	$	357
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(B)		478		441
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
5.574%, TSFR1M + 0.254%, 03/25/2037(B)		2,352		1,968
Benchmark Mortgage Trust, Ser B33, Cl A5
3.458%, 03/15/2055		935		788
Benchmark Mortgage Trust, Ser B35, Cl A5
4.593%, 05/15/2055(B)		485		425
Benchmark Mortgage Trust, Ser B35, Cl AS
4.593%, 05/15/2055(B)		775		645
BMO Mortgage Trust, Ser C1, Cl A1
2.198%, 02/15/2055		589		551
BPR Trust, Ser OANA, Cl A
7.230%, TSFR1M + 1.898%, 04/15/2037(B)(D)		430		422
BPR Trust, Ser STAR, Cl A
8.564%, TSFR1M + 3.232%, 08/15/2024(B)(D)		1,785		1,772
BPR Trust, Ser TY, Cl A
6.498%, TSFR1M + 1.164%, 09/15/2038(B)(D)		415		399
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)(D)		324		299
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)(D)		155		148
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(D)		1,540		955
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
7.447%, TSFR1M + 2.114%, 10/15/2036(B)(D)		2,303		2,279
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
6.367%, TSFR1M + 1.034%, 10/15/2036(B)(D)		3,825		3,814
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E
11.203%, TSFR1M + 5.871%, 06/15/2040(B)(D)		1,740		1,733
BX Commercial Mortgage Trust, Ser VIV4, Cl A
2.843%, 03/09/2044(D)		2,000		1,626

174

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser VOLT, Cl A
6.147%, TSFR1M + 0.814%, 09/15/2036(B)(D)	$	2,867	$	2,790
BX Commercial Mortgage Trust, Ser XL2, Cl A
6.135%, TSFR1M + 0.803%, 10/15/2038(B)(D)		703		687
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(D)		1,200		1,011
BX Trust, Ser MMP, Cl A
6.376%, TSFR1M + 1.044%, 08/15/2036(B)(D)		388		380
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(D)		11		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		279
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		339
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		216		206
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM
3.691%, 05/10/2058		2,502		2,278
CFK Trust, Ser 2020-MF2, Cl E
3.573%, 03/15/2039(B)(D)		2,840		2,159
CFK Trust, Ser MF2, Cl F
3.573%, 03/15/2039(B)(D)		2,960		2,134
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
5.269%, 02/25/2037(B)		5		5
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
4.738%, 02/25/2037(B)		3		3
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
5.155%, 06/25/2035(B)		4		4
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(D)		48		43
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(B)(D)		1,058		893
CIM TRUST, Ser 2022-R2, Cl A1
3.750%, 12/25/2061(B)(D)		667		601
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(D)		230		214
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,267

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
6.240%, 09/25/2033(B)	$	3	$	3
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(B)(D)		641		485
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(D)		695		534
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		113
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.112%, 10/10/2046(B)		70		25
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(B)		120		85
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046(D)		140		118
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.188%, 03/10/2047(B)		1,148		–
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		234
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		278
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.222%, 02/10/2048(B)		5,188		46
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(D)		410		370
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(D)		1,085		1,024
COMM Mortgage Trust, Ser CR13, Cl A4
4.194%, 11/10/2046(B)		188		187
COMM Mortgage Trust, Ser CR14, Cl B
4.672%, 02/10/2047(B)		850		750
COMM Mortgage Trust, Ser CR26, Cl C
4.614%, 10/10/2048(B)		870		767
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		353		340
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		712
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		498
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
7.529%, SOFR30A + 2.214%, 10/25/2039(B)(D)		47		47

SEI Institutional Managed Trust

175

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September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
7.479%, SOFR30A + 2.164%, 01/25/2040(B)(D)	$	165	$	166
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		11		11
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
5.672%, 10/25/2033(B)		258		247
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1
8.816%, SOFR30A + 3.500%, 10/25/2066(B)(D)		1,274		1,231
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		459		440
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		810		648
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		505		496
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(D)		290		155
CSMC Trust, Ser 2017-CHOP, Cl G
10.794%, PRIME + 5.350%, 07/15/2032(B)(D)		1,000		916
CSMC Trust, Ser 2017-PFHP, Cl A
6.330%, TSFR1M + 0.997%, 12/15/2030(B)(D)		1,190		1,133
CSMC Trust, Ser 2017-RPL1, Cl M2
2.962%, 07/25/2057(B)(D)		1,760		1,212
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(D)		1,724		1,477
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(D)		551		467
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(D)		1,515		1,258
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(D)		426		396
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(D)		1,373		1,189
CSMC, Ser 2014-11R, Cl 9A2
5.709%, TSFR1M + 0.254%, 10/27/2036(B)(D)		1,653		1,251
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(D)		1,310		1,118
CSMC, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067(B)(D)		2,858		2,699
CSMC, Ser MARK, Cl A
8.028%, TSFR1M + 2.695%, 06/15/2039(B)(D)		480		476

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(D)	$	1,175	$	1,158
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
5.099%, 01/10/2034(B)(D)		550		538
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(D)		1,240		979
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
6.242%, TSFR1M + 0.914%, 11/19/2044(B)		237		219
ELP Commercial Mortgage Trust, Ser ELP, Cl C
6.767%, TSFR1M + 1.434%, 11/15/2038(B)(D)		2,500		2,437
EQUS Mortgage Trust, Ser EQAZ, Cl B
6.548%, TSFR1M + 1.214%, 10/15/2038(B)(D)		790		768
EQUS Mortgage Trust, Ser EQAZ, Cl A
6.202%, TSFR1M + 0.869%, 10/15/2038(B)(D)		816		797
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(D)		128		109
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1
8.715%, SOFR30A + 3.400%, 10/25/2041(B)(D)		920		930
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.815%, SOFR30A + 1.500%, 10/25/2041(B)(D)		5,746		5,663
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2
9.065%, SOFR30A + 3.750%, 02/25/2042(B)(D)		440		451
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
7.715%, SOFR30A + 2.400%, 02/25/2042(B)(D)		1,220		1,226
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1
10.965%, SOFR30A + 5.650%, 04/25/2042(B)(D)		420		445
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2023-DNA2, Cl M1A
7.415%, SOFR30A + 2.100%, 04/25/2043(B)(D)		1,633		1,649
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(D)		30		29

176

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GPMT, Ser 2021-FL3, Cl A
6.695%, TSFR1M + 1.364%, 07/16/2035(B)(D)	$	621	$	613
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(D)		1,310		1,277
GS Mortgage Securities II, Ser ARDN, Cl B
7.097%, TSFR1M + 1.764%, 11/15/2036(B)(D)		1,623		1,567
GS Mortgage Securities II, Ser GC30, Cl B
4.160%, 05/10/2050(B)		480		434
GS Mortgage Securities II, Ser SRP5, Cl A
7.248%, TSFR1M + 1.800%, 09/15/2031(B)(D)		2,581		2,145
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(B)		192		190
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047		977		971
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(B)		680		597
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		1,055		809
GS Mortgage Securities Trust, Ser ROSS, Cl A
6.598%, TSFR1M + 1.264%, 05/15/2026(B)(D)		2,170		1,913
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(D)		1,739		1,639
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(B)(D)		790		679
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(D)		10		9
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
5.561%, 10/25/2033(B)		86		84
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		8		8
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		1		2
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
4.278%, 05/19/2034(B)		352		335

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
HIT Trust, Ser HI32, Cl A
7.723%, TSFR1M + 2.391%, 07/15/2024(B)(D)	$	1,512	$	1,510
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(D)		1,225		1,035
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
3.041%, 12/10/2041(B)(D)		1,240		1,021
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(D)		398		386
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.032%, 01/15/2047(B)		130		117
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.700%, 09/15/2047(B)		120		91
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		275		269
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,160		1,120
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		568		535
JPMBB Commercial Mortgage Securities Trust, Ser C15, Cl AS
4.420%, 11/15/2045		179		178
JPMBB Commercial Mortgage Securities Trust, Ser C17, Cl A4
4.199%, 01/15/2047		120		118
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		400
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.561%, 02/15/2051(B)		1		1
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.673%, 07/15/2047(B)		380		283
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(D)		1,500		1,272
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046		39		39
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		191
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
5.594%, 08/25/2034(B)		23		23

SEI Institutional Managed Trust

177

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
5.103%, 11/25/2033(B)	$	7	$	7
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
6.652%, 05/25/2045(B)(D)		21		21
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(D)		93		80
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(D)		295		250
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(D)		137		114
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(B)(D)		494		389
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1
1.750%, 04/25/2061(C)(D)		463		427
Lehman XS Trust, Ser 2007-16N, Cl 2A2
7.134%, TSFR1M + 1.814%, 09/25/2047(B)		3,656		3,115
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(A)(D)		2		1
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(D)		1,012		637
Med Trust, Ser MDLN, Cl A
6.397%, TSFR1M + 1.064%, 11/15/2038(B)(D)		1,308		1,275
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
5.700%, 07/25/2033(B)		6		5
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(D)		492		423
MHC Trust, Ser MHC2, Cl A
6.297%, TSFR1M + 0.964%, 05/15/2038(B)(D)		763		750
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(D)		551		504
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048(B)		82		20
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048(B)(D)		11		3
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049(B)		14		13

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(D)	$	709	$	585
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		15		14
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		236
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(B)		1,030		879
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
6.282%, 12/12/2049(B)		53		26
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.086%, 11/15/2049(B)		2,788		63
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
6.355%, TSFR1M + 1.022%, 11/15/2034(B)(D)		35		34
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
7.322%, TSFR1M + 1.992%, 05/15/2036(B)(D)		1,352		1,301
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		446
Morgan Stanley Capital I Trust, Ser L8, Cl AS
3.921%, 04/15/2055(B)		580		471
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(D)		5,302		4,001
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035(B)(D)		620		570
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(D)		472		436
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(D)		122		112
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(B)(D)		340		270
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)		1,715		1,657
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
6.184%, TSFR1M + 0.864%, 05/25/2055(B)(D)		1,696		1,689

178

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(D)	$	31	$	29
OBX Trust, Ser 2020-EXP3, Cl 2A1A
6.334%, TSFR1M + 1.014%, 01/25/2060(B)(D)		14		14
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(D)		479		358
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061(B)(D)		1,058		775
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(D)		1,570		1,247
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
6.034%, TSFR1M + 0.714%, 07/25/2037(B)		2,568		2,421
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		6		6
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(A)		2		1
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(D)		539		453
PRKCM Trust, Ser 2022-AFC1, Cl A1A
4.100%, 04/25/2057(B)(D)		1,630		1,500
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(D)		2,016		1,520
Rate Mortgage Trust, Ser 2021-J1, Cl A7
2.500%, 07/25/2051(B)(D)		279		234
Rate Mortgage Trust, Ser 2021-J1, Cl A1
2.500%, 07/25/2051(B)(D)		390		294
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(B)(D)		878		691
RBSCF Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032(B)(D)		445		438
RCKT Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(D)		467		352
RCKT Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(D)		584		440
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
3.707%, 12/25/2034(B)		192		171
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(D)		145		140
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(D)		2,145		1,896
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(D)		2,840		2,577
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
4.991%, 10/25/2048(B)(D)		1,121		1,051

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(D)	$	75	$	49
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043(B)(D)		390		259
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044(D)		111		110
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(D)		221		191
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(D)		43		40
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(D)		156		144
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(D)		176		154
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056(B)(D)		616		505
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
5.624%, TSFR1M + 0.304%, 09/25/2047(B)		1,926		1,699
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
7.075%, 07/25/2033(B)		24		23
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
5.324%, 12/25/2033(B)		9		9
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
5.280%, TSFR1M + 0.714%, 02/25/2057(B)(D)		192		192
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057(B)(D)		1,050		898
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059(B)(D)		675		618
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058(B)(D)		532		527
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063(B)(D)		745		689

SEI Institutional Managed Trust

179

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(D)	$	457	$	406
Towd Point Mortgage Trust, Ser 2022-4, Cl A1
3.750%, 09/25/2062(D)		430		387
UBS Commercial Mortgage Trust, Ser C4, Cl A3
3.301%, 10/15/2050		401		364
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(C)(D)		201		191
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(B)(D)		155		148
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(D)		115		113
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(D)		292		243
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(D)		579		482
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(D)		440		364
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(B)(D)		563		424
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066(B)(D)		1,393		1,093
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(D)		646		538
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(D)		619		510
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(D)		235		209
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(D)		264		231
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(D)		189		166
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
4.693%, 10/25/2033(B)		17		16
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
5.612%, 08/25/2033(B)		10		9
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
5.684%, 09/25/2033(B)		18		16
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
2.519%, 06/25/2033(B)		3		2
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		39		36

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
4.516%, 06/25/2034(B)	$	10	$	9
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		60		60
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
6.994%, TSFR1M + 1.674%, 10/25/2045(B)		144		136
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
5.954%, TSFR1M + 0.634%, 11/25/2045(B)		3,392		3,054
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
5.326%, 12MTA + 0.700%, 02/25/2047(B)		975		803
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
5.326%, 12MTA + 0.700%, 01/25/2047(B)		625		493
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022(B)(D)		51		49
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		547
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.301%, 11/15/2059(B)		4,415		118
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
4.702%, 05/25/2035(B)		1,287		948
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(B)		110		103
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(B)		300		270
WFRBS Commercial Mortgage Trust, Ser C22, Cl B
4.371%, 09/15/2057(B)		245		215
				170,123
Total Mortgage-Backed Securities
(Cost $1,566,997) ($ Thousands)				1,432,800

180

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 30.4%
Communication Services — 2.5%
Alphabet
2.050%, 08/15/2050	$	150	$	82
1.900%, 08/15/2040		250		156
1.100%, 08/15/2030		240		187
0.450%, 08/15/2025		110		101
AT&T
5.550%, 08/15/2041		130		116
5.400%, 02/15/2034		2,149		2,011
5.350%, 09/01/2040		130		116
5.250%, 03/01/2037		2,420		2,198
5.150%, 03/15/2042		25		21
4.850%, 03/01/2039		750		635
4.500%, 05/15/2035		370		315
4.350%, 06/15/2045		350		262
3.800%, 02/15/2027		318		299
3.800%, 12/01/2057		1,124		712
3.650%, 09/15/2059		422		257
3.550%, 09/15/2055		2,097		1,284
3.500%, 06/01/2041		288		200
3.500%, 09/15/2053		2,465		1,523
2.550%, 12/01/2033		290		213
2.300%, 06/01/2027		750		664
2.250%, 02/01/2032		60		45
1.700%, 03/25/2026		1,135		1,030
1.650%, 02/01/2028		20		17
CCO Holdings
4.750%, 02/01/2032 (D)		250		200
4.500%, 08/15/2030 (D)		50		41
4.500%, 05/01/2032		1,240		973
Charter Communications Operating
6.834%, 10/23/2055		70		62
6.484%, 10/23/2045		110		96
6.384%, 10/23/2035		10		9
5.750%, 04/01/2048		1,097		876
5.500%, 04/01/2063		320		237
5.375%, 04/01/2038		663		542
5.375%, 05/01/2047		191		146
5.250%, 04/01/2053		1,000		747
5.125%, 07/01/2049		160		117
4.908%, 07/23/2025		1,924		1,880
4.800%, 03/01/2050		3,110		2,175
4.400%, 04/01/2033 (E)		800		680
4.200%, 03/15/2028		1,263		1,159
3.750%, 02/15/2028		85		77
3.500%, 06/01/2041		155		98
3.500%, 03/01/2042		1,160		717
Comcast
7.050%, 03/15/2033		90		98
5.350%, 11/15/2027		594		594
4.950%, 10/15/2058		60		52
4.400%, 08/15/2035		1,770		1,563

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 10/15/2030	$	730	$	672
4.200%, 08/15/2034		220		192
4.150%, 10/15/2028		2,220		2,103
4.000%, 08/15/2047		90		67
4.000%, 03/01/2048		70		52
3.999%, 11/01/2049		259		192
3.969%, 11/01/2047		418		312
3.950%, 10/15/2025		90		87
3.750%, 04/01/2040		200		155
3.450%, 02/01/2050		140		95
3.400%, 04/01/2030		280		247
3.400%, 07/15/2046		60		41
3.300%, 04/01/2027		190		177
3.250%, 11/01/2039		60		44
3.150%, 03/01/2026		390		370
2.987%, 11/01/2063		337		186
2.937%, 11/01/2056		533		303
2.887%, 11/01/2051		410		242
2.800%, 01/15/2051		280		164
1.500%, 02/15/2031		1,420		1,073
Discovery Communications
4.000%, 09/15/2055		315		189
DISH DBS
7.750%, 07/01/2026		120		90
5.875%, 11/15/2024		410		382
5.750%, 12/01/2028 (D)		30		23
5.250%, 12/01/2026 (D)		170		144
5.125%, 06/01/2029		280		155
Fox
5.476%, 01/25/2039		520		449
Meta Platforms
5.750%, 05/15/2063		570		537
5.600%, 05/15/2053		2,515		2,381
4.450%, 08/15/2052		10		8
Paramount Global
6.875%, 04/30/2036		620		564
5.900%, 10/15/2040		455		354
4.950%, 05/19/2050		365		247
4.750%, 05/15/2025		457		445
SES GLOBAL Americas Holdings
5.300%, 03/25/2044 (D)		1,200		808
Sprint Spectrum
5.152%, 03/20/2028 (D)		3,197		3,141
4.738%, 03/20/2025 (D)		2,297		2,272
Take-Two Interactive Software
4.000%, 04/14/2032		1,265		1,103
Telefonica Emisiones
5.213%, 03/08/2047		150		120
T-Mobile USA
5.750%, 01/15/2034		586		572
5.050%, 07/15/2033		750		696
4.950%, 03/15/2028		600		582

SEI Institutional Managed Trust

181

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 07/15/2028	$	599	$	576
4.500%, 04/15/2050		600		460
3.875%, 04/15/2030		2,210		1,958
3.750%, 04/15/2027		3,157		2,950
3.500%, 04/15/2025		1,910		1,843
3.500%, 04/15/2031		710		600
3.400%, 10/15/2052		1,230		768
3.375%, 04/15/2029		270		237
2.875%, 02/15/2031		240		195
2.700%, 03/15/2032		70		55
2.625%, 02/15/2029		330		279
2.550%, 02/15/2031		1,142		909
2.250%, 02/15/2026		731		673
1.500%, 02/15/2026		202		183
Verizon Communications
5.500%, 03/16/2047		60		56
5.250%, 03/16/2037		805		751
5.050%, 05/09/2033		1,648		1,540
4.862%, 08/21/2046		50		41
4.500%, 08/10/2033		500		445
4.400%, 11/01/2034		2,062		1,788
4.329%, 09/21/2028		1,106		1,039
4.125%, 08/15/2046		320		239
4.016%, 12/03/2029		714		647
4.000%, 03/22/2050		140		100
3.875%, 02/08/2029		210		192
3.850%, 11/01/2042		610		451
3.700%, 03/22/2061		195		124
3.400%, 03/22/2041		130		92
3.150%, 03/22/2030		360		307
3.000%, 03/22/2027		140		129
2.875%, 11/20/2050		150		87
2.650%, 11/20/2040		809		512
2.625%, 08/15/2026		1,000		924
2.550%, 03/21/2031		779		620
2.355%, 03/15/2032		447		341
2.100%, 03/22/2028		400		344
1.750%, 01/20/2031		410		309
Vmed O2 UK Financing I
4.750%, 07/15/2031 (D)		630		509
Vodafone Group
4.875%, 06/19/2049		1,544		1,233
Walt Disney
6.650%, 11/15/2037		235		252
6.200%, 12/15/2034		65		68
4.625%, 03/23/2040		500		437
3.500%, 05/13/2040		790		592
Warnermedia Holdings
6.412%, 03/15/2026		390		390
5.391%, 03/15/2062		574		424
5.141%, 03/15/2052		6,472		4,809
5.050%, 03/15/2042		3,294		2,547

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.279%, 03/15/2032	$	1,410	$	1,197
4.054%, 03/15/2029		270		241
3.755%, 03/15/2027		200		185
				83,267
Consumer Discretionary — 1.4%
ADT Security
4.125%, 08/01/2029 (D)		20		17
Amazon.com
4.950%, 12/05/2044		500		466
4.250%, 08/22/2057		110		88
4.050%, 08/22/2047		380		305
3.875%, 08/22/2037		1,290		1,101
3.600%, 04/13/2032		1,240		1,100
3.450%, 04/13/2029		310		286
3.300%, 04/13/2027		150		141
3.150%, 08/22/2027		680		633
2.800%, 08/22/2024		245		239
2.500%, 06/03/2050		550		322
2.100%, 05/12/2031		300		241
1.500%, 06/03/2030		350		277
1.200%, 06/03/2027		672		584
Comcast
4.049%, 11/01/2052		292		217
Cox Communications
2.600%, 06/15/2031 (D)		915		713
CSC Holdings
4.500%, 11/15/2031 (D)		1,200		849
4.125%, 12/01/2030 (D)		590		418
3.375%, 02/15/2031 (D)		200		136
Ford Motor
6.100%, 08/19/2032		380		358
5.291%, 12/08/2046		99		75
3.250%, 02/12/2032		480		370
Ford Motor Credit
7.350%, 03/06/2030		890		901
7.200%, 06/10/2030		566		569
5.125%, 06/16/2025		400		387
5.113%, 05/03/2029		420		385
4.950%, 05/28/2027		850		798
4.125%, 08/17/2027		200		182
4.000%, 11/13/2030		470		393
3.815%, 11/02/2027		261		232
3.810%, 01/09/2024		300		297
3.625%, 06/17/2031		380		307
2.900%, 02/16/2028		200		170
2.900%, 02/10/2029		572		469
General Motors
6.600%, 04/01/2036		40		39
6.250%, 10/02/2043		260		233
6.125%, 10/01/2025		320		320
5.950%, 04/01/2049		80		68

182

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.600%, 10/15/2032	$	150	$	140
5.200%, 04/01/2045		240		186
5.150%, 04/01/2038		240		200
General Motors Financial
5.000%, 04/09/2027		180		173
4.350%, 01/17/2027		110		103
Hanesbrands
4.875%, 05/15/2026 (D)		210		192
Harley-Davidson Financial Services
6.500%, 03/10/2028 (D)		451		446
Hilton Domestic Operating
5.750%, 05/01/2028 (D)		150		145
5.375%, 05/01/2025 (D)		460		452
Home Depot
4.250%, 04/01/2046		48		38
3.900%, 12/06/2028		40		38
3.900%, 06/15/2047		60		46
3.750%, 02/15/2024		66		66
3.350%, 04/15/2050		710		484
3.300%, 04/15/2040		350		261
2.700%, 04/15/2030		320		273
2.500%, 04/15/2027		280		255
Hyundai Capital America
6.200%, 09/21/2030 (D)		733		722
5.950%, 09/21/2026 (D)		820		818
5.700%, 06/26/2030 (D)		596		573
5.600%, 03/30/2028 (D)		941		921
5.500%, 03/30/2026 (D)		302		298
Hyundai Capital America MTN
1.300%, 01/08/2026 (D)		570		513
0.800%, 01/08/2024 (D)		237		234
Las Vegas Sands
3.200%, 08/08/2024		1,980		1,915
2.900%, 06/25/2025		210		196
Lennar
4.750%, 11/29/2027		410		395
4.500%, 04/30/2024		140		139
Lowe's
5.850%, 04/01/2063		150		138
5.750%, 07/01/2053		302		282
5.625%, 04/15/2053		734		667
5.000%, 04/15/2040		725		636
4.500%, 04/15/2030		200		187
4.250%, 04/01/2052		567		418
Marriott International
5.550%, 10/15/2028		439		434
2.750%, 10/15/2033		469		354
McDonald's
5.450%, 08/14/2053		589		554
4.800%, 08/14/2028		586		573
McDonald's MTN
4.875%, 12/09/2045		260		225

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.450%, 03/01/2047	$	240	$	195
4.450%, 09/01/2048		72		59
4.200%, 04/01/2050		530		411
3.800%, 04/01/2028		170		160
3.700%, 01/30/2026		220		212
3.625%, 09/01/2049		180		127
3.600%, 07/01/2030		290		259
3.500%, 03/01/2027		510		480
3.500%, 07/01/2027		200		187
1.450%, 09/01/2025		80		74
MDC Holdings
6.000%, 01/15/2043		30		25
Mercedes-Benz Finance North America
2.700%, 06/14/2024 (D)		595		582
Newell Brands
5.200%, 04/01/2026		110		104
NIKE
3.375%, 03/27/2050 (E)		520		371
3.250%, 03/27/2040		210		159
2.850%, 03/27/2030		150		130
2.750%, 03/27/2027		410		379
2.400%, 03/27/2025		260		248
Nissan Motor
4.345%, 09/17/2027 (D)		1,100		1,004
3.522%, 09/17/2025 (D)		1,190		1,124
Sands China
5.650%, 08/08/2028		320		301
5.375%, 08/08/2025		1,580		1,531
4.300%, 01/08/2026		420		392
3.100%, 03/08/2029		690		571
2.550%, 03/08/2027 (E)		460		399
Starbucks
3.500%, 11/15/2050		435		294
3.350%, 03/12/2050		120		79
Time Warner Cable
7.300%, 07/01/2038		530		511
6.750%, 06/15/2039		10		9
6.550%, 05/01/2037		268		243
5.875%, 11/15/2040		1,405		1,164
5.500%, 09/01/2041		1,599		1,251
Time Warner Entertainment
8.375%, 07/15/2033		270		290
Toyota Motor Credit MTN
5.250%, 09/11/2028		586		583
Tractor Supply
5.250%, 05/15/2033		360		340
Virgin Media Secured Finance
5.500%, 05/15/2029 (D)		250		223
VOC Escrow
5.000%, 02/15/2028 (D)		380		346
Volkswagen Group of America Finance
0.875%, 11/22/2023 (D)		1,055		1,048

SEI Institutional Managed Trust

183

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wynn Macau
5.625%, 08/26/2028 (D)	$	500	$	433
Wynn Resorts Finance
7.125%, 02/15/2031 (D)		310		294
				45,968
Consumer Staples — 1.7%
Altria Group
6.200%, 02/14/2059		76		71
5.950%, 02/14/2049		960		862
5.800%, 02/14/2039		630		584
4.800%, 02/14/2029		28		27
4.400%, 02/14/2026		514		499
3.875%, 09/16/2046		240		157
3.400%, 02/04/2041		600		390
2.450%, 02/04/2032		770		581
2.350%, 05/06/2025		130		123
Anheuser-Busch
4.900%, 02/01/2046		2,140		1,865
4.700%, 02/01/2036		1,519		1,392
3.650%, 02/01/2026		1,135		1,090
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		475		455
5.450%, 01/23/2039		645		623
4.750%, 01/23/2029		120		116
4.600%, 04/15/2048		59		50
4.375%, 04/15/2038		802		695
4.350%, 06/01/2040		560		476
4.000%, 04/13/2028		160		152
3.500%, 06/01/2030		200		178
Bacardi
5.400%, 06/15/2033 (D)		1,515		1,420
4.450%, 05/15/2025 (D)		1,545		1,499
BAT Capital
5.650%, 03/16/2052		590		472
5.282%, 04/02/2050		1,260		955
4.758%, 09/06/2049		81		57
4.540%, 08/15/2047		2,583		1,778
4.390%, 08/15/2037		61		47
3.734%, 09/25/2040		10		7
3.557%, 08/15/2027		791		724
3.222%, 08/15/2024		97		94
BAT International Finance
5.931%, 02/02/2029		1,128		1,107
Bunge Finance
2.750%, 05/14/2031		64		52
1.630%, 08/17/2025		309		285
Coca-Cola
3.375%, 03/25/2027		380		360
2.600%, 06/01/2050		190		116
2.500%, 06/01/2040		20		14

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Constellation Brands
5.250%, 11/15/2048	$	619	$	549
4.900%, 05/01/2033		147		137
4.750%, 05/09/2032		227		210
4.350%, 05/09/2027		320		306
3.600%, 05/09/2024		230		227
2.250%, 08/01/2031		80		62
Costco Wholesale
3.000%, 05/18/2027		284		265
2.750%, 05/18/2024		183		179
1.600%, 04/20/2030		450		361
1.375%, 06/20/2027		780		682
CVS Health
4.875%, 07/20/2035		88		79
Danone
2.589%, 11/02/2023 (D)		1,370		1,366
Haleon US Capital
3.625%, 03/24/2032		490		420
3.375%, 03/24/2027		410		381
3.375%, 03/24/2029		290		260
Hershey
0.900%, 06/01/2025		130		121
Imperial Brands Finance
3.500%, 07/26/2026 (D)		635		594
3.125%, 07/26/2024 (D)		2,250		2,193
JBS USA LUX
6.750%, 03/15/2034 (D)		1,995		1,941
6.500%, 12/01/2052		1,915		1,714
3.000%, 02/02/2029		1,205		1,011
3.000%, 05/15/2032		1,520		1,147
Kenvue
5.200%, 03/22/2063 (D)		150		136
5.050%, 03/22/2028 (D)		601		593
5.050%, 03/22/2053 (D)		674		612
4.900%, 03/22/2033 (D)		1,147		1,096
Keurig Dr Pepper
4.500%, 04/15/2052		565		446
Kraft Heinz Foods
7.125%, 08/01/2039 (D)		10		11
6.875%, 01/26/2039		40		42
6.750%, 03/15/2032		10		11
5.500%, 06/01/2050		220		201
5.200%, 07/15/2045		360		314
5.000%, 06/04/2042		120		104
4.875%, 10/01/2049		270		225
4.625%, 10/01/2039		10		8
4.375%, 06/01/2046		160		125
4.250%, 03/01/2031		110		100
3.000%, 06/01/2026		380		356
Mars
3.200%, 04/01/2030 (D)		210		184
2.700%, 04/01/2025 (D)		370		354

184

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.375%, 07/16/2040 (D)	$	300	$	190
Mondelez International
1.500%, 05/04/2025		660		617
PepsiCo
2.875%, 10/15/2049		60		39
2.625%, 03/19/2027		50		46
2.250%, 03/19/2025		50		48
1.625%, 05/01/2030		440		354
Philip Morris International
5.750%, 11/17/2032		152		148
5.625%, 09/07/2033		1,582		1,521
5.500%, 09/07/2030		414		403
5.375%, 02/15/2033		1,567		1,485
5.250%, 09/07/2028		636		623
5.125%, 11/17/2027		795		779
5.125%, 02/15/2030		2,400		2,302
5.000%, 11/17/2025		638		630
4.875%, 02/15/2028		1,304		1,263
4.500%, 03/20/2042		130		104
2.100%, 05/01/2030		290		231
Pilgrim's Pride
6.250%, 07/01/2033		780		733
3.500%, 03/01/2032		350		271
Procter & Gamble
3.000%, 03/25/2030		240		213
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (D)		830		811
Reynolds American
8.125%, 05/01/2040		570		595
7.250%, 06/15/2037		390		394
5.850%, 08/15/2045		3,140		2,601
Walmart
4.500%, 04/15/2053		453		390
4.100%, 04/15/2033		754		690
3.300%, 04/22/2024		60		59
1.800%, 09/22/2031		110		86
1.500%, 09/22/2028		230		195
				56,317
Energy — 2.7%
Aker BP
6.000%, 06/13/2033 (D)		950		918
5.600%, 06/13/2028 (D)		886		866
Apache
7.750%, 12/15/2029		140		143
5.350%, 07/01/2049		230		176
5.250%, 02/01/2042		90		71
5.100%, 09/01/2040		205		163
4.750%, 04/15/2043		390		284
4.250%, 01/15/2044		890		581
BP Capital Markets America
4.893%, 09/11/2033		715		671

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.812%, 02/13/2033	$	2,785	$	2,607
3.633%, 04/06/2030		320		288
3.410%, 02/11/2026		1,110		1,061
3.119%, 05/04/2026		230		217
3.001%, 03/17/2052		351		215
3.000%, 02/24/2050		940		586
Cameron LNG
3.302%, 01/15/2035 (D)		660		525
2.902%, 07/15/2031 (D)		140		116
Canadian Natural Resources
6.450%, 06/30/2033		50		50
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		832
Cheniere Energy
4.625%, 10/15/2028		260		239
Cheniere Energy Partners
4.000%, 03/01/2031		100		86
3.250%, 01/31/2032		530		421
Chevron
2.895%, 03/03/2024		560		554
1.995%, 05/11/2027		180		161
Chevron USA
3.850%, 01/15/2028		200		190
3.250%, 10/15/2029		50		45
Columbia Pipelines Operating
6.544%, 11/15/2053 (D)		330		323
6.036%, 11/15/2033 (D)		940		917
Conoco Funding
7.250%, 10/15/2031		180		199
ConocoPhillips
5.900%, 10/15/2032		10		10
5.900%, 05/15/2038		420		417
4.150%, 11/15/2034		280		243
Continental Resources
5.750%, 01/15/2031 (D)		370		347
4.900%, 06/01/2044		80		59
4.375%, 01/15/2028		520		482
3.800%, 06/01/2024		200		197
2.268%, 11/15/2026 (D)		2,070		1,834
Coterra Energy
4.375%, 03/15/2029		780		721
3.900%, 05/15/2027		970		911
DCP Midstream Operating
6.450%, 11/03/2036 (D)		110		108
Devon Energy
7.875%, 09/30/2031		660		724
5.875%, 06/15/2028		40		40
5.850%, 12/15/2025		50		50
5.600%, 07/15/2041		920		814
5.250%, 10/15/2027		46		45
5.000%, 06/15/2045		1,232		992
4.750%, 05/15/2042		187		148

SEI Institutional Managed Trust

185

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 01/15/2030	$	304	$	276
Diamondback Energy
6.250%, 03/15/2033		1,870		1,871
6.250%, 03/15/2053		748		713
3.500%, 12/01/2029		500		444
3.250%, 12/01/2026		30		28
Ecopetrol
5.875%, 05/28/2045		1,276		841
5.375%, 06/26/2026		200		192
4.625%, 11/02/2031		160		122
Energy Transfer
9.654%, TSFR3M + 0.000%(B)(F)		90		84
7.125%, H15T5Y + 5.306%(B)(F)		580		500
6.750%, H15T5Y + 5.134%(B)(F)		500		462
6.500%, H15T5Y + 5.694%(B)(F)		200		184
6.250%, 04/15/2049		130		119
6.125%, 12/15/2045		240		213
5.750%, 02/15/2033		1,095		1,053
5.500%, 06/01/2027		118		116
5.400%, 10/01/2047		2,154		1,777
5.350%, 05/15/2045		465		381
5.300%, 04/01/2044		640		521
5.300%, 04/15/2047		779		633
5.250%, 04/15/2029		1,165		1,117
5.000%, 05/15/2050		1,405		1,102
4.950%, 05/15/2028		996		953
4.950%, 06/15/2028		180		172
4.500%, 11/01/2023		690		689
4.400%, 03/15/2027		133		126
4.000%, 10/01/2027		600		557
3.750%, 05/15/2030		1,250		1,089
Enterprise Products Operating
7.550%, 04/15/2038		40		44
6.650%, 10/15/2034		220		232
5.700%, 02/15/2042		40		38
5.375%, TSFR3M + 2.832%, 02/15/2078 (B)		150		125
5.350%, 01/31/2033		900		880
4.850%, 03/15/2044		430		369
4.800%, 02/01/2049		60		51
4.200%, 01/31/2050		120		93
4.150%, 10/16/2028		1,605		1,505
3.950%, 01/31/2060		220		155
3.700%, 01/31/2051		270		191
3.125%, 07/31/2029		170		149
2.800%, 01/31/2030		540		458
EOG Resources
4.950%, 04/15/2050		450		398
4.375%, 04/15/2030		120		113
4.150%, 01/15/2026		340		330
3.900%, 04/01/2035		390		331

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
EQM Midstream Partners
5.500%, 07/15/2028	$	30	$	28
EQT
6.125%, 02/01/2025		17		17
5.000%, 01/15/2029		150		141
3.900%, 10/01/2027		1,020		943
3.625%, 05/15/2031 (D)		320		271
3.125%, 05/15/2026 (D)		10		9
Exxon Mobil
4.327%, 03/19/2050		60		49
4.114%, 03/01/2046		533		428
3.482%, 03/19/2030		460		415
3.452%, 04/15/2051		200		140
3.043%, 03/01/2026		660		626
2.992%, 03/19/2025		450		435
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		244		187
2.625%, 03/31/2036 (D)		458		354
2.160%, 03/31/2034 (D)		612		510
1.750%, 09/30/2027 (D)		579		534
Halliburton
5.000%, 11/15/2045		80		68
4.850%, 11/15/2035		60		54
3.800%, 11/15/2025		17		16
Hess
6.000%, 01/15/2040		880		829
5.800%, 04/01/2047		770		702
5.600%, 02/15/2041		325		293
HF Sinclair
5.875%, 04/01/2026		620		618
KazMunayGas National JSC
5.750%, 04/19/2047 (D)		340		264
Kinder Morgan
5.550%, 06/01/2045		300		258
5.200%, 03/01/2048		455		372
5.050%, 02/15/2046		170		136
4.300%, 06/01/2025		510		497
4.300%, 03/01/2028		150		141
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		353
5.400%, 09/01/2044		20		17
MEG Energy
5.875%, 02/01/2029 (D)		80		75
MPLX
5.650%, 03/01/2053		158		136
5.500%, 02/15/2049		390		330
5.000%, 03/01/2033		905		825
4.950%, 03/14/2052		1,718		1,344
4.875%, 12/01/2024		320		316
4.800%, 02/15/2029		330		313
4.700%, 04/15/2048		430		326
4.500%, 04/15/2038		520		421

186

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northwest Pipeline
4.000%, 04/01/2027	$	219	$	207
Occidental Petroleum
7.875%, 09/15/2031		610		660
7.500%, 05/01/2031		870		923
6.950%, 07/01/2024		136		137
6.600%, 03/15/2046		360		354
6.450%, 09/15/2036		280		275
5.550%, 03/15/2026		110		109
4.625%, 06/15/2045		280		201
4.400%, 04/15/2046		120		88
4.200%, 03/15/2048		170		118
4.100%, 02/15/2047		600		395
3.400%, 04/15/2026		270		252
3.000%, 02/15/2027		300		269
ONEOK
6.625%, 09/01/2053		1,560		1,527
6.050%, 09/01/2033		620		609
5.800%, 11/01/2030		290		284
5.550%, 11/01/2026		180		179
Parsley Energy
4.125%, 02/15/2028 (D)		60		55
Pertamina Persero
6.000%, 05/03/2042 (D)		300		272
Petrobras Global Finance BV
6.850%, 06/05/2115		790		678
6.250%, 03/17/2024		1,394		1,389
5.299%, 01/27/2025		1,278		1,254
Petroleos Mexicanos
6.950%, 01/28/2060		345		204
6.625%, 06/15/2035		475		318
6.375%, 01/23/2045		1,555		908
4.875%, 01/18/2024		32		32
2.460%, 12/15/2025		461		443
2.378%, 04/15/2025		203		197
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		111
6.750%, 09/21/2047		2,132		1,263
Phillips 66
1.300%, 02/15/2026		405		366
Pioneer Natural Resources
2.150%, 01/15/2031		660		521
1.900%, 08/15/2030		240		188
1.125%, 01/15/2026		110		100
Plains All American Pipeline
3.550%, 12/15/2029		495		426
Range Resources
4.875%, 05/15/2025		120		116
Reliance Industries
3.625%, 01/12/2052 (D)		870		555
2.875%, 01/12/2032 (D)		320		255

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rockies Express Pipeline
6.875%, 04/15/2040 (D)	$	830	$	728
4.950%, 07/15/2029 (D)		1,600		1,425
Sabine Pass Liquefaction
5.750%, 05/15/2024		300		300
5.000%, 03/15/2027		1,265		1,227
Saudi Arabian Oil
1.250%, 11/24/2023 (D)		450		447
Schlumberger Holdings
3.900%, 05/17/2028 (D)		475		441
Schlumberger Investment
3.650%, 12/01/2023		61		61
Shell International Finance BV
4.550%, 08/12/2043		280		238
4.375%, 05/11/2045		470		386
4.125%, 05/11/2035		1,356		1,194
3.250%, 04/06/2050		840		558
2.875%, 05/10/2026		900		849
2.750%, 04/06/2030		440		378
Southern Natural Gas
8.000%, 03/01/2032		170		187
Southwestern Energy
5.375%, 02/01/2029		20		18
5.375%, 03/15/2030		80		73
4.750%, 02/01/2032		190		163
Tallgrass Energy Partners
6.000%, 12/31/2030 (D)		20		18
Targa Resources
5.200%, 07/01/2027		540		529
4.200%, 02/01/2033		250		213
Targa Resources Partners
5.500%, 03/01/2030		130		122
5.000%, 01/15/2028		100		95
4.875%, 02/01/2031		370		331
4.000%, 01/15/2032		40		34
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,259
2.900%, 03/01/2030 (D)		1,560		1,303
TransCanada PipeLines
4.625%, 03/01/2034		965		841
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		62
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (D)		290		225
Western Midstream Operating
5.500%, 08/15/2048		244		194
5.300%, 03/01/2048		162		126
5.250%, 02/01/2050		210		164
4.650%, 07/01/2026		40		38
4.500%, 03/01/2028		60		56
4.050%, 02/01/2030		1,200		1,049
3.100%, 02/01/2025		390		373

SEI Institutional Managed Trust

187

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Williams
7.750%, 06/15/2031	$	841	$	902
7.500%, 01/15/2031		100		106
5.750%, 06/24/2044		51		46
5.400%, 03/04/2044		84		73
3.750%, 06/15/2027		1,044		971
				91,276
Financials — 11.4%
ABN AMRO Bank
4.750%, 07/28/2025 (D)		360		349
AerCap Ireland Capital DAC
3.400%, 10/29/2033		975		754
Agree
4.800%, 10/01/2032		283		251
Ally Financial
1.450%, 10/02/2023		670		670
American Express
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B)		5,238		5,165
5.282%, SOFRRATE + 1.280%, 07/27/2029 (B)		1,487		1,450
5.043%, SOFRRATE + 1.835%, 05/01/2034 (B)		338		312
4.050%, 05/03/2029		530		493
3.375%, 05/03/2024		480		472
American International Group
3.900%, 04/01/2026		264		253
3.875%, 01/15/2035		210		174
2.500%, 06/30/2025		212		200
American Tower
3.125%, 01/15/2027		253		231
Aon
6.250%, 09/30/2040		19		19
2.600%, 12/02/2031		2,080		1,642
Apollo Management Holdings
4.400%, 05/27/2026 (D)		530		505
Arthur J Gallagher
5.750%, 03/02/2053		155		142
3.050%, 03/09/2052		1,370		793
Athene Global Funding
6.048%, SOFRINDX + 0.700%, 05/24/2024 (B)(D)		2,025		2,017
3.205%, 03/08/2027 (D)		635		569
2.950%, 11/12/2026 (D)		2,090		1,876
1.985%, 08/19/2028 (D)		30		24
1.608%, 06/29/2026 (D)		1,365		1,192
Athene Holding
4.125%, 01/12/2028		605		553
Avolon Holdings Funding
3.950%, 07/01/2024 (D)		715		700
2.875%, 02/15/2025 (D)		975		920

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.528%, 11/18/2027 (D)	$	779	$	658
Banco Santander
4.175%, H15T1Y + 2.000%, 03/24/2028 (B)		200		185
2.746%, 05/28/2025		1,200		1,130
1.722%, H15T1Y + 0.900%, 09/14/2027 (B)		390		341
Bank of America
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B)		1,612		1,600
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B)		1,128		1,098
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B)		2,257		2,229
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B)		2,302		2,142
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)		2,350		2,087
3.419%, TSFR3M + 1.302%, 12/20/2028 (B)		3,330		2,987
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B)		530		426
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)		3,620		2,782
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B)		1,505		1,140
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B)		4,245		3,762
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B)		5,025		4,508
Bank of America MTN
5.000%, 01/21/2044		830		730
4.450%, 03/03/2026		1,157		1,114
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B)		1,140		1,076
4.330%, TSFR3M + 1.782%, 03/15/2050 (B)		260		202
4.250%, 10/22/2026		80		76
4.244%, TSFR3M + 2.076%, 04/24/2038 (B)		179		147
4.200%, 08/26/2024		1,530		1,503
4.125%, 01/22/2024		290		289
4.083%, TSFR3M + 3.412%, 03/20/2051 (B)		1,630		1,205
4.000%, 04/01/2024		1,309		1,297
4.000%, 01/22/2025		1,070		1,041
3.974%, TSFR3M + 1.472%, 02/07/2030 (B)		1,900		1,706
3.970%, TSFR3M + 1.332%, 03/05/2029 (B)		625		573
3.824%, TSFR3M + 1.837%, 01/20/2028 (B)		631		586

188

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.593%, TSFR3M + 1.632%, 07/21/2028 (B)	$	1,364	$	1,246
3.500%, 04/19/2026		780		736
3.093%, TSFR3M + 1.352%, 10/01/2025 (B)		1,925		1,862
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		690		544
2.884%, TSFR3M + 1.452%, 10/22/2030 (B)		265		221
2.551%, SOFRRATE + 1.050%, 02/04/2028 (B)		524		467
2.496%, TSFR3M + 1.252%, 02/13/2031 (B)		755		605
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B)		6,025		5,044
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B)		720		651
Bank of Montreal
5.717%, 09/25/2028		1,465		1,449
Bank of Montreal MTN
1.850%, 05/01/2025		880		826
Bank of New York Mellon
4.947%, SOFRRATE + 1.026%, 04/26/2027 (B)		877		856
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B)		1,085		1,034
3.400%, 05/15/2024		530		522
Bank of New York Mellon MTN
4.967%, SOFRRATE + 1.606%, 04/26/2034 (B)		147		136
3.250%, 09/11/2024		100		97
1.600%, 04/24/2025		260		244
Bank of Nova Scotia
4.900%, H15T5Y + 4.551%(B)(F)		510		467
4.588%, H15T5Y + 2.050%, 05/04/2037 (B)		390		325
1.300%, 06/11/2025		480		444
Barclays
7.437%, H15T1Y + 3.500%, 11/02/2033 (B)		207		213
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B)		757		739
6.490%, SOFRRATE + 2.220%, 09/13/2029 (B)		879		872
6.224%, SOFRRATE + 2.980%, 05/09/2034 (B)		919		870
5.088%, US0003M + 3.054%, 06/20/2030 (B)		1,630		1,457
4.375%, 01/12/2026		2,270		2,175
Barclays MTN
4.972%, US0003M + 1.902%, 05/16/2029 (B)		310		290

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berkshire Hathaway Finance
4.250%, 01/15/2049	$	870	$	713
BNP Paribas
5.335%, H15T1Y + 1.500%, 06/12/2029 (B)(D)		1,183		1,149
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D)		1,670		1,612
4.705%, TSFR3M + 2.497%, 01/10/2025 (B)(D)		690		687
4.625%, 03/13/2027 (D)		200		190
4.400%, 08/14/2028 (D)		1,087		1,010
3.375%, 01/09/2025 (D)		290		280
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D)		600		560
BNP Paribas MTN
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D)		400		355
3.052%, SOFRRATE + 1.507%, 01/13/2031 (B)(D)		200		165
BPCE
5.150%, 07/21/2024 (D)		410		403
BPCE MTN
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D)		1,560		1,543
Brighthouse Financial
3.850%, 12/22/2051		266		156
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)		1,505		1,465
Canadian Imperial Bank of Commerce
6.092%, 10/03/2033		2,935		2,915
5.986%, 10/03/2028		1,291		1,288
5.926%, 10/02/2026		1,115		1,115
Cantor Fitzgerald
4.500%, 04/14/2027 (D)		1,135		1,057
Capital One Financial
3.273%, SOFRRATE + 1.790%, 03/01/2030 (B)		1,850		1,547
Cboe Global Markets
3.000%, 03/16/2032		1,330		1,088
Charles Schwab
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B)		788		766
5.875%, 08/24/2026		1,020		1,017
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B)		1,330		1,303
Chubb INA Holdings
3.350%, 05/03/2026		200		190
3.150%, 03/15/2025		74		71
CI Financial
4.100%, 06/15/2051		1,020		590
3.200%, 12/17/2030		1,255		952
Citadel
4.875%, 01/15/2027 (D)		660		627

SEI Institutional Managed Trust

189

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citibank
5.803%, 09/29/2028	$	1,465	$	1,465
Citigroup
9.699%, TSFR3M + 4.330%(B)(F)		360		359
8.125%, 07/15/2039		1,064		1,251
6.675%, 09/13/2043		70		70
6.625%, 06/15/2032		100		101
6.300%, TSFR3M + 3.685%(B)(F)		300		292
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)		2,201		2,103
5.950%, TSFR3M + 4.167%(B)(F)		590		563
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)		2,720		2,692
5.500%, 09/13/2025		690		682
5.300%, 05/06/2044		225		192
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B)		370		337
4.750%, 05/18/2046		100		78
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B)		340		325
4.650%, 07/30/2045		903		725
4.450%, 09/29/2027		1,005		943
4.412%, SOFRRATE + 3.914%, 03/31/2031 (B)		2,750		2,474
4.400%, 06/10/2025		1,080		1,048
4.300%, 11/20/2026		240		228
4.125%, 07/25/2028		210		191
4.075%, TSFR3M + 1.454%, 04/23/2029 (B)		81		75
3.980%, TSFR3M + 1.600%, 03/20/2030 (B)		1,860		1,670
3.878%, TSFR3M + 1.430%, 01/24/2039 (B)		59		46
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B)		970		809
3.352%, TSFR3M + 1.158%, 04/24/2025 (B)		125		123
3.300%, 04/27/2025		120		115
3.200%, 10/21/2026		440		406
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B)		350		334
3.070%, SOFRRATE + 1.280%, 02/24/2028 (B)		305		277
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B)		3,160		2,498
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B)		715		599
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B)		2,085		1,663
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)		2,880		2,229
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B)		360		274

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.462%, SOFRRATE + 0.770%, 06/09/2027 (B)	$	375	$	331
CME Group
3.000%, 03/15/2025		51		49
Constellation Insurance
6.800%, 01/24/2030 (D)		625		557
Cooperatieve Rabobank UA
5.564%, H15T1Y + 1.400%, 02/28/2029 (B)(D)		2,147		2,092
4.375%, 08/04/2025		1,780		1,718
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D)		1,790		1,492
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D)		420		386
Credit Agricole MTN
4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D)		250		221
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D)		400		372
Credit Suisse NY
7.950%, 01/09/2025		1,220		1,242
7.500%, 02/15/2028		1,240		1,297
2.950%, 04/09/2025		520		494
Credit Suisse NY MTN
3.700%, 02/21/2025		1,320		1,272
CTR Partnership
3.875%, 06/30/2028 (D)		90		77
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D)		1,115		1,113
5.375%, 01/12/2024 (D)		650		647
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D)		220		211
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D)		250		250
4.375%, 06/12/2028 (D)		200		184
Deutsche Bank NY
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B)		1,178		845
DNB Bank
1.605%, H15T1Y + 0.680%, 03/30/2028 (B)(D)		2,065		1,774
F&G Global Funding
1.750%, 06/30/2026 (D)		810		715
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,021		953
7.050%, 07/15/2028 (D)		1,000		992
Farmers Exchange Capital II
6.151%, US0003M + 3.744%, 11/01/2053 (B)(D)		1,650		1,531
Federal Realty Investment Trust
3.950%, 01/15/2024		359		357

190

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fiserv
5.625%, 08/21/2033	$	1,157	$	1,121
5.600%, 03/02/2033		1,463		1,418
5.375%, 08/21/2028		882		871
Goldman Sachs Capital II
6.439%, TSFR3M + 1.029%(B)(F)		10		8
Goldman Sachs Group
6.750%, 10/01/2037		30		30
6.250%, 02/01/2041		1,050		1,059
5.150%, 05/22/2045		820		703
4.750%, 10/21/2045		370		311
4.250%, 10/21/2025		850		819
4.223%, TSFR3M + 1.563%, 05/01/2029 (B)		1,300		1,202
3.814%, TSFR3M + 1.420%, 04/23/2029 (B)		350		318
3.750%, 02/25/2026		345		328
3.691%, TSFR3M + 1.772%, 06/05/2028 (B)		380		350
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B)		170		157
3.500%, 04/01/2025		540		520
3.500%, 11/16/2026		900		837
3.272%, TSFR3M + 1.463%, 09/29/2025 (B)		1,130		1,095
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)		120		81
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B)		260		168
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)		1,305		1,007
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)		4,535		3,454
1.948%, SOFRRATE + 0.913%, 10/21/2027 (B)		95		84
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B)		5,645		4,943
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B)		1,150		1,024
1.217%, 12/06/2023		2,710		2,688
0.925%, SOFRRATE + 0.486%, 10/21/2024 (B)		1,370		1,359
Goldman Sachs Group MTN
4.000%, 03/03/2024		690		684
3.850%, 07/08/2024		330		325
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		190		174
Healthcare Realty Holdings
3.875%, 05/01/2025		15		14
2.400%, 03/15/2030		170		131
HSBC Bank USA
7.000%, 01/15/2039		275		283

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B)	$	902	$	866
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B)		1,535		1,516
4.762%, SOFRRATE + 2.530%, 03/29/2033 (B)		420		358
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B)		220		208
4.583%, TSFR3M + 1.796%, 06/19/2029 (B)		260		240
4.375%, 11/23/2026		345		327
4.300%, 03/08/2026		1,710		1,642
4.250%, 03/14/2024		510		505
4.250%, 08/18/2025		560		539
3.973%, TSFR3M + 1.872%, 05/22/2030 (B)		860		756
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B)		395		306
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B)		370		284
2.206%, SOFRRATE + 1.285%, 08/17/2029 (B)		295		243
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B)		2,640		2,461
2.013%, SOFRRATE + 1.732%, 09/22/2028 (B)		2,785		2,364
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B)		330		307
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B)		815		719
ILFC E-Capital Trust II
7.459%, 12/21/2065 (B)(D)		400		301
ING Groep
6.114%, SOFRRATE + 2.090%, 09/11/2034 (B)		605		588
6.083%, SOFRRATE + 1.560%, 09/11/2027 (B)		878		874
Intercontinental Exchange
4.950%, 06/15/2052		150		130
4.600%, 03/15/2033		710		651
1.850%, 09/15/2032		1,470		1,075
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (D)		2,320		2,265
Invitation Homes Operating Partnership
2.000%, 08/15/2031		1,548		1,146
Jackson Financial
3.125%, 11/23/2031		1,405		1,077
JPMorgan Chase
8.750%, 09/01/2030		970		1,121
6.184%, TSFR3M + 0.812%, 02/01/2027 (B)		1,590		1,496

SEI Institutional Managed Trust

191

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B)	$	1,910	$	1,858
4.950%, 06/01/2045		430		368
4.452%, TSFR3M + 1.592%, 12/05/2029 (B)		300		280
4.260%, TSFR3M + 1.842%, 02/22/2048 (B)		84		65
4.250%, 10/01/2027		720		683
4.203%, TSFR3M + 1.522%, 07/23/2029 (B)		800		741
4.023%, TSFR3M + 1.262%, 12/05/2024 (B)		1,480		1,473
3.882%, TSFR3M + 1.622%, 07/24/2038 (B)		325		260
3.875%, 09/10/2024		1,140		1,117
3.625%, 05/13/2024		230		227
3.625%, 12/01/2027		230		212
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)		130		81
2.956%, TSFR3M + 2.515%, 05/13/2031 (B)		300		247
2.950%, 10/01/2026		377		349
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B)		650		590
2.739%, TSFR3M + 1.510%, 10/15/2030 (B)		855		715
2.580%, TSFR3M + 1.250%, 04/22/2032 (B)		165		130
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B)		1,380		1,068
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B)		450		365
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B)		1,190		1,141
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B)		830		779
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B)		1,285		1,083
2.005%, TSFR3M + 1.585%, 03/13/2026 (B)		660		622
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B)		3,020		2,290
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B)		5,190		4,632
1.561%, SOFRRATE + 0.605%, 12/10/2025 (B)		2,070		1,956
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B)		400		360
1.040%, TSFR3M + 0.695%, 02/04/2027 (B)		115		102
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		3,475		3,335

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KeyBank MTN
5.000%, 01/26/2033	$	696	$	586
KKR Group Finance II
5.500%, 02/01/2043 (D)(E)		80		70
Lloyds Banking Group
4.976%, H15T1Y + 2.300%, 08/11/2033 (B)		1,790		1,588
4.375%, 03/22/2028		390		364
4.344%, 01/09/2048		200		137
3.870%, H15T1Y + 3.500%, 07/09/2025 (B)		1,190		1,167
1.627%, H15T1Y + 0.850%, 05/11/2027 (B)		2,000		1,774
Macquarie Group
4.442%, SOFRRATE + 2.405%, 06/21/2033 (B)(D)		330		281
1.340%, SOFRRATE + 1.069%, 01/12/2027 (B)(D)		1,590		1,423
Macquarie Group MTN
5.033%, US0003M + 1.750%, 01/15/2030 (B)(D)		635		606
2.871%, SOFRRATE + 1.532%, 01/14/2033 (B)(D)		545		412
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (D)		88		54
Mercury General
4.400%, 03/15/2027		935		872
MetLife
6.400%, 12/15/2036		420		410
5.700%, 06/15/2035		15		15
5.375%, 07/15/2033		1,267		1,218
MetLife Capital Trust IV
7.875%, 12/15/2037 (D)		800		828
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)		1,955		1,834
Metropolitan Life Global Funding I MTN
5.150%, 03/28/2033 (D)		700		663
5.000%, 01/06/2026 (D)		660		652
Mitsubishi UFJ Financial Group
5.719%, H15T1Y + 1.080%, 02/20/2026 (B)		1,760		1,749
5.063%, H15T1Y + 1.550%, 09/12/2025 (B)		1,620		1,602
4.080%, H15T1Y + 1.300%, 04/19/2028 (B)		400		376
3.837%, H15T1Y + 1.125%, 04/17/2026 (B)		380		367
Morgan Stanley
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B)		1,028		1,034
5.948%, H15T5Y + 2.430%, 01/19/2038 (B)		585		547

192

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B)	$	1,264	$	1,232
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B)		298		287
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B)		1,040		755
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B)		770		685
Morgan Stanley MTN
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)		2,676		2,485
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B)		298		287
4.431%, TSFR3M + 1.890%, 01/23/2030 (B)		10		9
3.971%, US0003M + 1.455%, 07/22/2038 (B)		119		94
3.772%, TSFR3M + 1.402%, 01/24/2029 (B)		1,985		1,810
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B)		1,920		1,654
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B)		520		425
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)		2,170		1,660
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)		150		113
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B)		1,300		1,221
1.928%, SOFRRATE + 1.020%, 04/28/2032 (B)		850		631
1.794%, SOFRRATE + 1.034%, 02/13/2032 (B)		2,350		1,740
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B)		555		491
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B)		4,860		4,588
Nasdaq
5.550%, 02/15/2034		1,080		1,031
National Securities Clearing
1.500%, 04/23/2025 (D)		330		310
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)		1,375		1,230
Nationwide Mutual Insurance
7.961%, US0003M + 2.290%, 12/15/2024 (B)(D)		3,735		3,735
NatWest Group
7.472%, H15T1Y + 2.850%, 11/10/2026 (B)		1,085		1,107
4.892%, US0003M + 1.754%, 05/18/2029 (B)		200		187

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.269%, US0003M + 1.762%, 03/22/2025 (B)	$	815	$	806
1.642%, H15T1Y + 0.900%, 06/14/2027 (B)		920		813
New York Life Global Funding
0.950%, 06/24/2025 (D)		340		313
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		1,112		709
Park Aerospace Holdings
5.500%, 02/15/2024 (D)		212		211
Physicians Realty
2.625%, 11/01/2031		700		527
PNC Bank
3.875%, 04/10/2025		430		415
PNC Financial Services Group
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B)		1,045		1,014
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		250		248
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B)		2,315		2,246
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B)		1,375		1,247
Principal Life Global Funding II
2.250%, 11/21/2024 (D)		1,465		1,403
1.250%, 06/23/2025 (D)		160		148
Prospect Capital
3.706%, 01/22/2026		395		357
Prudential Financial MTN
5.625%, 05/12/2041		10		9
Royal Bank of Canada MTN
1.150%, 06/10/2025		460		425
S&P Global
5.250%, 09/15/2033 (D)		439		428
Santander Holdings USA
6.565%, SOFRRATE + 2.700%, 06/12/2029 (B)		382		373
6.499%, SOFRRATE + 2.356%, 03/09/2029 (B)		697		680
4.500%, 07/17/2025		80		77
Santander UK Group Holdings
4.796%, US0003M + 1.570%, 11/15/2024 (B)		3,050		3,044
2.896%, SOFRRATE + 1.475%, 03/15/2032 (B)		610		471
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B)		510		444
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B)		445		389
1.532%, H15T1Y + 1.250%, 08/21/2026 (B)		235		213
1.089%, SOFRRATE + 0.787%, 03/15/2025 (B)		2,475		2,408

SEI Institutional Managed Trust

193

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Scentre Group Trust 1
3.625%, 01/28/2026 (D)	$	635	$	603
Societe Generale MTN
7.367%, 01/10/2053 (D)		520		472
2.625%, 01/22/2025 (D)		735		699
State Street
3.300%, 12/16/2024		70		68
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		124		130
4.900%, 09/15/2044 (D)		240		202
3.300%, 05/15/2050 (D)		2,455		1,552
The Vanguard Group
3.050%, 08/22/2050		670		383
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		1,420		1,273
2.800%, 03/10/2027		1,300		1,182
1.150%, 06/12/2025		460		426
Truist Financial MTN
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B)		968		957
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)		1,590		1,531
Trust Fibra Uno
6.390%, 01/15/2050 (D)		344		263
UBS
5.650%, 09/11/2028		849		835
UBS MTN
4.500%, 06/26/2048 (D)		440		365
UBS Group
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D)		3,418		3,947
7.000%, USSW5 + 4.344%(B)(D)(F)		1,640		1,616
6.537%, SOFRRATE + 3.920%, 08/12/2033 (B)(D)		5,860		5,792
6.442%, SOFRRATE + 3.700%, 08/11/2028 (B)(D)		762		761
6.373%, SOFRRATE + 3.340%, 07/15/2026 (B)(D)		605		603
6.327%, H15T1Y + 1.600%, 12/22/2027 (B)(D)		406		405
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D)		457		446
6.246%, H15T1Y + 1.800%, 09/22/2029 (B)(D)		605		599
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D)		360		340
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D)		320		310
4.282%, 01/09/2028 (D)		875		804
4.253%, 03/23/2028 (D)		350		322
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D)		1,200		1,048

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 09/24/2025 (D)	$	200	$	192
3.750%, 03/26/2025		1,085		1,044
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D)		1,875		1,481
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D)		210		159
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D)		960		924
2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D)		1,070		995
1.494%, H15T1Y + 0.850%, 08/10/2027 (B)(D)		610		532
1.305%, SOFRINDX + 0.980%, 02/02/2027 (B)(D)		2,825		2,505
US Bancorp
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)		1,065		1,008
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)		810		764
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B)		490		477
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B)		185		184
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)		1,905		1,677
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B)		1,850		1,731
1.450%, 05/12/2025 (E)		780		728
US Bancorp MTN
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B)		70		62
WEA Finance
4.750%, 09/17/2044 (D)		230		147
3.750%, 09/17/2024 (D)		990		952
Wells Fargo
7.950%, 11/15/2029		495		526
6.070%, TSFR3M + 0.762%, 01/15/2027 (B)		1,200		1,137
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B)		450		421
5.375%, 11/02/2043		400		347
3.000%, 10/23/2026		1,030		946
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B)		2,760		2,591
Wells Fargo MTN
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B)		1,392		1,358
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)		1,066		1,009
5.013%, TSFR3M + 4.502%, 04/04/2051 (B)		4,075		3,424
4.900%, 11/17/2045		909		729

194

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B)	$	3,803	$	3,442
4.750%, 12/07/2046		700		546
4.650%, 11/04/2044		261		203
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B)		298		233
4.478%, TSFR3M + 4.032%, 04/04/2031 (B)		1,880		1,706
4.400%, 06/14/2046		1,370		1,014
4.150%, 01/24/2029		1,010		927
3.750%, 01/24/2024		250		248
3.584%, TSFR3M + 1.572%, 05/22/2028 (B)		515		472
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B)		3,275		3,008
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		4,775		3,860
3.196%, TSFR3M + 1.432%, 06/17/2027 (B)		1,550		1,439
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)		20		17
2.406%, TSFR3M + 1.087%, 10/30/2025 (B)		1,005		963
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B)		75		66
2.164%, TSFR3M + 1.012%, 02/11/2026 (B)		1,695		1,600
Westpac Banking
2.668%, H15T5Y + 1.750%, 11/15/2035 (B)		420		315
Willis North America
5.350%, 05/15/2033		1,600		1,493
				382,371
Health Care — 2.8%
Abbott Laboratories
4.900%, 11/30/2046		470		428
4.750%, 11/30/2036		861		818
1.400%, 06/30/2030		677		538
AbbVie
4.875%, 11/14/2048		70		61
4.625%, 10/01/2042		38		32
4.550%, 03/15/2035		748		680
4.500%, 05/14/2035		656		593
4.450%, 05/14/2046		198		162
4.300%, 05/14/2036		427		374
4.250%, 11/21/2049		3,229		2,556
4.050%, 11/21/2039		318		260
3.800%, 03/15/2025		460		447
3.750%, 11/14/2023		100		100
3.600%, 05/14/2025		210		203
3.200%, 11/21/2029		2,143		1,891
2.950%, 11/21/2026		380		353

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.600%, 11/21/2024	$	1,820	$	1,755
Aetna
3.875%, 08/15/2047		90		63
Alcon Finance
3.000%, 09/23/2029 (D)		1,975		1,700
Amgen
6.375%, 06/01/2037		910		929
5.750%, 03/02/2063		448		413
5.650%, 03/02/2053		3,064		2,868
5.250%, 03/02/2025		1,501		1,490
5.250%, 03/02/2033		1,075		1,028
5.150%, 11/15/2041		332		293
4.875%, 03/01/2053		970		807
4.663%, 06/15/2051		269		218
4.400%, 05/01/2045		375		297
3.625%, 05/22/2024		130		128
3.150%, 02/21/2040		190		134
2.770%, 09/01/2053		263		146
2.000%, 01/15/2032		1,515		1,150
Astrazeneca Finance
4.900%, 03/03/2030		901		878
4.875%, 03/03/2028		659		647
Bausch Health
7.250%, 05/30/2029 (D)(E)		170		68
6.250%, 02/15/2029 (D)		500		197
5.500%, 11/01/2025 (D)		20		18
Bayer US Finance
3.375%, 10/08/2024 (D)		800		779
Bayer US Finance II
4.875%, 06/25/2048 (D)		1,795		1,431
4.700%, 07/15/2064 (D)		210		151
4.625%, 06/25/2038 (D)		420		345
4.375%, 12/15/2028 (D)		4,578		4,255
4.250%, 12/15/2025 (D)		520		501
Becton Dickinson
4.685%, 12/15/2044		264		222
3.734%, 12/15/2024		287		280
3.700%, 06/06/2027		121		113
3.363%, 06/06/2024		758		745
Bristol-Myers Squibb
4.550%, 02/20/2048		129		108
4.350%, 11/15/2047		51		41
3.400%, 07/26/2029		124		112
3.200%, 06/15/2026		506		480
2.900%, 07/26/2024		785		767
Centene
4.625%, 12/15/2029		390		351
4.250%, 12/15/2027		260		240
3.375%, 02/15/2030		230		192
3.000%, 10/15/2030		3,073		2,479
2.625%, 08/01/2031		40		30

SEI Institutional Managed Trust

195

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cigna Group
4.900%, 12/15/2048	$	830	$	700
4.800%, 08/15/2038		500		440
4.375%, 10/15/2028		810		766
4.125%, 11/15/2025		290		281
3.400%, 03/01/2027		380		354
3.400%, 03/15/2050		120		79
3.400%, 03/15/2051		588		385
CommonSpirit Health
4.350%, 11/01/2042		110		89
2.782%, 10/01/2030		1,135		934
CVS Health
5.125%, 02/21/2030		1,375		1,322
5.125%, 07/20/2045		670		564
5.050%, 03/25/2048		2,370		1,969
5.000%, 02/20/2026		1,295		1,275
4.780%, 03/25/2038		565		487
4.300%, 03/25/2028		809		766
4.250%, 04/01/2050		30		22
4.125%, 04/01/2040		160		124
3.875%, 07/20/2025		515		498
3.750%, 04/01/2030		540		477
3.625%, 04/01/2027		360		336
2.700%, 08/21/2040		500		315
2.125%, 09/15/2031		370		283
1.875%, 02/28/2031		110		84
CVS Pass-Through Trust
5.926%, 01/10/2034 (D)		61		58
DH Europe Finance II Sarl
2.200%, 11/15/2024		740		711
Elevance Health
4.625%, 05/15/2042		41		34
4.550%, 05/15/2052		250		202
4.100%, 05/15/2032		270		241
3.650%, 12/01/2027		220		204
3.500%, 08/15/2024		90		88
3.350%, 12/01/2024		1,425		1,383
Eli Lilly
4.950%, 02/27/2063		209		189
4.700%, 02/27/2033		301		290
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)		1,345		1,173
Gilead Sciences
5.650%, 12/01/2041		35		34
4.750%, 03/01/2046		380		325
4.500%, 02/01/2045		10		8
3.700%, 04/01/2024		410		406
3.650%, 03/01/2026		460		440
2.600%, 10/01/2040		468		309
HCA
5.900%, 06/01/2053		1,052		947
5.875%, 02/01/2029		410		403

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.625%, 09/01/2028	$	60	$	59
5.500%, 06/15/2047		965		824
5.375%, 02/01/2025		160		158
5.375%, 09/01/2026		155		152
5.250%, 04/15/2025		820		810
5.250%, 06/15/2026		650		636
5.250%, 06/15/2049		2,150		1,766
5.200%, 06/01/2028		181		175
4.625%, 03/15/2052		288		216
4.500%, 02/15/2027		20		19
3.625%, 03/15/2032		693		575
3.500%, 09/01/2030		1,630		1,379
3.500%, 07/15/2051		672		420
2.375%, 07/15/2031		945		723
Humana
4.950%, 10/01/2044		60		50
4.800%, 03/15/2047		30		25
4.625%, 12/01/2042		170		139
4.500%, 04/01/2025		80		79
3.950%, 03/15/2027		70		66
3.700%, 03/23/2029		3,205		2,924
2.150%, 02/03/2032		130		98
Johnson & Johnson
3.700%, 03/01/2046		170		132
3.625%, 03/03/2037		260		219
3.500%, 01/15/2048		92		70
3.400%, 01/15/2038		173		140
2.625%, 01/15/2025		86		83
2.450%, 09/01/2060		655		363
Medtronic
4.625%, 03/15/2045		9		8
Merck
5.150%, 05/17/2063		228		208
5.000%, 05/17/2053		1,098		999
4.500%, 05/17/2033		152		142
1.450%, 06/24/2030		300		235
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		576
Pfizer
4.000%, 12/15/2036		815		703
2.625%, 04/01/2030		440		376
1.700%, 05/28/2030		420		337
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		590		539
5.300%, 05/19/2053		2,101		1,952
4.750%, 05/19/2033		3,683		3,482
Royalty Pharma
1.200%, 09/02/2025		535		486
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		774
Takeda Pharmaceutical
4.400%, 11/26/2023		933		931

196

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tenet Healthcare
4.375%, 01/15/2030	$	20	$	17
Teva Pharmaceutical Finance Netherlands III BV
8.125%, 09/15/2031		200		207
7.125%, 01/31/2025		390		391
5.125%, 05/09/2029		1,780		1,609
4.750%, 05/09/2027		200		184
3.150%, 10/01/2026		1,580		1,408
UnitedHealth Group
5.875%, 02/15/2053		1,638		1,644
5.800%, 03/15/2036		280		284
5.200%, 04/15/2063		311		278
4.625%, 07/15/2035		523		483
4.450%, 12/15/2048		90		74
4.250%, 04/15/2047		450		358
4.250%, 06/15/2048		110		88
4.200%, 05/15/2032		290		265
4.000%, 05/15/2029		992		928
3.875%, 12/15/2028		170		160
3.875%, 08/15/2059		360		256
3.700%, 08/15/2049		150		108
3.125%, 05/15/2060		50		30
3.050%, 05/15/2041		141		99
2.300%, 05/15/2031		80		65
2.000%, 05/15/2030		140		113
1.250%, 01/15/2026		170		155
Universal Health Services
1.650%, 09/01/2026		685		604
Viatris
4.000%, 06/22/2050		505		305
Wyeth
5.950%, 04/01/2037		470		483
				92,984
Industrials — 2.4%
3M
3.700%, 04/15/2050 (E)		660		470
3.050%, 04/15/2030 (E)		90		78
2.375%, 08/26/2029 (E)		390		326
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (D)		248		186
AerCap Ireland Capital DAC
3.500%, 01/15/2025		232		224
3.300%, 01/30/2032		4,118		3,273
3.150%, 02/15/2024		560		554
3.000%, 10/29/2028		3,515		3,014
2.450%, 10/29/2026		3,530		3,162
1.650%, 10/29/2024		1,395		1,327
1.150%, 10/29/2023		1,865		1,858
Air Lease
5.300%, 02/01/2028		450		435

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 04/01/2027	$	221	$	200
3.625%, 12/01/2027		216		195
3.375%, 07/01/2025		310		295
3.250%, 03/01/2025		1,645		1,574
Air Lease MTN
2.300%, 02/01/2025		355		336
Allied Universal Holdco
6.625%, 07/15/2026 (D)		20		19
Boeing
5.930%, 05/01/2060		160		144
5.805%, 05/01/2050		1,911		1,730
5.705%, 05/01/2040		690		637
5.150%, 05/01/2030		940		898
4.875%, 05/01/2025		2,075		2,039
3.750%, 02/01/2050		941		639
3.625%, 03/01/2048		23		15
3.550%, 03/01/2038		196		144
3.250%, 02/01/2035		1,541		1,185
3.200%, 03/01/2029		490		430
3.100%, 05/01/2026		160		149
2.800%, 03/01/2027		190		172
2.700%, 02/01/2027		140		127
2.196%, 02/04/2026		1,957		1,797
1.433%, 02/04/2024		2,065		2,032
Builders FirstSource
4.250%, 02/01/2032 (D)		80		66
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		99
5.400%, 06/01/2041		50		47
4.450%, 01/15/2053		120		99
4.150%, 12/15/2048		150		118
4.050%, 06/15/2048		124		96
2.875%, 06/15/2052		120		74
Canadian Pacific Railway
6.125%, 09/15/2115		44		43
1.750%, 12/02/2026		129		115
1.350%, 12/02/2024		670		635
Carrier Global
3.577%, 04/05/2050		30		20
Cintas No. 2
4.000%, 05/01/2032		1,190		1,073
3.700%, 04/01/2027		400		379
Crowley Conro
4.181%, 08/15/2043		395		361
Deere
3.750%, 04/15/2050 (E)		530		419
3.100%, 04/15/2030		100		88
Delta Air Lines
7.375%, 01/15/2026		580		587
4.750%, 10/20/2028 (D)		1,432		1,361
4.500%, 10/20/2025 (D)		367		357
4.375%, 04/19/2028		153		140

SEI Institutional Managed Trust

197

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.900%, 10/28/2024	$	60	$	58
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,282		2,865
DP World MTN
5.625%, 09/25/2048 (D)		990		876
Eaton
7.625%, 04/01/2024		75		76
4.150%, 11/02/2042		140		114
Emerson Electric
2.800%, 12/21/2051		280		170
Equifax
2.600%, 12/15/2025		255		237
General Dynamics
4.250%, 04/01/2040		880		747
4.250%, 04/01/2050		200		164
3.500%, 05/15/2025		60		58
3.250%, 04/01/2025		160		155
General Electric MTN
6.106%, TSFR3M + 0.742%, 08/15/2036 (B)		2,400		2,142
GFL Environmental
4.250%, 06/01/2025 (D)		250		240
H&E Equipment Services
3.875%, 12/15/2028 (D)		80		68
Ingersoll Rand
5.700%, 08/14/2033		591		570
John Deere Capital MTN
5.150%, 09/08/2026		1,025		1,022
5.150%, 09/08/2033		1,025		1,002
4.950%, 07/14/2028		895		883
4.700%, 06/10/2030		938		902
4.150%, 09/15/2027		1,419		1,367
L3Harris Technologies
5.400%, 01/15/2027		1,046		1,037
5.400%, 07/31/2033		2,122		2,040
5.054%, 04/27/2045		180		156
4.854%, 04/27/2035		80		73
Lockheed Martin
4.750%, 02/15/2034		1,078		1,021
4.500%, 05/15/2036		90		82
4.150%, 06/15/2053		1,220		962
4.070%, 12/15/2042		91		75
3.900%, 06/15/2032		230		206
Mileage Plus Holdings
6.500%, 06/20/2027 (D)		382		379
Northrop Grumman
5.250%, 05/01/2050		350		323
4.400%, 05/01/2030		345		323
4.030%, 10/15/2047		192		147
3.250%, 01/15/2028		1,074		985
2.930%, 01/15/2025		810		781

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Otis Worldwide
3.112%, 02/15/2040	$	335	$	239
2.056%, 04/05/2025		220		208
Parker-Hannifin
4.250%, 09/15/2027		760		726
2.700%, 06/14/2024		400		391
Prime Security Services Borrower
5.750%, 04/15/2026 (D)		320		311
Protective Life Global Funding
1.618%, 04/15/2026 (D)		2,170		1,948
Quanta Services
0.950%, 10/01/2024		537		508
Republic Services
5.000%, 04/01/2034		452		428
4.875%, 04/01/2029		452		439
3.950%, 05/15/2028		335		315
1.450%, 02/15/2031		1,650		1,240
RTX Corp
5.375%, 02/27/2053		353		319
4.625%, 11/16/2048		51		41
4.500%, 06/01/2042		320		262
4.450%, 11/16/2038		63		53
4.150%, 05/15/2045		59		45
4.125%, 11/16/2028		280		261
3.950%, 08/16/2025		190		184
3.150%, 12/15/2024		200		194
3.030%, 03/15/2052		430		259
2.250%, 07/01/2030		420		338
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)		1,120		1,011
Spirit Loyalty Cayman
8.000%, 09/20/2025 (D)		375		375
Union Pacific
3.839%, 03/20/2060		1,030		722
3.750%, 07/15/2025		340		329
3.750%, 02/05/2070		230		154
3.375%, 02/14/2042		323		237
3.250%, 02/05/2050		480		323
2.891%, 04/06/2036		1,595		1,208
2.800%, 02/14/2032		389		321
2.375%, 05/20/2031		286		232
United Airlines
4.625%, 04/15/2029 (D)		510		438
4.375%, 04/15/2026 (D)		300		278
United Airlines Class A Pass Through Trust
5.800%, 01/15/2036		2,100		2,041
United Parcel Service
5.200%, 04/01/2040 (E)		240		228
United Rentals North America
4.875%, 01/15/2028		150		140
3.875%, 11/15/2027		100		91
3.875%, 02/15/2031		920		765

198

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 01/15/2032	$	300	$	242
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		408		393
Veralto
5.500%, 09/18/2026 (D)		568		565
Vertiv Group
4.125%, 11/15/2028 (D)		140		123
Waste Management
4.875%, 02/15/2029		892		872
4.875%, 02/15/2034		892		844
				78,788
Information Technology — 1.7%
Apple
4.850%, 05/10/2053		151		138
4.375%, 05/13/2045		360		311
4.150%, 05/10/2030		449		428
3.950%, 08/08/2052		423		332
3.200%, 05/13/2025		64		62
3.200%, 05/11/2027		232		218
2.650%, 05/11/2050		236		144
2.650%, 02/08/2051		184		112
2.450%, 08/04/2026		1,410		1,310
2.375%, 02/08/2041		218		146
Broadcom
4.926%, 05/15/2037 (D)		929		801
4.150%, 11/15/2030		370		328
3.469%, 04/15/2034 (D)		301		236
3.419%, 04/15/2033 (D)		529		423
3.187%, 11/15/2036 (D)		10		7
3.150%, 11/15/2025		352		333
3.137%, 11/15/2035 (D)		1,960		1,429
2.600%, 02/15/2033 (D)		962		717
2.450%, 02/15/2031 (D)		471		368
CommScope
6.000%, 03/01/2026 (D)		200		187
4.750%, 09/01/2029 (D)		140		103
Corning
5.450%, 11/15/2079		570		479
Dell International
6.020%, 06/15/2026		39		39
Global Payments
4.450%, 06/01/2028		1,845		1,710
Intel
5.900%, 02/10/2063		420		398
5.700%, 02/10/2053		298		279
5.625%, 02/10/2043		172		164
5.125%, 02/10/2030		320		314
4.750%, 03/25/2050		170		140
3.700%, 07/29/2025		223		216
3.050%, 08/12/2051		270		164

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 08/12/2041	$	259	$	170
1.600%, 08/12/2028		540		457
International Business Machines
3.000%, 05/15/2024		1,510		1,484
Intuit
5.500%, 09/15/2053		586		562
5.250%, 09/15/2026		1,466		1,463
5.200%, 09/15/2033		1,320		1,285
5.125%, 09/15/2028		1,319		1,305
KLA
3.300%, 03/01/2050		246		163
Kyndryl Holdings
2.050%, 10/15/2026		1,350		1,178
Marvell Technology
5.950%, 09/15/2033		440		432
5.750%, 02/15/2029		440		436
1.650%, 04/15/2026		1,030		931
Mastercard
3.850%, 03/26/2050		80		62
3.375%, 04/01/2024		80		79
Micron Technology
5.875%, 02/09/2033		416		397
5.375%, 04/15/2028		1,509		1,457
3.477%, 11/01/2051		147		90
Microsoft
4.100%, 02/06/2037		251		227
3.625%, 12/15/2023		89		89
3.450%, 08/08/2036		710		599
3.300%, 02/06/2027		480		455
3.041%, 03/17/2062		199		126
2.921%, 03/17/2052		365		239
2.875%, 02/06/2024		1,010		1,001
2.700%, 02/12/2025		250		241
2.525%, 06/01/2050		546		333
NVIDIA
3.700%, 04/01/2060		310		227
3.500%, 04/01/2040		430		338
3.500%, 04/01/2050		1,150		838
2.850%, 04/01/2030		230		201
NXP BV
4.400%, 06/01/2027		325		308
3.250%, 05/11/2041		294		198
2.700%, 05/01/2025		280		266
2.500%, 05/11/2031		299		233
Open Text Holdings
4.125%, 02/15/2030 (D)		20		17
4.125%, 12/01/2031 (D)		30		24
Oracle
6.900%, 11/09/2052		1,105		1,138
5.550%, 02/06/2053		401		351
4.650%, 05/06/2030		330		309
4.375%, 05/15/2055		181		130

SEI Institutional Managed Trust

199

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 07/15/2046	$	523	$	369
3.950%, 03/25/2051		2,971		2,037
3.900%, 05/15/2035		1,720		1,406
3.800%, 11/15/2037		2,255		1,721
3.650%, 03/25/2041		800		571
3.600%, 04/01/2040		915		661
3.600%, 04/01/2050		410		265
2.950%, 11/15/2024		315		305
2.950%, 04/01/2030		860		724
2.875%, 03/25/2031		1,200		980
1.650%, 03/25/2026		890		806
PayPal Holdings
2.300%, 06/01/2030 (E)		1,770		1,447
1.650%, 06/01/2025		400		374
Prosus
3.832%, 02/08/2051 (D)		320		177
Prosus MTN
4.027%, 08/03/2050 (D)		730		418
3.061%, 07/13/2031 (D)		2,100		1,559
QUALCOMM
6.000%, 05/20/2053		679		689
Roper Technologies
1.000%, 09/15/2025		420		384
Salesforce
3.700%, 04/11/2028		670		632
Sprint
7.125%, 06/15/2024		1,015		1,021
Sprint Capital
8.750%, 03/15/2032		1,310		1,515
Tencent Holdings MTN
3.975%, 04/11/2029 (D)		600		545
3.840%, 04/22/2051 (D)		675		430
3.680%, 04/22/2041 (D)		680		470
Texas Instruments
5.050%, 05/18/2063		451		400
5.000%, 03/14/2053		752		681
4.900%, 03/14/2033		599		579
4.150%, 05/15/2048		300		242
1.750%, 05/04/2030		290		235
TSMC Global
1.375%, 09/28/2030 (D)		1,365		1,041
Visa
4.300%, 12/14/2045		690		584
3.650%, 09/15/2047		235		178
3.150%, 12/14/2025		670		640
VMware
4.700%, 05/15/2030		541		498
1.400%, 08/15/2026		876		773
1.000%, 08/15/2024		937		898

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vontier
1.800%, 04/01/2026	$	495	$	443
				58,573
Materials — 0.8%
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,290
Anglo American Capital
5.500%, 05/02/2033 (D)		409		383
4.750%, 04/10/2027 (D)		720		690
4.750%, 03/16/2052 (D)		850		645
4.000%, 09/11/2027 (D)		200		187
3.625%, 09/11/2024 (D)		710		693
ArcelorMittal
7.000%, 10/15/2039		120		120
Ball
3.125%, 09/15/2031		370		290
Barrick North America Finance
5.750%, 05/01/2043		290		279
5.700%, 05/30/2041		509		487
Berry Global
1.650%, 01/15/2027		2,985		2,566
BHP Billiton Finance USA
5.000%, 09/30/2043		410		370
4.875%, 02/27/2026		1,503		1,482
4.125%, 02/24/2042		40		32
Celanese US Holdings
6.550%, 11/15/2030		1,510		1,477
6.050%, 03/15/2025		345		344
Dow Chemical
5.250%, 11/15/2041		25		22
4.800%, 05/15/2049		360		289
DuPont de Nemours
4.493%, 11/15/2025		830		810
First Quantum Minerals
8.625%, 06/01/2031 (D)		200		199
6.875%, 10/15/2027 (D)		220		211
Freeport-McMoRan
5.450%, 03/15/2043		785		670
4.625%, 08/01/2030		180		162
4.550%, 11/14/2024		40		39
Glencore Finance Canada
6.900%, 11/15/2037 (D)		311		313
6.000%, 11/15/2041 (D)		109		100
5.550%, 10/25/2042 (D)		135		117
Glencore Funding
6.500%, 10/06/2033 (D)		880		878
4.125%, 03/12/2024 (D)		1,340		1,329
4.000%, 03/27/2027 (D)		1,200		1,126
3.875%, 10/27/2027 (D)		220		204
International Flavors & Fragrances
5.000%, 09/26/2048		1,535		1,144

200

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 06/01/2047	$	230	$	154
3.468%, 12/01/2050 (D)		55		32
3.268%, 11/15/2040 (D)		135		85
2.300%, 11/01/2030 (D)		1,570		1,181
MEGlobal BV MTN
4.250%, 11/03/2026 (D)		480		456
OCP
5.125%, 06/23/2051 (D)		360		238
4.500%, 10/22/2025 (D)		400		384
3.750%, 06/23/2031 (D)(E)		410		323
Orbia Advance
2.875%, 05/11/2031 (D)		780		607
1.875%, 05/11/2026 (D)		820		730
Southern Copper
5.250%, 11/08/2042 (E)		2,220		1,919
Suzano Austria GmbH
3.750%, 01/15/2031		1,400		1,151
3.125%, 01/15/2032		70		54
Teck Resources
6.250%, 07/15/2041		5		4
6.000%, 08/15/2040		30		27
Vale Overseas
6.875%, 11/21/2036		874		879
6.250%, 08/10/2026		32		33
				28,205
Real Estate — 1.0%
Agree
2.600%, 06/15/2033		128		93
2.000%, 06/15/2028		564		467
American Assets Trust
3.375%, 02/01/2031		1,370		1,025
American Homes 4 Rent
4.300%, 04/15/2052		756		547
3.625%, 04/15/2032		2,057		1,702
American Tower
5.900%, 11/15/2033		880		859
5.800%, 11/15/2028		733		727
5.650%, 03/15/2033		590		567
5.550%, 07/15/2033		1,280		1,220
5.500%, 03/15/2028		600		589
2.950%, 01/15/2051		150		85
2.700%, 04/15/2031		1,650		1,308
1.875%, 10/15/2030		1,430		1,082
AvalonBay Communities MTN
2.450%, 01/15/2031		1,155		932
Boston Properties
3.400%, 06/21/2029		720		603
Brandywine Operating Partnership
3.950%, 11/15/2027		17		14
Brixmor Operating Partnership
2.500%, 08/16/2031		496		375

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Camden Property Trust
2.800%, 05/15/2030	$	265	$	224
Crown Castle
5.000%, 01/11/2028		1,004		970
4.800%, 09/01/2028		296		281
3.800%, 02/15/2028		297		272
3.650%, 09/01/2027		410		376
2.900%, 04/01/2041		299		192
1.050%, 07/15/2026		809		710
Equinix
3.900%, 04/15/2032		1,715		1,465
Essential Properties
2.950%, 07/15/2031		805		587
Essex Portfolio
2.550%, 06/15/2031		268		208
Extra Space Storage
3.900%, 04/01/2029		226		203
3.875%, 12/15/2027		5		4
2.550%, 06/01/2031		735		572
2.400%, 10/15/2031		525		402
2.350%, 03/15/2032		340		257
2.200%, 10/15/2030		371		288
GLP Capital
5.375%, 04/15/2026		1,690		1,639
5.250%, 06/01/2025		80		78
4.000%, 01/15/2030		223		189
4.000%, 01/15/2031		50		42
3.250%, 01/15/2032		1,211		940
Healthcare Realty Holdings
3.625%, 01/15/2028		115		102
3.100%, 02/15/2030		1,645		1,370
2.050%, 03/15/2031		273		197
Hudson Pacific Properties
4.650%, 04/01/2029		580		437
3.950%, 11/01/2027		1,401		1,106
Invitation Homes Operating Partnership
4.150%, 04/15/2032		516		444
Mid-America Apartments
4.300%, 10/15/2023		265		265
NNN REIT
5.600%, 10/15/2033		441		416
Physicians Realty
3.950%, 01/15/2028		30		27
Realty Income
5.625%, 10/13/2032		525		507
4.900%, 07/15/2033		501		458
2.850%, 12/15/2032		376		294
2.200%, 06/15/2028		277		237
Regency Centers
2.950%, 09/15/2029		711		605
Rexford Industrial Realty
2.150%, 09/01/2031		512		382

SEI Institutional Managed Trust

201

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sabra Health Care
3.900%, 10/15/2029	$	715	$	594
Simon Property Group
2.450%, 09/13/2029		1,020		848
STORE Capital
4.625%, 03/15/2029		331		283
4.500%, 03/15/2028		298		262
2.750%, 11/18/2030		459		329
2.700%, 12/01/2031		180		123
Sun Communities Operating
4.200%, 04/15/2032		519		443
VICI Properties
5.750%, 02/01/2027 (D)		185		179
5.625%, 05/15/2052		552		457
5.125%, 05/15/2032		1,300		1,164
4.950%, 02/15/2030		25		23
4.625%, 06/15/2025 (D)		100		97
4.500%, 09/01/2026 (D)		375		352
4.500%, 01/15/2028 (D)		238		217
4.125%, 08/15/2030 (D)		184		157
3.875%, 02/15/2029 (D)		630		544
3.750%, 02/15/2027 (D)		30		27
Welltower
4.500%, 01/15/2024		102		101
				35,141
Utilities — 2.0%
AEP Texas
6.650%, 02/15/2033		500		512
Alabama Power
3.700%, 12/01/2047		965		677
American Electric Power
5.699%, 08/15/2025		875		870
American Transmission Systems
2.650%, 01/15/2032 (D)		1,406		1,111
Arizona Public Service
5.550%, 08/01/2033		1,120		1,086
Baltimore Gas and Electric
5.400%, 06/01/2053		449		412
2.250%, 06/15/2031		402		320
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		611
Boston Gas
4.487%, 02/15/2042 (D)		35		27
CenterPoint Energy Houston Electric
5.200%, 10/01/2028		440		437
3.600%, 03/01/2052		296		207
Chile Electricity Lux MPC Sarl
6.010%, 01/20/2033 (D)		885		881
Cleco Power
6.000%, 12/01/2040		700		630

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Comision Federal de Electricidad
3.875%, 07/26/2033 (D)	$	270	$	204
Commonwealth Edison
5.300%, 02/01/2053		120		110
Consolidated Edison of New York
5.200%, 03/01/2033		841		812
4.450%, 03/15/2044		1,120		896
3.950%, 04/01/2050		130		96
3.350%, 04/01/2030		180		158
Constellation Energy Generation
5.600%, 03/01/2028		935		929
Consumers Energy
2.500%, 05/01/2060		250		131
Dominion Energy
3.071%, 08/15/2024 (C)		980		954
DTE Electric
3.650%, 03/01/2052		214		150
2.950%, 03/01/2050		469		291
DTE Energy
2.529%, 10/01/2024 (C)		830		801
1.050%, 06/01/2025		1,055		973
Duke Energy
5.750%, 09/15/2033		235		231
3.500%, 06/15/2051		83		54
3.150%, 08/15/2027		280		255
2.550%, 06/15/2031		293		232
0.900%, 09/15/2025		705		641
Duke Energy Carolinas
5.350%, 01/15/2053		603		551
4.950%, 01/15/2033		1,498		1,423
4.250%, 12/15/2041		628		503
4.000%, 09/30/2042		1,000		767
3.550%, 03/15/2052		364		249
2.850%, 03/15/2032		499		407
2.550%, 04/15/2031		274		224
Duke Energy Florida
3.200%, 01/15/2027		1,080		1,012
2.400%, 12/15/2031		401		317
Duke Energy Indiana
4.200%, 03/15/2042		30		24
2.750%, 04/01/2050		280		160
Duke Energy Ohio
5.250%, 04/01/2033		845		816
Duke Energy Progress
5.250%, 03/15/2033		299		290
4.100%, 05/15/2042		425		329
2.500%, 08/15/2050		406		222
Entergy Arkansas
5.150%, 01/15/2033		603		579
2.650%, 06/15/2051		362		201
Evergy Metro
5.300%, 10/01/2041		100		90

202

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Eversource Energy
5.125%, 05/15/2033	$	850	$	791
2.900%, 10/01/2024		1,610		1,560
1.650%, 08/15/2030		457		350
Exelon
5.625%, 06/15/2035		760		730
5.600%, 03/15/2053		197		179
FirstEnergy
4.150%, 07/15/2027		940		874
1.600%, 01/15/2026		180		162
FirstEnergy Transmission
5.450%, 07/15/2044 (D)		35		31
Florida Power & Light
4.400%, 05/15/2028		1,560		1,504
Indiana Michigan Power
4.550%, 03/15/2046		325		264
Interstate Power and Light
5.700%, 10/15/2033		1,255		1,234
Jersey Central Power & Light
4.700%, 04/01/2024 (D)		700		694
2.750%, 03/01/2032 (D)		1,517		1,188
KeySpan Gas East
5.994%, 03/06/2033 (D)		55		53
3.586%, 01/18/2052 (D)		2,295		1,412
2.742%, 08/15/2026 (D)		1,025		933
Louisville Gas and Electric
5.450%, 04/15/2033		1,135		1,112
Metropolitan Edison
5.200%, 04/01/2028 (D)		452		441
4.300%, 01/15/2029 (D)		473		439
MidAmerican Energy
5.850%, 09/15/2054		117		115
5.350%, 01/15/2034		351		346
4.800%, 09/15/2043		830		708
2.700%, 08/01/2052		347		197
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (D)		162		151
Mississippi Power
4.250%, 03/15/2042		200		154
3.100%, 07/30/2051		482		286
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025		275		261
NextEra Energy Capital Holdings
6.051%, 03/01/2025		1,095		1,097
NiSource
5.800%, 02/01/2042		149		135
NSTAR Electric
3.100%, 06/01/2051		247		154
Pacific Gas and Electric
6.100%, 01/15/2029		1,669		1,630
5.250%, 03/01/2052		125		96

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.950%, 07/01/2050	$	1,285	$	958
4.750%, 02/15/2044		135		100
4.500%, 07/01/2040		138		103
4.200%, 06/01/2041		232		163
3.950%, 12/01/2047		945		605
3.500%, 08/01/2050		130		77
3.300%, 08/01/2040		60		38
2.500%, 02/01/2031		1,595		1,214
2.100%, 08/01/2027		1,509		1,290
1.700%, 11/15/2023		1,560		1,551
PacifiCorp
5.500%, 05/15/2054		481		408
2.900%, 06/15/2052		1,330		732
PECO Energy
4.150%, 10/01/2044		900		701
2.850%, 09/15/2051		485		287
Pennsylvania Electric
5.150%, 03/30/2026 (D)		302		296
3.250%, 03/15/2028 (D)		392		352
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		500		443
Piedmont Natural Gas
5.050%, 05/15/2052		1,100		910
Public Service Electric and Gas
5.450%, 08/01/2053		46		44
5.200%, 08/01/2033		740		723
Public Service Electric and Gas MTN
5.125%, 03/15/2053		545		497
2.700%, 05/01/2050		188		111
2.050%, 08/01/2050		111		57
1.900%, 08/15/2031		686		532
Public Service of Colorado
5.250%, 04/01/2053		1,090		949
Public Service of Oklahoma
3.150%, 08/15/2051		271		163
Southern California Edison
4.125%, 03/01/2048		729		540
4.050%, 03/15/2042		5		4
3.700%, 08/01/2025		99		95
Southern California Gas
2.550%, 02/01/2030		900		745
Southern Gas Capital
5.875%, 03/15/2041		700		656
4.400%, 05/30/2047		500		378
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,427
Southwestern Public Service
3.750%, 06/15/2049		845		578
Texas Electric Market Stabilization Funding N
4.265%, 08/01/2034 (D)		2,587		2,421

SEI Institutional Managed Trust

203

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virginia Electric & Power
4.650%, 08/15/2043	$	585	$	481
Virginia Electric and Power
5.450%, 04/01/2053		135		123
5.000%, 04/01/2033		1,041		976
2.950%, 11/15/2051		402		239
Vistra Operations
4.300%, 07/15/2029 (D)		1,590		1,390
WEC Energy Group
0.800%, 03/15/2024		595		581
Wisconsin Electric Power
1.700%, 06/15/2028		255		217
				67,299
Total Corporate Obligations
(Cost $1,144,070) ($ Thousands)				1,020,189
U.S. TREASURY OBLIGATIONS — 22.3%
U.S. Treasury Bills
5.441%, 01/30/2024 (G)		11,200		11,002
5.414%, 02/15/2024 (G)		1,930		1,892
5.377%, 12/14/2023 (G)		8,625		8,532
5.367%, 11/28/2023 (G)		20,125		19,955
5.304%, 11/07/2023 (G)		8,580		8,535
U.S. Treasury Bonds
5.250%, 11/15/2028		384		394
4.375%, 08/15/2043 (E)		76,162		71,057
4.125%, 08/15/2053		47,394		43,025
3.875%, 02/15/2043		92		80
3.875%, 05/15/2043		15,445		13,428
3.625%, 08/15/2043		240		200
3.625%, 02/15/2053		965		798
3.625%, 05/15/2053		15,199		12,584
3.375%, 11/15/2048		1,080		847
3.250%, 05/15/2042		1,785		1,422
3.125%, 08/15/2044		280		214
3.125%, 05/15/2048		5,285		3,958
3.000%, 02/15/2049		3,290		2,405
3.000%, 08/15/2052		12,169		8,867
2.875%, 08/15/2045		320		232
2.875%, 05/15/2049		740		528
2.875%, 05/15/2052		9,055		6,420
2.375%, 02/15/2042		8,773		6,064
2.375%, 05/15/2051		12,200		7,737
2.000%, 11/15/2041		39,918		25,905
2.000%, 02/15/2050		400		233
2.000%, 08/15/2051		10,293		5,939
1.875%, 02/15/2041		8,376		5,403
1.875%, 02/15/2051		4,200		2,354
1.875%, 11/15/2051		8,331		4,644

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
1.750%, 08/15/2041 (H)	$	28,950	$	18,028
1.625%, 11/15/2050		9,823		5,145
1.375%, 11/15/2040		22,737		13,457
1.375%, 08/15/2050		2,500		1,220
1.125%, 05/15/2040		869		499
1.125%, 08/15/2040		14,946		8,496
0.000%, 05/15/2049 (G)		5,380		1,605
U.S. Treasury Inflation Protected Securities
1.375%, 07/15/2033		8,352		7,722
1.250%, 04/15/2028		7,306		6,946
1.125%, 01/15/2033		9,585		8,656
U.S. Treasury Notes
5.000%, 08/31/2025		19,872		19,832
5.000%, 09/30/2025		45,885		45,842
4.750%, 07/31/2025		5,230		5,195
4.625%, 09/15/2026		47,277		47,044
4.625%, 09/30/2028		105,256		105,322
4.500%, 11/30/2024		42		42
4.500%, 07/15/2026		7,909		7,836
4.375%, 10/31/2024		196		194
4.375%, 08/15/2026		4,350		4,296
4.375%, 08/31/2028		32,086		31,768
4.250%, 05/31/2025		4,780		4,709
4.250%, 10/15/2025		6,081		5,986
4.125%, 01/31/2025 (H)		4,703		4,630
4.125%, 08/31/2030		5,537		5,374
4.000%, 02/15/2026		87		85
3.875%, 03/31/2025		3,545		3,474
3.875%, 04/30/2025		8,904		8,723
3.875%, 08/15/2033		23,607		22,305
3.750%, 04/15/2026		3,320		3,229
3.500%, 01/31/2028		9		9
3.250%, 06/30/2029		10,350		9,618
3.000%, 07/15/2025		1,715		1,653
2.875%, 08/15/2028		2,582		2,384
2.750%, 04/30/2027		3,020		2,824
2.750%, 07/31/2027		8,269		7,703
2.750%, 05/31/2029		1,407		1,275
2.625%, 07/31/2029		18,740		16,814
2.375%, 03/31/2029		8,851		7,880
2.000%, 11/15/2026		3,734		3,435
1.750%, 12/31/2026		1,541		1,402
1.500%, 08/15/2026		3,001		2,735
1.375%, 10/31/2028		7,051		6,016
1.250%, 09/30/2028		1,950		1,657
1.125%, 02/29/2028		2,252		1,938
1.125%, 08/31/2028		650		550
1.000%, 07/31/2028		2,941		2,481
0.750%, 05/31/2026		488		438

204

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.375%, 07/31/2027	$	5,766	$	4,898
Total U.S. Treasury Obligations
(Cost $816,265) ($ Thousands)				748,024
ASSET-BACKED SECURITIES — 8.8%
Automotive — 2.2%
Ally Auto Receivables Trust, Ser 2022-3, Cl A4
5.070%, 06/15/2031		336		333
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/2026		62		62
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028		1,140		1,120
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3
5.620%, 11/18/2027		295		294
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3
5.810%, 05/18/2028		586		585
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (D)		430		424
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (D)		295		281
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (D)		430		403
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		2,800		2,555
Avis Budget Rental Car Funding AESOP, Ser 2023-4A, Cl A
5.490%, 06/20/2029 (D)		1,240		1,207
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl A
5.780%, 04/20/2028 (D)		1,070		1,059
Avis Budget Rental Car Funding AESOP, Ser 2023-6A, Cl A
5.810%, 12/20/2029 (D)		554		545
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3
5.160%, 11/25/2025		205		203
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4
5.070%, 06/25/2026		462		457
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3
5.470%, 02/25/2028		320		319

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3
3.660%, 05/17/2027	$	1,095	$	1,063
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3
4.870%, 02/15/2028		1,911		1,882
Carmax Auto Owner Trust, Ser 2023-3, Cl A3
5.280%, 05/15/2028		440		437
Chase Auto Owner Trust, Ser 2022-AA, Cl A4
3.990%, 03/27/2028 (D)		439		422
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		575		553
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)		1,010		966
Enterprise Fleet Financing, Ser 2023-1, Cl A3
5.420%, 10/22/2029 (D)		565		557
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		425		405
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A
3.880%, 11/15/2034 (D)		1,195		1,123
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4
5.300%, 03/15/2028		307		304
Ford Credit Auto Owner Trust, Ser 2023-1, Cl A
4.850%, 08/15/2035 (D)		778		754
Ford Credit Auto Owner Trust, Ser 2023-2, Cl A
5.280%, 02/15/2036 (D)		1,357		1,336
Ford Credit Auto Owner Trust, Ser 2023-2, Cl B
5.920%, 02/15/2036 (D)		1,230		1,214
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C
6.160%, 02/15/2036 (D)		1,280		1,261
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3
4.650%, 02/15/2028		1,286		1,262
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1
4.920%, 05/15/2028 (D)		1,174		1,152
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (D)		31		31
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		840		830

SEI Institutional Managed Trust

205

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4
5.090%, 05/20/2027	$	417	$	411
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A3
5.380%, 11/20/2026		776		773
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4
5.440%, 08/20/2027		264		263
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3
4.820%, 08/16/2027		513		506
GM Financial Revolving Receivables Trust, Ser 2022-1, Cl A
5.910%, 10/11/2035 (D)		807		813
GM Financial Revolving Receivables Trust, Ser 2023-1, Cl A
5.120%, 04/11/2035 (D)		202		198
GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1
5.340%, 06/15/2028 (D)		779		772
Hertz Vehicle Financing III, Ser 2022-1A, Cl A
1.990%, 06/25/2026 (D)		700		656
Hertz Vehicle Financing III, Ser 2022-3A, Cl A
3.370%, 03/25/2025 (D)		460		457
Hertz Vehicle Financing III, Ser 2023-2A, Cl A
5.570%, 09/25/2029 (D)		1,526		1,486
Hertz Vehicle Financing III, Ser 2023-4A, Cl A
6.150%, 03/25/2030 (D)		877		874
Hertz Vehicle Financing, Ser 2022-4A, Cl A
3.730%, 09/25/2026 (D)		363		348
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3
3.730%, 07/20/2026		575		560
Honda Auto Receivables Owner Trust, Ser 2023-1, Cl A3
5.040%, 04/21/2027		1,346		1,332
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3
4.380%, 10/15/2025 (D)		725		716
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4
5.170%, 04/15/2027 (D)		663		652
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A3
5.800%, 12/15/2026 (D)		2,355		2,352
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4
5.840%, 09/15/2027 (D)		437		437

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027	$	566	$	521
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		1,061		1,027
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		361		338
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4
4.480%, 07/17/2028		604		589
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3
5.480%, 04/17/2028		342		341
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (D)		63		62
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		183		178
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (D)		603		576
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3
4.740%, 01/15/2027		892		878
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4
5.250%, 02/15/2029		711		707
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A4
4.310%, 04/16/2029		544		526
Nissan Auto Lease Trust, Ser 2023-B, Cl A3
5.690%, 07/15/2026		2,217		2,213
Nissan Auto Lease Trust, Ser 2023-B, Cl A4
5.610%, 11/15/2027		586		585
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4
4.450%, 11/15/2029		434		423
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A4
4.850%, 06/17/2030		313		308
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3
6.230%, 06/15/2028 (D)		645		645
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3
3.960%, 04/15/2026 (D)		648		639
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4
4.180%, 12/15/2028 (D)		318		310

206

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.900%, 06/15/2026	$	300	$	297
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		954		946
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		1,012		1,002
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3
4.140%, 02/16/2027		882		874
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		680		675
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3
4.490%, 11/16/2026		2,530		2,511
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3
5.750%, 04/15/2027		363		362
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (D)		1,115		1,092
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3
5.470%, 10/20/2028 (D)		865		856
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (D)		440		430
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)		1,360		1,263
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (D)		190		170
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A
3.820%, 04/25/2035 (D)		1,500		1,411
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A
4.930%, 06/25/2036 (D)		1,890		1,846
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4
5.430%, 04/17/2028		389		389
Toyota Auto Receivables Owner Trust, Ser 2023-A, Cl A4
4.420%, 08/15/2028		513		499
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3
4.710%, 02/15/2028		2,129		2,087

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3
5.160%, 04/17/2028	$	1,219	$	1,209
Toyota Lease Owner Trust, Ser 2023-A, Cl A3
4.930%, 04/20/2026 (D)		1,130		1,116
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3
5.560%, 03/15/2028 (D)		1,195		1,181
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		430		424
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3
5.020%, 06/20/2028		1,387		1,372
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3
5.070%, 09/15/2026		440		435
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		728		726
				73,044
Credit Cards — 0.5%
American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/15/2027		785		757
American Express Credit Account Master Trust, Ser 2023-1, Cl A
4.870%, 05/15/2028		745		736
BA Credit Card Trust, Ser 2023-A1, Cl A1
4.790%, 05/15/2028		583		575
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		931		899
Capital One Multi-Asset Execution Trust, Ser 2023-A1, Cl A
4.420%, 05/15/2028		750		731
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
6.218%, TSFR1M + 0.884%, 05/14/2029 (B)		2,340		2,350
Discover Card Execution Note Trust, Ser 2022-A3, Cl A3
3.560%, 07/15/2027		1,377		1,329
Discover Card Execution Note Trust, Ser 2023-A1, Cl A
4.310%, 03/15/2028		1,511		1,471
Discover Card Execution Note Trust, Ser 2023-A2, Cl A
4.930%, 06/15/2028		2,639		2,607
Golden Credit Card Trust, Ser 2022-4A, Cl A
4.310%, 09/15/2027 (D)		1,255		1,224

SEI Institutional Managed Trust

207

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mercury Financial Credit Card Master Trust, Ser 2022-1A, Cl B
3.200%, 09/21/2026 (D)	$	580	$	556
Synchrony Card Funding, Ser 2022-A2, Cl A
3.860%, 07/15/2028		474		459
Synchrony Card Funding, Ser 2023-A1, Cl A
5.540%, 07/15/2029		2,362		2,358
				16,052
Mortgage Related Securities — 0.1%
Aegis Asset-Backed Securities Mortgage Pass Through Certificates, Ser 2003-3, Cl M1
6.484%, TSFR1M + 1.164%, 01/25/2034 (B)		476		463
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
5.628%, TSFR1M + 1.089%, 12/25/2034 (B)		215		212
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl M1
5.869%, TSFR1M + 0.549%, 08/25/2036 (B)		628		625
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
5.714%, TSFR1M + 0.394%, 05/25/2037 (B)		5,500		4,178
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
6.109%, TSFR1M + 0.789%, 12/25/2034 (B)		174		165
				5,643
Non-Agency Mortgage-Backed Obligations — 0.8%
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1
4.750%, 09/26/2067 (C)(D)		1,755		1,671
BANK 2022, Ser BNK44, Cl A5
5.937%, 11/15/2055 (B)		430		425
BANK 2023, Ser BNK46, Cl A4
5.745%, 08/15/2056		440		431
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5
2.500%, 11/25/2051 (B)(D)		3,176		2,670
BBCMS Mortgage Trust, Ser C18, Cl A5
5.710%, 12/15/2055 (B)		675		665
Benchmark Mortgage Trust, Ser B38, Cl A4
5.525%, 04/15/2056		450		437
Benchmark Mortgage Trust, Ser V3, Cl A3
6.363%, 07/15/2056 (B)		450		455

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BLP Commercial Mortgage Trust, Ser IND, Cl A
7.024%, TSFR1M + 1.692%, 03/15/2040 (B)(D)	$	450	$	448
BX Trust, Ser LBA, Cl AV
6.248%, TSFR1M + 0.914%, 02/15/2036 (B)(D)		356		349
Citigroup Commercial Mortgage Trust, Ser C5, Cl AS
4.408%, 06/10/2051 (B)		2,229		2,021
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1
9.529%, SOFR30A + 4.214%, 09/25/2031 (B)(D)		800		836
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2
8.015%, SOFR30A + 2.700%, 07/25/2043 (B)(D)		1,920		1,930
EFMT, Ser 2023-1, Cl A3
6.544%, 02/25/2068 (C)(D)		1,468		1,443
GS Mortgage Securities II, Ser SHIP, Cl A
4.466%, 09/10/2038 (B)(D)		995		951
GS Mortgage Securities Trust, Ser GC32, Cl A3
3.498%, 07/10/2048		325		310
LAQ Mortgage Trust, Ser LAQ, Cl A
7.424%, TSFR1M + 2.091%, 03/15/2036 (B)(D)		355		354
Med Trust, Ser MDLN, Cl G
10.697%, TSFR1M + 5.364%, 11/15/2038 (B)(D)		1,493		1,411
OBX Trust, Ser 2023-NQM3, Cl A1
5.949%, 02/25/2063 (C)(D)		1,557		1,539
Oceanview Mortgage Trust, Ser 2021-3, Cl A5
2.500%, 07/25/2051 (B)(D)		3,656		3,082
PRKCM Trust, Ser 2023-AFC1, Cl A1
6.598%, 02/25/2058 (C)(D)		1,626		1,617
SCOTT Trust, Ser SFS, Cl A
5.910%, 03/15/2040 (D)		1,110		1,076
SG Commercial Mortgage Securities Trust, Ser C5, Cl A3
2.779%, 10/10/2048		460		426
Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS
3.580%, 02/15/2048		1,840		1,744
				26,291
Other Asset-Backed Securities — 5.2%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
6.529%, SOFR30A + 1.214%, 12/27/2044 (B)(D)		885		873

208

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ACRES Commercial Realty, Ser 2021-FL1, Cl A
6.647%, TSFR1M + 1.314%, 06/15/2036 (B)(D)	$	1,629	$	1,592
AIG CLO, Ser 2021-1A, Cl A1R
6.708%, TSFR3M + 1.382%, 04/20/2032 (B)(D)		3,400		3,393
Aligned Data Centers Issuer, Ser 2022-1A, Cl A2
6.350%, 10/15/2047 (D)		70		68
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (D)		1,845		1,776
AMMC CLO 15, Ser 2021-15A, Cl BR3
7.220%, TSFR3M + 1.912%, 01/15/2032 (B)(D)		1,100		1,088
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
6.657%, TSFR3M + 1.312%, 07/24/2029 (B)(D)		1,043		1,042
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053 (D)		1,790		1,765
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A
6.517%, TSFR1M + 1.184%, 08/15/2034 (B)(D)		3,213		3,165
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
7.213%, TSFR3M + 1.862%, 10/25/2034 (B)(D)		3,000		2,948
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.827%, 11/25/2034 (C)		22		21
CIFC Funding, Ser 2021-7A, Cl A1
6.737%, TSFR3M + 1.392%, 01/23/2035 (B)(D)		3,500		3,480
CIT Education Loan Trust, Ser 2007-1, Cl A
5.595%, SOFR90A + 0.352%, 03/25/2042 (B)(D)		651		627
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
4.899%, 03/25/2037 (C)		485		476
CNH Equipment Trust, Ser 2022-B, Cl A3
3.890%, 08/16/2027		1,360		1,325
CNH Equipment Trust, Ser 2022-C, Cl A3
5.150%, 04/17/2028		1,255		1,241
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (D)		681		586
College Avenue Student Loans, Ser 2017-A, Cl A1
7.084%, TSFR1M + 1.764%, 11/26/2046 (B)(D)		285		286

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)	$	193	$	182
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		372		341
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		315		269
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
5.934%, TSFR1M + 0.614%, 10/25/2034 (B)		280		267
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
5.974%, TSFR1M + 0.654%, 12/25/2034 (B)		198		190
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
6.234%, TSFR1M + 0.914%, 10/25/2047 (B)		1,093		969
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
5.587%, TSFR1M + 0.254%, 07/15/2036 (B)		162		150
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,236		1,201
CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4
6.784%, TSFR1M + 1.464%, 08/25/2047 (B)		5,400		4,861
Dell Equipment Finance Trust, Ser 2022-2, Cl A3
4.140%, 07/22/2027 (D)		775		760
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (D)		1,011		862
DLLAA, Ser 2023-1A, Cl A3
5.640%, 02/22/2028 (D)		300		299
DLLAD, Ser 2023-1A, Cl A3
4.790%, 01/20/2028 (D)		1,325		1,295
DLLST, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (D)		1,409		1,396
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
6.470%, TSFR3M + 1.162%, 04/15/2029 (B)(D)		896		893
Educational Funding of the South, Ser 2011-1, Cl A2
5.966%, SOFR90A + 0.912%, 04/25/2035 (B)		80		79
Educational Funding, Ser 2006-1A, Cl A3
5.963%, TSFR3M + 0.000%, 04/25/2033 (B)(D)		1,384		894

SEI Institutional Managed Trust

209

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A
5.250%, 11/25/2040 (D)	$	607	$	590
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C
6.434%, TSFR1M + 1.114%, 08/25/2034 (B)		214		198
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (D)		3,361		3,049
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		182
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,728
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
6.094%, TSFR1M + 0.774%, 01/25/2036 (B)		3,983		3,725
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		141		138
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
6.741%, TSFR3M + 1.372%, 10/29/2029 (B)(D)		1,460		1,459
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048 (D)		825		605
GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A3
5.080%, 09/15/2026 (D)		750		740
GSAMP Trust, Ser 2003-SEA, Cl A1
5.834%, TSFR1M + 0.914%, 02/25/2033 (B)		280		269
GSAMP Trust, Ser 2005-WMC3, Cl A2C
6.094%, TSFR1M + 0.774%, 12/25/2035 (B)		4,894		4,732
GSAMP Trust, Ser 2006-HE3, Cl A2D
5.934%, TSFR1M + 0.614%, 05/25/2046 (B)		4,254		3,908
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (D)		1,162		1,008
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		424		397
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (D)		1,416		1,255
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		668		581
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		877		727

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
LMREC, Ser 2019-CRE3, Cl A
6.838%, TSFR1M + 1.514%, 12/22/2035 (B)(D)	$	1,117	$	1,108
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (D)		950		815
Madison Park Funding XXVII, Ser 2018-27A, Cl A2
6.938%, TSFR3M + 1.612%, 04/20/2030 (B)(D)		1,550		1,525
Magnetite VII, Ser 2018-7A, Cl A1R2
6.370%, TSFR3M + 1.062%, 01/15/2028 (B)(D)		638		636
MF1, Ser 2020-FL4, Cl A
7.147%, TSFR1M + 1.814%, 11/15/2035 (B)(D)		509		507
MF1, Ser 2021-FL7, Cl A
6.525%, TSFR1M + 1.194%, 10/16/2036 (B)(D)		875		860
MF1, Ser 2022-FL8, Cl A
6.677%, TSFR1M + 1.350%, 02/19/2037 (B)(D)		2,380		2,347
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(D)		270		219
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		846		815
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.060%, 02/26/2029 (B)(D)		679		623
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		194		175
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
7.047%, TSFR1M + 1.714%, 10/15/2031 (B)(D)		295		295
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
7.597%, TSFR1M + 2.264%, 12/15/2045 (B)(D)		187		188
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		194		188
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		18		17
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		1,183		1,131
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)		425		409

210

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)	$	688	$	652
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		962		885
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)		1,471		1,349
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (D)		343		311
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		130		116
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		542		480
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)		85		74
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		230		198
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		970		824
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		1,298		1,086
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (D)		854		712
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (D)		203		171
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (D)		616		532
Navient Student Loan Trust, Ser 2014-1, Cl A3
5.939%, SOFR30A + 0.624%, 06/25/2031 (B)		1,732		1,673
Navient Student Loan Trust, Ser 2016-2A, Cl A3
6.929%, SOFR30A + 1.614%, 06/25/2065 (B)(D)		1,013		1,017
Navient Student Loan Trust, Ser 2017-1A, Cl A3
6.579%, SOFR30A + 1.264%, 07/26/2066 (B)(D)		751		749

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2017-3A, Cl A3
6.479%, SOFR30A + 1.164%, 07/26/2066 (B)(D)	$	2,607	$	2,586
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		969		916
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		375		312
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (D)		925		789
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
5.496%, SOFR90A + 0.442%, 10/27/2036 (B)		301		295
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
5.476%, SOFR90A + 0.422%, 01/25/2037 (B)		481		474
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
5.426%, SOFR90A + 0.372%, 10/25/2033 (B)		1,770		1,733
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
5.603%, SOFR90A + 0.362%, 03/23/2037 (B)		1,460		1,430
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
5.623%, SOFR90A + 0.382%, 12/24/2035 (B)		1,449		1,422
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
5.683%, SOFR90A + 0.442%, 03/22/2032 (B)		242		235
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
6.279%, SOFR30A + 0.964%, 07/27/2037 (B)(D)		950		937
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
6.379%, SOFR30A + 1.064%, 11/25/2048 (B)(D)		1,985		1,960
Nelnet Student Loan Trust, Ser 2019-5, Cl A
2.530%, 10/25/2067 (D)		576		510
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (D)		403		359
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		775		694

SEI Institutional Managed Trust

211

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (D)	$	3,245	$	2,698
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (D)		1,065		944
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
6.520%, TSFR3M + 1.212%, 07/15/2029 (B)(D)		2,564		2,556
Octane Receivables Trust, Ser 2023-1A, Cl A
5.870%, 05/21/2029 (D)		702		699
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2
6.850%, 10/15/2037 (B)		449		402
Palmer Square CLO, Ser 2021-3A, Cl A1AR
6.706%, TSFR3M + 1.342%, 11/15/2031 (B)(D)		2,600		2,588
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (D)		1,057		1,019
Rockford Tower CLO, Ser 2021-2A, Cl AR
6.741%, TSFR3M + 1.362%, 08/20/2032 (B)(D)		3,150		3,130
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		561		514
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		856		743
SBA Small Business Investment, Ser 2022-10B, Cl 1
4.262%, 09/10/2032		440		406
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
6.970%, TSFR3M + 1.662%, 04/15/2031 (B)(D)		314		314
Sierra Timeshare Receivables Funding, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (D)		335		332
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A
1.350%, 09/20/2038 (D)		261		244
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
5.981%, TSFR3M + 0.572%, 12/15/2038 (B)		808		783
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
6.682%, SOFR90A + 1.462%, 12/15/2033 (B)(D)		1,417		1,393

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2005-4, Cl A4
5.486%, SOFR90A + 0.432%, 07/25/2040 (B)	$	2,687	$	2,630
SLM Student Loan Trust, Ser 2006-8, Cl A6
5.476%, SOFR90A + 0.422%, 01/25/2041 (B)		1,736		1,691
SLM Student Loan Trust, Ser 2007-7, Cl B
6.066%, SOFR90A + 1.012%, 10/27/2070 (B)		1,050		951
SLM Student Loan Trust, Ser 2008-2, Cl B
6.516%, SOFR90A + 1.462%, 01/25/2083 (B)		685		651
SLM Student Loan Trust, Ser 2008-3, Cl B
6.516%, SOFR90A + 1.462%, 04/26/2083 (B)		685		598
SLM Student Loan Trust, Ser 2008-4, Cl A4
6.966%, SOFR90A + 1.912%, 07/25/2022 (B)		393		393
SLM Student Loan Trust, Ser 2008-4, Cl B
7.166%, SOFR90A + 2.112%, 04/25/2073 (B)		685		661
SLM Student Loan Trust, Ser 2008-5, Cl A4
7.016%, SOFR90A + 1.962%, 07/25/2023 (B)		65		65
SLM Student Loan Trust, Ser 2008-5, Cl B
7.166%, SOFR90A + 2.112%, 07/25/2073 (B)		685		663
SLM Student Loan Trust, Ser 2008-6, Cl A4
6.416%, SOFR90A + 1.362%, 07/25/2023 (B)		2,117		2,094
SLM Student Loan Trust, Ser 2008-6, Cl B
7.166%, SOFR90A + 2.112%, 07/26/2083 (B)		685		646
SLM Student Loan Trust, Ser 2008-7, Cl B
7.166%, SOFR90A + 2.112%, 07/26/2083 (B)		685		629
SLM Student Loan Trust, Ser 2009-3, Cl A
6.179%, SOFR30A + 0.864%, 01/25/2045 (B)(D)		366		362
SLM Student Loan Trust, Ser 2021-10A, Cl A4
6.152%, SOFR90A + 0.931%, 12/17/2068 (B)(D)		737		731
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		127		123
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
6.897%, TSFR1M + 1.564%, 02/17/2032 (B)(D)		110		110
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
6.547%, TSFR1M + 1.214%, 09/15/2034 (B)(D)		117		117

212

SEI Institutional Managed Trust

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 (D)	$	265	$	254
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (D)		118		105
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)		686		608
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (D)		1,891		1,676
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)		406		352
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		1,184		1,012
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		1,138		1,005
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		589		517
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (D)		808		719
SMB Private Education Loan Trust, Ser 2023-B, Cl A1B
7.113%, SOFR30A + 1.800%, 10/16/2056 (B)(D)		735		740
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (D)		168		168
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		83		74
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (D)		280		234
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (D)		669		550
South Carolina Student Loan, Ser 2015-A, Cl A
6.934%, TSFR1M + 1.614%, 01/25/2036 (B)		636		635
Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1
2.120%, 06/20/2051 (D)		1,483		1,221

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
5.984%, TSFR1M + 0.664%, 09/25/2034 (B)	$	335	$	316
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
5.854%, TSFR1M + 0.534%, 02/25/2037 (B)		2,133		2,049
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		2		2
STWD, Ser 2019-FL1, Cl A
6.527%, TSFR1M + 1.194%, 07/15/2038 (B)(D)		169		165
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (D)		649		535
T-Mobile US Trust, Ser 2022-1A, Cl A
4.910%, 05/22/2028 (D)		684		675
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(D)		500		472
Trestles CLO IV, Ser 2021-4A, Cl B1
7.295%, TSFR3M + 1.962%, 07/21/2034 (B)(D)		3,445		3,412
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		157		139
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		276		232
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		484		436
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		708		638
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		4,680		4,220
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		2,695		2,404
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		610		577
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		1,298		1,250
Verizon Master Trust, Ser 2022-6, Cl A
3.670%, 01/22/2029		768		742
Verizon Master Trust, Ser 2023-1, Cl A
4.490%, 01/22/2029		2,664		2,607
Verizon Master Trust, Ser 2023-2, Cl A
4.890%, 04/13/2028		434		428

SEI Institutional Managed Trust

213

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Verizon Master Trust, Ser 2023-4, Cl A1A
5.160%, 06/20/2029	$	1,987	$	1,972
Verizon Master Trust, Ser 2023-6, Cl A
5.350%, 09/22/2031 (D)		2,530		2,511
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
5.724%, TSFR1M + 0.404%, 07/25/2036 (B)		4,167		4,079
				174,901
Total Asset-Backed Securities
(Cost $306,698) ($ Thousands)				295,931
SOVEREIGN DEBT — 1.3%
Argentine Republic Government International Bond
3.500%, 07/09/2041(C)		1,460		373
1.000%, 07/09/2029		203		56
0.750%, 07/09/2030(C)		832		237
Bermuda Government International Bond
5.000%, 07/15/2032(D)		339		316
Brazilian Government International Bond
5.000%, 01/27/2045		3,400		2,513
4.750%, 01/14/2050		1,300		898
4.625%, 01/13/2028		3,090		2,967
Colombia Government International Bond
5.625%, 02/26/2044		660		471
5.000%, 06/15/2045		830		543
4.125%, 02/22/2042		680		410
3.250%, 04/22/2032		670		481
Export Finance & Insurance
4.625%, 10/26/2027(D)		1,079		1,069
Export-Import Bank of India
3.375%, 08/05/2026(D)(E)		350		329
Indonesia Government International Bond
3.700%, 10/30/2049		460		321
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	21,001,000		1,332
6.375%, 04/15/2032		58,803,000		3,709
Inter-American Development Bank MTN
7.350%, 10/06/2030	INR	417,000		4,979
Israel Government International Bond
4.500%, 01/17/2033	$	731		680
3.375%, 01/15/2050		280		186
2.750%, 07/03/2030		470		399
Kenya Government International Bond
7.250%, 02/28/2028(D)		200		160
6.875%, 06/24/2024		200		185
6.300%, 01/23/2034(D)		960		637

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Mexico Government International Bond
6.338%, 05/04/2053	$	597	$	543
6.050%, 01/11/2040		1,210		1,117
4.750%, 03/08/2044		10,080		7,720
3.771%, 05/24/2061		266		156
3.750%, 01/11/2028		390		361
3.500%, 02/12/2034		1,039		812
2.659%, 05/24/2031		4,300		3,393
Nigeria Government International Bond
7.143%, 02/23/2030(D)		240		189
6.500%, 11/28/2027(D)		220		183
Panama Government International Bond
6.853%, 03/28/2054		655		608
4.500%, 04/01/2056		540		355
2.252%, 09/29/2032		620		448
Paraguay Government International Bond
5.850%, 08/21/2033(D)		685		648
5.400%, 03/30/2050(D)		342		269
3.849%, 06/28/2033(D)		350		287
Peruvian Government International Bond
5.625%, 11/18/2050(E)		600		554
2.783%, 01/23/2031		300		246
Provincia de Buenos Aires Government Bond MTN
6.375%, 09/01/2037(C)(D)		3,005		978
Republic of Italy Government International Bond
3.875%, 05/06/2051		237		154
Russian Federal Bond - OFZ
6.900%, 05/23/2029(I)	RUB	126,230		407
2.270%, 03/16/2039(I)		55,840		132
Total Sovereign Debt
(Cost $53,542) ($ Thousands)				42,811
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.9%
FHLB
5.370%, 05/21/2024	$	11,600		11,566
5.300%, 05/22/2024		11,820		11,785
1.250%, 09/30/2031 (C)		1,455		1,160
FHLMC MTN
0.000%, 12/14/2029(A)		1,213		899
FNMA
1.900%, 01/25/2036		1,343		917
1.520%, 08/21/2035		1,498		990
0.000%, 11/15/2030(A)		3,564		2,506
Resolution Funding Interest
0.000%, 01/15/2030(A)		905		665

214

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Resolution Funding Principal
0.000%, 04/15/2030(A)	$	1,165	$	836
Total U.S. Government Agency Obligations
(Cost $33,838) ($ Thousands)				31,324
LOAN PARTICIPATIONS — 0.8%
Air Canada, Term Loan, 1st Lien
9.128%, 08/11/2028 (B)		415		415
Ali Group
7.431%, 07/30/2029 (B)		414		413
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
9.166%, CME Term SOFR + 3.750%, 05/12/2028 (B)(J)		1,169		1,127
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.931%, 08/17/2028 (B)		554		552
AMWINS Group Inc.
8.181%, 02/19/2028		119		119
APi Group DE, Inc., Initial Term Loan, 1st Lien
7.931%, LIBOR + 2.500%, 10/01/2026 (B)		473		474
Asurion
9.666%, 08/19/2028 (B)		555		538
Asurion, LLC, New B-8 Term Loan, 1st Lien
8.681%, LIBOR + 3.250%, 12/23/2026 (B)		324		317
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.681%, CME Term SOFR + 0.000%, 07/31/2027 (B)		371		358
Athena Helath Group, Initial Term Loan
8.568%, 02/15/2029 (B)		1,170		1,146
Avolon TLB Borrower 1 LLC
7.675%, 12/01/2027		123		123
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
8.166%, CME Term SOFR + 2.750%, 06/07/2028 (B)		568		562
Caesars Entertainment, Term Loan, 1st Lien
8.666%, 02/06/2030 (B)		70		70
Castlelake Avia
8.421%, 10/22/2026 (B)		394		393
Charter Communications Operating LLC, Lien1
7.116%, 04/30/2025		614		614
Citaldel Securities LP
7.931%, 07/29/2030		562		561

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Clarios Global, Term Loan, 1st Lien
9.066%, 05/06/2030 (B)	$	260	$	259
DCert Buyer, Inc., Initial Term Loan, 1st Lien
9.316%, CME Term SOFR + 4.000%, 10/16/2026 (B)		1,206		1,197
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
9.140%, CME Term SOFR + 3.750%, 04/09/2027 (B)		784		764
Energizer Holdings
7.688%, 12/22/2027		172		171
Entain PLC
7.990%, 03/29/2027		116		115
EyeCare Partners, LLC, Term Loan, 1st Lien
9.181%, CME Term SOFR + 3.750%, 02/18/2027 (B)		203		142
First Eagle Holdings, Term Loan
7.990%, 02/01/2027		250		248
Focus Financial, Term Loan, 1st Lien
8.566%, 06/30/2028		782		779
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.490%, CME Term SOFR + 4.000%, 10/01/2027 (B)		1,326		1,292
Garda World Security Corp
9.746%, CME Term SOFR + 4.250%, 10/30/2026 (B)		268		267
GFL Environmental
7.824%, 05/31/2027		32		32
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.780%, CME Term SOFR + 4.250%, 10/02/2025 (B)		704		488
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
7.416%, LIBOR + 2.000%, 11/15/2027 (B)		600		589
GTCR W Merger Sub LLC
0.000%, 09/20/2030 (J)(K)		1,560		1,559
Harbor Freight Tools USA, Inc
8.181%, 10/19/2027		649		643
Icon Public Limited Company, Lux Term Loan, 1st Lien
7.902%, 07/03/2028 (B)		502		502
Icon Public Limited Company, U.S. Term Loan, 1st Lien
7.902%, 07/03/2028 (B)		125		125
KKR Apple Bidco, LLC, Term Loan, 1st Lien
8.181%, 09/22/2028 (B)		407		404
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.631%, CME Term SOFR + 5.000%, 07/27/2028 (B)(J)		208		154

SEI Institutional Managed Trust

215

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
PCI Gaming Authority, Term B Facility Loan
7.931%, 05/29/2026 (B)	$	389	$	388
Peraton Corp., Term B Loan, 1st Lien
9.166%, CME Term SOFR + 3.750%, 02/01/2028 (B)		893		890
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
8.681%, CME Term SOFR + 3.250%, 03/05/2026 (B)		916		909
Project Sky, Term Loan, 1st Lien
9.166%, 10/08/2028 (B)		246		241
Scientific Games/Lights & Wonder
8.434%, 04/14/2029 (B)		889		888
Setanta Aircraft
7.652%, 11/05/2028		1,060		1,059
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
8.181%, 12/11/2026 (B)		1,050		1,039
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.902%, CME Term SOFR + 3.500%, 03/31/2028 (B)		772		751
UFC Holdings, Term Loan, 1st Lien
8.369%, 04/29/2026		822		820
United AirLines, Inc., Class B Term Loan, 1st Lien
9.182%, CME Term SOFR + 0.000%, 04/21/2028 (B)		644		644
VFH Parent, Initial Term Loan
8.418%, 01/13/2029 (B)		406		402
Virgin Media Bristol LLC, N Facility, 1st Lien
7.947%, CME Term SOFR + 2.500%, 01/31/2028 (B)		144		140
Zebra Buyer LLC
8.949%, 11/01/2028 (B)(J)		248		245
Total Loan Participations
(Cost $26,438) ($ Thousands)				25,928
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State University, Ser B, RB
2.374%, 11/01/2035		635		460
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		785		545

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB
3.256%, 05/15/2060	$	740	$	464
				1,469
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,040		1,018
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		816
New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		260		223
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		416
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
2.000%, 08/01/2035		1,000		687
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
2.400%, 11/01/2032		610		475
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
5.508%, 08/01/2037		325		319
New York State, Dormitory Authority, RB
5.628%, 03/15/2039		400		398
5.289%, 03/15/2033		850		836
				3,354
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		360
Texas — 0.0%
Board of Regents of the University of Texas System, Ser B, RB
2.439%, 08/15/2049		295		176
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		712
				888

216

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050	$	480	$	273
Total Municipal Bonds
(Cost $10,110) ($ Thousands)				8,178
	Shares
AFFILIATED PARTNERSHIP — 1.6%
SEI Liquidity Fund, LP
5.410% **†(L)		53,274,210		53,339
Total Affiliated Partnership
(Cost $53,268) ($ Thousands)				53,339
CASH EQUIVALENT — 7.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		241,390,016		241,390
Total Cash Equivalent
(Cost $241,390) ($ Thousands)				241,390

Description	Shares	Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $907) ($ Thousands)		$	1,384
Total Investments in Securities — 116.3%
(Cost $4,253,523) ($ Thousands)		$	3,901,298
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $1,240) ($ Thousands)		$	(2,165	)

A list of the exchange traded option contracts held by the Fund at September 30, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
December 2023, SOFR 1yr MidCurve Dec23P 95.88		155		$	37,152		$	95.88		12/16/2023	$	227
December 2023, SOFR 1yr MidCurve Dec23P 96		118			28,320			96.00		12/16/2023		202
October 2023, SOFR 1yr MidCurve Oct23P 97		179			43,407			97.00		10/21/2023		712
September 2023, U.S. Long Bond Future Option		31			3,518			113.50		10/21/2023		–
USD Put/Aud Call		8,700,000			5,843			0.67		11/18/2023		6
					118,240							1,147
Call Options												–
November 2023, U.S. 5 Year Future Option		443			46,847			105.75		10/21/2023		173
November 2023, U.S. 5 Year Future Option		163			17,278			106.00		10/21/2023		50
November 2023, U.S. 5 Year Future Option		61			6,481			106.25		10/21/2023		14
September 2023, U.S. Long Bond Future Option		189			22,775			120.50		10/21/2023		–
					93,381							237
Total Purchased Options				$	211,621						$	1,384
WRITTEN OPTIONS — (0.1)%
Put Options
June 2024, 3 Month SOFR OPT Jun24P 97.5		(1,176	)	$	(277,830	)		94.50		06/22/2024	$	(566	)
December 2023, SOFR 1yr MidCurve Dec23P 95.25		(310	)		(73,819	)		95.25		12/16/2023		(149	)
December 2023, SOFR 1yr MidCurve Dec23P 95.38		(236	)		(56,268	)		95.38		12/16/2023		(149	)
October 2023, SOFR 1yr MidCurve Oct23P 96.25		(179	)		(43,072	)		96.25		10/21/2023		(377	)

SEI Institutional Managed Trust

217

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS (continued)
October 2023, SOFR 1yr MidCurve Oct23P 96.5		(179	)	$	(43,184	)	$	96.50		10/21/2023	$	(488	)
November 2023, U.S. 5 Year Future Option		(211	)		(22,260	)		105.50		10/21/2023		(133	)
December 2023, U.S. Bond Future Option Dec23P 112		(93	)		(10,416	)		112.00		11/18/2023		(179	)
					(526,849	)						(2,041	)
Call Options
September 2024, 3 Month SOFR OPT Sep24C 96.88		(118	)		(28,578	)		96.88		09/21/2024		(39	)
September 2024, 3 Month SOFR OPT Sep24C 97		(283	)		(68,627	)		97.00		09/21/2024		(85	)
September 2023, U.S. Long Bond Future Option		(31	)		(3,674	)		118.50		10/21/2023		–
					(100,879	)						(124	)
Total Written Options				$	(627,728	)					$	(2,165	)

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
3 Month SOFR		398			Mar-2026	$	95,625		$	95,565		$	(60	)
Euro-Bobl		37			Dec-2023		4,719			4,534			(38	)
Euro-OAT		79			Dec-2023		10,887			10,305			(243	)
U.S. 2-Year Treasury Note		1,968			Dec-2023		400,172			398,935			(1,237	)
U.S. 5-Year Treasury Note		1,069			Dec-2023		113,841			112,629			(1,212	)
U.S. 10-Year Treasury Note		58			Dec-2023		6,376			6,267			(109	)
U.S. Long Treasury Bond		235			Dec-2023		27,855			26,739			(1,116	)
U.S. Ultra Long Treasury Bond		673			Dec-2023		85,349			79,877			(5,472	)
Ultra 10-Year U.S. Treasury Note		9			Dec-2023		1,036			1,004			(32	)
							745,860			735,855			(9,519	)
Short Contracts
Euro-Buxl		(4	)		Dec-2023	$	(577	)	$	(518	)	$	41
U.S. 2-Year Treasury Note		(235	)		Dec-2023		(47,685	)		(47,637	)		48
U.S. 5-Year Treasury Note		(1,077	)		Dec-2023		(114,020	)		(113,472	)		548
U.S. 10-Year Treasury Note		(63	)		Dec-2023		(6,844	)		(6,808	)		36
U.S. Long Treasury Bond		(144	)		Dec-2023		(17,303	)		(16,385	)		918
Ultra 10-Year U.S. Treasury Note		(480	)		Dec-2023		(55,072	)		(53,550	)		1,522
							(241,501	)		(238,370	)		3,113
						$	504,359		$	497,485		$	(6,406	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		10/20/23		EUR	4,034		NOK	46,790	$	127
BNP Paribas		10/20/23		USD	7,026		AUD	10,529		(227	)
BNP Paribas		10/20/23		CAD	9,671		USD	7,190		33
BNP Paribas		10/20/23		USD	18,209		CAD	24,132		(353	)
Citigroup		10/20/23		CAD	2,950		USD	2,226		43
Goldman Sachs		10/20/23		IDR	759,546		USD	50		1

218

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		10/20/23		EUR	161		USD	172	$	1
Morgan Stanley		10/20/23		GBP	3,904		USD	5,062		297
Morgan Stanley		10/20/23		USD	4,374		EUR	3,961		(177	)
Morgan Stanley		10/20/23		USD	17,232		JPY	2,401,276		(1,081	)
Morgan Stanley		10/20/23		CNH	60,232		USD	8,377		104
									$	(1,232	)

A list of the open OTC swap agreements held by the Fund at September 30, 2023, is as follows:

Interest Rate Swap

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Citibank

0.2375

BRL-CDI

Annual

01/02/2029

BRL

70,430

$

(533

)

$

–

$

(533

)

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023, is as follows:

Interest Rate Swaps

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
USD-SOFR-OIS COMPOUND		4% FIXED		Annual		02/29/2028		USD		46,200	$	(649	)	$	(8	)	$	(641	)
USD-SOFR-OIS COMPOUND		4.18% FIXED		Annual		02/29/2028		USD		74,070		(534	)		56			(590	)
LE - 2.85% FIXED		USD-SOFR-OIS COMPOUND		Annual		02/15/2029		USD		10,144		723			(16	)		739
0.0327% FIXED		USD-SOFR-OIS COMPOUND		Annual		04/30/2029		USD		7,015		370			26			344
3.85% FIXED		USD-SOFR-OIS COMPOUND		Annual		06/30/2029		USD		7,436		182			2			180
1.52% FIXED		USD-SOFR-COMPOUND 2/15/47		Annual		02/15/2047		USD		5,559		2,161			(61	)		2,222
0.026% FIXED		USD-SOFR-OIS-COMPOUND		Annual		02/15/2048		USD		9,739		2,258			924			1,334
3.05% FIXED		USD-SOFR-OIS COMPOUND		Annual		02/15/2048		USD		10,834		1,774			502			1,272
USD-SOFR-OIS COMPOUND		3.15%		Annual		05/15/2048		USD		10,146		1,509			121			1,388
.50% FIXED		SD-SOFR-OIS-COMPOUND		Annual		04/21/2052		USD		5,290		1,354			8			1,346
FIXED 3.52 %		SOFRRAT		Annual		12/20/2053		USD		7,131		562			–			562
											$	9,710		$	1,554		$	8,156

Credit Default Swap - Buy Protection

Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.4112		5.00%		Quarterly		12/20/2028	$	9,051	$	(86	)	$	(65	)	$	(21	)

Credit Default Swap - Sell Protection

Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.IG.4112		1.00%		Quarterly		12/20/2028	$	127,395	$	1,557	$	1,656	$	(99	)

SEI Institutional Managed Trust

219

SCHEDULE OF INVESTMENTS

September 30, 2023

Core Fixed Income Fund (Concluded)

	Percentages are based on Net Assets of $3,355,468 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).
(A)	Zero coupon security.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On September 30, 2023, the value of these securities amounted to $473,781 ($ Thousands), representing 14.1% of the Net Assets of the Fund.
(E)	Certain securities or partial positions of certain securities are on loan at September 30, 2023.
(F)	Perpetual security with no stated maturity date.
(G)	Interest rate represents the security's effective yield at the time of purchase.
(H)	Security, or a portion thereof, has been pledged as collateral on open futures contracts. The total market value of such securities as of September 30, 2023 was $1,529 ($ Thousands).
(I)	Security is in default on interest payment.
(J)	Unsettled bank loan. Interest rate may not be available.
(K)	No interest rate available.
(L)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $53,339 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		–		1,432,800		–		1,432,800
Corporate Obligations		–		1,020,189		–		1,020,189
U.S. Treasury Obligations		–		748,024		–		748,024
Asset-Backed Securities		–		295,931		–		295,931
Sovereign Debt		–		42,811		–		42,811
U.S. Government Agency Obligations		–		31,324		–		31,324
Loan Participations		–		25,928		–		25,928
Municipal Bonds		–		8,178		–		8,178
Affiliated Partnership		–		53,339		–		53,339
Purchased Options		1,384		–		–		1,384
Cash Equivalent		241,390		–		–		241,390
Total Investments in Securities		242,774		3,658,524		–		3,901,298

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(2,165	)		–			–		(2,165	)
Futures Contracts*
Unrealized Appreciation		3,113			–			–		3,113
Unrealized Depreciation		(9,519	)		–			–		(9,519	)
Forward Contracts*
Unrealized Appreciation		–			606			–		606
Unrealized Depreciation		–			(1,838	)		–		(1,838	)
OTC Swap
Interest Rate Swap*
Unrealized Depreciation		–			(533	)		–		(533	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(120	)		–		(120	)
Interest Rate Swaps*
Unrealized Appreciation		–			9,387			–		9,387
Unrealized Depreciation		–			(1,231	)		–		(1,231	)
Total Other Financial Instruments		(8,571	)		6,271			–		(2,300	)

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

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

220

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	254,770	$	1,329,060	$	(1,530,557	)	$	11	$	55	$	53,339	$	152	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		113,748		2,796,039		(2,668,397	)		—		—		241,390		4,071		—
Totals	$	368,518	$	4,125,099	$	(4,198,954	)	$	11	$	55	$	294,729	$	4,223	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

221

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 77.5%
Communication Services — 9.5%
Altice France
8.125%, 02/01/2027 (A)	$	380	$	337
5.500%, 01/15/2028 (A)		220		169
5.500%, 10/15/2029 (A)		2,542		1,828
5.125%, 07/15/2029 (A)		396		282
Altice France Holding
10.500%, 05/15/2027 (A)		9,324		5,815
6.000%, 02/15/2028 (A)		811		401
AMC Networks
5.000%, 04/01/2024		837		825
4.250%, 02/15/2029		1,126		691
ANGI Group
3.875%, 08/15/2028 (A)		2,499		1,955
Audacy Capital
6.750%, 03/31/2029 (A)(B)(C)		3,784		71
6.500%, 05/01/2027 (A)(B)(C)		1,717		34
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		3,570		2,291
Belo
7.250%, 09/15/2027		250		243
C&W Senior Financing Designated Activity
6.875%, 09/15/2027 (A)		569		500
CCO Holdings
5.375%, 06/01/2029 (A)		1,183		1,061
5.125%, 05/01/2027 (A)		8,761		8,163
5.000%, 02/01/2028 (A)		2,747		2,495
4.750%, 03/01/2030 (A)		1,515		1,272
4.750%, 02/01/2032 (A)		62		49

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 08/15/2030 (A)	$	4,355	$	3,575
4.500%, 05/01/2032		2,270		1,782
4.250%, 02/01/2031 (A)		4,134		3,291
4.250%, 01/15/2034 (A)		275		202
Cinemark USA
8.750%, 05/01/2025 (A)		96		96
5.250%, 07/15/2028 (A)		135		120
Clear Channel Outdoor Holdings Inc
7.750%, 04/15/2028 (A)		290		232
7.500%, 06/01/2029 (A)		529		404
5.125%, 08/15/2027 (A)		689		612
Consolidated Communications
6.500%, 10/01/2028 (A)		2,155		1,684
DISH DBS
7.750%, 07/01/2026		4,515		3,386
7.375%, 07/01/2028		3,722		2,345
5.875%, 11/15/2024		2,967		2,762
5.750%, 12/01/2028 (A)		1,035		796
5.250%, 12/01/2026 (A)		1,945		1,653
5.125%, 06/01/2029		2,160		1,197
DISH Network
11.750%, 11/15/2027 (A)		6,371		6,419
Front Range BidCo
4.000%, 03/01/2027 (A)		5,657		4,197
Frontier Communications Holdings
8.750%, 05/15/2030 (A)		206		196
6.750%, 05/01/2029 (A)		49		38
6.000%, 01/15/2030 (A)		93		68
5.875%, 10/15/2027 (A)		1,453		1,321
5.875%, 11/01/2029		102		74
5.000%, 05/01/2028 (A)		680		581
Gannett Holdings
6.000%, 11/01/2026 (A)		158		136
Gray Escrow II
5.375%, 11/15/2031 (A)		3,789		2,480
Gray Television
7.000%, 05/15/2027 (A)		565		486
5.875%, 07/15/2026 (A)		75		67
4.750%, 10/15/2030 (A)		3,773		2,500
Hughes Satellite Systems
5.250%, 08/01/2026		562		505
iHeartCommunications
8.375%, 05/01/2027		580		416
6.375%, 05/01/2026		2,003		1,726
5.250%, 08/15/2027 (A)		295		234
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		1,447		1,283
Intelsat Jackson Holdings (Escrow Security)
9.750%, 07/15/2025 (A)(B)(D)		2,202		–
8.500%, 10/15/2024 (A)(B)(D)		1,695		–
5.500%, 08/01/2023 (B)(D)		268		–

222

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Level 3 Financing
10.500%, 05/15/2030 (A)	$	1,534	$	1,544
4.625%, 09/15/2027 (A)		3,685		2,650
4.250%, 07/01/2028 (A)		1,618		1,008
3.875%, 11/15/2029 (A)		400		369
3.750%, 07/15/2029 (A)		320		179
3.625%, 01/15/2029 (A)		2,605		1,459
Live Nation Entertainment
6.500%, 05/15/2027 (A)		426		420
5.625%, 03/15/2026 (A)		309		297
4.875%, 11/01/2024 (A)		582		572
4.750%, 10/15/2027 (A)		3,020		2,765
Lumen Technologies
5.625%, 04/01/2025		274		227
5.375%, 06/15/2029 (A)		263		84
5.125%, 12/15/2026 (A)		1,176		641
4.500%, 01/15/2029 (A)		110		34
4.000%, 02/15/2027 (A)		1,924		1,267
News
5.125%, 02/15/2032 (A)		140		123
3.875%, 05/15/2029 (A)		199		171
Nexstar Media
5.625%, 07/15/2027 (A)		1,100		979
4.750%, 11/01/2028 (A)		2,752		2,278
Sable International Finance
5.750%, 09/07/2027 (A)		854		775
Scripps Escrow
5.875%, 07/15/2027 (A)		190		141
Scripps Escrow II
3.875%, 01/15/2029 (A)		2,577		1,938
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		172
4.125%, 12/01/2030 (A)		100		62
Sirius XM Radio
5.500%, 07/01/2029 (A)		1,034		914
5.000%, 08/01/2027 (A)		1,730		1,580
4.125%, 07/01/2030 (A)		85		68
4.000%, 07/15/2028 (A)		522		446
3.125%, 09/01/2026 (A)		250		223
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,645		1,769
Stagwell Global
5.625%, 08/15/2029 (A)		353		285
TEGNA
4.625%, 03/15/2028		1,955		1,691
Telecom Italia Capital
6.000%, 09/30/2034		1,406		1,172
Telesat Canada
6.500%, 10/15/2027 (A)		1,482		756
5.625%, 12/06/2026 (A)		3,224		2,216
United States Cellular
6.700%, 12/15/2033		420		408

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Urban One
7.375%, 02/01/2028 (A)	$	3,070	$	2,633
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		1,530		1,218
VTR Comunicaciones
5.125%, 01/15/2028 (A)		1,300		731
Windstream Escrow
7.750%, 08/15/2028 (A)		4,870		3,871
WMG Acquisition
3.000%, 02/15/2031 (A)		1,366		1,073
				116,555
Consumer Discretionary — 17.6%
1011778 BC ULC
4.375%, 01/15/2028 (A)		1,360		1,226
4.000%, 10/15/2030 (A)		185		153
3.875%, 01/15/2028 (A)		2,935		2,633
Academy
6.000%, 11/15/2027 (A)		1,120		1,059
Acushnet
7.375%, 10/15/2028 (A)		413		415
Adient Global Holdings Ltd
8.250%, 04/15/2031 (A)		257		257
7.000%, 04/15/2028 (A)		17		17
4.875%, 08/15/2026 (A)		2,395		2,259
ADT Security
4.875%, 07/15/2032 (A)		1,563		1,305
4.125%, 08/01/2029 (A)		276		233
Adtalem Global Education
5.500%, 03/01/2028 (A)		888		813
Advance Auto Parts
5.900%, 03/09/2026		1,143		1,104
Altice Financing
5.750%, 08/15/2029 (A)		3,019		2,474
5.000%, 01/15/2028 (A)		3,863		3,299
American Axle & Manufacturing
6.875%, 07/01/2028		488		443
6.500%, 04/01/2027		305		289
6.250%, 03/15/2026		83		80
5.000%, 10/01/2029		112		91
Aramark Services
5.000%, 02/01/2028 (A)		282		261
Asbury Automotive Group
4.625%, 11/15/2029 (A)		1,246		1,070
4.500%, 03/01/2028		1,661		1,487
Ashton Woods USA
6.625%, 01/15/2028 (A)		2,572		2,426
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		1,634		1,654
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(D)(E)		2,750		–

SEI Institutional Managed Trust

223

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bath & Body Works
7.600%, 07/15/2037	$	370	$	324
7.500%, 06/15/2029		271		268
6.875%, 11/01/2035		964		861
6.750%, 07/01/2036		2,225		1,949
6.625%, 10/01/2030 (A)		1,730		1,622
5.250%, 02/01/2028		1,719		1,591
Boyne USA
4.750%, 05/15/2029 (A)		168		147
Brookfield Residential Properties
5.000%, 06/15/2029 (A)		135		111
4.875%, 02/15/2030 (A)		1,800		1,464
Caesars Entertainment
8.125%, 07/01/2027 (A)		420		422
7.000%, 02/15/2030 (A)		3,650		3,552
6.250%, 07/01/2025 (A)		2,432		2,399
4.625%, 10/15/2029 (A)		1,781		1,508
Carnival
10.500%, 06/01/2030 (A)		1,431		1,474
9.875%, 08/01/2027 (A)		680		710
7.625%, 03/01/2026 (A)		2,759		2,684
7.000%, 08/15/2029 (A)		102		101
6.000%, 05/01/2029 (A)		2,854		2,434
5.750%, 03/01/2027 (A)		4,706		4,260
4.000%, 08/01/2028 (A)		673		583
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		674		723
Carvana
14.000%cash/0% PIK, 06/01/2031 (A)		267		209
13.000%cash/0% PIK, 06/01/2030 (A)		225		175
12.000%cash/0% PIK, 12/01/2028 (A)		1,612		1,266
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		434		418
Cedar Fair
5.375%, 04/15/2027		140		131
5.250%, 07/15/2029		295		256
Clarios Global
8.500%, 05/15/2027 (A)		3,975		3,964
6.750%, 05/15/2025 (A)		576		572
6.750%, 05/15/2028 (A)		198		193
6.250%, 05/15/2026 (A)		486		475
CMG Media
8.875%, 12/15/2027 (A)		4,100		3,209
Cooper-Standard Automotive
13.500%cash/0% PIK, 03/31/2027 (A)		1,543		1,583
5.625%cash/0% PIK, 05/15/2027 (A)		921		615
CSC Holdings
11.250%, 05/15/2028 (A)		1,059		1,055
7.500%, 04/01/2028 (A)		880		572
6.500%, 02/01/2029 (A)		1,625		1,346
5.750%, 01/15/2030 (A)		5,976		3,348
5.250%, 06/01/2024		1,573		1,496

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 12/01/2030 (A)	$	1,370	$	728
4.500%, 11/15/2031 (A)		299		212
3.375%, 02/15/2031 (A)		463		316
Dana
5.625%, 06/15/2028		320		293
Diamond Sports Group
6.625%, 08/15/2027 (A)(B)		3,243		65
5.375%, 08/15/2026 (A)(B)		6,139		123
DirecTV Financing
5.875%, 08/15/2027 (A)		2,521		2,229
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		2,401		1,985
eG Global Finance
8.500%, 10/30/2025 (A)		490		482
6.750%, 02/07/2025 (A)		3,898		3,830
Empire Resorts
7.750%, 11/01/2026 (A)		3,625		2,954
EquipmentShare.com
9.000%, 05/15/2028 (A)		392		377
Fertitta Entertainment
6.750%, 01/15/2030 (A)		2,159		1,760
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)		3,108		–
Ford Motor
4.750%, 01/15/2043		2,200		1,606
Ford Motor Credit
7.350%, 03/06/2030		450		456
7.200%, 06/10/2030		200		201
6.950%, 03/06/2026		200		200
6.950%, 06/10/2026		1,830		1,828
6.800%, 05/12/2028		3,822		3,818
5.125%, 06/16/2025		880		852
5.113%, 05/03/2029		3,825		3,501
4.687%, 06/09/2025		655		629
4.542%, 08/01/2026		730		685
4.271%, 01/09/2027		735		679
4.134%, 08/04/2025		250		237
4.125%, 08/17/2027		1,219		1,110
4.063%, 11/01/2024		1,594		1,543
4.000%, 11/13/2030		1,647		1,376
3.815%, 11/02/2027		685		610
3.810%, 01/09/2024		43		43
3.375%, 11/13/2025		1,200		1,113
2.900%, 02/16/2028		2,430		2,069
2.900%, 02/10/2029		965		792
2.700%, 08/10/2026		200		178
Ford Motor Credit MTN
4.389%, 01/08/2026		715		675
Gap
3.625%, 10/01/2029 (A)		158		117
GCI
4.750%, 10/15/2028 (A)		599		517

224

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goodyear Tire & Rubber
5.250%, 04/30/2031	$	122	$	103
5.250%, 07/15/2031		304		252
5.000%, 05/31/2026		573		547
5.000%, 07/15/2029		322		277
Hanesbrands
9.000%, 02/15/2031 (A)		87		83
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		238
4.875%, 01/15/2030		50		46
4.000%, 05/01/2031 (A)		2,960		2,488
3.750%, 05/01/2029 (A)		2,409		2,083
3.625%, 02/15/2032 (A)		1,566		1,262
Hilton Worldwide Finance
4.875%, 04/01/2027		2,181		2,075
International Game Technology
6.250%, 01/15/2027 (A)		1,070		1,047
4.125%, 04/15/2026 (A)		1,400		1,317
Jacobs Entertainment
6.750%, 02/15/2029 (A)		2,951		2,598
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		2,350		2,009
KFC Holding
4.750%, 06/01/2027 (A)		2,306		2,191
Kohl's
4.625%, 05/01/2031		855		574
4.250%, 07/17/2025		570		529
LBM Acquisition
6.250%, 01/15/2029 (A)		2,884		2,365
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		2,470		2,100
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,997		1,834
Liberty Interactive
8.250%, 02/01/2030		4,905		1,585
Life Time
5.750%, 01/15/2026 (A)		1,365		1,323
Lions Gate Capital Holdings
5.500%, 04/15/2029 (A)		1,431		943
Lithia Motors
4.375%, 01/15/2031 (A)		1,041		861
3.875%, 06/01/2029 (A)		341		288
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		2,315		1,905
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		65		54
Mattamy Group
4.625%, 03/01/2030 (A)		713		607
Mattel
3.375%, 04/01/2026 (A)		1,570		1,452
McGraw-Hill Education
5.750%, 08/01/2028 (A)		2,165		1,868

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MGM Resorts International
6.750%, 05/01/2025	$	320	$	318
5.750%, 06/15/2025		674		659
4.750%, 10/15/2028		2,891		2,547
Michaels
7.875%, 05/01/2029 (A)		2,240		1,462
Midcontinent Communications
5.375%, 08/15/2027 (A)		472		437
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,045
NCL
8.375%, 02/01/2028 (A)		61		62
5.875%, 03/15/2026 (A)		890		822
5.875%, 02/15/2027 (A)		1,544		1,468
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		238
Newell Brands
6.625%, 09/15/2029		70		67
6.375%, 09/15/2027		200		191
6.375%, 04/01/2036		70		57
5.200%, 04/01/2026		410		386
Nordstrom
4.375%, 04/01/2030		134		103
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		2,340		1,269
PetSmart
7.750%, 02/15/2029 (A)		1,085		1,011
4.750%, 02/15/2028 (A)		1,335		1,169
PM General Purchaser
9.500%, 10/01/2028 (A)		348		323
QVC
4.850%, 04/01/2024		1,840		1,768
4.750%, 02/15/2027		835		512
4.450%, 02/15/2025		1,005		879
4.375%, 09/01/2028		873		458
Radiate Holdco
6.500%, 09/15/2028 (A)		2,305		1,210
4.500%, 09/15/2026 (A)		3,765		2,860
Raptor Acquisition
4.875%, 11/01/2026 (A)		233		218
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		2,461		2,670
11.500%, 06/01/2025 (A)		96		101
9.250%, 01/15/2029 (A)		225		238
8.250%, 01/15/2029 (A)		225		233
7.250%, 01/15/2030 (A)		165		164
5.500%, 08/31/2026 (A)		1,431		1,351
Service International
7.500%, 04/01/2027		640		650
4.000%, 05/15/2031		14		11
3.375%, 08/15/2030		61		49

SEI Institutional Managed Trust

225

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Shea Homes
4.750%, 04/01/2029	$	825	$	716
Shutterfly Finance
9.750%, 10/01/2027 (A)		83		83
8.500%cash/0% PIK, 10/01/2027 (A)		518		343
Six Flags Entertainment
7.250%, 05/15/2031 (A)		933		876
5.500%, 04/15/2027 (A)		90		83
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		82		82
Sonic Automotive
4.625%, 11/15/2029 (A)		244		202
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		2,628		2,457
SRS Distribution
6.125%, 07/01/2029 (A)		1,154		983
6.000%, 12/01/2029 (A)		1,133		951
4.625%, 07/01/2028 (A)		332		287
Staples
10.750%, 04/15/2027 (A)		580		340
7.500%, 04/15/2026 (A)		2,063		1,697
Station Casinos
4.500%, 02/15/2028 (A)		2,006		1,750
StoneMor
8.500%, 05/15/2029 (A)		2,130		1,752
Studio City
7.000%, 02/15/2027 (A)		475		448
Studio City Finance
5.000%, 01/15/2029 (A)		2,405		1,808
Superior Plus
4.500%, 03/15/2029 (A)		202		175
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		1,200		1,080
Tempur Sealy International
4.000%, 04/15/2029 (A)		530		443
3.875%, 10/15/2031 (A)		1,351		1,042
Time Warner Entertainment
8.375%, 07/15/2033		1,028		1,105
Univision Communications
8.000%, 08/15/2028 (A)		177		172
7.375%, 06/30/2030 (A)		216		198
6.625%, 06/01/2027 (A)		40		37
4.500%, 05/01/2029 (A)		165		134
Vail Resorts
6.250%, 05/15/2025 (A)		437		435
Victoria's Secret
4.625%, 07/15/2029 (A)		2,659		1,928
Viking Cruises
9.125%, 07/15/2031 (A)		195		195
5.875%, 09/15/2027 (A)		2,030		1,853
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		387

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)	$	170	$	151
4.500%, 08/15/2030 (A)		480		397
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		2,212		1,909
Vista Outdoor
4.500%, 03/15/2029 (A)		408		341
VTR Comunicaciones
4.375%, 04/15/2029 (A)		305		168
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		500		393
White Capital Buyer
6.875%, 10/15/2028 (A)		105		93
White Capital Parent
8.250%cash/0% PIK, 03/15/2026 (A)		2,275		2,195
Wolverine World Wide
4.000%, 08/15/2029 (A)		2,762		2,047
WW International
4.500%, 04/15/2029 (A)		1,440		1,012
Wynn Las Vegas
5.500%, 03/01/2025 (A)		730		718
Wynn Resorts Finance
5.125%, 10/01/2029 (A)		384		336
Yum! Brands
6.875%, 11/15/2037		1,065		1,081
5.375%, 04/01/2032		95		87
3.625%, 03/15/2031		2,335		1,922
Ziggo Bond BV
6.000%, 01/15/2027 (A)		363		332
				216,441
Consumer Staples — 2.7%
Albertsons
5.875%, 02/15/2028 (A)		125		120
4.875%, 02/15/2030 (A)		470		424
4.625%, 01/15/2027 (A)		1,285		1,213
3.500%, 03/15/2029 (A)		453		386
3.250%, 03/15/2026 (A)		196		182
B&G Foods
5.250%, 04/01/2025		552		542
Central Garden & Pet
5.125%, 02/01/2028		350		326
4.125%, 10/15/2030		242		202
4.125%, 04/30/2031 (A)		168		137
Chobani
4.625%, 11/15/2028 (A)		514		453
Coty
6.625%, 07/15/2030 (A)		511		499
5.000%, 04/15/2026 (A)		1,143		1,098
4.750%, 01/15/2029 (A)		1,945		1,754
Edgewell Personal Care
5.500%, 06/01/2028 (A)		310		286

226

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 04/01/2029 (A)	$	192	$	163
Energizer Holdings
6.500%, 12/31/2027 (A)		133		125
4.750%, 06/15/2028 (A)		474		410
4.375%, 03/31/2029 (A)		627		523
High Ridge Brands Co. (Escrow Security)
9.772%, 03/15/2025 (A)(B)		445		–
HLF Financing Sarl
4.875%, 06/01/2029 (A)		2,345		1,665
JBS USA LUX
5.500%, 01/15/2030		1,655		1,545
Lamb Weston Holdings
4.125%, 01/31/2030 (A)		1,430		1,223
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,373		3,063
New Albertsons
8.700%, 05/01/2030		955		1,006
8.000%, 05/01/2031		910		935
Performance Food Group
6.875%, 05/01/2025 (A)		50		50
5.500%, 10/15/2027 (A)		360		341
4.250%, 08/01/2029 (A)		465		402
Post Holdings
5.750%, 03/01/2027 (A)		15		15
5.625%, 01/15/2028 (A)		1,444		1,365
5.500%, 12/15/2029 (A)		2,577		2,336
4.625%, 04/15/2030 (A)		83		71
Rite Aid
8.000%, 11/15/2026 (A)		3,047		1,793
7.500%, 07/01/2025 (A)		846		499
Sigma Holdco BV
7.875%, 05/15/2026 (A)		3,082		2,583
Spectrum Brands
5.500%, 07/15/2030 (A)		617		559
5.000%, 10/01/2029 (A)		100		91
3.875%, 03/15/2031 (A)		93		75
Triton Water Holdings
6.250%, 04/01/2029 (A)		3,094		2,529
US Foods
6.875%, 09/15/2028 (A)		1,796		1,792
4.625%, 06/01/2030 (A)		230		200
				32,981
Energy — 10.2%
Aethon United BR
8.250%, 02/15/2026 (A)		1,216		1,206
Antero Midstream Partners
7.875%, 05/15/2026 (A)		323		326
5.750%, 03/01/2027 (A)		50		48
5.750%, 01/15/2028 (A)		295		278
5.375%, 06/15/2029 (A)		246		225

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Antero Resources
8.375%, 07/15/2026 (A)	$	260	$	268
7.625%, 02/01/2029 (A)		742		752
5.375%, 03/01/2030 (A)		1,030		949
Apache
5.100%, 09/01/2040		2,111		1,677
Archrock Partners
6.875%, 04/01/2027 (A)		275		266
6.250%, 04/01/2028 (A)		1,462		1,361
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (A)		1,623		1,606
7.000%, 11/01/2026 (A)		1,238		1,209
5.875%, 06/30/2029 (A)		1,250		1,124
Baytex Energy
8.750%, 04/01/2027 (A)		325		330
8.500%, 04/30/2030 (A)		315		319
Blue Racer Midstream
7.625%, 12/15/2025 (A)		2,721		2,731
Buckeye Partners
4.500%, 03/01/2028 (A)		400		351
4.125%, 03/01/2025 (A)		230		218
4.125%, 12/01/2027		135		119
California Resources
7.125%, 02/01/2026 (A)		374		376
Callon Petroleum
8.000%, 08/01/2028 (A)		225		225
7.500%, 06/15/2030 (A)		1,035		1,004
Cheniere Energy Partners
4.000%, 03/01/2031		389		332
3.250%, 01/31/2032		260		207
Chesapeake Energy
7.500%, 10/01/2026 (B)(D)		2,515		47
7.000%, 10/01/2024 (B)(D)		1,135		23
Chesapeake Energy Corp
6.750%, 04/15/2029 (A)		2,585		2,530
Chord Energy Corp
6.375%, 06/01/2026 (A)		274		269
CITGO Petroleum
6.375%, 06/15/2026 (A)		1,025		1,012
Civitas Resources
8.750%, 07/01/2031 (A)		1,959		2,001
8.375%, 07/01/2028 (A)		314		320
CNX Midstream Partners
4.750%, 04/15/2030 (A)		54		45
CNX Resources
7.375%, 01/15/2031 (A)		147		144
Comstock Resources
6.750%, 03/01/2029 (A)		4,639		4,267
5.875%, 01/15/2030 (A)		157		136
Crescent Energy Finance
9.250%, 02/15/2028 (A)		839		856
7.250%, 05/01/2026 (A)		815		799

SEI Institutional Managed Trust

227

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Crestwood Midstream Partners
8.000%, 04/01/2029 (A)	$	698	$	716
7.375%, 02/01/2031 (A)		97		99
Delek Logistics Partners
6.750%, 05/15/2025		811		795
Diamond Foreign Asset
8.500%, 10/01/2030 (A)		138		138
DT Midstream
4.375%, 06/15/2031 (A)		103		87
4.125%, 06/15/2029 (A)		205		177
Earthstone Energy Holdings
8.000%, 04/15/2027 (A)		1,040		1,064
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		2,347		2,254
Energy Transfer
5.500%, 06/01/2027		1,564		1,538
EnLink Midstream
6.500%, 09/01/2030 (A)		93		90
5.375%, 06/01/2029		2,996		2,772
EnLink Midstream Partners
5.600%, 04/01/2044		955		793
Enviva Partners
6.500%, 01/15/2026 (A)		2,475		2,017
EQM Midstream Partners
7.500%, 06/01/2027 (A)		2,174		2,178
7.500%, 06/01/2030 (A)		134		135
6.500%, 07/01/2027 (A)		712		695
6.500%, 07/15/2048		2,443		2,148
6.000%, 07/01/2025 (A)		67		66
4.750%, 01/15/2031 (A)		1,104		950
4.500%, 01/15/2029 (A)		1,629		1,450
Genesis Energy
8.875%, 04/15/2030		357		349
8.000%, 01/15/2027		752		725
7.750%, 02/01/2028		1,508		1,429
6.500%, 10/01/2025		20		20
Greenfire Resources
12.000%, 10/01/2028 (A)		1,415		1,392
Gulfport Energy Corp
8.000%, 05/17/2026 (A)		1,025		1,027
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (D)		183		–
6.375%, 01/15/2026 (B)		585		1
6.000%, 10/15/2024 (B)		215		–
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,000		967
Hess Midstream Operations
5.625%, 02/15/2026 (A)		330		319
5.500%, 10/15/2030 (A)		415		377
4.250%, 02/15/2030 (A)		1,777		1,498
Hilcorp Energy I
6.250%, 11/01/2028 (A)		10		9

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 04/15/2032 (A)	$	85	$	76
6.000%, 04/15/2030 (A)		101		91
Holly Energy Partners
6.375%, 04/15/2027 (A)		160		157
Howard Midstream Energy Partners
8.875%, 07/15/2028 (A)		210		212
6.750%, 01/15/2027 (A)		3,055		2,902
ITT Holdings
6.500%, 08/01/2029 (A)		2,778		2,355
Kinetik Holdings
5.875%, 06/15/2030 (A)		129		121
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		36		36
7.500%, 01/15/2026 (A)		2,964		2,871
Nabors Industries
7.250%, 01/15/2026 (A)		93		90
5.750%, 02/01/2025		325		318
New Fortress Energy
6.750%, 09/15/2025 (A)		1,403		1,339
6.500%, 09/30/2026 (A)		2,246		2,068
NGL Energy Operating
7.500%, 02/01/2026 (A)		2,146		2,122
NGL Energy Partners
6.125%, 03/01/2025		1,540		1,512
Northern Oil and Gas
8.750%, 06/15/2031 (A)		565		569
8.125%, 03/01/2028 (A)		1,749		1,747
Northriver Midstream Finance
5.625%, 02/15/2026 (A)		1,240		1,182
NuStar Logistics
6.375%, 10/01/2030		685		649
6.000%, 06/01/2026		255		247
5.750%, 10/01/2025		114		111
5.625%, 04/28/2027		115		110
Occidental Petroleum
8.875%, 07/15/2030		338		380
6.625%, 09/01/2030		150		152
PBF Holding
7.875%, 09/15/2030 (A)		1,755		1,748
Precision Drilling
7.125%, 01/15/2026 (A)		340		336
6.875%, 01/15/2029 (A)		61		58
Range Resources
8.250%, 01/15/2029		407		417
4.875%, 05/15/2025		285		277
Rockcliff Energy II
5.500%, 10/15/2029 (A)		2,497		2,247
Rockies Express Pipeline
4.800%, 05/15/2030 (A)		1,239		1,069
Seventy Seven Operating (Escrow Security)
6.625%, 01/15/2020 (B)(D)		1,869		–

228

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Shelf Drilling Holdings
9.625%, 04/15/2029 (A)	$	1,210	$	1,197
Sitio Royalties Operating Partnership
7.875%, 11/01/2028 (A)		2,015		2,020
SM Energy
6.750%, 09/15/2026		514		505
6.625%, 01/15/2027		73		71
6.500%, 07/15/2028		113		108
5.625%, 06/01/2025		295		289
Southwestern Energy
5.375%, 02/01/2029		32		30
5.375%, 03/15/2030		289		263
4.750%, 02/01/2032		63		54
Strathcona Resources
6.875%, 08/01/2026 (A)		2,255		2,125
Summit Midstream Holdings
9.000%, 10/15/2026 (A)(F)		159		152
5.750%, 04/15/2025		2,095		1,959
Sunoco
5.875%, 03/15/2028		1,585		1,521
4.500%, 05/15/2029		1,248		1,095
4.500%, 04/30/2030		1,347		1,166
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		386		385
6.000%, 03/01/2027 (A)		270		254
6.000%, 12/31/2030 (A)		4,335		3,826
6.000%, 09/01/2031 (A)		722		629
5.500%, 01/15/2028 (A)		70		64
Targa Resources Partners
6.875%, 01/15/2029		192		192
6.500%, 07/15/2027		523		527
4.875%, 02/01/2031		250		224
4.000%, 01/15/2032		167		141
TerraForm Power Operating
5.000%, 01/31/2028 (A)		3,107		2,820
4.750%, 01/15/2030 (A)		375		320
Transocean
11.500%, 01/30/2027 (A)		915		960
8.750%, 02/15/2030 (A)		83		85
8.000%, 02/01/2027 (A)		1,780		1,713
7.500%, 04/15/2031		510		442
7.250%, 11/01/2025 (A)		3,080		3,026
6.800%, 03/15/2038		1,927		1,466
Transocean Titan Financing
8.375%, 02/01/2028 (A)		58		59
Valaris
8.375%, 04/30/2030 (A)		124		124
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		1,205		989
3.875%, 08/15/2029 (A)		255		214
3.875%, 11/01/2033 (A)		435		338

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Venture Global LNG
8.125%, 06/01/2028 (A)	$	4,316	$	4,273
Vital Energy
10.125%, 01/15/2028		100		102
9.750%, 10/15/2030		90		92
Weatherford International
8.625%, 04/30/2030 (A)		1,657		1,670
Western Midstream Operating
5.250%, 02/01/2050		2,924		2,278
				125,568
Financials — 7.7%
Acrisure
10.125%, 08/01/2026 (A)		1,211		1,242
7.000%, 11/15/2025 (A)		854		829
4.250%, 02/15/2029 (A)		807		678
AG Issuer
6.250%, 03/01/2028 (A)		1,208		1,128
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,505		1,400
Armor Holdco
8.500%, 11/15/2029 (A)		1,845		1,606
AssuredPartners
5.625%, 01/15/2029 (A)		2,520		2,182
Blackstone Mortgage Trust
3.750%, 01/15/2027 (A)		984		827
Blackstone Private Credit Fund
2.625%, 12/15/2026		2,248		1,935
Block
3.500%, 06/01/2031		296		233
2.750%, 06/01/2026		135		121
Blue Owl Capital
3.400%, 07/15/2026		1,587		1,423
Bread Financial Holdings
4.750%, 12/15/2024 (A)		840		814
BroadStreet Partners
5.875%, 04/15/2029 (A)		2,520		2,223
Brookfield Property REIT
4.500%, 04/01/2027 (A)		5,029		4,191
Citigroup
3.875%, H15T5Y + 3.417%(G)(H)		854		729
Coinbase Global
3.625%, 10/01/2031 (A)		80		53
3.375%, 10/01/2028 (A)		1,498		1,079
Comerica Bank
2.500%, 07/23/2024		854		817
CPI CG
8.625%, 03/15/2026 (A)		1,328		1,308
Finance of America Funding
7.875%, 11/15/2025 (A)		4,607		3,799
FirstCash
5.625%, 01/01/2030 (A)		2,135		1,921

SEI Institutional Managed Trust

229

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freedom Mortgage
12.000%, 10/01/2028 (A)	$	575	$	585
7.625%, 05/01/2026 (A)		1,235		1,151
6.625%, 01/15/2027 (A)		355		312
GTCR W-2 Merger Sub
7.500%, 01/15/2031 (A)		1,146		1,148
HAT Holdings I
6.000%, 04/15/2025 (A)		957		931
3.750%, 09/15/2030 (A)		910		696
3.375%, 06/15/2026 (A)		577		513
Hunt
5.250%, 04/15/2029 (A)		953		748
JPMorgan Chase
5.000%, TSFR3M + 3.380%(G)(H)		856		827
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		857		825
4.750%, 06/15/2029 (A)		1,225		990
4.250%, 02/01/2027 (A)		2,653		2,320
LD Holdings Group
6.500%, 11/01/2025 (A)		2,430		2,018
6.125%, 04/01/2028 (A)		2,689		1,694
LPL Holdings
4.625%, 11/15/2027 (A)		1,568		1,449
4.375%, 05/15/2031 (A)		1,267		1,084
4.000%, 03/15/2029 (A)		130		113
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,050		1,770
5.625%, 01/15/2030 (A)		1,451		1,125
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		414		311
5.500%, 09/01/2028 (A)		271		230
MSCI
4.000%, 11/15/2029 (A)		1,902		1,670
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		60		57
5.750%, 11/15/2031 (A)		270		223
5.500%, 08/15/2028 (A)		2,341		2,065
5.125%, 12/15/2030 (A)		138		112
5.000%, 02/01/2026 (A)		853		797
Navient
9.375%, 07/25/2030		1,420		1,400
NFP
6.875%, 08/15/2028 (A)		2,345		2,009
OneMain Finance
9.000%, 01/15/2029		404		402
7.125%, 03/15/2026		2,326		2,278
6.625%, 01/15/2028		262		242
5.375%, 11/15/2029		1,050		879
4.000%, 09/15/2030		1,279		960
3.875%, 09/15/2028		253		203
3.500%, 01/15/2027		440		377

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Osaic Holdings
10.750%, 08/01/2027 (A)	$	2,350	$	2,364
Paysafe Finance
4.000%, 06/15/2029 (A)		540		453
PennyMac Financial Services
5.750%, 09/15/2031 (A)		425		348
5.375%, 10/15/2025 (A)		561		533
4.250%, 02/15/2029 (A)		4,968		4,020
PRA Group
5.000%, 10/01/2029 (A)		1,882		1,429
Rithm Capital
6.250%, 10/15/2025 (A)		1,832		1,738
Rocket Mortgage
4.000%, 10/15/2033 (A)		2,302		1,738
3.625%, 03/01/2029 (A)		1,987		1,643
2.875%, 10/15/2026 (A)		918		809
Sabre GLBL
11.250%, 12/15/2027 (A)		2,940		2,698
Starwood Property Trust
3.625%, 07/15/2026 (A)		815		723
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		1,374		1,243
5.500%, 11/15/2025 (A)		1,788		1,701
5.500%, 04/15/2029 (A)		142		120
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		8,383		6,475
WeWork
15.000%cash/0% PIK, 08/15/2027 (A)(B)		1,853		903
11.000%cash/0% PIK, 08/15/2027 (A)(B)		2,325		233
				94,223
Health Care — 6.4%
180 Medical Inc
3.875%, 10/15/2029 (A)		200		169
Acadia Healthcare
5.500%, 07/01/2028 (A)		441		410
5.000%, 04/15/2029 (A)		610		549
AHP Health Partners
5.750%, 07/15/2029 (A)		251		211
Air Methods
8.000%, 05/15/2025 (A)		4,269		21
Akumin
7.000%, 11/01/2025 (A)(C)		3,955		2,966
Akumin Escrow
7.500%, 08/01/2028 (A)(C)		1,230		816
AthenaHealth Group
6.500%, 02/15/2030 (A)		175		146
Avantor Funding
4.625%, 07/15/2028 (A)		549		501
3.875%, 11/01/2029 (A)		2,166		1,851

230

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bausch & Lomb Escrow
8.375%, 10/01/2028 (A)	$	855	$	858
Bausch Health
14.000%, 10/15/2030 (A)		536		316
11.000%, 09/30/2028 (A)		1,607		1,090
9.000%, 12/15/2025 (A)		2,355		2,142
6.125%, 02/01/2027 (A)		859		534
5.750%, 08/15/2027 (A)		220		131
5.500%, 11/01/2025 (A)		1,545		1,368
5.250%, 01/30/2030 (A)		2,780		1,044
5.250%, 02/15/2031 (A)		193		74
5.000%, 01/30/2028 (A)		215		88
5.000%, 02/15/2029 (A)		445		169
4.875%, 06/01/2028 (A)		910		518
Bausch Health Americas
9.250%, 04/01/2026 (A)		390		353
8.500%, 01/31/2027 (A)		444		225
Centene
4.625%, 12/15/2029		832		749
Charles River Laboratories International
4.000%, 03/15/2031 (A)		1,015		859
3.750%, 03/15/2029 (A)		385		330
CHS
8.000%, 03/15/2026 (A)		555		529
6.875%, 04/15/2029 (A)		1,200		637
6.125%, 04/01/2030 (A)		214		109
6.000%, 01/15/2029 (A)		255		206
5.625%, 03/15/2027 (A)		2,856		2,450
5.250%, 05/15/2030 (A)		1,082		822
4.750%, 02/15/2031 (A)		1,671		1,183
DaVita
4.625%, 06/01/2030 (A)		525		431
3.750%, 02/15/2031 (A)		588		447
Embecta
6.750%, 02/15/2030 (A)		335		274
5.000%, 02/15/2030 (A)		2,110		1,646
Emergent BioSolutions
3.875%, 08/15/2028 (A)		307		128
Encompass Health
4.750%, 02/01/2030		1,516		1,341
4.625%, 04/01/2031		450		381
4.500%, 02/01/2028		430		392
Endo DAC
9.500%, 07/31/2027 (A)(B)		1,406		99
6.000%, 06/30/2028 (A)(B)		1,302		91
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(B)		1,485		1,051
Envision Healthcare
8.750%, 10/15/2026 (A)(B)		1,825		89
Global Medical Response
6.500%, 10/01/2025 (A)		4,238		2,871

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Grifols
4.750%, 10/15/2028 (A)	$	1,722	$	1,468
HCA
3.500%, 09/01/2030		1,676		1,418
Heartland Dental
10.500%, 04/30/2028 (A)		1,565		1,575
Hologic
3.250%, 02/15/2029 (A)		263		222
IQVIA
5.000%, 10/15/2026 (A)		805		770
5.000%, 05/15/2027 (A)		2,012		1,896
Legacy LifePoint Health
4.375%, 02/15/2027 (A)		135		116
LifePoint Health
5.375%, 01/15/2029 (A)		1,333		931
Mallinckrodt International Finance
11.500%, 12/15/2028 (A)(B)		575		511
10.000%, 06/15/2029 (A)(B)		236		17
Medline Borrower
5.250%, 10/01/2029 (A)		1,170		1,012
3.875%, 04/01/2029 (A)		3,479		2,941
Molina Healthcare
4.375%, 06/15/2028 (A)		2,416		2,165
3.875%, 11/15/2030 (A)		1,825		1,510
Monitronics International
9.125%, 04/01/2020 (B)(D)		3,385		–
Option Care Health
4.375%, 10/31/2029 (A)		1,104		954
Organon
5.125%, 04/30/2031 (A)		1,403		1,124
4.125%, 04/30/2028 (A)		781		679
Owens & Minor
6.625%, 04/01/2030 (A)		270		239
4.500%, 03/31/2029 (A)		307		253
Par Pharmaceutical
7.500%, 04/01/2027 (A)(B)		1,373		975
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		1,775		1,563
Prime Security Services Borrower
3.375%, 08/31/2027 (A)		684		599
Radiology Partners
9.250%, 02/01/2028 (A)		3,033		1,198
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (A)		567		549
RP Escrow Issuer
5.250%, 12/15/2025 (A)		8,711		6,319
Tenet Healthcare
6.750%, 05/15/2031 (A)		752		725
6.250%, 02/01/2027		447		432
6.125%, 10/01/2028		3,888		3,650
6.125%, 06/15/2030		1,976		1,853
5.125%, 11/01/2027		673		626

SEI Institutional Managed Trust

231

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 01/01/2026	$	3,531	$	3,383
4.625%, 06/15/2028		2,434		2,191
4.375%, 01/15/2030		800		688
4.250%, 06/01/2029		51		44
				78,261
Industrials — 8.2%
ACCO Brands
4.250%, 03/15/2029 (A)		545		456
Allegiant Travel
7.250%, 08/15/2027 (A)		858		808
Allied Universal Holdco
6.625%, 07/15/2026 (A)		899		852
4.625%, 06/01/2028 (A)		400		333
Allison Transmission
5.875%, 06/01/2029 (A)		210		198
4.750%, 10/01/2027 (A)		1,546		1,427
3.750%, 01/30/2031 (A)		250		202
American Airlines
5.750%, 04/20/2029 (A)		4,916		4,572
5.500%, 04/20/2026 (A)		1,358		1,326
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,046		927
APi Group DE
4.750%, 10/15/2029 (A)		135		118
4.125%, 07/15/2029 (A)		214		180
Artera Services
9.033%, 12/04/2025 (A)		1,408		1,299
Avianca Midco 2
9.000%, 12/01/2028 (A)		1,763		1,498
Avis Budget Car Rental
5.750%, 07/15/2027 (A)		1,135		1,073
5.375%, 03/01/2029 (A)		558		496
4.750%, 04/01/2028 (A)		60		53
Beacon Roofing Supply
4.500%, 11/15/2026 (A)		1,350		1,260
Bombardier
7.875%, 04/15/2027 (A)		2,011		1,962
7.500%, 03/15/2025 (A)		175		174
7.500%, 02/01/2029 (A)		853		810
Builders FirstSource
6.375%, 06/15/2032 (A)		241		227
4.250%, 02/01/2032 (A)		203		166
BWX Technologies
4.125%, 06/30/2028 (A)		762		674
4.125%, 04/15/2029 (A)		969		848
Camelot Return Merger Sub
8.750%, 08/01/2028 (A)		1,750		1,688
Chart Industries
9.500%, 01/01/2031 (A)		1,897		2,016
7.500%, 01/01/2030 (A)		134		135

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clean Harbors
6.375%, 02/01/2031 (A)	$	569	$	553
Conduent Business Services
6.000%, 11/01/2029 (A)		310		265
CoreCivic
8.250%, 04/15/2026		347		352
CP Atlas Buyer
7.000%, 12/01/2028 (A)		1,857		1,456
Deluxe
8.000%, 06/01/2029 (A)		2,480		2,046
Emerald Debt Merger Sub
6.625%, 12/15/2030 (A)		3,116		3,000
EnPro Industries
5.750%, 10/15/2026		232		222
Enviri
5.750%, 07/31/2027 (A)		465		409
First Student Bidco
4.000%, 07/31/2029 (A)		15		13
Garda World Security
9.500%, 11/01/2027 (A)		315		301
6.000%, 06/01/2029 (A)		242		198
GFL Environmental
5.125%, 12/15/2026 (A)		335		319
4.750%, 06/15/2029 (A)		2,291		2,037
4.375%, 08/15/2029 (A)		1,264		1,098
4.000%, 08/01/2028 (A)		679		593
3.500%, 09/01/2028 (A)		1,415		1,218
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		175		150
5.625%, 06/01/2029 (A)		332		273
GrafTech Finance
4.625%, 12/15/2028 (A)		955		738
GrafTech Global Enterprises
9.875%, 12/15/2028 (A)		918		870
Griffon
5.750%, 03/01/2028		500		454
H&E Equipment Services
3.875%, 12/15/2028 (A)		2,285		1,951
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,168		1,051
Hertz
5.000%, 12/01/2029 (A)		633		496
4.625%, 12/01/2026 (A)		888		787
Hertz (Escrow Security)
7.125%, 08/01/2026 (A)(B)		465		39
6.000%, 01/15/2028 (A)(B)		450		36
5.500%, 10/15/2024 (A)(B)		559		17
Icahn Enterprises
5.250%, 05/15/2027		1,145		1,006
4.750%, 09/15/2024		1,342		1,293
JELD-WEN
4.875%, 12/15/2027 (A)		250		221

232

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 12/15/2025 (A)	$	145	$	139
Korn Ferry
4.625%, 12/15/2027 (A)		1,697		1,561
Madison IAQ
5.875%, 06/30/2029 (A)		1,098		884
4.125%, 06/30/2028 (A)		170		147
Masonite International
5.375%, 02/01/2028 (A)		298		277
MasTec
4.500%, 08/15/2028 (A)		433		389
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		1,886		1,869
MIWD Holdco II
5.500%, 02/01/2030 (A)		221		183
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		5,936		–
Neptune Bidco US
9.290%, 04/15/2029 (A)		569		515
PGT Innovations
4.375%, 10/01/2029 (A)		1,125		1,037
Pitney Bowes
7.250%, 03/15/2029 (A)		1,615		1,185
6.875%, 03/15/2027 (A)		1,095		862
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,189		1,154
Regal Rexnord
6.400%, 04/15/2033 (A)		178		171
6.300%, 02/15/2030 (A)		127		123
6.050%, 04/15/2028 (A)		300		292
Ritchie Bros Holdings
7.750%, 03/15/2031 (A)		859		872
6.750%, 03/15/2028 (A)		721		719
Rolls-Royce
5.750%, 10/15/2027 (A)		1,431		1,381
Science Applications International
4.875%, 04/01/2028 (A)		1,172		1,064
Sensata Technologies
4.000%, 04/15/2029 (A)		816		703
3.750%, 02/15/2031 (A)		20		16
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,008
Spirit AeroSystems
9.375%, 11/30/2029 (A)		170		173
7.500%, 04/15/2025 (A)		1,119		1,098
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		1,374		1,373
SPX FLOW
8.750%, 04/01/2030 (A)		1,176		1,087
SS&C Technologies
5.500%, 09/30/2027 (A)		607		573
Standard Industries
5.000%, 02/15/2027 (A)		2,301		2,133

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 01/15/2028 (A)	$	778	$	702
4.375%, 07/15/2030 (A)		2,281		1,889
3.375%, 01/15/2031 (A)		88		68
Stericycle
3.875%, 01/15/2029 (A)		284		245
Team Health Holdings
6.375%, 02/01/2025 (A)		2,667		2,056
Terex
5.000%, 05/15/2029 (A)		335		300
TK Elevator US Newco
5.250%, 07/15/2027 (A)		1,548		1,419
TransDigm
6.875%, 12/15/2030 (A)		3,160		3,098
6.750%, 08/15/2028 (A)		668		658
6.250%, 03/15/2026 (A)		2,865		2,815
5.500%, 11/15/2027		1,982		1,856
TriNet Group
7.125%, 08/15/2031 (A)		172		170
Triumph Group
9.000%, 03/15/2028 (A)		108		107
7.750%, 08/15/2025		280		266
Tutor Perini
6.875%, 05/01/2025 (A)		2,787		2,548
Uber Technologies
7.500%, 09/15/2027 (A)		135		136
4.500%, 08/15/2029 (A)		249		223
United Airlines
4.625%, 04/15/2029 (A)		1,968		1,692
4.375%, 04/15/2026 (A)		1,562		1,444
United Rentals North America
6.000%, 12/15/2029 (A)		1,173		1,142
5.250%, 01/15/2030		1,650		1,526
4.000%, 07/15/2030		850		725
3.875%, 11/15/2027		1,719		1,556
US Airways Pass Through Trust
3.950%, 11/15/2025		379		359
VistaJet Malta Finance
9.500%, 06/01/2028 (A)		602		528
Wesco Aircraft Holdings
13.125%, 11/15/2027 (A)(B)		100		3
9.000%, 11/15/2026 (A)(B)		599		57
WESCO Distribution
7.250%, 06/15/2028 (A)		473		475
7.125%, 06/15/2025 (A)		361		362
XPO
6.250%, 06/01/2028 (A)		150		145
				100,798
Information Technology — 3.8%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		382

SEI Institutional Managed Trust

233

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ahead DB Holdings
6.625%, 05/01/2028 (A)	$	2,292	$	1,936
ams-OSRAM
7.000%, 07/31/2025 (A)		1,617		1,594
Arches Buyer
6.125%, 12/01/2028 (A)		84		68
4.250%, 06/01/2028 (A)		218		186
Black Knight InfoServ
3.625%, 09/01/2028 (A)		859		769
Ciena
4.000%, 01/31/2030 (A)		1,085		918
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		184		157
3.875%, 07/01/2028 (A)		164		142
Coherent
5.000%, 12/15/2029 (A)		3,050		2,645
CommScope
8.250%, 03/01/2027 (A)		5,614		3,669
7.125%, 07/01/2028 (A)		2,085		1,247
6.000%, 03/01/2026 (A)		810		756
4.750%, 09/01/2029 (A)		389		286
CommScope Technologies
6.000%, 06/15/2025 (A)		1,981		1,886
5.000%, 03/15/2027 (A)		200		113
Consensus Cloud Solutions
6.500%, 10/15/2028 (A)		2,060		1,756
Crowdstrike Holdings
3.000%, 02/15/2029		926		780
Elastic
4.125%, 07/15/2029 (A)		1,503		1,280
Entegris
4.375%, 04/15/2028 (A)		182		162
3.625%, 05/01/2029 (A)		786		668
Entegris Escrow
5.950%, 06/15/2030 (A)		247		229
4.750%, 04/15/2029 (A)		3,337		3,000
Fair Isaac
4.000%, 06/15/2028 (A)		1,431		1,279
Go Daddy Operating
5.250%, 12/01/2027 (A)		951		897
3.500%, 03/01/2029 (A)		2,351		1,978
Imola Merger
4.750%, 05/15/2029 (A)		813		713
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		2,145		1,870
NCR
6.125%, 09/01/2029 (A)		305		313
5.750%, 09/01/2027 (A)		455		458
5.125%, 04/15/2029 (A)		323		285
5.000%, 10/01/2028 (A)		147		131
NCR Atleos Escrow
9.500%, 04/01/2029 (A)		279		270

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ON Semiconductor
3.875%, 09/01/2028 (A)	$	471	$	417
Open Text Holdings
4.125%, 02/15/2030 (A)		1,842		1,541
Presidio Holdings
4.875%, 02/01/2027 (A)		260		240
RingCentral
8.500%, 08/15/2030 (A)		204		197
Seagate HDD Cayman
8.500%, 07/15/2031 (A)		40		41
8.250%, 12/15/2029 (A)		162		166
3.375%, 07/15/2031		829		578
Sprint
7.625%, 02/15/2025		1,898		1,926
Synaptics
4.000%, 06/15/2029 (A)		2,310		1,906
Veritas US
7.500%, 09/01/2025 (A)		2,235		1,867
ViaSat
6.500%, 07/15/2028 (A)		2,175		1,506
5.625%, 09/15/2025 (A)		1,413		1,306
Western Digital
4.750%, 02/15/2026		1,375		1,310
Xerox Holdings
5.500%, 08/15/2028 (A)		1,423		1,197
				47,021
Materials — 7.3%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		600		570
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		3,114		2,349
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (A)		840		700
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,258		1,226
5.250%, 08/15/2027 (A)		2,548		2,126
4.125%, 08/15/2026 (A)		845		773
Ashland
6.875%, 05/15/2043		851		815
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		3,028		2,156
ATI
7.250%, 08/15/2030		147		146
5.875%, 12/01/2027		174		165
5.125%, 10/01/2031		80		69
4.875%, 10/01/2029		160		141
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		366
3.375%, 02/15/2029 (A)		205		171
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		2,725		2,652

234

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ball
6.000%, 06/15/2029	$	1,778	$	1,726
3.125%, 09/15/2031		1,150		901
2.875%, 08/15/2030		1,751		1,387
Big River Steel
6.625%, 01/31/2029 (A)		298		294
Carpenter Technology
7.625%, 03/15/2030		60		60
6.375%, 07/15/2028		184		178
CF Industries
5.150%, 03/15/2034		1,619		1,488
Chemours
5.750%, 11/15/2028 (A)		1,539		1,335
4.625%, 11/15/2029 (A)		1,208		972
Cleveland-Cliffs
6.750%, 04/15/2030 (A)		1,009		943
Cleveland-Cliffs Inc
4.625%, 03/01/2029 (A)		213		186
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (A)		772		662
Compass Minerals International
6.750%, 12/01/2027 (A)		2,157		2,044
Cornerstone Chemical
13.000%, 08/26/2024 (C)(D)		703		703
10.250%cash/0% PIK, 09/01/2027 (A)(B)(C)(D)		7,095		4,257
CVR Partners
6.125%, 06/15/2028 (A)		1,301		1,169
Domtar
6.750%, 10/01/2028 (A)		2,940		2,435
Element Solutions
3.875%, 09/01/2028 (A)		2,462		2,125
ERO Copper
6.500%, 02/15/2030 (A)		2,010		1,729
First Quantum Minerals
8.625%, 06/01/2031 (A)		1,229		1,223
7.500%, 04/01/2025 (A)		707		706
6.875%, 10/15/2027 (A)		2,349		2,253
FMG Resources August 2006 PTY
4.500%, 09/15/2027 (A)		772		699
Freeport-McMoRan
5.450%, 03/15/2043		300		256
5.400%, 11/14/2034		925		846
Glatfelter
4.750%, 11/15/2029 (A)		154		101
Graham Packaging
7.125%, 08/15/2028 (A)		185		155
INEOS Finance
6.750%, 05/15/2028 (A)		200		187
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		1,304		1,188

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Innophos Holdings
9.375%, 02/15/2028 (A)	$	2,550	$	2,443
Knife River
7.750%, 05/01/2031 (A)		90		90
LABL
10.500%, 07/15/2027 (A)		295		277
6.750%, 07/15/2026 (A)		1,167		1,131
LSB Industries
6.250%, 10/15/2028 (A)		1,640		1,486
Mauser Packaging Solutions Holding
9.250%, 04/15/2027 (A)		490		428
7.875%, 08/15/2026 (A)		1,030		994
Methanex
5.125%, 10/15/2027		1,361		1,255
Mountain Province Diamonds
9.000%, 12/15/2025 (A)(D)		1,989		1,939
Neiman Marcus Group (Escrow Security)
8.750%cash/0% PIK, 10/15/2022 (A)(B)(D)		762		96
8.000%, 10/15/2022 (A)(B)(D)		820		103
NMG Holding
7.125%, 04/01/2026 (A)		615		577
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(D)		2,115		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		550		476
5.000%, 05/01/2025 (A)		859		809
4.875%, 06/01/2024 (A)		300		295
4.250%, 05/15/2029 (A)		213		166
Novelis
4.750%, 01/30/2030 (A)		275		238
3.875%, 08/15/2031 (A)		2,020		1,613
3.250%, 11/15/2026 (A)		735		657
OI European Group BV
4.750%, 02/15/2030 (A)		2,060		1,792
Olympus Water US Holding
9.750%, 11/15/2028 (A)		1,438		1,435
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		352		343
Pactiv Evergreen Group Issuer
4.000%, 10/15/2027 (A)		1,093		970
Polar US Borrower
6.750%, 05/15/2026 (A)		2,046		1,023
Rain Carbon
12.250%, 09/01/2029 (A)		1,150		1,206
Rain CII Carbon
7.250%, 04/01/2025 (A)		33		32
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		4,158		3,563
4.875%, 05/01/2028 (A)		195		172
Scotts Miracle-Gro
4.500%, 10/15/2029		420		344

SEI Institutional Managed Trust

235

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 02/01/2032	$	212	$	159
4.000%, 04/01/2031		470		359
Sealed Air
6.125%, 02/01/2028 (A)		1,436		1,391
Smyrna Ready Mix Concrete
6.000%, 11/01/2028 (A)		790		730
Summit Materials
5.250%, 01/15/2029 (A)		1,709		1,552
Tacora Resources
13.000%cash/0% PIK, 09/08/2023 (A)(C)(D)		127		127
8.250%, 05/15/2026 (A)(B)(C)		1,685		918
Taseko Mines
7.000%, 02/15/2026 (A)		1,297		1,212
Trident TPI Holdings
12.750%, 12/31/2028 (A)		1,607		1,679
TriMas
4.125%, 04/15/2029 (A)		294		252
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		104		96
5.125%, 04/01/2029 (A)		266		139
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		2,045		1,869
5.500%, 08/15/2026 (A)		1,299		1,211
Tronox
4.625%, 03/15/2029 (A)		4,199		3,389
Venator Finance Sarl
9.500%, 07/01/2025 (A)(B)		250		100
5.750%, 07/15/2025 (A)(B)		280		12
WR Grace Holdings
5.625%, 08/15/2029 (A)		2,941		2,378
4.875%, 06/15/2027 (A)		305		280
				90,439
Real Estate — 2.1%
Brookfield Property REIT
5.750%, 05/15/2026 (A)		45		41
Diversified Healthcare Trust
4.750%, 05/01/2024		2,260		2,135
4.750%, 02/15/2028		1,150		839
4.375%, 03/01/2031		2,955		2,046
Iron Mountain
5.250%, 03/15/2028 (A)		756		699
5.250%, 07/15/2030 (A)		865		756
5.000%, 07/15/2028 (A)		294		267
4.875%, 09/15/2029 (A)		3,294		2,887
4.500%, 02/15/2031 (A)		234		192
Outfront Media Capital
4.250%, 01/15/2029 (A)		2,085		1,655
Realogy Group
5.250%, 04/15/2030 (A)		372		258

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
RHP Hotel Properties
7.250%, 07/15/2028 (A)	$	77	$	76
4.750%, 10/15/2027		723		658
4.500%, 02/15/2029 (A)		454		389
SBA Communications
3.125%, 02/01/2029		1,320		1,101
Service Properties Trust
5.500%, 12/15/2027		460		393
4.950%, 02/15/2027		1,955		1,651
4.375%, 02/15/2030		3,465		2,487
4.350%, 10/01/2024		848		813
3.950%, 01/15/2028		215		167
Uniti Group
10.500%, 02/15/2028 (A)		587		575
6.000%, 01/15/2030 (A)		836		531
VICI Properties
5.750%, 02/01/2027 (A)		204		197
5.625%, 05/01/2024 (A)		185		184
4.625%, 06/15/2025 (A)		261		252
4.625%, 12/01/2029 (A)		153		136
4.500%, 09/01/2026 (A)		125		117
4.500%, 01/15/2028 (A)		95		87
4.250%, 12/01/2026 (A)		429		400
4.125%, 08/15/2030 (A)		3,161		2,688
3.875%, 02/15/2029 (A)		227		196
3.750%, 02/15/2027 (A)		1,840		1,670
				26,543
Utilities — 2.0%
AmeriGas Partners
9.375%, 06/01/2028 (A)		142		144
5.875%, 08/20/2026		120		115
5.750%, 05/20/2027		110		103
Calpine
5.000%, 02/01/2031 (A)		175		141
4.625%, 02/01/2029 (A)		902		755
4.500%, 02/15/2028 (A)		3,273		2,950
Clearway Energy Operating LLC
3.750%, 02/15/2031 (A)		2,119		1,671
FirstEnergy
4.150%, 07/15/2027		1,438		1,337
NRG Energy
10.250%, H15T5Y + 5.920%(A)(G)(H)		1,883		1,844
7.000%, 03/15/2033 (A)		264		255
6.625%, 01/15/2027		505		495
5.750%, 01/15/2028		155		145
5.250%, 06/15/2029 (A)		340		300
3.875%, 02/15/2032 (A)		1,011		759
3.625%, 02/15/2031 (A)		3,164		2,401
3.375%, 02/15/2029 (A)		145		117
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,441

236

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PG&E
5.250%, 07/01/2030	$	1,552	$	1,349
5.000%, 07/01/2028		289		262
Pike
5.500%, 09/01/2028 (A)		202		177
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		1,262		1,218
Talen Energy Supply
8.625%, 06/01/2030 (A)		1,670		1,712
Vistra
7.000%, H15T5Y + 5.740%(A)(G)(H)		250		228
Vistra Operations
7.750%, 10/15/2031 (A)		255		251
5.625%, 02/15/2027 (A)		430		408
5.000%, 07/31/2027 (A)		2,726		2,506
4.375%, 05/01/2029 (A)		961		826
4.300%, 07/15/2029 (A)		375		328
				24,238
Total Corporate Obligations
(Cost $1,066,992) ($ Thousands)				953,068
LOAN PARTICIPATIONS — 10.0%
1236904 B.C. LTD., Initial Term Loan, 1st Lien
10.931%, CME Term SOFR + 5.614%, 03/04/2027 (G)		173		164
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
10.338%, LIBOR + 4.750%, 04/20/2028 (G)		280		288
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
9.902%, CME Term SOFR + 4.250%, 05/17/2028 (G)(I)		327		269
Adient U.S., LLC, Term B-1 Loan, 1st Lien
8.681%, LIBOR + 3.500%, 04/10/2028 (G)		180		179
Ahead DB Holdings, LLC, Term B Loan, 1st Lien
9.240%, CME Term SOFR + 3.750%, 10/18/2027 (G)		99		99
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
12.860%, LIBOR + 5.500%, 10/10/2025 (G)		984		971
AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien
8.181%, 02/04/2028		375		375

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Alvogen Pharma US, Inc., June 2002 Loan, 1st Lien
13.040%, CME Term SOFR + 7.500%, 06/30/2025 (G)	$	1,710	$	1,556
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien
10.931%, CME Term SOFR + 5.500%, 09/01/2027 (G)		291		285
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien
10.931%, CME Term SOFR + 5.500%, 09/01/2027 (G)		1,000		970
ASP Unifrax Holdings, Inc., USD Term Loan, 1st Lien
9.290%, 12/12/2025 (G)		618		575
Avaya Inc., Initial Term Loan, 1st Lien
13.816%, CME Term SOFR + 8.500%, 08/01/2028 (G)		4,046		3,561
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien
12.432%, 06/15/2026		1,412		1,370
BYJU's Alpha, Inc., Initial Term Loan
15.250%, LIBOR + 6.000%, 11/24/2026 (B)(G)		3,057		984
Carestream Health, Inc., Term Loan, 1st Lien
12.990%, CME Term SOFR + 7.500%, 09/30/2027 (G)		1,971		1,557
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
9.684%, 01/29/2027 (I)		1,098		862
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
9.434%, CME Term SOFR + 3.750%, 01/29/2027 (G)(I)		962		752
Chemours Company, Tranche B-3 US$Term Loan, 1st Lien
8.816%, 08/18/2028 (G)		630		622
Claire's Stores, Inc., Initial Term Loan, 1st Lien
11.916%, CME Term SOFR + 6.500%, 12/18/2026 (G)		1,099		1,010
Clear Channel Outdoor Holdings, Inc., Term B Loan, 1st Lien
9.131%, CME Term SOFR + 3.500%, 08/21/2026 (G)		99		96
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
8.181%, LIBOR + 2.750%, 09/18/2024 (G)		1,809		1,777

SEI Institutional Managed Trust

237

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
CMG Media Corporation, 2021 Term B Loan, 1st Lien
8.990%, CME Term SOFR + 3.500%, 12/17/2026 (G)	$	343	$	313
Commscope, Inc., Initial Term Loan, 1st Lien
8.681%, LIBOR + 3.250%, 04/06/2026 (G)		230		209
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
10.372%, 01/04/2026 (G)		2,080		1,258
Cornerstone Chemical – Unfunded Term Loan
0.000%, 08/26/2024 (C)(E)		328		—
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien
9.402%, CME Term SOFR + 3.750%, 10/04/2028 (G)		340		331
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien
10.431%, CME Term SOFR + 5.000%, 08/02/2027 (G)		1,185		1,157
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (D)		785		785
East Valley Tourist Development Authority , Term Loan, 1st Lien
13.152%, CME Term SOFR + 7.500%, 11/23/2026 (D)(G)		2,492		2,425
Envision Healthcare Corp., First Out Term Loan, 1st Lien
13.267%, CME Term SOFR + 7.875%, 03/31/2027 (B)(G)		727		849
Envision Healthcare Corp., Second Out Term Loan, 1st Lien
9.640%, CME Term SOFR + 4.250%, 03/31/2027 (B)(G)(I)		8,509		1,915
Envision Healthcare Corp., Third Out Term Loan, 1st Lien
8.992%, CME Term SOFR + 3.750%, 03/31/2027 (B)(G)		805		1
Epic Crude Services, LP, Term Loan, 1st Lien
10.929%, LIBOR + 5.000%, 03/02/2026 (G)		906		887
Epic Y-Grade Services, LP, Term Loan, 1st Lien
11.523%, 06/30/2027 (G)		7,889		7,357
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien
9.490%, CME Term SOFR + 4.000%, 07/21/2028 (G)		252		248

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
First Student Bidco Inc., 2022 Incremental Term C Loan, 1st Lien
9.490%, CME Term SOFR + 4.000%, 07/21/2028 (G)	$	18	$	17
First Student Bidco Inc., Initial Term B Loan, 1st Lien
8.652%, LIBOR + 3.000%, 07/21/2028 (G)		241		235
First Student Bidco Inc., Initial Term C Loan, 1st Lien
8.652%, LIBOR + 3.000%, 07/21/2028 (G)		90		88
Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien
13.159%, CME Term SOFR + 8.000%, 06/30/2027 (G)		220		209
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien
9.066%, 07/01/2030 (G)		894		890
Freeport LNG Investments, LLLP, 1st Lien
8.588%, 11/16/2026		1,544		1,513
GatesAir, Term Loan
14.986%, 08/01/2027 (C)(D)		1,138		1,138
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
9.431%, CME Term SOFR + 4.000%, 12/01/2027 (G)		278		278
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.881%, CME Term SOFR + 4.250%, 03/14/2025 (G)		1,984		1,378
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.780%, CME Term SOFR + 4.250%, 10/02/2025 (G)		4,035		2,796
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien
8.431%, CME Term SOFR + 3.000%, 08/04/2027 (G)		337		336
GTCR W Merger Sub LLC
0.000%, 09/20/2030 (E)(I)		755		754
Gulf Finance, LLC, Term Loan, 1st Lien
12.631%, CME Term SOFR + 6.750%, 08/25/2026 (G)		672		673
12.194%, CME Term SOFR + 6.750%, 08/25/2026 (G)		1,209		1,210
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien
10.431%, CME Term SOFR + 5.000%, 12/15/2026 (G)		498		486

238

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
HUB International Ltd., 2023 Refinancing Term Loan, 1st Lien
9.584%, CME Term SOFR + 4.250%, 06/20/2030 (G)	$	100	$	100
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, 06/21/2024 (B)(D)(G)		2,253		—
Journey Personal Care Corp., Initial Term Loan, 1st Lien
9.981%, LIBOR + 4.250%, 03/01/2028 (G)		1,794		1,687
Jump Financial, LLC, Term Loan, 1st Lien
10.152%, CME Term SOFR + 4.500%, 08/07/2028 (G)		2,201		2,085
LABL, Inc., Initial Dollar Term Loan, 1st Lien
10.416%, CME Term SOFR + 5.000%, 10/29/2028 (G)		282		281
Lannett Takeback Exit Term Loan, 1st Lien
2.000%, 06/16/2030 (D)		566		566
Libbey Glass LLC, Incremental Term Loan, 1st Lien
11.923%, 11/22/2027 (I)		1,260		1,193
Life Time, Inc., 2023 Refinancing Term Loan, 1st Lien
10.611%, CME Term SOFR + 4.500%, 01/15/2026 (G)		465		466
LifeScan Global Corporation, Initial Term Loan, 1st Lien
11.747%, 12/31/2026		8,276		6,524
Lightstone Holdco, LLC, Extended Term B Loan, 1st Lien
11.066%, CME Term SOFR + 5.750%, 01/29/2027 (G)		1,136		1,056
Lightstone Holdco, LLC, Extended Term C Loan, 1st Lien
11.066%, CME Term SOFR + 5.750%, 01/29/2027 (G)		64		60
Madison IAQ, LLC, Initial Term Loan, 1st Lien
8.689%, LIBOR + 3.250%, 06/21/2028 (G)		245		241
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.631%, CME Term SOFR + 5.000%, 07/27/2028 (G)(I)		4,211		3,121
Magnite, Inc., Initial Term Loan, 1st Lien
10.929%, LIBOR + 5.000%, 04/28/2028 (G)		84		84
10.684%, LIBOR + 5.000%, 04/28/2028 (G)		84		84
10.431%, LIBOR + 5.000%, 04/28/2028 (G)		456		456
Mallinckrodt International Finance
9.000%, 08/28/2024		151		156

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
12.556%, 02/16/2025	$	2,667	$	2,633
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
11.127%, CME Term SOFR + 5.750%, 08/18/2028 (G)		527		415
10.389%, CME Term SOFR + 4.750%, 08/18/2028 (G)(I)		4,895		3,856
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
8.681%, CME Term SOFR + 3.250%, 10/23/2028 (G)		165		164
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
10.798%, LIBOR + 5.250%, 06/21/2027 (G)		1,702		1,766
Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien
9.969%, CME Term SOFR + 4.750%, 05/02/2029 (G)		812		781
MLN US HoldCo, LLC, Term B Loan, 1st Lien
10.011%, LIBOR + 4.500%, 11/30/2025 (G)		647		45
Mountaineer Merger Corp., Initial Term Loan, 1st Lien
12.876%, 10/26/2028 (G)		1,831		1,422
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
9.916%, CME Term SOFR + 4.250%, 09/01/2028 (G)		233		219
Naked Juice LLC, Initial Loan, 2nd Lien
11.490%, CME Term SOFR + 6.000%, 01/24/2030 (G)		1,767		1,426
NEP Group, Inc., Initial Dollar Term Loan, 1st Lien
8.681%, 10/20/2025 (G)		1,207		1,164
Netsmart, Inc., Initial Term Loan, 1st Lien
9.431%, 10/01/2027		875		875
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
11.666%, CME Term SOFR + 6.250%, 11/05/2029 (G)		667		629
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien
8.166%, 01/31/2030 (G)		589		589
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien
9.816%, 08/17/2028		470		469

SEI Institutional Managed Trust

239

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Park River Holdings Inc., Initial Term Loan, 1st Lien
8.522%, LIBOR + 3.250%, 12/28/2027 (G)	$	125	$	120
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien
8.902%, CME Term SOFR + 3.250%, 03/03/2028 (G)		328		324
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien
9.684%, CME Term SOFR + 4.000%, 06/22/2026 (G)(I)		2,707		2,355
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien
10.166%, 03/11/2026		588		587
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien
14.469%, 03/20/2024 (C)		1,109		829
Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien
9.530%, LIBOR + 4.000%, 10/02/2028 (G)		949		573
9.441%, LIBOR + 4.000%, 10/02/2028 (G)		236		142
Pug LLC, Term B-2 Loan, 1st Lien
9.681%, CME Term SOFR + 4.250%, 02/12/2027 (D)(G)		317		300
Pug LLC, USD Term B Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 02/12/2027 (G)		1,744		1,642
Quest Software US Holdings Inc., Initial Loan, 2nd Lien
13.019%, CME Term SOFR + 7.500%, 02/01/2030 (G)		614		418
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 12/17/2027 (G)(I)		999		872
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 12/17/2027 (G)(I)		1,567		1,367
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien
9.666%, CME Term SOFR + 4.250%, 06/30/2028 (G)		1,217		1,063
Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien
12.739%, 06/29/2028		48		48
Shutterfly, 2nd Lien
10.242%, 10/01/2027		168		111

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
SPX Flow, Inc., Term Loan, 1st Lien
9.916%, CME Term SOFR + 4.500%, 04/05/2029 (G)	$	176	$	176
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
10.634%, LIBOR + 5.000%, 04/16/2026 (G)		1,027		879
Star Parent Inc
9.386%, 09/19/2030		115		112
Station Casinos LLC, Term B-1Facility Loan, 1st Lien
7.666%, 02/08/2027 (G)		948		945
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
9.240%, CME Term SOFR + 3.750%, 10/01/2026 (G)		768		766
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
12.390%, CME Term SOFR + 7.000%, 05/13/2027 (G)		1,304		1,140
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien
9.877%, 05/17/2030 (G)		436		437
Talen Energy Supply, LLC, Initial Term C Loan, 1st Lien
9.877%, 05/17/2030 (G)		204		205
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.566%, CME Term SOFR + 5.250%, 03/02/2027 (G)		5,257		3,969
TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien
9.381%, LIBOR + 3.500%, 07/30/2027 (G)		269		269
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
9.038%, 01/31/2025		1,000		406
Travelport Finance (Luxembourg) S.a r.l., Consented Term Loan, Other
13.890%, CME Term SOFR + 8.500%, 05/29/2026 (G)(I)		1,013		581
Traverse Midstream Partners LLC, Advance, 1st Lien
9.216%, CME Term SOFR + 3.750%, 02/16/2028 (G)		983		980
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.902%, CME Term SOFR + 3.500%, 03/31/2028 (G)		202		197
Tutor Perini Corp., Term Loan, 1st Lien
10.181%, LIBOR + 4.750%, 08/18/2027 (D)(G)		1,796		1,707

240

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien
10.607%, 06/20/2028 (G)	$	401	$	265
Univision Communications Inc., 2021 Replacement Converted First-Lien Term Loan, 1st Lien
8.681%, LIBOR + 3.250%, 03/15/2026 (G)		1,723		1,718
Venator Finance Sarl (Venator Materials LLC), Final Order Term Loan, 1st Lien
15.334%, CME Term SOFR + 10.000%, 08/08/2024 (G)		182		189
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
9.653%, LIBOR + 4.000%, 08/20/2025 (G)		1,492		1,372
Vida Capital, Inc., Initial Term Loan, 1st Lien
11.431%, 10/01/2026 (I)		4,773		3,914
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien
14.668%, 06/30/2028		1,615		1,603
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien
11.363%, LIBOR + 5.750%, 06/22/2026 (G)		510		510
Wellful Inc., Initial Term Loan, 1st Lien
11.681%, CME Term SOFR + 6.250%, 04/21/2027 (G)(I)		2,407		2,035
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien
9.066%, CME Term SOFR + 3.750%, 10/19/2027 (G)		432		431
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
9.652%, 10/02/2028 (I)		3,341		2,610
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
8.431%, CME Term SOFR + 3.000%, 03/09/2027 (G)		1,781		1,450
Total Loan Participations
(Cost $130,922) ($ Thousands)				122,288
ASSET-BACKED SECURITIES — 8.0%
Other Asset-Backed Securities — 8.0%
Ares XXXIV CLO, Ser 2020-2A, Cl FR
14.170%, TSFR3M + 8.862%, 04/17/2033 (A)(D)(G)		1,446		1,218
Battalion CLO VII, Ser 2014-7A
0.000%, 07/17/2028 (A)(D)(E)(G)		4,490		–

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Battalion CLO VIII, Ser 2015-8A
0.000%, 07/18/2030 (A)(D)(E)(G)	$	3,390	$	988
Battalion CLO X, Ser 2016-10A
0.000%, 01/25/2035 (A)(D)(E)(G)		4,450		3,088
Battalion CLO XI, Ser 2017-11A
0.000%, 04/24/2034 (A)(D)(E)(G)		5,857		3,163
Battalion CLO XII, Ser 2018-12A
0.000%, 05/17/2031 (A)(D)(E)(G)		4,663		1,637
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (D)(E)		3,427		2,344
Battalion CLO XVI, Ser 2019-16A
0.000%, 12/19/2032 (A)(D)(E)(G)		2,128		1,149
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (D)(E)		4,839		3,020
Benefit Street Partners CLO III, Ser 2013-IIIA
0.000%, 07/20/2029 (A)(D)(E)(G)		2,531		292
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(D)(J)		7		2,301
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(D)(J)		2,293		808
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (D)(E)		10,259		3,457
Benefit Street Partners CLO VI, Ser 2015-VIA
0.000%, 10/18/2029 (A)(D)(E)(G)		7,502		3,367
Benefit Street Partners CLO VII, Ser 2015-VIII
0.000%, 07/18/2027 (D)(E)(G)		6,715		26
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(D)(E)		6,720		1,780
Benefit Street Partners CLO X, Ser 2016-10A
0.000%, 04/20/2034 (A)(D)(E)(G)		7,631		4,235
Benefit Street Partners CLO XIV, Ser 2018-14A
0.000%, 04/20/2031 (A)(D)(E)(G)		3,809		1,731
Benefit Street Partners CLO XVIII, Ser 2019-18A
0.000%, 10/15/2034 (A)(D)(E)(G)		3,486		2,537
Benefit Street Partners CLO XX, Ser 2020-20A
0.000%, 07/15/2034 (A)(D)(E)(G)		2,261		1,875
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (D)(E)		3,157		2,338
Cathedral Lake CLO III, Ser 2015-3A
0.000%, 01/15/2026 (A)(D)(E)(G)		2,725		681
Cathedral Lake V, Ser 2018-5A
0.000%, 10/21/2030 (A)(D)(E)(G)		3,139		753
Great Lakes CLO, Ser 2015-1A
0.000%, 01/16/2030 (A)(D)(E)(G)		4,519		1,982
Great Lakes CLO, Ser 2015-1A, Cl ER
12.930%, TSFR3M + 7.622%, 01/16/2030 (A)(D)(G)		3,253		3,021

SEI Institutional Managed Trust

241

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Great Lakes CLO, Ser 2015-1A, Cl FR
15.570%, TSFR3M + 10.262%, 01/16/2030 (A)(D)(G)	$	1,198	$	1,026
Great Lakes CLO, Ser 2017-1A, Cl ER
12.760%, TSFR3M + 7.762%, 10/15/2029 (A)(D)(G)		3,321		3,117
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A
0.000%, 10/20/2033 (A)(D)(E)(G)		2,484		1,385
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A
0.000%, 07/20/2033 (A)(D)(E)(G)		651		472
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A
0.000%, 04/18/2030 (A)(D)(E)(G)		1,169		693
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
12.642%, TSFR3M + 7.332%, 04/18/2030 (A)(D)(G)		1,559		1,394
LCM CLO, Ser 31A
0.000%, 01/20/2032 (D)(E)		1,115		662
Lockwood Grove CLO, Ser 2014-1A
0.000%, 01/25/2030 (A)(D)(E)(G)		3,797		778
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
11.463%, TSFR3M + 6.112%, 01/25/2030 (A)(D)(G)		2,499		2,130
Neuberger Berman CLO XXII, Ser 2016-22A
0.000%, 10/17/2027 (A)(D)(E)(G)		3,640		1,056
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034 (D)(E)		1,924		1,314
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032 (D)(E)		3,294		1,832
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(D)(E)(G)		1,095		690
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(D)(G)		14		9
NewStar Fairfield Fund CLO, Ser 2015-2A
0.000%, 04/20/2030 (A)(D)(E)(G)		7,983		2,697
OCP CLO, Ser 2017-14A
0.000%, 11/20/2030 (A)(D)(E)(G)		1,655		593
OCP CLO, Ser 2020-19A
0.000%, 10/20/2034 (A)(D)(E)(G)		1,224		1,041
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (D)(E)		4,413		3,110
TCP Whitney CLO, Ser 2017-1I
0.000%, 08/20/2029 (D)(E)(G)		9,085		5,469
TCW CLO, Ser 2017-1A
0.000%, 10/29/2034 (A)(D)(E)(G)		4,194		2,223

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCW CLO, Ser 2018-1A
0.000%, 04/25/2031 (A)(D)(E)(G)	$	2,978	$	1,274
TCW CLO, Ser 2019-2A
0.000%, 10/20/2032 (A)(D)(E)(G)		3,528		2,152
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (D)(E)		5,352		2,837
Venture CLO, Ser 2018-35A
0.000%, 10/22/2031 (A)(D)(E)(G)		11,892		3,805
Venture XXV CLO, Ser 2016-25A
0.000%, 04/20/2029 (A)(D)(E)(G)		2,030		305
Venture XXVI CLO, Ser 2017-26A
0.000%, 01/20/2029 (A)(D)(E)(G)		1,609		137
Venture XXVIII CLO, Ser 2017-28A
0.000%, 07/20/2030 (A)(D)(E)(G)		3,228		549
Voya CLO, Ser 2020-2
0.000%, 07/19/2034 (D)(E)		4,414		3,642
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033 (D)(E)		6,577		4,334
Total Asset-Backed Securities
(Cost $43,947) ($ Thousands)				98,517
	Shares
COMMON STOCK — 1.1%
21st Century Oncology Private Company *(D)		15,311		218
Aquity Holdings Inc *(C)(D)		85,745		933
Arctic Canadian Diamond Company Ltd *(D)		1,054		330
AVAYA Inc. *		127,790		1,070
Burgundy Diamond Mines *		2,083,693		242
Carestream Health Holdings Inc *(D)		69,956		1,182
CHC Group LLC *		399		—
Chesapeake Energy Corp		3,418		295
Chord Energy Corp		1,079		175
Clear Channel Outdoor Holdings Inc, Cl A *		166,327		263
Copper Property CTL Pass-Through Trust		118,100		1,252
EP Energy Corp *		15,235		99
Frontier Communications Parent Inc *		9,642		151
Guitar Center *(C)(D)		13,905		2,113
Gulfport Energy Corp *		3,218		382
Gymboree Holding Corp *(C)(D)		40,312		—
iHeartMedia Inc *		8,286		26
Intelsat Jackson Holdings *(D)		39,892		908
Lannett (D)		93,813		168
Lumileds Common Bright Bidco *		5,202		2
Mallinckrodt PLC *(D)		8,281		1
Medical Card Systems *(D)		284,758		126
Monitronics International (D)		5,065		81
MYT Holding LLC, Ser B *(D)		274,755		96
National CineMedia		14,231		64
Neiman Marcus Group *(D)		6,554		1,147
Nine West FKA Premier Brands *(D)		92,548		56

242

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Parker Drilling Co *(D)		79,089	$	1,028
Penney Borrower LLC *(D)		19,723		54
Quad/Graphics Inc *		54		—
SandRidge Energy Inc		20		—
Serta Simmons Bedding		11,559		127
SSB Equipment Company		11,559		—
VICI Properties Inc, Cl A ‡		31,678		922
Windstream Services *		23,081		219
Total Common Stock
(Cost $18,637) ($ Thousands)				13,730
PREFERRED STOCK — 0.7%
Claire's Stores, 0.000% *(D)(H)		875		976
Crestwood Equity Partners, 9.250% (H)		113,214		1,099
FHLMC, 5.919% (G)(H)		16,903		52
FNMA, 0.000% *(G)(H)		24,650		79
Foresight, 0.000% *(D)(H)		32,601		481
Guitar Center, 0.000% *(C)(D)(H)		365		34
Gulfport Energy Corp cash/0% PIK, 10.000% (D)(H)		28		237
Ladenburg Thalmann Financial Services, 6.500%		65,290		1,179
MPLX, 9.538% (D)(H)		23,039		779
MYT Holding LLC, 10.000%		325,766		204
Qurate Retail, 8.000%		6,857		196
Syniverse, 0.000% *(D)(H)		3,045,470		2,915
Total Preferred Stock
(Cost $8,337) ($ Thousands)				8,231
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.5%
Authentic Brands
5.000%, 09/01/2029(D)	$	265		266
Chesapeake Energy Corp (Escrow Security)
5.500%, 09/15/2026(B)		100		2
DISH Network
2.375%, 03/15/2024		1,469		1,410
3.375%, 08/15/2026		465		280
Liberty Interactive
4.000%, 11/15/2029		123		29
3.750%, 02/15/2030		3,676		910
North Sea Natural Resources
0.000%, (D)(E)(H)		570		570
0.000%, (D)(E)		80		81

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Silver Airways LLC
15.000%, 12/31/2027(D)	$	3,196	$	3,196
Total Convertible Bonds
(Cost $7,878) ($ Thousands)				6,744
		Number of Warrants
WARRANTS — 0.0%
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(C)(D)		3,680		213
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(C)(D)		3,681		101
Intelsat Jackson Holdings
Strike Price $– *‡‡(C)(D)		4		–
Neiman Marcus Group
Strike Price $– *‡‡(D)		3,938		64
Tacora Resources
Strike Price $– *‡‡(C)(D)		3,398,032		–
Windstream
Strike Price $– *‡‡		104		1
Total Warrants
(Cost $329) ($ Thousands)				379
		Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡(D)		8,350		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.410% **†(K)		1,146		1
Total Affiliated Partnership
(Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		13,031,239		13,031
Total Cash Equivalent
(Cost $13,031) ($ Thousands)				13,031
Total Investments in Securities — 98.9%
(Cost $1,290,074) ($ Thousands)			$	1,215,989

SEI Institutional Managed Trust

243

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Depreciation (Thousands)
Barclays PLC		12/21/23		AUD	620		USD	399	$	(2	)

	Percentages are based on Net Assets of $1,229,003 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	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 September 30, 2023, the value of these securities amounted to $837,910 ($ Thousands), representing 68.2% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(C)	Security considered restricted, excluding 144A. The total market value of such securities as of September 30, 2023 was $15,253 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(D)	Level 3 security in accordance with fair value hierarchy.
(E)	No interest rate available.
(F)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(G)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(H)	Perpetual security with no stated maturity date.
(I)	Unsettled bank loan. Interest rate may not be available.
(J)	Zero coupon security.
(K)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of September 30, 2023 was $1 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)			Total ($)
Corporate Obligations		–		945,773		7,295			953,068
Loan Participations		–		115,367		6,921			122,288
Asset-Backed Securities		–		–		98,517			98,517
Common Stock		3,871		1,419		8,440			13,730
Preferred Stock		1,374		1,434		5,423			8,231
Convertible Bonds		–		2,630		4,114			6,744
Warrants		–		1		378			379
Rights		–		–		–	^		–	^
Affiliated Partnership		–		1		–			1
Cash Equivalent		13,031		–		–			13,031
Total Investments in Securities		18,276		1,066,625		131,088			1,215,989

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

^ This category includes securities with a value of $0.

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

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock			Investments in Convertible Bonds			Investments in Warrants			Investments in Rights
Balance as of October 1, 2022	$	538		$	13,138		$	117,365		$	11,298		$	6,339		$	2,030		$	910		$	–	^
Accrued discounts/premiums		–			13			(633	)		–			–			3			–			–
Realized gain/(loss)		–			(588	)		8,547			193			291			–			–			–
Change in unrealized appreciation/(depreciation)		(1,000	)		952			7,078			(1,292	)		(195	)		279			(346	)		–
Purchases		703			2,536			14			53			363			1,859			–			–
Sales		–			(6,427	)		(33,854	)		(70	)		(1,375	)		(57	)		–			–
Net transfer into Level 3		7,054			–			–			1			–			–			–			–
Net transfer out of Level 3		–			(2,703	)		–			(1,743	)		–			–			(186	)		–
Ending Balance as of September 30, 2023(1)	$	7,295		$	6,921		$	98,517		$	8,440		$	5,423		$	4,114		$	378		$	–	^
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(2,155	)	$	774		$	5,519		$	(3,310	)	$	60		$	278		$	(215	)	$	–

(1) Of the $131,088 ($ Thousands) in Level 3 securities as of September 30, 2023, $23,969 ($ Thousands) or 2.0% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. When 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.

^ This category includes securities with a value of $0.

244

SEI Institutional Managed Trust

For the year ended September 30, 2023, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

Category	Market Value at September 30, 2023 ($ Thousands)		Valuation Technique	Unobservable Inputs		Range Input Value(s) (Average Input Value)
Corporate Bonds		6,522	Weighted valuation techniques		EBITDA		$32.4m
					EBITDA multiple		5.9x – 11.5x
					Replacement cost per ton		$225 - $2,800
					Weighted average cost of capital		12.7%
			Priced at $0.01 as a placeholder for future disputed claims related to litigation		None		N/A
			Priced at $0.01 as a placeholder for future disputed claims related to litigation		None		N/A
			Priced at $0.01 as a placeholder for future disputed claims related to litigation		None		N/A
			Estimated recovery model		Estimated total claims case		$418.0M - $419.0m
					Estimated debt claims		$140.0m
			Estimated recovery model		Estimated total claims case		$418.0M - $419.0m
					Estimated debt claims		$140.0m
			Discounted cash flow model		Implied total yield		9.8% - 10.8%
			Enterprise value coverage analysis		Enterprise value		$350.0m
					Illiquidity discount		10.0%
Loan Participations		5,617	Discounted cash flow model		Implied total yield		9.8% - 10.2%
			Discounted cash flow model		Implied total credit spread		10.7% - 11.7%
			Implied total yield		Implied total yield		8.1% - 9.1%
			Enterprise value coverage analysis		EBITA		$266.0m
					EBITA multiple		0.40x – 0.60x
					Weighted average cost of capital		18.0% - 20.0%
				Valuation case probability weighting			12.5% - 75.0%
Common Stock		4,218	Comparable multiple analysis using an average forward EBITDA multiple of publicly traded peers, discounted to account for smaller scale of operations ownership		None		N/A
			Priced at $0.01 based on the low probability of future payouts		None		N/A
			Priced at $0.01 based on the low probability of future payouts		None		N/A
			Weighted valuation techniques		Equity value		$240.0m
					Illiquidity discount		20.0%
			Market comparable approach		EBITDA		$156.0m - $176.0m
					EBITDA multiple		3.75x - 4.75x
				Valuation case probability weighting			33.0%
			Weighted valuation techniques		EBITDA		$140.0m - $173.0m
					EBITDA multiple		5.25x - 7.50x
					Weighted average cost of capital		18.3%
				Valuation case probability weighting			50.0%
			Weighted valuation techniques		EBITDA		$266.0m
					EBITDA multiple		0.40x – 0.60x
					Weighted average cost of capital		18.0% - 20.0%
				Valuation case probability weighting			12.5% - 75.0%
			Estimated recovery model		Estimated excess RBC		$32.0m
					Estimated indemnity escrow		$25.0m
					Discount rate		40.0% - 50.0%
			Discounted cash flow model		Deferred cash + earn out payments		$28.0m
					Discount rate		5.6% - 7.7%
				Cost of equity			20.0% - 25.0%
Preferred Stock		3,186	Priced base off conversion value to the common stock. Details: $1,000 par value per preferred share is convertible into GPOR common stock at $14.00 per share conversion price, therefore each preferred share is convertible into ~71.43 GPOR common shares. Valuation methodology is 1 GPOR preferred share equals 71.43 x GPOR common stock price.		None		N/A

SEI Institutional Managed Trust

245

SCHEDULE OF INVESTMENTS

September 30, 2023

High Yield Bond Fund (Concluded)

				Weighted valuation techniques		EBITDA	$140.0m - $173.0m
						EBITDA multiple	5.25x – 7.50x
						Weighted average cost of capital	18.3%
					Valuation case probability weighting		50.0%
				Comparable yield approach		Implied total yield	12.3% - 14.3%
	Convertible Bonds		4,113	Guideline public company analysis		EBITDA	$1,074.0m - $1,119.0m
						EBITDA multiple	18.0x – 20.5x
				Milestone approach		Convertible note balance	$44.3m
						Converted equity balance	50.2%
						Projected barrels	2.9bn
				Milestone approach		Convertible note balance	$44.3m
						Converted equity balance	50.2%
						Projected barrels	2.9bn
				Discounted cash flow model		Implied total yield	18.0% - 20.0%
	Warrants		313	Weighted valuation techniques		EBITDA	$140.0m – $173.0m
						EBITDA multiple	5.25x – 7.50x
						Weighted average cost of capital	18.3%
					Valuation case probability weighting		50.0%
				Weighted valuation techniques		EBITDA	$140.0m - $173.0m
						EBITDA multiple	5.25x – 7.50x
						Weighted average cost of capital	18.3%
					Valuation case probability weighting		50.0%
				Weighted valuation techniques		EBITDA	$140.0m - $173.0m
						EBITDA multiple	5.25x – 7.50x
						Weighted average cost of capital	18.3%
					Valuation case probability weighting		50.0%
Total		$	23,969

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1	$	—	$	—		$	—	$	—	$	1	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		15,930		542,590		(545,489	)		—		—		13,031		1,294		—
Totals	$	15,931	$	542,590	$	(545,489	)	$	—	$	—	$	13,032	$	1,294	$	—

246

SEI Institutional Managed Trust

A list of the restricted securities, excluding 144a, held by the Fund at September 30, 2023, is as follows:

Description	Face Amount ($ Thousands)/ Number of Shares/Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Corporate Obligations
Akumin	$	3,955	10/26/2020		$	3,600	$	2,966
Akumin Escrow		1,230	7/30/2021			1,202		816
Audacy Capital		3,784		3/12/2021		3,170		71
Audacy Capital		1,717		4/24/2019		1,113		34
Cornerstone Chemical		703		9/28/2023		703		703
Cornerstone Chemical		7,095		3/15/2023		6,850		4,257
Tacora Resources		127		5/24/2023		123		127
Tacora Resources		1,685		5/7/2021		1,753		918
Loan Participations
Cornerstone Chemical - Unfunded Term Loan		328		9/6/2023		–		–
GatesAir, Term Loan		1,138		8/9/2022		1,110		1,138
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien		1,109		3/21/2019		1,081		829
Common Stock
Aquity Holdings Inc		85,745		3/12/2019		–		933
Guitar Center		13,905		1/8/2021		1,762		2,113
Gymboree Holding Corp		40,312		10/2/2017		672		–
Preferred Stock
Guitar Center		365		1/8/2021		34		34
Warrants
Guitar Center		3,680		1/8/2021		197		213
Guitar Center		3,681		1/8/2021		132		101
Intelsat Jackson Holdings		4		3/3/2022		–		–
Tacora Resources		3,398,032		5/24/2023		–		–
					$	23,502	$	15,253

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

247

SCHEDULE OF INVESTMENTS

September 30, 2023

Conservative Income Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 46.0%
Consumer Discretionary — 4.6%
American Honda Finance
5.571%, 10/24/2023 (A)	$	4,000	$	3,985
Hyundai Capital America
5.504%, 10/26/2023 (A)(B)		4,000		3,983
Mercedes-Benz Finance North America
5.361%, 10/11/2023 (A)(B)		10,000		9,983
VW Credit
5.611%, 11/02/2023 (A)(B)		4,000		3,979
				21,930
Consumer Staples — 0.8%
Keurig Dr Pepper
5.498%, 10/10/2023 (A)(B)		4,000		3,993
Financials — 37.4%
Albion Capital
5.272%, 10/20/2023 (A)		2,000		1,994
Alinghi Funding
5.706%, 03/28/2024 (A)(B)		2,000		1,943
5.653%, 01/04/2024 (A)(B)		7,000		6,896
ANZ Bank New Zealand
5.314%, 11/09/2023 (A)(B)		1,620		1,610
Aquitaine Funding
5.355%, 10/02/2023 (A)(B)		10,000		9,996
Australia & New Zealand Banking Group
5.863%, 07/30/2024 (A)(B)		1,000		953
5.544%, 11/08/2023 (A)(B)		4,000		3,976
Autobahn Funding
5.415%, 10/13/2023 (A)(B)		5,000		4,990
Bayerische Landesbank
5.336%, 10/06/2023 (A)		10,000		9,990
Bedford Row Funding
5.356%, 10/04/2023 (A)(B)		10,000		9,993
BNG Bank
5.343%, 10/05/2023 (A)(B)		7,000		6,994
BPCE
5.822%, 02/07/2024 (A)(B)		3,000		2,939
Britannia Funding
5.622%, 12/07/2023 (A)(B)		1,500		1,484

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
5.605%, 10/10/2023 (A)(B)	$	3,000	$	2,995
5.436%, 10/24/2023 (A)(B)		4,000		3,985
CDP Financial
5.580%, 12/04/2023 (A)(B)		4,000		3,960
5.555%, 05/29/2024 (A)(B)		10,000		9,622
Chariot Funding
5.393%, 10/20/2023 (A)(B)		6,000		5,981
Charta
5.587%, 10/05/2023 (A)(B)		5,000		4,995
5.566%, 10/04/2023 (A)(B)		3,000		2,998
Columbia Funding
5.807%, 02/01/2024 (A)(B)		1,600		1,569
5.803%, 03/05/2024 (A)(B)		5,300		5,169
Cooperatieve Rabobank UA
5.583%, 12/01/2023 (A)		2,000		1,981
DNB Bank
5.899%, 06/13/2024 (A)(B)		3,000		2,880
Federation des Caisses Desjardins du Quebec
5.578%, 12/05/2023 (A)(B)		3,000		2,969
FMS Wertmanagement
5.688%, 05/03/2024 (A)(B)		500		483
0.000%, 05/02/2024 (B)(C)		500		484
ING US Funding
5.395%, 11/08/2007 (A)		1,500		1,491
Lloyds Bank
5.446%, 11/13/2023 (A)		3,000		2,979
Longship Funding
5.364%, 10/02/2023 (A)(B)		3,000		2,998
5.336%, 10/04/2023 (A)(B)		7,000		6,995
LSEGA Financing
5.540%, 11/02/2023 (A)(B)		4,000		3,979
Mackinac Funding
5.814%, 03/06/2024 (A)(B)		2,000		1,950
5.785%, 03/15/2024 (A)(B)		2,000		1,947
Macquarie Bank
5.556%, 11/01/2023 (A)(B)		5,000		4,975
5.327%, 11/06/2023 (A)(B)		730		726
5.188%, 10/23/2023 (A)(B)		3,000		2,989
Mitsubishi HC Finance America
5.594%, 10/16/2023 (A)		4,000		3,990
National Australia Bank
5.787%, 04/15/2024 (A)(B)		2,000		1,939
Podium Funding Trust
5.774%, 01/16/2024 (A)		2,500		2,458
5.744%, 02/08/2024 (A)		2,500		2,449
5.433%, 11/06/2023 (A)		3,500		3,480
Pricoa Short Term Funding
5.808%, 05/06/2024 (A)(B)		3,000		2,897
Sony Capital
5.456%, 10/03/2023 (A)(B)		4,000		3,998

248

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Svenska Handelsbanken
5.871%, 06/03/2024 (A)	$	1,060	$	1,019
Swedbank
5.806%, 03/14/2024 (A)		2,000		1,948
UBS
5.990%, 05/31/2024 (A)(B)		1,000		961
Versailles Commercial Paper
5.801%, 01/02/2024 (A)		2,000		1,971
5.786%, 03/04/2024 (A)		2,000		1,951
Victory Receivables
5.558%, 10/11/2023 (A)(B)		3,000		2,995
Westpac Banking
5.697%, 03/13/2024 (A)(B)		2,500		2,436
				179,350
Industrials — 1.5%
Penske Truck Leasing
5.542%, 10/23/2023 (A)		4,000		3,985
ST Engineering North America
5.447%, 11/02/2023 (A)(B)		3,000		2,985
				6,970
Materials — 1.7%
Amcor Finance USA
5.575%, 10/17/2023 (A)(B)		4,000		3,989
Vulcan Materials
5.493%, 10/03/2023 (A)(B)		4,000		3,997
				7,986
Total Commercial Paper
(Cost $220,313) ($ Thousands)				220,229
CORPORATE OBLIGATIONS — 6.1%
Consumer Discretionary — 0.8%
Jets Stadium Development
5.920%, 04/01/2047 (B)(D)		3,900		3,900
Financials — 5.3%
Bank of Nova Scotia
5.800%, SOFRRATE + 0.490%, 01/26/2024		1,000		1,001
Credit Agricole Corporate and Investment Bank
5.710%, SOFRRATE + 0.380%, 11/17/2023 (D)		2,000		2,001
National Australia Bank
5.820%, 04/08/2024		3,000		2,999
5.820%, 04/12/2024		1,000		1,001
Old Line Funding
5.700%, 01/08/2024		3,000		3,001

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Podium Funding Trust
5.720%, 01/03/2024	$	1,000	$	1,000
State Street Bank & Trust
5.830%, SOFRRATE + 0.500%, 03/28/2024 (D)		2,000		2,001
Sumitomo Mitsui Banking
5.660%, SOFRRATE + 0.340%, 11/13/2023 (D)		2,500		2,501
Svenska Handelsbanken NY
5.880%, SOFRRATE + 0.550%, 04/29/2024 (D)		2,000		2,002
Thunder Bay Funding
5.700%, 01/08/2024		2,000		2,001
Wells Fargo Bank
5.970%, SOFRRATE + 0.640%, 07/17/2024 (D)		1,000		1,001
5.830%, SOFRRATE + 0.500%, 01/22/2024 (D)		2,000		2,002
Westpac Banking
5.900%, SOFRRATE + 0.580%, 05/17/2024 (D)		1,000		1,001
5.800%, 04/19/2024		2,000		2,001
				25,513
Total Corporate Obligations
(Cost $29,400) ($ Thousands)				29,413
U.S. TREASURY OBLIGATIONS — 1.6%
U.S. Treasury Note
5.587%, USBMMY3M + 0.169%, 04/30/2025 (D)		500		500
5.403%, USBMMY3M + -0.015%, 01/31/2024 (D)		7,000		7,000
Total U.S. Treasury Obligations
(Cost $7,502) ($ Thousands)				7,500
CERTIFICATES OF DEPOSIT — 27.1%
Australia & New Zealand Banking Group
5.810%, 04/02/2024 (B)		1,000		1,001
Bank of America
6.000%, 08/21/2024		1,000		1,000
5.950%, 07/15/2024		1,000		1,001
5.900%, 05/14/2024		2,000		2,000
5.750%, 01/09/2024		2,750		2,750
5.440%, 02/06/2024		1,839		1,839
5.250%, 01/31/2024		3,000		3,000
Bank of Nova Scotia
5.820%, 11/06/2023 (B)		2,000		2,001

SEI Institutional Managed Trust

249

SCHEDULE OF INVESTMENTS

September 30, 2023

Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
5.820%, 06/13/2024	$	1,500	$	1,500
BNP Paribas NY
5.950%, 02/05/2024		1,200		1,202
5.250%, 01/31/2024		2,000		1,996
BNZ International Funding
5.701%, 10/27/2023 (B)		2,000		2,000
BPCE
5.690%, 10/31/2023 (B)		5,000		5,001
Canadian Imperial Bank of Commerce NY
5.930%, 06/28/2024		1,500		1,499
5.800%, 06/07/2024		2,500		2,497
5.600%, 12/01/2023		2,000		2,001
5.600%, 03/04/2024		1,500		1,500
5.400%, 11/09/2023		1,000		1,000
5.400%, 02/08/2024		2,000		1,998
Citibank
5.920%, 06/20/2024		2,000		2,000
5.890%, 05/10/2024		2,000		2,000
5.880%, 05/08/2024		2,000		2,000
5.800%, 02/26/2024		725		725
5.800%, 03/04/2024		2,000		2,000
5.800%, 03/18/2024		1,500		1,500
Collateralized Commercial Paper V
5.790%, 02/15/2024		2,000		2,000
Commonwealth Bank of Australia
5.800%, 03/18/2024 (B)		2,500		2,502
5.400%, 02/16/2024 (B)		1,250		1,249
Concord Minutemen Capital
5.660%, 12/07/2023		3,500		3,500
Credit Agricole Corporate and Investment Bank
0.000%, 12/13/2023		1,000		1,000
DNB Bank
5.790%, 04/29/2024 (B)		1,000		1,000
HSBC Bank
5.970%, 07/25/2024 (B)		2,000		2,002
5.380%, 11/08/2023		5,000		4,999
Macquarie Bank
5.740%, 01/16/2024 (B)		4,000		4,001
5.680%, 02/16/2024 (B)		3,000		3,001
Mitsubishi UFJ Trust and Banking
5.710%, 02/14/2024		2,500		2,501
5.330%, 10/03/2023		5,000		5,000
Mizuho Bank
5.750%, 01/31/2024		3,000		3,001
5.710%, 02/20/2024		3,000		3,001
5.650%, 10/20/2023		3,500		3,501
MUFG Bank
5.620%, 11/01/2023		4,000		4,001
Natixis NY
5.220%, 10/13/2023		1,500		1,500

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Nordea Bank Abp
5.850%, 04/26/2024	$	1,175	$	1,176
5.830%, 04/12/2024		2,000		2,002
Royal Bank of Canada
6.100%, 10/19/2023		1,000		1,000
5.960%, 09/19/2024		1,500		1,501
5.900%, 05/23/2024 (B)		1,750		1,752
Standard Chartered Bank NY
5.210%, 10/31/2023		2,000		1,999
Starbird Funding
5.660%, 03/07/2024 (B)		2,000		2,000
5.650%, 11/10/2023 (B)		4,000		4,001
Sumitomo Mitsu Banking
6.230%, 11/30/2023		1,000		1,001
5.790%, 01/08/2024		2,000		2,001
5.730%, 01/29/2024		3,000		3,002
5.710%, 02/20/2024		3,000		3,001
Sumitomo Mitsui Trust Bank
5.600%, 11/29/2023		2,000		2,000
Toronto-Dominion Bank
6.000%, 10/02/2024		2,000		2,002
5.800%, 01/29/2024		3,000		3,002
5.270%, 01/24/2024		2,000		1,996
Toyota Motor Credit
5.687%, 02/22/2024		910		910
Westpac Banking
5.820%, 04/19/2024 (B)		1,000		1,001
Total Certificates of Deposit
(Cost $130,098) ($ Thousands)				130,117
	Shares
CASH EQUIVALENT — 0.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		107,051		107
Total Cash Equivalent
(Cost $107) ($ Thousands)				107
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 18.8%
Bank of America Securities
5.300%, dated 9/29/2023, to be repurchased on 10/2/2023, repurchase price $62,127,429 (collateralized by various FCSB obligations, ranging in par value $2,296,000 - $29,252,000, 0.320% - 4.490%, 6/17/2024 - 4/20/2037; with total market value $63,342,022) (E)	$	62,100		62,100

250

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENTS (continued)
Goldman Sachs & Co
5.300%, dated 9/29/2023, to be repurchased on 10/2/2023, repurchase price $20,008,832 (collateralized by various GNMA obligations, ranging in par value $500,000 - $16,728,697, 3.180% - 5.500%, 12/15/2038 - 10/15/2057; with total market value $20,400,000) (E)	$	20,000	$	20,000
TD Securities
5.310%, dated 9/29/2023, to be repurchased on 10/2/2023, repurchase price $8,003,540 (collateralized by various U.S. Treasury obligations, ranging in par value $42,800 - $603,400, 0.500% - 4.125%, 11/30/2023 - 12/31/2029; with total market value $8,160,083) (E)		8,000		8,000
Total Repurchase Agreements
(Cost $90,100) ($ Thousands)				90,100
Total Investments in Securities — 99.6%
(Cost $477,520) ($ Thousands)			$	477,466

	Percentages are based on Net Assets of $479,303 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On September 30, 2023, the value of these securities amounted to $210,970 ($ Thousands), representing 44.0% of the Net Assets of the Fund.
(C)	No interest rate available.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Tri-Party Repurchase Agreement.

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		220,229		–		220,229
Corporate Obligations		–		29,413		–		29,413
U.S. Treasury Obligations		–		7,500		–		7,500
Certificates of Deposit		–		130,117		–		130,117
Cash Equivalent		107		–		–		107
Repurchase Agreements		–		90,100		–		90,100
Total Investments in Securities		107		477,359		–		477,466

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 September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	—	$	7,627,739	$	(7,627,632	)	$	—	$	—	$	107	$	23	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

251

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Free Conservative Income Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 99.6%
Alabama — 1.7%
Mobile, Industrial Development Board, RB
3.150%, 06/01/2034 (A)	$	2,900	$	2,900
Arizona — 0.9%
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
4.050%, 09/01/2035 (A)(B)		1,500		1,500
Colorado — 2.9%
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB
4.050%, 11/01/2040 (A)		1,150		1,150
3.850%, 11/01/2028 (A)		3,700		3,700
				4,850
Connecticut — 5.0%
Connecticut State, Health & Educational Facilities Authority, Gaylord Hospital, Ser B, RB
3.880%, 07/01/2037 (A)(B)		2,500		2,500
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB
4.100%, 05/15/2040 (A)		3,000		3,000
Connecticut State, Ser C, GO
3.880%, 05/15/2034 (A)		2,870		2,870
				8,370
Delaware — 0.4%
University of Delaware, RB
2.900%, 11/01/2035 (A)		750		750
District of Columbia — 0.4%
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
4.030%, 10/01/2053 (A)(B)(C)		610		610
Florida — 6.0%
Gainesville, Utilities System Revenue, Ser B-REMK, RB
3.000%, 10/01/2042 (A)		2,000		2,000
Hillsborough County, Industrial Development Authority, Baycare Health Systems, RB
2.900%, 11/01/2038 (A)(B)		1,000		1,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Lucie County, Florida Power & Light Project, RB
3.100%, 09/01/2028 (A)	$	7,050	$	7,050
				10,050
Georgia — 0.2%
Georgia State, Main Street Natural Gas, Ser B, RB
5.000%, 03/01/2024		290		290
Idaho — 0.7%
Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB
3.250%, 09/01/2044 (A)		1,100		1,100
Illinois — 3.2%
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
3.450%, 06/01/2029 (A)(B)		3,800		3,800
Illinois State, Finance Authority, University of Chicago, RB
3.970%, 07/01/2038 (A)		1,500		1,500
				5,300
Indiana — 1.1%
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB
4.130%, 04/01/2030 (A)(C)		1,770		1,770
Iowa — 5.8%
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB
3.970%, 12/01/2041 (A)(B)(C)		7,500		7,500
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC
3.950%, 01/01/2047 (A)		700		700
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
3.400%, 09/01/2036 (A)		1,600		1,600
				9,800
Louisiana — 0.9%
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB
3.840%, 11/01/2040 (A)		1,500		1,500

252

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Maryland — 0.6%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
3.900%, 02/01/2041 (A)	$	1,070	$	1,070
Massachusetts — 1.2%
Somerville, GO
5.000%, 05/30/2024		2,000		2,016
Michigan — 0.8%
Central Michigan University, Ser A, RB
3.900%, 10/01/2032 (A)(B)		1,400		1,400
Mississippi — 3.3%
Mississippi State, Business Finance, Chevron USA Project, Ser D, RB
3.000%, 12/01/2030 (A)		2,400		2,400
Mississippi State, Business Finance, Chevron USA Project, Ser J, RB
3.000%, 11/01/2035 (A)		3,200		3,200
				5,600
Missouri — 4.1%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
3.350%, 04/15/2034 (A)(B)		3,300		3,300
RBC Municipal Products Trust, Ser C-16, RB
4.030%, 09/01/2039 (A)(B)(C)		3,500		3,500
				6,800
Nevada — 2.4%
Clark County, Department of Aviation, Sub-Ser D-2B, RB
3.350%, 07/01/2040 (A)(B)		4,000		4,000
New Jersey — 8.2%
Cranford, GO
5.000%, 06/20/2024		3,760		3,779
5.000%, 08/22/2024		1,560		1,570
Hudson County, Improvement Authority, Local Unit Loan Program, RB
5.000%, 07/24/2024		1,000		1,007
Plainsboro, GO
5.000%, 07/25/2024		3,000		3,020
South Amboy, GO
5.000%, 06/28/2024		4,361		4,381
				13,757

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New Mexico — 0.7%
New Mexico State, Hospital Equipment Loan Council, Presbyterian Healthcare Services, RB
4.100%, 08/01/2034 (A)	$	600	$	600
2.950%, 08/01/2034 (A)		600		600
				1,200
New York — 15.5%
Mount Pleasant, Central School District, GO
5.000%, 06/28/2024		3,050		3,067
New York City, Housing Development Authority, RB, FHA
4.100%, 11/01/2060 (A)		2,000		2,000
4.100%, 05/01/2061 (A)		1,600		1,600
New York City, Municipal Water Finance Authority, RB
3.000%, 06/15/2053 (A)		1,400		1,400
New York City, Ser A-3, GO
2.900%, 09/01/2049 (A)		1,400		1,400
New York City, Sub-Ser B, GO
3.000%, 10/01/2046 (A)		5,300		5,300
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser A-4, RB
3.000%, 08/01/2039 (A)		700		700
New York City, Water & Sewer System, RB
2.900%, 06/15/2048 (A)		900		900
New York State, Dormitory Authority, BDS Rockefeller University, RB
3.850%, 07/01/2032 (A)		4,900		4,900
New York State, Housing Finance Agency, Ser A, RB
3.420%, 11/01/2050 (A)(B)		2,500		2,500
Tender Option Bond Trust Receipts, Ser 2023-XF1450, RB
4.010%, 03/15/2054 (A)(C)		2,200		2,200
				25,967
North Carolina — 2.6%
Charlotte, Governmental Facilities Project, RB
3.850%, 06/01/2033 (A)		1,760		1,760
University of North Carolina, Hospital at Chapel Hill, Ser B-REMK, RB
3.850%, 02/01/2029 (A)		2,675		2,675
				4,435
Ohio — 1.3%
Ohio State University, RB
3.250%, 06/01/2043 (A)		2,200		2,200

SEI Institutional Managed Trust

253

SCHEDULE OF INVESTMENTS

September 30, 2023

Tax-Free Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Oregon — 1.7%
Oregon State, Facilities Authority, Ser B, RB
2.900%, 08/01/2034 (A)(B)	$	2,800	$	2,800
Pennsylvania — 2.7%
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
3.050%, 11/15/2029 (A)		175		175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
4.300%, 12/01/2037 (A)(B)		3,300		3,300
Pennsylvania State, Turnpike Commission, RB
3.850%, 12/01/2038 (A)(B)		1,100		1,100
				4,575
South Carolina — 4.7%
South Carolina State, Jobs-Economic Development Authority, RB, FHLB
4.000%, 03/01/2063 (A)(B)		3,000		3,000
South Carolina State, Public Service Authority, Ser A, RB
3.350%, 01/01/2036 (A)(B)		4,400		4,400
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM
4.100%, 12/01/2055 (A)(C)		500		500
				7,900
South Dakota — 3.0%
South Dakota State, Housing Development Authority, RB
4.130%, 11/01/2046 (A)		2,200		2,200
South Dakota State, Housing Development Authority, Ser A, RB
4.130%, 11/01/2062 (A)		2,885		2,885
				5,085
Tennessee — 0.2%
Clarksville, Public Building Authority, Pooled Financing, RB
3.950%, 06/01/2029 (A)(B)		280		280
Texas — 11.2%
Harris County, Health Facilities Development Authority, Methodist Hospital System Project, RB
3.000%, 12/01/2041 (A)		4,500		4,500
Pasadena, Independent School District, Ser B, GO, AGM
4.100%, 02/01/2035 (A)		1,300		1,300

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
3.400%, 03/01/2039 (A)	$	5,300	$	5,300
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
3.500%, 07/01/2047 (A)(B)		1,525		1,525
Texas State, Veterans Bonds, GO
3.400%, 12/01/2046 (A)		1,900		1,900
Texas State, Veterans Bonds, Ser B, GO
3.550%, 12/01/2042 (A)		2,250		2,250
Texas State, Veterans Bonds, Ser B-REMK, GO
3.550%, 12/01/2043 (A)		2,000		2,000
				18,775
Utah — 1.0%
Utah State, Water Finance Agency, Ser B-2-REMK, RB
4.000%, 10/01/2035 (A)		1,705		1,705
Virginia — 1.2%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
4.090%, 05/15/2042 (A)		2,050		2,050
Washington — 0.9%
Washington State, Housing Finance Commission, Ser VR, RB
3.950%, 12/01/2046 (A)		1,585		1,585
West Virginia — 0.6%
West Virginia State, Hospital Finance Authority, West Virginia University, RB
3.850%, 06/01/2034 (A)(B)		1,080		1,080
Wisconsin — 2.5%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
3.950%, 03/01/2041 (A)		2,320		2,320
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
4.100%, 05/01/2046 (A)		1,800		1,800
				4,120
Total Municipal Bonds
(Cost $167,253) ($ Thousands)				167,190
Total Investments in Securities — 99.6%
(Cost $167,253) ($ Thousands)			$	167,190

254

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $167,895 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Securities are held in connection with a letter of credit issued by a major bank.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On September 30, 2023, the value of these securities amounted to $16,080 ($ Thousands), representing 9.6% of the Net Assets of the Fund.

As of September 30, 2023, 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 more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

255

SCHEDULE OF INVESTMENTS

September 30, 2023

Real Return Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.1%
U.S. Treasury Inflation Protected Securities
3.625%, 04/15/2028	$	4,723	$	4,962
2.375%, 01/15/2025		7,916		7,821
2.375%, 01/15/2027		4,902		4,865
2.000%, 01/15/2026		5,073		4,973
1.750%, 01/15/2028		4,802		4,664
1.625%, 10/15/2027		12,557		12,190
1.250%, 04/15/2028		12,463		11,849
0.750%, 07/15/2028		9,981		9,287
0.625%, 01/15/2026		10,753		10,222
0.500%, 01/15/2028		11,451		10,553
0.375%, 07/15/2025		12,791		12,245
0.375%, 01/15/2027		9,971		9,274
0.375%, 07/15/2027		11,168		10,356
0.250%, 01/15/2025		11,657		11,212
0.125%, 10/15/2024		11,369		11,022
0.125%, 04/15/2025		9,293		8,864
0.125%, 10/15/2025		11,328		10,734
0.125%, 04/15/2026		8,724		8,150
0.125%, 07/15/2026		10,715		10,015
0.125%, 10/15/2026		12,113		11,264

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 04/15/2027	$	12,375	$	11,359
Total U.S. Treasury Obligations
(Cost $209,879) ($ Thousands)				195,881
	Shares
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		1,546,698		1,547
Total Cash Equivalent
(Cost $1,547) ($ Thousands)				1,547
Total Investments in Securities — 99.9%
(Cost $211,426) ($ Thousands)			$	197,428

	Percentages are based on Net Assets of $197,680 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		195,881		–		195,881
Cash Equivalent		1,547		–		–		1,547
Total Investments in Securities		1,547		195,881		–		197,428

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 September 30, 2023 ($Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	1,251	$	70,191	$	(69,895	)	$	—	$	—	$	1,547	$	27	$	—

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

See “Glossary” for abbreviations.

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

256

SEI Institutional Managed Trust

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Dynamic Asset Allocation Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 79.9%
Communication Services — 7.1%
Activision Blizzard Inc		10,897	$	1,020
Alphabet Inc, Cl A *		90,196		11,803
Alphabet Inc, Cl C *		76,711		10,114
AT&T Inc		109,354		1,643
Charter Communications Inc, Cl A *		1,543		679
Comcast Corp, Cl A		62,454		2,769
Electronic Arts Inc		3,725		448
Fox Corp, Cl A		3,871		121
Fox Corp, Cl B		2,366		68
Interpublic Group of Cos Inc/The		5,927		170
Live Nation Entertainment Inc *		2,307		192
Match Group Inc *		4,206		165
Meta Platforms Inc, Cl A *		33,725		10,125
Netflix Inc *		6,709		2,533
News Corp, Cl A		5,662		114
News Corp, Cl B		2,017		42
Omnicom Group Inc		3,043		227
Paramount Global, Cl B		8,271		107
Take-Two Interactive Software Inc, Cl A *		2,421		340
T-Mobile US Inc		7,771		1,088
Verizon Communications Inc		63,686		2,064
Walt Disney Co/The *		27,766		2,250
Warner Bros Discovery Inc *		34,364		373
				48,455
Consumer Discretionary — 8.6%
Airbnb Inc, Cl A *		6,400		878
Amazon.com Inc, Cl A *		138,070		17,551
Aptiv PLC *		4,172		411
AutoZone Inc *		309		785
Bath & Body Works Inc		3,429		116
Best Buy Co Inc		3,030		211
Booking Holdings Inc *		535		1,650
BorgWarner Inc		3,837		155
Caesars Entertainment Inc *		3,254		151
CarMax Inc *		2,545		180

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Carnival Corp *		15,226	$	209
Chipotle Mexican Grill Inc, Cl A *		450		824
Darden Restaurants Inc		1,842		264
Domino's Pizza Inc		484		183
DR Horton Inc		4,647		499
eBay Inc		8,318		367
Etsy Inc *		1,991		129
Expedia Group Inc *		2,212		228
Ford Motor Co		60,008		745
Garmin Ltd		2,300		242
General Motors Co		21,362		704
Genuine Parts Co		2,225		321
Hasbro Inc		1,909		126
Hilton Worldwide Holdings Inc		3,886		584
Home Depot Inc/The		15,249		4,608
Las Vegas Sands Corp		5,119		235
Lennar Corp, Cl A		3,890		437
LKQ Corp		3,816		189
Lowe's Cos Inc		8,883		1,846
Marriott International Inc/MD, Cl A		3,873		761
McDonald's Corp		11,137		2,934
MGM Resorts International		4,042		149
Mohawk Industries Inc *		920		79
NIKE Inc, Cl B		18,684		1,787
Norwegian Cruise Line Holdings Ltd *		6,214		102
NVR Inc *		49		292
O'Reilly Automotive Inc *		918		834
Pool Corp		616		219
PulteGroup Inc		3,473		257
Ralph Lauren Corp, Cl A		628		73
Ross Stores Inc		5,126		579
Royal Caribbean Cruises Ltd *		3,466		319
Starbucks Corp		17,326		1,581
Tapestry Inc		3,553		102
Tesla Inc *		42,015		10,513
TJX Cos Inc/The		17,410		1,547
Tractor Supply Co		1,674		340
Ulta Beauty Inc *		723		289
VF Corp		4,919		87
Whirlpool Corp		769		103
Wynn Resorts Ltd		1,545		143
Yum! Brands Inc		4,360		545
				58,463
Consumer Staples — 5.2%
Altria Group Inc		26,816		1,128
Archer-Daniels-Midland Co		8,221		620
Brown-Forman Corp, Cl B		2,960		171
Bunge Ltd		2,300		249
Campbell Soup Co		3,234		133
Church & Dwight Co Inc		3,685		338
Clorox Co/The		1,935		254
Coca-Cola Co/The		59,204		3,314

SEI Institutional Managed Trust

257

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Colgate-Palmolive Co		12,421	$	883
Conagra Brands Inc		7,263		199
Constellation Brands Inc, Cl A		2,428		610
Costco Wholesale Corp		6,677		3,772
Dollar General Corp		3,271		346
Dollar Tree Inc *		3,196		340
Estee Lauder Cos Inc/The, Cl A		3,570		516
General Mills Inc		9,040		578
Hershey Co/The		2,276		455
Hormel Foods Corp		4,423		168
J M Smucker Co/The		1,630		200
Kellanova		3,919		233
Kenvue Inc		26,574		534
Keurig Dr Pepper Inc		15,092		476
Kimberly-Clark Corp		5,179		626
Kraft Heinz Co/The		12,243		412
Kroger Co/The		10,088		451
Lamb Weston Holdings Inc		2,201		204
McCormick & Co Inc/MD		3,780		286
Molson Coors Beverage Co, Cl B		2,895		184
Mondelez International Inc, Cl A		20,548		1,426
Monster Beverage Corp *		11,144		590
PepsiCo Inc		20,958		3,551
Philip Morris International Inc		23,758		2,200
Procter & Gamble Co/The		35,902		5,237
Sysco Corp, Cl A		7,611		503
Target Corp, Cl A		7,026		777
Tyson Foods Inc, Cl A		4,375		221
Walgreens Boots Alliance Inc		10,924		243
Walmart Inc		21,399		3,422
				35,850
Energy — 3.8%
APA Corp		4,952		204
Baker Hughes Co, Cl A		15,468		546
Chevron Corp		27,074		4,565
ConocoPhillips		18,149		2,174
Coterra Energy Inc		11,241		304
Devon Energy Corp		9,595		458
Diamondback Energy Inc, Cl A		2,623		406
EOG Resources Inc		8,799		1,115
EQT Corp		5,600		227
Exxon Mobil Corp		60,826		7,152
Halliburton Co		13,478		546
Hess Corp		4,196		642
Kinder Morgan Inc		28,998		481
Marathon Oil Corp		9,659		258
Marathon Petroleum Corp		6,037		914
Occidental Petroleum Corp		10,015		650
ONEOK Inc		8,906		565
Phillips 66		6,685		803
Pioneer Natural Resources Co		3,568		819
Schlumberger NV, Cl A		21,778		1,270

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Targa Resources Corp		3,400	$	292
Valero Energy Corp		5,274		747
Williams Cos Inc/The		18,229		614
				25,752
Financials — 10.3%
Aflac Inc		8,271		635
Allstate Corp/The		4,090		456
American Express Co		8,797		1,313
American International Group Inc		10,869		659
Ameriprise Financial Inc		1,523		502
Aon PLC, Cl A		3,076		997
Arch Capital Group Ltd *		5,725		456
Arthur J Gallagher & Co		3,219		734
Assurant Inc		743		107
Bank of America Corp		105,500		2,889
Bank of New York Mellon Corp/The		10,813		461
Berkshire Hathaway Inc, Cl B *		27,680		9,696
BlackRock Inc		2,161		1,397
Blackstone Inc, Cl A		10,700		1,146
Brown & Brown Inc		3,539		247
Capital One Financial Corp		5,898		572
Cboe Global Markets Inc		1,627		254
Charles Schwab Corp/The		22,516		1,236
Chubb Ltd		6,293		1,310
Cincinnati Financial Corp		2,503		256
Citigroup Inc		29,120		1,198
Citizens Financial Group Inc		7,508		201
CME Group Inc, Cl A		5,472		1,096
Comerica Inc		1,983		82
Discover Financial Services		3,808		330
Everest Group Ltd		673		250
Eversource Energy		5,401		314
FactSet Research Systems Inc		574		251
Fidelity National Information Services Inc, Cl B		9,235		511
Fifth Third Bancorp		10,419		264
Fiserv Inc, Cl A *		9,377		1,059
FleetCor Technologies Inc *		1,144		292
Franklin Resources Inc		4,243		104
Global Payments Inc		4,059		468
Globe Life Inc		1,400		152
Goldman Sachs Group Inc/The		5,055		1,636
Hartford Financial Services Group Inc/The		4,799		340
Huntington Bancshares Inc/OH		21,962		228
Intercontinental Exchange Inc		8,608		947
Invesco Ltd		6,878		100
Jack Henry & Associates Inc		1,150		174
JPMorgan Chase & Co		44,198		6,410
KeyCorp		14,812		159
Loews Corp		2,755		175
M&T Bank Corp		2,576		326
MarketAxess Holdings Inc		553		118

258

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marsh & McLennan Cos Inc		7,515	$	1,430
Mastercard Inc, Cl A		12,670		5,016
MetLife Inc		9,711		611
Moody's Corp		2,362		747
Morgan Stanley		19,328		1,579
MSCI Inc, Cl A		1,199		615
Nasdaq Inc, Cl A		5,191		252
Northern Trust Corp		3,322		231
PayPal Holdings Inc *		16,859		986
PNC Financial Services Group Inc/The		5,981		734
Principal Financial Group Inc, Cl A		3,467		250
Progressive Corp/The		8,968		1,249
Prudential Financial Inc		5,660		537
Raymond James Financial Inc		2,993		301
Regions Financial Corp		14,934		257
S&P Global Inc		4,961		1,813
Synchrony Financial		6,644		203
T Rowe Price Group Inc		3,389		355
Travelers Cos Inc/The		3,404		556
Truist Financial Corp		20,648		591
US Bancorp		23,470		776
Visa Inc, Cl A		24,418		5,616
W R Berkley Corp		3,057		194
Wells Fargo & Co		55,411		2,264
Willis Towers Watson PLC		1,638		342
Zions Bancorp NA		2,233		78
				70,091
Health Care — 10.7%
Abbott Laboratories		26,453		2,562
AbbVie Inc		26,892		4,009
Agilent Technologies Inc		4,609		515
Align Technology Inc *		1,098		335
Amgen Inc, Cl A		8,154		2,191
Baxter International Inc		7,749		292
Becton Dickinson & Co		4,358		1,127
Biogen Inc *		2,236		575
Bio-Rad Laboratories Inc, Cl A *		333		119
Bio-Techne Corp		2,392		163
Boston Scientific Corp *		21,984		1,161
Bristol-Myers Squibb Co		31,910		1,852
Cardinal Health Inc		4,023		349
Catalent Inc *		2,977		136
Cencora Inc, Cl A		2,499		450
Centene Corp *		8,282		570
Charles River Laboratories International Inc *		765		150
Cigna Group/The		4,504		1,288
Cooper Cos Inc/The, Cl A		766		244
CVS Health Corp		19,647		1,372
Danaher Corp, Cl A		9,962		2,472
DaVita Inc *		915		87
DENTSPLY SIRONA Inc		3,221		110

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dexcom Inc *		5,966	$	557
Edwards Lifesciences Corp, Cl A *		9,151		634
Elevance Health Inc		3,616		1,574
Eli Lilly & Co		12,074		6,485
GE HealthCare Technologies Inc		6,043		411
Gilead Sciences Inc		18,855		1,413
HCA Healthcare Inc		3,053		751
Henry Schein Inc *		2,049		152
Hologic Inc *		3,729		259
Humana Inc		1,865		907
IDEXX Laboratories Inc *		1,243		544
Illumina Inc *		2,437		335
Incyte Corp *		2,871		166
Insulet Corp *		1,100		175
Intuitive Surgical Inc *		5,382		1,573
IQVIA Holdings Inc *		2,815		554
Johnson & Johnson		36,654		5,709
Laboratory Corp of America Holdings		1,353		272
McKesson Corp		2,008		873
Medtronic PLC		20,387		1,598
Merck & Co Inc		38,611		3,975
Mettler-Toledo International Inc *		360		399
Moderna Inc *		5,081		525
Molina Healthcare Inc *		860		282
Organon & Co		3,792		66
Pfizer Inc		85,922		2,850
Quest Diagnostics Inc		1,696		207
Regeneron Pharmaceuticals Inc *		1,651		1,359
ResMed Inc		2,264		335
Revvity Inc		1,883		208
STERIS PLC		1,474		323
Stryker Corp		5,112		1,397
Teleflex Inc		700		137
Thermo Fisher Scientific Inc		5,849		2,961
UnitedHealth Group Inc		14,087		7,103
Universal Health Services Inc, Cl B		992		125
Vertex Pharmaceuticals Inc *		3,895		1,354
Viatris Inc, Cl W		17,483		172
Waters Corp *		946		259
West Pharmaceutical Services Inc		1,079		405
Zimmer Biomet Holdings Inc		3,273		367
Zoetis Inc, Cl A		6,917		1,203
				73,083
Industrials — 6.6%
3M Co		8,417		788
A O Smith Corp		1,910		126
Alaska Air Group Inc *		1,914		71
Allegion plc		1,433		149
American Airlines Group Inc *		9,781		125
AMETEK Inc		3,510		519
Automatic Data Processing Inc		6,292		1,514
Axon Enterprise Inc *		1,000		199

SEI Institutional Managed Trust

259

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boeing Co/The *		8,587	$	1,646
Broadridge Financial Solutions Inc		1,834		328
Carrier Global Corp		12,942		714
Caterpillar Inc, Cl A		7,738		2,112
Ceridian HCM Holding Inc *		2,306		156
CH Robinson Worldwide Inc		1,798		155
Cintas Corp		1,298		624
Copart Inc *		13,210		569
CSX Corp		30,714		944
Cummins Inc		2,180		498
Deere & Co		4,102		1,548
Delta Air Lines Inc, Cl A		9,787		362
Dover Corp		2,141		299
Eaton Corp PLC		6,092		1,299
Emerson Electric Co		8,720		842
Equifax Inc		1,865		342
Expeditors International of Washington Inc		2,192		251
Fastenal Co, Cl A		8,831		483
FedEx Corp		3,495		926
Fortive Corp		5,370		398
Generac Holdings Inc *		983		107
General Dynamics Corp		3,464		765
General Electric Co		16,682		1,844
Honeywell International Inc		10,132		1,872
Howmet Aerospace Inc		5,632		260
Huntington Ingalls Industries Inc, Cl A		573		117
IDEX Corp		1,148		239
Illinois Tool Works Inc		4,163		959
Ingersoll Rand Inc		6,179		394
Jacobs Solutions Inc		1,832		250
JB Hunt Transport Services Inc		1,287		243
Johnson Controls International PLC		10,185		542
L3Harris Technologies Inc		2,887		503
Leidos Holdings Inc		2,204		203
Lockheed Martin Corp		3,423		1,400
Masco Corp		3,459		185
Nordson Corp		863		193
Norfolk Southern Corp		3,471		684
Northrop Grumman Corp		2,161		951
Old Dominion Freight Line Inc, Cl A		1,363		558
Otis Worldwide Corp		6,435		517
PACCAR Inc		7,850		667
Parker-Hannifin Corp, Cl A		1,986		774
Paychex Inc		4,991		576
Paycom Software Inc		687		178
Pentair PLC		2,664		172
Quanta Services Inc		2,183		408
Republic Services Inc		3,198		456
Robert Half Inc		1,584		116
Rockwell Automation Inc		1,755		502
Rollins Inc		3,520		131
RTX Corp		22,231		1,600

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Snap-on Inc		818	$	209
Southwest Airlines Co, Cl A		9,027		244
Stanley Black & Decker Inc		2,399		200
Textron Inc		3,186		249
Trane Technologies PLC		3,537		718
TransDigm Group Inc *		837		706
Union Pacific Corp		9,285		1,891
United Airlines Holdings Inc *		4,978		211
United Parcel Service Inc, Cl B		10,976		1,711
United Rentals Inc		1,018		453
Verisk Analytics Inc, Cl A		2,215		523
Waste Management Inc		5,687		867
Westinghouse Air Brake Technologies Corp		2,762		294
WW Grainger Inc		625		432
Xylem Inc/NY		3,666		334
				45,395
Information Technology — 21.9%
Accenture PLC, Cl A		9,553		2,934
Adobe Inc *		6,938		3,538
Advanced Micro Devices Inc *		24,458		2,515
Akamai Technologies Inc *		2,363		252
Amphenol Corp, Cl A		8,975		754
Analog Devices Inc		7,620		1,334
ANSYS Inc *		1,340		399
Apple Inc		223,459		38,258
Applied Materials Inc		12,692		1,757
Arista Networks Inc *		3,800		699
Autodesk Inc, Cl A *		3,310		685
Broadcom Inc		6,261		5,200
Cadence Design Systems Inc *		4,164		976
CDW Corp/DE		2,078		419
Cisco Systems Inc		61,880		3,327
Cognizant Technology Solutions Corp, Cl A		7,607		515
Corning Inc, Cl B		11,634		354
DXC Technology Co *		3,309		69
Enphase Energy Inc *		2,088		251
EPAM Systems Inc *		918		235
F5 Inc, Cl A *		849		137
Fair Isaac Corp *		400		347
First Solar Inc *		1,500		242
Fortinet Inc *		10,100		593
Gartner Inc *		1,171		402
Gen Digital Inc		8,609		152
Hewlett Packard Enterprise Co		19,524		339
HP Inc		13,421		345
Intel Corp		63,462		2,256
International Business Machines Corp		13,828		1,940
Intuit Inc		4,222		2,157
Juniper Networks Inc		4,954		138
Keysight Technologies Inc *		2,787		369
KLA Corp		2,110		968
Lam Research Corp		2,027		1,270

260

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Microchip Technology Inc		8,239	$	643
Micron Technology Inc		16,744		1,139
Microsoft Corp		113,006		35,682
Monolithic Power Systems Inc		670		309
Motorola Solutions Inc		2,514		684
NetApp Inc		3,276		249
NVIDIA Corp		37,518		16,320
ON Semiconductor Corp *		6,699		623
Oracle Corp, Cl B		23,917		2,533
Palo Alto Networks Inc *		4,600		1,078
PTC Inc *		1,628		231
Qorvo Inc *		1,631		156
QUALCOMM Inc		17,103		1,899
Roper Technologies Inc		1,623		786
Salesforce Inc *		14,728		2,987
Seagate Technology Holdings PLC		2,905		192
ServiceNow Inc *		3,107		1,737
Skyworks Solutions Inc		2,446		241
SolarEdge Technologies Inc *		864		112
Synopsys Inc *		2,291		1,051
TE Connectivity Ltd		4,861		600
Teledyne Technologies Inc *		690		282
Teradyne Inc		2,388		240
Texas Instruments Inc		13,804		2,195
Trimble Inc *		3,728		201
Tyler Technologies Inc *		609		235
VeriSign Inc *		1,412		286
Western Digital Corp *		4,824		220
Zebra Technologies Corp, Cl A *		777		184
				149,221
Materials — 1.9%
Air Products and Chemicals Inc		3,419		969
Albemarle Corp		1,790		304
Amcor PLC		22,572		207
Avery Dennison Corp		1,219		223
Ball Corp		4,790		238
Celanese Corp, Cl A		1,626		204
CF Industries Holdings Inc		2,936		252
Corteva Inc		10,604		543
Dow Inc		10,517		542
DuPont de Nemours Inc		7,145		533
Eastman Chemical Co		1,810		139
Ecolab Inc		3,810		645
FMC Corp		1,862		125
Freeport-McMoRan Inc, Cl B		21,912		817
International Flavors & Fragrances Inc		3,882		265
International Paper Co		5,008		178
Linde PLC		7,420		2,763
LyondellBasell Industries NV, Cl A		3,875		367
Martin Marietta Materials Inc, Cl A		892		366
Mosaic Co/The		5,156		184
Newmont Corp		12,355		457

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nucor Corp		3,762	$	588
Packaging Corp of America		1,435		220
PPG Industries Inc		3,589		466
Sealed Air Corp		2,157		71
Sherwin-Williams Co/The, Cl A		3,541		903
Steel Dynamics Inc		2,251		241
Vulcan Materials Co		2,031		410
Westrock Co		3,812		136
				13,356
Real Estate — 1.9%
Alexandria Real Estate Equities Inc ‡		2,395		240
American Tower Corp, Cl A ‡		7,127		1,172
AvalonBay Communities Inc ‡		2,145		368
Boston Properties Inc ‡		2,111		126
Camden Property Trust ‡		1,700		161
CBRE Group Inc, Cl A *		4,883		361
CoStar Group Inc *		6,259		481
Crown Castle Inc ‡		6,663		613
Digital Realty Trust Inc, Cl A ‡		4,441		537
Equinix Inc ‡		1,411		1,025
Equity Residential ‡		5,309		312
Essex Property Trust Inc ‡		1,015		215
Extra Space Storage Inc ‡		3,241		394
Federal Realty Investment Trust ‡		1,052		95
Healthpeak Properties Inc ‡		8,361		154
Host Hotels & Resorts Inc ‡		10,923		176
Invitation Homes Inc ‡		8,900		282
Iron Mountain Inc ‡		4,478		266
Kimco Realty Corp ‡		9,474		167
Mid-America Apartment Communities Inc ‡		1,839		237
Prologis Inc ‡		14,137		1,586
Public Storage ‡		2,369		624
Realty Income Corp ‡		10,474		523
Regency Centers Corp ‡		2,294		136
SBA Communications Corp, Cl A ‡		1,681		336
Simon Property Group Inc ‡		5,102		551
UDR Inc ‡		4,695		167
Ventas Inc ‡		6,137		259
VICI Properties Inc, Cl A ‡		15,656		456
Welltower Inc ‡		7,741		634
Weyerhaeuser Co ‡		11,205		344
				12,998
Utilities — 1.9%
AES Corp/The		10,155		154
Alliant Energy Corp		3,829		186
Ameren Corp		3,929		294
American Electric Power Co Inc		7,848		590
American Water Works Co Inc		3,023		374
Atmos Energy Corp		2,207		234
CenterPoint Energy Inc		9,682		260
CMS Energy Corp		4,487		238

SEI Institutional Managed Trust

261

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consolidated Edison Inc		5,228	$	447
Constellation Energy Corp		4,860		530
Dominion Energy Inc		12,748		569
DTE Energy Co		2,995		297
Duke Energy Corp		11,785		1,040
Edison International		5,827		369
Entergy Corp		3,147		291
Evergy Inc		3,443		175
Exelon Corp		15,009		567
FirstEnergy Corp		7,573		259
NextEra Energy Inc		30,721		1,760
NiSource Inc		6,644		164
NRG Energy Inc		3,496		135
PG&E Corp *		31,327		505
Pinnacle West Capital Corp		1,817		134
PPL Corp		11,344		267
Public Service Enterprise Group Inc		7,640		435
Sempra		9,622		655
Southern Co/The		16,685		1,080
WEC Energy Group Inc		4,879		393
Xcel Energy Inc		8,559		490
				12,892
Total Common Stock
(Cost $251,603) ($ Thousands)				545,556

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK — 0.1%
China — 0.1%
NXP Semiconductors NV		3,915	$	783
Total Foreign Common Stock
(Cost $789) ($ Thousands)				783
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		2,778,669		2,779
Total Cash Equivalent
(Cost $2,779) ($ Thousands)				2,779
PURCHASED OPTIONS — 1.0%
Total Purchased Options
(Cost $4,822) ($ Thousands)				6,937
Total Investments in Securities — 81.4%
(Cost $259,993) ($ Thousands)			$	556,055
WRITTEN OPTIONS — (0.2)%
Total Written Options
(Premiums Received $1,309) ($ Thousands)			$	(1,514	)

A list of open exchange traded options contracts for the Fund at September 30, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 1.0%
Put Options
S&P 500 Index		21,639		$	94,129		$	4,350.00		7/20/2024	$	4,817
S&P 500 Index		16,243			70,656			4,350.00		12/16/2023		2,120
Total Purchased Options				$	164,785						$	6,937
WRITTEN OPTIONS — (0.2)%
Put Options
S&P 500 Index		(16,243	)	$	(64,159	)		3,950.00		12/16/2023	$	(568	)
S&P 500 Index		(21,639	)		(71,408	)		3,300.00		07/20/2024		(946	)
Total Written Options				$	(135,567	)					$	(1,514	)

262

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI^		319		Dec-2023	$	71,691	$	68,992	$	(2,699	)

A list of the open OTC swap agreements held by the Fund at September 30, 2023, is as follows:

Total Return Swaps

Counterparty	Reference Entity/ Obligation		Fund Pays		Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
Goldman Sachs^	Bloomberg Commodity Index Total Return			3 Month Treasury Bill RATE + 7.5 BPS		Index Return		Annually		12/13/2023		USD		49,000	$	(588	)	$	–	$	(588	)
Goldman Sachs		S&P 500 EQWG USD TR		SOFR RATE INDEX + 0.75 BPS		Index Return		Quarterly		10/31/2023		USD		74,282		(6,903	)		–		(6,903	)
															$	(7,491	)	$	–	$	(7,491	)

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023, is as follows:

Interest Rate Swaps

Fund Pays		Fund Receives	Payment Frequency	Termination Date	Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
	2.659%^	U.S. Consumer Price Index (CPI)	Annually	2/27/2033		USD		103,200	$	1,715		$	–	$	1,715
	Fixed 0.280960%	Floating (MUTKCALM Index)	Annually	05/15/2026		JPY		102,200,000		1,920			–		1,920
	0.29283%	JPY Unsecured Overnight Call Rate TONAR	Annually	05/15/2026		JPY		81,000,000		1,458			–		1,458
	Floating EUROSTR OIS Compound	Fixed 3.087%	Annually	09/09/2025		EUR		470,000		(675	)		–		(675	)
	Fixed 4.2625%	Floating USD SOFR OIS Compound	Annually	09/09/2025		USD		512,000		1,334			–		1,334
									$	5,752		$	–	$	5,752

	Percentages are based on Net Assets of $682,737 ($ Thousands).
^	Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of September 30, 2023.
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
†	Investment in Affiliated Security (see Note 6).

The following is a summary of the level of inputs used as of September 30, 2023, 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		545,556		–		–		545,556
Foreign Common Stock		783		–		–		783
Cash Equivalent		2,779		–		–		2,779
Purchased Options		6,937		–		–		6,937
Total Investments in Securities		556,055		–		–		556,055

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(1,514	)		–			–		(1,514	)
Futures Contracts*
Unrealized Depreciation		(2,699	)		–			–		(2,699	)
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–			(7,491	)		–		(7,491	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			6,427			–		6,427
Unrealized Depreciation		–			(675	)		–		(675	)
Total Other Financial Instruments		(4,213	)		(1,739	)		–		(5,952	)

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

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

SEI Institutional Managed Trust

263

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Dynamic Asset Allocation Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	6,875	$	78,790	$	(82,886	)	$	—	$	—	$	2,779	$	318	$	—

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

See “Glossary” for abbreviations.

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

264

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 23.2%
Communication Services — 1.9%
Altice France
5.500%, 10/15/2029 (A)	$	310	$	223
Altice France Holding
10.500%, 05/15/2027 (A)		95		59
Audacy Capital
6.750%, 03/31/2029 (A)(B)(C)		335		6
6.500%, 05/01/2027 (A)(B)(C)		220		5
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		695		446
CCO Holdings
6.375%, 09/01/2029 (A)		366		341
5.375%, 06/01/2029 (A)		75		67
4.500%, 08/15/2030 (A)		130		107
4.250%, 02/01/2031 (A)		125		100
4.250%, 01/15/2034 (A)		65		48
Charter Communications Operating
3.950%, 06/30/2062		155		88
DISH DBS
7.750%, 07/01/2026		545		409
7.375%, 07/01/2028		185		117
5.750%, 12/01/2028 (A)		320		246
5.250%, 12/01/2026 (A)		205		174
5.125%, 06/01/2029		220		122
Front Range BidCo
4.000%, 03/01/2027 (A)		220		163
Gray Escrow II
5.375%, 11/15/2031 (A)		1,030		674
Gray Television
7.000%, 05/15/2027 (A)		85		73

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.875%, 07/15/2026 (A)	$	5	$	4
4.750%, 10/15/2030 (A)		365		242
Level 3 Financing
10.500%, 05/15/2030 (A)		251		253
4.250%, 07/01/2028 (A)		150		93
3.875%, 11/15/2029 (A)		140		129
3.625%, 01/15/2029 (A)		105		59
Lumen Technologies
4.000%, 02/15/2027 (A)		280		184
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		610		408
Stagwell Global
5.625%, 08/15/2029 (A)		325		262
Urban One
7.375%, 02/01/2028 (A)		1,107		949
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		230		183
VTR Comunicaciones
5.125%, 01/15/2028 (A)		215		121
Windstream Escrow
7.750%, 08/15/2028 (A)		795		632
				6,987
Consumer Discretionary — 5.8%
1011778 BC ULC
4.375%, 01/15/2028 (A)		260		234
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		304		309
Academy
6.000%, 11/15/2027 (A)		251		237
Allwyn Entertainment Financing UK
7.875%, 04/30/2029 (A)		261		264
Altice Financing
5.750%, 08/15/2029 (A)		225		184
American Greetings
8.750%, 04/15/2025 (A)		129		128
Bath & Body Works
7.600%, 07/15/2037		5		5
6.750%, 07/01/2036		175		153
6.625%, 10/01/2030 (A)		60		56
BCPE Ulysses Intermediate
7.750%cash/0% PIK, 04/01/2027 (A)		335		292
Brinker International
5.000%, 10/01/2024 (A)		645		629
Brookfield Residential Properties
5.000%, 06/15/2029 (A)		20		17
4.875%, 02/15/2030 (A)		260		211
Caesars Entertainment
7.000%, 02/15/2030 (A)		165		161
6.250%, 07/01/2025 (A)		1,375		1,356
Caesars Resort Collection
5.750%, 07/01/2025 (A)		409		407

SEI Institutional Managed Trust

265

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Carnival
9.875%, 08/01/2027 (A)	$	35	$	36
6.000%, 05/01/2029 (A)		165		141
5.750%, 03/01/2027 (A)		531		481
4.000%, 08/01/2028 (A)		45		39
CEC Entertainment
6.750%, 05/01/2026 (A)		347		328
Clarios Global
6.750%, 05/15/2025 (A)		570		566
6.250%, 05/15/2026 (A)		740		724
CMG Media
8.875%, 12/15/2027 (A)		655		513
Crocs
4.125%, 08/15/2031 (A)		261		202
CSC Holdings
7.500%, 04/01/2028 (A)		100		65
5.750%, 01/15/2030 (A)		90		50
Dave & Buster's
7.625%, 11/01/2025 (A)		297		297
Diamond Sports Group
6.625%, 08/15/2027 (A)(B)		312		6
5.375%, 08/15/2026 (A)(B)		480		10
Dream Finders Homes
8.250%, 08/15/2028 (A)		294		296
Empire Resorts
7.750%, 11/01/2026 (A)		645		526
Ford Motor Credit
7.350%, 03/06/2030		145		147
5.113%, 05/03/2029		500		457
4.271%, 01/09/2027		30		28
3.815%, 11/02/2027		200		178
2.900%, 02/16/2028		110		94
2.900%, 02/10/2029		530		435
Golden Entertainment
7.625%, 04/15/2026 (A)		993		991
Hilton Domestic Operating
4.000%, 05/01/2031 (A)		350		294
Hyatt Hotels
1.800%, 10/01/2024		824		790
Jacobs Entertainment
6.750%, 02/15/2029 (A)		375		328
Las Vegas Sands
3.200%, 08/08/2024		2,232		2,159
2.900%, 06/25/2025		102		95
Liberty Interactive
8.250%, 02/01/2030		745		241
McGraw-Hill Education
5.750%, 08/01/2028 (A)		120		104
Monitronics International
9.125%, 04/01/2020 (B)(D)		550		–
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		495		–

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NCL
8.375%, 02/01/2028 (A)	$	90	$	91
5.875%, 03/15/2026 (A)		638		589
5.875%, 02/15/2027 (A)		110		105
3.625%, 12/15/2024 (A)		329		316
NCL Finance
6.125%, 03/15/2028 (A)		118		104
PetSmart
4.750%, 02/15/2028 (A)		521		456
QVC
4.750%, 02/15/2027		465		285
4.450%, 02/15/2025		140		123
4.375%, 09/01/2028		95		50
Radiate Holdco
6.500%, 09/15/2028 (A)		100		53
4.500%, 09/15/2026 (A)		390		296
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		569		617
11.500%, 06/01/2025 (A)		396		418
StoneMor
8.500%, 05/15/2029 (A)		355		292
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		344		332
Viking Cruises
6.250%, 05/15/2025 (A)		968		947
VTR Comunicaciones
4.375%, 04/15/2029 (A)		65		36
WW International
4.500%, 04/15/2029 (A)		265		186
Wynn Las Vegas
5.500%, 03/01/2025 (A)		658		647
Yum! Brands
5.375%, 04/01/2032		160		146
3.625%, 03/15/2031		45		37
				21,390
Consumer Staples — 1.2%
Albertsons
7.500%, 03/15/2026 (A)		1,452		1,472
4.875%, 02/15/2030 (A)		190		171
4.625%, 01/15/2027 (A)		85		81
B&G Foods
5.250%, 04/01/2025		300		294
Coty
6.500%, 04/15/2026 (A)		143		142
5.000%, 04/15/2026 (A)		721		693
New Albertsons
8.700%, 05/01/2030		200		211
8.000%, 05/01/2031		40		41
Performance Food Group
6.875%, 05/01/2025 (A)		365		365

266

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Post Holdings
5.750%, 03/01/2027 (A)	$	327	$	314
5.625%, 01/15/2028 (A)		180		170
Rite Aid
8.000%, 11/15/2026 (A)		420		247
7.500%, 07/01/2025 (A)		75		44
				4,245
Energy — 3.3%
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (A)		374		370
7.000%, 11/01/2026 (A)		178		174
Baytex Energy
8.750%, 04/01/2027 (A)		292		297
Chesapeake Energy
7.500%, 10/01/2026 (D)		170		3
7.000%, 10/01/2024 (D)		55		1
Crescent Energy Finance
9.250%, 02/15/2028 (A)		260		265
Earthstone Energy Holdings
9.875%, 07/15/2031 (A)		55		60
8.000%, 04/15/2027 (A)		677		693
EnLink Midstream
6.500%, 09/01/2030 (A)		25		24
5.625%, 01/15/2028 (A)		80		76
5.375%, 06/01/2029		230		213
Genesis Energy
8.000%, 01/15/2027		195		188
7.750%, 02/01/2028		185		175
Greenfire Resources
12.000%, 10/01/2028 (A)		235		231
Murphy Oil
5.875%, 12/01/2027		410		398
5.750%, 08/15/2025		218		218
Nabors Industries
5.750%, 02/01/2025		147		144
NGL Energy Operating
7.500%, 02/01/2026 (A)		581		575
Northern Oil and Gas
8.125%, 03/01/2028 (A)		200		200
Oceaneering International
6.000%, 02/01/2028 (A)		71		67
Patterson-UTI Energy
7.150%, 10/01/2033		93		93
PBF Holding
7.875%, 09/15/2030 (A)		229		228
6.000%, 02/15/2028		794		749
Range Resources
4.875%, 05/15/2025		848		822
Rockcliff Energy II
5.500%, 10/15/2029 (A)		449		404

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Shelf Drilling Holdings
9.625%, 04/15/2029 (A)	$	429	$	425
SM Energy
6.750%, 09/15/2026		171		168
5.625%, 06/01/2025		1,495		1,463
Southwestern Energy
5.700%, 01/23/2025		550		542
Strathcona Resources
6.875%, 08/01/2026 (A)		600		565
Transocean
11.500%, 01/30/2027 (A)		872		915
8.000%, 02/01/2027 (A)		265		255
7.500%, 04/15/2031		95		82
7.250%, 11/01/2025 (A)		120		118
Valaris
8.375%, 04/30/2030 (A)		307		307
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		510		418
Vital Energy
10.125%, 01/15/2028		137		140
9.750%, 10/15/2030		138		141
				12,207
Financials — 0.9%
Armor Holdco
8.500%, 11/15/2029 (A)		290		252
CPI CG
8.625%, 03/15/2026 (A)		300		296
Finance of America Funding
7.875%, 11/15/2025 (A)		680		561
Freedom Mortgage
12.000%, 10/01/2028 (A)		90		92
6.625%, 01/15/2027 (A)		230		202
Ladder Capital Finance Holdings LLLP
4.250%, 02/01/2027 (A)		275		240
LD Holdings Group
6.500%, 11/01/2025 (A)		600		498
6.125%, 04/01/2028 (A)		200		126
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		15
3.500%, 01/23/2043		240		187
PennyMac Financial Services
5.750%, 09/15/2031 (A)	$	190		155
4.250%, 02/15/2029 (A)		275		223
Sabre GLBL
11.250%, 12/15/2027 (A)		120		110
Starwood Property Trust
3.625%, 07/15/2026 (A)		180		160
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		245		189

SEI Institutional Managed Trust

267

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WeWork
15.000%cash/8.000% PIK, 08/15/2027 (A)(B)	$	287	$	140
11.000%cash/11.000% PIK, 08/15/2027 (A)(B)		360		36
				3,482
Health Care — 1.8%
Akumin
7.000%, 11/01/2025 (A)(C)		865		649
Akumin Escrow
7.500%, 08/01/2028 (A)(C)		300		199
Bausch Health
6.250%, 02/15/2029 (A)		235		93
5.500%, 11/01/2025 (A)		90		80
5.250%, 01/30/2030 (A)		155		58
5.000%, 02/15/2029 (A)		20		7
4.875%, 06/01/2028 (A)		125		71
CHS
6.000%, 01/15/2029 (A)		161		130
5.250%, 05/15/2030 (A)		233		177
4.750%, 02/15/2031 (A)		528		374
Embecta
6.750%, 02/15/2030 (A)		165		135
Endo DAC
9.500%, 07/31/2027 (A)(B)		194		14
6.000%, 06/30/2028 (A)(B)		193		13
5.875%, 10/15/2024 (A)(B)		85		59
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(B)		165		117
Envision Healthcare
8.750%, 10/15/2026 (A)(B)		145		7
Global Medical Response
6.500%, 10/01/2025 (A)		270		183
Jazz Securities DAC
4.375%, 01/15/2029 (A)		402		350
LifePoint Health
11.000%, 10/15/2030 (A)		102		102
Medline Borrower
3.875%, 04/01/2029 (A)		210		178
Molina Healthcare
4.375%, 06/15/2028 (A)		200		179
3.875%, 11/15/2030 (A)		125		104
Par Pharmaceutical
7.500%, 04/01/2027 (A)(B)		85		60
Prime Security Services Borrower
5.250%, 04/15/2024 (A)		1,710		1,698
Radiology Partners
9.250%, 02/01/2028 (A)		255		101
RP Escrow Issuer
5.250%, 12/15/2025 (A)		1,185		860

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tenet Healthcare
6.750%, 05/15/2031 (A)	$	105	$	101
6.125%, 10/01/2028		55		52
6.125%, 06/15/2030		365		342
4.375%, 01/15/2030		220		189
				6,682
Industrials — 3.0%
Air Canada
3.875%, 08/15/2026 (A)		417		378
American Airlines
11.750%, 07/15/2025 (A)		537		577
5.750%, 04/20/2029 (A)		80		75
Avianca Midco 2
9.000%, 12/01/2028 (A)		368		312
Bombardier
7.875%, 04/15/2027 (A)		231		225
Builders FirstSource
4.250%, 02/01/2032 (A)		240		197
Camelot Return Merger Sub
8.750%, 08/01/2028 (A)		337		325
CDW
4.125%, 05/01/2025		41		40
Cimpress
7.000%, 06/15/2026		394		369
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		280		212
Delta Air Lines
2.900%, 10/28/2024		445		428
Garda World Security
6.000%, 06/01/2029 (A)		610		499
GFL Environmental
3.750%, 08/01/2025 (A)		326		309
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		233		210
JELD-WEN
4.875%, 12/15/2027 (A)		557		491
4.625%, 12/15/2025 (A)		506		486
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		327		324
PGT Innovations
4.375%, 10/01/2029 (A)		245		226
Pitney Bowes
7.250%, 03/15/2029 (A)		275		202
6.875%, 03/15/2027 (A)		215		169
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		187		181
Team Health Holdings
6.375%, 02/01/2025 (A)		110		85
Titan International
7.000%, 04/30/2028		293		274

268

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TransDigm
6.875%, 12/15/2030 (A)	$	270	$	265
6.750%, 08/15/2028 (A)		393		387
6.250%, 03/15/2026 (A)		868		853
Tutor Perini
6.875%, 05/01/2025 (A)		95		87
Uber Technologies
8.000%, 11/01/2026 (A)		1,253		1,268
7.500%, 05/15/2025 (A)		1,347		1,355
United Airlines
4.625%, 04/15/2029 (A)		115		99
4.375%, 04/15/2026 (A)		115		106
				11,014
Information Technology — 0.7%
CDW
5.500%, 12/01/2024		24		24
Coherent
5.000%, 12/15/2029 (A)		275		238
CommScope
8.250%, 03/01/2027 (A)		225		147
7.125%, 07/01/2028 (A)		620		371
6.000%, 03/01/2026 (A)		150		140
CommScope Technologies
6.000%, 06/15/2025 (A)		36		34
5.000%, 03/15/2027 (A)		35		20
Gen Digital
5.000%, 04/15/2025 (A)		878		858
Presidio Holdings
8.250%, 02/01/2028 (A)		300		287
Virtusa
7.125%, 12/15/2028 (A)		408		329
				2,448
Materials — 1.7%
Ardagh Packaging Finance
5.250%, 08/15/2027 (A)		250		209
Axalta Coating Systems
3.375%, 02/15/2029 (A)		280		233
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		610		594
Ball
3.125%, 09/15/2031		215		168
Canpack
3.875%, 11/15/2029 (A)		104		85
Celanese US Holdings
6.700%, 11/15/2033		303		295
6.550%, 11/15/2030		92		90
6.350%, 11/15/2028		46		45
Cleveland-Cliffs
6.750%, 03/15/2026 (A)		228		227

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cornerstone Chemical
13.000%, 08/26/2024 (C)(D)	$	114	$	114
10.250%cash/10.250% PIK, 09/01/2027 (A)(B)(C)(D)		1,155		693
Domtar
6.750%, 10/01/2028 (A)		490		406
Innophos Holdings
9.375%, 02/15/2028 (A)		250		240
Iris Holdings
8.750%cash/0% PIK, 02/15/2026 (A)		5		5
LSB Industries
6.250%, 10/15/2028 (A)		190		172
Mineral Resources
8.125%, 05/01/2027 (A)		105		104
Mineral Resources MTN
8.500%, 05/01/2030 (A)		105		103
8.000%, 11/01/2027 (A)		35		34
Mountain Province Diamonds
9.000%, 12/15/2025 (A)(D)		223		217
Nobian Finance BV
3.625%, 07/15/2026	EUR	105		100
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(C)(D)	$	460		–
NOVA Chemicals
4.875%, 06/01/2024 (A)		546		536
Olympus Water US Holding
9.750%, 11/15/2028 (A)		512		511
Rain Carbon
12.250%, 09/01/2029 (A)		215		225
Rain CII Carbon
7.250%, 04/01/2025 (A)		6		6
Tacora Resources
13.000%cash/13.000% PIK, 09/08/2023 (A)(C)(D)		23		24
8.250%, 05/15/2026 (A)(B)(C)		305		166
Trivium Packaging Finance BV
5.500%, 08/15/2026 (A)		417		389
Tronox
4.625%, 03/15/2029 (A)		355		287
				6,278
Real Estate — 2.0%
Diversified Healthcare Trust
9.750%, 06/15/2025		104		100
4.750%, 05/01/2024		450		426
4.750%, 02/15/2028		100		73
4.375%, 03/01/2031		445		308
GLP Capital
3.350%, 09/01/2024		109		106
Park Intermediate Holdings
7.500%, 06/01/2025 (A)		1,276		1,274

SEI Institutional Managed Trust

269

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Service Properties Trust
5.500%, 12/15/2027	$	255	$	218
4.950%, 02/15/2027		417		352
4.950%, 10/01/2029		55		42
4.750%, 10/01/2026		424		364
4.650%, 03/15/2024		421		415
4.500%, 03/15/2025		478		447
4.375%, 02/15/2030		390		280
4.350%, 10/01/2024		602		577
3.950%, 01/15/2028		371		289
VICI Properties
5.625%, 05/01/2024 (A)		995		989
4.625%, 06/15/2025 (A)		641		619
3.500%, 02/15/2025 (A)		454		434
				7,313
Utilities — 0.9%
Alexander Funding Trust
1.841%, 11/15/2023 (A)		131		130
Vistra Operations
5.625%, 02/15/2027 (A)		140		133
5.500%, 09/01/2026 (A)		55		52
5.125%, 05/13/2025 (A)		536		522
4.875%, 05/13/2024 (A)		93		92
3.550%, 07/15/2024 (A)		2,484		2,423
				3,352
Total Corporate Obligations
(Cost $93,765) ($ Thousands)				85,398
	Shares
COMMON STOCK — 20.9%
Communication Services — 1.9%
AVAYA Inc. *		14,995		125
Clear Channel Outdoor Holdings Inc, Cl A *		5,490		9
Madison Square Garden Entertainment, Cl A *		21,800		717
Pinterest Inc, Cl A *		123,222		3,331
Take-Two Interactive Software Inc, Cl A *		3,716		522
TripAdvisor Inc *		130,995		2,172
Urban One		10,131		51
Urban One, Cl A		9,095		46
Windstream Services *		11,015		104
				7,077
Consumer Discretionary — 2.4%
ADT Inc		3,290		20
Caesars Entertainment Inc *		2,136		99
Crocs Inc *		12,688		1,120
Everi Holdings Inc *		9,495		126
Golden Entertainment Inc		2,140		73

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Guitar Center *(C)(D)		2,167	$	329
Monitronics International (D)		443		7
Penn Entertainment Inc *		95,162		2,184
PlayAGS Inc *		21,369		139
Vail Resorts Inc		11,097		2,462
Victoria's Secret & Co *		124,803		2,082
WW International Inc *		4,370		48
				8,689
Energy — 1.9%
Diamondback Energy Inc, Cl A (E)		17,219		2,667
Greenfire Resources *		27,132		134
Parker Drilling Co *(D)		4,414		58
RPC Inc		213,318		1,907
Transocean Ltd *(E)		272,498		2,237
				7,003
Financials — 3.7%
Assured Guaranty Ltd (E)		43,954		2,660
Fidelity National Information Services Inc, Cl B		38,231		2,113
Fifth Third Bancorp		54,691		1,385
Marqeta Inc, Cl A *		118,697		710
Morgan Stanley		34,419		2,811
Penney Borrower LLC *(D)		3,070		8
Robinhood Markets Inc, Cl A *		247,183		2,425
Unum Group		29,144		1,434
				13,546
Health Care — 0.0%
Carestream Health Holdings Inc *(D)		5,876		99
Community Health Systems Inc *		1,053		3
Iovance Biotherapeutics Inc *		4,350		20
Lannett (D)		15,243		27
				149
Industrials — 0.5%
Dycom Industries Inc *		18,815		1,674
Hawaiian Holdings Inc *		7,722		49
				1,723
Information Technology — 4.7%
Aquity Holdings Inc *(C)(D)		3,945		43
Cirrus Logic Inc *		22,037		1,630
Elastic NV *		13,882		1,128
Entegris Inc (E)		24,573		2,308
Everbridge Inc *		61,764		1,385
Five9 Inc *		17,531		1,127
HubSpot Inc *		1,437		708
Methode Electronics Inc		7,654		175
Microsoft Corp		2,231		704
Monday.com Ltd *		2,636		420
MongoDB Inc, Cl A *		3,180		1,100
SentinelOne Inc, Cl A *		84,948		1,432

270

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vishay Intertechnology Inc (E)		94,191	$	2,328
Western Digital Corp *		15,855		723
Zoom Video Communications Inc, Cl A *		30,986		2,167
				17,378
Materials — 3.9%
Alcoa Corp (E)		68,882		2,002
Arctic Canadian Diamond Company Ltd *(D)		228		71
ATI Inc *(E)		59,565		2,451
Burgundy Diamond Mines *		450,932		52
Century Aluminum Co *		301,750		2,170
Constellium, Cl A *		149,476		2,721
Freeport-McMoRan Inc, Cl B (E)		63,293		2,360
Libbey Glass Inc. *(D)		1,227		9
Olin Corp (E)		46,276		2,313
West Fraser Timber Co Ltd, Cl O		5,218		381
				14,530
Real Estate — 1.3%
Copper Property CTL Pass-Through Trust		18,673		198
Kimco Realty Corp ‡		202,111		3,555
Park Hotels & Resorts Inc ‡		93,166		1,148
				4,901
Utilities — 0.6%
Consolidated Edison Inc		8,270		707
Duke Energy Corp		15,945		1,407
Lumileds Common Bright Bidco *		965		1
				2,115
Total Common Stock
(Cost $78,034) ($ Thousands)				77,111
REGISTERED INVESTMENT COMPANIES — 18.8%
Merger Fund , Cl I		4,028,487		68,968
Sprott Physical Uranium Trust		21,761		371
Total Registered Investment Companies
(Cost $65,743) ($ Thousands)				69,339
	Face Amount (Thousands)
LOAN PARTICIPATIONS — 5.0%
1236904 B.C. LTD., Initial Term Loan, 1st Lien
10.931%, CME Term SOFR + 5.614%, 03/04/2027 (F)	$	255		243
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
9.902%, CME Term SOFR + 4.250%, 05/17/2028 (F)(G)		197		162

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
American Airlines, Inc., 2020 Term Loan, 1st Lien
7.318%, 01/29/2027	$	125	$	123
Aquity Solutions LLC, Term Loan, 1st Lien
11.181%, 09/13/2026 (C)(D)		431		431
Avaya Inc., Initial Term Loan, 1st Lien
13.816%, CME Term SOFR + 8.500%, 08/01/2028 (F)		403		354
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
9.272%, CME Term SOFR + 3.750%, 07/17/2028 (F)		281		251
Bluecrest, Intial Term Loan, 2nd Lien
13.416%, 08/31/2027 (C)(D)		280		271
Carestream Health, Inc., Term Loan, 1st Lien
12.990%, CME Term SOFR + 7.500%, 09/30/2027 (F)		549		434
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
9.684%, 01/29/2027 (G)		164		129
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
9.434%, CME Term SOFR + 3.750%, 01/29/2027 (F)(G)		197		154
CMG Media Corporation, 2021 Term B Loan, 1st Lien
8.990%, CME Term SOFR + 3.500%, 12/17/2026 (F)		119		109
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
10.372%, 01/04/2026 (F)		322		194
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
11.931%, 10/31/2026 (F)		233		228
Cooper’s Hawk Intermediate Holding, LLC, 2022 Incremental Term Loan, 1st Lien
11.931%, CME Term SOFR + 6.500%, 10/31/2026 (F)		44		44
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (D)		170		170
Domtar Corporation, Initial Term Loan, 1st Lien
10.939%, 11/30/2028 (F)		104		103
East Valley Tourist Development Authority , Term Loan, 1st Lien
13.152%, CME Term SOFR + 7.500%, 11/23/2026 (D)(F)		155		151
Envision Healthcare Corp., First Out Term Loan, 1st Lien
13.267%, CME Term SOFR + 7.875%, 03/31/2027 (B)(F)		131		153

SEI Institutional Managed Trust

271

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Envision Healthcare Corp., Second Out Term Loan, 1st Lien
9.640%, CME Term SOFR + 4.250%, 03/31/2027 (B)(F)(G)	$	1,207	$	272
Epic Y-Grade Services, LP, Term Loan, 1st Lien
11.523%, 06/30/2027 (F)		1,494		1,393
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.881%, CME Term SOFR + 4.250%, 03/14/2025 (F)		551		382
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.780%, CME Term SOFR + 4.250%, 10/02/2025 (F)		896		621
Hubbard Radio, LLC, 1st Lien
9.960%, 03/28/2025		125		113
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, 06/21/2024 (B)(D)(F)		378		—
Lannett Takeback Exit Term Loan, 1st Lien
2.000%, 06/16/2030 (D)		92		92
Libbey Glass LLC, Incremental Term Loan, 1st Lien
11.923%, 11/22/2027 (G)		434		411
LifeScan Global Corporation, Initial Term Loan, 1st Lien
11.747%, 12/31/2026		1,813		1,429
LifeScan Global Corporation, Initial Term Loan, 2nd Lien
14.669%, CME Term SOFR + 9.500%, 03/31/2027 (F)		85		51
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.631%, CME Term SOFR + 5.000%, 07/27/2028 (F)(G)		897		665
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
12.556%, 02/16/2025		377		372
Matrix Parent, Inc., Initial Term Loan, 1st Lien
10.540%, CME Term SOFR + 5.000%, 03/01/2029 (F)(G)		592		405
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
11.127%, CME Term SOFR + 5.750%, 08/18/2028 (F)		78		61
10.389%, CME Term SOFR + 4.750%, 08/18/2028 (F)(G)		864		681
McGraw-Hill Education, Inc., Initial Term Loan, 1st Lien
10.181%, CME Term SOFR + 4.750%, 07/28/2028 (F)		279		273

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mountaineer Merger Corp., Initial Term Loan, 1st Lien
12.876%, 10/26/2028 (F)	$	193	$	150
Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien
13.659%, CME Term SOFR + 8.000%, 03/22/2026 (D)(F)		200		190
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien
9.684%, CME Term SOFR + 4.000%, 06/22/2026 (F)(G)		497		432
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien
14.469%, 03/20/2024 (C)		194		145
Procera Networks, Inc., Initial Term Loan, 1st Lien
9.931%, CME Term SOFR + 4.500%, 10/31/2025 (F)		259		221
Pug LLC, USD Term B Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 02/12/2027 (F)		321		302
Quantum Health, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien
10.184%, CME Term SOFR + 4.500%, 12/22/2027 (D)(F)(G)		115		109
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.769%, CME Term SOFR + 4.250%, 02/01/2029 (F)		410		341
Radiate Holdco, LLC, Amendment No. 6 Term B Loan, 1st Lien
8.681%, CME Term SOFR + 3.250%, 09/25/2026 (F)		237		193
Radiology Partners, Inc., Term B Loan, 1st Lien
10.179%, CME Term SOFR + 4.250%, 07/09/2025 (F)		211		158
Red Planet Borrower, LLC, Initial Term Loan, 1st Lien
9.166%, CME Term SOFR + 3.750%, 10/02/2028 (F)(G)		172		164
S&S Holdings LLC, Initial Term Loan, 1st Lien
10.408%, CME Term SOFR + 5.000%, 03/11/2028 (F)		283		270
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 12/17/2027 (F)(G)		139		121
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 12/17/2027 (F)(G)		218		190

272

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien
9.666%, CME Term SOFR + 4.250%, 06/30/2028 (F)	$	230	$	201
Sabre GLBL Inc., 2022 Term B-2 Loan, 1st Lien
10.416%, CME Term SOFR + 5.000%, 06/30/2028 (F)		27		24
SWF Holdings I Corp., Initial Term Loan, 1st Lien
9.431%, CME Term SOFR + 4.000%, 10/06/2028 (F)		382		324
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
12.390%, CME Term SOFR + 7.000%, 05/13/2027 (F)		540		472
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.566%, CME Term SOFR + 5.250%, 03/02/2027 (F)		1,052		794
TransDigm Inc., Tranche I Term Loan, 1st Lien
8.640%, CME Term SOFR + 3.250%, 08/24/2028 (F)		144		144
Travelport Finance (Luxembourg) S.a r.l., Consented Term Loan, Other
13.890%, CME Term SOFR + 8.500%, 05/29/2026 (F)(G)		220		126
Vida Capital, Inc., Initial Term Loan, 1st Lien
11.431%, 10/01/2026 (G)		1,041		854
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien
14.668%, 06/30/2028		269		267
Wellful Inc., Initial Term Loan, 1st Lien
11.681%, CME Term SOFR + 6.250%, 04/21/2027 (F)(G)		567		480
WW International, Inc., Initial Term Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 04/13/2028 (F)		8		6
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
9.652%, 10/02/2028 (G)		711		556
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
8.431%, CME Term SOFR + 3.000%, 03/09/2027 (F)		356		290
Total Loan Participations
(Cost $19,426) ($ Thousands)				18,449

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK — 1.5%
Australia — 0.7%
Lynas Rare Earths *		218,303	$	956
South32 Ltd		749,498		1,640
				2,596
Belgium — 0.2%
X-Fab Silicon Foundries *		79,372		823
Canada — 0.5%
Hudbay Minerals (E)		202,950		988
NexGen Energy *		143,981		860
				1,848
Norway — 0.1%
OKEA		65,649		235
Total Foreign Common Stock
(Cost $6,798) ($ Thousands)				5,502
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.3%
Authentic Brands
5.000%, 09/01/2029(D)	$	32		32
Liberty Interactive
4.000%, 11/15/2029		55		13
3.750%, 02/15/2030		419		104
NextEra Energy Partners
2.500%, 06/15/2026(A)		284		241
North Sea Natural Resources
0.000%, (D)(H)(I)		94		93
0.000%, (D)(H)		14		14
Silver Airways LLC
15.000%, 12/31/2027(D)		595		595
Total Convertible Bonds
(Cost $1,196) ($ Thousands)				1,092
U.S. TREASURY OBLIGATIONS — 0.3%
U.S. Treasury Bill
5.354%, 11/16/2023 (J)		500		496
U.S. Treasury Bonds
3.625%, 05/15/2053		118		98

SEI Institutional Managed Trust

273

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Notes
4.375%, 08/31/2028	$	484	$	479
Total U.S. Treasury Obligations
(Cost $1,088) ($ Thousands)				1,073
	Shares
PREFERRED STOCK — 0.1%
Consumer Discretionary — 0.0%
Guitar Center *(C)(D)(I)		39		4
Information Technology — 0.1%
Syniverse *(D)(I)		496,393		475
Total Preferred Stock
(Cost $491) ($ Thousands)				479
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITIES — 0.1%
Non-Agency Mortgage-Backed Obligations — 0.1%
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D
9.670%, TSFR1M + 4.337%, 06/15/2027(A)(F)	$	245		245
TRTX, Ser 2021-FL4, Cl D
9.047%, TSFR1M + 3.714%, 03/15/2038(A)(F)		100		90
TRTX, Ser 2021-FL4, Cl E
9.797%, TSFR1M + 4.464%, 03/15/2038(A)(F)		100		89
				424
Total Mortgage-Backed Securities
(Cost $444) ($ Thousands)				424
ASSET-BACKED SECURITIES — 0.1%
Other Asset-Backed Securities — 0.1%
STWD, Ser 2021-FL2, Cl D
8.245%, TSFR1M + 2.914%, 04/18/2038(A)(F)		100		86

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
STWD, Ser 2021-FL2, Cl E
8.995%, TSFR1M + 3.664%, 04/18/2038(A)(F)	$	100	$	91
Total Asset-Backed Securities
(Cost $200) ($ Thousands)				177
SOVEREIGN DEBT — 0.0%
Allwyn Entertainment Financing UK
7.250%, 04/30/2030	EUR	115		123
Total Sovereign Debt
(Cost $128) ($ Thousands)				123
		Number of Warrants
WARRANTS — 0.0%
Greenfire RES, Expires 09/20/2028
Strike Price $– *		1,088		1
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(C)(D)		574		33
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(C)(D)		574		16
Silver Airways LLC
Strike Price $– *‡‡(D)		–		–
Tacora Resources
Strike Price $– *‡‡(C)(D)		614,882		–
Total Warrants
(Cost $52) ($ Thousands)				50
	Shares
CASH EQUIVALENTS — 25.8%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class
5.210%**		2,889,633		2,890
SEI Daily Income Trust, Government Fund, Institutional Class
5.210%**†		92,197,505		92,197
Total Cash Equivalents
(Cost $95,087) ($ Thousands)				95,087

274

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $47) ($ Thousands)				$	65
Total Investments in Securities — 96.1%
(Cost $362,499) ($ Thousands)				$	354,369
COMMON STOCK SOLD SHORT— (5.8)%
Communication Services — (0.7)%
Comcast Corp, Cl A		(11,997	)	$	(532	)
T-Mobile US Inc		(3,793	)		(531	)
Yelp Inc, Cl A *		(38,924	)		(1,619	)
					(2,682	)
Consumer Discretionary — (1.6)%
Booking Holdings Inc *		(170	)		(524	)
Boot Barn Holdings Inc *		(10,736	)		(872	)
Boyd Gaming Corp		(377	)		(23	)
Darden Restaurants Inc		(2,469	)		(354	)
Expedia Group Inc *		(5,122	)		(528	)
G-III Apparel Group Ltd *		(410	)		(10	)
Hilton Grand Vacations Inc *		(13,109	)		(534	)
Hilton Worldwide Holdings Inc		(2,368	)		(356	)
Marriott International Inc/MD, Cl A		(1,803	)		(354	)
SeaWorld Entertainment Inc *		(6,411	)		(296	)
Stitch Fix Inc, Cl A *		(180,723	)		(623	)
Texas Roadhouse Inc, Cl A		(3,666	)		(352	)
YETI Holdings Inc *		(18,353	)		(885	)
					(5,711	)
Energy — (0.1)%
Cactus Inc, Cl A		(6,906	)		(347	)
Financials — (0.3)%
Affirm Holdings Inc, Cl A *		(39,101	)		(832	)
Coinbase Global Inc, Cl A *		(2,959	)		(222	)
TriplePoint Venture Growth BDC		(13,493	)		(141	)
					(1,195	)
Industrials — (1.6)%
American Airlines Group Inc *		(85,218	)		(1,092	)
ArcBest Corp		(5,572	)		(566	)
Delta Air Lines Inc, Cl A		(28,406	)		(1,051	)
Expeditors International of Washington Inc		(7,013	)		(804	)
Plug Power Inc *		(107,354	)		(816	)
Simpson Manufacturing Co Inc		(3,588	)		(538	)
United Airlines Holdings Inc *		(25,776	)		(1,090	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
				$	(5,957	)
Information Technology — (0.9)%
Apple Inc		(5,149	)	$	(882	)
Corsair Gaming *		(64,772	)		(941	)
GoDaddy Inc, Cl A *		(3,965	)		(295	)
Smartsheet Inc, Cl A *		(2,926	)		(119	)
Xerox Holdings Corp		(64,330	)		(1,009	)
					(3,246	)
Materials — (0.1)%
PureCycle Technologies *		(73,370	)		(412	)
Real Estate — (0.5)%
Lamar Advertising Co, Cl A		(14,064	)		(1,174	)
Pebblebrook Hotel Trust		(24,743	)		(336	)
Zillow Group Inc, Cl A *		(7,171	)		(321	)
					(1,831	)
Total Common Stock Sold Short
(Proceeds $21,891) ($ Thousands)					(21,381	)
	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.8)%
Communication Services — (0.3)%
Clear Channel Outdoor Holdings
9.000%, 09/15/2028 (A)	$	(897	)		(888	)
Zayo Group Holdings Inc
6.125%, 03/01/2028 (A)		(91	)		(59	)
					(947	)
Consumer Discretionary — (0.9)%
Bloomin' Brands
5.125%, 04/15/2029 (A)		(70	)		(61	)
Caesars Entertainment
4.625%, 10/15/2029 (A)		(625	)		(529	)
Dana
5.625%, 06/15/2028		(335	)		(307	)
4.250%, 09/01/2030		(134	)		(107	)
Fertitta Entertainment
4.625%, 01/15/2029 (A)		(383	)		(325	)
Guitar Center
8.500%, 01/15/2026 (A)		(165	)		(143	)
Hanesbrands
9.000%, 02/15/2031 (A)		(201	)		(192	)
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		(205	)		(178	)
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		(475	)		(398	)

SEI Institutional Managed Trust

275

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
MGM Resorts International
4.750%, 10/15/2028	$	(245	)	$	(216	)
Michaels
7.875%, 05/01/2029 (A)		(66	)		(43	)
Newell Brands
6.375%, 09/15/2027		(185	)		(176	)
Tempur Sealy International
3.875%, 10/15/2031 (A)		(304	)		(235	)
Univision Communications
7.375%, 06/30/2030 (A)		(329	)		(301	)
					(3,211	)
Consumer Staples — (0.0)%
United Natural Foods
6.750%, 10/15/2028 (A)		(263	)		(201	)
Health Care — (0.3)%
AdaptHealth
6.125%, 08/01/2028 (A)		(75	)		(65	)
5.125%, 03/01/2030 (A)		(450	)		(348	)
Embecta
5.000%, 02/15/2030 (A)		(317	)		(247	)
Fortrea Holdings
7.500%, 07/01/2030 (A)		(350	)		(341	)
LifePoint Health
9.875%, 08/15/2030 (A)		(89	)		(86	)
					(1,087	)
Industrials — (0.4)%
3M MTN
3.375%, 03/01/2029		(479	)		(428	)
Allied Universal Holdco
9.750%, 07/15/2027 (A)		(380	)		(340	)
6.000%, 06/01/2029 (A)		(105	)		(78	)
CoreLogic
4.500%, 05/01/2028 (A)		(380	)		(289	)
FedEx
5.250%, 05/15/2050		(145	)		(127	)
GrafTech Global Enterprises
9.875%, 12/15/2028 (A)		(382	)		(362	)
					(1,624	)
Information Technology — (0.4)%
Cloud Software Group
9.000%, 09/30/2029 (A)		(180	)		(156	)
6.500%, 03/31/2029 (A)		(1,456	)		(1,288	)
					(1,444	)
Materials — (0.5)%
FMG Resources August 2006 Pty
6.125%, 04/15/2032 (A)		(235	)		(214	)
5.875%, 04/15/2030 (A)		(205	)		(187	)
Iris Holding
10.000%, 12/15/2028 (A)		(230	)		(180	)
LABL
5.875%, 11/01/2028 (A)		(243	)		(218	)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
NOVA Chemicals
5.250%, 06/01/2027 (A)	$	(345	)	$	(299	)
Scotts Miracle-Gro
4.500%, 10/15/2029		(383	)		(313	)
Summit Materials
5.250%, 01/15/2029 (A)		(330	)		(300	)
					(1,711	)
Total Corporate Obligations Sold Short
(Proceeds $10,555) ($ Thousands)					(10,225	)
	Shares
FOREIGN COMMON STOCK SOLD SHORT— (0.4)%
Denmark — (0.3)%
Demant A/S *		(29,394	)		(1,221	)
Switzerland — (0.1)%
Logitech International		(5,689	)		(392	)
Total Foreign Common Stock Sold Short
(Proceeds $1,348) ($ Thousands)					(1,613	)
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS SOLD SHORT — (0.4)%
U.S. Treasury Notes
4.375%, 08/31/2028	$	(1,045	)		(1,035	)
4.125%, 08/31/2030		(86	)		(83	)
3.875%, 08/15/2033		(363	)		(343	)
Total U.S. Treasury Obligations Sold Short
(Proceeds $1,487) ($ Thousands)					(1,461	)
Total Investments Sold Short — (9.4)%
(Proceeds $35,281) ($ Thousands)				$	(34,680	)
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $17) ($ Thousands)				$	(13	)

276

SEI Institutional Managed Trust

A list of the open exchange traded options contracts for the Fund at September 30, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
S&P 500 Index		4		$	1,715		$	4,350.00		11/18/2023	$	40
S&P 500 Index		1			429			4,400.00		10/21/2023		12
S&P 500 Index		1			429			4,330.00		11/18/2023		10
S&P 500 Index		3			1,286			4,200.00		10/21/2023		–
					3,859							62
Call Options												–
AMC		117			94			17.00		12/16/2023		3
Total Purchased Options				$	3,953						$	65
WRITTEN OPTIONS — 0.0%
Put Options
S&P 500 Index		(3	)	$	(1,286	)		4,000.00		10/21/2023	$	–
S&P 500 Index		(1	)		(429	)		4,050.00		10/21/2023		(1	)
S&P 500 Index		(1	)		(429	)		4,010.00		11/18/2023		(3	)
S&P 500 Index		(4	)		(1,715	)		4,100.00		11/18/2023		(9	)
Total Written Options				$	(3,859	)					$	(13	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		10/26/23		EUR	187		USD	208	$	10
Barclays PLC		12/21/23		AUD	134		USD	86		—
BNYMellon		12/20/23		USD	233		EUR	217		(2	)
BNYMellon		12/20/23		EUR	433		USD	463		3
									$	11

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS.HY.40		5.00%		Quarterly		06/20/2028	$	2,500	$	(42	)	$	6		$	(48	)
CDS.HY.40		5.00%		Quarterly		06/20/2028		1,565		(27	)		–			(27	)
CDX.HY.41		5.00%		Quarterly		12/20/2028		1,395		(13	)		(13	)		–
CDX.IG.41		1.00%		Quarterly		12/20/2028		7,110		(87	)		(101	)		14
									$	(169	)	$	(108	)	$	(61	)

SEI Institutional Managed Trust

277

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Strategy Alternative Fund (Concluded)

	Percentages are based on Net Assets of $368,583 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2023.
‡	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 September 30, 2023, the value of these securities amounted to $59,538 ($ Thousands), representing 16.2% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(C)	Security considered restricted, excluding 144A. The total market value of such securities as of September 30, 2023 was $3,128 ($ Thousands) and represented 0.8% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(D)	Level 3 security in accordance with fair value hierarchy.
(E)	Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of September 30, 2023 was $19,690 ($ Thousands).
(F)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(G)	Unsettled bank loan. Interest rate may not be available.
(H)	No interest rate available.
(I)	Perpetual security with no stated maturity date.
(J)	Interest rate represents the security's effective yield at the time of purchase.

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Corporate Obligations		–			84,346			1,052		85,398
Common Stock		76,230			230			651		77,111
Registered Investment Companies		69,339			–			–		69,339
Loan Participations		–			17,035			1,414		18,449
Foreign Common Stock		5,502			–			–		5,502
Convertible Bonds		–			358			734		1,092
U.S. Treasury Obligations		–			1,073			–		1,073
Preferred Stock		–			–			479		479
Mortgage-Backed Securities		–			424			–		424
Asset-Backed Securities		–			177			–		177
Sovereign Debt		–			123			–		123
Warrants		–			1			49		50
Cash Equivalents		92,197			2,890			–		95,087
Purchased Options		65			–			–		65
Total Investments in Securities		243,333			106,657			4,379		354,369
Securities Sold Short
Common Stock		(21,381	)		–			–		(21,381	)
Corporate Obligations		–			(10,225	)		–		(10,225	)
Foreign Common Stock		(1,613	)		–			–		(1,613	)
U.S. Treasury Obligations		–			(1,461	)		–		(1,461	)
Total Securities Sold Short		(22,994	)		(11,686	)		–		(34,680	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(13	)		–			–		(13	)
Forward Contracts*
Unrealized Appreciation		–			13			–		13
Unrealized Depreciation		–			(2	)		–		(2	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			14			–		14
Unrealized Depreciation		–			(75	)		–		(75	)
Total Other Financial Instruments		(13	)		(50	)		–		(63	)

* 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 Convertible Bond		Investments in Preferred Stock			Investments in Warrants
Balance as of October 1, 2022	$	1,058		$	5		$	3,376		$	325	$	831		$	283
Accrued discounts/premiums		–			–			–			–		–			–
Realized gain/(loss)		–			–			(69	)		–		107			(20	)
Change in unrealized appreciation/(depreciation)		(87	)		(120	)		(281	)		31		(45	)		(113	)
Purchases		9			114			879			378		59			–
Sales		–			–			(1,271	)		–		(473	)		(12	)
Net transfer into Level 3		–			1,053			–			–		–			–
Net transfer out of Level 3		(329	)		–			(1,220	)		–		–			(89	)
Ending Balance as of September 30, 2023(1)	$	651		$	1,052		$	1,414		$	734	$	479		$	49
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(295	)	$	(423	)	$	(305	)	$	31	$	(9	)	$	(38	)

(1) Of the $4,379 ($ Thousands) in Level 3 securities as of September 30, 2023, $3,958 ($ Thousands) or 1.1% 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.

278

SEI Institutional Managed Trust

For the year ended September 30, 2023, 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 year ended September 30, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 9/30/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	117,844	$	820,168	$	(845,815	)	$	—	$	—	$	92,197	$	4,537	$	—

A list of the restricted securities, excluding 144a, held by the Fund at September 30, 2023, is as follows:

Description	Face Amount ($ Thousands)/Number of Shares/Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Corporate Obligations
Akumin	$	865		11/6/2023	$	744	$	649
Akumin Escrow		300		8/1/2024		276		199
Audacy Capital		335		3/31/2024		236		6
Audacy Capital		220		10/20/2023		140		5
Cornerstone Chemical		1,155		11/6/2023		1,115		693
Cornerstone Chemical		114		9/28/2023		114		114
Northwest Acquisitions ULC		460		10/1/2019		419		–
Tacora Resources		305		11/6/2023		317		166
Tacora Resources		23		5/24/2023		23		24
Common Stock
Aquity Holdings Inc		3,945		3/12/2019		–		43
Guitar Center		2,167		1/8/2021		275		329
Loan Participations
Aquity Solutions LLC, Term Loan, 1st Lien		431		11/5/2021		431		431
Bluecrest, Intial Term Loan, 2nd Lien		280		9/6/2023		271		271
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien		194		3/21/2019		185		145
Preferred Stock
Guitar Center		39		1/8/2021		4		4
Warrants
Guitar Center		1,148		1/8/2021		52		49
Tacora Resources		614,882		5/24/2023		–		–
					$	4,602	$	3,128

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

279

SCHEDULE OF INVESTMENTS

September 30, 2023

Liquid Alternative Fund

EXPOSURE WEIGHTINGS (Unaudited)^†

	Long	Short
Equity Contracts	7.9%	(3.9)%
Foreign Exchange Contracts	–	(35.2)
Interest Rate Contracts	37.1	(51.3)

^†Exposures are calculated as the current notional value of the futures contracts as a percentage of net assets.

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
3-Month SOFR		8			Mar-2025	$	1,917		$	1,914		$	(3	)
MSCI EAFE Index		15			Dec-2023		1,576			1,531			(45	)
MSCI Emerging Markets		2			Dec-2023		98			95			(3	)
NASDAQ 100 Index E-MINI		2			Dec-2023		619			595			(24	)
Russell 2000 Index E-MINI		4			Dec-2023		376			360			(16	)
S&P Mid Cap 400 Index E-MINI		2			Dec-2023		521			504			(17	)
							5,107			4,999			(108	)
Short Contracts
AUD USD Currency		(4	)		Dec-2023	$	(258	)	$	(258	)	$	–
CAD Currency		(3	)		Dec-2023		(222	)		(221	)		1
Euro FX		(7	)		Dec-2023		(938	)		(929	)		9
Japanese Yen		(30	)		Dec-2023		(2,578	)		(2,542	)		36
S&P 500 Index E-MINI		(2	)		Dec-2023		(438	)		(433	)		5
U.S. 10-Year Treasury Note		(19	)		Dec-2023		(2,105	)		(2,053	)		52
U.S. Dollar Index		(7	)		Dec-2023		(735	)		(740	)		(5	)
U.S. Long Treasury Bond		(25	)		Dec-2023		(2,987	)		(2,845	)		142
							(10,261	)		(10,021	)		240
						$	(5,154	)	$	(5,022	)	$	132

Percentages are based on Net Assets of $11,358 ($ Thousands).

As of September 30, 2023, all of the Fund's financial instruments carried at valued were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP*.

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

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

See “Glossary” for abbreviations.

The accompanying notes are an integral part of the financial statements

280

SEI Institutional Managed Trust

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund

^†Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 56.8%
U.S. Treasury Bills
5.462%, 03/28/2024 ^(A)	$	54,861	$	53,419
5.446%, 03/14/2024 (A)		28,640		27,947
5.446%, 03/21/2024 ^(A)		94,633		92,241
5.414%, 01/25/2024 ^(A)		11,717		11,518
5.414%, 02/01/2024 ^(A)		1,655		1,625
5.393%, 01/18/2024 ^(A)(B)		55,000		54,125
5.356%, 12/28/2023 ^(A)		71,644		70,723
5.310%, 11/24/2023 (A)		80,000		79,375
5.109%, 11/16/2023 ^(A)		111,798		111,058
5.014%, 11/09/2023 ^(A)		160,396		159,500
5.002%, 10/26/2023 (A)		250,000		249,119
U.S. Treasury Inflation Protected Securities
1.625%, 10/15/2027		9,184		8,916
1.375%, 02/15/2044		656		548
1.250%, 04/15/2028		9,172		8,720
1.125%, 01/15/2033		4,721		4,263
1.000%, 02/15/2046		1,161		881
1.000%, 02/15/2049		3,644		2,688
0.875%, 01/15/2029		1,332		1,236
0.750%, 07/15/2028		8,525		7,932
0.750%, 02/15/2045		974		707
0.625%, 01/15/2024		1,310		1,298
0.625%, 07/15/2032		21,568		18,791
0.625%, 02/15/2043		665		483
0.500%, 01/15/2028		12,021		11,079
0.375%, 07/15/2025		2,578		2,468
0.375%, 01/15/2027		2,531		2,354
0.375%, 07/15/2027		2,749		2,549
0.250%, 01/15/2025		645		621
0.250%, 07/15/2029		7,648		6,813
0.250%, 02/15/2050		357		210
0.125%, 07/15/2024		2,575		2,515
0.125%, 10/15/2025		2,356		2,233
0.125%, 04/15/2026		2,331		2,178
0.125%, 07/15/2026		1,275		1,192
0.125%, 04/15/2027		4,331		3,975

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 01/15/2030	$	6,891	$	6,007
0.125%, 07/15/2030		6,438		5,579
0.125%, 01/15/2031		16,440		14,057
0.125%, 07/15/2031		21,670		18,398
0.125%, 01/15/2032		23,599		19,769
Total U.S. Treasury Obligations
(Cost $1,084,136) ($ Thousands)				1,069,110
SOVEREIGN DEBT — 10.6%
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	38,708		41,120
0.100%, 04/15/2026		2,384		2,474
0.100%, 04/15/2033		7,651		7,832
0.100%, 04/15/2046		1,503		1,448
French Republic Government Bond OAT
3.400%, 07/25/2029		737		899
1.850%, 07/25/2027		3,743		4,146
1.800%, 07/25/2040(C)		704		821
0.700%, 07/25/2030(C)		17,118		18,116
0.100%, 03/01/2026(C)		3,916		4,081
0.100%, 03/01/2028		2,470		2,536
0.100%, 03/01/2029		2,944		3,012
0.100%, 07/25/2031(C)		12,728		12,813
0.100%, 03/01/2032(C)		2,806		2,807
0.100%, 03/01/2036(C)		559		528
0.100%, 07/25/2038(C)		1,150		1,055
0.100%, 07/25/2047(C)		1,396		1,161
Inter-American Development Bank
2.625%, 01/16/2024^	$	375		372
Italy Buoni Poliennali Del Tesoro
2.550%, 09/15/2041(C)	EUR	1,055		1,096
2.350%, 09/15/2024(C)		1,235		1,319
2.350%, 09/15/2035(C)		1,102		1,148
1.500%, 05/15/2029		2,036		2,083
1.300%, 05/15/2028(C)		605		622
1.250%, 09/15/2032(C)		2,455		2,382
0.650%, 05/15/2026		289		297
0.400%, 05/15/2030(C)		2,934		2,764
0.150%, 05/15/2051(C)		588		339
0.100%, 05/15/2033(C)		2,277		1,923
Korea International Bond
2.750%, 01/19/2027^	$	1,000		931
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,063
2.500%, 07/17/2024		340		1,574
2.000%, 01/26/2035		932		2,723
1.250%, 11/22/2032		7,583		9,816
1.250%, 11/22/2055		1,558		1,816

SEI Institutional Managed Trust

281

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
0.750%, 11/22/2033	GBP	402	$	495
0.750%, 03/22/2034		8,862		10,818
0.250%, 03/22/2052		1,855		1,634
0.125%, 03/22/2024		1,081		1,309
0.125%, 03/22/2026		2,174		2,615
0.125%, 08/10/2028		15,116		18,152
0.125%, 03/22/2029		7,250		8,660
0.125%, 08/10/2031		4,333		5,154
0.125%, 03/22/2044		772		735
0.125%, 03/22/2046		1,452		1,334
0.125%, 08/10/2048		5,447		4,824
0.125%, 03/22/2058		5,118		4,082
0.125%, 11/22/2065		790		602
0.125%, 03/22/2068		749		567
Total Sovereign Debt
(Cost $221,924) ($ Thousands)				199,098
	Shares
FOREIGN COMMON STOCK — 3.7%
Australia — 0.2%
Ampol Ltd		9,426		206
APA Group		26,821		144
Aristocrat Leisure Ltd		3,212		85
ASX Ltd		1,383		51
Aurizon Holdings Ltd		21,309		48
BHP Group Ltd		3,324		95
BlueScope Steel Ltd		3,194		40
Brambles Ltd		4,589		42
Cochlear Ltd		834		137
Coles Group Ltd		12,289		123
Commonwealth Bank of Australia		792		51
Computershare Ltd		8,847		148
CSL Ltd		892		144
Dexus ‡		7,723		36
Endeavour Group Ltd/Australia		22,375		76
Fortescue Metals Group Ltd		3,424		46
Glencore PLC		20,900		120
Goodman Group ‡		3,333		46
IDP Education Ltd		3,370		47
Insurance Australia Group Ltd		20,132		74
Lendlease Corp Ltd		5,588		26
Lottery Corp Ltd/The		30,312		92
Medibank Pvt Ltd		28,257		63
Newcrest Mining Ltd		5,302		84
Orica Ltd		6,944		70
Origin Energy Ltd		9,571		54
Qantas Airways Ltd *		8,953		30
Ramsay Health Care Ltd		2,924		98
Rio Tinto Ltd		1,118		82
Rio Tinto PLC		1,750		111
Santos Ltd		43,557		222

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Sonic Healthcare Ltd		8,788	$	169
South32 Ltd		23,300		51
Suncorp Group Ltd		7,008		63
Telstra Group Ltd, Cl B		34,358		85
Vicinity Ltd ‡		121,603		133
Washington H Soul Pattinson & Co Ltd		10,657		224
Wesfarmers Ltd		2,749		94
Westpac Banking Corp		1,983		27
Woodside Energy Group Ltd		2,545		60
Woolworths Group Ltd		6,248		151
Xero Ltd *		2,369		172
				3,920
Austria — 0.0%
Erste Group Bank AG		1,198		42
OMV AG		5,753		276
Verbund AG		1,981		161
				479
Belgium — 0.1%
Ageas SA/NV		1,537		64
Anheuser-Busch InBev SA/NV		2,899		161
Argenx SE *		357		174
D'ieteren Group		263		45
Elia Group SA/NV		1,988		195
KBC Group NV		780		49
Solvay SA		1,000		111
UCB SA, Cl A		2,355		193
Umicore SA		2,797		66
				1,058
Brazil — 0.0%
Yara International ASA		560		21
Canada — 0.4%
Agnico Eagle Mines Ltd		1,381		63
Algonquin Power & Utilities Corp		32,126		191
Alimentation Couche-Tard Inc		2,364		121
AltaGas Ltd		8,963		173
ARC Resources Ltd		15,527		249
Bank of Nova Scotia/The, Cl C		1,239		56
Barrick Gold Corp		5,823		85
Brookfield Asset Management Ltd, Cl A		336		11
Brookfield Corp, Cl A		1,346		42
CAE Inc *		3,606		85
Cameco Corp		7,757		309
Canadian Natural Resources Ltd		2,511		163
Canadian Pacific Kansas City Ltd		1,666		124
Canadian Tire Corp Ltd, Cl A		894		97
Canadian Utilities Ltd, Cl A		4,850		103
CCL Industries Inc, Cl B		2,082		88
CGI Inc, Cl A *		1,997		198

282

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Constellation Software Inc/Canada		100	$	207
Dollarama Inc		3,557		246
Empire Co Ltd, Cl A		4,984		136
Enbridge Inc		4,791		160
Fairfax Financial Holdings Ltd		161		132
First Quantum Minerals Ltd (Canada)		2,143		51
FirstService Corp		514		75
Franco-Nevada Corp		892		120
George Weston Ltd		1,417		158
Hydro One Ltd		7,241		185
iA Financial Corp Inc		1,313		83
IGM Financial Inc		1,781		45
Imperial Oil Ltd		2,811		174
Keyera Corp		3,731		88
Kinross Gold Corp		13,832		63
Loblaw Cos Ltd		2,051		175
Magna International Inc, Cl A		1,520		82
Manulife Financial Corp		3,345		61
Metro Inc/CN, Cl A		4,352		227
Northland Power Inc		5,821		95
Nutrien Ltd		1,332		83
Nuvei Corp		1,571		24
Onex Corp		1,334		79
Open Text Corp		2,952		104
Parkland Corp		6,250		184
Pembina Pipeline Corp		4,545		137
Quebecor Inc, Cl B		3,150		68
RB Global Inc		2,228		140
Royal Bank of Canada		1,147		101
Saputo Inc		4,704		99
Shopify Inc, Cl A *		1,129		62
Suncor Energy Inc		5,194		179
TC Energy Corp		4,836		167
Teck Resources Ltd, Cl B		2,369		102
TMX Group Ltd		6,850		148
Toronto-Dominion Bank/The		1,857		112
Tourmaline Oil Corp		3,283		166
Wheaton Precious Metals Corp		2,919		119
WSP Global Inc		1,000		142
				6,937
China — 0.0%
Sands China Ltd *		36,800		113
Denmark — 0.1%
Carlsberg AS, Cl B		1,231		156
Chr Hansen Holding A/S		3,738		229
Coloplast A/S, Cl B		1,741		185
Danske Bank A/S		4,024		94
Demant A/S *		3,284		136
Genmab A/S *		210		75
Novo Nordisk A/S, Cl B		4,602		421

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Novozymes A/S, Cl B		2,193	$	89
Orsted AS		1,899		104
Pandora A/S		852		88
Tryg A/S		2,801		51
Vestas Wind Systems A/S		1,472		32
				1,660
Finland — 0.1%
Elisa Oyj		4,470		208
Fortum Oyj		14,020		163
Kesko Oyj, Cl B		5,815		105
Kone Oyj, Cl B		1,311		56
Neste Oyj		4,566		155
Nokia Oyj		31,563		119
Orion Oyj, Cl B		1,076		42
Stora Enso Oyj, Cl R		7,398		93
UPM-Kymmene Oyj, Cl V		3,293		113
Wartsila OYJ Abp		4,133		47
				1,101
France — 0.2%
Accor SA		1,293		44
Aeroports de Paris SA, Cl A		373		44
Air Liquide SA		872		148
Arkema SA		736		73
BioMerieux		1,345		131
Bollore SE		21,575		116
Bouygues SA		892		31
Capgemini SE		565		99
Carrefour SA		6,251		108
Cie Generale des Etablissements Michelin SCA		1,899		58
Danone SA		1,033		57
Dassault Systemes SE		3,283		123
Edenred SE		1,730		109
Eiffage SA		687		66
Engie SA		11,598		178
Eurazeo SE		468		28
Euronext NV		536		37
Gecina SA ‡		323		33
Getlink SE		4,624		74
Hermes International SCA		44		81
Ipsen SA		736		97
Kering SA		119		54
La Francaise des Jeux SAEM		1,007		33
Legrand SA		1,748		162
L'Oreal SA		545		227
LVMH Moet Hennessy Louis Vuitton SE		84		64
Orange SA		26,305		302
Pernod Ricard SA		584		98
Publicis Groupe SA		2,309		175
Remy Cointreau SA		674		83

SEI Institutional Managed Trust

283

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Renault SA		1,557	$	64
Sanofi		904		97
Sartorius Stedim Biotech		137		33
Sodexo SA		477		49
STMicroelectronics NV		2,074		90
Teleperformance SE		223		28
Thales SA, Cl A		220		31
TotalEnergies SE		3,922		259
Unibail-Rodamco-Westfield *‡		1,316		65
Veolia Environnement SA		6,279		182
Vinci SA		720		80
Vivendi SE		13,337		117
Wendel SE		480		38
Worldline SA/France *		1,571		44
				4,110
Germany — 0.2%
adidas AG		399		70
Allianz SE		347		83
BASF SE		930		42
Bayerische Motoren Werke AG		600		61
Bechtle AG		3,183		149
Beiersdorf AG		1,765		228
Brenntag SE		810		63
Carl Zeiss Meditec AG		837		73
Commerzbank AG		4,489		51
Continental AG		779		55
Covestro AG		2,090		113
Deutsche Boerse AG		198		34
Deutsche Lufthansa AG		6,970		55
Deutsche Telekom AG		6,455		136
E.ON SE		19,443		231
Fresenius Medical Care AG & Co KGaA		5,480		237
GEA Group AG		1,568		58
Hannover Rueck SE		313		69
Heidelberg Materials AG		1,561		122
HelloFresh SE *		4,883		146
Henkel AG & Co KGaA		2,041		129
Infineon Technologies AG		2,515		84
Knorr-Bremse AG		603		39
Mercedes-Benz Group AG		2,395		167
Merck KGaA		510		85
MTU Aero Engines AG		221		40
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		107
Puma SE		744		46
QIAGEN NV *		3,375		137
Rational AG		61		39
Rheinmetall AG		281		73
RWE AG		3,800		142
Scout24 SE		3,632		253
Siemens Healthineers AG		2,595		132

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Symrise AG, Cl A		1,058	$	101
Telefonica Deutschland Holding AG		49,295		89
Vonovia SE		1,664		40
Zalando SE *		1,399		31
				3,810
Hong Kong — 0.2%
AIA Group Ltd		6,600		54
Budweiser Brewing Co APAC Ltd		60,300		119
CK Asset Holdings Ltd		5,931		31
CK Hutchison Holdings Ltd		18,208		97
CK Infrastructure Holdings Ltd		61,500		291
CLP Holdings Ltd, Cl B		60,338		446
Galaxy Entertainment Group Ltd		23,000		139
Hang Lung Properties Ltd		77,000		105
HKT Trust & HKT Ltd		449,000		469
Hong Kong & China Gas Co Ltd		595,999		416
Power Assets Holdings Ltd		68,474		331
Sino Land Co Ltd		28,000		32
SITC International Holdings Co Ltd		32,000		54
Swire Properties Ltd		18,400		38
Techtronic Industries Co Ltd		4,001		39
WH Group Ltd		477,329		251
Xinyi Glass Holdings Ltd		30,000		39
				2,951
Ireland — 0.0%
Flutter Entertainment PLC *		818		134
James Hardie Industries PLC		2,747		72
Kerry Group PLC, Cl A		2,791		234
Kingspan Group PLC		608		46
				486
Israel — 0.1%
Azrieli Group Ltd		746		38
Bank Leumi Le-Israel BM		7,501		62
Check Point Software Technologies Ltd *		1,215		162
Elbit Systems Ltd		167		33
ICL Group Ltd		15,926		88
Nice Ltd *		842		144
Teva Pharmaceutical Industries Ltd ADR *		19,121		195
Tower Semiconductor Ltd *		4,148		101
Wix.com Ltd *		1,638		151
				974
Italy — 0.1%
Amplifon SpA		4,119		123
CNH Industrial NV		1,935		24
Davide Campari-Milano NV		7,301		86
DiaSorin SpA		1,085		99
Eni SpA		15,298		247
Ferrari NV		832		246

284

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
FinecoBank Banca Fineco SpA		4,628	$	56
Infrastrutture Wireless Italiane SpA		16,055		192
Intesa Sanpaolo SpA		23,072		60
Nexi SpA *		15,465		95
Poste Italiane SpA		8,102		86
Prysmian SpA		1,571		63
Recordati Industria Chimica e Farmaceutica SpA		2,099		99
Snam SpA		6,697		32
Stellantis NV		7,212		139
Terna - Rete Elettrica Nazionale		19,352		146
UniCredit SpA		3,777		91
				1,884
Japan — 1.0%
Advantest Corp		2,400		67
Aeon Co Ltd, Cl H		5,400		107
Aisin Corp		1,500		57
Ajinomoto Co Inc		8,000		309
ANA Holdings Inc *		3,500		73
Asahi Group Holdings Ltd		2,400		90
Asahi Intecc Co Ltd		2,900		52
Astellas Pharma Inc		6,600		92
Bandai Namco Holdings Inc		4,500		92
Brother Industries Ltd		9,300		150
Canon Inc		5,200		126
Capcom Co Ltd		4,100		148
Central Japan Railway Co		3,000		73
Chiba Bank Ltd/The, Cl B		7,300		53
Chubu Electric Power Co Inc		24,700		316
Chugai Pharmaceutical Co Ltd		2,500		77
Concordia Financial Group Ltd		15,100		69
CyberAgent Inc		13,100		71
Dai Nippon Printing Co Ltd		3,300		86
Daifuku Co Ltd		2,100		40
Dai-ichi Life Holdings Inc		2,300		48
Daiichi Sankyo Co Ltd		3,800		105
Daito Trust Construction Co Ltd		900		95
Daiwa House Industry Co Ltd		1,300		35
Daiwa House REIT Investment Corp ‡		42		74
Dentsu Group Inc		4,300		127
Disco Corp		600		111
East Japan Railway Co		1,200		69
Eisai Co Ltd		2,000		111
ENEOS Holdings Inc		70,100		277
Fast Retailing Co Ltd		702		153
FUJIFILM Holdings Corp		2,100		122
Fujitsu Ltd		400		47
GLP J-Reit ‡		44		39
Hakuhodo DY Holdings Inc		5,800		48
Hankyu Hanshin Holdings Inc		3,600		123
Hikari Tsushin Inc		1,400		214

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Hirose Electric Co Ltd		882	$	102
Hitachi Construction Machinery Co Ltd		3,100		94
Hoya Corp		500		51
Ibiden Co Ltd		1,500		80
Idemitsu Kosan Co Ltd		8,998		207
Iida Group Holdings Co Ltd		3,400		57
Inpex Corp		12,100		183
ITOCHU Corp		3,700		134
Itochu Techno-Solutions Corp		3,700		107
Japan Airlines Co Ltd		5,500		107
Japan Exchange Group Inc		12,200		227
Japan Metropolitan Fund Invest, Cl A ‡		64		42
Japan Post Bank Co Ltd		14,500		126
Japan Post Holdings Co Ltd		13,200		106
Japan Real Estate Investment Corp ‡		12		47
Japan Tobacco Inc		6,700		154
JFE Holdings Inc		5,400		79
JSR Corp		1,900		51
Kansai Electric Power Co Inc/The		26,300		366
Kao Corp		1,800		67
KDDI Corp		12,600		386
Keio Corp		2,500		86
Kikkoman Corp		900		47
Kintetsu Group Holdings Co Ltd		4,000		114
Kirin Holdings Co Ltd		4,100		57
Kobayashi Pharmaceutical Co Ltd		1,100		49
Kobe Bussan Co Ltd		2,600		61
Koei Tecmo Holdings Co Ltd		6,960		99
Koito Manufacturing Co Ltd		9,900		150
Komatsu Ltd		4,100		111
Konami Group Corp		2,000		106
Kose Corp		1,000		73
Kubota Corp		3,100		46
Kyocera Corp		3,000		153
Kyowa Kirin Co Ltd		6,400		112
Lasertec Corp		200		31
Lixil Corp		2,000		23
M3 Inc		1,900		35
Marubeni Corp		7,100		111
McDonald's Holdings Co Japan Ltd		5,223		200
MEIJI Holdings Co Ltd		4,800		120
Mitsubishi Chemical Group Corp, Cl B		8,100		51
Mitsui Fudosan Co Ltd		2,500		55
MonotaRO Co Ltd		2,000		21
NEC Corp		4,600		255
Nexon Co Ltd		5,300		95
Nintendo Co Ltd		3,040		127
Nippon Building Fund Inc ‡		13		53
Nippon Paint Holdings Co Ltd		5,400		36
Nippon Prologis REIT Inc ‡		40		75
Nippon Sanso Holdings Corp		2,600		62
Nippon Shinyaku Co Ltd		3,500		148

SEI Institutional Managed Trust

285

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nippon Steel Corp		4,300	$	101
Nippon Telegraph & Telephone Corp		272,100		322
Nippon Yusen KK		900		23
Nissan Chemical Corp		1,800		77
Nisshin Seifun Group Inc		4,815		61
Nissin Foods Holdings Co Ltd		2,000		167
Nitori Holdings Co Ltd		600		67
Nomura Holdings Inc		12,000		48
Nomura Real Estate Holdings Inc		8,400		211
Nomura Real Estate Master Fund Inc ‡		44		49
NTT Data Group Corp		5,300		71
Obic Co Ltd		400		61
Odakyu Electric Railway Co Ltd		3,500		52
Oji Holdings Corp		14,000		59
Olympus Corp		3,600		47
Omron Corp, Cl JP		1,100		49
Ono Pharmaceutical Co Ltd		5,600		108
Oracle Corp Japan		1,500		112
Oriental Land Co Ltd/Japan		3,000		99
ORIX Corp		3,400		64
Osaka Gas Co Ltd		40,900		675
Otsuka Corp		3,100		132
Otsuka Holdings Co Ltd		3,200		114
Pan Pacific International Holdings Corp		19,300		406
Panasonic Holdings Corp		10,200		115
Rakuten Group Inc		7,600		31
Renesas Electronics Corp *		4,800		74
Rohm Co Ltd		2,800		53
SBI Holdings Inc		2,400		51
SCSK Corp		4,600		80
Secom Co Ltd		1,100		75
Seiko Epson Corp		9,600		151
Seven & i Holdings Co Ltd		3,600		141
SG Holdings Co Ltd		8,000		103
Sharp Corp/Japan		4,700		29
Shimadzu Corp		2,300		61
Shimano Inc		400		54
Shionogi & Co Ltd		1,600		72
Shiseido Co Ltd		1,900		67
Shizuoka Financial Group Inc		12,000		98
SoftBank Corp		18,300		207
SoftBank Group Corp		900		38
Sompo Holdings Inc		2,100		91
Sony Group Corp		800		66
Square Enix Holdings Co Ltd		3,200		110
Subaru Corp		3,700		72
SUMCO Corp		3,000		39
Sumitomo Chemical Co Ltd		39,700		108
Sumitomo Corp		6,500		130
Sumitomo Metal Mining Co Ltd		1,000		29
Suntory Beverage & Food Ltd		3,500		107
Sysmex Corp		1,000		48

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
T&D Holdings Inc		4,600	$	76
Taisei Corp		1,900		67
Takeda Pharmaceutical Co Ltd		4,318		134
TDK Corp		1,500		56
Terumo Corp		2,800		74
TIS Inc		3,300		73
Tobu Railway Co Ltd		5,000		129
Toho Co Ltd/Tokyo		4,200		144
Tokio Marine Holdings Inc		6,900		160
Tokyo Electric Power Co Holdings Inc *		43,300		194
Tokyo Electron Ltd		300		41
Tokyo Gas Co Ltd		31,600		718
Tokyu Corp		7,000		81
Toray Industries Inc		10,000		52
Tosoh Corp		12,700		163
Toyota Industries Corp		700		55
Toyota Motor Corp		8,800		158
Trend Micro Inc/Japan		3,300		125
Unicharm Corp		5,000		177
Welcia Holdings Co Ltd		5,700		99
West Japan Railway Co		3,400		141
Yakult Honsha Co Ltd		4,200		102
Yamaha Corp		1,100		30
Yamato Holdings Co Ltd		2,500		41
Yaskawa Electric Corp		1,400		51
Yokogawa Electric Corp		3,700		72
ZOZO Inc		1,800		33
				18,202
Jordan — 0.0%
Hikma Pharmaceuticals PLC		6,315		161
Luxembourg — 0.0%
Eurofins Scientific SE		1,432		81
Netherlands — 0.1%
ABN AMRO Bank NV		5,808		83
Adyen NV *		65		49
Aegon Ltd		14,434		70
Akzo Nobel NV		725		52
ArcelorMittal SA		2,187		55
ASM International NV		322		135
ASML Holding NV		209		124
DSM-Firmenich AG		490		42
Heineken Holding NV		1,929		146
Heineken NV		1,761		156
ING Groep NV		6,781		90
JDE Peet's NV		6,548		183
Just Eat Takeaway.com NV *		2,362		29
Koninklijke Ahold Delhaize NV		6,728		203
Koninklijke KPN NV		43,321		143

286

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Koninklijke Philips NV *		3,979	$	80
OCI NV		1,649		46
Prosus NV *		1,957		58
Universal Music Group NV		5,777		151
Wolters Kluwer NV		1,366		166
				2,061
New Zealand — 0.0%
Auckland International Airport Ltd		12,197		58
Fisher & Paykel Healthcare Corp Ltd		11,240		146
Meridian Energy Ltd		63,697		197
Spark New Zealand Ltd		101,554		293
				694
Norway — 0.1%
Aker BP ASA		6,322		176
Equinor ASA		6,962		230
Gjensidige Forsikring ASA		3,339		49
Kongsberg Gruppen ASA		3,110		129
Norsk Hydro ASA		18,290		116
Telenor ASA		24,297		277
				977
Portugal — 0.0%
EDP - Energias de Portugal SA		44,659		186
Galp Energia SGPS SA		27,201		404
				590
Singapore — 0.1%
CapitaLand Ascendas REIT ‡		28,900		58
CapitaLand Investment Ltd/Singapore		15,100		34
City Developments Ltd		10,200		49
Jardine Cycle & Carriage Ltd		9,100		213
Jardine Matheson Holdings Ltd		3,164		147
Oversea-Chinese Banking Corp Ltd		4,100		39
Sea Ltd ADR *		5,508		242
Sembcorp Industries Ltd		11,200		42
Singapore Exchange Ltd		7,100		51
Singapore Technologies Engineering Ltd		26,600		76
Singapore Telecommunications Ltd		252,100		447
Venture Corp Ltd		25,300		229
				1,627
South Korea — 0.0%
Delivery Hero SE *		1,113		32
Spain — 0.1%
Acciona SA		722		92
ACS Actividades de Construccion y Servicios SA		1,954		71
Aena SME SA		513		77

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Amadeus IT Group SA, Cl A		1,707	$	104
Banco Santander SA		14,314		55
CaixaBank SA		13,416		54
Cellnex Telecom SA		4,726		165
Corp ACCIONA Energias Renovables SA		3,758		97
EDP Renovaveis SA		8,525		140
Enagas SA		5,761		96
Endesa SA		8,563		175
Ferrovial SE		2,453		75
Grifols SA		12,839		167
Iberdrola SA		10,170		114
Industria de Diseno Textil SA		6,407		239
Repsol SA, Cl A		13,993		231
Telefonica SA		41,335		169
				2,121
Sweden — 0.1%
Atlas Copco AB, Cl A		1,380		19
Boliden AB		2,335		68
Embracer Group AB, Cl B *		58,052		117
Epiroc AB, Cl A		6,391		122
EQT AB		2,299		46
Evolution AB		948		96
Getinge AB, Cl B		3,429		61
Hexagon AB, Cl B		6,475		56
Holmen AB, Cl B		3,015		118
Indutrade AB		8,779		164
L E Lundbergforetagen AB, Cl B		4,595		193
Nibe Industrier AB, Cl B		13,845		91
Nordea Bank Abp, Cl A		6,982		77
Skandinaviska Enskilda Banken AB, Cl A		5,484		66
SKF AB, Cl B		7,979		134
Svenska Cellulosa AB SCA, Cl B		8,996		124
Svenska Handelsbanken AB, Cl A		7,194		65
Swedbank AB, Cl A		3,925		73
Swedish Orphan Biovitrum AB *		5,208		107
Tele2 AB, Cl B		24,535		189
Telefonaktiebolaget LM Ericsson, Cl B		24,467		120
Telia Co AB		118,012		245
				2,351
Switzerland — 0.2%
Adecco Group AG		1,187		49
Alcon Inc		2,354		182
Bachem Holding AG, Cl B		1,569		117
Baloise Holding AG		496		72
Barry Callebaut AG		104		166
BKW AG		2,261		399
Chocoladefabriken Lindt & Spruengli AG		1		110
Cie Financiere Richemont SA, Cl A		745		91
Geberit AG		215		108
Givaudan SA		26		85

SEI Institutional Managed Trust

287

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Holcim AG		1,540	$	99
Logitech International SA		1,488		103
Lonza Group AG		296		138
Nestle SA		1,850		210
Novartis AG		1,266		130
Partners Group Holding AG		76		86
Roche Holding AG		484		142
Schindler Holding AG		179		35
SGS SA		1,025		86
SIG Group AG		4,394		109
Sika AG		195		50
Sonova Holding AG		526		125
Straumann Holding AG		960		123
Swatch Group AG/The, Cl B		251		65
Swiss Life Holding AG		180		112
Swiss Prime Site AG		588		54
Swisscom AG		729		434
Temenos AG		2,087		147
UBS Group AG		4,371		108
VAT Group AG		332		119
Zurich Insurance Group AG		87		40
				3,894
United Kingdom — 0.3%
Admiral Group PLC		2,390		69
Antofagasta PLC		6,096		106
Associated British Foods PLC		7,753		196
AstraZeneca PLC		1,035		140
Auto Trader Group PLC		23,673		178
Barratt Developments PLC		6,905		37
Berkeley Group Holdings PLC		1,223		61
BP PLC		46,411		301
British American Tobacco PLC		4,565		144
BT Group PLC, Cl A		104,801		149
Bunzl PLC		3,000		107
Burberry Group PLC		2,683		63
Coca-Cola Europacific Partners PLC		3,518		220
Coca-Cola HBC AG		4,673		128
Compass Group PLC		3,169		77
CRH PLC		3,263		181
DCC PLC		732		41
Diageo PLC		2,888		107
Experian PLC		1,157		38
GSK PLC		4,891		89
Haleon PLC		22,671		94
Halma PLC		5,482		130
Hargreaves Lansdown PLC		4,638		44
HSBC Holdings PLC		17,725		140
Imperial Brands PLC		5,956		121
InterContinental Hotels Group PLC		861		64
J Sainsbury PLC		54,025		167
Johnson Matthey PLC		2,742		55

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Kingfisher PLC		15,739	$	43
Land Securities Group PLC ‡		4,420		32
London Stock Exchange Group PLC		585		59
Mondi PLC		5,822		98
National Grid PLC		16,672		199
NMC Health PLC *		12,179		—
Ocado Group PLC *		7,660		56
Pearson PLC		15,564		165
Persimmon PLC		2,512		33
Phoenix Group Holdings PLC		7,887		46
Prudential PLC		1,980		21
Reckitt Benckiser Group PLC		1,696		120
RELX PLC		3,034		103
Rentokil Initial PLC		12,011		89
Rolls-Royce Holdings PLC *		19,553		53
Sage Group PLC/The		12,410		150
Segro PLC ‡		3,917		34
Severn Trent PLC		3,984		115
Shell PLC		10,804		344
Smith & Nephew PLC		9,612		120
Smiths Group PLC		3,056		60
Smurfit Kappa Group PLC		3,889		130
SSE PLC		6,499		128
Taylor Wimpey PLC		153,902		220
Tesco PLC		17,126		55
United Utilities Group PLC, Cl B		16,150		187
Vodafone Group PLC		157,079		147
Whitbread PLC		1,289		55
WPP PLC		14,932		134
				6,243
Total Foreign Common Stock
(Cost $66,414) ($ Thousands)				68,538
EXCHANGE TRADED FUND — 0.7%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		13,296
Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				13,296
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 0.0%^
Energy — 0.0%
CNOOC Petroleum North America ULC
5.875%, 03/10/2035 ^	$	100		100

288

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 0.0%
Landwirtschaftliche Rentenbank
2.000%, 01/13/2025 ^	$	250	$	239
Total Corporate Obligations
(Cost $358) ($ Thousands)				339
	Shares
COMMON STOCK — 0.0%
Information Technology — 0.0%
CyberArk Software Ltd *		1,176		192
Total Common Stock
(Cost $148) ($ Thousands)				192
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE (D)		2,071		102

Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Health Care — 0.0%
Sartorius AG (D)		230	$	79
Total Preferred Stock
(Cost $214) ($ Thousands)				181
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		422		–
Total Rights
(Cost $—) ($ Thousands)				–
		Number of Warrants
WARRANT — 0.0%
Constellation Software Inc. ‡‡		100		–
Total Warrant
(Cost $—) ($ Thousands)				–
Total Investments in Securities — 71.8%
(Cost $1,388,115) ($ Thousands)			$	1,350,754

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Australian 10-Year Bond		2,548		Dec-2023	$	188,151	$	184,137	$	(4,886	)
Australian 3-Year Bond		170		Dec-2023		11,585		11,558		(86	)
Brent Crude^		230		Dec-2023		20,558		20,783		225
Brent Crude^		7		Dec-2023		525		645		120
CAC40 10 Euro Index		93		Oct-2023		7,158		7,042		(68	)
Canadian 10-Year Bond		1,228		Dec-2023		107,317		104,571		(3,021	)
Coffee C^		103		Dec-2023		6,206		5,645		(561	)
Copper^		49		Dec-2023		4,696		4,578		(118	)
Corn^		451		Dec-2023		11,111		10,751		(360	)
Cotton No. 2^		103		Dec-2023		4,379		4,488		109
DAX Index		34		Dec-2023		14,586		13,972		(401	)
Euro STOXX 50		788		Dec-2023		36,195		35,074		(749	)
Euro-Bobl		761		Dec-2023		96,920		93,261		(1,322	)
Euro-BTP		346		Dec-2023		43,315		40,197		(2,079	)
Euro-Bund		258		Dec-2023		37,102		35,139		(1,073	)
Euro-Buxl		179		Dec-2023		25,852		23,189		(2,058	)
Euro-OAT		145		Dec-2023		19,995		18,914		(596	)
Euro-Schatz		22		Dec-2023		2,462		2,446		(2	)
Feeder Cattle^		20		Nov-2023		2,522		2,549		27
Feeder Cattle^		11		Jan-2024		1,373		1,419		46
Feeder Cattle^		9		Jan-2024		1,178		1,161		(17	)
FTSE 100 Index		437		Dec-2023		41,354		40,916		494

SEI Institutional Managed Trust

289

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
FTSE MIB Index		107			Dec-2023	$	16,385		$	16,020		$	(147	)
FTSE Taiwan Index		219			Oct-2023		12,379			12,483			104
FTSE/JSE Top 40 Index		75			Dec-2023		2,741			2,685			(72	)
Gasoline^		91			Dec-2023		9,260			8,980			(280	)
Gold^		230			Dec-2023		45,936			42,920			(3,015	)
Hang Seng China Enterprises Index		201			Oct-2023		7,848			7,932			95
Hang Seng Index		201			Oct-2023		22,870			22,956			127
IBEX		139			Oct-2023		14,135			13,893			(75	)
IBEX		8			Oct-2023		809			800			2
IFSC Nifty50 Index		394			Oct-2023		15,602			15,532			(70	)
Japanese 10-Year Bond		255			Dec-2023		252,319			247,712			(1,850	)
Japanese 10-Year Government Bond E-MINI		736			Dec-2023		72,775			71,516			(487	)
KC HRW Wheat^		23			Dec-2023		862			763			(99	)
KOSPI 200 Index		219			Dec-2023		13,935			13,349			(382	)
Lean Hogs^		77			Dec-2023		2,351			2,211			(140	)
Live Cattle^		136			Dec-2023		10,237			10,223			(14	)
Live Cattle^		78			Dec-2023		5,747			5,863			117
LME Copper^		61			Dec-2023		12,978			12,612			(367	)
LME Lead^		52			Dec-2023		2,820			2,822			2
LME Nickel^		30			Dec-2023		3,945			3,359			(586	)
LME Primary Aluminum^		166			Dec-2023		9,376			9,763			387
LME Zinc^		170			Dec-2023		10,605			11,274			669
Long Gilt 10-Year Bond		845			Dec-2023		101,062			97,114			(575	)
Low Sulphur Gasoil^		44			Nov-2023		3,949			4,252			303
Low Sulphur Gasoil^		92			Dec-2023		7,948			8,526			579
Mexican Bolsa Index		9			Dec-2023		275			267			(5	)
Natural Gas^		161			Jan-2024		5,993			5,740			(253	)
Natural Gas^		93			Dec-2023		3,225			3,080			(145	)
NY Harbor ULSD^		30			Nov-2023		3,905			4,159			253
NY Harbor ULSD^		57			Dec-2023		7,110			7,560			450
NYMEX Cocoa^		147			Dec-2023		5,158			5,024			(133	)
OMX Stockholm 30		900			Oct-2023		17,709			17,894			(224	)
Platinum^		8			Aug-2024		116			117			2
Russell 2000 Index E-MINI		765			Dec-2023		71,754			68,796			(2,957	)
S&P 500 Index E-MINI		1,814			Dec-2023		408,607			392,323			(16,284	)
S&P Mid Cap 400 Index E-MINI		86			Dec-2023		22,394			21,675			(718	)
S&P TSX 60 Index		125			Dec-2023		22,211			21,751			(580	)
Silver^		132			Dec-2023		15,649			14,817			(832	)
Soybean^		167			Nov-2023		11,165			10,646			(519	)
Soybean^		15			Jan-2024		1,012			971			(41	)
Soybean Meal^		305			Dec-2023		11,851			11,627			(224	)
Soybean Oil^		187			Dec-2023		6,409			6,264			(144	)
SPI 200 Index		260			Dec-2023		30,214			29,726			(596	)
Sugar No. 11^		580			Mar-2024		17,324			17,201			(122	)
TOPIX Index		499			Dec-2023		79,966			77,697			(950	)
U.S. 2-Year Treasury Note		791			Dec-2023		161,091			160,344			(747	)
U.S. 5-Year Treasury Note		1,918			Dec-2023		204,140			202,079			(2,061	)
U.S. 10-Year Treasury Note		2,056			Dec-2023		226,618			222,177			(4,442	)
U.S. Long Treasury Bond		638			Dec-2023		76,746			72,592			(4,153	)
U.S. Ultra Long Treasury Bond		286			Dec-2023		36,528			33,945			(2,584	)
Wheat^		120			Dec-2023		4,069			3,249			(820	)
WTI Crude Oil^		38			Dec-2023		2,973			3,374			402
WTI Crude Oil^		130			Dec-2023		11,742			11,544			(198	)
WTI Crude Oil^		151			Nov-2023		13,171			13,709			538
							2,822,539			2,748,343			(60,237	)
Short Contracts
Brent Crude^		(83	)		Dec-2023	$	(7,717	)	$	(7,653	)	$	64
DAX Index		(9	)		Dec-2023		(3,802	)		(3,699	)		71

290

SEI Institutional Managed Trust

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
Euro-Bund		(150	)		Dec-2023	$	(21,274	)	$	(20,430	)	$	434
Feeder Cattle^		(15	)		Nov-2023		(1,972	)		(1,912	)		60
FTSE KLCI		(36	)		Oct-2023		(554	)		(547	)		6
Gasoline^		(1	)		Nov-2023		(106	)		(101	)		5
MSCI Singapore Index		(96	)		Oct-2023		(1,974	)		(2,009	)		(31	)
Natural Gas^		(45	)		Nov-2023		(1,349	)		(1,318	)		31
OMX Stockholm 30		(429	)		Oct-2023		(8,402	)		(8,529	)		68
S&P TSX 60 Index		(8	)		Dec-2023		(1,419	)		(1,392	)		21
SET 50		(186	)		Dec-2023		(939	)		(921	)		18
Wheat^		(82	)		Dec-2023		(2,610	)		(2,220	)		390
							(52,118	)		(50,731	)		1,137
						$	2,770,421		$	2,697,612		$	(59,100	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		10/30/23		EUR	53,500		USD	58,165	$	1,459
BNP Paribas		10/30/23		EUR	17,120		USD	18,176		30
BNYMellon		10/30/23		GBP	5,260		USD	6,409		(12	)
BNYMellon		10/30/23		AUD	5,710		USD	3,665		(24	)
BNYMellon		10/30/23		CAD	9,500		USD	7,038		7
BNYMellon		10/30/23		JPY	2,780,160		USD	18,773		39
Citigroup		12/20/23		USD	163		IDR	2,500,000		(2	)
Citigroup		12/20/23		USD	264		PHP	15,000		1
Citigroup		12/20/23		USD	89		PLN	390		—
Citigroup		12/20/23		USD	350		PLN	1,459		(17	)
Citigroup		12/20/23		USD	467		COP	1,958,333		7
Citigroup		12/20/23		USD	71		COP	291,667		(1	)
Citigroup		12/20/23		USD	585		THB	20,500		(18	)
Citigroup		12/20/23		USD	1,214		ILS	4,617		4
Citigroup		12/20/23		THB	1,000		USD	28		—
Citigroup		12/20/23		THB	500		USD	14		(1	)
Citigroup		12/20/23		USD	259		CZK	6,000		1
Citigroup		12/20/23		USD	1,245		CZK	28,032		(28	)
Citigroup		12/20/23		USD	1,535		TWD	48,500		(19	)
Citigroup		12/20/23		USD	750		EUR	707		1
Citigroup		12/20/23		USD	889		EUR	823		(14	)
Citigroup		12/20/23		PLN	2,652		USD	640		34
Citigroup		12/20/23		CNH	3,267		USD	451		1
Citigroup		12/20/23		CNH	1,032		USD	142		(1	)
Citigroup		12/20/23		SGD	3,797		USD	2,810		17
Citigroup		12/20/23		SGD	565		USD	414		(1	)
Citigroup		12/20/23		USD	4,393		CLP	3,823,017		(139	)
Citigroup		12/20/23		USD	6,945		KRW	9,178,881		(90	)
Citigroup		12/20/23		USD	3,966		ZAR	76,440		63
Citigroup		12/20/23		USD	3,228		ZAR	60,940		(17	)
Citigroup		12/20/23		USD	8,006		HUF	2,920,496		(141	)
Citigroup		12/20/23		ILS	6,571		USD	1,738		4
Citigroup		12/20/23		ILS	3,313		USD	870		(5	)

SEI Institutional Managed Trust

291

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		12/20/23		USD	5,731		CNH	41,791	$	27
Citigroup		12/20/23		USD	4,228		CNH	30,533		(21	)
Citigroup		12/20/23		PHP	10,000		USD	176		(1	)
Citigroup		12/20/23		BRL	8,974		USD	1,790		14
Citigroup		12/20/23		BRL	2,857		USD	565		(1	)
Citigroup		12/20/23		USD	6,331		BRL	32,023		4
Citigroup		12/20/23		USD	7,753		BRL	38,499		(137	)
Citigroup		12/20/23		MXP	16,000		USD	921		12
Citigroup		12/20/23		ZAR	18,000		USD	944		(5	)
Citigroup		12/20/23		USD	5,805		INR	484,317		3
Citigroup		12/20/23		USD	12,901		INR	1,070,808		(59	)
Citigroup		12/20/23		USD	10,675		MXP	190,602		145
Citigroup		12/20/23		USD	10,949		MXP	188,102		(271	)
Citigroup		12/20/23		GBP	28,232		USD	35,320		848
Citigroup		12/20/23		GBP	1,053		USD	1,280		(5	)
Citigroup		12/20/23		EUR	75,068		USD	81,376		1,594
Citigroup		12/20/23		EUR	534		USD	567		(1	)
Citigroup		12/20/23		INR	20,000		USD	240		—
Citigroup		12/20/23		INR	75,000		USD	898		(2	)
Citigroup		12/20/23		HUF	175,000		USD	479		7
Citigroup		12/20/23		HUF	75,000		USD	201		(2	)
Citigroup		12/20/23		CLP	325,000		USD	368		6
Citigroup		12/20/23		CLP	950,000		USD	1,049		(9	)
Citigroup		12/20/23		KRW	2,100,000		USD	1,587		18
Citigroup		12/20/23		KRW	200,000		USD	148		(1	)
Citigroup		12/20/23		IDR	8,500,000		USD	551		2
Citigroup		12/20/23		IDR	1,500,000		USD	97		—
JPMorgan Chase Bank		12/20/23		USD	163		IDR	2,500,000		(2	)
JPMorgan Chase Bank		12/20/23		USD	264		PHP	15,000		1
JPMorgan Chase Bank		12/20/23		USD	369		EUR	343		(5	)
JPMorgan Chase Bank		12/20/23		USD	89		PLN	390		—
JPMorgan Chase Bank		12/20/23		USD	350		PLN	1,459		(16	)
JPMorgan Chase Bank		12/20/23		USD	467		COP	1,958,333		8
JPMorgan Chase Bank		12/20/23		USD	71		COP	291,667		(1	)
JPMorgan Chase Bank		12/20/23		USD	585		THB	20,500		(17	)
JPMorgan Chase Bank		12/20/23		USD	1,214		ILS	4,617		4
JPMorgan Chase Bank		12/20/23		THB	1,000		USD	28		1
JPMorgan Chase Bank		12/20/23		THB	500		USD	14		—
JPMorgan Chase Bank		12/20/23		USD	259		CZK	6,000		1
JPMorgan Chase Bank		12/20/23		USD	1,245		CZK	28,032		(28	)
JPMorgan Chase Bank		12/20/23		USD	1,535		TWD	48,500		(18	)
JPMorgan Chase Bank		12/20/23		PLN	2,652		USD	640		34
JPMorgan Chase Bank		12/20/23		CNH	3,267		USD	451		1
JPMorgan Chase Bank		12/20/23		CNH	1,032		USD	142		—
JPMorgan Chase Bank		12/20/23		SGD	3,797		USD	2,810		17
JPMorgan Chase Bank		12/20/23		SGD	565		USD	414		(1	)
JPMorgan Chase Bank		12/20/23		USD	4,393		CLP	3,823,017		(138	)
JPMorgan Chase Bank		12/20/23		USD	6,945		KRW	9,178,881		(89	)
JPMorgan Chase Bank		12/20/23		USD	3,966		ZAR	76,440		63

292

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		12/20/23		USD	3,228		ZAR	60,939	$	(16	)
JPMorgan Chase Bank		12/20/23		USD	8,006		HUF	2,920,496		(140	)
JPMorgan Chase Bank		12/20/23		ILS	6,571		USD	1,738		4
JPMorgan Chase Bank		12/20/23		ILS	3,313		USD	870		(4	)
JPMorgan Chase Bank		12/20/23		USD	5,731		CNH	41,791		27
JPMorgan Chase Bank		12/20/23		USD	4,228		CNH	30,533		(21	)
JPMorgan Chase Bank		12/20/23		PHP	10,000		USD	176		—
JPMorgan Chase Bank		12/20/23		BRL	8,974		USD	1,790		15
JPMorgan Chase Bank		12/20/23		BRL	2,857		USD	565		—
JPMorgan Chase Bank		12/20/23		USD	6,331		BRL	32,023		5
JPMorgan Chase Bank		12/20/23		USD	7,753		BRL	38,499		(136	)
JPMorgan Chase Bank		12/20/23		GBP	15,975		USD	20,097		591
JPMorgan Chase Bank		12/20/23		MXP	16,000		USD	921		13
JPMorgan Chase Bank		12/20/23		ZAR	18,000		USD	944		(5	)
JPMorgan Chase Bank		12/20/23		USD	5,804		INR	484,317		4
JPMorgan Chase Bank		12/20/23		USD	12,901		INR	1,070,808		(59	)
JPMorgan Chase Bank		12/20/23		USD	10,674		MXP	190,602		146
JPMorgan Chase Bank		12/20/23		USD	10,949		MXP	188,101		(271	)
JPMorgan Chase Bank		12/20/23		EUR	72,532		USD	78,652		1,565
JPMorgan Chase Bank		12/20/23		EUR	534		USD	567		—
JPMorgan Chase Bank		12/20/23		INR	20,000		USD	240		—
JPMorgan Chase Bank		12/20/23		INR	75,000		USD	898		(1	)
JPMorgan Chase Bank		12/20/23		HUF	175,000		USD	479		8
JPMorgan Chase Bank		12/20/23		HUF	75,000		USD	201		(1	)
JPMorgan Chase Bank		12/20/23		CLP	325,000		USD	368		7
JPMorgan Chase Bank		12/20/23		CLP	950,000		USD	1,049		(8	)
JPMorgan Chase Bank		12/20/23		KRW	2,100,000		USD	1,587		19
JPMorgan Chase Bank		12/20/23		KRW	200,000		USD	148		(1	)
JPMorgan Chase Bank		12/20/23		IDR	8,500,000		USD	551		3
JPMorgan Chase Bank		12/20/23		IDR	1,500,000		USD	97		—
State Street		10/30/23		CHF	3,570		USD	3,926		10
State Street		10/30/23		HKD	23,950		USD	3,063		3
State Street		10/30/23		GBP	35,600		USD	45,035		1,584
									$	6,459

A list of the open OTC swap agreements held by the Fund at September 30, 2023 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

JPMorgan Chase

TAIEX Index

Negative Price Return

Positive Price Return

At Maturity

10/18/2023

TWD

$

8,573

$

8,316

$

–

$

(257

)

Bank of America

BOVESPA Index

Positive Price Return

Positive Price Return

At Maturity

10/18/2023

BRL

7,177

7,026

–

(151

)

JPMorgan Chase

AEX Index

Negative Price Return

Positive Price Return

At Maturity

10/20/2023

EUR

(3,460

)

(3,402

)

–

58

Bank of America

HSCEI Index

Positive Price Return

Asset Return

At Maturity

10/30/2023

HKD

11,708

11,799

–

90

JPMorgan Chase

HSCEI Index

Positive Price Return

Asset Return

At Maturity

10/30/2023

HKD

11,386

11,444

–

57

Bank of America

KOSPI 200 Index

Negative Price Return

Positive Price Return

At Maturity

12/14/2023

KRW

4,785

4,571

–

(213

)

JPMorgan Chase

KOSPI 200 Index

Negative Price Return

Positive Price Return

At Maturity

12/14/2023

KRW

1,020

975

–

(45

)

Bank of America

SWISS MARKET Index

Negative Price Return

Positive Price Return

At Maturity

12/15/2023

CHF

(1,856

)

(1,804

)

–

52

Bank of America

WIG 20 Index

Negative Price Return

Positive Price Return

At Maturity

12/15/2023

PLN

276

267

–

(9

)

SEI Institutional Managed Trust

293

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Accumulation Fund (Concluded)

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)

Citibank

MSCI INTERNATIONAL SOUTH AFRICA NET Index

Asset Return

JIBA1M Index

Monthly

12/20/2023

ZAR

$

4,297

$

7

$

–

$

7

Citibank

MSCI INTERNATIONAL SINGAPORE NET Index

Asset Return

SIBCSORA Index

Monthly

12/20/2023

SGD

2,441

(15

)

–

(15

)

Citibank

MSCI INTERNATIONAL SWEDEN NET Index

Asset Return

STBB1M Index

Monthly

12/20/2023

SEK

23,623

4

–

4

Citibank

MSCI INTERNATIONAL MEXICO NET RETURN Index

MXIBTIIE Index

Asset Return

Monthly

12/20/2023

MXN

135

–

–

–

Citibank

MSCI INTERNATIONAL SPAIN NET Index

Asset Return

ESTRON Index

Monthly

12/20/2023

EUR

210

2

–

2

Citibank

MSCI INTERNATIONAL NETHERLANDS NET Index

Asset Return

ESTRON Index

Monthly

12/20/2023

EUR

2,549

59

–

59

Citibank

MSCI INTERNATIONAL ITALY NET Index

ESTRON Index

Asset Return

Monthly

12/20/2023

EUR

1,097

(9

)

–

(9

)

Citibank

MSCI INTERNATIONAL SWITZERLAND NET Index

Asset Return

SSARON Index

Monthly

12/20/2023

CHF

444

3

–

3

Citibank

MSCI THAILAND NET Index

Asset Return

NDEUTHF Index

Monthly

12/20/2023

USD

1,094

65

–

65

Citibank

MSCI INTERNATIONAL CANADA NET Index

Asset Return

CAONREPO Index

Monthly

12/20/2023

CAD

1,401

40

–

40

Bank of America

FTSE/JSE Index

Positive Price Return

Positive Price Return

At Maturity

12/21/2023

ZAR

(40

)

(39

)

–

1

$

39,309

$

–

$

(261

)

	Percentages are based on Net Assets of $1,881,228 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of September 30, 2023.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security, or a portion thereof, has been pledged as collateral on open futures contracts. The total market value of such securities as of September 30, 2023 was $54,102 ($ Thousands).
(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 September 30, 2023, the value of these securities amounted to $55,502 ($ Thousands), representing 3.0% of the Net Assets of the Fund.
(D)	No interest rate available.

The following is a summary of the level of inputs used as of September 30, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)			Total ($)
U.S. Treasury Obligations		–		1,069,110		–			1,069,110
Sovereign Debt		–		199,098		–			199,098
Foreign Common Stock		68,072		466		–			68,538
Exchange Traded Fund		13,296		–		–			13,296
Corporate Obligations		–		339		–			339
Common Stock		192		–		–			192
Preferred Stock		181		–		–			181
Rights		–		–		–	^		–
Warrant		–		–		–			–
Total Investments in Securities		81,741		1,269,013		–			1,350,754

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		6,219			–			–		6,219
Unrealized Depreciation		(65,319	)		–			–		(65,319	)
Forward Contracts*
Unrealized Appreciation		–			8,482			–		8,482
Unrealized Depreciation		–			(2,023	)		–		(2,023	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			438			–		438
Unrealized Depreciation		–			(699	)		–		(699	)
Total Other Financial Instruments		(59,100	)		6,198			–		(52,902	)

^ This category includes securities with a value less than $500.

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

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

See “Glossary” for abbreviations.

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

294

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund

^†Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 51.6%
Communication Services — 4.3%
Altice France
5.500%, 10/15/2029 (A)	$	689	$	496
Altice France Holding
10.500%, 05/15/2027 (A)		2,090		1,304
AMC Entertainment Holdings
7.500%, 02/15/2029 (A)		290		201
AT&T
4.350%, 03/01/2029		700		651
3.500%, 06/01/2041		350		243
2.750%, 06/01/2031		375		300
2.550%, 12/01/2033		1,428		1,049
2.300%, 06/01/2027		1,009		893
1.650%, 02/01/2028		875		739
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,121
CCO Holdings
4.750%, 02/01/2032 (A)		1,625		1,300
4.500%, 05/01/2032		260		204
4.250%, 02/01/2031 (A)		840		669
Charter Communications Operating
5.125%, 07/01/2049		200		146
4.908%, 07/23/2025		3,200		3,127
3.750%, 02/15/2028		650		586
Cinemark USA
5.875%, 03/15/2026 (A)		1,025		984
DISH DBS
5.875%, 11/15/2024		890		828
5.750%, 12/01/2028 (A)		480		369

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 12/01/2026 (A)	$	580	$	493
DISH Network
11.750%, 11/15/2027 (A)		720		725
Gannett Holdings
6.000%, 11/01/2026 (A)		250		215
iHeartCommunications
8.375%, 05/01/2027		830		595
Intelsat Jackson Holdings (Escrow Security)
9.750%, 07/15/2025 (A)(B)(C)		650		–
5.500%, 08/01/2023 (B)(C)		1,747		–
Mauritius Investments
6.500%, 10/13/2026 (A)		2,470		2,414
Meta Platforms
3.850%, 08/15/2032		875		776
3.500%, 08/15/2027		450		425
Millicom International Cellular
6.250%, 03/25/2029 (A)		297		252
4.500%, 04/27/2031 (A)		219		157
Scripps Escrow
5.875%, 07/15/2027 (A)		1,015		751
Sinclair Television Group
5.125%, 02/15/2027 (A)		495		396
Sirius XM Radio
4.000%, 07/15/2028 (A)		1,140		973
T-Mobile USA
4.500%, 04/15/2050		1,516		1,163
Townsquare Media
6.875%, 02/01/2026 (A)		902		852
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		330		321
Urban One
7.375%, 02/01/2028 (A)		1,120		960
Verizon Communications
2.100%, 03/22/2028		515		442
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		396
VTR Comunicaciones
5.125%, 01/15/2028 (A)		346		195
Ziff Davis
4.625%, 10/15/2030 (A)		670		567
ZipRecruiter
5.000%, 01/15/2030 (A)		200		157
				28,435
Consumer Discretionary — 7.7%
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		450		458
Allen Media
10.500%, 02/15/2028 (A)		570		326
Altice Financing
5.750%, 08/15/2029 (A)		610		500
5.000%, 01/15/2028 (A)		735		628

SEI Institutional Managed Trust

295

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Asbury Automotive Group
5.000%, 02/15/2032 (A)	$	280	$	232
4.625%, 11/15/2029 (A)		505		434
Banijay Entertainment SASU
8.125%, 05/01/2029 (A)		200		198
Bath & Body Works
6.625%, 10/01/2030 (A)		220		206
5.250%, 02/01/2028		710		657
Boyne USA
4.750%, 05/15/2029 (A)		910		796
Caesars Entertainment
7.000%, 02/15/2030 (A)		700		681
CalAtlantic Group
5.250%, 06/01/2026		330		310
Carnival
10.500%, 06/01/2030 (A)		240		247
7.000%, 08/15/2029 (A)		370		365
5.750%, 03/01/2027 (A)		1,020		923
4.000%, 08/01/2028 (A)		290		252
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		430		461
Carriage Services
4.250%, 05/15/2029 (A)		440		376
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		425
Clarios Global
8.500%, 05/15/2027 (A)		400		399
CSC Holdings
11.250%, 05/15/2028 (A)		980		976
7.500%, 04/01/2028 (A)		930		604
6.500%, 02/01/2029 (A)		420		348
5.750%, 01/15/2030 (A)		643		360
5.250%, 06/01/2024		300		285
4.125%, 12/01/2030 (A)		590		418
Dealer Tire
8.000%, 02/01/2028 (A)		1,734		1,626
Diamond Sports Group
6.625%, 08/15/2027 (A)(C)		500		10
5.375%, 08/15/2026 (A)(C)		330		7
DirecTV Financing
5.875%, 08/15/2027 (A)		2,930		2,591
Expedia Group
4.625%, 08/01/2027		647		617
Foot Locker
4.000%, 10/01/2029 (A)		820		591
Ford Motor
6.100%, 08/19/2032		740		697
3.250%, 02/12/2032		2,391		1,843
Ford Motor Credit
4.950%, 05/28/2027		1,019		957
3.625%, 06/17/2031		900		727

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Foundation Building Materials
6.000%, 03/01/2029 (A)	$	1,240	$	1,032
Full House Resorts
8.250%, 02/15/2028 (A)		650		569
General Motors
5.950%, 04/01/2049		36		31
4.000%, 04/01/2025		250		242
General Motors Financial
5.650%, 01/17/2029		175		170
Getty Images
9.750%, 03/01/2027 (A)		720		719
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		233
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,010		876
Hyundai Capital America
6.200%, 09/21/2030 (A)		785		773
KB Home
7.250%, 07/15/2030		545		535
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,205		1,024
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		1,055		868
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		235
Match Group Holdings II
5.000%, 12/15/2027 (A)		190		175
3.625%, 10/01/2031 (A)		385		304
McClatchy
11.000%, 07/15/2027 (A)		402		440
Mclaren Finance
7.500%, 08/01/2026 (A)		940		813
MDC Holdings
6.000%, 01/15/2043		180		151
Melco Resorts Finance
5.375%, 12/04/2029 (A)		420		344
4.875%, 06/06/2025 (A)		200		189
MercadoLibre
3.125%, 01/14/2031		640		504
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		242
Michaels
7.875%, 05/01/2029 (A)		530		346
Mohegan Tribal Gaming Authority
13.250%, 12/15/2027 (A)		960		1,020
NCL
5.875%, 03/15/2026 (A)		820		757
Newell Brands
6.500%, 04/01/2046		536		397
5.200%, 04/01/2026		700		660
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		640		347

296

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Penske Automotive Group
3.750%, 06/15/2029	$	848	$	714
PM General Purchaser
9.500%, 10/01/2028 (A)		1,260		1,171
QVC
4.850%, 04/01/2024		460		442
4.450%, 02/15/2025		130		114
4.375%, 09/01/2028		320		168
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		300		326
11.500%, 06/01/2025 (A)		78		82
9.250%, 01/15/2029 (A)		250		264
4.250%, 07/01/2026 (A)		530		486
Sally Holdings
5.625%, 12/01/2025		970		945
Sands China
5.650%, 08/08/2028		240		226
3.500%, 08/08/2031		200		158
3.100%, 03/08/2029		200		165
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		882		775
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,489
SRS Distribution
6.125%, 07/01/2029 (A)		1,031		878
StoneMor
8.500%, 05/15/2029 (A)		520		428
TKC Holdings
6.875%, 05/15/2028 (A)		150		133
TopBuild
3.625%, 03/15/2029 (A)		470		400
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		374
Upbound Group
6.375%, 02/15/2029 (A)	$	140		124
Viking Cruises
9.125%, 07/15/2031 (A)		480		480
Viking Ocean Cruises Ship VII
5.625%, 02/15/2029 (A)		230		208
VOC Escrow
5.000%, 02/15/2028 (A)		610		555
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		685		538
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		617
Winnebago Industries
6.250%, 07/15/2028 (A)	$	670		643
Wynn Macau
4.875%, 10/01/2024 (A)		1,670		1,626
Yum! Brands
4.750%, 01/15/2030 (A)		454		408

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ZF North America Capital
7.125%, 04/14/2030 (A)	$	160	$	157
4.750%, 04/29/2025 (A)		400		384
				51,005
Consumer Staples — 1.2%
Altria Group
2.350%, 05/06/2025		425		402
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,506		1,460
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		212
Constellation Brands
3.150%, 08/01/2029	$	600		526
Darling Ingredients
6.000%, 06/15/2030 (A)		940		890
FAGE International
5.625%, 08/15/2026 (A)		470		455
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		272
Kraft Heinz Foods
4.375%, 06/01/2046		1,671		1,302
Performance Food Group
5.500%, 10/15/2027 (A)		450		426
Post Holdings
4.625%, 04/15/2030 (A)		429		367
Prosperous Ray
4.625%, 11/12/2023		300		299
US Foods
4.750%, 02/15/2029 (A)		1,171		1,047
4.625%, 06/01/2030 (A)		580		504
				8,162
Energy — 7.2%
Berry Petroleum
7.000%, 02/15/2026 (A)		1,000		958
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		572
Cheniere Corpus Christi Holdings
5.125%, 06/30/2027		850		826
Chord Energy Corp
6.375%, 06/01/2026 (A)		820		804
Civitas Resources
8.375%, 07/01/2028 (A)		350		356
5.000%, 10/15/2026 (A)		475		446
CNX Midstream Partners
4.750%, 04/15/2030 (A)		430		358
Columbia Pipelines Operating
6.036%, 11/15/2033 (A)		635		620
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,423

SEI Institutional Managed Trust

297

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Crescent Energy Finance
9.250%, 02/15/2028 (A)	$	320	$	327
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		307
Devon Energy
5.850%, 12/15/2025		1,021		1,016
Earthstone Energy Holdings
9.875%, 07/15/2031 (A)		490		533
Ecopetrol
6.875%, 04/29/2030		1,010		922
Energy Transfer
9.654%, TSFR3M + 0.000%(D)(E)		230		215
7.125%, H15T5Y + 5.306%(D)(E)		220		190
EQM Midstream Partners
7.500%, 06/01/2030 (A)		330		331
Global Partners
6.875%, 01/15/2029		545		507
GNL Quintero
4.634%, 07/31/2029		282		270
Hess Midstream Operations
5.500%, 10/15/2030 (A)		325		295
Hilcorp Energy I
6.250%, 04/15/2032 (A)		420		373
Howard Midstream Energy Partners
8.875%, 07/15/2028 (A)		775		782
6.750%, 01/15/2027 (A)		1,415		1,344
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		400		374
Kinetik Holdings
5.875%, 06/15/2030 (A)		775		727
Marathon Petroleum
3.800%, 04/01/2028		325		299
Matador Resources
6.875%, 04/15/2028 (A)		770		756
MEG Energy
7.125%, 02/01/2027 (A)		620		628
5.875%, 02/01/2029 (A)		110		103
MPLX
4.800%, 02/15/2029		250		237
4.000%, 03/15/2028		950		879
Nabors Industries
7.375%, 05/15/2027 (A)		1,920		1,857
Neptune Energy Bondco
6.625%, 05/15/2025 (A)		800		792
Noble Finance II
8.000%, 04/15/2030 (A)		755		765
Northern Oil and Gas
8.125%, 03/01/2028 (A)		600		599
NuStar Logistics
6.375%, 10/01/2030		670		635
Occidental Petroleum
7.950%, 06/15/2039		1,300		1,409

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.625%, 09/01/2030	$	700	$	709
6.450%, 09/15/2036		230		226
4.400%, 08/15/2049		150		103
ONEOK
6.350%, 01/15/2031		325		327
Permian Resources Operating
7.000%, 01/15/2032 (A)		210		207
5.875%, 07/01/2029 (A)		1,050		988
Petrobras Global Finance BV
5.299%, 01/27/2025		290		285
Petroleos de Venezuela
6.000%, 10/28/2022 (C)		8,860		377
6.000%, 05/16/2024 (C)		3,790		199
6.000%, 11/15/2026 (C)		1,110		58
5.500%, 04/12/2037 (C)		130		7
5.375%, 04/12/2027 (C)		2,570		135
Petroleos Mexicanos
7.690%, 01/23/2050		406		261
6.950%, 01/28/2060		207		123
6.500%, 03/13/2027		328		289
6.490%, 01/23/2027		73		65
5.350%, 02/12/2028		180		146
4.500%, 01/23/2026		40		36
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		9
Phillips 66
3.900%, 03/15/2028		525		491
Plains All American Pipeline
9.736%, TSFR3M + 4.372%(D)(E)		560		529
3.600%, 11/01/2024		175		170
QazaqGaz NC JSC
4.375%, 09/26/2027 (A)		300		276
Range Resources
8.250%, 01/15/2029		930		953
4.750%, 02/15/2030 (A)		30		27
Rockies Express Pipeline
7.500%, 07/15/2038 (A)		310		293
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		795
Shelf Drilling Holdings
9.625%, 04/15/2029 (A)		450		445
Sitio Royalties Operating Partnership
7.875%, 11/01/2028 (A)		585		586
Southwestern Energy
8.375%, 09/15/2028		790		816
4.750%, 02/01/2032		1,410		1,210
Summit Midstream Holdings
9.000%, 10/15/2026 (A)(F)		1,454		1,396
5.750%, 04/15/2025		925		865
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		203

298

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TechnipFMC
6.500%, 02/01/2026 (A)	$	1,050	$	1,031
Teck Resources
3.900%, 07/15/2030		250		217
Total Capital International
2.829%, 01/10/2030		1,350		1,171
Transocean
11.500%, 01/30/2027 (A)		1,490		1,563
8.750%, 02/15/2030 (A)		95		97
Transocean Poseidon
6.875%, 02/01/2027 (A)		353		347
Transocean Titan Financing
8.375%, 02/01/2028 (A)		230		234
USA Compression Partners
6.875%, 04/01/2026		1,175		1,151
Venture Global Calcasieu Pass
6.250%, 01/15/2030 (A)		860		820
Venture Global LNG
8.375%, 06/01/2031 (A)		400		393
8.125%, 06/01/2028 (A)		1,065		1,055
Western Midstream Operating
5.450%, 04/01/2044		1,100		887
5.300%, 03/01/2048		530		413
YPF
8.500%, 07/28/2025 (A)		700		625
6.950%, 07/21/2027 (A)		380		305
				47,749
Financials — 11.9%
Accelerate360 Holdings
8.000%, 03/01/2028 (A)		1,154		1,194
Acrisure
6.000%, 08/01/2029 (A)		915		769
4.250%, 02/15/2029 (A)		975		819
AG Issuer
6.250%, 03/01/2028 (A)		1,116		1,042
AG TTMT Escrow Issuer
8.625%, 09/30/2027 (A)		130		131
AIA Group
3.900%, 04/06/2028 (A)		475		446
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		707
Ally Financial
4.700%, H15T7Y + 3.481%(D)(E)		1,325		830
American International Group
3.900%, 04/01/2026		163		156
3.400%, 06/30/2030		225		193
Aspen Insurance Holdings
4.650%, 11/15/2023		40		40
Aviation Capital Group
1.950%, 01/30/2026 (A)		350		315

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Avolon Holdings Funding
5.125%, 10/01/2023 (A)	$	140	$	140
4.250%, 04/15/2026 (A)		100		94
2.875%, 02/15/2025 (A)		1,250		1,180
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		500		414
Banco do Brasil
9.000%, H15T10Y + 6.362%(D)(E)		200		201
6.250%, H15T10Y + 4.398%(D)(E)		1,920		1,774
Banco Mercantil del Norte
7.500%, H15T10Y + 5.470%(A)(D)(E)		970		864
6.750%, H15T5Y + 4.967%(A)(D)(E)		420		406
5.875%, H15T5Y + 4.643%(A)(D)(E)		1,340		1,142
Banco Santander
6.921%, 08/08/2033		600		574
4.250%, 04/11/2027		400		373
3.306%, 06/27/2029		400		347
2.749%, 12/03/2030		200		149
2.746%, 05/28/2025		600		565
Bank of America
6.250%, TSFR3M + 3.967%(D)(E)		150		148
5.202%, SOFRRATE + 1.630%, 04/25/2029 (D)		1,065		1,026
3.419%, TSFR3M + 1.302%, 12/20/2028 (D)		2,115		1,897
Bank of America MTN
5.015%, SOFRRATE + 2.160%, 07/22/2033 (D)		565		520
4.200%, 08/26/2024		225		221
3.824%, TSFR3M + 1.837%, 01/20/2028 (D)		1,525		1,416
Bank of New York Mellon MTN
4.596%, SOFRRATE + 1.755%, 07/26/2030 (D)		75		70
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)	EUR	1,870		1,406
Barclays
8.000%, H15T5Y + 5.672%(D)(E)	$	970		954
7.125%, GUKG5 + 6.579%(D)(E)	GBP	700		795
2.852%, SOFRRATE + 2.714%, 05/07/2026 (D)	$	725		684
BBVA Bancomer
5.125%, H15T5Y + 2.650%, 01/18/2033 (A)(D)		410		353
BNP Paribas
7.750%, H15T5Y + 4.899%(A)(D)(E)		270		256
3.375%, 01/09/2025 (A)		1,000		965
BPCE
4.625%, 09/12/2028 (A)		500		466
2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(D)		375		280
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		1,054

SEI Institutional Managed Trust

299

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Burford Capital Global Finance
9.250%, 07/01/2031 (A)	$	370	$	375
6.250%, 04/15/2028 (A)		380		352
Citigroup
6.300%, TSFR3M + 3.685%(D)(E)		1,250		1,215
4.910%, SOFRRATE + 2.086%, 05/24/2033 (D)		575		523
4.125%, 07/25/2028		1,450		1,319
4.000%, H15T5Y + 3.597%(D)(E)		450		394
Comerica Bank
2.500%, 07/23/2024		1,480		1,417
Cooperatieve Rabobank UA
4.625%, EUSA5 + 4.098%(D)(E)	EUR	1,400		1,356
Credit Agricole
8.125%, USSW5 + 6.185%(A)(D)(E)	$	710		705
Credit Suisse NY
7.950%, 01/09/2025		250		255
4.750%, 08/09/2024		260		256
Deutsche Bank
6.000%, H15T5Y + 4.524%(D)(E)		400		312
DP World MTN
5.625%, 09/25/2048		200		177
First Horizon National
4.000%, 05/26/2025		625		590
FirstCash
5.625%, 01/01/2030 (A)		340		306
Freedom Mortgage
6.625%, 01/15/2027 (A)		1,015		892
Global Aircraft Leasing
6.500%cash/0% PIK, 09/15/2024 (A)		2,879		2,742
Global Payments
2.650%, 02/15/2025		400		381
GTCR W-2 Merger Sub
7.500%, 01/15/2031 (A)		690		691
Highlands Holdings Bond Issuer
7.625%, 10/15/2025 (A)		1,150		1,124
HSBC Holdings
4.950%, 03/31/2030		226		211
3.803%, TSFR3M + 1.473%, 03/11/2025 (D)		700		691
1.645%, SOFRRATE + 1.538%, 04/18/2026 (D)		1,000		930
Intercontinental Exchange
2.100%, 06/15/2030		800		643
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,031
Itau Unibanco Holding
4.625%, H15T5Y + 3.222%(A)(D)(E)		1,120		920
Jane Street Group
4.500%, 11/15/2029 (A)		160		137

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
4.912%, SOFRRATE + 2.080%, 07/25/2033 (D)	$	570	$	524
4.323%, SOFRRATE + 1.560%, 04/26/2028 (D)		2,000		1,898
4.125%, 12/15/2026		333		317
2.956%, TSFR3M + 2.515%, 05/13/2031 (D)		250		205
Ladder Capital Finance Holdings LLLP
4.750%, 06/15/2029 (A)		270		218
4.250%, 02/01/2027 (A)		70		61
Lloyds Banking Group
4.947%(D)(E)	EUR	290		285
LPL Holdings
4.000%, 03/15/2029 (A)	$	500		436
M&T Bank
5.053%, SOFRRATE + 1.850%, 01/27/2034 (D)		525		454
Macquarie Airfinance Holdings
8.125%, 03/30/2029 (A)		505		506
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		1,232		1,063
Morgan Stanley
4.210%, SOFRRATE + 1.610%, 04/20/2028 (D)		1,950		1,833
Morgan Stanley MTN
5.164%, SOFRRATE + 1.590%, 04/20/2029 (D)		875		842
4.889%, SOFRRATE + 2.076%, 07/20/2033 (D)		565		513
3.950%, 04/23/2027		1,100		1,022
1.794%, SOFRRATE + 1.034%, 02/13/2032 (D)		625		463
National Bank of Uzbekistan
4.850%, 10/21/2025		200		187
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		615		542
Nationwide Building Society
3.960%, TSFR3M + 0.000%, 07/18/2030 (A)(D)		450		396
NatWest Group
4.500%, GUKG5 + 3.992%(D)(E)	GBP	1,160		1,066
3.754%, H15T5Y + 2.100%, 11/01/2029 (D)	$	225		214
Navient
9.375%, 07/25/2030		595		587
5.500%, 03/15/2029		824		692
5.000%, 03/15/2027		745		670
NFP
6.875%, 08/15/2028 (A)		893		765
NMI Holdings
7.375%, 06/01/2025 (A)		410		408

300

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oxford Finance
6.375%, 02/01/2027 (A)	$	465	$	431
Paysafe Finance
4.000%, 06/15/2029 (A)		400		336
PNC Financial Services Group
6.200%, H15T5Y + 3.238%(D)(E)		1,350		1,241
Popular
7.250%, 03/13/2028		890		887
Raymond James Financial
4.650%, 04/01/2030		400		377
Rocket Mortgage
3.625%, 03/01/2029 (A)		1,640		1,356
Saga
5.500%, 07/15/2026	GBP	610		588
StoneX Group
8.625%, 06/15/2025 (A)	$	520		524
Toronto-Dominion Bank
8.125%, H15T5Y + 4.075%, 10/31/2082 (D)		200		199
Turkiye Vakiflar Bankasi TAO
6.500%, 01/08/2026 (A)		680		655
UBS Group
7.000%, USSW5 + 4.344%(A)(D)(E)		410		404
4.550%, 04/17/2026		802		770
3.869%, TSFR3M + 0.000%, 01/12/2029 (A)(D)		600		544
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(D)		340		257
UniCredit MTN
7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(D)		260		245
5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(D)		440		369
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		641		542
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		1,190		919
Wells Fargo
7.625%, H15T5Y + 3.606%(D)(E)		540		544
5.875%, TSFR3M + 0.000%(D)(E)		525		515
Wells Fargo MTN
4.897%, SOFRRATE + 2.100%, 07/25/2033 (D)		1,235		1,118
4.100%, 06/03/2026		1,575		1,496
Yapi ve Kredi Bankasi MTN
13.875%, USSW5 + 11.245%(D)(E)		480		488
				78,293
Health Care — 4.3%
AbbVie
3.200%, 11/21/2029		1,375		1,213

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AdaptHealth
6.125%, 08/01/2028 (A)	$	670	$	578
5.125%, 03/01/2030 (A)		370		287
4.625%, 08/01/2029 (A)		605		464
Akumin
7.000%, 11/01/2025 (A)		310		232
Akumin Escrow
7.500%, 08/01/2028 (A)		490		325
Amgen
5.250%, 03/02/2030		850		831
5.250%, 03/02/2033		900		860
APX Group
5.750%, 07/15/2029 (A)		1,216		1,025
AthenaHealth Group
6.500%, 02/15/2030 (A)		2,020		1,690
Bausch & Lomb Escrow
8.375%, 10/01/2028 (A)		450		451
Bausch Health
14.000%, 10/15/2030 (A)		18		11
7.000%, 01/15/2028 (A)		130		56
6.125%, 02/01/2027 (A)		280		174
5.500%, 11/01/2025 (A)		310		275
5.000%, 01/30/2028 (A)		60		24
5.000%, 02/15/2029 (A)		390		148
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		279
4.250%, 12/15/2025 (A)		500		481
Becton Dickinson
3.700%, 06/06/2027		690		647
2.823%, 05/20/2030		625		526
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		419
Chrome Holdco SAS
5.000%, 05/31/2029 (A)		375		300
CHS
8.000%, 03/15/2026 (A)	$	490		467
6.125%, 04/01/2030 (A)		1,270		646
4.750%, 02/15/2031 (A)		500		354
Cidron Aida Finco S.A.R.L.
6.250%, 04/01/2028 (A)	GBP	440		473
CVS Health
4.300%, 03/25/2028	$	950		899
3.750%, 04/01/2030		590		522
DaVita
3.750%, 02/15/2031 (A)		1,079		820
DH Europe Finance II S.A.R.L.
2.600%, 11/15/2029		175		150
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		186
LifePoint Health
11.000%, 10/15/2030 (A)	$	520		520
9.875%, 08/15/2030 (A)		360		349

SEI Institutional Managed Trust

301

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.375%, 01/15/2029 (A)	$	1,185	$	827
Medline Borrower
5.250%, 10/01/2029 (A)		1,650		1,426
3.875%, 04/01/2029 (A)		1,160		981
Option Care Health
4.375%, 10/31/2029 (A)		690		596
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		306
Radiology Partners
9.250%, 02/01/2028 (A)		365		144
Stryker
1.950%, 06/15/2030		825		661
Tenet Healthcare
6.125%, 06/15/2030		446		418
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		1,140		1,011
Teva Pharmaceutical Finance Netherlands III BV
8.125%, 09/15/2031		550		569
4.750%, 05/09/2027		200		183
UnitedHealth Group
5.350%, 02/15/2033		1,525		1,508
5.300%, 02/15/2030		1,800		1,789
US Renal Care
10.625%, 06/28/2028 (A)		151		100
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		451
Zoetis
2.000%, 05/15/2030	$	1,100		881
				28,533
Industrials — 8.5%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		285
4.875%, 01/16/2024		400		399
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		377
4.000%, 08/11/2041 (A)		640		498
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		340
Air Canada
3.875%, 08/15/2026 (A)		750		681
Air Lease
3.250%, 03/01/2025		850		814
Air Lease MTN
3.750%, 06/01/2026		600		566
Allegiant Travel
7.250%, 08/15/2027 (A)		295		278
Allied Universal Holdco
9.750%, 07/15/2027		649		580
6.625%, 07/15/2026 (A)		590		559

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Allison Transmission
4.750%, 10/01/2027 (A)	$	210	$	194
American Airlines
7.250%, 02/15/2028 (A)		440		421
5.750%, 04/20/2029 (A)		991		922
5.500%, 04/20/2026 (A)		653		637
American Airlines Pass-Through Trust
4.950%, 02/15/2025		302		292
American News
8.500%cash/0% PIK, 09/01/2026 (A)		1,022		1,152
APi Group DE
4.750%, 10/15/2029 (A)		143		125
4.125%, 07/15/2029 (A)		1,286		1,081
Arcosa
4.375%, 04/15/2029 (A)		500		436
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		940
Boeing
5.805%, 05/01/2050		350		317
5.150%, 05/01/2030		150		143
3.450%, 11/01/2028		375		338
3.250%, 03/01/2028		425		382
Bombardier
7.875%, 04/15/2027 (A)		760		742
Builders FirstSource
4.250%, 02/01/2032 (A)		310		254
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		286
Carriage Purchaser
7.875%, 10/15/2029 (A)		220		167
Carrier Global
2.493%, 02/15/2027		1,100		991
2.242%, 02/15/2025		1,000		950
Chart Industries
7.500%, 01/01/2030 (A)		300		302
CoreCivic
8.250%, 04/15/2026		350		355
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		430
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		749
DP World MTN
5.625%, 09/25/2048 (A)		250		221
Garda World Security
7.750%, 02/15/2028 (A)		255		250
GEO Group
10.500%, 06/30/2028		742		744
GFL Environmental
5.125%, 12/15/2026 (A)		200		190
4.750%, 06/15/2029 (A)		760		676
4.000%, 08/01/2028 (A)		1,188		1,038

302

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)	$	455	$	389
5.625%, 06/01/2029 (A)		1,271		1,048
GYP Holdings III
4.625%, 05/01/2029 (A)		470		405
H&E Equipment Services
3.875%, 12/15/2028 (A)		450		384
Hillenbrand
3.750%, 03/01/2031		589		471
Husky III Holding
13.000%cash/0% PIK, 02/15/2025 (A)		600		594
Icahn Enterprises
4.750%, 09/15/2024		1,011		974
IHS Holding
6.250%, 11/29/2028 (A)		350		265
5.625%, 11/29/2026 (A)		440		362
Johnson Controls International
4.900%, 12/01/2032		150		143
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		500
Madison IAQ
5.875%, 06/30/2029 (A)		189		152
4.125%, 06/30/2028 (A)		179		155
Mexico City Airport Trust
5.500%, 10/31/2046		400		305
5.500%, 07/31/2047		892		678
4.250%, 10/31/2026 (A)		210		197
3.875%, 04/30/2028 (A)		1,190		1,076
MHP Lux
6.950%, 04/03/2026		1,870		1,263
MV24 Capital BV
6.748%, 06/01/2034		2,261		1,995
Northrop Grumman
3.250%, 01/15/2028		1,950		1,788
Otis Worldwide
2.565%, 02/15/2030		1,425		1,181
Park-Ohio Industries
6.625%, 04/15/2027		740		642
Rand Parent
8.500%, 02/15/2030 (A)		835		772
Regal Rexnord
6.300%, 02/15/2030 (A)		575		555
RR Donnelley & Sons
9.750%, 07/31/2028 (A)		230		230
Spirit AeroSystems
9.375%, 11/30/2029 (A)		340		346
4.600%, 06/15/2028		1,777		1,385
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		823		822
Standard Industries
4.375%, 07/15/2030 (A)		645		534

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Stanley Black & Decker
4.250%, 11/15/2028	$	650	$	606
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		200
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,436
Titan International
7.000%, 04/30/2028		1,520		1,421
TK Elevator Holdco GmbH
7.625%, 07/15/2028 (A)		1,546		1,407
TransDigm
6.750%, 08/15/2028 (A)		390		384
6.250%, 03/15/2026 (A)		610		599
5.500%, 11/15/2027		960		899
4.875%, 05/01/2029		359		316
4.625%, 01/15/2029		135		118
Triumph Group
9.000%, 03/15/2028 (A)		1,615		1,597
7.750%, 08/15/2025		1,161		1,103
Tutor Perini
6.875%, 05/01/2025 (A)		1,120		1,024
United Airlines
4.625%, 04/15/2029 (A)		330		284
United Rentals North America
5.250%, 01/15/2030		530		490
4.875%, 01/15/2028		300		280
Vertiv Group
4.125%, 11/15/2028 (A)		810		712
VistaJet Malta Finance
9.500%, 06/01/2028 (A)		240		211
7.875%, 05/01/2027 (A)		990		852
VT Topco
8.500%, 08/15/2030 (A)		645		639
XPO Escrow Sub
7.500%, 11/15/2027 (A)		660		667
				55,958
Information Technology — 2.7%
Arches Buyer
6.125%, 12/01/2028 (A)		364		296
Broadcom
3.500%, 02/15/2041 (A)		525		365
3.469%, 04/15/2034 (A)		175		137
3.419%, 04/15/2033 (A)		1,150		920
3.187%, 11/15/2036 (A)		53		38
Castle US Holding
9.500%, 02/15/2028 (A)		1,334		715
Central Parent
7.250%, 06/15/2029 (A)		800		776
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		936		798

SEI Institutional Managed Trust

303

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommScope
6.000%, 03/01/2026 (A)	$	210	$	196
4.750%, 09/01/2029 (A)		460		338
Dell International
6.020%, 06/15/2026		1,525		1,531
5.300%, 10/01/2029		75		73
Elastic
4.125%, 07/15/2029 (A)		695		592
Gen Digital
7.125%, 09/30/2030 (A)		660		650
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		1,831
Imola Merger
4.750%, 05/15/2029 (A)		1,054		924
Lam Research
1.900%, 06/15/2030		300		241
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		460		455
NCR
5.125%, 04/15/2029 (A)		380		335
NXP BV
3.400%, 05/01/2030		225		192
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Oracle
6.250%, 11/09/2032		2,175		2,202
2.950%, 04/01/2030		98		83
2.875%, 03/25/2031		550		449
Presidio Holdings
8.250%, 02/01/2028 (A)		110		105
Prosus
3.680%, 01/21/2030 (A)		250		202
Prosus MTN
4.027%, 08/03/2050 (A)		560		320
3.061%, 07/13/2031 (A)		300		223
SNF Group
3.375%, 03/15/2030 (A)		310		250
Sprint Capital
8.750%, 03/15/2032		510		590
TeamSystem
3.500%, 02/15/2028 (A)	EUR	550		499
United Group BV
4.625%, 08/15/2028 (A)		450		405
Vericast
12.500%, 12/15/2027 (A)	$	180		204
11.000%, 09/15/2026 (A)		240		251
Virtusa
7.125%, 12/15/2028 (A)		275		222
				17,411

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Materials — 2.0%
Anglo American Capital
5.625%, 04/01/2030 (A)	$	500	$	483
AngloGold Ashanti Holdings
3.750%, 10/01/2030		930		749
Ardagh Metal Packaging Finance USA
6.000%, 06/15/2027 (A)		210		202
4.000%, 09/01/2029 (A)		360		281
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		275		196
Avient
7.125%, 08/01/2030 (A)		500		491
Axalta Coating Systems
3.375%, 02/15/2029 (A)		942		784
Berry Global
1.570%, 01/15/2026		325		294
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		270		239
Chemours
4.625%, 11/15/2029 (A)		645		519
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		715		609
First Quantum Minerals
8.625%, 06/01/2031 (A)		840		836
6.875%, 10/15/2027 (A)		800		767
Freeport-McMoRan
5.450%, 03/15/2043		420		358
Huntsman International
4.500%, 05/01/2029		375		339
Ingevity
3.875%, 11/01/2028 (A)		735		606
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		128
OCP
3.750%, 06/23/2031 (A)		200		158
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		200		195
Rayonier AM Products
7.625%, 01/15/2026 (A)		125		106
Sasol Financing USA
5.500%, 03/18/2031		440		345
4.375%, 09/18/2026		1,360		1,205
Scotts Miracle-Gro
4.000%, 04/01/2031		826		631
Sealed Air
6.875%, 07/15/2033 (A)		411		399
6.125%, 02/01/2028 (A)		200		194
Smyrna Ready Mix Concrete
6.000%, 11/01/2028 (A)		710		656
Suzano Austria GmbH
3.125%, 01/15/2032		590		453

304

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200	$	189
Vale Overseas
6.250%, 08/10/2026	$	380		386
WR Grace Holdings
5.625%, 08/15/2029 (A)		670		542
				13,340
Real Estate — 0.8%
Agree
2.900%, 10/01/2030		175		141
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		314
CoStar Group
2.800%, 07/15/2030 (A)		625		504
Cushman & Wakefield US Borrower
8.875%, 09/01/2031 (A)		300		290
Essex Portfolio
3.000%, 01/15/2030		400		332
Five Point Operating
7.875%, 11/15/2025 (A)		260		245
Prologis
1.750%, 07/01/2030		300		233
Realty Income
4.875%, 06/01/2026		1,000		981
2.850%, 12/15/2032		375		293
Service Properties Trust
5.500%, 12/15/2027		500		427
Spirit Realty
3.200%, 01/15/2027		600		544
WP Carey
4.250%, 10/01/2026		700		668
				4,972
Utilities — 1.0%
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		117
American Electric Power
2.300%, 03/01/2030		300		241
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		130
Eskom Holdings SOC MTN
6.350%, 08/10/2028		500		454
NiSource
3.600%, 05/01/2030		50		44
Pike
5.500%, 09/01/2028 (A)		983		860
Sempra
3.400%, 02/01/2028		1,075		978
Southern California Edison
4.200%, 03/01/2029		450		419

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sunnova Energy
11.750%, 10/01/2028 (A)	$	360	$	347
5.875%, 09/01/2026 (A)		560		480
TransAlta
7.750%, 11/15/2029		270		273
6.500%, 03/15/2040		980		919
Vistra Operations
3.550%, 07/15/2024 (A)		1,200		1,170
				6,432
Total Corporate Obligations
(Cost $386,632) ($ Thousands)				340,290
LOAN PARTICIPATIONS — 11.5%
1011778 B.C., Term Loan
7.566%, 09/23/2030 (D)		420		418
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
8.677%, CME Term SOFR + 3.000%, 02/07/2029 (B)(D)		909		883
Acrisure, LLC, 1st Lien
11.121%, 02/15/2027		586		587
Acrisure, LLC, 2020 Term Loan, 1st Lien
8.931%, Syn LIBOR + 3.500%, 02/15/2027 (D)		357		352
ADS Tactical Inc, Term Loan, 1st Lien
11.181%, 03/19/2026 (D)		955		935
Adtalem Global, Term Loan, 1st Lien
9.431%, 08/12/2028		101		101
Agiliti Health, Term Loan, 1st Lien
8.247%, 05/01/2030		430		428
Allen Media LLC, Initial Term Loan, 1st Lien
11.040%, 02/10/2027 (D)		956		848
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
9.166%, CME Term SOFR + 3.750%, 05/12/2028 (D)(G)		665		642
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.931%, 08/17/2028 (D)		523		521
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien
9.331%, 02/15/2029 (D)		960		945
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
9.431%, CME Term SOFR + 3.500%, 01/29/2027 (D)		354		351

SEI Institutional Managed Trust

305

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
9.431%, CME Term SOFR + 3.500%, 01/29/2027 (D)	$	178	$	176
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 03/11/2028 (B)(D)		319		304
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
8.181%, 05/15/2026 (D)		19		19
Arcis Golf LLC, Initial Term Loan, 1st Lien
9.681%, 11/24/2028		690		689
Assured Partners, Term Loan
9.566%, 02/12/2027 (G)		380		380
Asurion, LLC, New B-4 Term Loan, 2nd Lien
10.681%, 01/20/2029 (D)		950		840
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.681%, CME Term SOFR + 0.000%, 07/31/2027 (D)		497		480
Athena Helath Group, Initial Term Loan
8.568%, 02/15/2029 (D)		79		78
Autokiniton, Term Loan B, 1st Lien
9.931%, 04/06/2028 (D)		215		210
Barnes Group, Initial Term Loan
8.416%, 09/03/2030		690		690
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
8.166%, CME Term SOFR + 2.750%, 06/07/2028 (D)		974		964
Brown Group Holdings, LLC, Term Loan B-2
9.173%, 07/02/2029		23		23
9.119%, 07/02/2029 (D)		48		47
Caesars Entertainment, Term Loan, 1st Lien
8.666%, 02/06/2030 (D)		219		219
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
10.040%, CME Term SOFR + 4.500%, 11/12/2027 (D)		997		886
Carnival Corporation, Intial Term Loan
8.327%, 08/08/2027		209		209
Chariot Buyer LLC, Initial Term Loan, 1st Lien
8.666%, 11/03/2028 (D)		565		556
Cinemark USA, Term Loan
9.140%, 05/24/2030		502		501
9.066%, 05/24/2030		1,149		1,147
Citaldel Securities LP
7.931%, 07/29/2030		630		628
Clarios Global, Term Loan, 1st Lien
9.066%, 05/06/2030 (D)		420		419

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Clark Equipment Company, Term Loan B, 1st Lien
7.990%, 04/20/2029 (D)	$	87	$	87
Copeland, Term Loan, 1st Lien
8.316%, 05/31/2030		340		339
CPP, Term Loan, 2nd Lien
13.269%, 04/30/2026		370		309
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien
10.344%, 02/20/2029 (D)		482		473
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
12.316%, CME Term SOFR + 7.000%, 02/19/2029 (D)		2,190		2,040
DCert Buyer, Inc., Initial Term Loan, 1st Lien
9.316%, CME Term SOFR + 4.000%, 10/16/2026 (D)		865		858
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
12.402%, 04/07/2028 (D)		300		282
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
9.140%, CME Term SOFR + 3.750%, 04/09/2027 (D)		242		236
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien
10.431%, CME Term SOFR + 5.000%, 08/02/2027 (D)		779		760
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (B)		814		814
Donnelley Financial, Term Loan, 1st Lien
12.666%, 03/17/2028		655		653
Empire Today, Term Loan, 1st Lien
10.439%, 04/03/2028 (D)		150		122
Energize Holdco LLC, Initial Term Loan, 1st Lien
9.181%, 12/08/2028 (D)		788		777
Energize Holdco LLC, Initial Term Loan, 2nd Lien
12.181%, 12/07/2029		425		397
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
7.722%, EURIBOR + 3.750%, 05/19/2028 (D)		319		335
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
9.152%, 05/19/2028		711		706
Entercom Media Corp., Term B-2 Loan, 1st Lien
8.131%, CME Term SOFR + 2.500%, 11/18/2024 (D)		1,140		484

306

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
14.731%, 03/08/2024 (D)	$	242	$	234
EyeCare Partners, LLC, Term Loan, 1st Lien
9.181%, CME Term SOFR + 3.750%, 02/18/2027 (D)		744		519
EyeCare Partners, Term Loan, 1st Lien
9.181%, 11/15/2028		453		311
EyeCare Partners, Term Loan, 2nd Lien
12.181%, 11/15/2029		430		224
Fanatics Commercial, Term Loan, 1st Lien
8.828%, 11/24/2028		707		705
First Brand Group, Term Loan, 2nd Lien
14.381%, 03/30/2028		1,410		1,323
First Brands Group, LLC, 2021 Term Loan, 1st Lien
10.881%, CME Term SOFR + 5.000%, 03/30/2027 (D)		538		530
First Brands Group, LLC, Term Loan, 1st Lien
10.881%, 03/30/2027		542		534
Focus Financial, Term Loan, 1st Lien
8.566%, 06/30/2028		565		563
7.816%, 06/30/2028		528		526
Froneri International Limited, Facility B1, 1st Lien
6.097%, Euribor + 2.375%, 01/29/2027 (D)		330		343
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.490%, CME Term SOFR + 4.000%, 10/01/2027 (D)		1,945		1,895
Garda Security, Term Loan, 1st Lien
9.646%, 02/01/2029		475		473
Garda World Security Corp
9.746%, CME Term SOFR + 4.250%, 10/30/2026 (D)		679		677
Garret Motion S.A.R.L., Term Loan, 1st Lien
10.131%, 04/30/2028		286		286
9.869%, 04/30/2028		429		428
GEO Group, Term Loan, 1st Lien
12.441%, 03/23/2027		403		410
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
9.990%, CME Term SOFR + 4.500%, 02/19/2026 (D)		354		354
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.780%, CME Term SOFR + 4.250%, 10/02/2025 (D)		660		458
Global Tel*Link Corporation, Term Loan, 1st Lien
9.769%, CME Term SOFR + 0.040%, 11/29/2025 (D)		415		402

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
9.181%, 03/06/2028 (D)	$	787	$	784
Greystone Select, Term Loan, 1st Lien
10.582%, 06/16/2028 (D)		281		277
Grinding Media, Inc., Term Loan B, 1st Lien
9.530%, 10/12/2028 (D)		931		922
GTCR W Merger Sub LLC
0.000%, 09/20/2030 (G)(H)		320		320
Harbor Freight Tools USA, Inc
8.181%, 10/19/2027		878		870
Hayward Industries, 1st Lien
8.666%, 05/30/2028		267		265
Hudson River Trading, LLC, Term Loan, 1st Lien
8.631%, CME Term SOFR + 3.000%, 03/20/2028 (D)		1,015		1,008
Hunter Douglas, Term Loan
8.891%, 02/26/2029		233		227
Hunter Douglas, Term Loan, 1st Lien
8.891%, 02/26/2029 (D)		636		618
Hyperion Insurance, Term Loan, 1st Lien
9.316%, 04/18/2030		119		119
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
9.402%, 12/22/2028		766		760
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
12.402%, 12/21/2029		225		202
Intelsat Jackson Holdings S.A., Term B Loan, 1st Lien
9.772%, CME Term SOFR + 4.250%, 02/01/2029 (D)		976		973
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
8.181%, CME Term SOFR + 2.750%, 01/26/2028 (D)		1,019		1,015
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
8.931%, CME Term SOFR + 3.500%, 05/05/2028 (D)		705		704
Jump Financial, LLC, Term Loan, 1st Lien
10.152%, CME Term SOFR + 4.500%, 08/07/2028 (D)		1,872		1,774
Knight Health Holdings, Term Loan, 1st Lien
10.681%, 12/23/2028		639		149
LABL, Inc., Initial Dollar Term Loan, 1st Lien
10.416%, CME Term SOFR + 5.000%, 10/29/2028 (D)		639		636
Learfield, Term Loan, 1st Lien
0.000%, 12/31/2027 (G)(H)		450		367

SEI Institutional Managed Trust

307

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Lids Holdings, Term Loan
11.060%, 12/14/2026 (B)	$	844	$	806
Loyalty Ventures Inc., Term B Loan, 1st Lien
13.750%, 11/03/2027		829		4
LRS Holdings, LLC, Intial Term Loan, 1st Lien
9.681%, 08/31/2028		658		645
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.631%, CME Term SOFR + 5.000%, 07/27/2028 (D)(G)		446		330
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
8.681%, CME Term SOFR + 3.250%, 10/23/2028 (D)		936		933
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
8.931%, 08/02/2028 (D)		709		700
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
9.916%, CME Term SOFR + 4.250%, 09/01/2028 (D)		460		432
MRI Software, Term Loan, 1st Lien
10.990%, 02/10/2026		537		523
NCL Corp, Term Loan, 1st Lien
7.666%, 01/02/2025		1,056		1,043
Neptune Bidco, Term Loan, 1st Lien
10.149%, 10/11/2028		788		703
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien
9.816%, 08/17/2028		400		399
Pacific Bells, LLC, Initial Term Loan, 1st Lien
10.152%, 11/10/2028		255		252
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
10.184%, 08/18/2028		472		384
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
9.881%, 12/15/2028		560		447
Peraton Corp., Term B Loan, 1st Lien
9.166%, CME Term SOFR + 3.750%, 02/01/2028 (D)		1,113		1,110
Peraton Corp., Term B-1 Loan, 2nd Lien
12.979%, CME Term SOFR + 7.750%, 02/01/2029 (D)		580		566
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
8.681%, CME Term SOFR + 3.250%, 03/05/2026 (D)		41		41
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
9.652%, CME Term SOFR + 4.000%, 12/17/2027 (D)(G)		725		714

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Polyconcept, Term Loan, 1st Lien
10.816%, 05/18/2029	$	663	$	636
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
8.490%, CME Term SOFR + 3.000%, 11/18/2027 (D)		740		730
Project Sky, Term Loan, 1st Lien
11.416%, 10/08/2029 (D)		140		133
9.166%, 10/08/2028 (D)		758		743
Quikrete Holdings, Inc., Term Loan, 1st Lien
8.181%, 03/19/2029		660		660
Redstone Holdco, Term Loan, 1st Lien
10.184%, CME Term SOFR + 4.750%, 04/27/2028 (D)		514		438
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
9.377%, CME Term SOFR + 3.750%, 11/16/2025 (D)		460		458
RegionalCare/Lifepoint Health, Term Loan, 1st Lien
0.000%, 11/16/2028 (G)(H)		550		534
Resolute Investment Managers, Inc., Tranche C Term Loan, 1st Lien
9.790%, 04/30/2024 (G)		288		177
Royal Caribbean Cruises, Term Loan, 1st Lien
13.881%, 07/27/2029		900		414
Sedgewick CMS, Term Loan, 1st Lien
9.066%, 02/24/2028		479		478
Sigma Holdco
8.210%, 07/02/2025 (G)		1		1
Signature Aviation/BBA Aviation, Term Loan, 1st Lien
9.066%, 07/02/2029		19		19
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 10/20/2027 (D)		408		422
Smyrna Ready Mix Concrete, LLC, Initial Term Loan, 1st Lien
9.666%, CME Term SOFR + 4.250%, 04/02/2029 (D)		546		547
Sotera Health, Term Loan, 1st Lien
9.074%, 12/11/2026		439		439
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
11.416%, 06/19/2026		574		569
SPX Flow, Inc., Term Loan, 1st Lien
9.916%, CME Term SOFR + 4.500%, 04/05/2029 (D)		767		764
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
10.073%, 08/31/2028		291		289

308

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Topgolf, Term Loan, 1st Lien
8.916%, 03/15/2030	$	418	$	415
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.902%, CME Term SOFR + 3.500%, 03/31/2028 (D)		772		752
UFC Holdings, Term Loan, 1st Lien
8.369%, 04/29/2026		336		336
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
9.219%, CME Term SOFR + 3.750%, 05/04/2026 (D)		241		240
United AirLines, Inc., Class B Term Loan, 1st Lien
9.182%, CME Term SOFR + 0.000%, 04/21/2028 (D)		232		232
Universal Servies, Term Loan, 1st Lien
10.066%, 05/12/2028		320		315
UST Holdings, Term Loan, 1st Lien
8.946%, 11/20/2028		481		472
Verscend Holding Corp., Term B-1 Loan, 1st Lien
9.431%, CME Term SOFR + 4.000%, 08/27/2025 (D)		1,045		1,044
Vertex Aerospace Services Corp., Initial Term Loan, 1st Lien
8.916%, CME Term SOFR + 4.000%, 12/06/2028 (D)		765		765
Virgin Media Bristol LLC, N Facility, 1st Lien
7.947%, CME Term SOFR + 2.500%, 01/31/2028 (D)		1,275		1,237
Virtusa, Term Loan
9.331%, 02/11/2028		910		903
WP CPP Holdings, Term B Loan
9.270%, CME Term SOFR + 3.750%, 04/30/2025 (D)		501		470
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
9.652%, 07/26/2028 (D)		747		733
Total Loan Participations
(Cost $80,020) ($ Thousands)				75,730
SOVEREIGN DEBT — 8.8%
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050(A)		1,630		1,220
Adani Ports & Special Economic Zone
4.000%, 07/30/2027		910		767
3.375%, 07/24/2024		570		552

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Angolan Government International Bond
9.375%, 05/08/2048	$	200	$	147
9.125%, 11/26/2049(A)		1,170		837
8.750%, 04/14/2032(A)		210		168
8.000%, 11/26/2029(A)		420		345
Argentine Republic Government International Bond
3.625%, 07/09/2024(F)		1,316		324
3.500%, 07/09/2029(F)		1,310		335
1.000%, 07/09/2029		262		73
0.750%, 07/09/2027(F)		3,590		1,021
0.500%, 07/09/2029	EUR	6		1
Azerbaijan Government International Bond
3.500%, 09/01/2032	$	1,360		1,105
Bahrain Government International Bond MTN
5.625%, 05/18/2034(A)		940		803
Benin Government International Bond
4.875%, 01/19/2032(A)	EUR	1,480		1,161
Brazil Government International Bond
5.333%, 02/15/2028	$	100		97
Buenos Aires Government International Bond MTN
6.375%, 09/01/2024(A)(F)		5,612		1,826
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)		300		300
Ciudad Autonoma De Buenos Aires
7.500%, 06/01/2027		280		256
Colombia Government International Bond
4.125%, 05/15/2051		630		351
3.125%, 04/15/2031		730		539
3.000%, 01/30/2030		730		559
Cordoba Government International Bond
6.990%, 06/01/2027(A)(F)		526		391
Country Garden Holdings
8.000%, 01/27/2024		200		18
Dominican Republic International Bond
7.450%, 04/30/2044		600		547
6.850%, 01/27/2045		660		560
6.500%, 02/15/2048(A)		1,270		1,025
6.400%, 06/05/2049(A)		660		522
5.500%, 02/22/2029(A)		240		219
4.875%, 09/23/2032		460		373
4.500%, 01/30/2030		550		466
Ecuador Government International Bond
6.000%, 07/31/2024(A)(F)		352		179
2.500%, 07/31/2024(A)(F)		1,128		367
0.000%, 07/31/2030(A)(I)		329		98
Egypt Government International Bond
8.875%, 05/29/2050(A)		710		383
8.700%, 03/01/2049(A)		520		277
8.500%, 01/31/2047		450		239

SEI Institutional Managed Trust

309

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
7.903%, 02/21/2048(A)	$	360	$	184
5.800%, 09/30/2027		990		650
4.750%, 04/16/2026(A)	EUR	100		74
Gabon Government International Bond
7.000%, 11/24/2031(A)	$	350		259
Gatwick Airport Finance
4.375%, 04/07/2026	GBP	660		746
Guatemala Government Bond
6.125%, 06/01/2050(A)	$	530		456
4.900%, 06/01/2030(A)		280		254
4.875%, 02/13/2028		790		732
4.500%, 05/03/2026(A)		770		729
4.375%, 06/05/2027(A)		790		728
Indonesia Government International Bond
7.000%, 05/15/2027	IDR	24,044,000		1,576
3.850%, 10/15/2030	$	200		179
2.850%, 02/14/2030		900		765
1.100%, 03/12/2033	EUR	400		305
0.900%, 02/14/2027		180		169
Inter-American Development Bank MTN
7.350%, 10/06/2030	INR	114,000		1,361
Iraq Government International Bond
5.800%, 01/15/2028	$	158		145
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		305
6.125%, 06/15/2033	$	450		372
5.250%, 03/22/2030	EUR	390		345
4.875%, 01/30/2032(A)		1,660		1,336
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		814
Jordan Government International Bond
7.750%, 01/15/2028(A)		500		498
Kenya Government International Bond
8.250%, 02/28/2048(A)		260		177
Lebanon Government International Bond
8.250%, 05/17/2034(C)		30		3
8.200%, 05/17/2033(C)		40		3
7.150%, 11/20/2031(C)		40		3
7.050%, 11/02/2035(C)		100		8
7.000%, 03/20/2028(C)		40		3
6.850%, 03/23/2027(C)		100		8
6.850%, 05/25/2029(C)		721		57
6.750%, 11/29/2027(C)		410		33
6.650%, 04/22/2024(C)		170		14
6.650%, 11/03/2028(C)		80		6
6.650%, 02/26/2030(C)		832		66
6.600%, 11/27/2026(C)		30		2
6.200%, 02/26/2025(C)		860		68
Mexican Bonos
5.750%, 03/05/2026	MXN	14,530		750
Mexico Government International Bond
3.771%, 05/24/2061	$	520		305

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
2.659%, 05/24/2031	$	920	$	726
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		555
1.500%, 11/27/2031(A)	EUR	290		224
Mozambique International Bond
9.000%, 09/15/2031(F)	$	220		172
Nigeria Government International Bond
8.747%, 01/21/2031		1,720		1,447
7.696%, 02/23/2038(A)		690		482
Oman Government International Bond
6.750%, 01/17/2048		200		184
6.250%, 01/25/2031(A)		1,600		1,578
Pakistan Government International Bond
6.875%, 12/05/2027		200		102
6.000%, 04/08/2026(A)		540		278
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		420		183
Panama Government International Bond
4.500%, 04/01/2056		300		197
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		270
Paraguay Government International Bond
6.100%, 08/11/2044		500		439
5.600%, 03/13/2048		760		613
5.400%, 03/30/2050(A)		320		252
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		519
4.450%, 02/20/2029(A)		330		315
Qatar Government International Bond
5.103%, 04/23/2048(A)		820		742
4.817%, 03/14/2049(A)		690		598
4.625%, 06/02/2046		280		242
4.400%, 04/16/2050(A)		450		366
3.750%, 04/16/2030(A)		200		187
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		156
3.375%, 01/28/2050	EUR	230		143
2.875%, 05/26/2028		650		615
2.875%, 03/11/2029		1,490		1,380
2.124%, 07/16/2031(A)		250		196
2.000%, 12/08/2026(A)		590		570
2.000%, 01/28/2032(A)		110		84
2.000%, 04/14/2033(A)		900		654
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070		821
3.750%, 01/21/2055(A)		220		146
3.250%, 10/22/2030(A)		430		376
Serbia Government International Bond
1.500%, 06/26/2029(A)	EUR	500		407

310

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
South Africa Government International Bond
5.650%, 09/27/2047	$	950	$	630
4.850%, 09/27/2027		890		821
4.300%, 10/12/2028		200		173
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)(C)		910		419
6.850%, 03/14/2024(A)(C)		200		95
6.850%, 11/03/2025(C)		570		271
6.825%, 07/18/2026(A)(C)		250		119
6.750%, 04/18/2028(A)(C)		360		167
Turkey Government International Bond
7.625%, 04/26/2029		560		537
6.875%, 03/17/2036		60		51
6.500%, 09/20/2033		900		769
6.000%, 03/25/2027		320		298
6.000%, 01/14/2041		1,980		1,459
4.250%, 04/14/2026		530		484
Ukraine Government International Bond
9.750%, 11/01/2030(A)(C)		640		186
8.994%, 02/01/2026(C)		280		88
7.750%, 09/01/2025(C)		910		297
7.750%, 09/01/2026(C)		230		68
7.750%, 09/01/2029(C)		250		71
7.375%, 09/25/2034(A)(C)		200		53
7.253%, 03/15/2035(A)(C)		420		109
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		335
3.700%, 11/25/2030(A)		660		515
Virgin Money UK
9.250%, GUKG5 + 8.307%, 06/08/2172(D)(E)	GBP	300		356
Zambia Government International Bond
5.375%, 09/20/2022(C)	$	760		373
Total Sovereign Debt
(Cost $77,551) ($ Thousands)				57,902
MORTGAGE-BACKED SECURITIES — 7.5%
Agency Mortgage-Backed Obligations — 0.9%
FHLMC
6.000%, 12/01/2052		89		89
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050		541		105
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050		472		77

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1
10.529%, SOFR30A + 5.214%, 06/25/2050(A)(D)	$	1,140	$	1,234
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1
10.115%, SOFR30A + 4.800%, 10/25/2050(A)(D)		210		228
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1
8.315%, SOFR30A + 3.000%, 12/25/2050(A)(D)		630		619
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2
7.115%, SOFR30A + 1.800%, 01/25/2051(A)(D)		132		131
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
8.815%, SOFR30A + 3.500%, 10/25/2033(A)(D)		390		403
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
8.365%, SOFR30A + 3.050%, 01/25/2034(A)(D)		590		591
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.515%, SOFR30A + 2.200%, 05/25/2042(A)(D)		560		565
FNMA
2.789%, 01/01/2035(D)		342		277
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
0.171%, 05/25/2045(D)		1,261		68
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
0.721%, 01/25/2048(D)		870		73
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050		502		99
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048		964		186
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
1.155%, 01/16/2040(D)		982		89
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
0.611%, 08/20/2043(D)		105		9
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		1,210		192
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		683		113
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		265		32
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
0.221%, 07/20/2047(D)		1,033		60
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
0.761%, 09/20/2048(D)		290		28

SEI Institutional Managed Trust

311

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
0.761%, 09/20/2048(D)	$	396	$	32
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
0.761%, 09/20/2048(D)		1,341		112
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
0.761%, 05/20/2048(D)		1,269		100
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
0.261%, 01/20/2048(D)		821		57
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
0.611%, 01/20/2049(D)		211		15
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
0.661%, 09/20/2049(D)		778		52
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
0.661%, 09/20/2049(D)		592		44
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049		1,886		304
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
0.611%, 01/20/2049(D)		165		12
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
0.661%, 06/20/2049(D)		129		10
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050		704		134
				6,140
Non-Agency Mortgage-Backed Obligations — 6.6%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
6.364%, TSFR1M + 1.044%, 11/25/2034(D)		308		301
Alternative Loan Trust, Ser 2005-81, Cl A1
5.994%, TSFR1M + 0.674%, 02/25/2037(D)		443		357
BANK, Ser 2022-BNK44, Cl D
4.000%, 11/15/2032(A)(D)		600		333
BANK, Ser 2023-BNK46, Cl XA, IO
0.749%, 08/15/2056(D)		3,410		138
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052		870		743
Benchmark Mortgage Trust, Ser 2019-B10, Cl A2
3.614%, 03/15/2062		146		144
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.152%, 05/15/2052(D)		10,436		397
Benchmark Mortgage Trust, Ser 2023-V3, Cl D
4.000%, 07/15/2056(A)		500		345
BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F
10.768%, TSFR1M + 5.436%, 02/15/2039(A)(D)		480		455

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A
3.125%, 01/29/2070(A)(F)	$	647	$	580
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
7.528%, TSFR1M + 2.196%, 04/15/2034(A)(D)		1,970		1,930
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J
9.337%, TSFR1M + 4.004%, 10/15/2038(A)(D)		391		369
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E
11.203%, TSFR1M + 5.871%, 06/15/2040(A)(D)		560		558
BX Trust, Ser 2021-SDMF, Cl F
7.384%, TSFR1M + 2.051%, 09/15/2034(A)(D)		310		291
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)		912		888
CFK Trust, Ser 2020-MF2, Cl E
3.573%, 03/15/2039(A)(D)		500		380
CIM Trust, Ser 2023-R4, Cl A1
5.000%, 05/25/2062(A)(D)		542		523
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl A3
3.203%, 09/15/2050		770		698
Citigroup Mortgage Loan Trust, Ser 2022-A, Cl A1
6.170%, 09/25/2062(A)(F)		561		556
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
9.779%, SOFR30A + 4.464%, 04/25/2031(A)(D)		460		488
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
9.529%, SOFR30A + 4.214%, 07/25/2039(A)(D)		492		508
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
8.415%, SOFR30A + 3.100%, 10/25/2041(A)(D)		1,020		1,021
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
8.065%, SOFR30A + 2.750%, 12/25/2041(A)(D)		680		676
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1
9.815%, SOFR30A + 4.500%, 04/25/2042(A)(D)		433		447

312

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2
8.315%, SOFR30A + 3.000%, 04/25/2042(A)(D)	$	386	$	391
Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
8.979%, SOFR30A + 3.664%, 07/25/2030(D)		570		604
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
8.531%, TSFR3M + 0.000%, 08/09/2024(A)(D)		925		900
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		171
CSMC Trust, Ser 2017-RPL1, Cl M2
2.962%, 07/25/2057(A)(D)		1,190		820
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041(A)		950		786
CSMC Trust, Ser 2022-RPL4, Cl A1
3.904%, 04/25/2062(A)(D)		171		156
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1
5.112%, 05/25/2065(A)(D)		600		570
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
5.594%, TSFR1M + 0.274%, 11/25/2036(D)		366		358
GS Mortgage Securities Trust, Ser 2015-GC32, Cl D
3.345%, 07/10/2048		380		321
GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G
9.829%, TSFR1M + 4.497%, 11/15/2032(A)(D)		500		490
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C
9.698%, TSFR1M + 4.364%, 09/15/2031(A)(D)		1,754		624
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
8.705%, TSFR1M + 3.364%, 12/15/2036(A)(D)		595		559
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
6.555%, TSFR1M + 1.214%, 12/15/2036(A)(D)		1,830		1,802
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
5.682%, TSFR1M + 0.354%, 11/19/2036(D)		1,469		1,224
Impac CMB Trust, Ser 2005-4, Cl 1M1
6.079%, TSFR1M + 0.544%, 05/25/2035(D)		577		516

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
8.716%, TSFR1M + 3.389%, 07/05/2033(A)(D)	$	910	$	679
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
8.548%, TSFR1M + 2.964%, 09/15/2029(A)(D)		1,730		1,095
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2022-ACB, Cl D
8.213%, SOFR30A + 2.900%, 03/15/2039(A)(D)		600		570
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
9.713%, TSFR1M + 4.379%, 11/15/2038(A)(D)		710		671
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066(A)(F)		660		511
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
3.466%, 06/26/2036(A)(F)		186		169
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
8.679%, SOFR30A + 3.364%, 10/25/2049(A)(D)		490		477
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
9.179%, SOFR30A + 3.864%, 03/25/2050(A)(D)		479		466
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
6.484%, TSFR1M + 1.164%, 01/25/2048(A)(D)		249		242
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
10.684%, TSFR1M + 5.364%, 05/25/2055(A)(D)		468		468
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
2.726%, TSFR1M + 0.544%, 03/26/2036(A)(D)		218		201
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
9.129%, SOFR30A + 3.814%, 11/27/2031(A)(D)		171		170
PRKCM Trust, Ser 2023-AFC1, Cl A3
7.304%, 02/25/2058(A)(F)		300		300
RALI Series Trust, Ser 2006-QO2, Cl A2
5.974%, TSFR1M + 0.654%, 02/25/2046(D)		1,286		255

SEI Institutional Managed Trust

313

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
RALI Series Trust, Ser 2007-QO2, Cl A1
5.584%, TSFR1M + 0.264%, 02/25/2047(D)	$	789	$	278
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057(D)		1,463		1,348
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(D)		1,125		980
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(D)		1,720		1,443
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(D)		2,230		1,902
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(D)		830		717
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(D)		640		547
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M
4.500%, 11/25/2061(A)(D)		320		255
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.856%, 07/05/2036(A)(D)		885		726
SMR Mortgage Trust, Ser 2021-IND, Cl F
11.332%, TSFR1M + 6.000%, 02/15/2039(A)(D)		789		688
Soho Trust, Ser 2021-SOHO, Cl D
2.787%, 08/10/2038(A)(D)		440		256
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
6.004%, TSFR1M + 0.684%, 10/25/2036(A)(D)		890		856
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl E
8.923%, TSFR1M + 3.594%, 11/11/2034(A)(D)		1,742		1,684
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl F
9.695%, TSFR1M + 4.367%, 11/11/2034(A)(D)		583		561
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(D)		640		426
Towd Point Mortgage Trust, Ser 2020-2, Cl A1A
1.636%, 04/25/2060(A)(D)		263		227
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
3.444%, 12/25/2036(D)		487		416

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B
3.959%, 12/15/2047	$	390	$	360
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
4.680%, 04/25/2036(D)		340		313
				43,675
Total Mortgage-Backed Securities
(Cost $55,171) ($ Thousands)				49,815
	Shares
COMMON STOCK — 5.9%
Communication Services — 0.4%
iHeartMedia Inc *		95,895		303
Intelsat Jackson Holdings *(B)		22,561		513
Verizon Communications Inc		54,707		1,773
				2,589
Consumer Discretionary — 0.1%
Best Buy Co Inc		5,377		374
McDonald's Corp		1,109		292
				666
Consumer Staples — 1.2%
Altria Group Inc		40,102		1,686
Clorox Co/The		6,316		828
Coca-Cola Co/The		5,881		329
Colgate-Palmolive Co		1,237		88
Flowers Foods Inc		10,839		240
General Mills Inc		18,822		1,205
Kimberly-Clark Corp		8,756		1,058
Mondelez International Inc, Cl A		2,052		142
PepsiCo Inc		2,083		353
Philip Morris International Inc		15,518		1,437
Procter & Gamble Co/The		3,592		524
Vector Group Ltd		6,784		72
				7,962
Energy — 0.6%
Chord Energy Corp		2,163		350
Civitas Resources Inc		3,002		243
Coterra Energy Inc		43,149		1,167
Noble Corp PLC		7,982		404
Summit Midstream Partners LP *		28,458		394
Williams Cos Inc/The		39,114		1,318
				3,876
Financials — 0.5%
American Financial Group Inc/OH		4,029		450
Artisan Partners Asset Management Inc, Cl A		3,718		139

314

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CME Group Inc, Cl A		8,836	$	1,769
Cohen & Steers Inc		1,416		89
Old Republic International Corp		15,720		424
OneMain Holdings Inc, Cl A		5,990		240
RLI Corp		2,149		292
				3,403
Health Care — 1.3%
AbbVie Inc		10,878		1,622
Amgen Inc, Cl A		5,635		1,514
Bristol-Myers Squibb Co		20,039		1,163
Gilead Sciences Inc		19,811		1,485
Medtronic PLC		14,066		1,102
Merck & Co Inc		3,836		395
Pfizer Inc		34,462		1,143
				8,424
Industrials — 0.5%
3M Co		10,842		1,015
Automatic Data Processing Inc		645		155
Illinois Tool Works Inc		417		96
MSC Industrial Direct Co Inc, Cl A		2,443		240
PACCAR Inc		15,962		1,357
Watsco Inc		687		260
				3,123
Information Technology — 0.7%
Broadcom Inc		1,925		1,599
Cisco Systems Inc		25,043		1,346
Qlik, Cl A *(B)		56		92
Qlik, Cl B *(B)		13,812		—
Texas Instruments Inc		9,213		1,465
				4,502
Materials — 0.2%
Arctic Canadian Diamond Company Ltd *(B)		824		258
LyondellBasell Industries NV, Cl A		13,537		1,282
				1,540
Real Estate — 0.4%
Innovative Industrial Properties Inc, Cl A ‡		1,511		114
Public Storage ‡		5,406		1,425
VICI Properties Inc, Cl A ‡		34,841		1,014
				2,553
Total Common Stock
(Cost $37,419) ($ Thousands)				38,638
FOREIGN COMMON STOCK — 5.4%
Australia — 0.1%
Deterra Royalties Ltd		23,284		72
Dexus ‡		57,305		270

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
JB Hi-Fi Ltd		6,557	$	192
Premier Investments Ltd		4,897		79
				613
Canada — 0.3%
BCE Inc		4,069		156
Canadian Natural Resources Ltd		21,001		1,364
Gibson Energy Inc		7,694		111
Great-West Lifeco Inc		14,862		427
Labrador Iron Ore Royalty Corp		3,116		74
				2,132
France — 0.4%
Rubis SCA		5,050		114
Sanofi		12,140		1,304
TotalEnergies SE		20,397		1,346
				2,764
Hong Kong — 1.1%
Agricultural Bank of China Ltd, Cl H		1,613,375		602
Bank of China Ltd, Cl H		4,384,547		1,534
Bank of Communications Co Ltd, Cl H		477,981		289
China CITIC Bank Corp Ltd, Cl H		489,770		228
China Construction Bank Corp, Cl H		2,704,763		1,526
CK Asset Holdings Ltd		110,031		580
CK Infrastructure Holdings Ltd		34,145		162
HKT Trust & HKT Ltd		197,586		206
Industrial & Commercial Bank of China Ltd, Cl H		1,779,230		856
PetroChina Co Ltd, Cl H		1,156,114		871
Power Assets Holdings Ltd		76,848		372
SITC International Holdings Co Ltd		71,531		120
Want Want China Holdings Ltd		274,457		179
				7,525
India — 0.2%
Bajaj Auto Ltd		3,461		211
ITC Ltd		151,563		811
				1,022
Indonesia — 0.2%
Bank Rakyat Indonesia Persero Tbk PT		3,056,137		1,033
Italy — 0.3%
Assicurazioni Generali SpA		59,767		1,225
Azimut Holding SpA		5,873		129
Italgas SpA		25,503		131
Poste Italiane SpA		28,394		300
				1,785

SEI Institutional Managed Trust

315

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Japan — 0.6%
Astellas Pharma Inc		76,501	$	1,063
Japan Tobacco Inc		66,096		1,524
Sekisui House Ltd		31,277		624
SoftBank Corp		15,573		177
USS Co Ltd		11,112		184
Yamato Kogyo Co Ltd		1,949		93
				3,665
Malaysia — 0.0%
Petronas Dagangan Bhd		15,538		74
Petronas Gas Bhd		43,248		155
				229
Netherlands — 0.1%
Koninklijke KPN NV		184,001		608
New Zealand — 0.0%
Spark New Zealand Ltd		102,378		296
Singapore — 0.2%
Oversea-Chinese Banking Corp Ltd		132,962		1,248
South Korea — 0.0%
KT&G Corp		5,369		343
Spain — 0.4%
Cia de Distribucion Integral Logista Holdings SA		3,662		94
Enagas SA		13,317		221
Industria de Diseno Textil SA		40,479		1,512
Mapfre SA		47,313		97
Redeia Corp SA		22,377		353
Viscofan SA		2,142		131
				2,408
Sweden — 0.2%
Nordea Bank Abp, Cl A		96,458		1,066
Switzerland — 0.6%
Novartis AG		17,609		1,807
Roche Holding AG		4,083		1,118
Zurich Insurance Group AG		2,460		1,129
				4,054
Taiwan — 0.2%
Chunghwa Telecom Co Ltd		204,369		734
Micro-Star International Co Ltd		33,262		169
Novatek Microelectronics Corp		32,550		427

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Radiant Opto-Electronics Corp		23,758	$	90
Simplo Technology Co Ltd		9,808		102
				1,522
United Kingdom — 0.5%
British American Tobacco PLC		46,748		1,470
Games Workshop Group PLC		1,821		235
Imperial Brands PLC		49,536		1,008
Pagegroup PLC		17,876		92
Taylor Wimpey PLC		186,486		267
				3,072
Total Foreign Common Stock
(Cost $36,108) ($ Thousands)				35,385
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 4.9%
Other Asset-Backed Securities — 4.9%
Aimco CLO 12, Ser 2022-12A, Cl DR
8.208%, TSFR3M + 2.900%, 01/17/2032(A)(D)	$	360		352
Apidos CLO XXII, Ser 2020-22A, Cl DR
12.338%, TSFR3M + 7.012%, 04/20/2031(A)(D)		1,380		1,317
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053(A)		530		522
Bain Capital Credit CLO, Ser 2023-1A, Cl AN
6.573%, TSFR3M + 1.830%, 04/16/2036(A)(D)		690		691
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
9.188%, TSFR3M + 3.862%, 01/20/2032(A)(D)		340		332
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
12.473%, TSFR3M + 7.122%, 07/25/2034(A)(D)		890		831
Bristol Park CLO, Ser 2020-1A, Cl ER
12.570%, TSFR3M + 7.262%, 04/15/2029(A)(D)		500		462
Buckhorn Park CLO, Ser 2021-1A, Cl AR
6.692%, TSFR3M + 1.382%, 07/18/2034(A)(D)		790		786
Canyon Capital CLO, Ser 2021-1A, Cl E
11.980%, TSFR3M + 6.672%, 04/15/2034(A)(D)		280		257
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
6.676%, TSFR3M + 1.312%, 05/15/2031(A)(D)		1,041		1,038

316

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carlyle US CLO, Ser 2021-2A, Cl DR
12.070%, TSFR3M + 6.762%, 07/15/2032(A)(D)	$	1,600	$	1,514
CarVal CLO VII-C, Ser 2023-1A, Cl A1
7.526%, TSFR3M + 2.200%, 01/20/2035(A)(D)		730		731
Cathedral Lake VII, Ser 2021-7RA, Cl D
9.852%, TSFR3M + 4.542%, 01/15/2032(A)(D)		250		242
Catskill Park CLO, Ser 2017-1A, Cl D
11.588%, TSFR3M + 6.262%, 04/20/2029(A)(D)		900		821
CIFC Funding, Ser 2017-3A, Cl C
9.238%, TSFR3M + 3.912%, 07/20/2030(A)(D)		690		682
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021(A)(H)		3,000		–
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
5.694%, TSFR1M + 0.374%, 12/25/2036(D)		974		868
CQS US CLO, Ser 2021-1A, Cl D1
9.138%, TSFR3M + 3.812%, 01/20/2035(A)(D)		1,850		1,782
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
12.170%, TSFR3M + 6.862%, 04/15/2034(A)(D)		770		690
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
11.988%, TSFR3M + 6.662%, 04/20/2034(A)(D)		330		298
Eaton Vance CLO, Ser 2021-2A, Cl ER
12.070%, TSFR3M + 6.762%, 01/15/2035(A)(D)		500		476
Educational Funding, Ser 2006-1A, Cl A3
5.963%, TSFR3M + 0.000%, 04/25/2033(A)(D)		587		379
Fortress Credit BSL XII, Ser 2021-4A, Cl E
12.700%, TSFR3M + 7.392%, 10/15/2034(A)(D)		250		219
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl D
8.438%, TSFR3M + 3.112%, 04/20/2030(A)(D)		500		488
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E
12.288%, TSFR3M + 6.962%, 07/20/2034(A)(D)		410		388
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048(A)		131		96

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049(A)	$	90	$	67
Halsey Point CLO I, Ser 2019-1A, Cl F
13.788%, TSFR3M + 8.462%, 01/20/2033(A)(D)		290		256
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(A)		973		818
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051(A)		156		123
HGI CRE CLO, Ser 2021-FL1, Cl C
7.145%, TSFR1M + 1.814%, 06/16/2036(A)(D)		330		314
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(B)(H)		750		–
Marathon CLO, Ser 2019-2A, Cl BA
8.888%, TSFR3M + 3.562%, 01/20/2033(A)(D)		330		324
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR
8.470%, TSFR3M + 3.162%, 10/16/2033(A)(D)		500		488
Neuberger Berman Loan Advisers CLO 44, Ser 2021-44A, Cl E
11.570%, TSFR3M + 6.262%, 10/16/2034(A)(D)		490		474
Oaktree CLO, Ser 2019-1A, Cl D
9.407%, TSFR3M + 4.062%, 04/22/2030(A)(D)		250		234
Ocean Trails CLO IX, Ser 2021-9A, Cl DR
9.320%, TSFR3M + 4.012%, 10/15/2034(A)(D)		500		477
Ocean Trails CLO X, Ser 2021-10A, Cl ER
13.140%, TSFR3M + 7.832%, 10/15/2034(A)(D)		590		530
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1
7.326%, TSFR3M + 2.000%, 01/20/2035(A)(D)		650		652
OZLM XI, Ser 2017-11A, Cl BR
7.931%, TSFR3M + 2.562%, 10/30/2030(A)(D)		600		600
Palmer Square Loan Funding, Ser 2022-3A, Cl C
10.708%, TSFR3M + 5.400%, 04/15/2031(A)(D)		670		671
Parallel, Ser 2020-1A, Cl CR
7.588%, TSFR3M + 2.262%, 07/20/2029(A)(D)		750		735
Peace Park CLO, Ser 2021-1A, Cl E
11.588%, TSFR3M + 6.262%, 10/20/2034(A)(D)		400		378

SEI Institutional Managed Trust

317

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
RR, Ser 2021-18A, Cl D
11.820%, TSFR3M + 6.512%, 10/15/2034(A)(D)	$	750	$	720
Sculptor CLO XXVI, Ser 2021-26A, Cl E
12.838%, TSFR3M + 7.512%, 07/20/2034(A)(D)		450		415
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		509		456
SMB Private Education Loan Trust, Ser 2023-B, Cl B
5.770%, 10/16/2056(A)		800		765
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		409		309
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		384		333
Sycamore Tree CLO, Ser 2023-2A, Cl A
7.656%, TSFR3M + 2.330%, 04/20/2035(A)(D)		750		753
Symphony CLO 37, Ser 2022-37A, Cl A1A
7.626%, TSFR3M + 2.300%, 10/20/2034(A)(D)		660		662
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
12.313%, TSFR3M + 7.012%, 10/13/2032(A)(D)		730		648
Tikehau US CLO I, Ser 2021-1A, Cl E
12.482%, TSFR3M + 7.172%, 01/18/2035(A)(D)		1,200		1,072
TSTAT, Ser 2022-2A, Cl C
10.126%, TSFR3M + 4.800%, 01/20/2031(A)(D)		480		484
Valley Stream Park CLO, Ser 2023-1A, Cl DR
0.000%, 10/20/2034(A)(D)(H)		360		360
Voya CLO, Ser 2018-3A, Cl A1A
6.720%, TSFR3M + 1.412%, 10/15/2031(A)(D)		250		250
Voya CLO, Ser 2021-3A, Cl DR
12.538%, TSFR3M + 7.212%, 04/20/2034(A)(D)		260		248
Whitebox CLO IV, Ser 2023-4A, Cl A1
6.930%, TSFR3M + 2.150%, 04/20/2036(A)(D)		770		773
Whitehorse XII, Ser 2018-12A, Cl D
9.220%, TSFR3M + 3.912%, 10/15/2031(A)(D)		250		231

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
9.770%, TSFR3M + 4.462%, 07/15/2033(A)(D)	$	450	$	424
Total Asset-Backed Securities
(Cost $37,794) ($ Thousands)				32,306
CONVERTIBLE BONDS — 0.2%
Alarm.com Holdings
0.000%, 01/15/2026(I)		57		49
DISH Network
0.000%, 12/15/2025(I)		970		648
DraftKings Holdings
0.000%, 03/15/2028(I)		680		514
Gannett
6.000%, 12/01/2027(A)		240		202
Total Convertible Bonds
(Cost $1,508) ($ Thousands)				1,413
	Shares
PREFERRED STOCK — 0.2%
Energy — 0.2%
MPLX, 9.538% *(B)(E)		35,351		1,195
Total Preferred Stock
(Cost $1,149) ($ Thousands)				1,195
	Face Amount (Thousands)
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035	$	193		201
Total Municipal Bond
(Cost $212) ($ Thousands)				201
		Number of Warrants
WARRANTS — 0.0%
Noble Corp PLC, Expires 02/07/2028
Strike Price $19.27 *		2,787		90
Noble Corp PLC, Expires 02/07/2028
Strike Price $23.13 *		2,787		78
Total Warrants
(Cost $13) ($ Thousands)				168

318

SEI Institutional Managed Trust

Description		Number of Rights	Market Value ($ Thousands)
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡(B)		4,720	$	–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $83) ($ Thousands)				196
Total Investments in Securities — 96.0%
(Cost $713,660) ($ Thousands)			$	633,239
WRITTEN OPTION — (0.0)%
Total Written Option
(Premiums Received $17) ($ Thousands)			$	(60	)

A list of the open exchange traded options contracts held by the Fund at September 30, 2023 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
USD Call		3,160,000		$	4,201		$	1.33		11/18/2023	$	5
USD Put		2,210,000			2,963			1.34		10/21/2023		3
					7,164							8
Call Options
December 2023, 3 Month SOFR		6		$	1,489			99.25		12/16/2023	$	–
November 2023, U.S. 10 Year Future Option		63			6,962			110.50		10/21/2023		10
January 2024, U.S. 10 Year Future Option		3			355			118.50		12/16/2023		–
USD Call		4,100,000			5,182			1.26		10/21/2023		178
					13,988							188
Total Purchased Options				$	21,152						$	196
WRITTEN OPTION — 0.0%
Call Options
USD Call		(4,100,000	)	$	(5,053	)		1.23		10/21/2023	$	(60	)
Total Written Option				$	(5,053	)					$	(60	)

A list of the open futures contracts held by the Fund at September 30, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
3 Month SOFR		52		Decr-2024	$	12,561	$	12,403	$	(158	)
Australian 10-Year Bond		24		Dec-2023		1,769		1,734		(51	)
Euro-Bobl		5		Dec-2023		638		613		(5	)
ICE 3-Month SONIA		38		Jun-2024		11,405		10,985		43
ICE 3-Month SONIA		116		Dec-2023		33,942		33,531		(201	)

SEI Institutional Managed Trust

319

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
ICE 3-Month SONIA		37			Dec-2023	$	10,950		$	10,682		$	88
ICE 3-Month SONIA		1			Dec-2024		302			290			1
Long Gilt 10-Year Bond		28			Dec-2023		3,333			3,218			13
U.S. 2-Year Treasury Note		528			Dec-2023		107,252			107,031			(221	)
U.S. 5-Year Treasury Note		28			Dec-2023		2,943			2,950			7
U.S. 5-Year Treasury Note		28			Dec-2023		2,982			2,950			(32	)
U.S. 10-Year Treasury Note		77			Dec-2023		8,321			8,321			–
U.S. 10-Year Treasury Note		648			Dec-2023		71,195			70,025			(1,170	)
U.S. Long Treasury Bond		144			Dec-2023		17,221			16,385			(837	)
U.S. Ultra Long Treasury Bond		147			Dec-2023		18,618			17,447			(1,171	)
Ultra 10-Year U.S. Treasury Note		132			Dec-2023		15,134			14,726			(408	)
							318,566			313,291			(4,102	)
Short Contracts
3 Month SOFR		(90	)		Dec-2023	$	(21,412	)	$	(21,274	)	$	138
						$	297,154		$	292,017		$	(3,964	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		12/06/23		USD	330		EUR	307	$	(3	)
BNP Paribas		10/18/23		CAD	1,047		USD	774		(1	)
BNP Paribas		10/20/23		EUR	670		USD	730		20
BNP Paribas		10/20/23		AUD	950		USD	652		39
BNP Paribas		10/20/23		USD	2,584		EUR	2,360		(84	)
BNP Paribas		10/20/23		USD	3,368		NOK	35,787		(1	)
BNP Paribas		10/20/23		USD	3,180		CAD	4,310		9
BNP Paribas		10/20/23		USD	1,326		CAD	1,780		(9	)
BNP Paribas		10/20/23		CAD	971		USD	732		14
BNP Paribas		10/20/23		CAD	4,123		USD	3,042		(8	)
BNP Paribas		10/20/23		USD	6,625		AUD	9,977		(182	)
BNP Paribas		10/20/23		NOK	24,010		USD	2,369		111
BNP Paribas		11/09/23		CAD	1,488		USD	1,106		5
Citigroup		12/06/23		EUR	12,475		USD	13,363		116
Citigroup		12/20/23		NZD	1,501		USD	884		(18	)
Deutsche Bank		12/20/23		GBP	921		USD	1,148		24
Deutsche Bank		12/20/23		AUD	1,553		USD	994		(11	)
Goldman Sachs		10/20/23		USD	304		MXN	5,370		4
Goldman Sachs		10/20/23		MXN	33,941		USD	1,969		22
JPMorgan Chase Bank		10/16/23		USD	886		GBP	682		(54	)
JPMorgan Chase Bank		10/20/23		USD	10		NZD	16		—
JPMorgan Chase Bank		10/20/23		ZAR	30		USD	2		—
JPMorgan Chase Bank		10/20/23		USD	667		AUD	1,010		(14	)
JPMorgan Chase Bank		10/20/23		AUD	1,510		USD	1,021		45
JPMorgan Chase Bank		10/20/23		NOK	5,610		USD	553		26
JPMorgan Chase Bank		10/20/23		IDR	10,942,340		USD	725		18
Morgan Stanley		10/20/23		USD	15		BRL	73		—
Morgan Stanley		10/20/23		USD	542		NOK	5,500		(25	)
Morgan Stanley		10/20/23		USD	692		CNH	4,980		(8	)
Morgan Stanley		10/20/23		USD	893		MXN	15,790		12
Morgan Stanley		10/20/23		USD	1,691		EUR	1,560		(38	)
Morgan Stanley		10/20/23		USD	2,460		CAD	3,297		(20	)

320

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		10/20/23		USD	2,857		JPY	398,147	$	(179	)
Morgan Stanley		10/20/23		USD	3,259		GBP	2,591		(96	)
Morgan Stanley		10/20/23		CNH	4,980		USD	698		14
Morgan Stanley		10/20/23		MXN	6,630		USD	381		1
Morgan Stanley		10/20/23		EUR	7,002		USD	7,706		287
Morgan Stanley		10/20/23		GBP	7,416		USD	9,524		472
Morgan Stanley		10/30/23		GBP	1,120		USD	1,430		63
Morgan Stanley		12/20/23		EUR	1,284		USD	1,380		16
Morgan Stanley		12/20/23		USD	2,533		JPY	366,965		(39	)
Morgan Stanley		12/20/23		USD	3,048		CHF	2,692		(77	)
Morgan Stanley		12/20/23		SEK	10,337		USD	932		(24	)
State Street		12/20/23		CAD	1,953		USD	1,432		(15	)
State Street		12/20/23		NOK	10,660		USD	998		(7	)
UBS		11/09/23		USD	495		MXN	8,593		(4	)
									$	401

A list of the open OTC swap agreements held by the Fund at September 30, 2023 is as follows:

Interest Rate Swap

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

JPMorgan Chase

10.23

%

BRL-CDI

Annually

01/02/2029

BRL

23,190

$

(177

)

$

–

$

(177

)

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023 is as follows:

Interest Rate Swaps

Fund Pays	Fund Receives	Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
BZDIOVRA	12.30%		Monthly		01/02/2024		BRL		1,690	$	–		$	–		$	–
12.795%	BZDIOVRA		Monthly		01/02/2024		BRL		7,200		(2	)		–			(2	)
11.814%	BZDIOVRA		Monthly		01/02/2024		BRL		12,765		(2	)		–			(2	)
10.95%	BZDIOVRA		Monthly		01/02/2025		BRL		4,140		(1	)		–			(1	)
13.30%	BZDIOVRA		Monthly		01/02/2025		BRL		4,360		(26	)		–			(26	)
BZDIOVRA	12.06%		Monthly		01/02/2025		BRL		5,500		15			(6	)		21
BZDIOVRA	12.063750%		Monthly		01/02/2025		BRL		6,480		18			–			18
BZDIOVRA	10.85%		Monthly		01/02/2026		BRL		2,750		2			–			2
BZDIOVRA	13.03%		Monthly		01/04/2027		BRL		2,270		33			2			31
10.2861%	BZDIOVRA		Monthly		01/04/2027		BRL		4,470		12			–			12
BZDIOVRA	8.495%		Monthly		01/04/2027		BRL		1,200		(15	)		(24	)		9
BZDIOVRA 1M	BRL @11.23%		Monthly		01/04/2027		BRL		800		1			(5	)		6
13.95%	BZDIOVRA		Monthly		01/02/2024		BRL		3,790		3			–			3
9.75%	MXIBTIIE		Monthly		12/17/2025		MXN		58,410		36			14			22
28-DAY MXN - TIIE	7.2%		Monthly		07/17/2024		MXN		365,383		(691	)		–			(691	)
3.05%	SD-SOFR-OIS		Annually		02/15/2048		USD		2,879		472			105			367
3.15%	USD-SOFR-OIS		Annually		05/15/2048		USD		3,364		500			–			500
3.25%	EUR006M		Annually		12/20/2033		EUR		2,340		26			(18	)		44
CNRR007	2.0%		Quarterly		12/20/2025		CNY		28,550		(8	)		(9	)		1
CNRR007	2.25%		Quarterly		12/20/2028		CNY		26,060		(28	)		(10	)		(18	)
3.25%	EUR006M		Annually		12/20/2026		EUR		2,530		19			12			7
3.25%	EUR006M		Annually		12/20/2028		EUR		1,100		6			(1	)		7
3.25%	EUR006M		Annually		12/20/2030		EUR		3,040		18			(16	)		34

SEI Institutional Managed Trust

321

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Income Fund (Concluded)

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
3.00%		EUR006M		Annually		12/20/2043		EUR		330	$	16		$	5		$	11
2.50%		EUR006M		Annually		12/20/2053		EUR		260		30			19			11
4.25%		SONIO		Annually		12/20/2033		GBP		400		3			(2	)		5
KWCDC		3.75%		Quarterly		12/20/2025		KRW		188,200		–			–			–
KWCDC		3.50%		Quarterly		12/20/2028		KRW		2,642,910		(27	)		(15	)		(12	)
KWCDC		3.50%		Quarterly		12/20/2033		KRW		685,990		(13	)		(6	)		(7	)
WIBO6M		4.50%		Semi-Annually		12/20/2025		PLN		4,150		4			6			(2	)
WIBR6M		4.25%		Semi-Annually		12/20/2028		PLN		3,610		(8	)		2			(10	)
WIBO6M		4.75%		Semi-Annually		12/20/2033		PLN		2,420		(9	)		5			(14	)
4.00%		SOFRRATE		Annually		12/20/2028		USD		1,500		21			6			15
3.50%		SOFRRATE		Annually		12/20/2033		USD		370		22			14			8
SOFRATE		3.696108%		Annually		09/26/2028		USD		5,910		(25	)		(3	)		(22	)
3.781828%		SOFRRATE		Annually		09/22/2036		USD		1,370		34			2			32
SOFRRATE		3.35%		Annually		10/26/2027		USD		39,920		(391	)		85			(476	)
3.24%		SOFRRATE		Annually		10/26/2035		USD		9,550		605			56			549
7.75%		JIBA3M		Quarterly		12/20/2025		ZAR		35,640		25			10			15
JIBA3M		9.25%		Quarterly		12/20/2033		ZAR		6,930		(17	)		(7	)		(10	)
											$	658		$	221		$	437

Credit Default Swaps - Buy Protection

Reference Entity/ Obligation	Pay Rate		Payment Frequency	Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.IG.4112/28@500	5.00	%	Quarterly	12/20/2028	$	963	$	(9	)	$	(7	)	$	(2	)
CDS-DAIGR@100BP5.1Y	1.00	%	Quarterly	12/20/2024		1,290		(11	)		(7	)		(4	)
CDS-GM@500BP4.9Y	5.00	%	Quarterly	06/20/2026		1,450		(141	)		(154	)		13
							$	(161	)	$	(168	)	$	7

Credit Default Swaps - Sell Protection

Reference Entity/ Obligation	Receive Rate		Payment Frequency	Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.IG.4112/28@100	1.00	%	Quarterly	12/20/2028	$	536	$	7		$	7		$	–
CDS-F@500BPS 4.9Y	5.00	%	Quarterly	06/20/2026		1,450		124			115			9
CDS-VW@100BP5.1Y	1.00	%	Quarterly	12/20/2024		1,290		6			4			2
ICE CD BA 1.00 20JUN24 P	1.00	%	Quarterly	06/20/2024		525		2			2			–
ICE CD CDXIG533 1.00 20DE	1.00	%	Quarterly	12/20/2024		2,375		20			15			5
ICE CD CDXIG534 1.00 20JU	1.00	%	Quarterly	06/20/2025		26,200		265			136			129
ICE CD CHILE 1.00 20DEC28	1.00	%	Quarterly	12/20/2028		210		3			4			(1	)
ICE CD CXPHY534 5.00 20JU	5.00	%	Quarterly	06/25/2025		6,092		159			(81	)		240
ICE CD GE 1.00 20JUN26 P	1.00	%	Quarterly	06/20/2026		1,175		17			10			7
ICE CD PHILIP 1.00 20DEC2	1.00	%	Quarterly	12/20/2028		390		3			3			–
REPUBLIC OF PERU	1.00	%	Quarterly	12/20/2028		980		7			8			(1	)
UNITED MEXICAN STATES	1.00	%	Quarterly	12/20/2028		1,160		(14	)		(13	)		(1	)
							$	599		$	210		$	389

322

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $659,832 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On September 30, 2023, the value of these securities amounted to $288,309 ($ Thousands), representing 43.7% of the Net Assets of the Fund.
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	Security is in default on interest payment.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Perpetual security with no stated maturity date.
(F)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(G)	Unsettled bank loan. Interest rate may not be available.
(H)	No interest rate available.
(I)	Zero coupon security.

The following is a summary of the level of inputs used as of September 30, 2023, 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		–		340,290		–	^		340,290
Loan Participations		–		72,923		2,807			75,730
Sovereign Debt		–		57,902		–			57,902
Mortgage-Backed Securities		–		49,815		–			49,815
Common Stock		37,775		–		863			38,638
Foreign Common Stock		35,385		–		–			35,385
Asset-Backed Securities		–		32,306		–	^		32,306
Convertible Bonds		–		1,413		–			1,413
Preferred Stock		–		–		1,195			1,195
Municipal Bond		–		201		–			201
Warrants		–		168		–			168
Rights		–		–		–	^		–
Purchased Options		196		–		–			196
Total Investments in Securities		73,356		555,018		4,865			633,239

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(60	)		–			–		(60	)
Futures Contracts*
Unrealized Appreciation		290			–			–		290
Unrealized Depreciation		(4,254	)		–			–		(4,254	)
Forward Contracts*
Unrealized Appreciation		–			1,318			–		1,318
Unrealized Depreciation		–			(917	)		–		(917	)
OTC Swap
Interest Rate Swap*
Unrealized Depreciation		–			(177	)		–		(177	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			405			–		405
Unrealized Depreciation		–			(9	)		–		(9	)
Interest Rate Swaps*
Unrealized Appreciation		–			1,730			–		1,730
Unrealized Depreciation		–			(1,293	)		–		(1,293	)
Total Other Financial Instruments		(4,024	)		1,057			–		(2,967	)

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

^ This category includes securities with a value less than $500.

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

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.

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

323

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 66.8%
U.S. Treasury Bills ^
5.408%, 07/11/2024 (A)	$	300	$	288
5.353%, 11/21/2023 (A)		5,000		4,963
5.319%, 11/02/2023 (A)		11,000		10,950
5.315%, 11/14/2023 (A)		9,500		9,440
5.306%, 10/26/2023 (A)		11,000		10,961
5.306%, 11/07/2023 (A)		11,000		10,942
5.299%, 10/19/2023 (A)		10,000		9,975
5.039%, 10/12/2023 (A)		4,500		4,493
U.S. Treasury Inflation Protected Securities
0.750%, 07/15/2028 (I)		10,952		10,190
0.375%, 07/15/2027		155,703		144,377
0.125%, 07/15/2024 (B)		110,219		107,659
0.125%, 07/15/2026 (B)		83,601		78,136
U.S. Treasury Notes ^
5.618%, USBMMY3M + 0.200%, 01/31/2025 (C)(J)		7,200		7,211
5.587%, USBMMY3M + 0.169%, 04/30/2025 (C)		7,100		7,103
5.558%, USBMMY3M + 0.140%, 10/31/2024 (C)		7,000		7,008
5.543%, USBMMY3M + 0.125%, 07/31/2025 (C)		4,200		4,196
5.455%, USBMMY3M + 0.037%, 07/31/2024 (C)		7,100		7,102
5.403%, USBMMY3M + -0.015%, 01/31/2024 (C)(J)		9,900		9,901
5.343%, USBMMY3M + -0.075%, 04/30/2024 (C)		5,000		4,999
5.000%, 08/31/2025		900		898
4.750%, 07/31/2025		700		695
4.625%, 02/28/2025		1,100		1,090
4.375%, 08/15/2026		700		691

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.000%, 02/15/2026	$	600	$	587
Total U.S. Treasury Obligations
(Cost $462,369) ($ Thousands)				453,855
	Shares
COMMON STOCK — 28.7%
Communication Services — 2.3%
Activision Blizzard Inc		5,385		504
Alphabet Inc, Cl A *		16,434		2,151
Alphabet Inc, Cl C *		14,284		1,883
Anterix Inc *		1,000		31
AT&T Inc (D)		125,387		1,883
Cogent Communications Holdings Inc		527		33
Electronic Arts Inc		1,967		237
Frontier Communications Parent Inc *		3,579		56
GCI Liberty Inc *		1,700		—
Globalstar Inc *		18,300		24
Gogo Inc *		1,300		16
Iridium Communications Inc		2,253		103
Liberty Media -Liberty Formula One, Cl C *		1,436		90
Liberty Media -Liberty Live, Cl C *		61		2
Live Nation Entertainment Inc *		1,041		86
Lumen Technologies Inc		18,871		27
Madison Square Garden Entertainment, Cl A *		500		16
Madison Square Garden Sports Corp		200		35
Marcus Corp/The		1,500		23
Match Group Inc *		615		24
Meta Platforms Inc, Cl A *		6,143		1,844
Netflix Inc *		3,045		1,150
Pinterest Inc, Cl A *		1,527		41
ROBLOX Corp, Cl A *		3,255		94
Roku Inc, Cl A *		918		65
Spotify Technology SA *		1,002		155
Take-Two Interactive Software Inc, Cl A *		1,241		174
Telephone and Data Systems Inc		1,600		29
TKO Group Holdings Inc		400		34
T-Mobile US Inc		9,820		1,375
Verizon Communications Inc		73,484		2,382
Walt Disney Co/The *		12,202		989
Warner Bros Discovery Inc *(D)		14,759		160
ZoomInfo Technologies Inc, Cl A *		897		15
				15,731
Consumer Staples — 7.1%
Albertsons Cos Inc, Cl A		5,902		134
Altria Group Inc (D)		33,833		1,423
Andersons Inc/The		700		36
Archer-Daniels-Midland Co		10,406		785
B&G Foods Inc, Cl A		1,600		16
BellRing Brands Inc *		2,498		103

324

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Beyond Meat Inc *		1,600	$	15
BJ's Wholesale Club Holdings Inc *		2,723		194
Boston Beer Co Inc/The, Cl A *		220		86
Brown-Forman Corp, Cl A		805		47
Brown-Forman Corp, Cl B		3,799		219
Bunge Ltd		2,739		296
Cal-Maine Foods Inc		923		45
Campbell Soup Co		4,027		165
Casey's General Stores Inc		548		149
Celsius Holdings Inc *		1,096		188
Central Garden & Pet Co, Cl A *		800		32
Chefs' Warehouse Inc/The *		624		13
Church & Dwight Co Inc		4,670		428
Clorox Co/The		2,460		322
Coca-Cola Co/The (D)		74,584		4,175
Coca-Cola Consolidated Inc		92		59
Colgate-Palmolive Co		15,536		1,105
Conagra Brands Inc		9,676		265
Constellation Brands Inc, Cl A		2,899		729
Costco Wholesale Corp (D)		8,442		4,769
Coty Inc, Cl A *		6,276		69
Darling Ingredients Inc *		3,173		166
Dollar General Corp		4,847		513
Dollar Tree Inc *		3,930		418
Edgewell Personal Care Co		1,021		38
elf Beauty Inc *		1,018		112
Energizer Holdings Inc		1,030		33
Estee Lauder Cos Inc/The, Cl A		4,295		621
Flowers Foods Inc		3,704		82
Freshpet Inc *		959		63
General Mills Inc		11,356		727
Grocery Outlet Holding Corp *		1,488		43
Hain Celestial Group Inc/The *		1,623		17
Herbalife Ltd *		1,741		24
Hershey Co/The		2,917		584
Hormel Foods Corp		5,746		219
Hostess Brands Inc, Cl A *		2,747		91
Ingles Markets Inc, Cl A		244		18
Ingredion Inc		1,343		132
Inter Parfums Inc		362		49
J & J Snack Foods Corp		289		47
J M Smucker Co/The		2,128		262
Kellanova		4,912		292
Kenvue Inc		30,980		622
Keurig Dr Pepper Inc		17,290		546
Kimberly-Clark Corp		6,616		800
Kraft Heinz Co/The		13,908		468
Kroger Co/The		12,414		556
Lamb Weston Holdings Inc		2,889		267
Lancaster Colony Corp		382		63
McCormick & Co Inc/MD		4,935		373
Medifast Inc		244		18

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MGP Ingredients Inc		172	$	18
Molson Coors Beverage Co, Cl B		3,320		211
Mondelez International Inc, Cl A		25,773		1,789
Monster Beverage Corp *		14,508		768
Nu Skin Enterprises Inc, Cl A		1,000		21
PepsiCo Inc (D)		26,490		4,488
Performance Food Group Co *		2,982		176
Philip Morris International Inc (D)		29,403		2,722
Pilgrim's Pride Corp *		945		22
Post Holdings Inc *		1,153		99
PriceSmart Inc		400		30
Primo Water Corp		3,197		44
Procter & Gamble Co/The (D)		44,554		6,499
Simply Good Foods Co/The *		1,649		57
Spectrum Brands Holdings Inc		664		52
Sprouts Farmers Market Inc *		2,262		97
Sysco Corp, Cl A		9,604		634
Target Corp, Cl A		8,570		948
TreeHouse Foods Inc *		904		39
Tyson Foods Inc, Cl A (D)		5,364		271
United Natural Foods Inc *		1,213		17
Universal Corp/VA		497		23
US Foods Holding Corp *		4,316		171
Utz Brands Inc		1,988		27
Vector Group Ltd		1,726		18
Walgreens Boots Alliance Inc		13,559		302
Walmart Inc (D)		26,965		4,312
WD-40 Co		260		53
Weis Markets Inc		430		27
				48,066
Energy — 7.6%
Antero Midstream Corp		9,736		117
Antero Resources Corp *		7,702		195
APA Corp		8,225		338
Archrock Inc		3,390		43
Baker Hughes Co, Cl A		26,194		925
Berry Corp		3,100		25
Bristow Group Inc *		534		15
Cactus Inc, Cl A		1,812		91
California Resources Corp		1,741		98
Callon Petroleum *		1,389		54
ChampionX Corp		5,340		190
Cheniere Energy Inc		6,445		1,070
Chesapeake Energy Corp		3,194		275
Chevron Corp (D)		45,010		7,590
Chord Energy Corp		1,090		177
Civitas Resources Inc		1,679		136
Clean Energy Fuels Corp *		5,202		20
CNX Resources Corp *		4,229		95
Comstock Resources Inc		2,387		26
ConocoPhillips (D)		31,031		3,718
CONSOL Energy Inc		977		103

SEI Institutional Managed Trust

325

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Core Laboratories		900	$	22
Coterra Energy Inc		19,796		535
CVR Energy Inc		1,100		37
Delek US Holdings Inc		1,629		46
Denbury *		1,416		139
Devon Energy Corp		16,520		788
DHT Holdings Inc		3,600		37
Diamond Offshore Drilling *		2,078		31
Diamondback Energy Inc, Cl A		4,653		721
Dorian LPG Ltd		1,100		32
Dril-Quip Inc *		1,031		29
DT Midstream Inc		2,545		135
Energy Fuels Inc/Canada *		4,600		38
EOG Resources Inc		15,118		1,916
EQT Corp		9,302		377
Equitrans Midstream Corp		10,419		98
Expro Group Holdings NV *		2,400		56
Exxon Mobil Corp (D)		103,757		12,200
Green Plains Inc *		1,600		48
Gulfport Energy Corp *		323		38
Halliburton Co		23,535		953
Helix Energy Solutions Group Inc *		3,640		41
Helmerich & Payne Inc		2,950		124
Hess Corp		7,241		1,108
HF Sinclair Corp		3,762		214
International Seaways Inc		872		39
Kinder Morgan Inc		52,929		878
Kinetik Holdings, Cl A		700		24
Liberty Energy Inc, Cl A		3,518		65
Magnolia Oil & Gas Corp, Cl A		4,900		112
Marathon Oil Corp		16,554		443
Marathon Petroleum Corp (D)		11,337		1,716
Matador Resources Co		3,062		182
Murphy Oil Corp		4,076		185
Nabors Industries Ltd *		162		20
New Fortress Energy Inc, Cl A		1,310		43
Noble Corp PLC		2,109		107
Nordic American Tankers Ltd		7,400		30
Northern Oil and Gas Inc		1,737		70
NOV Inc		10,471		219
Occidental Petroleum Corp		18,024		1,169
Oceaneering International Inc, Cl A *		2,944		76
Oil States International Inc *		2,500		21
ONEOK Inc		11,677		741
Ovintiv Inc		6,439		306
Par Pacific Holdings Inc *		914		33
Patterson-UTI Energy Inc		6,529		90
PBF Energy Inc, Cl A		2,792		149
Peabody Energy Corp		3,127		81
Permian Resources Corp, Cl A		6,669		93
Phillips 66		11,763		1,413
Pioneer Natural Resources Co		6,038		1,386

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ProPetro Holding Corp *		3,200	$	34
Range Resources Corp		5,957		193
REX American Resources Corp *		800		33
SandRidge Energy Inc		1,300		20
Schlumberger NV, Cl A		36,656		2,137
Seadrill *		1,100		49
Select Water Solutions Inc, Cl A		3,100		25
Sitio Royalties Corp, Cl A		2,300		56
SM Energy Co		3,033		120
Southwestern Energy Co *		27,510		177
Talos Energy Inc *		2,700		44
Targa Resources Corp		6,004		515
Texas Pacific Land Corp		148		270
Tidewater Inc *		1,111		79
Uranium Energy *		10,495		54
US Silica Holdings Inc *		2,300		32
Valaris *		1,562		117
Valero Energy Corp (D)		9,432		1,337
Vital Energy *		438		24
Vitesse Energy Inc		1,100		25
Weatherford International PLC *		1,769		160
Williams Cos Inc/The		32,612		1,099
World Kinect Corp		1,161		26
				51,381
Health Care — 5.7%
10X Genomics Inc, Cl A *		859		35
Abbott Laboratories		12,342		1,195
AbbVie Inc		12,570		1,874
Acadia Healthcare Co Inc, Cl A *		630		44
ACADIA Pharmaceuticals Inc *		1,368		29
Agilent Technologies Inc		2,148		240
agilon health Inc *		1,237		22
Akero Therapeutics Inc *		500		25
Align Technology Inc *		556		170
Alkermes PLC *		1,921		54
Alnylam Pharmaceuticals Inc *		985		174
Amedisys Inc *		244		23
Amgen Inc, Cl A (D)		3,846		1,034
Amicus Therapeutics Inc *		2,000		24
AMN Healthcare Services Inc *		330		28
Amphastar Pharmaceuticals Inc *		300		14
Apellis Pharmaceuticals Inc *		667		25
Arrowhead Pharmaceuticals Inc *		730		20
Avantor Inc *		4,846		102
Axonics Inc *		416		23
Axsome Therapeutics Inc *		300		21
Azenta Inc *		700		35
Baxter International Inc (D)		3,630		137
Beam Therapeutics *		669		16
Becton Dickinson & Co		2,016		521
BioCryst Pharmaceuticals Inc *		3,287		23
Biogen Inc *		1,041		268

326

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BioMarin Pharmaceutical Inc *		1,420	$	126
Bio-Rad Laboratories Inc, Cl A *		142		51
Bio-Techne Corp		1,010		69
Blueprint Medicines Corp *		389		20
Boston Scientific Corp *		10,234		540
Bridgebio Pharma Inc *		900		24
Bristol-Myers Squibb Co		14,840		861
Bruker Corp		802		50
Cardinal Health Inc		1,827		159
Catalent Inc *		1,252		57
Cencora Inc, Cl A		1,156		208
Centene Corp *		3,831		264
Cerevel Therapeutics Holdings *		600		13
Certara Inc *		1,200		17
Charles River Laboratories International Inc *		396		78
Chemed Corp		100		52
Cigna Group/The		2,077		594
CONMED Corp		359		36
Cooper Cos Inc/The, Cl A		405		129
Crinetics Pharmaceuticals Inc *		1,200		36
CVS Health Corp		9,207		643
Cytokinetics Inc *		967		28
Danaher Corp, Cl A		4,698		1,166
DaVita Inc *		499		47
Denali Therapeutics Inc *		876		18
DENTSPLY SIRONA Inc		1,315		45
Dexcom Inc *		2,813		262
Doximity Inc, Cl A *		621		13
Dynavax Technologies Corp *		1,400		21
Edwards Lifesciences Corp, Cl A *		5,467		379
Elanco Animal Health Inc *		3,057		34
Elevance Health Inc		1,684		733
Eli Lilly & Co		5,846		3,140
Embecta		800		12
Encompass Health Corp		777		52
Enovis Corp *		600		32
Ensign Group Inc/The		243		23
Envista Holdings Corp *		1,312		37
Evolent Health Inc, Cl A *		1,100		30
Exact Sciences Corp *		1,347		92
Exelixis Inc *		1,765		39
GE HealthCare Technologies Inc		2,799		190
Geron *		6,200		13
Gilead Sciences Inc (D)		9,381		703
Glaukos Corp *		300		23
Globus Medical Inc, Cl A *		616		31
Guardant Health Inc *		1,000		30
Haemonetics Corp *		463		41
Halozyme Therapeutics Inc *		1,037		40
HCA Healthcare Inc		1,518		373
HealthEquity Inc *		444		32

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Henry Schein Inc *		773	$	57
Hologic Inc *		1,734		120
Horizon Therapeutics Plc *		1,612		187
Humana Inc		841		409
ICON PLC *		615		151
IDEXX Laboratories Inc *		587		257
Illumina Inc *		1,188		163
ImmunoGen Inc *		1,600		25
Inari Medical *		438		29
Incyte Corp *		1,423		82
Inmode *		500		15
Insmed Inc *		978		25
Inspire Medical Systems Inc *		203		40
Insulet Corp *		491		78
Integra LifeSciences Holdings Corp *		462		18
Intellia Therapeutics *		968		31
Intra-Cellular Therapies Inc, Cl A *		567		30
Intuitive Surgical Inc *		2,485		726
Ionis Pharmaceuticals Inc *		841		38
Iovance Biotherapeutics Inc *		2,700		12
IQVIA Holdings Inc *		1,321		260
iRhythm Technologies Inc *		262		25
Jazz Pharmaceuticals PLC *		367		48
Johnson & Johnson		17,506		2,727
Karuna Therapeutics Inc *		275		47
Krystal Biotech Inc *		200		23
Laboratory Corp of America Holdings		571		115
Lantheus Holdings Inc *		498		35
LivaNova PLC *		414		22
Masimo Corp *		338		30
McKesson Corp		992		431
Medpace Holdings Inc *		166		40
Medtronic PLC		9,366		734
Merck & Co Inc		18,019		1,855
Merit Medical Systems Inc *		444		31
Mettler-Toledo International Inc *		151		167
Moderna Inc *		2,477		256
Molina Healthcare Inc *		364		119
Natera Inc *		481		21
Neogen Corp, Cl B *		1,862		35
NeoGenomics Inc *		1,200		15
Neurocrine Biosciences Inc *		720		81
Novocure Ltd *		610		10
Omnicell Inc *		500		23
Option Care Health Inc *		1,155		37
Organon & Co		1,600		28
Pacific Biosciences of California Inc *		2,300		19
Pacira BioSciences Inc *		527		16
Penumbra Inc *		302		73
Perrigo Co PLC		900		29
Pfizer Inc		39,886		1,323
Premier Inc, Cl A		1,400		30

SEI Institutional Managed Trust

327

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Progyny Inc *		716	$	24
PTC Therapeutics Inc *		534		12
QIAGEN NV *		1,980		80
Quest Diagnostics Inc		811		99
QuidelOrtho Corp *		400		29
R1 RCM Inc *		1,648		25
Regeneron Pharmaceuticals Inc *		742		611
Repligen Corp *		337		54
ResMed Inc		945		140
Revance Therapeutics Inc *		912		10
REVOLUTION Medicines *		955		26
Revvity Inc		810		90
Roivant Sciences Ltd *		2,000		23
Royalty Pharma PLC, Cl A		2,632		71
Sarepta Therapeutics Inc *		609		74
Schrodinger Inc/United States *		400		11
Seagen Inc *		976		207
Select Medical Holdings Corp		800		20
Shockwave Medical Inc *		270		54
Silk Road Medical Inc *		6		—
Sotera Health Co *		1,200		18
SpringWorks Therapeutics Inc *		600		14
STAAR Surgical Co *		497		20
STERIS PLC		699		153
Stryker Corp		2,552		697
Tandem Diabetes Care Inc *		625		13
Teladoc Health Inc *		1,010		19
Teleflex Inc		332		65
Tenet Healthcare Corp *		787		52
Thermo Fisher Scientific Inc		2,721		1,377
Travere Therapeutics Inc *		1,100		10
Twist Bioscience Corp *		978		20
Ultragenyx Pharmaceutical Inc *		500		18
United Therapeutics Corp *		307		69
UnitedHealth Group Inc (D)		6,713		3,385
Universal Health Services Inc, Cl B		447		56
Vaxcyte Inc *		790		40
Veeva Systems Inc, Cl A *		989		201
Vertex Pharmaceuticals Inc *		1,836		638
Viatris Inc, Cl W		7,870		78
Waters Corp *		366		100
West Pharmaceutical Services Inc		562		211
Xencor Inc *		1,152		23
Zimmer Biomet Holdings Inc		1,621		182
Zoetis Inc, Cl A		3,485		606
				38,805
Information Technology — 1.9%
Accenture PLC, Cl A		1,865		573
Adobe Inc *		1,305		665
Akamai Technologies Inc *		400		43
Amdocs Ltd		506		43
ANSYS Inc *		305		91

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AppLovin Corp, Cl A *		700	$	28
Aspen Technology Inc *		180		37
Atlassian Corp, Cl A *		445		90
Autodesk Inc, Cl A *		604		125
Bentley Systems Inc, Cl B		500		25
BILL Holdings Inc *		249		27
Cadence Design Systems Inc *		812		190
Cloudflare Inc, Cl A *		640		40
Cognizant Technology Solutions Corp, Cl A		1,350		91
Confluent Inc, Cl A *		600		18
Crowdstrike Holdings Inc, Cl A *		482		81
Datadog Inc, Cl A *		816		74
DocuSign Inc, Cl A *		653		27
DXC Technology Co *		800		17
Dynatrace Inc *		716		33
EPAM Systems Inc *		131		34
Fair Isaac Corp *		87		76
Five9 Inc *		300		19
Fortinet Inc *		1,745		102
Gartner Inc *		238		82
Gen Digital Inc		1,074		19
GoDaddy Inc, Cl A *		419		31
Guidewire Software Inc, Cl Z *		353		32
HubSpot Inc *		125		62
International Business Machines Corp		2,674		375
Intuit Inc		822		420
Manhattan Associates Inc *		282		56
Microsoft Corp (D)		21,300		6,726
MongoDB Inc, Cl A *		194		67
Nutanix Inc, Cl A *		803		28
Okta Inc, Cl A *		416		34
Oracle Corp, Cl B		4,496		476
Palantir Technologies Inc, Cl A *		4,502		72
Palo Alto Networks Inc *		859		201
PTC Inc *		430		61
Roper Technologies Inc		390		189
Salesforce Inc *		2,695		547
ServiceNow Inc *		605		338
Snowflake Inc, Cl A *		799		122
Splunk Inc *		394		58
Synopsys Inc *		483		222
Twilio Inc, Cl A *		500		29
Tyler Technologies Inc *		169		65
UiPath Inc, Cl A *		1,400		24
Unity Software Inc *		650		20
VeriSign Inc *		214		43
VMware Inc, Cl A *		747		124
Workday Inc, Cl A *		634		136
Zoom Video Communications Inc, Cl A *		918		64
Zscaler Inc *		260		40
				13,312

328

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.7%
Acadia Realty Trust ‡		2,011	$	29
Agree Realty Corp ‡		1,302		72
Alexander & Baldwin Inc ‡		1,640		27
Alexandria Real Estate Equities Inc ‡		2,802		281
American Assets Trust Inc ‡		984		19
American Homes 4 Rent, Cl A ‡		5,500		185
American Tower Corp, Cl A ‡		7,197		1,184
Americold Realty Trust Inc ‡		4,338		132
Anywhere Real Estate Inc *		2,300		15
Apartment Income Corp ‡		2,265		70
Apple Hospitality REIT Inc ‡		3,776		58
Armada Hoffler Properties Inc ‡		2,500		26
AvalonBay Communities Inc ‡		2,178		374
Boston Properties Inc ‡		2,505		149
Brixmor Property Group Inc ‡		4,280		89
Broadstone Net Lease Inc, Cl A ‡		2,701		39
Camden Property Trust ‡		1,672		158
CareTrust REIT Inc ‡		1,850		38
CBRE Group Inc, Cl A *		4,957		366
Community Healthcare Trust Inc ‡		600		18
Compass, Cl A *‡		5,600		16
Corporate Office Properties Trust ‡		1,245		30
CoStar Group Inc *		6,712		516
Cousins Properties Inc ‡		2,006		41
Crown Castle Inc ‡		6,749		621
CubeSmart ‡		3,649		139
Cushman & Wakefield PLC *		2,903		22
DiamondRock Hospitality Co ‡		4,869		39
Digital Realty Trust Inc, Cl A ‡		4,501		545
DigitalBridge Group		1,916		34
Douglas Emmett Inc ‡		2,051		26
Easterly Government Properties Inc, Cl A ‡		1,801		21
EastGroup Properties Inc ‡		762		127
Elme Communities ‡		1,907		26
Empire State Realty Trust Inc, Cl A ‡		3,635		29
EPR Properties, Cl A ‡		1,136		47
Equinix Inc ‡		1,444		1,049
Equity Commonwealth ‡		1,656		30
Equity LifeStyle Properties Inc ‡		2,777		177
Equity Residential ‡		5,645		331
Essential Properties Realty Trust Inc ‡		2,357		51
Essex Property Trust Inc ‡		970		206
eXp World Holdings Inc		1,000		16
Extra Space Storage Inc ‡		3,773		459
Federal Realty Investment Trust ‡		1,223		111
First Industrial Realty Trust Inc ‡		2,362		112
Four Corners Property Trust Inc ‡		1,654		37
Gaming and Leisure Properties Inc ‡		4,158		189
Getty Realty Corp ‡		1,063		29
Global Net Lease Inc ‡		2,522		24
Healthcare Realty Trust Inc, Cl A ‡		5,463		83

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Healthpeak Properties Inc ‡		9,107	$	167
Highwoods Properties Inc ‡		1,522		31
Host Hotels & Resorts Inc ‡		11,470		184
Howard Hughes Holdings Inc *		800		59
Independence Realty Trust Inc ‡		3,270		46
Innovative Industrial Properties Inc, Cl A ‡		453		34
InvenTrust Properties Corp ‡		1,781		42
Invitation Homes Inc ‡		9,778		310
Iron Mountain Inc ‡		4,395		261
JBG SMITH Properties ‡		1,501		22
Jones Lang LaSalle Inc *		725		102
Kennedy-Wilson Holdings Inc		2,400		35
Kilroy Realty Corp ‡		1,674		53
Kimco Realty Corp ‡		9,547		168
Kite Realty Group Trust ‡		3,508		75
Lamar Advertising Co, Cl A ‡		1,259		105
LTC Properties Inc ‡		965		31
LXP Industrial Trust, Cl B ‡		4,262		38
Macerich Co/The ‡		3,063		33
Medical Properties Trust Inc ‡		8,748		48
Mid-America Apartment Communities Inc ‡		1,871		241
National Health Investors Inc ‡		646		33
National Storage Affiliates Trust ‡		1,425		45
NETSTREIT Corp ‡		1,878		29
NNN REIT Inc ‡		2,876		102
Omega Healthcare Investors Inc ‡		3,521		117
Opendoor Technologies Inc *		6,700		18
Outfront Media Inc ‡		2,138		22
Park Hotels & Resorts Inc ‡		3,365		41
Pebblebrook Hotel Trust ‡		2,188		30
Phillips Edison & Co Inc ‡		1,658		56
Physicians Realty Trust ‡		2,509		31
Piedmont Office Realty Trust Inc, Cl A ‡		2,900		16
Postal Realty Trust Inc, Cl A ‡		2,000		27
PotlatchDeltic Corp ‡		1,143		52
Prologis Inc ‡		14,342		1,609
Public Storage ‡		2,454		647
Rayonier Inc ‡		2,166		62
Realty Income Corp ‡		10,179		508
Redfin Corp *		1,600		11
Regency Centers Corp ‡		2,644		157
Retail Opportunity Investments Corp ‡		1,522		19
Rexford Industrial Realty Inc ‡		3,377		167
RLJ Lodging Trust ‡		3,389		33
Ryman Hospitality Properties Inc ‡		758		63
Sabra Health Care REIT Inc ‡		2,596		36
Saul Centers Inc ‡		648		23
SBA Communications Corp, Cl A ‡		1,666		334
Service Properties Trust ‡		3,812		29
Simon Property Group Inc ‡		5,015		542
SITE Centers Corp ‡		2,368		29
SL Green Realty Corp ‡		753		28

SEI Institutional Managed Trust

329

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Spirit Realty Capital Inc ‡		2,103	$	71
St Joe Co/The		700		38
STAG Industrial Inc ‡		2,480		86
Sun Communities Inc ‡		1,947		230
Sunstone Hotel Investors Inc ‡		4,286		40
Tanger Factory Outlet Centers Inc ‡		1,256		28
Terreno Realty Corp ‡		1,234		70
UDR Inc ‡		5,446		194
Uniti Group Inc ‡		3,500		17
Urban Edge Properties ‡		2,241		34
Ventas Inc ‡		6,184		261
Veris Residential Inc ‡		1,108		18
VICI Properties Inc, Cl A ‡		16,051		467
Vornado Realty Trust ‡		2,237		51
Welltower Inc ‡		7,758		636
Weyerhaeuser Co ‡		11,404		350
WP Carey Inc ‡		3,313		179
Xenia Hotels & Resorts Inc ‡		1,762		21
Zillow Group Inc, Cl A *		876		39
Zillow Group Inc, Cl C *		2,250		104
				18,447
Utilities — 1.4%
AES Corp/The		6,326		96
ALLETE Inc		698		37
Alliant Energy Corp		2,214		107
Ameren Corp		2,322		174
American Electric Power Co Inc		4,930		371
American States Water Co		438		34
American Water Works Co Inc		1,737		215
Atmos Energy Corp		1,306		138
Avangrid Inc		876		26
Avista Corp		876		28
Black Hills Corp, Cl A		1,398		71
Brookfield Renewable Corp, Cl A		955		23
California Water Service Group, Cl A		890		42
CenterPoint Energy Inc		5,887		158
Chesapeake Utilities Corp		200		19
Clearway Energy Inc, Cl C		1,083		23
CMS Energy Corp		2,536		135
Consolidated Edison Inc		3,330		285
Constellation Energy Corp		3,035		331
Dominion Energy Inc		8,801		393
DTE Energy Co		1,800		179
Duke Energy Corp		7,942		701
Edison International		3,793		240
Entergy Corp		1,837		170
Essential Utilities Inc		2,696		92
Evergy Inc		1,716		87
Eversource Energy		3,303		192
Exelon Corp		9,416		356
FirstEnergy Corp		4,939		169
Hawaiian Electric Industries Inc		1,510		19

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IDACORP Inc, Cl A		343	$	32
MGE Energy Inc		425		29
National Fuel Gas Co		862		45
New Jersey Resources Corp		1,036		42
NextEra Energy Inc		20,306		1,163
NiSource Inc		3,940		97
NorthWestern Corp		806		39
NRG Energy Inc		1,818		70
OGE Energy Corp		1,325		44
ONE Gas Inc		343		23
Ormat Technologies Inc		400		28
Otter Tail Corp		400		30
PG&E Corp *		15,170		245
Pinnacle West Capital Corp		958		71
PNM Resources Inc		491		22
Portland General Electric Co		857		35
PPL Corp		7,091		167
Public Service Enterprise Group Inc		4,764		271
Sempra		5,983		407
SJW Group		410		25
Southern Co/The		11,137		721
Southwest Gas Holdings Inc		838		51
Sunnova Energy International Inc *		1,200		13
UGI Corp		2,040		47
Vistra Corp		3,401		113
WEC Energy Group Inc		3,003		242
Xcel Energy Inc		5,236		300
York Water Co/The		600		22
				9,305
Total Common Stock
(Cost $114,155) ($ Thousands)				195,047
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 7.2%
Communication Services — 0.3%
Altice France
3.375%, 01/15/2028	EUR	117		92
CCO Holdings
4.750%, 02/01/2032 (E)	$	535		428
4.500%, 08/15/2030 (E)		63		52
4.500%, 06/01/2033 (E)		219		167
DISH DBS
5.250%, 12/01/2026 (E)		1,007		856
Interpublic Group of
5.375%, 06/15/2033		246		230
Lorca Telecom Bondco
4.000%, 09/18/2027	EUR	237		233

330

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
5.050%, 07/15/2033	$	107	$	99
				2,157
Consumer Discretionary — 1.1%
Altice Financing
3.000%, 01/15/2028	EUR	237		211
Booking Holdings
4.625%, 04/13/2030	$	1,080		1,025
Caesars Entertainment
7.000%, 02/15/2030 (E)		220		214
Carnival
4.000%, 08/01/2028 (E)		605		525
Cox Communications
5.700%, 06/15/2033 (E)		127		122
ERAC USA Finance
4.600%, 05/01/2028 (E)		360		345
Ford Motor
6.100%, 08/19/2032		435		410
Ford Motor Credit
7.350%, 11/04/2027		204		208
General Motors Financial
5.800%, 06/23/2028		327		319
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (E)		413		343
Harley-Davidson Financial Services
3.050%, 02/14/2027 (E)		700		625
Hyundai Capital America
6.100%, 09/21/2028 (E)		223		221
Las Vegas Sands
3.900%, 08/08/2029		722		616
LKQ
6.250%, 06/15/2033 (E)		138		133
Marriott International
5.750%, 05/01/2025		68		68
5.550%, 10/15/2028		140		138
4.900%, 04/15/2029		309		295
MDC Holdings
6.000%, 01/15/2043		389		326
Royal Caribbean Cruises
8.250%, 01/15/2029 (E)		231		240
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	237		230
Time Warner Cable
4.500%, 09/15/2042	$	330		229
Wynn Macau
5.625%, 08/26/2028 (E)		348		302
ZF North America Capital
6.875%, 04/14/2028 (E)		569		557
				7,702

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 0.6%
Altria Group
3.400%, 05/06/2030	$	745	$	637
BAT Capital
6.421%, 08/02/2033		122		119
4.906%, 04/02/2030		467		428
2.259%, 03/25/2028		1,028		869
Cargill
5.125%, 10/11/2032 (E)		239		232
JBS USA LUX
6.750%, 03/15/2034 (E)		286		278
Natura & Luxembourg Holdings SARL
6.000%, 04/19/2029 (E)		392		360
Philip Morris International
5.625%, 11/17/2029		110		109
5.375%, 02/15/2033		549		520
4.875%, 02/13/2026		582		573
Pilgrim's Pride
6.875%, 05/15/2034		335		329
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (E)(F)		660		–
				4,454
Energy — 0.4%
Continental Resources
2.268%, 11/15/2026 (E)		1,050		930
Ecopetrol
8.625%, 01/19/2029		512		514
Oleoducto Central
4.000%, 07/14/2027 (E)		221		197
ONEOK
6.050%, 09/01/2033		203		199
ONEOK Partners
6.125%, 02/01/2041		63		58
Ovintiv
6.250%, 07/15/2033		153		148
5.650%, 05/15/2028		104		102
Var Energi
8.000%, 11/15/2032 (E)		403		423
7.500%, 01/15/2028 (E)		314		322
				2,893
Financials — 2.7%
ABN AMRO Bank
4.750%, 07/28/2025 (E)		269		261
AIB Group MTN
4.263%, US0003M + 1.874%, 04/10/2025 (C)(E)		438		432
Aircastle
5.250%, 08/11/2025 (E)		456		444
4.125%, 05/01/2024		181		179
2.850%, 01/26/2028 (E)		904		767

SEI Institutional Managed Trust

331

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ally Financial
6.992%, SOFRRATE + 3.260%, 06/13/2029 (C)	$	259	$	253
Aviation Capital Group
6.375%, 07/15/2030 (E)		206		199
5.500%, 12/15/2024 (E)		352		346
4.875%, 10/01/2025 (E)		182		175
4.375%, 01/30/2024 (E)		161		160
4.125%, 08/01/2025 (E)		6		6
3.500%, 11/01/2027 (E)		165		146
1.950%, 01/30/2026 (E)		480		431
1.950%, 09/20/2026 (E)		153		133
Banco de Credito del Peru S.A. MTN
3.125%, H15T5Y + 3.000%, 07/01/2030 (C)(E)		755		693
Banco Santander
6.921%, 08/08/2033		400		382
BNP Paribas
8.500%, H15T5Y + 4.354%(C)(E)(G)		669		654
7.375%, USSW5 + 5.150%(C)(G)		200		196
CaixaBank
6.684%, SOFRRATE + 2.080%, 09/13/2027 (C)(E)		343		343
Capital One Financial
6.377%, SOFRRATE + 2.860%, 06/08/2034 (C)		486		459
Charles Schwab
5.375%, H15T5Y + 4.971%(C)(G)		184		177
4.000%, H15T5Y + 3.168%(C)(G)		756		631
Citigroup
9.699%, TSFR3M + 4.330%(C)(G)		125		125
7.625%, H15T5Y + 3.211%(C)(G)		33		32
4.000%, H15T5Y + 3.597%(C)(G)		359		314
Credit Agricole
6.316%, SOFRRATE + 1.860%, 10/03/2029 (C)(E)		252		252
Deutsche Bank NY
7.146%, SOFRRATE + 2.520%, 07/13/2027 (C)		177		178
3.961%, SOFRRATE + 2.581%, 11/26/2025 (C)		315		304
2.129%, SOFRRATE + 1.870%, 11/24/2026 (C)		347		314
Discover Bank
5.974%, USISOA05 + 1.730%, 08/09/2028 (C)		475		435
Goldman Sachs Group
8.501%, TSFR3M + 3.136%(C)(G)		122		122
4.125%, H15T5Y + 2.949%(C)(G)		328		268
ING Groep
6.083%, SOFRRATE + 1.560%, 09/11/2027 (C)		273		272

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lloyds Banking Group
7.500%, USISDA05 + 4.496%(C)(G)	$	735	$	687
Lloyds Banking Group PLC
7.953%, H15T1Y + 3.750%, 11/15/2033 (C)		604		625
Morgan Stanley
0.406%, 10/29/2027 (C)	EUR	480		450
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (C)(E)	$	319		285
NatWest Group
4.269%, US0003M + 1.762%, 03/22/2025 (C)		569		563
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (E)		309		23
PNC Financial Services Group
8.711%, TSFR3M + 3.302%(C)(G)		174		173
S&P Global
4.250%, 05/01/2029		166		157
Santander Holdings USA
4.260%, SOFRINDX + 1.380%, 06/09/2025 (C)		196		192
2.490%, SOFRRATE + 1.249%, 01/06/2028 (C)		67		58
Santander UK Group Holdings
6.833%, SOFRRATE + 2.749%, 11/21/2026 (C)		603		606
Standard Chartered
7.141%, US0003M + 1.510%(C)(E)(G)		400		371
6.000%, H15T5Y + 5.661%(C)(E)(G)		552		524
3.971%, H15T1Y + 1.650%, 03/30/2026 (C)(E)		239		230
Svenska Handelsbanken
4.750%, H15T5Y + 4.048%(C)(G)		800		612
Swiss Re Finance Luxembourg
5.000%, H15T5Y + 3.582%, 04/02/2049 (C)		600		562
Synchrony Financial
4.875%, 06/13/2025		118		113
4.500%, 07/23/2025		120		114
3.950%, 12/01/2027		118		104
2.875%, 10/28/2031		328		233
UniCredit
2.569%, H15T1Y + 2.300%, 09/22/2026 (C)(E)		519		475
US Bancorp
5.300%, TSFR3M + 3.176%(C)(G)		474		396
Wells Fargo
7.625%, H15T5Y + 3.606%(C)(G)		180		181
3.900%, H15T5Y + 3.453%(C)(G)		327		286
				18,103

332

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 0.1%
Organon & Co
2.875%, 04/30/2028	EUR	200	$	182
Takeda Pharmaceutical
4.400%, 11/26/2023	$	220		219
				401
Industrials — 0.8%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		190		191
4.450%, 04/03/2026		173		166
2.450%, 10/29/2026		671		601
Air Lease
3.625%, 04/01/2027		40		36
2.100%, 09/01/2028		178		148
Air Lease MTN
2.875%, 01/15/2026		85		79
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	237		228
Delta Air Lines
4.750%, 10/20/2028 (E)	$	475		452
4.500%, 10/20/2025 (E)		307		298
Embraer Netherlands Finance BV
5.400%, 02/01/2027		670		652
ENA Master Trust
4.000%, 05/19/2048 (E)		272		195
Flowserve
2.800%, 01/15/2032		246		188
Honeywell International
4.125%, 11/02/2034	EUR	810		841
Lima Metro Line 2 Finance
5.875%, 07/05/2034	$	203		195
4.350%, 04/05/2036 (E)		200		174
Odebrecht Holdco Finance
0.000%, 09/10/2058 (E)(H)		294		–
Regal Rexnord
6.050%, 02/15/2026 (E)		789		780
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	125		120
Westinghouse Air Brake Technologies
3.200%, 06/15/2025	$	141		134
				5,478
Information Technology — 0.6%
Broadcom
4.926%, 05/15/2037 (E)		535		461
3.137%, 11/15/2035 (E)		154		112
Kyndryl Holdings
2.050%, 10/15/2026		631		551
Lenovo Group
5.831%, 01/27/2028		966		946

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NXP BV
5.550%, 12/01/2028	$	317	$	310
Prosus
3.257%, 01/19/2027 (E)		264		234
Seagate HDD Cayman
8.250%, 12/15/2029 (E)		399		410
SK Hynix
2.375%, 01/19/2031 (E)		290		218
Tencent Holdings MTN
3.240%, 06/03/2050 (E)		439		252
TSMC Arizona
3.875%, 04/22/2027		406		387
Western Digital
3.100%, 02/01/2032		35		26
2.850%, 02/01/2029		157		126
				4,033
Materials — 0.1%
Freeport Indonesia MTN
4.763%, 04/14/2027 (E)		243		231
Glencore Funding
6.500%, 10/06/2033 (E)		56		56
5.400%, 05/08/2028 (E)		261		254
Volcan Cia Minera SAA
4.375%, 02/11/2026 (E)		81		46
				587
Real Estate — 0.1%
American Tower
5.800%, 11/15/2028		115		114
3.650%, 03/15/2027		235		218
Vornado Realty
2.150%, 06/01/2026		403		342
				674
Utilities — 0.4%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (E)		301		256
Alexander Funding Trust II
7.467%, 07/31/2028 (E)		104		104
Comision Federal de Electricidad
4.688%, 05/15/2029 (E)		268		241
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		280
Electricite de France
9.125%, H15T5Y + 5.411%(C)(E)(G)		238		248
Enel Finance International
7.500%, 10/14/2032 (E)		400		427
Engie Energia Chile
3.400%, 01/28/2030		390		324
NRG Energy
7.000%, 03/15/2033 (E)		421		407

SEI Institutional Managed Trust

333

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Terraform Global Operating
6.125%, 03/01/2026 (E)	$	74	$	73
Vistra
7.000%, H15T5Y + 5.740%(C)(E)(G)		286		261
				2,621
Total Corporate Obligations
(Cost $54,422) ($ Thousands)				49,103
ASSET-BACKED SECURITIES — 4.9%
Automotive — 1.7%
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B
6.090%, 11/12/2027(E)		897		896
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026		758		757
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A
5.440%, 02/22/2028(E)		554		544
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B
6.120%, 04/20/2028(E)		424		416
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		89		82
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		347		330
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		375
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(E)		611		584
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(E)		119		114
FHF Trust, Ser 2023-1A, Cl A2
6.570%, 06/15/2028(E)		411		407
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027(E)		707		704
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(E)		605		531
Hertz Vehicle Financing III, Ser 2022-1A, Cl C
2.630%, 06/25/2026(E)		620		578

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(E)	$	138	$	136
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027(E)		449		445
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2
6.920%, 08/15/2028(E)		1,247		1,242
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2
7.090%, 10/16/2028(E)		484		483
Prestige Auto Receivables Trust, Ser 2022-1A, Cl A2
5.900%, 07/15/2025(E)		256		255
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A
5.380%, 11/25/2030(E)		573		563
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(E)		462		456
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032(E)		427		425
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032(E)		515		513
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/2025(E)		109		109
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026(E)		848		847
				11,792
Credit Cards — 0.1%
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A
4.630%, 07/15/2025(E)		1,010		994
Non-Agency Mortgage-Backed Obligations — 0.1%
Eagle RE, Ser 2023-1, Cl M1A
7.315%, SOFR30A + 2.000%, 09/26/2033(C)(E)		511		511
Other Asset-Backed Securities — 3.0%
AB Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(E)		827		689
ACHV ABS TRUST, Ser 2023-3PL, Cl A
6.600%, 08/19/2030(E)		610		610

334

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(E)	$	53	$	52
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(E)		70		68
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(E)		88		86
AGL CLO 12, Ser 2021-12A, Cl A1
6.748%, TSFR3M + 1.422%, 07/20/2034(C)(E)		970		963
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2
5.300%, 06/21/2028(E)		288		285
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(E)		185		176
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
6.788%, TSFR3M + 1.462%, 07/20/2034(C)(E)		589		587
Ballyrock CLO 15, Ser 2021-1A, Cl C
8.670%, TSFR3M + 3.362%, 04/15/2034(C)(E)		600		586
Ballyrock CLO 16, Ser 2021-16A, Cl A1
6.718%, TSFR3M + 1.392%, 07/20/2034(C)(E)		1,222		1,214
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(E)		180		157
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(E)		232		199
Dext ABS, Ser 2023-1, Cl A2
5.990%, 03/15/2032(E)		923		909
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(E)		839		714
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(E)		454		382
Dryden 78 CLO, Ser 2020-78A, Cl C
7.520%, TSFR3M + 2.212%, 04/17/2033(C)(E)		620		604
Dryden 78 CLO, Ser 2020-78A, Cl D
8.570%, TSFR3M + 3.262%, 04/17/2033(C)(E)		320		308
Elevation CLO, Ser 2020-11A, Cl C
7.770%, TSFR3M + 2.462%, 04/15/2033(C)(E)		550		537
Elmwood CLO IX, Ser 2021-2A, Cl D
8.538%, TSFR3M + 3.212%, 07/20/2034(C)(E)		583		568
Flatiron CLO 21, Ser 2021-1A, Cl D
8.482%, US0003M + 2.900%, 07/19/2034(C)(E)		620		601

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(E)	$	260	$	220
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
6.658%, TSFR3M + 1.332%, 04/20/2034(C)(E)		651		646
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(E)		380		339
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(E)		265		223
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		798
Magnetite XXVI, Ser 2021-26A, Cl A1R
6.733%, TSFR3M + 1.382%, 07/25/2034(C)(E)		1,127		1,119
MVW, Ser 2021-2A, Cl B
1.830%, 05/20/2039(E)		264		237
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(E)		322		268
Neighborly Issuer, Ser 2023-1A, Cl A2
7.308%, 01/30/2053(E)		778		755
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(E)		193		173
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
6.670%, TSFR3M + 1.362%, 07/16/2035(C)(E)		1,141		1,133
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
6.700%, TSFR3M + 1.392%, 07/17/2035(C)(E)		690		685
NMEF Funding, Ser 2022-B, Cl A2
6.070%, 06/15/2029(E)		319		317
OCP CLO, Ser 2021-18A, Cl AR
6.678%, TSFR3M + 1.352%, 07/20/2032(C)(E)		849		845
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(E)		636		588
Rad CLO 7, Ser 2020-7A, Cl C
7.570%, TSFR3M + 2.262%, 04/17/2033(C)(E)		280		274
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(E)		407		363
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(E)		530		519

SEI Institutional Managed Trust

335

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-1A, Cl DR
8.420%, TSFR3M + 3.112%, 04/15/2031(C)(E)	$	250	$	236
				20,033
Total Asset-Backed Securities
(Cost $34,670) ($ Thousands)				33,330
MORTGAGE-BACKED SECURITIES — 4.1%
Agency Mortgage-Backed Obligations — 0.4%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
0.722%, 06/15/2047(C)		1,007		85
FHLMC CMO, Ser 2020-4981, Cl HS, IO
0.671%, 06/25/2050(C)		2,001		180
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.515%, SOFR30A + 2.200%, 05/25/2042(C)(E)		543		548
FNMA
3.000%, 02/01/2052		2,144		1,788
FNMA CMO, Ser 2014-78, Cl SE, IO
0.671%, 12/25/2044(C)		764		61
FNMA CMO, Ser 2016-77, Cl DS, IO
0.571%, 10/25/2046(C)		767		60
FNMA CMO, Ser 2017-62, Cl AS, IO
0.721%, 08/25/2047(C)		849		77
FNMA CMO, Ser 2017-97, Cl LS, IO
0.771%, 12/25/2047(C)		1,193		112
GNMA CMO, Ser 2017-122, Cl SA, IO
0.761%, 08/20/2047(C)		614		58
GNMA CMO, Ser 2017-134, Cl SE, IO
0.761%, 09/20/2047(C)		524		41
				3,010
Non-Agency Mortgage-Backed Obligations — 3.7%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		43		29
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		234		124
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		97		67
AREIT Trust, Ser 2022-CRE6, Cl A
6.563%, SOFR30A + 1.250%, 01/20/2037(C)(E)		1,262		1,240
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%, 03/10/2037(C)(E)		365		249

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
6.380%, TSFR1M + 1.047%, 11/15/2033(C)(E)	$	1,610	$	1,536
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
7.588%, TSFR1M + 2.254%, 10/15/2037(C)(E)		779		742
Bellemeade Re, Ser 2019-3A, Cl M1C
7.384%, US0001M + 1.950%, 07/25/2029(C)(E)		185		186
Bellemeade Re, Ser 2021-1A, Cl M1C
8.265%, SOFR30A + 2.950%, 03/25/2031(C)(E)		437		444
Bellemeade Re, Ser 2021-2A, Cl M1B
6.815%, SOFR30A + 1.500%, 06/25/2031(C)(E)		704		702
Bellemeade Re, Ser 2022-2, Cl M1A
9.315%, SOFR30A + 4.000%, 09/27/2032(C)(E)		978		1,005
BFLD Trust, Ser 2021-FPM, Cl A
7.048%, TSFR1M + 1.714%, 06/15/2038(C)(E)		1,189		1,136
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
7.278%, TSFR1M + 1.946%, 04/15/2034(C)(E)		162		160
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
7.528%, TSFR1M + 2.196%, 04/15/2034(C)(E)		656		642
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		89		40
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		121		54
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		58		25
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.985%, 07/10/2046(C)(E)		595		553
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
7.829%, SOFR30A + 2.514%, 04/25/2031(C)(E)		12		12
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
7.579%, SOFR30A + 2.264%, 09/25/2031(C)(E)		–		–
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
7.529%, SOFR30A + 2.214%, 10/25/2039(C)(E)		15		15

336

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
7.429%, SOFR30A + 2.114%, 01/25/2040(C)(E)	$	103	$	103
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.965%, SOFR30A + 1.650%, 12/25/2041(C)(E)		319		313
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
7.215%, SOFR30A + 1.900%, 12/25/2041(C)(E)		1,023		1,004
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
8.815%, SOFR30A + 3.500%, 03/25/2042(C)(E)		838		861
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
8.415%, SOFR30A + 3.100%, 03/25/2042(C)(E)		211		214
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1
7.615%, SOFR30A + 2.300%, 01/25/2043(C)(E)		412		417
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1
7.615%, SOFR30A + 2.300%, 05/25/2043(C)(E)		798		809
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1
7.215%, SOFR30A + 1.900%, 06/25/2043(C)(E)		750		753
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
5.814%, TSFR1M + 0.494%, 12/25/2036(C)		324		106
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1
7.315%, SOFR30A + 2.000%, 01/25/2051(C)(E)		76		73
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl M2
7.129%, SOFR30A + 1.814%, 01/25/2050(C)(E)		84		84
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2
8.115%, SOFR30A + 2.800%, 10/25/2050(C)(E)		214		216
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
6.965%, SOFR30A + 1.650%, 01/25/2034(C)(E)		200		200

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.815%, SOFR30A + 1.500%, 10/25/2041(C)(E)	$	1,079	$	1,064
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2
7.115%, SOFR30A + 1.800%, 11/25/2041(C)(E)		1,042		1,018
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
7.665%, SOFR30A + 2.350%, 12/25/2041(C)(E)		668		646
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.165%, SOFR30A + 1.850%, 01/25/2042(C)(E)		542		535
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
6.315%, SOFR30A + 1.000%, 01/25/2042(C)(E)		407		404
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A
8.265%, SOFR30A + 2.950%, 06/25/2042(C)(E)		667		684
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A
7.815%, SOFR30A + 2.500%, 03/25/2052(C)(E)		958		973
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A
7.415%, SOFR30A + 2.100%, 03/25/2043(C)(E)		482		487
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A
7.315%, SOFR30A + 2.000%, 05/25/2043(C)(E)		753		758
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
7.379%, SOFR30A + 2.064%, 10/25/2049(C)(E)		13		13
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2023-DNA2, Cl M1A
7.415%, SOFR30A + 2.100%, 04/25/2043(C)(E)		367		371
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
11.129%, SOFR30A + 5.814%, 04/25/2028(C)		88		93
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
8.279%, SOFR30A + 2.964%, 11/25/2029(C)		396		406

SEI Institutional Managed Trust

337

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
7.315%, SOFR30A + 2.000%, 11/25/2041(C)(E)	$	469	$	461
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.299%, 08/10/2044(C)(E)		13		4
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.234%, 01/10/2047(C)(E)		273		74
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		23
2.435%, 08/17/2026		769		723
1.433%, 08/17/2026		296		278
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
5.934%, TSFR1M + 0.614%, 03/25/2035(C)		52		42
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.943%, 09/15/2047(C)		14,209		57
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3
7.534%, TSFR1M + 2.214%, 04/25/2047(C)(E)		86		84
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(C)		125		47
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(E)		189		184
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
6.912%, TSFR1M + 1.579%, 07/15/2036(C)(E)		266		243
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
9.182%, TSFR1M + 3.864%, 05/30/2025(C)(E)		268		268
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
9.129%, SOFR30A + 3.814%, 11/27/2031(C)(E)		30		30
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
8.779%, SOFR30A + 3.464%, 02/27/2023(C)(E)		105		104
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.535%, 11/15/2049(C)		925		780

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
10.929%, SOFR30A + 5.614%, 11/25/2025(C)(E)	$	32	$	33
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
10.679%, SOFR30A + 5.364%, 11/25/2025(C)(E)		141		143
				25,144
Total Mortgage-Backed Securities
(Cost $30,393) ($ Thousands)				28,154
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.2%
FFCB^
5.500%, SOFRRATE + 0.170%, 01/23/2025(C)		2,100		2,100
5.465%, SOFRRATE + 0.135%, 11/06/2023(C)		2,000		2,000
5.410%, SOFRRATE + 0.080%, 05/24/2024(C)		500		500
5.370%, SOFRRATE + 0.040%, 05/15/2024(C)		300		300
FHLB^
5.490%, SOFRRATE + 0.160%, 07/10/2025(C)		800		801
5.470%, SOFRRATE + 0.140%, 04/21/2025(C)		1,000		1,000
0.620%, 02/26/2026		200		179
FHLB DN^
4.910%, 02/02/2024(A)(H)		800		786
FHLMC^
5.150%, 01/27/2026		1,200		1,184
4.200%, 08/28/2025		700		684
0.400%, 05/24/2024		400		387
FNMA^
5.060%, 02/07/2025		700		693
3.875%, 08/28/2024		800		787
0.625%, 04/22/2025		1,300		1,210
0.500%, 06/17/2025		1,500		1,387
0.375%, 06/14/2024		700		675
0.250%, 11/27/2023		100		99
Total U.S. Government Agency Obligations
(Cost $15,085) ($ Thousands)				14,772

338

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 0.2%
Colombia Government International Bond
3.125%, 04/15/2031	$	225	$	166
Dominican Republic International Bond
4.875%, 09/23/2032(E)		416		338
Magyar Export-Import Bank Zrt
6.125%, 12/04/2027(E)		753		740
Total Sovereign Debt
(Cost $1,391) ($ Thousands)				1,244
	Shares
FOREIGN COMMON STOCK — 0.1%
Cameroon — 0.0%
Golar LNG Ltd		3,094		75
Canada — 0.0%
Aurinia Pharmaceuticals Inc *		1,700		13
Brookfield Infrastructure Corp, Cl A		1,190		42
Teekay Tankers Ltd, Cl A		700		29
				84
Ghana — 0.0%
Kosmos Energy Ltd *		10,746		88
Ireland — 0.0%
Ardmore Shipping Corp		1,400		18
Prothena Corp PLC *		316		16
				34
Mexico — 0.0%
Borr Drilling Ltd *		5,068		36
Monaco — 0.0%
Scorpio Tankers Inc		1,225		66
Norway — 0.0%
FLEX LNG		616		18
SFL Corp Ltd		3,200		36
				54
United Kingdom — 0.1%
TechnipFMC PLC		10,961		223
Total Foreign Common Stock
(Cost $490) ($ Thousands)				660

Description		Number of Rights		Market Value ($ Thousands)
RIGHTS — 0.0%
Novartis AG *‡‡		800		$	–
Abiomed Inc *‡‡		408			–
Total Rights
(Cost $—) ($ Thousands)					–
	Shares
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $47) ($ Thousands)					17
Total Investments in Securities — 114.2%
(Cost $713,022) ($ Thousands)				$	776,182
COMMON STOCK SOLD SHORT— (12.6)%
Communication Services — (0.6)%
Cable One Inc		(67	)		(41	)
Charter Communications Inc, Cl A *		(1,117	)		(491	)
Comcast Corp, Cl A		(44,737	)		(1,984	)
DISH Network Corp, Cl A *		(2,934	)		(17	)
Fox Corp, Cl A		(3,295	)		(103	)
Fox Corp, Cl B		(1,600	)		(46	)
Interpublic Group of Cos Inc/The		(4,302	)		(123	)
Liberty Broadband Corp, Cl C *		(1,308	)		(120	)
Liberty Media -Liberty Live, Cl C *		(61	)		(2	)
Liberty Media -Liberty SiriusXM *		(1,794	)		(46	)
Liberty Media -Liberty SiriusXM, Cl A *		(800	)		(20	)
New York Times Co/The, Cl A		(1,794	)		(74	)
News Corp, Cl A		(4,513	)		(91	)
News Corp, Cl B		(1,600	)		(33	)
Nexstar Media Group Inc, Cl A		(332	)		(48	)
Omnicom Group Inc		(2,183	)		(163	)
Paramount Global, Cl B		(6,020	)		(78	)
Scholastic Corp, Cl B		(500	)		(19	)
TEGNA Inc		(2,500	)		(36	)
Trade Desk Inc/The, Cl A *		(4,559	)		(356	)
					(3,891	)
Consumer Discretionary — (8.4)%
Abercrombie & Fitch Co, Cl A *		(400	)		(23	)
Academy Sports & Outdoors Inc		(920	)		(43	)
Acushnet Holdings Corp		(980	)		(52	)
Adient PLC *		(4,182	)		(153	)
Adtalem Global Education Inc *		(600	)		(26	)
Advance Auto Parts Inc		(596	)		(33	)
Airbnb Inc, Cl A *		(5,896	)		(809	)
Amazon.com Inc, Cl A *		(36,785	)		(4,676	)
American Axle & Manufacturing Holdings Inc *		(5,330	)		(39	)
American Eagle Outfitters Inc		(1,700	)		(28	)
Aptiv PLC *		(12,943	)		(1,276	)

SEI Institutional Managed Trust

339

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Aramark		(3,525	)	$	(122	)
Asbury Automotive Group Inc *		(191	)		(44	)
AutoNation Inc *		(226	)		(34	)
AutoZone Inc *		(177	)		(450	)
Bath & Body Works Inc		(2,102	)		(71	)
Beazer Homes USA Inc, Cl A *		(1,100	)		(27	)
Best Buy Co Inc		(2,019	)		(140	)
Bloomin' Brands Inc		(1,499	)		(37	)
Booking Holdings Inc *		(545	)		(1,681	)
Boot Barn Holdings Inc *		(210	)		(17	)
BorgWarner Inc		(11,197	)		(452	)
Boyd Gaming Corp		(1,323	)		(80	)
Bright Horizons Family Solutions Inc *		(993	)		(81	)
Brinker International Inc *		(600	)		(19	)
Brunswick Corp/DE		(2,314	)		(183	)
Burlington Stores Inc *		(602	)		(81	)
Caesars Entertainment Inc *		(2,861	)		(133	)
Capri Holdings Ltd *		(3,723	)		(196	)
CarMax Inc *		(1,548	)		(110	)
Carnival Corp *		(14,711	)		(202	)
Carter's Inc		(1,296	)		(90	)
Carvana Co, Cl A *		(700	)		(29	)
Cavco Industries Inc *		(174	)		(46	)
Century Communities Inc		(870	)		(58	)
Cheesecake Factory Inc/The		(762	)		(23	)
Chegg Inc *		(1,979	)		(18	)
Chipotle Mexican Grill Inc, Cl A *		(409	)		(749	)
Choice Hotels International Inc		(500	)		(61	)
Churchill Downs Inc		(1,088	)		(126	)
Columbia Sportswear Co		(1,109	)		(82	)
Coursera Inc *		(1,400	)		(26	)
Cracker Barrel Old Country Store Inc		(330	)		(22	)
Crocs Inc *		(1,736	)		(153	)
Dana Inc		(5,797	)		(85	)
Darden Restaurants Inc		(1,758	)		(252	)
Dave & Buster's Entertainment Inc *		(846	)		(31	)
Deckers Outdoor Corp *		(789	)		(406	)
Dick's Sporting Goods Inc		(410	)		(45	)
Domino's Pizza Inc		(532	)		(202	)
DoorDash Inc, Cl A *		(4,404	)		(350	)
Dorman Products Inc *		(1,077	)		(82	)
DR Horton Inc		(9,572	)		(1,029	)
DraftKings Inc, Cl A *		(5,924	)		(174	)
Dream Finders Homes, Cl A *		(700	)		(16	)
Duolingo Inc, Cl A *		(400	)		(66	)
eBay Inc		(5,401	)		(238	)
Etsy Inc *		(1,004	)		(65	)
Everi Holdings Inc *		(1,419	)		(19	)
Expedia Group Inc *		(2,088	)		(215	)
Fisker *		(3,663	)		(24	)
Five Below Inc *		(547	)		(88	)
Floor & Decor Holdings Inc, Cl A *		(937	)		(85	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Foot Locker Inc, Cl A		(932	)	$	(16	)
Ford Motor Co		(183,999	)		(2,285	)
Fox Factory Holding Corp *		(1,854	)		(184	)
Frontdoor Inc *		(957	)		(29	)
GameStop Corp, Cl A *		(2,552	)		(42	)
Garmin Ltd		(4,519	)		(475	)
General Motors Co		(65,385	)		(2,156	)
Gentex Corp		(12,175	)		(396	)
Gentherm Inc *		(1,234	)		(67	)
Genuine Parts Co		(1,356	)		(196	)
G-III Apparel Group Ltd *		(1,200	)		(30	)
Goodyear Tire & Rubber Co/The *		(12,387	)		(154	)
GoPro Inc, Cl A *		(4,271	)		(13	)
Graham Holdings Co, Cl B		(100	)		(58	)
Grand Canyon Education Inc *		(372	)		(43	)
Green Brick Partners Inc *		(900	)		(37	)
Group 1 Automotive Inc		(155	)		(42	)
H&R Block Inc		(2,624	)		(113	)
Hanesbrands Inc		(9,871	)		(39	)
Harley-Davidson Inc, Cl A		(6,071	)		(201	)
Hasbro Inc		(3,745	)		(248	)
Helen of Troy Ltd *		(661	)		(77	)
Hilton Grand Vacations Inc *		(1,254	)		(51	)
Hilton Worldwide Holdings Inc		(3,834	)		(576	)
Home Depot Inc/The		(9,610	)		(2,904	)
Hovnanian Enterprises, Cl A *		(200	)		(20	)
Hyatt Hotels Corp, Cl A		(649	)		(69	)
Installed Building Products Inc		(668	)		(83	)
International Game Technology PLC		(1,333	)		(40	)
iRobot *		(694	)		(26	)
Jack in the Box Inc		(227	)		(16	)
KB Home		(2,302	)		(107	)
Kohl's Corp		(989	)		(21	)
Kontoor Brands Inc		(1,816	)		(80	)
Las Vegas Sands Corp		(4,836	)		(222	)
Laureate Education Inc, Cl A		(1,900	)		(27	)
La-Z-Boy Inc, Cl Z		(1,311	)		(40	)
LCI Industries		(1,196	)		(140	)
Lear Corp		(2,885	)		(387	)
Leggett & Platt Inc		(4,708	)		(120	)
Lennar Corp, Cl A		(7,560	)		(848	)
Lennar Corp, Cl B		(409	)		(42	)
LGI Homes Inc *		(548	)		(55	)
Light & Wonder Inc, Cl A *		(1,455	)		(104	)
Lithia Motors Inc, Cl A		(231	)		(68	)
LKQ Corp		(2,708	)		(134	)
Lowe's Cos Inc		(5,840	)		(1,214	)
Lucid Group Inc *		(34,106	)		(191	)
Lululemon Athletica Inc *		(3,346	)		(1,290	)
Luminar Technologies, Cl A *		(13,917	)		(63	)
M/I Homes Inc *		(813	)		(68	)
Macy's Inc		(3,109	)		(36	)

340

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Malibu Boats Inc, Cl A *		(590	)	$	(29	)
Marriott International Inc/MD, Cl A		(3,718	)		(731	)
Marriott Vacations Worldwide Corp		(646	)		(65	)
Mattel Inc *		(10,545	)		(232	)
McDonald's Corp		(11,298	)		(2,976	)
MDC Holdings Inc		(1,798	)		(74	)
Meritage Homes Corp		(1,093	)		(134	)
MGM Resorts International		(4,655	)		(171	)
Modine Manufacturing Co *		(2,469	)		(113	)
Mohawk Industries Inc *		(1,805	)		(155	)
Movado Group Inc		(661	)		(18	)
Murphy USA Inc		(249	)		(85	)
National Vision Holdings Inc *		(1,000	)		(16	)
Newell Brands Inc, Cl B		(11,581	)		(105	)
NIKE Inc, Cl B		(36,360	)		(3,477	)
Nordstrom Inc		(964	)		(14	)
Norwegian Cruise Line Holdings Ltd *		(6,364	)		(105	)
NVR Inc *		(91	)		(543	)
Ollie's Bargain Outlet Holdings Inc *		(500	)		(39	)
O'Reilly Automotive Inc *		(584	)		(531	)
Oxford Industries Inc, Cl A		(326	)		(31	)
Papa John's International Inc, Cl A		(358	)		(24	)
Patrick Industries Inc		(902	)		(68	)
Peloton Interactive Inc, Cl A *		(7,079	)		(36	)
Penn Entertainment Inc *		(2,395	)		(55	)
Penske Automotive Group Inc, Cl A		(200	)		(33	)
Phinia Inc		(2,000	)		(54	)
Planet Fitness Inc, Cl A *		(1,189	)		(58	)
Polaris Inc		(1,717	)		(179	)
Pool Corp		(377	)		(134	)
PulteGroup Inc		(6,709	)		(497	)
PVH Corp		(1,821	)		(139	)
QuantumScape Corp, Cl A *		(12,787	)		(86	)
Ralph Lauren Corp, Cl A		(1,235	)		(143	)
Red Rock Resorts Inc, Cl A		(835	)		(34	)
RH *		(151	)		(40	)
Rivian Automotive Inc, Cl A *		(24,196	)		(587	)
Ross Stores Inc		(3,390	)		(383	)
Royal Caribbean Cruises Ltd *		(3,415	)		(315	)
SeaWorld Entertainment Inc *		(580	)		(27	)
Service Corp International/US		(2,164	)		(124	)
Shake Shack Inc, Cl A *		(446	)		(26	)
Signet Jewelers Ltd		(409	)		(29	)
Six Flags Entertainment Corp *		(900	)		(21	)
Skechers USA Inc, Cl A *		(3,937	)		(193	)
Skyline Champion Corp *		(1,593	)		(102	)
Sonos Inc *		(3,822	)		(49	)
Standard Motor Products Inc		(916	)		(31	)
Starbucks Corp		(17,143	)		(1,565	)
Steven Madden Ltd		(2,661	)		(85	)
Stoneridge Inc *		(1,000	)		(20	)
Strategic Education Inc		(400	)		(30	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Stride Inc *		(600	)	$	(27	)
Sturm Ruger & Co Inc		(600	)		(31	)
Sweetgreen, Cl A *		(506	)		(6	)
Tapestry Inc		(7,169	)		(206	)
Taylor Morrison Home Corp, Cl A *		(3,227	)		(138	)
Tempur Sealy International Inc		(4,974	)		(216	)
Tesla Inc *		(19,667	)		(4,921	)
Texas Roadhouse Inc, Cl A		(1,072	)		(103	)
Thor Industries Inc		(2,287	)		(218	)
TJX Cos Inc/The		(11,447	)		(1,017	)
Toll Brothers Inc		(3,233	)		(239	)
TopBuild Corp *		(1,006	)		(253	)
Topgolf Callaway Brands Corp *		(4,099	)		(57	)
Tractor Supply Co		(1,107	)		(225	)
Travel + Leisure Co		(1,381	)		(51	)
Tri Pointe Homes Inc *		(2,985	)		(82	)
Ulta Beauty Inc *		(502	)		(201	)
Under Armour Inc, Cl A *		(5,729	)		(39	)
Under Armour Inc, Cl C *		(5,719	)		(36	)
Urban Outfitters Inc *		(800	)		(26	)
Vail Resorts Inc		(610	)		(135	)
Valvoline Inc		(1,144	)		(37	)
VF Corp		(10,728	)		(190	)
Vista Outdoor Inc *		(1,676	)		(56	)
Visteon Corp *		(1,222	)		(169	)
Wayfair Inc, Cl A *		(700	)		(42	)
Wendy's Co/The		(2,795	)		(57	)
Whirlpool Corp		(1,580	)		(211	)
Williams-Sonoma Inc		(722	)		(112	)
Wingstop Inc, Cl A		(466	)		(84	)
Winnebago Industries Inc		(1,163	)		(69	)
Wolverine World Wide Inc		(1,909	)		(15	)
Wyndham Hotels & Resorts Inc		(1,272	)		(88	)
Wynn Resorts Ltd		(1,465	)		(135	)
XPEL Inc *		(988	)		(76	)
YETI Holdings Inc *		(2,349	)		(113	)
Yum! Brands Inc		(4,290	)		(536	)
					(57,244	)
Energy — 0.0%
Arch Resources Inc		(200	)		(34	)
Health Care — 0.0%
Figs Inc, Cl A *		(2,700	)		(16	)
Information Technology — (2.2)%
Advanced Micro Devices Inc *		(4,759	)		(489	)
Amphenol Corp, Cl A		(2,211	)		(186	)
Analog Devices Inc		(1,603	)		(281	)
Apple Inc		(26,983	)		(4,620	)

SEI Institutional Managed Trust

341

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Applied Materials Inc		(2,692	)	$	(373	)
Arista Networks Inc *		(805	)		(148	)
Arrow Electronics Inc, Cl A *		(309	)		(39	)
Avnet Inc		(497	)		(24	)
Broadcom Inc		(1,223	)		(1,016	)
CDW Corp/DE		(453	)		(91	)
Cirrus Logic Inc *		(300	)		(22	)
Cisco Systems Inc		(13,550	)		(728	)
Cognex Corp		(722	)		(31	)
Corning Inc, Cl B		(3,044	)		(93	)
Diodes Inc *		(301	)		(24	)
Enphase Energy Inc *		(414	)		(50	)
Entegris Inc		(434	)		(41	)
F5 Inc, Cl A *		(200	)		(32	)
First Solar Inc *		(310	)		(50	)
GLOBALFOUNDRIES Inc *		(360	)		(21	)
Hewlett Packard Enterprise Co		(3,757	)		(65	)
HP Inc		(2,506	)		(64	)
Intel Corp		(12,672	)		(451	)
Jabil Inc		(320	)		(41	)
Juniper Networks Inc		(1,049	)		(29	)
Keysight Technologies Inc *		(695	)		(92	)
KLA Corp		(476	)		(218	)
Lam Research Corp		(425	)		(266	)
Lattice Semiconductor Corp *		(466	)		(40	)
Littelfuse Inc		(100	)		(25	)
Lumentum Holdings Inc *		(426	)		(19	)
Marvell Technology Inc		(2,607	)		(141	)
Microchip Technology Inc		(1,692	)		(132	)
Micron Technology Inc		(3,357	)		(228	)
Monolithic Power Systems Inc		(128	)		(59	)
Motorola Solutions Inc		(490	)		(133	)
National Instruments Corp		(500	)		(30	)
NetApp Inc		(670	)		(51	)
Novanta Inc *		(100	)		(14	)
NVIDIA Corp		(7,093	)		(3,085	)
ON Semiconductor Corp *		(1,359	)		(126	)
Pure Storage Inc, Cl A *		(821	)		(29	)
Qorvo Inc *		(292	)		(28	)
QUALCOMM Inc		(3,406	)		(378	)
Sabre Corp *		(5,200	)		(23	)
Silicon Laboratories Inc *		(100	)		(12	)
Skyworks Solutions Inc		(508	)		(50	)
Super Micro Computer Inc *		(100	)		(27	)
Teledyne Technologies Inc *		(205	)		(84	)
Teradyne Inc		(593	)		(60	)
Texas Instruments Inc		(2,916	)		(464	)
Trimble Inc *		(927	)		(50	)
Western Digital Corp *		(640	)		(29	)
Wolfspeed Inc *		(409	)		(16	)
Zebra Technologies Corp, Cl A *		(189	)		(45	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
					(14,963	)
Materials — (1.4)%
Air Products and Chemicals Inc		(1,884	)	$	(534	)
Albemarle Corp		(1,026	)		(174	)
Alcoa Corp		(1,342	)		(39	)
Alpha Metallurgical Resources Inc		(144	)		(37	)
Amcor PLC		(11,953	)		(109	)
AptarGroup Inc		(583	)		(73	)
Ashland Inc		(400	)		(33	)
ATI Inc *		(1,064	)		(44	)
Avery Dennison Corp		(738	)		(135	)
Avient Corp		(921	)		(32	)
Axalta Coating Systems Ltd *		(1,749	)		(47	)
Balchem Corp		(300	)		(37	)
Ball Corp		(2,866	)		(143	)
Berry Global Group Inc		(1,168	)		(72	)
Cabot Corp		(500	)		(35	)
Carpenter Technology Corp		(400	)		(27	)
Celanese Corp, Cl A		(994	)		(125	)
CF Industries Holdings Inc		(1,725	)		(148	)
Chemours Co/The		(1,058	)		(30	)
Cleveland-Cliffs Inc *		(4,565	)		(71	)
Commercial Metals Co, Cl A		(1,032	)		(51	)
Constellium, Cl A *		(1,900	)		(35	)
Corteva Inc		(6,024	)		(308	)
Crown Holdings Inc		(856	)		(76	)
Dow Inc		(5,908	)		(305	)
DuPont de Nemours Inc		(4,099	)		(306	)
Eagle Materials Inc		(326	)		(54	)
Eastman Chemical Co		(1,104	)		(85	)
Ecolab Inc		(2,103	)		(356	)
Element Solutions Inc		(1,824	)		(36	)
FMC Corp		(1,012	)		(68	)
Freeport-McMoRan Inc, Cl B		(12,809	)		(478	)
Ginkgo Bioworks Holdings Inc *		(8,000	)		(14	)
Graphic Packaging Holding Co		(2,337	)		(52	)
HB Fuller Co		(459	)		(31	)
Hecla Mining Co		(5,000	)		(20	)
Huntsman Corp		(1,666	)		(41	)
International Flavors & Fragrances Inc		(2,203	)		(150	)
International Paper Co		(2,983	)		(106	)
Knife River Corp *		(400	)		(20	)
Linde PLC		(4,213	)		(1,569	)
Livent Corp *		(1,486	)		(27	)
Louisiana-Pacific Corp		(529	)		(29	)
LyondellBasell Industries NV, Cl A		(2,460	)		(233	)
Martin Marietta Materials Inc, Cl A		(628	)		(258	)
Materion Corp		(200	)		(20	)
Mosaic Co/The		(2,715	)		(97	)
MP Materials Corp *		(1,200	)		(23	)
Newmont Corp		(6,782	)		(251	)

342

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Nucor Corp		(2,074	)	$	(324	)
O-I Glass Inc, Cl I *		(1,436	)		(24	)
Olin Corp		(790	)		(39	)
Packaging Corp of America		(767	)		(118	)
PPG Industries Inc		(2,070	)		(269	)
Quaker Chemical Corp		(58	)		(9	)
Reliance Steel & Aluminum Co		(478	)		(125	)
Royal Gold Inc, Cl A		(672	)		(71	)
RPM International Inc		(1,042	)		(99	)
Scotts Miracle-Gro Co/The, Cl A		(300	)		(15	)
Sealed Air Corp		(1,187	)		(39	)
Sensient Technologies Corp		(500	)		(29	)
Sherwin-Williams Co/The, Cl A		(2,012	)		(513	)
Silgan Holdings Inc		(900	)		(39	)
Sonoco Products Co		(800	)		(43	)
Steel Dynamics Inc		(1,305	)		(140	)
Summit Materials Inc, Cl A *		(1,097	)		(34	)
Tronox Holdings		(1,726	)		(23	)
United States Steel Corp		(2,129	)		(69	)
Vulcan Materials Co		(1,078	)		(218	)
Warrior Met Coal Inc		(600	)		(31	)
Westlake Corp		(310	)		(39	)
Westrock Co		(2,046	)		(73	)
Worthington Industries Inc		(500	)		(31	)
					(9,458	)
Total Common Stock Sold Short
(Proceeds $94,102) ($ Thousands)					(85,606	)
FOREIGN COMMON STOCK SOLD SHORT— 0.0%
Canada — (0.0)%
SSR Mining Inc		(1,500	)		(20	)
Mexico — (0.0)%
Southern Copper Corp		(895	)		(67	)

Description	Shares			Market Value ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
South Korea — (0.0)%
Coupang Inc, Cl A *		(9,733	)	$	(166	)
Total Foreign Common Stock Sold Short
(Proceeds $254) ($ Thousands)					(253	)
Total Investments Sold Short — (12.6)%
(Proceeds $94,356) ($ Thousands)				$	(85,859	)
WRITTEN OPTION — (0.0)%
Total Written Option
(Premiums Received $19) ($ Thousands)				$	(7	)

SEI Institutional Managed Trust

343

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

A list of open exchange traded options contracts for the Fund at September 30, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
November 2023, Copper^		72		$	5,580		$	310.00		10/21/2023	$	1
November 2023, Copper^		72			6,300			350.00		10/21/2023		16
Total Purchased Options				$	11,880						$	17
WRITTEN OPTION — 0.0%
Put Options
November 2023, Copper^		(144	)	$	(11,880	)		330.00		10/21/2023	$	(7	)
Total Written Option				$	(11,880	)					$	(7	)

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Brent Crude^		27		May-2024	$	2,176	$	2,321	$	145
Brent Crude^		14		Jul-2024		1,204		1,187		(18	)
Brent Crude^		13		Mar-2024		948		1,140		191
Brent Crude^		77		Jan-2024		6,869		6,958		89
Coffee C^		26		Dec-2023		1,553		1,425		(128	)
Coffee C^		13		May-2024		756		721		(35	)
Coffee C^		13		Mar-2024		768		718		(50	)
Copper^		27		Dec-2023		2,559		2,523		(36	)
Copper^		15		May-2024		1,431		1,418		(13	)
Copper^		34		Mar-2024		3,250		3,200		(50	)
Corn^		162		Dec-2023		3,922		3,862		(60	)
Corn^		45		May-2024		1,140		1,126		(14	)
Corn^		46		Mar-2024		1,154		1,131		(23	)
Cotton No. 2^		10		May-2024		437		443		6
Cotton No. 2^		10		Mar-2024		418		440		21
Cotton No. 2^		6		Dec-2023		261		261		1
Feeder Cattle^		5		Nov-2023		644		637		(7	)
Gasoline^		25		Nov-2023		2,662		2,519		(143	)
Gasoline^		3		Mar-2024		280		293		13
Gasoline^		3		Jan-2024		269		293		23
Gasoline^		6		May-2024		660		633		(26	)
Gasoline^		2		Jan-2024		213		195		(18	)
Gold^		47		Feb-2024		9,189		8,861		(328	)
Gold^		22		Apr-2024		4,412		4,189		(224	)
Gold^		11		Jun-2024		2,195		2,116		(79	)
Gold^		20		Dec-2023		3,949		3,732		(217	)
KC HRW Wheat^		38		Dec-2023		1,426		1,261		(164	)
KC HRW Wheat^		12		May-2024		450		407		(42	)
KC HRW Wheat^		12		Mar-2024		461		403		(58	)
Lean Hogs^		7		Feb-2024		225		211		(14	)
Lean Hogs^		14		Apr-2024		471		453		(18	)
Lean Hogs^		6		Jun-2024		231		226		(6	)
Lean Hogs^		16		Dec-2023		485		459		(26	)
Live Cattle^		6		Dec-2023		420		451		31
Live Cattle^		46		Dec-2023		3,506		3,458		(48	)

344

SEI Institutional Managed Trust

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Live Cattle^		7		Feb-2024	$	510	$	539	$	29
Live Cattle^		14		Apr-2024		1,066		1,095		28
Live Cattle^		7		Jun-2024		533		531		(2	)
LME Lead^		17		Dec-2023		915		923		7
LME Lead^		25		Nov-2023		1,359		1,355		(4	)
LME Lead^		5		May-2024		274		272		(1	)
LME Lead^		2		Mar-2024		105		109		3
LME Lead^		2		Jan-2024		107		109		2
LME Nickel^		2		Mar-2024		247		227		(19	)
LME Nickel^		2		Jan-2024		267		225		(42	)
LME Nickel^		1		Nov-2023		139		111		(27	)
LME Nickel^		4		May-2024		497		459		(38	)
LME Primary Aluminum^		6		Nov-2023		341		352		11
LME Primary Aluminum^		20		May-2024		1,138		1,198		60
LME Primary Aluminum^		10		Mar-2024		571		593		22
LME Primary Aluminum^		10		Jan-2024		578		589		12
LME Primary Aluminum^		69		Dec-2023		3,834		4,058		224
LME Zinc^		5		Mar-2024		305		332		28
LME Zinc^		10		Nov-2023		612		662		50
LME Zinc^		5		Jan-2024		319		332		12
LME Zinc^		11		May-2024		688		731		43
LME Zinc^		28		Dec-2023		1,680		1,857		177
Low Sulphur Gasoil^		5		Mar-2024		363		434		71
Low Sulphur Gasoil^		10		May-2024		819		839		20
Low Sulphur Gasoil^		22		Nov-2023		1,990		2,126		136
Low Sulphur Gasoil^		11		Jan-2024		836		992		156
Natural Gas^		26		Jan-2024		996		927		(69	)
Natural Gas^		63		May-2024		1,973		1,900		(73	)
Natural Gas^		29		Mar-2024		1,006		934		(73	)
Natural Gas^		123		Nov-2023		4,093		3,603		(490	)
NY Harbor ULSD^		5		May-2024		584		588		4
NY Harbor ULSD^		3		Mar-2024		314		370		55
NY Harbor ULSD^		21		Jan-2024		2,576		2,704		127
NY Harbor ULSD^		24		Nov-2023		3,015		3,327		312
NYMEX Cocoa^		80		Dec-2023		2,856		2,734		(121	)
Platinum^		16		Jan-2024		726		733		7
Silver^		44		Mar-2024		5,427		5,014		(413	)
Silver^		10		May-2024		1,187		1,152		(36	)
Silver^		14		Dec-2023		1,629		1,572		(57	)
Soybean^		13		Jan-2024		870		841		(29	)
Soybean^		11		Mar-2024		745		721		(24	)
Soybean^		21		Mar-2024		1,429		1,388		(41	)
Soybean^		15		Nov-2023		988		956		(32	)
Soybean Meal^		115		Dec-2023		4,491		4,384		(108	)
Soybean Meal^		10		Mar-2024		388		375		(13	)
Soybean Meal^		21		May-2024		804		784		(21	)
Soybean Meal^		76		Jan-2024		2,948		2,883		(64	)
Soybean Oil^		36		Dec-2023		1,276		1,206		(70	)
Soybean Oil^		32		Jan-2024		1,172		1,060		(111	)
Soybean Oil^		25		May-2024		893		818		(76	)
Soybean Oil^		12		Mar-2024		431		394		(37	)
Sugar No. 11^		158		Mar-2024		4,711		4,686		(25	)
Sugar No. 11^		72		May-2024		2,024		2,037		13
Sugar No. 11^		24		Mar-2024		676		712		36
U.S. 5-Year Treasury Note		374		Dec-2023		39,796		39,404		(392	)
Wheat^		19		May-2024		616		565		(51	)
Wheat^		20		Mar-2024		661		574		(87	)
Wheat^		8		Dec-2023		264		217		(47	)

SEI Institutional Managed Trust

345

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
WTI Crude Oil^		16			Nov-2023	$	1,188		$	1,453		$	265
WTI Crude Oil^		32			May-2024		2,597			2,620			23
WTI Crude Oil^		161			Mar-2024		12,838			13,505			666
WTI Crude Oil^		15			Jan-2024		1,059			1,305			246
							190,334			189,167			(1,173	)
Short Contracts
Cotton No. 2^		(27	)		Dec-2023	$	(1,178	)	$	(1,177	)	$	2
Japanese 10-Year Bond		(12	)		Dec-2023		(11,917	)		(11,657	)		91
Lean Hogs^		(79	)		Dec-2023		(2,373	)		(2,268	)		105
LME Lead^		(14	)		Dec-2023		(783	)		(760	)		24
LME Nickel^		(5	)		Dec-2023		(596	)		(560	)		37
MSCI EAFE Index		(98	)		Dec-2023		(10,262	)		(10,003	)		259
Palladium^		(13	)		Dec-2023		(1,638	)		(1,633	)		5
S&P 500 Index E-MINI		(92	)		Dec-2023		(20,725	)		(19,897	)		828
U.S. 2-Year Treasury Note		(16	)		Dec-2023		(3,249	)		(3,243	)		6
U.S. Ultra Long Treasury Bond		(11	)		Dec-2023		(1,383	)		(1,306	)		78
Ultra 10-Year U.S. Treasury Note		(5	)		Dec-2023		(560	)		(558	)		3
Wheat^		(32	)		Dec-2023		(968	)		(866	)		102
WTI Crude Oil^		(33	)		Dec-2023		(2,846	)		(2,930	)		(84	)
							(58,478	)		(56,858	)		1,456
						$	131,856		$	132,309		$	283

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Thousands)
Brown Brothers Harriman		10/12/23		USD	5		EUR	5	$	—
Morgan Stanley		10/12/23		EUR	2,453		USD	2,705		107
									$	107

A list of the open OTC swap agreements held by the Fund at September 30, 2023 is as follows:

Credit Default Swaps - Sell Protection
Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Depreciation (Thousands)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049	$	21	$	(3	)	$	(1	)	$	(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(1	)		(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		15		(2	)		(1	)		(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		2		—			—			—
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		19		(7	)		(2	)		(5	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		14		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		3		(1	)		—			(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		9		(1	)		—			(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		10		(2	)		(1	)		(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		29		(4	)		(3	)		(1	)
Credit Suisse		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		1		—			—			—
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(1	)		(1	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		98		(14	)		(11	)		(3	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		55		(8	)		(5	)		(3	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		55		(8	)		(6	)		(2	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		109		(16	)		(10	)		(6	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		95		(14	)		(7	)		(7	)

346

SEI Institutional Managed Trust

Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Depreciation (Thousands)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063	$	8	$	(1	)	$	(1	)	$	—
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		16		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		32		(5	)		(3	)		(2	)
											$	(100	)	$	(61	)	$	(39	)

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Thousands)
CDX.NA.HY. S41V1.5Y		5.00%		Quarterly		12/20/2028	$	7,820	$	(74	)	$	(75	)	$	1
Itraxx Australia		1.00%		Quarterly		12/20/2028		14,530		(82	)		(116	)		34
Malaysia		1.00%		Quarterly		12/20/2028		18,090		(409	)		(422	)		13
									$	(565	)	$	(613	)	$	48

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
CDX.NA.IG. S41V1.5Y		1.00%		Quarterly		12/20/2028	$	14,530	$	178	$	197	$	(19	)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Thousands)
USD @ 0%		USD CPI%		Annually		01/15/2027		USD		6,000	$	853	$	–	$	853
1.4725%		SOFR%		Annually		11/09/2026		USD		1,490		129		122		7
1.455%		SOFR%		Annually		11/08/2026		USD		1,490		129		123		6
1.3945%		SOFR%		Annually		05/21/2031		USD		18,720		3,490		2,831		659
1.98%		SOFR%		Annually		07/12/2027		USD		1,075		93		68		25
2.28%		SOFR%		Annually		05/18/2025		USD		2,820		126		96		30
1.27%		SOFR%		Annually		09/27/2029		USD		2,230		356		269		87
1.965%		SOFR%		Annually		06/04/2029		USD		4,220		499		344		155
0.316%		SOFR%		Annually		06/05/2027		USD		15,800		2,224		1,869		355
2.21%		SOFR%		Annually		04/04/2027		USD		10,400		778		557		221
1.33%		SOFR%		Annually		10/25/2026		USD		6,110		570		457		113
1.92%		SOFR%		Annually		08/04/2025		USD		2,717		148		115		33
2.51%		SOFR%		Annually		06/09/2025		USD		1,710		72		53		19
1.8%		SOFR%		Annually		04/21/2025		USD		2,760		139		111		28
2.4%		SOFR%		Annually		11/10/2035		USD		1,190		209		112		97
												9,815		7,127		2,688

SEI Institutional Managed Trust

347

CONSOLIDATED SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Inflation Managed Fund (Concluded)

A list of the open reverse repurchase agreements held by the Fund at September 30, 2023 is as follows:

Multi-Asset Inflation Managed Fund
Principal Amount ($ Thousands)			Counterparty	Rate			Value ($ Thousands)
$	(19,080	)	Chase Securities		5.45	%	$	(19,080	)
	(107,409	)	Chase Securities		5.46	%		(107,409	)
							$	(126,489	)

	Percentages are based on Net Assets of $679,693 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of September 30, 2023.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements. The total market value of such securities as of September 30, 2023 was $126,623 ($ Thousands).
(C)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(D)	Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of September 30, 2023 was $57,471 ($ Thousands).
(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 September 30, 2023, the value of these securities amounted to $76,276 ($ Thousands), representing 11.2% of the Net Assets of the Fund.
(F)	Security is in default on interest payment.
(G)	Perpetual security with no stated maturity date.
(H)	Zero coupon security.
(I)	Security, or portion thereof, has been pledged as collateral on cleared swaps. The total market value of such securities as of September 30, 2023 was $1,954 ($ Thousands).
(J)	Security, or portion thereof, has been pledged as collateral on futures contracts. The total market value of such securities as of September 30, 2023 was $7,704 ($ Thousands).

The following is a summary of the level of inputs used as of September 30, 2023, 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		–			453,855		–		453,855
Common Stock		195,047			–		–		195,047
Corporate Obligations		–			49,103		–		49,103
Asset-Backed Securities		–			33,330		–		33,330
Mortgage-Backed Securities		–			28,154		–		28,154
U.S. Government Agency Obligations		–			14,772		–		14,772
Sovereign Debt		–			1,244		–		1,244
Foreign Common Stock		660			–		–		660
Rights		–			–		–		–
Purchased Options		17			–		–		17
Total Investments in Securities		195,724			580,458		–		776,182
Securities Sold Short
Common Stock		(85,606	)		–		–		(85,606	)
Foreign Common Stock		(253	)		–		–		(253	)
Total Securities Sold Short		(85,859	)		–		–		(85,859	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(7	)		–			–		(7	)
Futures Contracts*
Unrealized Appreciation		4,905			–			–		4,905
Unrealized Depreciation		(4,622	)		–			–		(4,622	)
Forward Contracts*
Unrealized Appreciation		–			107			–		107
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(39	)		–		(39	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			48			–		48
Unrealized Depreciation		–			(19	)		–		(19	)
Interest Rate Swaps*
Unrealized Appreciation		–			2,688			–		2,688
Reverse Repurchase Agreements		–			(126,489	)		–		(126,489	)
Total Other Financial Instruments		276			(123,704	)		–		(123,428	)

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

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.

See “Glossary” for abbreviations.

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

348

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Capital Stability Fund

^† Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 36.8%
U.S. Treasury Bills
15.695%, 10/26/2023 (A)(B)	$	114,000	$	113,598
10.681%, 11/02/2023 (A)		78,600		78,242
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		486		523
3.625%, 04/15/2028		365		384
3.375%, 04/15/2032		81		87
2.500%, 01/15/2029		299		301
2.375%, 01/15/2025		607		600
2.375%, 01/15/2027		284		282
2.125%, 02/15/2040		159		154
2.125%, 02/15/2041		253		245
2.000%, 01/15/2026		510		500
1.750%, 01/15/2028		172		167
1.625%, 10/15/2027		479		465
1.500%, 02/15/2053		314		259
1.375%, 07/15/2033		626		579
1.375%, 02/15/2044		433		362
1.250%, 04/15/2028		683		649
1.125%, 01/15/2033		840		759
1.000%, 02/15/2046		234		177
1.000%, 02/15/2048		202		150
1.000%, 02/15/2049		192		141
0.875%, 01/15/2029		504		467
0.875%, 02/15/2047		273		199
0.750%, 07/15/2028		611		568
0.750%, 02/15/2042		297		225
0.750%, 02/15/2045		465		338
0.625%, 01/15/2026		595		566
0.625%, 07/15/2032		869		758
0.625%, 02/15/2043		300		218
0.500%, 01/15/2028		608		560
0.375%, 07/15/2025		799		765
0.375%, 01/15/2027		693		645
0.375%, 07/15/2027		684		634
0.250%, 01/15/2025		928		892
0.250%, 07/15/2029		676		602
0.250%, 02/15/2050		303		178
0.125%, 04/15/2025		834		795
0.125%, 10/15/2025		676		640
0.125%, 10/15/2025		132		125
0.125%, 04/15/2026		583		545

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 07/15/2026	$	557	$	521
0.125%, 10/15/2026		695		646
0.125%, 04/15/2027		682		626
0.125%, 01/15/2030		695		606
0.125%, 07/15/2030		796		690
0.125%, 01/15/2031		905		774
0.125%, 07/15/2031		858		729
0.125%, 01/15/2032		862		722
0.125%, 02/15/2051		304		169
0.125%, 02/15/2052		348		191
Total U.S. Treasury Obligations
(Cost $215,301) ($ Thousands)				214,018
COMMERCIAL PAPER — 33.1%
Consumer Discretionary — 5.1%
American Honda Finance
5.711%, 10/23/2023 (A)		11,250		11,209
Hyundai Capital America
5.625%, 11/13/2023 (A)(C)		7,000		6,951
Parker-Hannifin
5.638%, 11/28/2023 (A)		11,300		11,195
				29,355
Energy — 6.4%
AES Corporation
12.209%, 11/08/2023 (A)		11,250		11,173
6.240%, 11/07/2023 (A)		250		248
Engie
5.424%, 10/06/2023 (A)		600		599
5.417%, 10/16/2023 (A)		4,800		4,788
Entergy
5.526%, 10/13/2023 (A)		8,000		7,983
National Fuel Gas
6.111%, 10/11/2023 (A)		1,550		1,547
Targa Resources
6.184%, 10/23/2023 (A)(C)		11,000		10,962
				37,300
Financials — 14.6%
Brookfield Infrastructure
6.098%, 11/02/2023 (A)		4,500		4,476
6.048%, 11/01/2023 (A)		6,000		5,969
5.578%, 12/20/2023 (A)		11,000		10,864
First Abu Dhabi Bank
5.547%, 10/16/2023 (A)		7,150		7,132
General Motors Financial
5.786%, 01/16/2024 (A)		7,750		7,613
5.741%, 11/21/2023 (A)		400		397

SEI Institutional Managed Trust

349

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Capital Stability Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
5.717%, 10/03/2023 (A)	$	300	$	300
5.682%, 10/25/2023 (A)		2,500		2,490
Harley-Davidson Financial Services
6.060%, 11/09/2023 (A)		5,500		5,464
5.990%, 10/16/2023 (A)		5,100		5,087
Macquarie Bank
5.600%, 11/01/2023 (A)(C)		5,250		5,224
5.419%, 10/23/2023 (A)(C)		1,500		1,494
Mitsubishi HC Finance America
5.712%, 11/20/2023 (A)		4,050		4,017
5.630%, 10/16/2023 (A)		4,000		3,990
5.627%, 10/13/2023 (A)		2,000		1,996
Sumitomo Mitsui
5.605%, 12/15/2023 (A)		8,900		8,796
White Plains Cap
5.785%, 12/27/2023 (A)		10,000		9,858
				85,167
Health Care — 1.9%
Humana
5.507%, 10/04/2023 (A)		11,000		10,991
Information Technology — 0.9%
Global Payments
6.062%, 10/16/2023 (A)		5,000		4,986
Materials — 2.6%
Glencore FDG
5.723%, 11/10/2023 (A)		11,300		11,225
Nutrien
5.645%, 11/02/2023 (A)		4,000		3,979
				15,204
Utilities — 1.6%
Southern California Edison
6.042%, 01/04/2024 (A)		9,550		9,398
Total Commercial Paper
(Cost $192,452) ($ Thousands)				192,401
SOVEREIGN DEBT — 12.8%
Japan Treasury Discount Bill
0.000%, 11/13/2023	JPY	11,150,000		74,737
Total Sovereign Debt
(Cost $76,825) ($ Thousands)				74,737

Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS — 6.5%
iShares Core S&P 500 ETF		42,126	$	18,090
Vanguard Intermediate-Term Corporate Bond ETF		2,644		201
Vanguard Long-Term Corporate Bond ETF		554		40
Vanguard Mortgage-Backed Securities ETF		35,222		1,542
Vanguard S&P 500 ETF		45,998		18,063
Total Exchange Traded Funds
(Cost $24,129) ($ Thousands)				37,936
	Face Amount (Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.7%
FHLB
4.500%, 03/10/2028	$	7,260		7,221
FHLB DN
5.202%, 10/02/2023(A)(D)		2,400		2,400
Total U.S. Government Agency Obligations
(Cost $9,849) ($ Thousands)				9,621
	Shares
COMMON STOCK — 0.1%
Information Technology — 0.1%
Microsoft Corp		1,148		363
Total Common Stock
(Cost $402) ($ Thousands)				363
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $215) ($ Thousands)				303
Total Investments in Securities — 91.0%
(Cost $519,173) ($ Thousands)			$	529,379
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $144) ($ Thousands)			$	(123	)

350

SEI Institutional Managed Trust

A list of open exchange traded options held by the Fund at September 30, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
IWM US 11/17/23 P171		317		$	5,421		$	171.00		11/18/2023	$	83
QQQ US 10/06/23 P365		302			11,023			365.00		10/21/2023		220
Total Purchased Options				$	16,444						$	303
WRITTEN OPTIONS — (0.0)%
Put Options
IWM US 11/17/23 C162		(317	)	$	(5,135	)		162.00		11/18/2023	$	(35	)
QQQ US 10/06/23 P355		(302	)		(10,721	)		355.00		10/21/2023		(70	)
					(15,856	)						(105	)
Call Options
IWM US 11/17/23 C192		(317	)		(6,087	)		192.00		11/18/2023		(18	)
QQQ US 10/06/23 C395		(302	)		(11,929	)		395.00		10/21/2023		–
					(18,016	)						(18	)
Total Written Options				$	(33,872	)					$	(123	)

A list of the open futures contracts held by the Fund at September 30, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation)(Thousands)
Long Contracts
Amsterdam Index		8		Oct-2023	$	1,264	$	1,237	$	(14	)
Australian 10-Year Bond		68		Dec-2023		5,025		4,914		(132	)
CAC40 10 Euro Index		27		Oct-2023		2,088		2,044		(24	)
Canadian 10-Year Bond		60		Dec-2023		5,203		5,109		(138	)
DAX Index		3		Dec-2023		1,270		1,233		(24	)
Euro-Buxl		6		Dec-2023		856		777		(61	)
FTSE 100 Index		58		Dec-2023		5,493		5,431		44
FTSE MIB Index		2		Dec-2023		307		300		(4	)
IBEX		18		Oct-2023		1,825		1,799		(6	)
Long Gilt 10-Year Bond		23		Dec-2023		2,723		2,643		(3	)
MSCI EAFE Index		79		Dec-2023		8,324		8,064		(260	)
MSCI Emerging Markets		213		Dec-2023		10,489		10,176		(313	)
NASDAQ 100 Index E-MINI		15		Dec-2023		4,701		4,460		(242	)
Nikkei 225 Index		4		Dec-2023		652		637		(16	)
Nikkei 225 Index		326		Dec-2023		7,252		6,960		(216	)
OMX Stockholm 30		38		Oct-2023		746		756		(7	)
Russell 2000 Index E-MINI		38		Dec-2023		3,518		3,417		(101	)
S&P 500 Index E-MINI		39		Dec-2023		8,817		8,435		(383	)
S&P Mid Cap 400 Index E-MINI		7		Dec-2023		1,821		1,764		(57	)
S&P TSX 60 Index		12		Dec-2023		2,163		2,088		(69	)
SPI 200 Index		45		Dec-2023		5,271		5,145		(115	)
U.S. 5-Year Treasury Note		242		Dec-2023		25,727		25,497		(230	)
U.S. 10-Year Treasury Note		111		Dec-2023		12,229		11,995		(234	)
U.S. Long Treasury Bond		5		Dec-2023		599		569		(30	)

SEI Institutional Managed Trust

351

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Capital Stability Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation)(Thousands)
U.S. Ultra Long Treasury Bond		1			Dec-2023	$	128		$	119		$	(9	)
							118,491			115,569			(2,644	)
Short Contracts
Euro STOXX 50		(2	)		Dec-2023	$	(92	)	$	(89	)	$	2
FTSE 100 Index		(1	)		Dec-2023		(93	)		(93	)		–
Japanese 10-Year Bond		(14	)		Dec-2023		(13,867	)		(13,600	)		77
S&P 500 Index E-MINI		(91	)		Dec-2023		(20,433	)		(19,681	)		752
SPI 200 Index		(11	)		Dec-2023		(1,289	)		(1,258	)		27
							(35,774	)		(34,721	)		858
						$	82,717		$	80,848		$	(1,786	)

A list of the open forward foreign currency contracts held by the Fund at September 30, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		10/12/23		EUR	795		USD	868	$	26
Bank of America		10/26/23		USD	648		KRW	857,517		(10	)
Bank of America		11/08/23		USD	896		AUD	1,383		(3	)
Bank of America		11/15/23		JPY	11,153,000		USD	77,816		2,481
Bank of America		11/16/23		USD	1,960		CHF	1,748		(39	)
Bank of America		12/07/23		USD	2,526		NOK	27,208		37
Bank of America		12/07/23		NOK	11,035		USD	1,024		(15	)
Bank of America		12/07/23		SEK	19,231		USD	1,745		(31	)
Barclays PLC		10/12/23		IDR	6,126,053		USD	406		10
Barclays PLC		11/16/23		PEN	446		USD	120		2
Barclays PLC		11/16/23		CHF	691		EUR	718		2
Barclays PLC		11/16/23		CLP	109,098		USD	123		2
Barclays PLC		01/11/24		MYR	3,692		USD	793		(4	)
BNP Paribas		10/12/23		USD	1,040		IDR	15,611,539		(31	)
BNP Paribas		11/16/23		USD	1,002		COP	4,086,133		(5	)
BNP Paribas		11/16/23		COP	1,479,367		USD	363		2
Brown Brothers Harriman		10/11/23		USD	394		THB	14,429		3
Brown Brothers Harriman		10/11/23		USD	1,824		THB	63,138		(88	)
Brown Brothers Harriman		10/11/23		THB	107,031		USD	3,045		103
Brown Brothers Harriman		10/12/23		USD	797		EUR	743		(10	)
Brown Brothers Harriman		10/12/23		EUR	2,032		USD	2,236		83
Brown Brothers Harriman		10/19/23		USD	1,154		JPY	169,352		(15	)
Brown Brothers Harriman		10/19/23		JPY	335,634		USD	2,315		57
Brown Brothers Harriman		10/27/23		NZD	153		USD	90		(1	)
Brown Brothers Harriman		10/27/23		USD	402		NZD	677		5
Brown Brothers Harriman		10/27/23		USD	930		CAD	1,263		5
Brown Brothers Harriman		10/27/23		USD	347		CAD	469		—
Brown Brothers Harriman		10/27/23		CAD	719		USD	532		—
Brown Brothers Harriman		10/27/23		CAD	1,738		USD	1,284		(2	)
Brown Brothers Harriman		11/06/23		USD	585		ZAR	11,099		2
Brown Brothers Harriman		11/06/23		USD	140		ZAR	2,643		—
Brown Brothers Harriman		11/06/23		ZAR	3,255		USD	173		1
Brown Brothers Harriman		11/06/23		ZAR	16,551		USD	864		(12	)
Brown Brothers Harriman		11/08/23		AUD	1,013		USD	657		3
Brown Brothers Harriman		11/08/23		AUD	919		USD	589		(5	)

352

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		11/08/23		USD	869		AUD	1,354	$	6
Brown Brothers Harriman		11/08/23		USD	1,470		AUD	2,264		(7	)
Brown Brothers Harriman		11/16/23		USD	106		CHF	95		(2	)
Brown Brothers Harriman		11/17/23		GBP	410		USD	511		11
Brown Brothers Harriman		11/29/23		USD	305		CZK	7,039		—
Brown Brothers Harriman		11/29/23		USD	180		CZK	4,145		—
Brown Brothers Harriman		11/29/23		USD	760		PLN	3,249		(16	)
Brown Brothers Harriman		11/29/23		USD	899		HUF	335,190		5
Brown Brothers Harriman		11/29/23		PLN	3,549		USD	825		13
Brown Brothers Harriman		11/29/23		CZK	11,184		USD	491		6
Brown Brothers Harriman		11/29/23		HUF	281,739		USD	754		(6	)
Brown Brothers Harriman		12/07/23		USD	424		NOK	4,576		7
Brown Brothers Harriman		12/07/23		USD	968		SEK	10,661		17
Brown Brothers Harriman		12/07/23		SEK	3,380		USD	308		(5	)
Brown Brothers Harriman		12/07/23		NOK	10,365		USD	962		(14	)
Brown Brothers Harriman		01/11/24		CNY	195		USD	27		—
Brown Brothers Harriman		01/11/24		USD	502		CNH	3,648		1
Citigroup		10/12/23		EUR	962		USD	1,028		10
Citigroup		10/27/23		USD	1,066		CAD	1,441		1
Deutsche Bank		10/03/23		BRL	1,062		USD	215		3
Deutsche Bank		10/12/23		USD	626		IDR	9,391,124		(19	)
Deutsche Bank		10/12/23		IDR	30,396,099		USD	1,980		15
Deutsche Bank		11/17/23		GBP	1,015		EUR	1,165		(3	)
Deutsche Bank		12/07/23		SEK	9,751		NOK	9,415		(14	)
Goldman Sachs		10/03/23		USD	697		BRL	3,451		(8	)
Goldman Sachs		10/12/23		USD	380		IDR	5,801,338		(5	)
Goldman Sachs		10/12/23		USD	873		EUR	823		(2	)
Goldman Sachs		10/12/23		EUR	2,762		USD	2,982		56
Goldman Sachs		10/12/23		IDR	16,253,066		USD	1,065		14
Goldman Sachs		10/26/23		USD	308		PHP	17,479		1
Goldman Sachs		10/26/23		USD	604		KRW	793,204		(14	)
Goldman Sachs		10/26/23		PHP	69,062		USD	1,213		(8	)
Goldman Sachs		10/26/23		KRW	327,374		USD	252		8
Goldman Sachs		10/27/23		CAD	1,131		USD	833		(4	)
Goldman Sachs		10/27/23		USD	1,596		NZD	2,701		26
Goldman Sachs		10/27/23		NZD	4,718		USD	2,804		(30	)
Goldman Sachs		11/03/23		USD	2,491		BRL	12,425		(20	)
Goldman Sachs		11/03/23		BRL	6,479		USD	1,299		11
Goldman Sachs		11/03/23		BRL	895		USD	176		(2	)
Goldman Sachs		11/16/23		PEN	551		USD	148		3
Goldman Sachs		11/16/23		USD	960		PEN	3,578		(17	)
Goldman Sachs		11/16/23		COP	1,220,669		USD	305		7
Goldman Sachs		12/14/23		INR	12,451		USD	149		—
Goldman Sachs		01/11/24		USD	379		MYR	1,766		2
JPMorgan Chase Bank		10/12/23		USD	877		IDR	13,402,894		(10	)
JPMorgan Chase Bank		10/26/23		USD	456		PHP	25,175		(11	)
JPMorgan Chase Bank		10/26/23		PHP	16,513		USD	302		10
JPMorgan Chase Bank		10/26/23		KRW	710,182		USD	550		22
JPMorgan Chase Bank		10/27/23		USD	1,751		CAD	2,347		(14	)

SEI Institutional Managed Trust

353

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		11/16/23		USD	348		CLP	310,283	$	(2	)
JPMorgan Chase Bank		11/29/23		TWD	2,922		USD	92		1
JPMorgan Chase Bank		12/07/23		EUR	1,154		NOK	13,206		19
JPMorgan Chase Bank		01/11/24		CNY	4,509		USD	622		(5	)
Merrill Lynch		10/12/23		USD	595		EUR	541		(22	)
Merrill Lynch		10/12/23		USD	1,356		IDR	20,598,624		(24	)
Merrill Lynch		10/26/23		USD	253		PHP	14,372		1
Merrill Lynch		10/26/23		USD	402		PHP	22,205		(10	)
Merrill Lynch		10/26/23		USD	1,118		KRW	1,483,583		(14	)
Merrill Lynch		10/26/23		PHP	10,968		USD	198		4
Merrill Lynch		10/26/23		PHP	82,763		USD	1,451		(11	)
Merrill Lynch		10/26/23		KRW	326,398		USD	257		14
Merrill Lynch		10/27/23		CAD	1,424		USD	1,053		(1	)
Merrill Lynch		11/06/23		USD	558		ZAR	10,669		7
Merrill Lynch		11/16/23		CHF	2,335		USD	2,619		52
Merrill Lynch		11/16/23		COP	511,226		USD	123		(2	)
Merrill Lynch		11/17/23		USD	1,425		GBP	1,149		(23	)
Merrill Lynch		11/29/23		USD	225		TWD	7,131		(3	)
Merrill Lynch		12/07/23		USD	2,657		SEK	29,282		48
Merrill Lynch		12/07/23		NOK	19,664		USD	1,826		(27	)
Merrill Lynch		12/14/23		INR	21,513		USD	258		(1	)
Merrill Lynch		01/25/24		IDR	3,122,014		USD	200		(1	)
Montgomery/Bank of America		10/26/23		USD	84		PHP	4,753		—
Montgomery/Bank of America		11/29/23		TWD	4,209		USD	132		1
Morgan Stanley		10/03/23		USD	2,524		BRL	12,425		(42	)
Morgan Stanley		10/03/23		BRL	8,868		USD	1,801		30
Morgan Stanley		10/12/23		USD	986		IDR	15,310,865		5
Morgan Stanley		10/12/23		EUR	1,729		USD	1,907		75
Morgan Stanley		10/12/23		USD	3,720		EUR	3,410		(107	)
Morgan Stanley		10/12/23		IDR	17,855,680		USD	1,181		27
Morgan Stanley		10/12/23		IDR	9,485,487		USD	611		(3	)
Morgan Stanley		10/19/23		USD	2,691		JPY	385,894		(96	)
Morgan Stanley		10/19/23		JPY	298,071		USD	2,046		42
Morgan Stanley		10/26/23		USD	384		KRW	510,517		(4	)
Morgan Stanley		10/27/23		USD	2,036		NZD	3,427		22
Morgan Stanley		10/27/23		NZD	2,086		USD	1,239		(14	)
Morgan Stanley		11/08/23		AUD	886		USD	572		(1	)
Morgan Stanley		11/16/23		USD	163		CLP	145,850		—
Morgan Stanley		11/16/23		USD	1,664		MXN	28,783		(21	)
Morgan Stanley		11/16/23		MXN	18,456		USD	1,067		13
Morgan Stanley		11/16/23		CLP	1,037,145		USD	1,156		(2	)
Morgan Stanley		11/17/23		USD	1,203		GBP	964		(26	)
Morgan Stanley		11/17/23		GBP	1,416		USD	1,757		29
Morgan Stanley		12/14/23		USD	2,816		INR	235,525		9
Morgan Stanley		12/14/23		INR	136,080		USD	1,627		(5	)
Morgan Stanley		01/11/24		USD	952		MYR	4,422		3
Morgan Stanley		01/11/24		MYR	2,496		USD	538		(1	)
Morgan Stanley		01/11/24		CNH	9,384		USD	1,292		(3	)
Morgan Stanley		01/25/24		USD	610		IDR	9,485,487		2

354

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		01/25/24		IDR	15,310,865		USD	984	$	(4	)
UBS		10/26/23		USD	305		KRW	384,525		(19	)
UBS		10/26/23		KRW	243,084		USD	183		2
									$	2,489

A list of the open OTC swap agreements held by the Fund at September 30, 2023 is as follows:

Total Return Swap

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Goldman Sachs

Goldman Sachs TY Weekly Volatility Carry Strategy Index

Negative Index Return

Positive Index Return

Quarterly

08/22/2024

USD

2,134

$

51

$

–

$

51

$

51

$

–

$

51

A list of the open centrally cleared swap agreements held by the Fund at September 30, 2023 is as follows:

Credit Default Swaps - Sell Protection

Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S40V1-5Y		5.00%		Quarterly		06/20/2028	$	3,830	$	65	$	84	$	(19	)
CDX.NA.IG.S39V1-5Y		1.00%		Quarterly		12/20/2027		330		4		4		–
CDX.NA.IG.S40V1-5Y		1.00%		Quarterly		06/20/2028		2,770		37		36		1
ITRAXX.XOVER.S38V1-5Y		5.00%		Quarterly		12/20/2027		414		26		14		12
ITRAXX.XOVER.S39V1-5Y		5.00%		Quarterly		06/20/2028		375		20		19		1
									$	152	$	157	$	(5	)

Interest Rate Swaps

Fund Pays	Fund Receives	Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
6-MONTH AUD - BBSW	4.07%		Semi-Annually		03/17/2033		AUD		1,060	$	(34	)	$	–	$	(34	)
3-MONTH NZD - BKBM	4.351%		Quarterly		03/20/2033		NZD		840		(31	)		–		(31	)
6-MONTH AUD - BBSW	3.896%		Semi-Annually		04/04/2033		AUD		1,760		(83	)		–		(83	)
3-MONTH NZD - BKBM	4.1895%		Quarterly		04/05/2033		NZD		1,680		(75	)		–		(75	)
6-MONTH AUD - BBSW	3.7445%		Semi-Annually		04/12/2033		AUD		1,920		(92	)		–		(92	)
3-MONTH NZD - BKBM	4.1215%		Quarterly		04/13/2033		NZD		1,840		(87	)		–		(87	)
6-MONTH AUD - BBSW	4.424%		Semi-Annually		07/19/2033		AUD		640		(5	)		–		(5	)
3-MONTH NZD - BKBM	4.474%		Quarterly		07/20/2033		NZD		630		(19	)		–		(19	)
6-MONTH AUD - BBSW	4.475%		Semi-Annually		07/31/2033		AUD		740		(3	)		–		(3	)
3-MONTH NZD - BKBM	4.6%		Quarterly		08/01/2033		NZD		760		(18	)		–		(18	)
										$	(447	)	$	–	$	(447	)

SEI Institutional Managed Trust

355

SCHEDULE OF INVESTMENTS

September 30, 2023

Multi-Asset Capital Stability Fund (Concluded)

	Percentages are based on Net Assets of $581,570 ($ Thousands).
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security, or a portion thereof, has been pledged as collateral on open futures contracts. The total market value of such securities as of September 30, 2023 was $2,989 ($ Thousands).
(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 September 30, 2023, the value of these securities amounted to $24,631 ($ Thousands), representing 4.2% of the Net Assets of the Fund.
(D)	Zero coupon security.

The following is a summary of the level of inputs used as of September 30, 2023, 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		–		214,018		–		214,018
Commercial Paper		–		192,401		–		192,401
Sovereign Debt		–		74,737		–		74,737
Exchange Traded Funds		37,936		–		–		37,936
U.S. Government Agency Obligations		–		9,621		–		9,621
Common Stock		363		–		–		363
Purchased Options		303		–		–		303
Total Investments in Securities		38,602		490,777		–		529,379

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(123	)		–			–		(123	)
Futures Contracts*
Unrealized Appreciation		902			–			–		902
Unrealized Depreciation		(2,688	)		–			–		(2,688	)
Forward Contracts*
Unrealized Appreciation		–			3,485			–		3,485
Unrealized Depreciation		–			(996	)		–		(996	)
OTC Swap
Total Return Swap*
Unrealized Appreciation		–			51			–		51
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			14			–		14
Unrealized Depreciation		–			(19	)		–		(19	)
Interest Rate Swaps*
Unrealized Depreciation		–			(447	)		–		(447	)
Total Other Financial Instruments		(1,909	)		2,088			–		179

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

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.

See “Glossary” for abbreviations.

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

356

SEI Institutional Managed Trust

Glossary (abbreviations which may be used in the preceding Schedules of Investments):

Portfolio Abbreviations

ADR — American Depositary Receipt

AGC — Assured Guaranty Corporation

AGM— Assured Guaranty Municipal

ARM — Adjustable Rate Mortgage

BAM — Build America Mutual Assurance Corp.

BBSW — Bank Bill Swap Rate

BKBM — Bank Bill Market Rate

BPS — Basis Points

BZDIOVRA — Overnight Brazil CETIP - Interbank Rate

CD — Certificate of Deposit

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CPI — Consumer Price Index

DAC — Designated Activity Company

ETF — Exchange-Traded Fund

EURIBOR — Euro London Interbank Offered Rate

FEDEF — U.S. Federal Funds Effective Rate

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GICS — Global Industry Classification Standard

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — Harmonized Index of Consumer Prices

IO — Interest Only — face amount represents notional amount

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLLP — Limited Liability Limited Partnership

LP — Limited Partnership

MTN — Medium Term Note

MXN-TIIE — Mexican Interbank TIIE 28-Day

OIS — Overnight Index Swap

OTC — Over The Counter

PIK — Payment-in-Kind

PJSC — Public Joint Stock Company

PO — Principal Only

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Custom SOFR Index

SPDR — Standard & Poor's Depository Receipt

STACR — Structured Agency Credit Risk

TBA — To Be Announced

Currency Abbreviations

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

EUR — Euro

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

MXN — Mexican Peso

MYR — Malaysian Ringgit

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PLN — Polish Zloty

RUB — Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

THB — Thai Baht

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

SEI Institutional Managed Trust

357

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Large Cap Fund		Large Cap Value Fund
Assets:
Investments, at value †	$	1,596,998	$	1,224,849
Affiliated investments, at value ††		19,610		9,579
Cash and cash equivalents		3		6
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		822		333
Foreign currency, at value †††		–		–
Receivable for fund shares sold		612		420
Receivable for investment securities sold		3,140		1,144
Dividends and interest receivable		1,854		2,424
Foreign tax reclaim receivable		64		214
Prepaid expenses		28		22
Total Assets		1,623,131		1,238,991
Liabilities:
Payable for investment securities purchased		3,143		1,142
Payable for fund shares redeemed		779		310
Administration fees payable		343		302
Shareholder servicing fees payable Class F		330		233
Shareholder servicing fees payable Class I		–		–
Payable for Variation Margin on Futures Contracts		50		22
Payable upon return on securities loaned		–		41
OTC Swap contracts, at value ††††		–		–
Due to custodian		–		–
Investment advisory fees payable		498		341
Chief Compliance Officer fees payable		3		2
Trustees fees payable		–		–
Administration servicing fees payable Class I		–		–
Accrued expense payable		94		71
Total Liabilities		5,240		2,464
Net Assets	$	1,617,891	$	1,236,527
† Cost of investments and repurchase agreements	$	1,071,099	$	933,405
†† Cost of affiliated investments		19,610		9,584
††† Cost of foreign currency		–		–
†††† Cost (premiums received)		–		–
* Includes market value of securities on loan		–		–

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

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

358

SEI Institutional Managed Trust

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
$	1,321,380	$	974,803	*	$	3,760,201	*	$	845,950	$	514,087	*	$	338,913	*	$	304,275	*	$	762,684
	16,819		33,217			30,044			19,012		5,695			5,395			6,290			9,783
	–		2			67			–		11			–			6			14
	–		–			–			–		–			–			–			–
	507		1,859			774			1,064		–			–			–			–
	–		–			125			–		–			–			–			–
	466		196			397			78		179			92			102			96
	2,965		–			–			–		2,009			1,756			2,725			5,066
	408		766			3,672			652		367			537			134			596
	4		–			326			10		–			1			1			–
	22		16			64			13		9			6			5			13
	1,342,571		1,010,859			3,795,670			866,779		522,357			346,700			313,538			778,252
	3,878		–			–			–		1,857			1,535			2,711			4,235
	335		493			946			481		278			95			84			166
	321		123			678			110		126			84			75			187
	255		86			689			36		104			62			58			124
	–		–			–			2		–			–			–			–
	29		111			48			57		–			–			–			–
	–		569			3,639			–		381			1,688			2,407			–
	696		–			–			–		–			–			–			–
	4		–			–			–		–			–			–			–
	374		17			1,287			15		252			165			141			373
	2		2			6			1		1			1			–			1
	–		–			1			–		–			–			–			–
	–		–			–			2		–			–			–			–
	77		85			220			70		30			20			20			46
	5,971		1,486			7,514			774		3,029			3,650			5,496			5,132
$	1,336,600	$	1,009,373		$	3,788,156		$	866,005	$	519,328		$	343,050		$	308,042		$	773,120
$	748,674	$	658,580		$	1,251,306		$	232,948	$	454,140		$	282,792		$	280,056		$	471,544
	16,819		33,215			30,022			19,012		5,694			5,392			6,294			9,783
	–		–			129			–		–			–			–			–
	–		–			–			–		–			–			–			–
	–		549			3,399			–		377			1,651			2,342			–

SEI Institutional Managed Trust

359

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	1,025,791		$	905,616
Total distributable earnings (accumulated losses)		592,100			330,911
Net Assets	$	1,617,891		$	1,236,527
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	13.55		$	23.86
		($1,565,194,441 ÷ 115,491,870 shares	)		($1,110,984,672 ÷ 46,562,142 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A		$	23.90
					($1,323,058 ÷ 55,353 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	13.57		$	23.86
		($52,696,290 ÷ 3,884,413 shares	)		($124,218,956 ÷ 5,206,904 shares	)

(1) Net assets divided by shares does not calculate to the stated NAV because net assets and shares are shown rounded.

N/A – Not applicable. Share class currently not offered.

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

360

SEI Institutional Managed Trust

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
$	574,727		$	719,699		$	1,132,712		$	225,941		$	452,091		$	289,094		$	315,707		$	461,210
	761,873			289,674			2,655,444			640,064			67,237			53,956			(7,665	)		311,910
$	1,336,600		$	1,009,373		$	3,788,156		$	866,005		$	519,328		$	343,050		$	308,042		$	773,120
$	40.64		$	15.02		$	31.64		$	79.28		$	11.90		$	22.34		$	28.97		$	22.53
	($1,190,786,062 ÷ 29,299,755 shares	)		($1,009,372,784 ÷ 67,216,691 shares	)		($3,266,629,736 ÷ 103,248,299 shares	)		($860,787,985 ÷ 10,857,947 shares	)		($495,148,157 ÷ 41,596,880 shares	)		($295,920,130 ÷ 13,243,452 shares	)		($275,326,878 ÷ 9,502,366 shares	)		($671,322,560 ÷ 29,798,504 shares	)
$	38.86			N/A			N/A		$	79.90			N/A		$	22.09		$	26.78			N/A
	($1,912,336 ÷ 49,241 shares	)(1)								($5,217,152 ÷ 65,298 shares	)					($480,664 ÷ 21,755 shares	)		($346,925 ÷ 12,953 shares	)
$	40.91			N/A		$	31.65			N/A		$	12.06		$	22.36		$	29.66		$	22.58
	($143,900,526 ÷ 3,517,587 shares	)					($521,526,610 ÷ 16,476,299 shares	)					($24,179,704 ÷ 2,005,197 shares	)		($46,648,984 ÷ 2,086,457 shares	)		($32,368,113 ÷ 1,091,389 shares	)		($101,797,863 ÷ 4,509,049 shares	)

SEI Institutional Managed Trust

361

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Mid-Cap Fund		U.S. Managed Volatility Fund
Assets:
Investments, at value †	$	72,753	$	726,979	*
Affiliated investments, at value ††		1,512		18,386
Repurchase agreements†		–		–
Cash and cash equivalents		1		42
Cash pledged as collateral on centrally cleared swap contracts		–		–
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		–		560
Cash pledged as collateral on TBA's		–		–
Foreign currency, at value †††		–		1,433
Receivable for fund shares sold		8		65
Receivable for investment securities sold		–		–
Dividends and interest receivable		79		1,230
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
Receivable for Variation Margin on Futures Contracts		–		–
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		–		2
Prepaid expenses		1		14
Total Assets		74,354		748,711
Liabilities:
Payable for fund shares redeemed		48		582
Administration fees payable		19		148
Shareholder servicing fees payable Class F		15		121
Payable upon return on securities loaned		–		2,814
Payable for investment securities purchased		–		–
Income distribution payable		–		–
OTC Swap contracts, at value ††††		–		–
Options written, at value ^^		–		–
Due to custodian		–		–
Payable for Variation Margin on Swap Contracts		–		–
Payable for Variation Margin on Futures Contracts		–		30
Unrealized loss on foreign currency spot contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		25		245
Trustees fees payable		–		–
Chief Compliance Officer fees payable		–		1
Accrued expense payable		4		45
Total Liabilities		111		3,986
Net Assets	$	74,243	$	744,725
† Cost of investments and repurchase agreements	$	69,494	$	654,985
†† Cost of affiliated investments		1,512		18,386
††† Cost of foreign currency		–		1,429
^^ Premiums received from written options and swaptions		–		–
†††† Cost (premiums received)		–		–
* Includes market value of securities on loan		–		2,715

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

The accompanying notes are an integral part of the financial statements

362

SEI Institutional Managed Trust

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
$	761,326	*	$	785,360	*	$	300,726	*	$	67,139	$	3,606,569	*	$	1,202,957	$	387,259
	13,259			21,278			3,687			977		294,729			13,032		107
	–			–			–			–		–			–		90,100
	6,253			57			2,093			–		403			–		–
	–			–			–			–		8,841			–		–
	–			–			–			–		–			–		–
	320			594			39			–		7,189			–		–
	–			–			–			–		2,728			–		–
	132			1,472			650			–		2,283			–		–
	58			160			47			25		1,124			260		1,241
	–			–			385			601		106,958			12,026		–
	1,607			949			1,089			263		20,766			19,871		1,531
	2,137			–			–			–		606			–		–
	–			–			2			–		–			–		–
	15			–			5			–		925			–		–
	–			–			–			–		194			–		–
	3,321			9			2,936			–		708			83		–
	14			15			5			1		58			21		6
	788,442			809,894			311,664			69,006		4,054,081			1,248,250		480,244
	520			729			159			523		1,855			876		440
	172			196			100			18		474			193		38
	139			147			52			12		613			227		36
	5,169			3,175			2,585			5		53,127			1		–
	–			–			864			205		635,769			15,124		–
	–			–			–			–		716			1,123		376
	–			–			–			–		533			–		–
	–			–			–			–		2,165			–		–
	–			–			–			–		–			1,140		–
	–			–			–			–		200			–		–
	16			32			1			–		403			–		–
	–			–			–			–		13			–		–
	289			–			–			–		1,838			2		–
	358			298			97			33		563			429		23
	–			–			–			–		1			–		–
	1			1			–			–		5			2		1
	124			49			75			4		338			130		27
	6,788			4,627			3,933			800		698,613			19,247		941
$	781,654		$	805,267		$	307,731		$	68,206	$	3,355,468		$	1,229,003	$	479,303
$	747,522		$	359,124		$	249,206		$	59,885	$	3,958,865		$	1,277,042	$	477,413
	13,260			21,283			3,684			978		294,658			13,032		107
	132			1,472			–			–		2,343			–		–
	–			–			–			–		(1,240	)		–		–
	–			–			–			–		–			–		–
	4,701			2,964			2,460			–		52,367			–		–

SEI Institutional Managed Trust

363

STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Mid-Cap Fund			U.S. Managed Volatility Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	74,849		$	600,478
Total distributable earnings (accumulated losses)		(606	)		144,247
Net Assets	$	74,243		$	744,725
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	25.31		$	14.88
		($69,548,566 ÷ 2,748,233 shares	)		($577,827,406 ÷ 38,837,809 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I	$	25.23		$	14.87
		($309,029 ÷ 12,247 shares	)		($545,856 ÷ 36,702 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	25.32		$	14.88
		($4,385,072 ÷ 173,175 shares	)		($166,352,027 ÷ 11,179,828 shares	)

N/A - Not applicable. Share class currently not offered.

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

364

SEI Institutional Managed Trust

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
$	736,774		$	280,533		$	309,313		$	61,989		$	4,247,817		$	1,739,897		$	479,276
	44,880			524,734			(1,582	)		6,217			(892,349	)		(510,894	)		27
$	781,654		$	805,267		$	307,731		$	68,206		$	3,355,468		$	1,229,003		$	479,303
$	9.69		$	19.14		$	10.21		$	13.26		$	9.10		$	5.37		$	10.00
	($662,757,738 ÷ 68,375,814 shares	)		($699,917,406 ÷ 36,565,897 shares	)		($250,047,355 ÷ 24,488,540 shares	)		($55,147,828 ÷ 4,157,831 shares	)		($2,966,848,561 ÷ 325,932,111 shares	)		($1,072,998,940 ÷ 199,787,372 shares	)		($464,085,509 ÷ 46,406,996 shares	)
$	9.40			N/A			N/A		$	13.22		$	9.09		$	5.15			N/A
	($466,699 ÷ 49,672 shares	)								($169,286 ÷ 12,806 shares	)		($2,715,124 ÷ 298,768 shares	)	$	(3,556 ÷ 690 shares	)
$	9.73		$	19.14		$	10.22		$	13.28		$	9.11		$	5.37		$	10.01
	($118,429,488 ÷ 12,176,119 shares	)		($105,349,825 ÷ 5,502,807 shares	)		($57,683,667 ÷ 5,641,471 shares	)		($12,888,631 ÷ 970,350 shares	)		($385,904,290 ÷ 42,366,595 shares	)		($156,000,436 ÷ 29,046,645 shares	)		($15,217,395 ÷ 1,520,309 shares	)

SEI Institutional Managed Trust

365

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Tax-Free Conservative Income Fund		Real Return Fund
Assets:
Investments, at value †	$	167,190	$	195,881
Affiliated investments, at value ††		–		1,547
Cash and cash equivalents		50		–
Due from Broker		–		–
Cash pledged as collateral on centrally cleared swap contracts		–		–
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		–		–
Cash pledged as collateral on securities sold short		–		–
Foreign currency, at value †††		–		–
Receivable for fund shares sold		21		20
Receivable for investment securities sold		–		–
Dividends and interest receivable		872		467
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
OTC Swap contracts, at value ††††		–		–
Receivable for Variation Margin on Futures Contracts		–		–
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		–		–
Receivable due from Administrator		–		–
Deferred offering costs		–		–
Prepaid expenses		3		4
Total Assets		168,136		197,919
Liabilities:
Payable for fund shares redeemed		105		159
Income distribution payable		86		–
Administration fees payable		15		32
Shareholder servicing fees payable Class F		14		15
Payable for securities sold short@		–		–
Payable for investment securities purchased		–		–
OTC Swap contracts, at value ††††		–		–
Options written, at value ^^		–		–
Due to broker		–		–
Reverse repurchase agreements		–		–
Payable for Variation Margin on Swap Contracts		–		–
Payable for Variation Margin on Futures Contracts		–		–
Unrealized loss on foreign currency spot contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		8		21
Interest payable		–		–
Chief Compliance Officer fees payable		–		–
Repurchase agreements payable		–		–
Other payables		–		–
Accrued expense payable		13		12
Total Liabilities		241		239
Net Assets	$	167,895	$	197,680
† Cost of investments and repurchase agreements	$	167,253	$	209,879
†† Cost of affiliated investments		–		1,547
††† Cost of foreign currency		–		–
†††† Cost (premiums received)		–		–
^^ Premiums received from written options and swaptions		–		–
@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.

366

SEI Institutional Managed Trust

Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Liquid Alternative Fund		Multi-Asset Accumulation Fund		Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	553,276		$	262,172		$	–	$	1,350,754	$	633,239		$	776,182		$	529,379
	2,779			92,197			–		–		–			–			–
	108,961			32,216			10,875		447,740		6,495			108,236			23,720
	–			128			–		–		–			–			–
	10,076			414			–		8,990		3,923			885			–
	12,950			–			–		94		60			11			56
	4,295			–			479		58,228		4,173			7,423			4,409
	–			25,288			–		–		–			–			–
	–			2,103			–		7,118		4,721			–			21,774
	220			135			–		538		55			348			50
	–			20,167			–		248		6,657			500			9,337
	783			1,856			40		2,434		7,942			1,979			340
	–			13			–		8,482		1,318			107			3,485
	–			–			–		–		–			–			21
	–			–			–		438		–			–			2,205
	–			–			7		7,624		775			771			269
	673			27			–		–		307			28			7
	–			44			–		363		93			–			–
	–			–			17		–		–			–			–
	–			–			35		–		–			–			–
	11			6			–		33		11			15			10
	694,024			436,766			11,453		1,893,084		669,769			896,485			595,062
	303			219			66		782		327			379			423
	–			–			–		–		442			–			–
	152			92			–		382		118			151			56
	137			73			–		376		45			135			46
	–			34,680			–		–		–			85,859			–
	–			32,827			–		–		7,012			1,130			9,274
	7,491			–			–		699		177			100			2,154
	1,514			13			–		–		60			7			123
	815			–			–		–		120			–			–
	–			–			–		–		–			126,489			–
	512			–			–		167		362			140			29
	191			–			23		6,244		5			1,657			107
	–			–			–		–		–			–			52
	–			2			–		2,023		917			–			996
	109			238			4		1,017		232			188			174
	–			–			–		–		–			–			2
	1			1			–		3		1			1			1
	–			–			–		–		–			469			–
	–			–			–		–		–			–			1
	62			38			2		163		119			87			54
	11,287			68,183			95		11,856		9,937			216,792			13,492
$	682,737		$	368,583		$	11,358	$	1,881,228	$	659,832		$	679,693		$	581,570
$	257,214		$	270,302		$	–	$	1,388,115	$	713,660		$	713,022		$	519,173
	2,779			92,197			–		–		–			–			–
	–			2,096			–		6,923		–			–			21,701
	–			–			–		–		–			(61	)		–
	(1,309	)		(17	)		–		–		(17	)		(19	)		(144	)
	–			(35,281	)		–		–		–			94,356			–

SEI Institutional Managed Trust

367

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)

September 30, 2023

	Tax-Free Conservative Income Fund			Real Return Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	167,953		$	221,039
Total distributable earnings (accumulated losses)		(58	)		(23,359	)
Net Assets	$	167,895		$	197,680
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00		$	9.33
		($163,923,602 ÷ 16,398,020 shares	)		($183,431,360 ÷ 19,658,386 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.01		$	9.37
		($3,971,291 ÷ 396,563 shares	)		($14,248,535 ÷ 1,519,984 shares	)

N/A - Not applicable. Share class currently not offered.                                    

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

368

SEI Institutional Managed Trust

Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Liquid Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	353,871		$	392,437		$	11,170		$	2,845,506		$	763,492		$	859,899		$	582,540
	328,866			(23,854	)		188			(964,278	)		(103,660	)		(180,206	)		(970	)
$	682,737		$	368,583		$	11,358		$	1,881,228		$	659,832		$	679,693		$	581,570
$	14.86		$	9.37		$	10.16		$	6.66		$	9.28		$	7.87		$	10.01
	($640,724,890 ÷ 43,130,309 shares	)		($354,258,456 ÷ 37,819,107 shares	)		($530,759 ÷ 52,216 shares	)		($1,781,011,006 ÷ 267,469,546 shares	)		($532,158,992 ÷ 57,334,173 shares	)		($648,826,948 ÷ 82,422,421 shares	)		($552,045,661 ÷ 55,127,721 shares	)
$	14.88		$	9.37		$	10.17		$	6.73		$	9.28		$	7.88		$	10.03
	($42,012,519 ÷ 2,823,335 shares	)		($14,324,909 ÷ 1,528,715 shares	)		($10,826,971 ÷ 1,064,997 shares	)		($100,216,527 ÷ 14,887,567 shares	)		($127,673,428 ÷ 13,757,021 shares	)		($30,865,956 ÷ 3,917,473 shares	)		($29,524,002 ÷ 2,942,306 shares	)

SEI Institutional Managed Trust

369

STATEMENTS OF OPERATIONS ($ Thousands)

For the year ended September 30, 2023

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	29,656		$	39,615		$	12,302
Income from affiliated investments(1)		653			543			780
Interest income		–			–			716
Security lending income - net(1) (2)		67			89			52
Less: foreign taxes withheld		(82	)		(246	)		(8	)
Total Investment Income		30,294			40,001			13,842
Expenses:
Investment advisory fees		6,621			4,661			5,530
Administration fees		5,004			3,995			4,148
Shareholder servicing fees Class F		4,111			2,908			2,996
Shareholder servicing fees Class I		–			4			5
Audit fees		73			55			62
Legal fees		49			38			40
Trustees' fees		42			33			34
Chief compliance officer fees		10			8			8
Administration servicing fees Class I		–			4			5
Printing fees		120			93			97
Registration fees		69			54			55
Custodian/Wire agent fees		64			50			53
Pricing fees		40			31			32
Other expenses		56			44			46
Total Expenses		16,259			11,978			13,111
Less:
Waiver of investment advisory fees		(467	)		(318	)		(1,016	)
Waiver of shareholder servicing fees Class F		(33	)		(23	)		(24	)
Waiver of shareholder servicing fees Class I		–			(1	)		(1	)
Waiver of administration fees		(740	)		(166	)		(182	)
Net Expenses		15,019			11,470			11,888
Net Investment Income (Loss)		15,275			28,531			1,954
Net Realized Gain (Loss) on:
Investments		84,988			63,486			195,454
Affiliated investments		(20	)		2			–
Futures contracts		432			1,428			760
Swap contracts		–			–			2,876
Capital gains on Affiliated Investments		–			2			1
Net Realized Gain (Loss)		85,400			64,918			199,091
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		180,865			83,643			119,878
Affiliated investments		(6	)		(3	)		–
Futures contracts		456			599			450
Swap contracts		–			–			(696	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Net Change in Unrealized Appreciation (Depreciation)	$	181,315		$	84,239		$	119,632
Net Increase in Net Assets Resulting from Operations	$	281,990		$	177,688		$	320,677

(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.

370

SEI Institutional Managed Trust

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
$	15,971		$	72,502		$	13,467		$	7,559		$	8,493		$	2,285		$	12,167
	455			835			332			294			204			173			408
	–			–			–			–			–			–			–
	106			345			6			31			73			70			26
	(1	)		(358	)		(4	)		(19	)		(16	)		(21	)		(22	)
	16,531			73,324			13,801			7,865			8,754			2,507			12,579
	506			15,637			249			3,560			2,393			2,113			5,311
	3,037			8,741			1,824			1,643			1,105			975			2,451
	2,531			8,532			2,058			1,311			771			723			1,789
	–			–			15			–			2			1			–
	45			169			37			23			15			14			35
	29			113			24			16			10			9			24
	25			97			20			14			9			8			20
	6			24			5			3			2			2			5
	–			–			15			–			2			1			–
	74			278			61			39			25			23			57
	35			146			32			22			15			13			33
	39			147			31			21			14			12			31
	31			87			22			18			12			11			23
	32			130			96			18			12			11			27
	6,390			34,101			4,489			6,688			4,387			3,916			9,806
	(304	)		–			(83	)		(412	)		(287	)		(353	)		(628	)
	(1,518	)		(68	)		(1,646	)		(10	)		(6	)		(6	)		(215	)
	–			–			(3	)		–			–			–			–
	(2,012	)		(384	)		(640	)		(65	)		(34	)		(29	)		(97	)
	2,556			33,649			2,117			6,201			4,060			3,528			8,866
	13,975			39,675			11,684			1,664			4,694			(1,021	)		3,713
	(6,623	)		183,398			32,296			21,028			7,681			(12,594	)		20,785
	(4	)		(3	)		–			–			–			–			–
	326			1,572			651			(21	)		(92	)		(4	)		(25	)
	–			–			–			–			–			–			–
	–			1			–			–			–			–			–
	(6,301	)		184,968			32,947			21,007			7,589			(12,598	)		20,760
	178,007			427,764			108,967			33,750			36,942			36,995			56,600
	35			24			–			–			1			1			(8	)
	180			112			(418	)		–			–			–			–
	–			–			–			–			–			–			–
	–			2			–			–			–			–			–
$	178,222		$	427,902		$	108,549		$	33,750		$	36,943		$	36,996		$	56,592
$	185,896		$	652,545		$	153,180		$	56,421		$	49,226		$	23,377		$	81,065

SEI Institutional Managed Trust

371

STATEMENTS OF OPERATIONS ($ Thousands)

For the year ended September 30, 2023

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends	$	1,133		$	21,009		$	25,014
Income from affiliated investments(1)		62			667			489
Interest income		1			–			166
Security lending income - net(1) (2)		1			123			68
Less: foreign taxes withheld		(2	)		(129	)		(1,946	)
Total Investment Income		1,195			21,670			23,791
Expenses:
Investment advisory fees		302			5,312			5,498
Administration fees		227			2,452			2,538
Shareholder servicing fees Class F		178			1,608			1,814
Shareholder servicing fees Class I		1			1			1
Audit fees		3			34			36
Trustees' fees		2			21			21
Legal fees		2			23			25
Administration servicing fees Class I		1			1			1
Chief compliance officer fees		–			5			5
Printing fees		6			56			58
Pricing fees		5			22			28
Registration fees		3			33			34
Custodian/Wire agent fees		3			31			91
Other expenses		2			27			28
Total Expenses		735			9,626			10,178
Less:
Waiver of investment advisory fees		–			(2,130	)		(914	)
Waiver of shareholder servicing fees Class F		(1	)		(13	)		(15	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		(1	)		(539	)		(137	)
Net Expenses		733			6,944			9,112
Net Investment Income		462			14,726			14,679
Net Realized Gain (Loss) on:
Investments		(2,766	)		71,015			25,750
Affiliated investments		–			(1	)		5
Futures contracts		83			1,314			1,547
Foreign currency translation		–			(6	)		(3,845	)
Forward foreign currency contracts		–			–			4,008
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Net Realized Gain (Loss)		(2,683	)		72,322			27,465
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		10,279			(2,700	)		60,154
Affiliated investments		–			1			3
Futures contracts		106			207			254
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			8			314
Forward foreign currency contracts		–			–			(2,405	)
Net Change in Unrealized Appreciation (Depreciation)	$	10,385		$	(2,484	)	$	58,320
Net Increase in Net Assets Resulting from Operations	$	8,164		$	84,564		$	100,464

(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.

372

SEI Institutional Managed Trust

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
$	16,533		$	13,502		$	1,977		$	–		$	1,275		$	–		$	–
	731			159			45			4,071			1,294			23			–
	–			89			–			142,913			102,150			19,896			5,140
	26			79			–			152			–			–			–
	(75	)		(1,388	)		(2	)		–			(13	)		–			–
	17,215			12,441			2,020			147,136			104,706			19,919			5,140
	5,733			2,098			482			9,733			6,228			407			167
	2,646			1,412			223			5,918			2,555			813			335
	1,949			670			150			7,812			2,784			984			407
	–			–			–			7			–			–			–
	37			14			3			151			54			20			7
	22			8			2			89			32			10			4
	25			9			2			102			37			12			5
	–			–			–			7			–			–			–
	5			2			–			22			8			3			1
	59			23			5			240			87			34			11
	21			18			2			686			270			19			12
	36			13			3			144			51			13			7
	33			71			2			130			53			16			6
	30			11			3			116			42			14			5
	10,596			4,349			877			25,157			12,201			2,345			967
	(1,886	)		(870	)		(64	)		(2,669	)		(975	)		(163	)		(67	)
	(16	)		(5	)		(1	)		(62	)		(22	)		(591	)		(244	)
	–			–			–			(1	)		–			–			–
	(108	)		(20	)		–			–			(211	)		(374	)		(154	)
	8,586			3,454			812			22,425			10,993			1,217			502
	8,629			8,987			1,208			124,711			93,713			18,702			4,638
	98,959			(10,113	)		392			(209,168	)		(71,473	)		14			–
	–			3			–			11			–			–			–
	1,555			602			–			(37,932	)		–			–			–
	1			222			–			(4,138	)		(1	)		–			–
	–			(211	)		–			(2,830	)		24			–			–
	–			–			–			(8,798	)		–			–			–
	–			–			–			10,851			–			–			–
	–			–			–			11,409			(57	)		–			–
	100,515			(9,497	)		392			(240,595	)		(71,507	)		14			–
	(13,166	)		60,321			680			130,672			93,393			11			108
	(5	)		3			–			55			–			–			–
	(1	)		71			–			12,029			–			–			–
	–			–			–			1,073			–			–			–
	–			–			–			1,860			–			–			–
	–			–			–			(4,951	)		(381	)		–			–
	3			196			–			(42	)		(2	)		–			–
	–			–			–			718			(2	)		–			–
$	(13,169	)	$	60,591		$	680		$	141,414		$	93,008		$	11		$	108
$	95,975		$	60,081		$	2,280		$	25,530		$	115,214		$	18,727		$	4,746

SEI Institutional Managed Trust

373

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the year ended September 30, 2023

	Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends	$	–		$	9,435
Income from affiliated investments(1)		27			318
Interest income		6,273			4,032
Less: foreign taxes withheld		–			(2	)
Total Investment Income		6,300			13,783
Expenses:
Shareholder servicing fees Class F		521			1,621
Investment advisory fees		492			4,124
Administration fees		447			2,062
Audit fees		9			30
Trustees' fees		6			17
Legal fees		6			20
Chief compliance officer fees		1			4
Printing fees		12			49
Registration fees		10			27
Custodian/Wire agent fees		8			26
Pricing fees		6			20
Offering cost(2)		–			–
Dividend and interest expense on securities sold short		–			–
Interest expense		–			–
Other expenses		7			24
Total Expenses		1,525			8,024
Less:
Waiver of investment advisory fees		(201	)		(2,844	)
Waiver of shareholder servicing fees Class F		(313	)		–
Waiver of administration fees		(15	)		(105	)
Reimbursement from Administrator		–			–
Net Expenses		996			5,075
Net Investment Income		5,304			8,708
Net Realized Gain (Loss) on:
Investments		(7,801	)		63,435
Securities sold short		–			–
Futures contracts		–			3,458
Foreign currency translation		–			(74	)
Forward foreign currency contracts		–			–
Purchased options and swaptions		–			(1,515	)
Written options and swaptions		–			282
Swap contracts		–			(12,905	)
Net Realized Gain (Loss)		(7,801	)		52,681
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		8,424			41,994
Securities sold short		–			–
Futures contracts		–			5,297
Purchased options and swaptions		–			2,115
Written options and swaptions		–			(205	)
Swap contracts		–			(1,666	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			1
Forward foreign currency contracts		–			–
Net Change in Unrealized Appreciation (Depreciation)	$	8,424		$	47,536
Net Increase in Net Assets Resulting from Operations	$	5,927		$	108,925

(1)	See Note 6 in Notes to Financial Statements.
(2)	See Note 2 in the Notes to the Financial Statements.
(3)	Commenced operations on June 30, 2023.

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

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

374

SEI Institutional Managed Trust

Multi-Strategy Alternative Fund			Liquid Alternative Fund(3)			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	3,379		$	–		$	3,118		$	3,297		$	5,539		$	758
	4,537			–			–			–			–			–
	14,510			129			86,008			47,820			34,692			24,089
	–			–			(259	)		(205	)		–			(1	)
	22,426			129			88,867			50,912			40,231			24,846
	946			–			4,755			1,401			1,808			1,491
	5,866			14			15,212			4,188			4,162			2,507
	1,173			8			5,830			2,094			2,270			1,880
	16			–			86			29			30			26
	10			–			51			18			19			16
	11			15			58			20			21			18
	2			–			12			4			5			4
	27			–			135			47			49			42
	16			–			84			29			31			25
	15			1			63			39			38			29
	90			1			84			228			103			23
	–			12			–			–			–			–
	257			–			–			–			1,956			–
	1,607			–			–			–			6,077			–
	13			–			68			24			25			21
	10,049			51			26,438			8,121			16,594			6,082
	(2,690	)		(1	)		(2,229	)		(1,259	)		(1,650	)		(251	)
	(8	)		–			–			(841	)		–			(894	)
	(229	)		(8	)		(741	)		(556	)		(164	)		(1,065	)
	–			(21	)		–			–			–			–
	7,122			21			23,468			5,465			14,780			3,872
	15,304			108			65,399			45,447			25,451			20,974
	(3,736	)		–			(23,624	)		(4,654	)		(15,957	)		(12,981	)
	678			–			–			–			(16,216	)		–
	(134	)		(52	)		(62,315	)		(18,385	)		(16,060	)		(3,719	)
	(607	)		–			(18,983	)		(491	)		14			5,012
	(22	)		–			(7,679	)		(1,362	)		(394	)		2,003
	(663	)		–			–			(1,038	)		(1,417	)		(943	)
	324			–			–			1,270			1,357			640
	(2,075	)		–			(1,048	)		1,291			6,282			(880	)
	(6,235	)		(52	)		(113,649	)		(23,369	)		(42,391	)		(10,868	)
	17,955			–			53,435			25,836			47,218			11,741
	(6,916	)		–			–			–			(12,711	)		–
	(93	)		132			46,132			9,153			(697	)		978
	88			–			–			(486	)		(32	)		130
	336			–			–			(1,546	)		32			47
	509			–			6,901			422			(4,062	)		818
	73			–			277			126			(803	)		241
	(193	)		–			(554	)		48			162			2,344
$	11,759		$	132		$	106,191		$	33,553		$	29,107		$	16,299
$	20,828		$	188		$	57,941		$	55,631		$	12,167		$	26,405

SEI Institutional Managed Trust

375

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the years ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income (loss)	$	15,275		$	15,197		$	28,531		$	27,807		$	1,954		$	(84	)
Capital gain distribution from investment		—			—			2			—			1			—
Net realized gain (loss)		85,400			170,576			64,916			98,963			199,090			116,112
Net change in unrealized appreciation (depreciation)		181,315			(513,647	)		84,239			(260,933	)		119,632			(503,491	)
Net Increase (Decrease) in Net Assets Resulting from Operations		281,990			(327,874	)		177,688			(134,163	)		320,677			(387,463	)
Distributions:
Class F:		(156,649	)		(268,239	)		(108,845	)		(80,770	)		(84,295	)		(189,817	)
Class I:		N/A			N/A			(194	)		(193	)		(172	)		(551	)
Class Y:		(5,047	)		(13,977	)		(17,435	)		(13,213	)		(14,333	)		(28,424	)
Total Distributions		(161,696	)		(282,216	)		(126,474	)		(94,176	)		(98,800	)		(218,792	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		143,127			208,257			144,314			218,643			119,961			271,763
Reinvestment of dividends & distributions		143,702			246,549			102,063			75,731			78,819			176,988
Cost of shares redeemed		(358,101	)		(401,737	)		(245,449	)		(352,574	)		(309,092	)		(330,620	)
Net increase (decrease) from Class F transactions		(71,272	)		53,069			928			(58,200	)		(110,312	)		118,131
Class I:
Proceeds from shares issued		N/A			N/A			56			1,353			234			434
Reinvestment of dividends & distributions		N/A			N/A			167			173			154			495
Cost of shares redeemed		N/A			N/A			(1,103	)		(2,056	)		(878	)		(1,819	)
Net decrease from Class I transactions		N/A			N/A			(880	)		(530	)		(490	)		(890	)
Class Y:
Proceeds from shares issued		8,576			11,036			16,590			29,107			16,998			49,661
Reinvestment of dividends & distributions		4,721			13,514			17,185			12,530			14,135			26,869
Cost of shares redeemed		(14,332	)		(58,092	)		(92,870	)		(39,750	)		(105,352	)		(31,042	)
Net increase (decrease) from Class Y transactions		(1,035	)		(33,542	)		(59,095	)		1,887			(74,219	)		45,488
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(72,307	)		19,527			(59,047	)		(56,843	)		(185,021	)		162,729
Net Increase (Decrease) in Net Assets		47,987			(590,563	)		(7,833	)		(285,182	)		36,856			(443,526	)
Net Assets
Beginning of year		1,569,904			2,160,467			1,244,360			1,529,542			1,299,744			1,743,270
End of year	$	1,617,891		$	1,569,904		$	1,236,527		$	1,244,360		$	1,336,600		$	1,299,744

(1) 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.

376

SEI Institutional Managed Trust

Large Cap Index Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund
	2023			2022			2023			2022			2023			2022			2023			2022
$	13,975		$	12,917		$	39,675		$	41,770		$	11,684		$	11,587		$	1,664		$	1,792
	—			—			1			1			—			—			—			—
	(6,301	)		(12,516	)		184,967			178,289			32,947			64,369			21,007			10,647
	178,222			(189,168	)		427,902			(834,376	)		108,549			(214,430	)		33,750			(125,890	)
	185,896			(188,767	)		652,545			(614,316	)		153,180			(138,474	)		56,421			(113,451	)
	(14,021	)		(15,797	)		(216,575	)		(209,161	)		(77,333	)		(75,572	)		(4,593	)		(123,055	)
	N/A			N/A			N/A			N/A			(501	)		(502	)		N/A			N/A
	N/A			N/A			(29,803	)		(27,949	)		N/A			N/A			(249	)		(5,426	)
	(14,021	)		(15,797	)		(246,378	)		(237,110	)		(77,834	)		(76,074	)		(4,842	)		(128,481	)
	175,567			303,335			173,756			299,638			120,412			97,115			48,325			71,913
	13,307			15,028			184,450			182,965			68,757			66,695			4,270			114,411
	(253,064	)		(302,229	)		(631,354	)		(609,242	)		(143,644	)		(191,252	)		(100,400	)		(114,277	)
	(64,190	)		16,134			(273,148	)		(126,639	)		45,525			(27,442	)		(47,805	)		72,047
	N/A			N/A			N/A			N/A			2,547			1,137			N/A			N/A
	N/A			N/A			N/A			N/A			442			441			N/A			N/A
	N/A			N/A			N/A			N/A			(3,222	)		(2,208	)		N/A			N/A
	N/A			N/A			N/A			N/A			(233	)		(630	)		N/A			N/A
	N/A			N/A			106,149			52,211			N/A			N/A			6,683			3,654
	N/A			N/A			27,562			26,149			N/A			N/A			236			5,232
	N/A			N/A			(88,872	)		(67,364	)		N/A			N/A			(5,879	)		(6,836	)
	N/A			N/A			44,839			10,996			N/A			N/A			1,040			2,050
	(64,190	)		16,134			(228,309	)		(115,643	)		45,292			(28,072	)		(46,765	)		74,097
	107,685			(188,430	)		177,858			(967,069	)		120,638			(242,620	)		4,814			(167,835	)
	901,688			1,090,118			3,610,298			4,577,367			745,367			987,987			514,514			682,349
$	1,009,373		$	901,688		$	3,788,156		$	3,610,298		$	866,005		$	745,367		$	519,328		$	514,514

SEI Institutional Managed Trust

377

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the years ended September 30,

	Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income (loss)	$	4,694		$	3,602		$	(1,021	)	$	(588	)	$	3,713		$	3,398
Net realized gain (loss)		7,589			16,576			(12,598	)		(7,380	)		20,760			3,875
Net change in unrealized appreciation (depreciation)		36,943			(91,145	)		36,996			(97,016	)		56,592			(193,182	)
Net Increase (Decrease) in Net Assets Resulting from Operations		49,226			(70,967	)		23,377			(104,984	)		81,065			(185,909	)
Distributions:
Class F:		(17,913	)		(28,963	)		(140	)		(81,068	)		(6,859	)		(85,601	)
Class I:		(49	)		(150	)		—			(380	)		N/A			N/A
Class Y:		(3,645	)		(5,667	)		(104	)		(9,315	)		(1,114	)		(10,758	)
Total Distributions		(21,607	)		(34,780	)		(244	)		(90,763	)		(7,973	)		(96,359	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		33,742			66,183			31,851			45,964			55,669			80,105
Reinvestment of dividends & distributions		16,689			26,971			130			74,743			5,842			74,501
Cost of shares redeemed		(66,384	)		(80,336	)		(53,753	)		(51,627	)		(147,076	)		(129,864	)
Net increase (decrease) from Class F transactions		(15,953	)		12,818			(21,772	)		69,080			(85,565	)		24,742
Class I:
Proceeds from shares issued		35			80			121			209			N/A			N/A
Reinvestment of dividends & distributions		44			142			—			350			N/A			N/A
Cost of shares redeemed		(470	)		(1,000	)		(683	)		(685	)		N/A			N/A
Net increase (decrease) from Class I transactions		(391	)		(778	)		(562	)		(126	)		N/A			N/A
Class Y:
Proceeds from shares issued		10,097			10,199			7,367			5,555			21,808			10,162
Reinvestment of dividends & distributions		3,519			5,281			100			8,670			1,020			10,054
Cost of shares redeemed		(29,680	)		(7,967	)		(10,177	)		(5,884	)		(17,984	)		(12,217	)
Net increase (decrease) from Class Y transactions		(16,064	)		7,513			(2,710	)		8,341			4,844			7,999
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(32,408	)		19,553			(25,044	)		77,295			(80,721	)		32,741
Net Increase (Decrease) in Net Assets		(4,789	)		(86,194	)		(1,911	)		(118,452	)		(7,629	)		(249,527	)
Net Assets
Beginning of year		347,839			434,033			309,953			428,405			780,749			1,030,276
End of year	$	343,050		$	347,839		$	308,042		$	309,953		$	773,120		$	780,749

(1) 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.

378

SEI Institutional Managed Trust

Mid-Cap Fund						U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund
	2023			2022			2023			2022			2023			2022			2023			2022			2023			2022
$	462		$	554		$	14,726		$	16,905		$	14,679		$	13,451		$	8,629		$	9,962		$	8,987		$	11,095
	(2,683	)		(960	)		72,322			76,648			27,465			74,274			100,515			49,297			(9,497	)		(7,972	)
	10,385			(12,428	)		(2,484	)		(139,047	)		58,320			(166,756	)		(13,169	)		(74,192	)		60,591			(81,538	)
	8,164			(12,834	)		84,564			(45,494	)		100,464			(79,031	)		95,975			(14,933	)		60,081			(78,415	)
	(499	)		(17,821	)		(69,027	)		(74,613	)		(73,644	)		(99,371	)		(51,719	)		(44,793	)		(7,560	)		(10,683	)
	(2	)		(119	)		(56	)		(119	)		(46	)		(117	)		N/A			N/A			N/A			N/A
	(38	)		(702	)		(17,547	)		(20,458	)		(11,197	)		(14,771	)		(5,716	)		(4,339	)		(1,396	)		(1,958	)
	(539	)		(18,642	)		(86,630	)		(95,190	)		(84,887	)		(114,259	)		(57,435	)		(49,132	)		(8,956	)		(12,641	)
	11,051			44,463			88,799			130,696			87,777			111,073			68,223			111,375			50,744			55,878
	464			16,597			58,465			63,699			62,439			84,681			42,102			37,742			6,387			9,216
	(14,291	)		(44,477	)		(211,518	)		(189,071	)		(211,642	)		(198,493	)		(233,709	)		(223,539	)		(101,616	)		(74,475	)
	(2,776	)		16,583			(64,254	)		5,324			(61,426	)		(2,739	)		(123,384	)		(74,422	)		(44,485	)		(9,381	)
	10			109			—			8			—			8			N/A			N/A			N/A			N/A
	2			118			55			119			45			116			N/A			N/A			N/A			N/A
	(50	)		(410	)		—			(844	)		—			(605	)		N/A			N/A			N/A			N/A
	(38	)		(183	)		55			(717	)		45			(481	)		N/A			N/A			N/A			N/A
	918			1,412			35,141			17,409			35,591			18,351			37,706			10,885			28,774			7,289
	38			696			15,492			18,535			9,232			12,865			4,945			3,848			1,292			1,685
	(518	)		(862	)		(37,085	)		(54,045	)		(33,751	)		(28,874	)		(18,214	)		(14,652	)		(21,579	)		(11,416	)
	438			1,246			13,548			(18,101	)		11,072			2,342			24,437			81			8,487			(2,442	)
	(2,376	)		17,646			(50,651	)		(13,494	)		(50,309	)		(878	)		(98,947	)		(74,341	)		(35,998	)		(11,823	)
	5,249			(13,830	)		(52,717	)		(154,178	)		(34,732	)		(194,168	)		(60,407	)		(138,406	)		15,127			(102,879	)
	68,994			82,824			797,442			951,620			816,386			1,010,554			865,674			1,004,080			292,604			395,483
$	74,243		$	68,994		$	744,725		$	797,442		$	781,654		$	816,386		$	805,267		$	865,674		$	307,731		$	292,604

SEI Institutional Managed Trust

379

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the years ended September 30,

	Real Estate Fund						Core Fixed Income Fund						High Yield Bond Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income	$	1,208		$	1,020		$	124,711		$	79,457		$	93,713		$	73,878
Capital gain distribution from investment		—			—			—			4			—			1
Net realized gain (loss)		392			4,757			(240,595	)		(283,960	)		(71,507	)		(18,628	)
Net change in unrealized appreciation (depreciation)		680			(22,939	)		141,414			(551,107	)		93,008			(253,960	)
Net Increase (Decrease) in Net Assets Resulting from Operations		2,280			(17,162	)		25,530			(755,606	)		115,214			(198,709	)
Distributions:
Class F:		(2,988	)		(7,139	)		(105,097	)		(82,466	)		(159,073	)		(89,328	)
Class I:		(8	)		(30	)		(92	)		(85	)		—			(15	)
Class Y:		(709	)		(1,354	)		(14,887	)		(11,442	)		(22,895	)		(13,180	)
Return of Capital:
Class F		—			—			—			—			(15,784	)		—
Class Y		—			—			—			—			(2,423	)		—
Total Distributions		(3,705	)		(8,523	)		(120,076	)		(93,993	)		(200,175	)		(102,523	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		7,178			34,788			484,446			674,455			194,492			241,315
Reinvestment of dividends & distributions		2,675			6,464			96,494			75,249			154,550			79,075
Cost of shares redeemed		(14,747	)		(42,936	)		(723,326	)		(904,145	)		(316,778	)		(372,248	)
Net increase (decrease) from Class F transactions		(4,894	)		(1,684	)		(142,386	)		(154,441	)		32,264			(51,858	)
Class I:
Proceeds from shares issued		1			4			188			335			—			5
Reinvestment of dividends & distributions		8			30			67			67			1			16
Cost of shares redeemed		—			(235	)		(907	)		(1,234	)		—			(576	)
Net increase (decrease) from Class I transactions		9			(201	)		(652	)		(832	)		1			(555	)
Class Y:
Proceeds from shares issued		1,450			2,448			108,262			72,075			55,587			37,252
Reinvestment of dividends & distributions		691			1,298			14,522			11,112			24,773			12,850
Cost of shares redeemed		(2,788	)		(4,344	)		(135,428	)		(80,320	)		(73,565	)		(48,456	)
Net increase (decrease) from Class Y transactions		(647	)		(598	)		(12,644	)		2,867			6,795			1,646
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(5,532	)		(2,483	)		(155,682	)		(152,406	)		39,060			(50,767	)
Net Increase (Decrease) in Net Assets		(6,957	)		(28,168	)		(250,228	)		(1,002,005	)		(45,901	)		(351,999	)
Net Assets
Beginning of year		75,163			103,331			3,605,696			4,607,701			1,274,904			1,626,903
End of year	$	68,206		$	75,163		$	3,355,468		$	3,605,696		$	1,229,003		$	1,274,904

(1) 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.

380

SEI Institutional Managed Trust

Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
	2023			2022			2023			2022			2023			2022			2023			2022
$	18,702		$	2,072		$	4,638		$	748		$	5,304		$	18,918		$	8,708		$	5,060
	—			—			—			—			—			—			—			—
	14			5			—			1			(7,801	)		(183	)		52,681			83,108
	11			(87	)		108			(168	)		8,424			(31,793	)		47,536			(181,567	)
	18,727			1,990			4,746			581			5,927			(13,058	)		108,925			(93,399	)
	(18,067	)		(1,944	)		(4,512	)		(698	)		(10,924	)		(15,792	)		(79,107	)		(84,694	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(609	)		(98	)		(126	)		(33	)		(784	)		(1,141	)		(4,735	)		(4,926	)
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	(18,676	)		(2,042	)		(4,638	)		(731	)		(11,708	)		(16,933	)		(83,842	)		(89,620	)
	365,408			234,776			52,126			66,380			40,950			109,238			73,864			83,921
	14,691			1,495			3,680			581			8,963			12,967			73,416			78,820
	(261,048	)		(160,921	)		(68,797	)		(73,634	)		(102,122	)		(81,437	)		(128,344	)		(208,511	)
	119,051			75,350			(12,991	)		(6,673	)		(52,209	)		40,768			18,936			(45,770	)
	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
	6,694			5,123			2,221			8,200			3,939			4,179			8,790			6,378
	570			93			117			31			738			1,082			4,616			4,823
	(7,343	)		(6,877	)		(3,260	)		(12,607	)		(6,781	)		(4,514	)		(8,146	)		(12,907	)
	(79	)		(1,661	)		(922	)		(4,376	)		(2,104	)		747			5,260			(1,706	)
	118,972			73,689			(13,913	)		(11,049	)		(54,313	)		41,515			24,196			(47,476	)
	119,023			73,637			(13,805	)		(11,199	)		(60,094	)		11,524			49,279			(230,495	)
	360,280			286,643			181,700			192,899			257,774			246,250			633,458			863,953
$	479,303		$	360,280		$	167,895		$	181,700		$	197,680		$	257,774		$	682,737		$	633,458

SEI Institutional Managed Trust

381

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the years or period ended September 30,

	Multi-Strategy Alternative Fund						Liquid Alternative Fund(1)
		2023			2022			2023
Operations:
Net investment income	$	15,304		$	3,636		$	108
Capital gain distribution from investment		—			2			—
Net realized gain (loss)		(6,235	)		(11,608	)		(52	)
Net change in unrealized appreciation (depreciation)		11,759			(24,218	)		132
Net Increase (Decrease) in Net Assets Resulting from Operations		20,828			(32,188	)		188
Distributions:
Class F:		(8,221	)		(31,913	)		—
Class Y:		(190	)		(651	)		—
Total Distributions		(8,411	)		(32,564	)		—
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		36,509			56,599			527
Reinvestment of dividends & distributions		7,370			28,632			—
Cost of shares redeemed		(96,545	)		(76,788	)		—
Net increase (decrease) from Class F transactions		(52,666	)		8,443			527
Class Y:
Proceeds from shares issued		7,604			1,611			11,651
Reinvestment of dividends & distributions		176			615			—
Cost of shares redeemed		(1,893	)		(1,491	)		(1,008	)
Net increase (decrease) from Class Y transactions		5,887			735			10,643
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(46,779	)		9,178			11,170
Net Increase (Decrease) in Net Assets		(34,362	)		(55,574	)		11,358
Net Assets
Beginning of year		402,945			458,519			—
End of year	$	368,583		$	402,945		$	11,358

(1)	Commenced operations on June 30, 2023.
(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.

382

SEI Institutional Managed Trust

Multi-Asset Accumulation Fund						Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	2023			2022			2023			2022			2023			2022			2023			2022
$	65,399		$	31,471		$	45,447		$	36,848		$	25,451		$	33,404		$	20,974		$	1,920
	—			—			—			—			—			—			—			—
	(113,649	)		(346,046	)		(23,369	)		3,910			(42,391	)		49,635			(10,868	)		(6,255	)
	106,191			(223,528	)		33,553			(183,279	)		29,107			(38,005	)		16,299			(25,351	)
	57,941			(538,103	)		55,631			(142,521	)		12,167			45,034			26,405			(29,686	)
	(179,960	)		(319,256	)		(39,438	)		(29,430	)		(84,359	)		(58,859	)		(11,392	)		(18,556	)
	(10,363	)		(24,540	)		(9,773	)		(7,046	)		(4,142	)		(3,253	)		(616	)		(1,084	)
	(190,323	)		(343,796	)		(49,211	)		(36,476	)		(88,501	)		(62,112	)		(12,008	)		(19,640	)
	231,510			287,707			71,594			92,813			83,175			192,810			77,998			145,926
	162,704			291,088			33,770			25,506			76,463			53,507			8,961			14,496
	(371,773	)		(378,794	)		(146,576	)		(164,750	)		(221,183	)		(250,560	)		(174,917	)		(170,164	)
	22,441			200,001			(41,212	)		(46,431	)		(61,545	)		(4,243	)		(87,958	)		(9,742	)
	36,023			22,797			20,808			18,241			7,712			4,229			3,204			4,063
	10,041			24,167			9,191			6,305			4,022			3,181			590			1,051
	(87,982	)		(31,818	)		(41,539	)		(24,915	)		(12,289	)		(15,746	)		(7,469	)		(8,043	)
	(41,918	)		15,146			(11,540	)		(369	)		(555	)		(8,336	)		(3,675	)		(2,929	)
	(19,477	)		215,147			(52,752	)		(46,800	)		(62,100	)		(12,579	)		(91,633	)		(12,671	)
	(151,859	)		(666,752	)		(46,332	)		(225,797	)		(138,434	)		(29,657	)		(77,236	)		(61,997	)
	2,033,087			2,699,839			706,164			931,961			818,127			847,784			658,806			720,803
$	1,881,228		$	2,033,087		$	659,832		$	706,164		$	679,693		$	818,127		$	581,570		$	658,806

SEI Institutional Managed Trust

383

CONSOLIDATED STATEMENT OF CASH FLOWS ($ Thousands)

For the year ended September 30, 2023

Multi-Asset Inflation Managed Fund
Cash Flows Provided By Operating Activities:
Net Increase in Net Assets Resulting from Operations	$	12,167
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by Operating Activities:
Purchase of Investment Securities		(1,235,972	)
Proceeds from Disposition of Investment Securities		1,400,793
Proceeds from Securities Sold Short		50,825
Purchases to Cover Securities Sold Short		(97,356	)
Amortization (Accretion of Market Discount)		(18,602	)
Net Realized (Gain) Loss on:
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short		42,391
Net Change in Unrealized (Appreciation) Depreciation on:
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short		(29,107	)
Changes in Assets:
OTC Swap Contracts, at Value		707
Cash Collateral on Over The Counter Swaps		559
Cash Collateral on Centrally Cleared Swaps		355
Cash Collateral on Futures		3,673
Receivable for Investment Securities Sold		3,447
Dividends and Interest Receivable		258
Receivable for Variation Margin on Futures		271
Receivable for Variation Margin on Swaps		270
Foreign Tax Reclaim receivable		6
Unrealized Loss on Forward Foreign Currency Contracts		(103	)
Due from Broker		457
Prepaid expenses		(2	)
Changes in Liabilities:
OTC Swap Contracts, at Value		(3,913	)
Options, Written at Value		(579	)
Payable for Investment Securities Purchased		(11,745	)
Administration Fees Payable		(49	)
Shareholder Servicing Fees Payable		135
Payable for Variation Margin on Futures		198
Payable for Variation Margin on Swaps		(79	)
Repurchase Agreements Payable		2
Investment Advisory Fees Payable		(43	)
Due to Broker		(2,281	)
Unrealized Gain on Forward Foreign Currency Contracts		(59	)
Accrued Expense Payable		(184	)
Net Cash Provided by Operating Activities		116,440
Cash Flows Used In Financing Activities
Reverse Repurchase Agreements		5,846
Dividends and Distributions		(88,501	)
Reinvestment of Dividends and Distributions		80,485
Proceeds from Shares Issued		90,715
Cost of Shares Redeemed		(233,866	)
Net Cash Used In Financing Activities		(145,321	)
Net Change in Cash, Restricted Cash, and Foreign Currency		(28,881	)
Cash, Restricted Cash, and Foreign Currency at Beginning of Period	$	137,117
Cash, Restricted Cash, and Foreign Currency at End of Period	$	108,236
Supplemental Disclosure of Cash Flow Information Interest paid	$	10,279

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

384

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Fund
Class F
2023	$	12.66	$	0.12	$	2.09		$	2.21		$	(0.09	)	$	(1.23	)	$	(1.32	)	$	13.55		18.19	%	$	1,565,195		0.89	%		0.97	%		0.89	%		26	%
2022		17.51		0.12		(2.62	)		(2.50	)		(0.10	)		(2.25	)		(2.35	)		12.66		(17.25	)		1,519,963		0.89			0.95			0.75			39
2021		13.95		0.10		4.00			4.10			(0.12	)		(0.42	)		(0.54	)		17.51		29.93			2,050,558		0.89			0.95			0.63			33
2020		13.94		0.16		0.89			1.05			(0.18	)		(0.86	)		(1.04	)		13.95		7.67			1,944,209		0.89			0.96			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			0.95			1.37			72
Class Y
2023	$	12.66	$	0.15	$	2.11		$	2.26		$	(0.12	)	$	(1.23	)	$	(1.35	)	$	13.57		18.59	%	$	52,696		0.64	%		0.72	%		1.14	%		26	%
2022		17.52		0.15		(2.62	)		(2.47	)		(0.14	)		(2.25	)		(2.39	)		12.66		(17.08	)		49,941		0.64			0.70			0.95			39
2021		13.95		0.15		4.00			4.15			(0.16	)		(0.42	)		(0.58	)		17.52		30.33			109,909		0.64			0.70			0.88			33
2020		13.95		0.19		0.89			1.08			(0.22	)		(0.86	)		(1.08	)		13.95		7.86			103,168		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			0.70			1.62			72
Large Cap Value Fund
Class F
2023	$	23.02	$	0.52	$	2.70		$	3.22		$	(0.61	)	$	(1.77	)	$	(2.38	)	$	23.86		14.03	%	$	1,110,985		0.89	%		0.93	%		2.11	%		22	%
2022		27.27		0.49		(3.07	)		(2.58	)		(0.48	)		(1.19	)		(1.67	)		23.02		(10.30	)		1,068,126		0.89			0.93			1.81			24
2021		20.11		0.46		7.16			7.62			(0.46	)		—			(0.46	)		27.27		38.21			1,322,518		0.89			0.93			1.80			29
2020		23.25		0.45		(2.70	)		(2.25	)		(0.46	)		(0.43	)		(0.89	)		20.11		(9.96	)		1,097,338		0.89			0.93			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			0.93			2.17			52
Class I
2023	$	23.05	$	0.46	$	2.72		$	3.18		$	(0.56	)	$	(1.77	)	$	(2.33	)	$	23.90		13.79	%	$	1,323		1.11	%		1.18	%		1.87	%		22	%
2022		27.30		0.43		(3.07	)		(2.64	)		(0.42	)		(1.19	)		(1.61	)		23.05		(10.52	)		2,111		1.11			1.18			1.57			24
2021		20.13		0.40		7.18			7.58			(0.41	)		—			(0.41	)		27.30		37.93			3,060		1.11			1.18			1.58			29
2020		23.27		0.41		(2.71	)		(2.30	)		(0.41	)		(0.43	)		(0.84	)		20.13		(10.17	)		2,454		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			1.18			1.95			52
Class Y
2023	$	23.02	$	0.58	$	2.70		$	3.28		$	(0.67	)	$	(1.77	)	$	(2.44	)	$	23.86		14.32	%	$	124,219		0.64	%		0.68	%		2.35	%		22	%
2022		27.27		0.56		(3.07	)		(2.51	)		(0.55	)		(1.19	)		(1.74	)		23.02		(10.06	)		174,123		0.64			0.68			2.06			24
2021		20.11		0.52		7.16			7.68			(0.52	)		—			(0.52	)		27.27		38.55			203,964		0.64			0.68			2.05			29
2020		23.26		0.51		(2.71	)		(2.20	)		(0.52	)		(0.43	)		(0.95	)		20.11		(9.76	)		148,423		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			0.69			2.41			52

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

385

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Growth Fund
Class F
2023	$	34.86	$	0.04		$	8.46		$	8.50		$	(0.04	)	$	(2.68	)	$	(2.72	)	$	40.64		25.88	%	$	1,190,786		0.89	%		0.98	%		0.11	%		67	%
2022		51.97		(0.02	)		(10.34	)		(10.36	)		(0.01	)		(6.74	)		(6.75	)		34.86		(23.91	)		1,110,117		0.89			0.97			(0.04	)		61
2021		45.29		(0.13	)		11.07			10.94			(0.03	)		(4.23	)		(4.26	)		51.97		25.80			1,515,191		0.89			0.97			(0.26	)		42
2020		35.79		0.04			11.63			11.67			(0.08	)		(2.09	)		(2.17	)		45.29		34.07			1,395,858		0.89			0.98			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			0.98			0.36			88
Class I
2023	$	33.49	$	(0.04	)	$	8.10		$	8.06		$	(0.01	)	$	(2.68	)	$	(2.69	)	$	38.86		25.61	%	$	1,913		1.11	%		1.23	%		(0.10	)%		67	%
2022		50.26		(0.13	)		(9.90	)		(10.03	)		—			(6.74	)		(6.74	)		33.49		(24.08	)		2,094		1.11			1.22			(0.30	)		61
2021		43.99		(0.23	)		10.73			10.50			—			(4.23	)		(4.23	)		50.26		25.53			4,178		1.11			1.22			(0.49	)		42
2020		34.86		(0.04	)		11.30			11.26			(0.04	)		(2.09	)		(2.13	)		43.99		33.75			3,239		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			1.16			0.14			88
Class Y
2023	$	35.03	$	0.14		$	8.50		$	8.64		$	(0.08	)	$	(2.68	)	$	(2.76	)	$	40.91		26.22	%	$	143,901		0.64	%		0.73	%		0.37	%		67	%
2022		52.11		0.10			(10.41	)		(10.31	)		(0.03	)		(6.74	)		(6.77	)		35.03		(23.73	)		187,533		0.64			0.72			0.22			61
2021		45.35		(0.01	)		11.08			11.07			(0.08	)		(4.23	)		(4.31	)		52.11		26.10			223,901		0.64			0.72			(0.02	)		42
2020		35.84		0.14			11.63			11.77			(0.17	)		(2.09	)		(2.26	)		45.35		34.39			170,883		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			0.73			0.60			88
Large Cap Index Fund
Class F
2023	$	12.60	$	0.20		$	2.42		$	2.62		$	(0.20	)	$	—		$	(0.20	)	$	15.02		20.90	%	$	1,009,373		0.25	%		0.63	%		1.38	%		7	%
2022		15.47		0.18			(2.82	)		(2.64	)		(0.18	)		(0.05	)		(0.23	)		12.60		(17.38	)		901,688		0.25			0.64			1.20			13
2021		11.98		0.17			3.48			3.65			(0.16	)		—			(0.16	)		15.47		30.64			1,090,118		0.25			0.64			1.18			9
2020		10.54		0.17			1.46			1.63			(0.17	)		(0.02	)		(0.19	)		11.98		15.67			706,457		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			0.65			1.81			6
Tax-Managed Large Cap Fund
Class F
2023	$	28.50	$	0.31		$	4.84		$	5.15		$	(0.32	)	$	(1.69	)	$	(2.01	)	$	31.64		18.44	%	$	3,266,630		0.89	%		0.90	%		0.98	%		15	%
2022		35.12		0.31			(5.11	)		(4.80	)		(0.29	)		(1.53	)		(1.82	)		28.50		(14.72	)		3,182,189		0.89			0.89			0.91			22
2021		27.26		0.29			8.28			8.57			(0.30	)		(0.41	)		(0.71	)		35.12		31.84			4,061,063		0.89			0.89			0.90			14
2020		27.53		0.31			1.80			2.11			(0.34	)		(2.04	)		(2.38	)		27.26		7.84			3,368,577		0.89			0.91			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			0.91			1.20			54
Class Y
2023	$	28.52	$	0.39		$	4.83		$	5.22		$	(0.40	)	$	(1.69	)	$	(2.09	)	$	31.65		18.69	%	$	521,526		0.64	%		0.65	%		1.23	%		15	%
2022		35.14		0.40			(5.11	)		(4.71	)		(0.38	)		(1.53	)		(1.91	)		28.52		(14.49	)		428,109		0.64			0.64			1.16			22
2021		27.27		0.37			8.28			8.65			(0.37	)		(0.41	)		(0.78	)		35.14		32.18			516,304		0.64			0.64			1.14			14
2020		27.54		0.38			1.80			2.18			(0.41	)		(2.04	)		(2.45	)		27.27		8.11			408,792		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			0.66			1.46			54

†	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.
(1)	Per share calculated using average shares.

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

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

386

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
S&P 500 Index Fund
Class F
2023	$	72.34	$	1.09	$	13.50		$	14.59		$	(1.09	)	$	(6.56	)	$	(7.65	)	$	79.28		21.31	%	$	860,788		0.25	%		0.54	%		1.41	%		5	%
2022		92.42		1.08		(13.98	)		(12.90	)		(1.04	)		(6.14	)		(7.18	)		72.34		(15.68	)		740,552		0.25			0.54			1.23			3
2021		75.64		1.04		20.61			21.65			(1.04	)		(3.83	)		(4.87	)		92.42		29.73			981,074		0.25			0.54			1.20			5
2020		69.00		1.15		8.74			9.89			(1.20	)		(2.05	)		(3.25	)		75.64		14.82	(2)		844,753		0.25			0.54			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			0.54			1.90			11
Class I
2023	$	72.85	$	0.79	$	13.61		$	14.40		$	(0.79	)	$	(6.56	)	$	(7.35	)	$	79.90		20.83	%	$	5,217		0.65	%		0.79	%		1.01	%		5	%
2022		93.01		0.73		(14.09	)		(13.36	)		(0.66	)		(6.14	)		(6.80	)		72.85		(16.02	)		4,815		0.65			0.79			0.83			3
2021		76.11		0.69		20.75			21.44			(0.71	)		(3.83	)		(4.54	)		93.01		29.21			6,913		0.65			0.79			0.80			5
2020		69.39		0.87		8.82			9.69			(0.92	)		(2.05	)		(2.97	)		76.11		14.37	(2)		5,331		0.65			0.79			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			0.79			1.49			11
Small Cap Fund
Class F
2023	$	10.83	$	0.04	$	1.14		$	1.18		$	(0.04	)	$	(0.07	)	$	(0.11	)	$	11.90		10.86	%	$	495,148		1.14	%		1.23	%		0.29	%		106	%
2022		16.29		0.04		(2.34	)		(2.30	)		(0.01	)		(3.15	)		(3.16	)		10.83		(17.98	)		493,393		1.14			1.23			0.28			111
2021		10.74		0.01		5.56			5.57			(0.02	)		—			(0.02	)		16.29		51.86			653,372		1.14			1.23			0.09			139
2020		11.05		0.02		(0.31	)		(0.29	)		(0.02	)(3)		—			(0.02	)		10.74		(2.60	)		503,795		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			1.24			0.11			116
Class Y
2023	$	10.97	$	0.07	$	1.16		$	1.23		$	(0.07	)	$	(0.07	)	$	(0.14	)	$	12.06		11.18	%	$	24,180		0.89	%		0.98	%		0.54	%		106	%
2022		16.46		0.07		(2.36	)		(2.29	)		(0.05	)		(3.15	)		(3.20	)		10.97		(17.78	)		21,121		0.89			0.98			0.52			111
2021		10.85		0.05		5.60			5.65			(0.04	)		—			(0.04	)		16.46		52.15			28,977		0.89			0.98			0.34			139
2020		11.15		0.04		(0.29	)		(0.25	)		(0.05	)(3)		—			(0.05	)		10.85		(2.23	)		25,727		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			0.99			0.36			116

†	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.
(1)	Per share 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)	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

387

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Small Cap Value Fund
Class F
2023	$	20.77	$	0.28		$	2.60		$	2.88		$	(0.28	)	$	(1.03	)	$	(1.31	)	$	22.34		13.98	%	$	295,920		1.14	%		1.23	%		1.24	%		39	%
2022		27.04		0.21			(4.29	)		(4.08	)		(0.18	)		(2.01	)		(2.19	)		20.77		(16.59	)		289,279		1.14			1.23			0.82			42
2021		17.07		0.14			9.98			10.12			(0.15	)		—			(0.15	)		27.04		59.43			364,946		1.14			1.23			0.56			80
2020		20.60		0.17			(3.46	)		(3.29	)		(0.24	)		—			(0.24	)		17.07		(16.03	)		250,718		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			1.24			1.30			74
Class I
2023	$	20.55	$	0.23		$	2.56		$	2.79		$	(0.22	)	$	(1.03	)	$	(1.25	)	$	22.09		13.70	%	$	481		1.36	%		1.48	%		1.01	%		39	%
2022		26.76		0.13			(4.21	)		(4.08	)		(0.12	)		(2.01	)		(2.13	)		20.55		(16.77	)		819		1.36			1.48			0.53			42
2021		16.90		0.09			9.87			9.96			(0.10	)		—			(0.10	)		26.76		59.05			1,900		1.36			1.48			0.35			80
2020		20.39		0.12			(3.42	)		(3.30	)		(0.19	)		—			(0.19	)		16.90		(16.20	)		1,204		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			1.49			1.07			74
Class Y
2023	$	20.78	$	0.33		$	2.61		$	2.94		$	(0.33	)	$	(1.03	)	$	(1.36	)	$	22.36		14.32	%	$	46,649		0.89	%		0.98	%		1.46	%		39	%
2022		27.06		0.27			(4.29	)		(4.02	)		(0.25	)		(2.01	)		(2.26	)		20.78		(16.40	)		57,741		0.89			0.98			1.07			42
2021		17.08		0.20			9.99			10.19			(0.21	)		—			(0.21	)		27.06		59.84			67,188		0.89			0.98			0.82			80
2020		20.61		0.21			(3.46	)		(3.25	)		(0.28	)		—			(0.28	)		17.08		(15.80	)		45,725		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			0.99			1.55			74
Small Cap Growth Fund
Class F
2023	$	27.01	$	(0.10	)	$	2.07		$	1.97		$	(0.01	)	$	—		$	(0.01	)	$	28.97		7.31	%	$	275,327		1.11	%		1.23	%		(0.34	)%		175	%
2022		45.89		(0.06	)		(9.02	)		(9.08	)		—			(9.80	)		(9.80	)		27.01		(25.22	)		276,600		1.11			1.23			(0.18	)		172
2021		32.60		(0.20	)		13.49			13.29			—			—			—			45.89		40.77			382,281		1.11			1.23			(0.45	)		196
2020		31.88		(0.12	)		1.96			1.84			—			(1.12	)		(1.12	)		32.60		5.68			290,981		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			1.24			(0.33	)		172
Class I
2023	$	25.02	$	(0.15	)	$	1.91		$	1.76		$	—		$	—		$	—		$	26.78		7.03	%	$	347		1.36	%		1.48	%		(0.56	)%		175	%
2022		43.32		(0.15	)		(8.35	)		(8.50	)		—			(9.80	)		(9.80	)		25.02		(25.41	)		850		1.36			1.48			(0.45	)		172
2021		30.85		(0.29	)		12.76			12.47			—			—			—			43.32		40.42			1,717		1.36			1.48			(0.70	)		196
2020		30.29		(0.19	)		1.87			1.68			—			(1.12	)		(1.12	)		30.85		5.44			1,245		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			1.49			(0.59	)		172
Class Y
2023	$	27.66	$	(0.03	)	$	2.12		$	2.09		$	(0.09	)	$	—		$	(0.09	)	$	29.66		7.58	%	$	32,368		0.86	%		0.98	%		(0.10	)%		175	%
2022		46.65		0.02			(9.21	)		(9.19	)		—			(9.80	)		(9.80	)		27.66		(25.01	)		32,503		0.86			0.98			0.07			172
2021		33.06		(0.09	)		13.68			13.59			—			—			—			46.65		41.11			44,407		0.86			0.98			(0.20	)		196
2020		32.23		(0.04	)		1.99			1.95			—			(1.12	)		(1.12	)		33.06		5.97			32,593		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			0.99			(0.08	)		172

†	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.
(1)	Per share calculated using average shares.

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

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

388

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Small/Mid Cap Fund
Class F
2023	$	20.64	$	0.10	$	2.00		$	2.10		$	(0.12	)	$	(0.09	)	$	(0.21	)	$	22.53		10.21	%	$	671,322		1.11	%		1.23	%		0.43	%		62	%
2022		28.01		0.08		(4.83	)		(4.75	)		(0.05	)		(2.57	)		(2.62	)		20.64		(18.96	)		691,835		1.11			1.23			0.33			58
2021		19.41		0.03		8.61			8.64			(0.04	)		—			(0.04	)		28.01		44.52			917,919		1.11			1.23			0.10			71
2020		21.04		0.04		(1.15	)		(1.11	)		(0.08	)		(0.44	)		(0.52	)		19.41		(5.47	)		664,941		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			1.23			0.54			115
Class Y
2023	$	20.68	$	0.15	$	2.01		$	2.16		$	(0.17	)	$	(0.09	)	$	(0.26	)	$	22.58		10.49	%	$	101,798		0.89	%		0.98	%		0.65	%		62	%
2022		28.07		0.14		(4.85	)		(4.71	)		(0.11	)		(2.57	)		(2.68	)		20.68		(18.81	)		88,914		0.89			0.98			0.55			58
2021		19.45		0.08		8.63			8.71			(0.09	)		—			(0.09	)		28.07		44.81			112,357		0.89			0.98			0.32			71
2020		21.06		0.09		(1.14	)		(1.05	)		(0.12	)		(0.44	)		(0.56	)		19.45		(5.20	)		84,564		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			0.99			0.77			115
Mid-Cap Fund
Class F
2023	$	22.81	$	0.15	$	2.53		$	2.68		$	(0.18	)	$	—		$	(0.18	)	$	25.31		11.77	%	$	69,549		0.98	%		0.99	%		0.60	%		67	%
2022		32.65		0.18		(4.20	)		(4.02	)		(0.14	)		(5.68	)		(5.82	)		22.81		(15.67	)		65,124		0.98			0.98			0.64			95
2021		23.59		0.15		9.13			9.28			(0.22	)		—			(0.22	)		32.65		39.49			78,488		0.98			0.98			0.49			163
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			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			0.99			0.89			99
Class I
2023	$	22.75	$	0.09	$	2.52		$	2.61		$	(0.13	)	$	—		$	(0.13	)	$	25.23		11.50	%	$	309		1.20	%		1.23	%		0.37	%		67	%
2022		32.59		0.10		(4.18	)		(4.08	)		(0.08	)		(5.68	)		(5.76	)		22.75		(15.88	)		311		1.20			1.23			0.37			95
2021		23.55		0.09		9.11			9.20			(0.16	)		—			(0.16	)		32.59		39.19			669		1.20			1.23			0.28			163
2020		24.91		0.22		(0.99	)		(0.77	)		(0.25	)		(0.34	)		(0.59	)		23.55		(3.13	)		583		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			1.24			0.66			99
Class Y
2023	$	22.82	$	0.21	$	2.53		$	2.74		$	(0.24	)	$	—		$	(0.24	)	$	25.32		12.04	%	$	4,385		0.73	%		0.74	%		0.84	%		67	%
2022		32.67		0.25		(4.21	)		(3.96	)		(0.21	)		(5.68	)		(5.89	)		22.82		(15.48	)		3,559		0.73			0.73			0.92			95
2021		23.61		0.22		9.13			9.35			(0.29	)		—			(0.29	)		32.67		39.80			3,667		0.73			0.73			0.71			163
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			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			0.74			1.14			99

†	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.
(1)	Per share calculated using average shares.

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

389

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
U.S. Managed Volatility Fund
Class F
2023	$	15.00	$	0.27	$	1.30		$	1.57		$	(0.26	)	$	(1.43	)	$	(1.69	)	$	14.88		10.23	%	$	577,827		0.90	%		1.23	%		1.75	%		49	%
2022		17.64		0.30		(1.16	)		(0.86	)		(0.29	)		(1.49	)		(1.78	)		15.00		(5.98	)		642,383		0.90			1.23			1.76			48
2021		16.14		0.25		2.91			3.16			(0.26	)		(1.40	)		(1.66	)		17.64		20.39			749,637		0.90			1.23			1.43			50
2020		17.78		0.26		(1.08	)		(0.82	)		(0.29	)		(0.53	)		(0.82	)		16.14		(4.87	)		764,608		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			1.23			1.89			44
Class I
2023	$	15.00	$	0.23	$	1.29		$	1.52		$	(0.22	)	$	(1.43	)	$	(1.65	)	$	14.87		9.89	%	$	546		1.15	%		1.48	%		1.50	%		49	%
2022		17.64		0.28		(1.19	)		(0.91	)		(0.24	)		(1.49	)		(1.73	)		15.00		(6.26	)		497		1.15			1.48			1.61			48
2021		16.13		0.21		2.92			3.13			(0.22	)		(1.40	)		(1.62	)		17.64		20.17			1,324		1.15			1.48			1.17			50
2020		17.78		0.21		(1.08	)		(0.87	)		(0.25	)		(0.53	)		(0.78	)		16.13		(5.17	)		1,282		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			1.48			1.64			44
Class Y
2023	$	15.01	$	0.31	$	1.29		$	1.60		$	(0.30	)	$	(1.43	)	$	(1.73	)	$	14.88		10.44	%	$	166,352		0.65	%		0.98	%		1.99	%		49	%
2022		17.65		0.34		(1.15	)		(0.81	)		(0.34	)		(1.49	)		(1.83	)		15.01		(5.73	)		154,562		0.65			0.98			2.01			48
2021		16.15		0.29		2.92			3.21			(0.31	)		(1.40	)		(1.71	)		17.65		20.68			200,659		0.65			0.98			1.69			50
2020		17.79		0.30		(1.08	)		(0.78	)		(0.33	)		(0.53	)		(0.86	)		16.15		(4.62	)		870,935		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			0.98			2.15			44
Global Managed Volatility Fund
Class F
2023	$	9.55	$	0.17	$	0.98		$	1.15		$	(0.53	)	$	(0.48	)	$	(1.01	)	$	9.69		12.23	%	$	662,758		1.11	%		1.24	%		1.70	%		84	%
2022		11.78		0.15		(1.03	)		(0.88	)		(0.13	)		(1.22	)		(1.35	)		9.55		(9.19	)		710,669		1.11			1.23			1.35			88
2021		10.40		0.12		1.37			1.49			(0.09	)		(0.02	)		(0.11	)		11.78		14.40			881,712		1.11			1.23			1.07			80
2020		11.46		0.12		(0.57	)		(0.45	)		(0.28	)		(0.33	)		(0.61	)		10.40		(4.33	)		913,791		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			1.24			1.61			66
Class I
2023	$	9.28	$	0.14	$	0.96		$	1.10		$	(0.50	)	$	(0.48	)	$	(0.98	)	$	9.40		12.07	%	$	467		1.36	%		1.49	%		1.45	%		84	%
2022		11.48		0.10		(0.98	)		(0.88	)		(0.10	)		(1.22	)		(1.32	)		9.28		(9.37	)		416		1.36			1.48			0.88			88
2021		10.15		0.09		1.33			1.42			(0.07	)		(0.02	)		(0.09	)		11.48		14.01			1,041		1.36			1.48			0.83			80
2020		11.19		0.09		(0.55	)		(0.46	)		(0.25	)		(0.33	)		(0.58	)		10.15		(4.51	)		952		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			1.49			1.36			66
Class Y
2023	$	9.58	$	0.19	$	1.00		$	1.19		$	(0.56	)	$	(0.48	)	$	(1.04	)	$	9.73		12.62	%	$	118,429		0.86	%		0.99	%		1.95	%		84	%
2022		11.81		0.18		(1.04	)		(0.86	)		(0.15	)		(1.22	)		(1.37	)		9.58		(8.95	)		105,301		0.86			0.98			1.60			88
2021		10.43		0.15		1.37			1.52			(0.12	)		(0.02	)		(0.14	)		11.81		14.65			127,801		0.86			0.98			1.31			80
2020		11.49		0.15		(0.58	)		(0.43	)		(0.30	)		(0.33	)		(0.63	)		10.43		(4.08	)		143,066		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			0.99			1.86			66

†	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.
(1)	Per share calculated using average shares.

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

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

390

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Managed Volatility Fund
Class F
2023	$	18.39	$	0.18	$	1.83		$	2.01		$	(0.18	)	$	(1.08	)	$	(1.26	)	$	19.14		10.98	%	$	699,917		1.00	%		1.23	%		0.95	%		22	%
2022		19.75		0.19		(0.58	)		(0.39	)		(0.19	)		(0.78	)		(0.97	)		18.39		(2.48	)		787,892		1.00			1.23			0.96			17
2021		16.66		0.19		3.23			3.42			(0.20	)		(0.13	)		(0.33	)		19.75		20.76			920,670		1.00			1.23			1.04			17
2020		17.61		0.25		(0.51	)		(0.26	)		(0.27	)		(0.42	)		(0.69	)		16.66		(1.53	)		856,160		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			1.23			1.65			29
Class Y
2023	$	18.39	$	0.23	$	1.83		$	2.06		$	(0.23	)	$	(1.08	)	$	(1.31	)	$	19.14		11.26	%	$	105,350		0.75	%		0.98	%		1.20	%		22	%
2022		19.76		0.24		(0.59	)		(0.35	)		(0.24	)		(0.78	)		(1.02	)		18.39		(2.28	)		77,782		0.75			0.98			1.21			17
2021		16.66		0.24		3.24			3.48			(0.25	)		(0.13	)		(0.38	)		19.76		21.12			83,410		0.75			0.98			1.28			17
2020		17.62		0.29		(0.52	)		(0.23	)		(0.31	)		(0.42	)		(0.73	)		16.66		(1.34	)		76,132		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			0.99			1.88			29
Tax-Managed International Managed Volatility Fund
Class F
2023	$	8.69	$	0.27	$	1.53		$	1.80		$	(0.28	)	$	—		$	(0.28	)	$	10.21		20.84	%	$	250,047		1.11	%		1.39	%		2.72	%		77	%
2022		11.30		0.31		(2.57	)		(2.26	)		(0.35	)		—			(0.35	)		8.69		(20.68	)		251,038		1.11			1.39			2.94			73
2021		10.15		0.27		1.06			1.33			(0.18	)		—			(0.18	)		11.30		13.23			338,490		1.11			1.39			2.44			79
2020		10.77		0.19		(0.49	)		(0.30	)		(0.32	)		—			(0.32	)		10.15		(3.08	)		315,250		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			1.40			2.54			55
Class Y
2023	$	8.71	$	0.31	$	1.50		$	1.81		$	(0.30	)	$	—		$	(0.30	)	$	10.22		21.02	%	$	57,684		0.86	%		1.14	%		3.10	%		77	%
2022		11.32		0.34		(2.57	)		(2.23	)		(0.38	)		—			(0.38	)		8.71		(20.44	)		41,566		0.86			1.14			3.17			73
2021		10.17		0.30		1.06			1.36			(0.21	)		—			(0.21	)		11.32		13.48			56,993		0.86			1.14			2.69			79
2020		10.79		0.23		(0.51	)		(0.28	)		(0.34	)		—			(0.34	)		10.17		(2.84	)		53,255		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			1.15			3.05			55
Real Estate Fund
Class F
2023	$	13.56	$	0.22	$	0.16		$	0.38		$	(0.17	)	$	(0.51	)	$	(0.68	)	$	13.26		2.69	%	$	55,148		1.14	%		1.23	%		1.58	%		53	%
2022		17.62		0.15		(2.89	)		(2.74	)		(0.23	)		(1.09	)		(1.32	)		13.56		(17.41	)		61,247		1.14			1.23			0.87			77
2021		13.51		0.11		4.87			4.98			(0.20	)		(0.67	)		(0.87	)		17.62		38.41			84,666		1.14			1.23			0.67			78
2020		17.24		0.14		(2.47	)		(2.33	)		(0.28	)		(1.12	)		(1.40	)		13.51		(14.21	)		74,099		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			1.24			1.47			71
Class I
2023	$	13.54	$	0.19	$	0.16		$	0.35		$	(0.16	)	$	(0.51	)	$	(0.67	)	$	13.22		2.44	%	$	169		1.36	%		1.48	%		1.36	%		53	%
2022		17.58		0.07		(2.84	)		(2.77	)		(0.18	)		(1.09	)		(1.27	)		13.54		(17.54	)		164		1.36			1.48			0.38			77
2021		13.48		0.07		4.86			4.93			(0.16	)		(0.67	)		(0.83	)		17.58		38.14			424		1.36			1.48			0.47			78
2020		17.20		0.11		(2.46	)		(2.35	)		(0.25	)		(1.12	)		(1.37	)		13.48		(14.38	)		307		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			1.48			1.33			71
Class Y
2023	$	13.57	$	0.26	$	0.16		$	0.42		$	(0.20	)	$	(0.51	)	$	(0.71	)	$	13.28		2.94	%	$	12,889		0.89	%		0.98	%		1.83	%		53	%
2022		17.63		0.21		(2.91	)		(2.70	)		(0.27	)		(1.09	)		(1.36	)		13.57		(17.18	)		13,752		0.89			0.98			1.23			77
2021		13.51		0.15		4.87			5.02			(0.23	)		(0.67	)		(0.90	)		17.63		38.81			18,241		0.89			0.98			0.93			78
2020		17.25		0.21		(2.51	)		(2.30	)		(0.32	)		(1.12	)		(1.44	)		13.51		(14.04	)		17,279		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			0.98			1.72			71

†	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.
(1)	Per share calculated using average shares.

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

391

FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Core Fixed Income Fund
Class F
2023	$	9.37	$	0.33	$	(0.28	)	$	0.05		$	(0.32	)	$	—		$	(0.32	)	$	9.10		0.44	%	$	2,966,849		0.66	%		0.74	%		3.49	%		340	%
2022		11.50		0.20		(2.09	)		(1.89	)		(0.21	)		(0.03	)		(0.24	)		9.37		(16.70	)		3,192,558		0.66			0.73			1.85			362
2021		12.15		0.15		(0.16	)		(0.01	)		(0.18	)		(0.46	)		(0.64	)		11.50		(0.08	)		4,101,094		0.66			0.72			1.27			375
2020		11.65		0.23		0.65			0.88			(0.27	)		(0.11	)		(0.38	)		12.15		7.75			3,859,455		0.66			0.73			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			0.73			2.78			387
Class I
2023	$	9.35	$	0.31	$	(0.27	)	$	0.04		$	(0.30	)	$	—		$	(0.30	)	$	9.09		0.32	%	$	2,715		0.88	%		0.99	%		3.26	%		340	%
2022		11.49		0.17		(2.10	)		(1.93	)		(0.18	)		(0.03	)		(0.21	)		9.35		(16.99	)		3,423		0.88			0.98			1.60			362
2021		12.14		0.12		(0.15	)		(0.03	)		(0.16	)		(0.46	)		(0.62	)		11.49		(0.30	)		5,102		0.88			0.97			1.05			375
2020		11.64		0.21		0.66			0.87			(0.26	)		(0.11	)		(0.37	)		12.14		7.59			4,698		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			0.98			2.57			387
Class Y
2023	$	9.37	$	0.36	$	(0.28	)	$	0.08		$	(0.34	)	$	—		$	(0.34	)	$	9.11		0.80	%	$	385,904		0.41	%		0.49	%		3.75	%		340	%
2022		11.51		0.22		(2.10	)		(1.88	)		(0.23	)		(0.03	)		(0.26	)		9.37		(16.56	)		409,715		0.41			0.48			2.11			362
2021		12.16		0.18		(0.16	)		0.02			(0.21	)		(0.46	)		(0.67	)		11.51		0.16			501,505		0.41			0.47			1.51			375
2020		11.66		0.26		0.65			0.91			(0.30	)		(0.11	)		(0.41	)		12.16		7.98			455,054		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			0.48			3.03			387
High Yield Bond Fund
Class F
2023	$	5.75	$	0.40	$	0.10		$	0.50		$	(0.50	)(2)	$	(0.38	)	$	(0.88	)	$	5.37		9.27	%	$	1,072,999		0.89	%		0.99	%		7.30	%		48	%
2022		7.08		0.32		(1.20	)		(0.88	)		(0.40	)		(0.05	)		(0.45	)		5.75		(12.98	)		1,115,354		0.89			0.98			4.93			49
2021		6.46		0.40		0.72			1.12			(0.37	)		(0.13	)		(0.50	)		7.08		17.84			1,430,709		0.89			0.98			5.78			67
2020		6.91		0.36		(0.39	)		(0.03	)		(0.38	)		(0.04	)		(0.42	)		6.46		(0.33	)		1,257,617		0.89			0.98			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			0.98			5.68			69
Class I
2023	$	5.53	$	0.38	$	0.10		$	0.48		$	(0.48	)(3)	$	(0.38	)	$	(0.86	)	$	5.15		9.10	%	$	4		1.06	%		1.16	%		7.17	%		48	%
2022		6.82		0.27		(1.13	)		(0.86	)		(0.38	)		(0.05	)		(0.43	)		5.53		(13.14	)		3		1.11			1.23			4.09			49
2021		6.22		0.37		0.70			1.07			(0.34	)		(0.13	)		(0.47	)		6.82		17.72			581		1.11			1.23			5.55			67
2020		6.65		0.33		(0.37	)		(0.04	)		(0.35	)		(0.04	)		(0.39	)		6.22		(0.46	)		409		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			1.23			5.51			69
Class Y
2023	$	5.75	$	0.42	$	0.10		$	0.52		$	(0.52	)(2)	$	(0.38	)	$	(0.90	)	$	5.37		9.54	%	$	156,000		0.64	%		0.74	%		7.57	%		48	%
2022		7.08		0.34		(1.20	)		(0.86	)		(0.42	)		(0.05	)		(0.47	)		5.75		(12.77	)		159,547		0.64			0.73			5.20			49
2021		6.46		0.42		0.72			1.14			(0.39	)		(0.13	)		(0.52	)		7.08		18.13			195,613		0.64			0.73			6.03			67
2020		6.91		0.38		(0.39	)		(0.01	)		(0.40	)		(0.04	)		(0.44	)		6.46		(0.07	)		174,334		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			0.73			5.92			69

†	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.
(1)	Per share calculated using average shares.
(2)	Includes return of capital of $0.08 per share.
(3)	Includes return of capital of $0.07 per share.

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

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

392

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations		Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Conservative Income Fund
Class F
2023	$	10.00	$	0.46	$	(0.01	)	$	0.45	$	(0.45	)	$	—		$	(0.45	)	$	10.00		4.61	%	$	464,086		0.30	%		0.58	%		4.60	%		–	%
2022		10.00		0.07		(0.01	)		0.06		(0.06	)		—	^		(0.06	)		10.00		0.65			344,975		0.25			0.58			0.67			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			269,681		0.19			0.58			—			–
2020		10.00		0.09		0.01			0.10		(0.10	)		—			(0.10	)		10.00		0.96			319,030		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			0.59			2.29			–
Class Y
2023	$	10.01	$	0.46	$	0.01		$	0.47	$	(0.47	)	$	—		$	(0.47	)	$	10.01		4.78	%	$	15,217		0.20	%		0.33	%		4.62	%		–	%
2022		10.01		0.07		—			0.07		(0.07	)		—	^		(0.07	)		10.01		0.70			15,305		0.14			0.33			0.72			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			16,962		0.09			0.33			0.10			–
2020		10.00		0.11		—			0.11		(0.11	)		—			(0.11	)		10.00		1.06			22,256		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			0.34			2.38			–
Tax-Free Conservative Income Fund
Class F
2023	$	9.99	$	0.28	$	0.01		$	0.29	$	(0.28	)	$	—		$	(0.28	)	$	10.00		2.92	%	$	163,924		0.30	%		0.58	%		2.77	%		–	%
2022		10.00		0.04		(0.01	)		0.03		(0.04	)		—			(0.04	)		9.99		0.29			176,810		0.22			0.58			0.39			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			183,626		0.13			0.58			0.01			–
2020		10.00		0.06		—			0.06		(0.06	)		—			(0.06	)		10.00		0.64			212,828		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			0.59			1.36			–
Class Y
2023	$	10.01	$	0.29	$	—		$	0.29	$	(0.29	)	$	—		$	(0.29	)	$	10.01		2.92	%	$	3,971		0.20	%		0.33	%		2.86	%		–	%
2022		10.01		0.05		(0.01	)		0.04		(0.04	)		—			(0.04	)		10.01		0.44			4,890		0.13			0.33			0.48			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			9,273		0.03			0.33			0.10			–
2020		10.00		0.09		(0.02	)		0.07		(0.07	)		—			(0.07	)		10.00		0.73			5,770		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			0.34			1.45			–

†	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.
(1)	Per share calculated using average shares.
^	Amount represents less than $0.005 per share.

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

393

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Real Return Fund
Class F
2023	$	9.57	$	0.22	$	0.01		$	0.23		$	(0.43	)	$	(0.04	)	$	(0.47	)	$	9.33		2.44	%	$	183,431		0.45	%		0.70	%		2.36	%		31	%
2022		10.68		0.71		(1.17	)		(0.46	)		(0.65	)		—			(0.65	)		9.57		(4.52	)		241,034		0.45			0.70			6.86			50
2021		10.40		0.44		0.10			0.54			(0.26	)		—			(0.26	)		10.68		5.26			228,319		0.45			0.70			4.18			31
2020		9.96		0.07		0.42			0.49			(0.05	)		—			(0.05	)		10.40		4.98			238,849		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			0.70			1.59			34
Class Y
2023	$	9.62	$	0.24	$	(0.01	)	$	0.23		$	(0.44	)	$	(0.04	)	$	(0.48	)	$	9.37		2.44	%	$	14,249		0.35	%		0.45	%		2.50	%		31	%
2022		10.73		0.71		(1.16	)		(0.45	)		(0.66	)		—			(0.66	)		9.62		(4.40	)		16,740		0.35			0.45			6.85			50
2021		10.44		0.43		0.14			0.57			(0.28	)		—			(0.28	)		10.73		5.47			17,931		0.35			0.45			4.11			31
2020		10.00		0.08		0.42			0.50			(0.06	)		—			(0.06	)		10.44		5.01			21,395		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			0.46			1.80			34
Dynamic Asset Allocation Fund
Class F
2023	$	14.41	$	0.18	$	2.19		$	2.37		$	(0.40	)	$	(1.52	)	$	(1.92	)	$	14.86		17.64	%	$	640,725		0.75	%		1.18	%		1.24	%		22	%
2022		18.50		0.11		(2.20	)		(2.09	)		(0.59	)		(1.41	)		(2.00	)		14.41		(13.56	)		597,961		0.75			1.18			0.62			5
2021		14.98		0.10		4.58			4.68			(0.89	)		(0.27	)		(1.16	)		18.50		32.72			816,977		0.75			1.18			0.56			10
2020		13.23		0.14		1.84			1.98			(0.23	)		—			(0.23	)		14.98		15.07			723,775		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			1.18			1.31			5
Class Y
2023	$	14.43	$	0.25	$	2.16		$	2.41		$	(0.44	)	$	(1.52	)	$	(1.96	)	$	14.88		17.95	%	$	42,012		0.50	%		0.93	%		1.69	%		22	%
2022		18.54		0.16		(2.22	)		(2.06	)		(0.64	)		(1.41	)		(2.05	)		14.43		(13.44	)		35,497		0.50			0.93			0.91			5
2021		15.01		0.14		4.58			4.72			(0.92	)		(0.27	)		(1.19	)		18.54		33.05			46,976		0.50			0.93			0.81			10
2020		13.26		0.08		1.93			2.01			(0.26	)		—			(0.26	)		15.01		15.31			41,757		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			0.93			1.51			5

†	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.
(1)	Per share calculated using average shares.

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

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

394

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Strategy Alternative Fund
Class F
2023	$	9.08	$	0.36		$	0.12		$	0.48		$	(0.19	)	$	—		$	(0.19	)	$	9.37		5.40	%	$	354,258		1.83	%(2)		2.58	%		3.91	%		434	%
2022		10.54		0.08			(0.79	)		(0.71	)		(0.13	)		(0.62	)		(0.75	)		9.08		(7.24	)		394,876		1.93	(2)		2.68			0.83			369
2021		9.98		0.09			0.76			0.85			(0.05	)		(0.24	)		(0.29	)		10.54		8.57			449,934		1.99	(2)		2.75			0.87			424
2020		9.61		0.08			0.39			0.47			(0.10	)		—			(0.10	)		9.98		4.90			463,468		1.72	(3)		2.54			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)		2.38			1.24			315
Class Y
2023	$	9.08	$	0.38		$	0.13		$	0.51		$	(0.22	)	$	—		$	(0.22	)	$	9.37		5.68	%	$	14,325		1.58	%(5)		2.33	%		4.12	%		434	%
2022		10.55		0.11			(0.81	)		(0.70	)		(0.15	)		(0.62	)		(0.77	)		9.08		(7.09	)		8,069		1.68	(5)		2.43			1.09			369
2021		9.98		0.12			0.77			0.89			(0.08	)		(0.24	)		(0.32	)		10.55		8.94			8,585		1.74	(5)		2.50			1.12			424
2020		9.61		0.11			0.38			0.49			(0.12	)		—			(0.12	)		9.98		5.16			8,464		1.47	(6)		2.29			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	(7)		2.15			1.11			315
Liquid Alternative Fund
Class F
2023(8)	$	10.00	$	0.15		$	0.01		$	0.16		$	—		$	—		$	—		$	10.16		1.60	%	$	531		1.04	%		4.16	%		5.70	%		–	%
Class Y
2023(8)	$	10.00	$	0.10		$	0.07		$	0.17		$	—		$	—		$	—		$	10.17		1.60	%	$	10,827		0.80	%		1.89	%		3.85	%		–	%
Multi-Asset Accumulation Fund
Class F
2023	$	7.17	$	0.23		$	(0.04	)	$	0.19		$	(0.70	)	$	—		$	(0.70	)	$	6.66		2.59	%	$	1,781,011		1.17	%		1.32	%		3.26	%		72	%
2022		10.31		0.11			(1.96	)		(1.85	)		(0.64	)		(0.65	)		(1.29	)		7.17		(20.79	)		1,886,712		1.17			1.30			1.25			42
2021		9.55		(0.01	)		1.28			1.27			—			(0.51	)		(0.51	)		10.31		13.73			2,506,500		1.17			1.29			(0.12	)		54
2020		10.63		(0.02	)		0.18			0.16			(0.13	)		(1.11	)		(1.24	)		9.55		1.51			2,420,060		1.17			1.30			(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			1.30			0.80			63
Class Y
2023	$	7.25	$	0.20		$	—		$	0.20		$	(0.72	)	$	—		$	(0.72	)	$	6.73		2.73	%	$	100,217		0.92	%		1.07	%		2.75	%		72	%
2022		10.41		0.12			(1.97	)		(1.85	)		(0.66	)		(0.65	)		(1.31	)		7.25		(20.57	)		146,375		0.92			1.05			1.36			42
2021		9.62		(0.02	)		1.32			1.30			—			(0.51	)		(0.51	)		10.41		13.95			193,339		0.92			1.04			(0.15	)		54
2020		10.70		(0.03	)		0.21			0.18			(0.15	)		(1.11	)		(1.26	)		9.62		1.74			190,469		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			1.05			0.66			63

†	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.
(1)	Per share 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%.
(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%.
(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%.
(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 1.10%.
(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 1.02%.
(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 0.96%.
(8)	Commenced operations on June 30, 2023. 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

395

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Income Fund
Class F
2023	$	9.22	$	0.62	$	0.11		$	0.73		$	(0.67	)	$	—		$	(0.67	)	$	9.28		8.02	%	$	532,159		0.80	%		1.21	%		6.49	%		39	%
2022		11.49		0.46		(2.26	)		(1.80	)		(0.46	)		(0.01	)		(0.47	)		9.22		(16.13	)		568,205		0.80			1.20			4.35			24
2021		10.85		0.42		0.61			1.03			(0.39	)		—			(0.39	)		11.49		9.57			759,685		0.80			1.20			3.71			59
2020		11.07		0.40		(0.20	)		0.20			(0.39	)		(0.03	)		(0.42	)		10.85		1.86			770,599		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			1.20			4.15			76
Class Y
2023	$	9.22	$	0.63	$	0.11		$	0.74		$	(0.68	)	$	—		$	(0.68	)	$	9.28		8.12	%	$	127,673		0.70	%		0.96	%		6.59	%		39	%
2022		11.49		0.47		(2.26	)		(1.79	)		(0.47	)		(0.01	)		(0.48	)		9.22		(16.08	)		137,959		0.70			0.95			4.46			24
2021		10.85		0.43		0.61			1.04			(0.40	)		—			(0.40	)		11.49		9.68			172,276		0.70			0.95			3.81			59
2020		11.07		0.41		(0.20	)		0.21			(0.40	)		(0.03	)		(0.43	)		10.85		1.96			161,672		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			0.95			4.25			76
Multi-Asset Inflation Managed Fund
Class F
2023	$	8.68	$	0.27	$	(0.12	)	$	0.15		$	(0.96	)	$	—		$	(0.96	)	$	7.87		1.46	%	$	648,827		1.96	%(2)		2.20	%		3.39	%		93	%
2022		8.91		0.34		0.09			0.43			(0.66	)		—			(0.66	)		8.68		5.10			783,196		1.24	(2)		1.48			3.80			81
2021		7.88		0.24		0.91			1.15			(0.12	)		—			(0.12	)		8.91		14.71			803,799		1.12	(2)		1.36			2.84			65
2020		8.28		0.10		(0.38	)		(0.28	)		(0.12	)		—			(0.12	)		7.88		(3.41	)		735,962		1.38	(2)		1.62			1.28			63
2019		8.49		0.14		(0.20	)		(0.06	)		(0.15	)		—			(0.15	)		8.28		(0.62	)		798,451		1.52	(2)		1.76			1.68			30
Class Y
2023	$	8.69	$	0.23	$	(0.06	)	$	0.17		$	(0.98	)	$	—		$	(0.98	)	$	7.88		1.75	%	$	30,866		1.71	%(3)		1.96	%		2.88	%		93	%
2022		8.92		0.34		0.11			0.45			(0.68	)		—			(0.68	)		8.69		5.36			34,931		0.98	(4)		1.22			3.84			81
2021		7.89		0.22		0.95			1.17			(0.14	)		—			(0.14	)		8.92		14.99			43,985		0.87	(3)		1.11			2.62			65
2020		8.29		0.11		(0.37	)		(0.26	)		(0.14	)		—			(0.14	)		7.89		(3.17	)		45,173		1.13	(5)		1.37			1.35			63
2019		8.50		0.13		(0.17	)		(0.04	)		(0.17	)		—			(0.17	)		8.29		(0.35	)		55,857		1.27	(3)		1.51			1.56			30

†	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.
(1)	Per share 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 0.90%.
(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 0.65%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.64%.
(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 0.66%.

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

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

396

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total 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 Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Capital Stability Fund
Class F
2023	$	9.79	$	0.33	$	0.07		$	0.40		$	(0.18	)	$	—		$	(0.18	)	$	10.01		4.19	%	$	552,046		0.62	%		0.98	%		3.34	%		103	%
2022		10.51		0.03		(0.46	)		(0.43	)		(0.07	)		(0.22	)		(0.29	)		9.79		(4.24	)		626,296		0.62			0.98			0.27			69
2021		10.28		—		0.34			0.34			(0.02	)		(0.09	)		(0.11	)		10.51		3.27			682,772		0.62			0.98			—	^		125
2020		10.39		0.04		0.22			0.26			(0.18	)		(0.19	)		(0.37	)		10.28		2.55			732,425		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			0.98			1.45			128
Class Y
2023	$	9.81	$	0.34	$	0.08		$	0.42		$	(0.20	)	$	—		$	(0.20	)	$	10.03		4.30	%	$	29,524		0.52	%		0.73	%		3.43	%		103	%
2022		10.54		0.04		(0.47	)		(0.43	)		(0.08	)		(0.22	)		(0.30	)		9.81		(4.23	)		32,510		0.52			0.73			0.36			69
2021		10.30		0.01		0.35			0.36			(0.03	)		(0.09	)		(0.12	)		10.54		3.47			38,031		0.52			0.73			0.08			125
2020		10.41		0.05		0.22			0.27			(0.19	)		(0.19	)		(0.38	)		10.30		2.64			48,307		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			0.73			1.55			128

†	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.
(1)	Per share calculated using average shares.
^	Amount represents 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

397

Notes to Financial Statements/ Notes to Consolidated Financial Statements

September 30, 2023

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 28 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, Liquid 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.

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 and 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 —Effective September 8, 2022, and pursuant to the requirements of the 1940 Act and Rule 2a-5, the administrator, as delegated by the Board of Trustees (the “Board”), has the responsibility for the valuation of Fund investments with readily available market quotations in accordance with the Funds’ Valuation and Pricing Policy. The Trust's Board of Trustees has designated SEI Investments Management Corporation (“SIMC”) as the Valuation Designee for the Funds pursuant to Rule 2a-5 (the “Rule”) under the 1940 Act. The Valuation Designee has the responsibility for the fair value determination with respect to all Fund investments that do not have readily available market quotations or quotations that are no longer reliable. SIMC has appointed a Valuation Committee (the “Committee”) and has established a Valuation and Pricing Policy to implement the Rule and the Funds’ Valuation and Pricing Policy (together the “Policy”).Prior toSeptember 8, 2022, fair-value determinations were performed in accordance with the Trust’s Fair Value Procedures established by the Funds’ Board of Trustees and were implemented through a Fair Value Committee designated by the Board.

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 debt tranches of collateralized debt

398

SEI Institutional Managed Trust

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 or in the case of an equity tranche of a CDO/CLO, a Fund will 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 Policy 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 SIMC, as Valuation Designee if it receives such notification from 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 Policy provides that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board. 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 valued in accordance with Rule 2a-5 and the Policy. The Valuation Designee must monitor for circumstances that may necessitate that a security be valued using Fair Value Procedures which can include: (i) the security's trading has been halted or suspended, (ii) the security has been de-listed 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, (iv) the security has not been traded for an extended period of time, (v) the security's primary pricing source is not able or willing to provide a price, (vi) trading of the security is subject to local government-imposed restrictions; or (vii)

SEI Institutional Managed Trust

399

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

a significant event (as defined below). When a security is valued in accordance with the Fair Value Procedures, the Valuation Designee will determine the value after taking into consideration relevant information reasonably available to the Valuation Designee. Examples of factors the Valuation Designee may consider include: (i) the type of security or asset, (ii) the last trade price, (iii) evaluation of the forces that influence the market in which the security is purchased and sold, (iv) the liquidity of the security, (v) the size of the holding in a Fund or (vi) any other appropriate information.

The Valuation Designee is responsible for selecting and applying, in a consistent manner, the appropriate methodologies for determining and calculating the fair value of holdings of the Funds, including specifying the key inputs and assumptions specific to each asset class or holding. The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security’s value would be if a reliable market quotation for the security was readily available.

Certain of the Funds 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)

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Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy 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 year ended September 30, 2023, maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Schedules of Investments.

For the year ended September 30, 2023, 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.

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Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities.

Classes — Class-specific expenses are borne by that class of shares. Income, realized and unrealized gains/losses and non class-specific expenses are allocated to the respective class on the basis of relative daily net assets.

Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. 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.

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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 or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of September 30, 2023, if applicable.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of September 30, 2023, 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

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price of the security increases. The risk in writing a put option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of September 30, 2023, 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 or Consolidated Schedule of Investments for details regarding securities sold short as of September 30, 2023, 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 SOFR, 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

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portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and 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 or Consolidated Schedule of Investments for details regarding open swap agreements as of September 30, 2023, 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

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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. The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at September 30, 2023. 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, Liquid 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.

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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 — The Funds may invest in 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. Please refer to the Schedule of Investments for Funds that held Restricted Securities.

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.

Deferred Offering Costs — Offering costs, including costs of printing initial prospectus, legal and registration fees, are amortized over twelve-months from inception of the Funds.

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 settlement

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September 30, 2023

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.

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:

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	$	-	$	-	$	-	$	127,394,600	$	-	$	127,394,600
101-200		-		-		-		-		-		-
> than 200		-		-		-		-		-		-
Total	$	-	$	-	$	-	$	127,394,600	$	-	$	127,394,600

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	$	-	$	525,000	$	31,040,000	$	2,115,600	$	-	$	33,680,600
101-200		-		-		1,450,000		1,160,000		-		2,610,000
201-300		-		-		-		-		-		-
301-400		-		-		6,091,500		-		-		6,091,500
> than 400		-		-		-		-		-		-
Total	$	-	$	525,000	$	38,581,500	$	3,275,600	$	-	$	42,382,100

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	$	-	$	-	$	-	$	14,530,000	$	-	$	14,530,000
101-200		-		-		-		-		-		-
201-400		-		-		-		-		-		-
> than 400		-		-		7,817,000		669,588		-		8,486,588
Total	$	-	$	-	$	7,817,000	$	15,199,588	$	-	$	23,016,588

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	$	-	$	-	$	3,100,000	$	-	$	-	$	3,100,000
301-400		-		-		835,701		-		-		835,701
> than 400		-		-		3,830,000		-		-		3,830,000
Total	$	-	$	-	$	7,765,701	$	-	$	-	$	7,765,701

408

SEI Institutional Managed Trust

* 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 show the derivatives categorized by underlying risk exposure.

The fair value of derivative instruments as of September 30, 2023 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:
Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	240	*
Total Derivatives not accounted for as hedging instruments		$	—			$	240
Large Cap Value Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	71	*
Total Derivatives not accounted for as hedging instruments		$	—			$	71
Large Cap Growth Fund
Equity contracts	Unrealized appreciation on futures contracts	$	3	*	Unrealized depreciation on futures contracts	$	69	*
	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		696	†
Total Derivatives not accounted for as hedging instruments		$	3			$	765
Large Cap Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	1	*	Unrealized depreciation on futures contracts	$	607	*
Total Derivatives not accounted for as hedging instruments		$	1			$	607
Tax-Managed Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	366	*
Total Derivatives not accounted for as hedging instruments		$	—			$	366
S&P 500 Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	953	*
Total Derivatives not accounted for as hedging instruments		$	—			$	953
U.S. Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	249	*
Total Derivatives not accounted for as hedging instruments		$	—			$	249
Global Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	2	*	Unrealized depreciation on futures contracts		185	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		2,137		Unrealized loss on forward foreign currency contracts		289
Total Derivatives not accounted for as hedging instruments		$	2,139			$	474

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September 30, 2023

	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
Tax-Managed Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	201	*
Total Derivatives not accounted for as hedging instruments		$	—			$	201
Tax-Managed International Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	5	*	Unrealized depreciation on futures contracts	$	4	*
Total Derivatives not accounted for as hedging instruments		$	5			$	4
Core Fixed Income Fund
Interest rate contracts	Investments, at value**	$	1,378		Options written, at value	$	2,165
	Unrealized appreciation on future contracts	$	3,113	*	Unrealized depreciation on future contracts	$	9,519	*
	Unrealized appreciation on swap contracts		9,387	†	Unrealized depreciation on swap contracts		1,764	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		606		Unrealized loss on forward foreign currency contracts		1,838
	Investments, at value**		6		Options written, at value		—
Credit contracts	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		120	†
Total Derivatives not accounted for as hedging instruments		$	14,490			$	15,406
High Yield Bond Fund
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	$	—		Unrealized loss on forward foreign currency contracts	$	2
Total Derivatives not accounted for as hedging instruments		$	—			$	2
Dynamic Asset Allocation Fund
Equity contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	2,699	*
	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		6,903	†
	Investments, at value**		6,937		Options and Swaptions written, at value		1,514
Interest Rate contracts	Unrealized appreciation on swap contracts		6,427	†	Unrealized depreciation on swap contracts		675	†
Commodity contracts	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		588	†
Total Derivatives not accounted for as hedging instruments		$	13,364			$	12,379
Multi-Strategy Alternative Fund
Equity contracts	Investments, at value**	$	65		Options and Swaptions written, at value	$	13
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		13		Unrealized loss on forward foreign currency contracts		2
Credit contracts	Unrealized appreciation on swap contracts		14	†	Unrealized depreciation on swap contracts		75	†
Total Derivatives not accounted for as hedging instruments		$	92			$	90

410

SEI Institutional Managed Trust

	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
Liquid Alternative Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	194	*	Unrealized depreciation on futures contracts	$	3	*
Foreign exchange contracts	Unrealized appreciation on futures contracts		46	*	Unrealized depreciation on futures contracts		5	*
Equity contracts	Unrealized appreciation on futures contracts		5	*	Unrealized depreciation on futures contracts		105	*
Total Derivatives not accounted for as hedging instruments		$	245			$	113
Multi-Asset Accumulation Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	434	*	Unrealized depreciation on futures contracts	$	32,021	*
Equity contracts	Unrealized appreciation on futures contracts		1,006	*	Unrealized depreciation on futures contracts		24,309	*
	Unrealized appreciation on swap contracts		438	†	Unrealized depreciation on swap contracts		699	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		8,482		Unrealized loss on forward foreign currency contracts		2,023
Commodity contracts	Unrealized appreciation on futures contracts		4,778	*	Unrealized depreciation on future contracts		8,987	*
Total Derivatives not accounted for as hedging instruments		$	15,138			$	68,039
Multi-Asset Income Fund
Interest rate contracts	Unrealized appreciation on				Unrealized depreciation on
	futures contracts	$	290	*	futures contracts	$	4,254	*
	Unrealized appreciation on swap contracts		1,730	†	Unrealized depreciation on swap contracts		1,470	†
Equity Contracts	Investments, at value**		10		Options and Swaptions written, at value		—
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		1,318		Unrealized loss on forward foreign currency contracts		917
	Investments, at value**		186		Options and Swaptions written, at value		60
Credit contracts	Unrealized appreciation on swap contracts		405	†	Unrealized depreciation on swap contracts		9	†
Total Derivatives not accounted for as hedging instruments		$	3,939			$	6,710
Multi-Asset Inflation Managed Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	87	*	Unrealized depreciation on futures contracts	$	392	*
	Unrealized appreciation on swap contracts		2,688	†	Unrealized depreciation on swap contracts		—	†
Equity contracts	Unrealized appreciation on futures contracts		1,087	*	Unrealized depreciation on futures contracts		—	*
	Investments, at value**		17		Options and Swaptions written, at value		7
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		107		Unrealized loss on forward foreign currency contracts		—
Commodity contracts	Unrealized appreciation on futures contracts		3,731	*	Unrealized depreciation on future contracts		4,230	*
Credit contracts	Unrealized appreciation on swaps contracts		48	†	Unrealized depreciation on swaps contracts		58	†
Total Derivatives not accounted for as hedging instruments		$	7,765			$	4,687

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September 30, 2023

	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
Multi-Asset Capital Stability Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	77	*	Unrealized depreciation on futures contracts	$	838	*
	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		447	†
Equity contracts	Unrealized appreciation on futures contracts		825	*	Unrealized depreciation on futures contracts		1,850	*
	Unrealized appreciation on swap contracts		51	†	Unrealized depreciation on swap contracts		—	†
	Investments, at value**		303		Options written, at value		123
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,485		Unrealized loss on forward foreign currency contracts		996
Credit contracts	Unrealized appreciation on swap contracts		14	†	Unrealized depreciation on swap contracts		19	†
Total Derivatives not accounted for as hedging instruments		$	4,755			$	4,273

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities.

^† Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities for swap contracts that have paid premiums.

** Includes purchased options and/or swaptions.

The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the year or period ended September 30, 2023:

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures			Forward Currency Contracts		Swaps		Total
Large Cap Fund
Equity contracts	$	—	$	—	$	432		$	—	$	—	$	432
Total	$	—	$	—	$	432		$	—	$	—	$	432
Large Cap Value Fund
Equity contracts	$	—	$	—	$	1,428		$	—	$	—	$	1,428
Total	$	—	$	—	$	1,428		$	—	$	—	$	1,428
Large Cap Growth Fund
Equity contracts	$	—	$	—	$	760		$	—	$	2,876	$	3,636
Total	$	—	$	—	$	760		$	—	$	2,876	$	3,636
Large Cap Index Fund
Equity contracts	$	—	$	—	$	326		$	—	$	—	$	326
Total	$	—	$	—	$	326		$	—	$	—	$	326
Tax-Managed Large Cap Fund
Equity contracts	$	—	$	—	$	1,572		$	—	$	—	$	1,572
Total	$	—	$	—	$	1,572		$	—	$	—	$	1,572
S&P 500 Index Fund
Equity contracts	$	—	$	—	$	651		$	—	$	—	$	651
Total	$	—	$	—	$	651		$	—	$	—	$	651
Small Cap Fund
Equity contracts	$	—	$	—	$	(21	)	$	—	$	—	$	(21	)
Total	$	—	$	—	$	(21	)	$	—	$	—	$	(21	)

412

SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts			Swaps			Total
Small Cap Value Fund	$			$		$			$			$			$
Equity contracts		—			—		(92	)		—			—			(92	)
Total	$	—		$	—	$	(92	)	$	—		$	—		$	(92	)
Small Cap Growth Fund	$			$		$			$			$			$
Equity contracts		—			—		(4	)		—			—			(4	)
Total	$	—		$	—	$	(4	)	$	—		$	—		$	(4	)
Tax-Managed Small/Mid Cap Fund	$			$		$			$			$			$
Equity contracts		—			—		(25	)		—			—			(25	)
Total	$	—		$	—	$	(25	)	$	—		$	—		$	(25	)
Mid-Cap Fund	$			$		$			$			$			$
Equity contracts		—			—		83			—			—			83
Total	$	—		$	—	$	83		$	—		$	—		$	83
U.S. Managed Volatility Fund	$			$		$			$			$			$
Equity contracts		—			—		1,314			—			—			1,314
Total	$	—		$	—	$	1,314		$	—		$	—		$	1,314
Global Managed Volatility Fund	$			$		$			$			$			$
Foreign exchange contracts		—			—		—			4,008			—			4,008
Equity contracts		—			—		1,547			—			—			1,547
Total	$	—		$	—	$	1,547		$	4,008		$	—		$	5,555
Tax-Managed Managed Volatility Fund	$			$		$			$			$			$
Equity contracts		—			—		1,555			—			—			1,555
Total	$	—		$	—	$	1,555		$	—		$	—		$	1,555
Tax-Managed International Managed Volatility Fund	$			$		$			$			$			$
Foreign exchange contracts		—			—		—			(211	)		—			(211	)
Equity contracts		—			—		602			—			—			602
Total	$	—		$	—	$	602		$	(211	)	$	—		$	391
Core Fixed Income Fund	$			$		$			$			$			$
Interest rate contracts		—			—		(37,932	)		—			7,588			(30,344	)
Foreign exchange contracts		(231	)		138		—			(2,830	)		—			(2,923	)
Credit contracts		—			—		—			—			3,821			3,821
Equity contracts		(8,567	)		10,713		—			—			—			2,146
Total	$	(8,798	)	$	10,851	$	(37,932	)	$	(2,830	)	$	11,409		$	(27,300	)
High Yield Bond Fund	$			$		$			$			$			$
Interest rate contracts		—			—		—			—			(57	)		(57	)
Foreign exchange contracts		—			—		—			24			—			24
Total	$	—		$	—	$	—		$	24		$	(57	)	$	(33	)
Dynamic Asset Allocation Fund	$			$		$			$			$			$
Interest rate contracts		—			—		—			—			(1,616	)		(1,616	)
Foreign exchange contracts		(760	)		—		—			—			—			(760	)
Equity contracts		(755	)		282		3,458			—			(3,399	)		(414	)
Commodity contracts		—			—		—			—			(7,890	)		(7,890	)
Total	$	(1,515	)	$	282	$	3,458		$	—		$	(12,905	)	$	(10,680	)
Multi-Strategy Alternative Fund	$			$		$			$			$			$
Interest rate contracts		—			—		(91	)		—			(164	)		(255	)
Foreign exchange contracts		—			—		—			(22	)		—			(22	)
Credit contracts		—			—		—			—			(530	)		(530	)
Equity contracts		(663	)		324		(43	)		—			(1,381	)		(1,763	)
Total	$	(663	)	$	324	$	(134	)	$	(22	)	$	(2,075	)	$	(2,570	)

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September 30, 2023

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts			Swaps			Total
Liquid Alternative Fund	$			$		$			$			$			$
Interest rate contracts		—			—		80			—			—			80
Foreign exchange contracts		—			—		(27	)		—			—			(27	)
Equity contracts		—			—		(105	)		—			—			(105	)
Total	$	—		$	—	$	(52	)	$	—		$	—		$	(52	)
Multi-Asset Accumulation Fund	$			$		$			$			$			$
Interest rate contracts		—			—		(117,460	)		—			(2,718	)		(120,178	)
Foreign exchange contracts		—			—		—			(7,679	)		—			(7,679	)
Equity contracts		—			—		52,123			—			1,670			53,793
Commodity contracts		—			—		3,022			—			—			3,022
Total	$	—		$	—	$	(62,315	)	$	(7,679	)	$	(1,048	)	$	(71,042	)
Multi-Asset Income Fund	$			$		$			$			$			$
Interest rate contracts		—			—		(18,279	)		—			1,540			(16,739	)
Foreign exchange contracts		(489	)		535		—			(1,362	)		—			(1,316	)
Credit contracts		—			—		—			—			(249	)		(249	)
Equity contracts		(549	)		735		(106	)		—			—			80
Total	$	(1,038	)	$	1,270	$	(18,385	)	$	(1,362	)	$	1,291		$	(18,224	)
Multi-Asset Inflation Managed Fund	$			$		$			$			$			$
Interest rate contracts		—			—		138			—			8,906			9,044
Foreign exchange contracts		—			—		—			(394	)		—			(394	)
Credit contracts		—			—		—			—			(1,018	)		(1,018	)
Equity contracts		(1,417	)		1,357		(3,548	)		—			159			(3,449	)
Commodity contracts		—			—		(12,650	)		—			(1,765	)		(14,415	)
Total	$	(1,417	)	$	1,357	$	(16,060	)	$	(394	)	$	6,282		$	(10,232	)
Multi-Asset Capital Stability Fund	$			$		$			$			$			$
Interest rate contracts		—			—		(5,211	)		—			(1,105	)		(6,316	)
Foreign exchange contracts		—			—		—			2,003			—			2,003
Credit contracts		—			—		—			—			(27	)		(27	)
Equity contracts		(943	)		640		1,492			—			252			1,441
Total	$	(943	)	$	640	$	(3,719	)	$	2,003		$	(880	)	$	(2,899	)

Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures		Forward Currency Contracts		Swaps			Total
Large Cap Fund	$		$		$		$		$			$
Equity contracts		—		—		456		—		—			456
Total	$	—	$	—	$	456	$	—	$	–		$	456
Large Cap Value Fund	$		$		$		$		$			$
Equity contracts		—		—		599		—		—			599
Total	$	—	$	—	$	599	$	—	$	–		$	599
Large Cap Growth Fund	$		$		$		$		$			$
Equity contracts		—		—		450		—		(696	)		(246	)
Total	$	—	$	—	$	450	$	—	$	(696	)	$	(246	)
Large Cap Index Fund	$		$		$		$		$			$
Equity contracts		—		—		180		—		—			180
Total	$	—	$	—	$	180	$	—	$	–		$	180

414

SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions			Futures			Forward Currency Contracts			Swaps			Total
Tax-Managed Large Cap Fund	$		$			$			$			$			$
Equity contracts		—		—			112			—			—			112
Total	$	—	$	—		$	112		$	—		$	–		$	112
S&P 500 Index Fund	$		$			$			$			$			$
Equity contracts		—		—			(418	)		—			—			(418	)
Total	$	—	$	—		$	(418	)	$	—		$	–		$	(418	)
Mid-Cap Fund	$		$			$			$			$			$
Equity contracts		—		—			106			—			—			106
Total	$	—	$	—		$	106		$	—		$	–		$	106
U.S. Managed Volatility Fund	$		$			$			$			$			$
Equity contracts		—		—			207			—			—			207
Total	$	—	$	—		$	207		$	—		$	–		$	207
Global Managed Volatility Fund	$		$			$			$			$			$
Foreign exchange contracts		—		—			—			(2,405	)		—			(2,405	)
Equity contracts		—		—			254			—			—			254
Total	$	—	$	—		$	254		$	(2,405	)	$	–		$	(2,151	)
Tax-Managed Managed Volatility Fund	$		$			$			$			$			$
Equity contracts		—		—			(1	)		—			—			(1	)
Total	$	—	$	—		$	(1	)	$	—		$	–		$	(1	)
Tax-Managed International Managed Volatility Fund	$		$			$			$			$			$
Equity contracts		—		—			71			—			—			71
Total	$	—	$	—		$	71		$	—		$	–		$	71
Core Fixed Income Fund	$		$			$			$			$			$
Interest rate contracts		1,073		1,860			12,029			—			(5,347	)		9,615
Foreign exchange contracts		—		—			—			718			—			718
Credit contracts		—		—			—			—			396			396
Total	$	1,073	$	1,860		$	12,029		$	718		$	(4,951	)	$	10,729
High Yield Bond Fund	$		$			$			$			$			$
Interest rate contracts		—		—			—			—			(381	)		(381	)
Foreign exchange contracts		—		—			—			(2	)		—			(2	)
Total	$	—	$	—		$	—		$	(2	)	$	(381	)	$	(383	)
Dynamic Asset Allocation Fund	$		$			$			$			$			$
Interest rate contracts		—		—			—			—			5,752			5,752
Equity contracts		2,115		(205	)		5,297			—			(9,768	)		(2,561	)
Commodity contracts		—		—			—			—			2,350			2,350
Total	$	2,115	$	(205	)	$	5,297		$	—		$	(1,666	)	$	5,541
Multi-Strategy Alternative Fund	$		$			$			$			$			$
Interest rate contracts		—		—			—			—			(74	)		(74	)
Foreign exchange contracts		—		—			—			(193	)		—			(193	)
Credit contracts		—		—			—			—			(217	)		(217	)
Equity contracts		88		336			(93	)		—			800			1,131
Total	$	88	$	336		$	(93	)	$	(193	)	$	509		$	647
Liquid Alternative Fund	$		$			$			$			$			$
Interest rate contracts		—		—			191			—			—			191
Foreign exchange contracts		—		—			41			—			—			41
Equity contracts		—		—			(100	)		—			—			(100	)
Total	$	—	$	—		$	132		$	—		$	–		$	132

SEI Institutional Managed Trust

415

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions			Futures			Forward Currency Contracts			Swaps			Total
Multi-Asset Accumulation Fund	$			$			$			$			$			$
Interest rate contracts		—			—			5,139			—			4,616			9,755
Foreign exchange contracts		—			—			—			(554	)		—			(554	)
Equity contracts		—			—			27,886			—			2,285			30,171
Commodity contracts		—			—			13,107			—			—			13,107
Total	$	—		$	—		$	46,132		$	(554	)	$	6,901		$	52,479
Multi-Asset Income Fund	$			$			$			$			$			$
Interest rate contracts		—			—			5,530			—			(182	)		5,348
Foreign exchange contracts		(305	)		(1,057	)		—			48			—			(1,314	)
Credit contracts		(181	)		(489	)		—			—			604			(66	)
Equity contracts		—			—			3,623			—			—			3,623
Total	$	(486	)	$	(1,546	)	$	9,153		$	48		$	422		$	7,591
Multi-Asset Inflation Managed Fund	$			$			$			$			$			$
Interest rate contracts		—			—			(1,391	)		—			(6,459	)		(7,850	)
Foreign exchange contracts		—			—			—			162			—			162
Credit contracts		—			—			—			—			(192	)		(192	)
Equity contracts		(32	)		32			(3,379	)		—			—			(3,379	)
Commodity contracts		—			—			4,073			—			2,589			6,662
Total	$	(32	)	$	32		$	(697	)	$	162		$	(4,062	)	$	(4,597	)
Multi-Asset Capital Stability Fund	$			$			$			$			$			$
Interest rate contracts		—			—			927			—			496			1,423
Foreign exchange contracts		—			—			—			2,344			—			2,344
Credit contracts		—			—			—			—			236			236
Equity contracts		130			47			51			—			86			314
Total	$	130		$	47		$	978		$	2,344		$	818		$	4,317

The following table discloses the average quarterly balances of the Funds' derivative activity during the year or period ended September 30, 2023 ($ Thousands):

	Large Cap Fund		Large Cap Value Fund		Large Cap Growth Fund		Large Cap Index Fund		Tax-Managed Large Cap Fund
Futures Contracts:
Average Notional Balance Long	$	13,151	$	10,856	$	8,710	$	16,319	$	9,487
Total Return Swaps
Average Notional Balance Long		–		–		32,487		–		–
Average Notional Balance Short		–		–		–		–		–

	S&P 500 Index Fund		Small Cap Fund		Small Cap Value Fund		Tax-Managed Small/Mid Cap Fund
Futures Contracts:
Average Notional Balance Long	$	9,963	$	95	$	559	$	131

	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:
Average Notional Balance Long	$	522	$	9,544	$	9,526	$	9,513	$	2,102
Forward Foreign Currency Contracts:
Average Notional Balance Long		–		–		274,557		–		–
Average Notional Balance Short		–		–		275,056		–		–

416

SEI Institutional Managed Trust

	Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund		Liquid Alternative Fund
Futures Contracts:
Average Notional Balance Long	$	780,939	$	–	$	70,341	$	73	$	1,277
Average Notional Balance Short		255,886		–		–		5,634		2,565
Forward Foreign Currency Contracts:
Average Notional Balance Long		83,018		100		–		16,016		–
Average Notional Balance Short		83,579		100		–		16,054		–
Credit Default Swaps:
Average Notional Balance Buy Protection		7,466		–		–		9,736		–
Average Notional Balance Sell Protection		141,071		–		–		2,137		–
Total Return Swaps
Average Notional Balance Long		–		–		98,800		1,597		–
Average Notional Balance Short		–		–		–		2,516		–
Interest Rate Swaps
Average Notional Balance		210,511		–		953,510		1,785		–
Options/Swaptions:
Average Notional Balance Long†		960		–		1,733		388		–
Average Notional Balance Short†		1,447		–		435		20		–

	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts:
Average Notional Balance Long	$	2,852,758	$	307,448	$	193,114	$	125,480
Average Notional Balance Short		48,479		38,008		69,923		25,562
Forward Foreign Currency Contracts:
Average Notional Balance Long		669,745		103,068		2,889		237,977
Average Notional Balance Short		670,554		102,701		2,885		236,163
Credit Default Swaps:
Average Notional Balance Buy Protection		–		–		79,469		–
Average Notional Balance Sell Protection		–		–		45,136		9,268
Total Return Swaps
Average Notional Balance Long		49,956		6,030		1,075		–
Average Notional Balance Short		14,027		50,173		4,018		–
Interest Rate Swaps
Average Notional Balance		9,268		118,051		78,732		9,199
Options/Swaptions:
Average Notional Balance Long†		–		409		217		177
Average Notional Balance Short†		–		945		196		128

^† Represents cost.

A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in

the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on

SEI Institutional Managed Trust

417

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

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, variation margin and collateral of exchange-traded or centrally cleared financial derivative instruments.

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.

418

SEI Institutional Managed Trust

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of September 30, 2023 ($ 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)
Barclay Bank PLC	$	1,109	$	—	$	—	$	1,109	$	154	$	—	$	—	$	—	$	154	$	955		$	—	$	955
BNP Paribas		—		—		—		—		35		—		—		—		35		(35	)		—		(35	)
Brown Brothers Harriman		37		—		—		37		42		—		—		—		42		(5	)		—		(5	)
Standard Chartered		454		—		—		454		35		—		—		—		35		419			—		419
Westpack Banking		537		—		—		537		23		—		—		—		23		514			—		514
Total Over the Counter	$	2,137	$	—	$	—	$	2,137	$	289	$	—	$	—	$	—	$	289

	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	$	160	$	—	$	—	$	160	$	580	$	—	$	—	$	—	$	580	$	(420	)	$	—	$	(420	)
Citibank		—		—		—		—		—		—		533		—		533		(533	)		—		(533	)
Citigroup		43		—		—		43		—		—		—		—		—		43			—		43
Goldman Sachs		1		—		—		1		—		—		—		—		—		1			—		1
Morgan Stanley		402		—		—		402		1,258		—		—		—		1,258		(856	)		—		(856	)
Total Over the Counter	$	606	$	—	$	—	$	606	$	1,838	$	—	$	533	$	—	$	2,371

	Financial Derivative Assets								Financial Derivative Liabilities
High Yield Bond Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Barclays PLC	$	—	$	—	$	—	$	—	$	2	$	—	$	—	$	—	$	2	$	(2	)	$	—	$	(2	)
Total Over the Counter	$	—	$	—	$	—	$	—	$	2	$	—	$	—	$	—	$	2

	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)
Goldman Sachs	$	—	$	—	$	—	$	—	$	—	$	—	$	7,491	$	—	$	7,491	$	(7,491	)	$	7,491	$	—
Total Over the Counter	$	—	$	—	$	—	$	—	$	—	$	—	$	7,491	$	—	$	7,491

	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)
Barclays PLC	$	10	$	—	$	—	$	10	$	—	$	—	$	—	$	—	$	—	$	10	$	—	$	10
BNYMellon		3		—		—		3		2		—		—		—		2		1		—		1
Total Over the Counter	$	13	$	—	$	—	$	13	$	2	$	—	$	—	$	—	$	2

	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	$	—	$	—	$	143	$	143	$	—	$	—	$	373	$	—	$	373	$	(230	)	$	230	$	—
Bank of New York		46		—		—		46		36		—		—		—		36		10			—		10
Barclays		1,459		—		—		1,459		—		—		—		—		—		1,459			—		1,459
BNP Paribas		30		—		—		30		—		—		—		—		—		30			—		30
Citibank		—		—		180		180		—		—		24		—		24		156			—		156

SEI Institutional Managed Trust

419

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

	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)
Citigroup	$	2,813	$	—	$	—	$	2,813	$	1,009	$	—	$	—	$	—	$	1,009	$	1,804	$	—	$	1,804
JPMorgan Chase Bank		2,537		—		115		2,652		978		—		302		—		1,280		1,372		—		1,372
State Street		1,597		—		—		1,597		—		—		—		—		—		1,597		—		1,597
Total Over the Counter	$	8,482	$	—	$	438	$	8,920	$	2,023	$	—	$	699	$	—	$	2,722

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged			Net Exposures(1)
Barclays	$	—	$	—	$	—	$	—	$	3	$	—	$	—	$	—	$	3	$	(3	)	$	—		$	(3	)
BNP Paribas		198		—		—		198		285		—		—		—		285		(87	)		60			(27	)
Citigroup		116		—		—		116		18		—		—		—		18		98			(40	)		58
Deutsche Bank		24		—		—		24		11		—		—		—		11		13			—			13
Goldman Sachs		26		—		—		26		—		—		—		—		—		26			—			26
JPMorgan Chase		89		—		—		89		68		—		177		—		245		(156	)		—			(156	)
Morgan Stanley		865		—		—		865		506		—		—		—		506		359			—			359
State Street		—		—		—		—		22		—		—		—		22		22			—			22
UBS		—		—		—		—		4		—		—		—		4		4			—			4
Total Over the Counter	$	1,318	$	—	$	—	$	1,318	$	917	$	—	$	177	$	—	$	1,094

	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)
Chase Securities	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	126,489	$	126,489	$	(126,489	)	$	126,489	$	—
Citibank		—		—		—		—		—		—		25		—		25		(25	)		—		(25	)
Deutsche Bank		—		—		—		—		—		—		35		—		35		(35	)		—		(35	)
Goldman Sachs		—		—		—		—		—		—		40		—		40		(40	)		—		(40	)
Morgan Stanley		107		—		—		107		—		—		—		—		—		107			—		107
Total Over the Counter	$	107	$	—	$	—	$	107	$	—	$	—	$	100	$	126,489	$	126,589

	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)
Bank of America	$	2,544	$	—	$	—	$	2,544	$	98	$	—	$	—	$	—	$	98	$	2,446		$	—	$	2,446
Barclays PLC		16		—		—		16		4		—		—		—		4		12			—		12
BNP Paribas		2		—		—		2		36		—		—		—		36		(34	)		—		(34	)
Brown Brothers Harriman		328		—		—		328		183		—		—		—		183		145			—		145
Citigroup		11		—		—		11		—		—		—		—		—		11			—		11
Deutsche Bank		18		—		—		18		36		—		—		—		36		(18	)		—		(18	)
Goldman Sachs		128		—		—		128		110		—		—		—		110		18			—		18
JPMorgan Chase Bank		52		—		—		52		42		—		—		—		42		10			—		10
Merrill Lynch		126		—		—		126		139		—		—		—		139		(13	)		—		(13	)
Montgomery		1		—		—		1		—		—		—		—		—		1			—		1
Morgan Stanley		257		—		—		257		329		—		—		—		329		(72	)		6		(66	)
UBS		2		—		—		2		19		—		—		—		19		(17	)		17		—
Total Over the Counter	$	3,485	$	—	$	—	$	3,485	$	996	$	—	$	—	$	—	$	996

(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.

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SEI Institutional Managed Trust

5. BASIS FOR CONSOLIDATION FOR THE DYNAMIC ASSET ALLOCATION FUND, 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 September 30, 2023 ($ Thousands)		% of Total Net Assets at September 30, 2023
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018	$	99,121		14.6	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		284,876		15.1	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		136,473		20.1	%

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	$	3,329		$	13,126	$	6,025
Net Realized Gain (Loss) on:
Investments		—			30		(108	)
Futures Contracts		361			246		(12,650	)
Swap Contracts		(12,480	)		—		(1,765	)
Purchased Options and Swaptions		—			—		(1,417	)
Written Options and Swaptions		—			—		1,357
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		—			271		273
Futures Contracts		5,880			13,109		3,983
Swap Contracts		4,065			306		3,121
Purchased Options and Swaptions		—			—		(32	)
Written Options and Swaptions		—			—		32
Total gains and losses attributed to the Funds' investment in Subsidiaries	$	1,155		$	27,088	$	(1,181	)

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

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September 30, 2023

assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.

The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, proxy fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The voluntary waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

The Administrator has voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the Conservative Income and Tax Free Conservative Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets.

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SEI Institutional Managed Trust

The following is a summary of annual fees payable to the Adviser and Distributor and the 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	%
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	%

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
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	%
Core Fixed Income Fund
Class F		0.2750	%		0.25	%		—			0.66	%
Class I		0.2750	%		0.25	%		0.25	%		0.88	%
Class Y		0.2750	%		—			—			0.41	%
High Yield Bond Fund
Class F		0.4875	%		0.25	%		—			0.89	%
Class I		0.4875	%		0.25	%		0.25	%		1.11	%
Class Y		0.4875	%		—			—			0.64	%
Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Tax-Free Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Real Return Fund
Class F		0.2200	%		0.25	%		—			0.45	%
Class Y		0.2200	%		—			—			0.35	%
Dynamic Asset Allocation Fund
Class F		0.6000	%		0.25	%		—			0.75	%
Class Y		0.6000	%		—			—			0.50	%
Multi-Strategy Alternative Fund
Class F		1.5000	%		0.25	%		—			1.35	%
Class Y		1.5000	%		—			—			1.10	%
Liquid Alternative Fund
Class F		0.5000	%		0.25	%		—			1.05	%
Class Y		0.5000	%		—			—			0.80	%
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	%		—			1.24	%
Class Y		0.5500	%		—			—			0.98	%
Multi-Asset Capital Stability Fund
Class F		0.4000	%		0.25	%		—			0.62	%
Class Y		0.4000	%		—			—			0.52	%

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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	%
Liquid 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 September 30, 2023, 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, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC    

Large Cap Value Fund

Brandywine Global Investment Management, LLC

Cullen Capital Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Large Cap Growth Fund

Fred Alger Management, LLC

Mackenzie Investment Corporation

Parametric Portfolio Associates LLC

PineStone Asset Management Inc.

Large Cap Index Fund

SSGA Funds Management, Inc.

Tax-Managed Large Cap Fund

Brandywine Global Investment Management, LLC

Coho Partners, Ltd.

Cullen Capital Management, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC

PineStone Asset Management Inc.

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Los Angeles Capital Management, LLC

Leeward Investments, LLC

Parametric Portfolio Associates LLC

Small Cap Value Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

Small Cap Growth Fund

ArrowMark Colorado Holdings LLC

EAM Investors LLC

Jackson Creek Investment Advisors, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Martingale Asset Management, LP

Parametric Portfolio Associates LLC

Rice Hall James & Associates LLC

Mid-Cap Fund

Leeward Investments, LLC

Los Angeles Capital Management LLC

U.S. Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Global Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

Tax-Managed Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Tax-Managed International Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Real Estate Fund

CenterSquare Investment Management LLC

Core Fixed Income Fund

Allspring Global Investments, LLC

Jennison Associates LLC

MetLife Investment Management, LLC

Metropolitan West Asset Management, LLC

Western Asset Management Company, LLC

Western Asset Management Company Limited

High Yield Bond Fund

Ares Capital Management II LLC

Benefit Street Partners, LLC

Brigade Capital Management, LP

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, LP

Global Credit Advisers, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Liquid Alternative Fund

Dynamic Beta Investments, LLC

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Western Asset Management Company PTE Ltd.

Goldman Sachs Asset Management, LP

Western Asset Management Company, LLC

Western Asset Management Company Limited

Western Asset Management Company PTE Ltd.

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

Columbia Management Investments Advisers, LLC

Credit Suisse Asset Management, LLC

Franklin Advisers, Inc.

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Janus Henderson Investors US 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 September 30, 2023 were as follows ($ Thousands):

Multi-Asset Income Fund $ 17

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

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Large Cap, Small Cap Value, U.S. Managed Volatility, Tax-Managed Managed Volatility and Tax-Managed International Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the year ended September 30, 2023 were as follows ($ Thousands):

Large Cap Fund	$	287
Large Cap Value Fund		443
Tax-Managed Large Cap Fund		597
Small Cap Value Fund		764
U.S. Managed Volatility Fund		1,106
Tax-Managed Managed Volatility Fund		1,420
Tax-Managed International Managed Volatility Fund		405
	$	5,022

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 year ended September 30, 2023, 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, LP.

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.

For the year ended September 30, 2023, 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
Tax-Managed Managed Volatility Fund		2/27/23		2/28/23		7,400		1		5.58	%

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the year or period ended September 30, 2023 and the year ended September 30, 2022.

	Large Cap Fund					Large Cap Value Fund					Large Cap Growth Fund					Large Cap Index Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Class F:
Shares Issued		10,569		13,469			5,852		8,091			3,175		6,420			12,282		19,892
Shares Issued in Lieu of Dividends and Distributions		11,216		15,037			4,199		2,781			2,310		3,525			953		966
Shares Redeemed		(26,399	)	(25,530	)		(9,890	)	(12,968	)		(8,031	)	(7,254	)		(17,602	)	(19,731	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(4,614	)	2,976			161		(2,096	)		(2,546	)	2,691			(4,367	)	1,127
Class I:
Shares Issued		–		–			2		50			5		11			–		–
Shares Issued in Lieu of Dividends and Distributions		–		–			7		6			5		10			–		–
Shares Redeemed		–		–			(46	)	(76	)		(24	)	(41	)		–		–
Total Decrease in Net Assets Derived from Class I Transactions		–		–			(37	)	(20	)		(14	)	(20	)		–		–
Class Y:
Shares Issued		623		739			673		1,079			445		1,180			–		–
Shares Issued in Lieu of Dividends and Distributions		368		824			708		461			412		534			–		–

SEI Institutional Managed Trust

427

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

	Large Cap Fund					Large Cap Value Fund					Large Cap Growth Fund					Large Cap Index Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Shares Redeemed		(1,052	)	(3,893	)		(3,739	)	(1,454	)		(2,692	)	(658	)		–		–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(61	)	(2,330	)		(2,358	)	86			(1,835	)	1,056			–		–
Increase (Decrease) in Capital Shares		(4,675	)	646			(2,234	)	(2,030	)		(4,395	)	3,727			(4,367	)	1,127

	Tax-Managed Large Cap Fund					S&P 500 Index Fund					Small Cap Fund					Small Cap Value Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Class F:
Shares Issued		5,540		8,835			1,547		1,117			4,019		5,486			1,491		2,644
Shares Issued in Lieu of Dividends and Distributions		6,077		5,061			949		710			366		8,435			754		1,051
Shares Redeemed		(20,012	)	(17,878	)		(1,876	)	(2,205	)		(8,337	)	(8,476	)		(2,931	)	(3,264	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(8,395	)	(3,982	)		620		(378	)		(3,952	)	5,445			(686	)	431
Class I:
Shares Issued		–		–			34		13			–		–			2		3
Shares Issued in Lieu of Dividends and Distributions		–		–			6		5			–		–			2		6
Shares Redeemed		–		–			(41	)	(26	)		–		–			(22	)	(40	)
Total Decrease in Net Assets Derived from Class I Transactions		–		–			(1	)	(8	)		–		–			(18	)	(31	)
Class Y:
Shares Issued		3,361		1,561			–		–			544		281			443		416
Shares Issued in Lieu of Dividends and Distributions		907		725			–		–			20		381			159		206
Shares Redeemed		(2,805	)	(1,965	)		–		–			(484	)	(497	)		(1,294	)	(327	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		1,463		321			–		–			80		165			(692	)	295
Increase (Decrease) in Capital Shares		(6,932	)	(3,661	)		619		(386	)		(3,872	)	5,610			(1,396	)	695

	Small Cap Growth Fund					Tax-Managed Small/Mid Cap Fund					Mid-Cap Fund					U.S. Managed Volatility Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Class F:
Shares Issued		1,074		1,361			2,439		3,213			432		1,483			5,723		7,667
Shares Issued in Lieu of Dividends and Distributions		5		2,064			263		2,832			19		587			3,785		3,722
Shares Redeemed		(1,817	)	(1,515	)		(6,427	)	(5,287	)		(558	)	(1,619	)		(13,485	)	(11,060	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(738	)	1,910			(3,725	)	758			(107	)	451			(3,977	)	329
Class I:
Shares Issued		4		7			–		–			—		4			—		—
Shares Issued in Lieu of Dividends and Distributions		—		10			–		–			—		4			4		7
Shares Redeemed		(25	)	(23	)		–		–			(2	)	(15	)		—		(49	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(21	)	(6	)		–		–			(2	)	(7	)		4		(42	)
Class Y:
Shares Issued		245		163			946		416			36		49			2,239		1,020
Shares Issued in Lieu of Dividends and Distributions		3		234			46		381			2		25			1,003		1,083
Shares Redeemed		(332	)	(174	)		(782	)	(501	)		(20	)	(30	)		(2,362	)	(3,172	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(84	)	223			210		296			18		44			880		(1,069	)
Increase (Decrease) in Capital Shares		(843	)	2,127			(3,515	)	1,054			(91	)	488			(3,093	)	(782	)

	Global Managed Volatility Fund					Tax-Managed Managed Volatility Fund					Tax-Managed International Managed Volatility Fund					Real Estate Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Class F:
Shares Issued		8,900		10,124			3,531		5,501			5,152		5,275			519		1,946
Shares Issued in Lieu of Dividends and Distributions		6,387		7,473			2,192		1,817			663		819			193		354
Shares Redeemed		(21,347	)	(18,019	)		(12,001	)	(11,087	)		(10,209	)	(7,157	)		(1,070	)	(2,589	)
Total Decrease in Net Assets Derived from Class F Transactions		(6,060	)	(422	)		(6,278	)	(3,769	)		(4,394	)	(1,063	)		(358	)	(289	)
Class I:

428

SEI Institutional Managed Trust

	Global Managed Volatility Fund					Tax-Managed Managed Volatility Fund					Tax-Managed International Managed Volatility Fund					Real Estate Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Shares Issued		—		1			–		–			–		–			—		—
Shares Issued in Lieu of Dividends and Distributions		5		10			–		–			–		–			1		2
Shares Redeemed		—		(57	)		–		–			–		–			—		(14	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		5		(46	)		–		–			–		–			1		(12	)
Class Y:
Shares Issued		3,619		1,682			1,953		542			2,905		699			105		156
Shares Issued in Lieu of Dividends and Distributions		942		1,131			257		185			134		150			50		71
Shares Redeemed		(3,377	)	(2,639	)		(936	)	(721	)		(2,172	)	(1,109	)		(198	)	(248	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		1,184		174			1,274		6			867		(260	)		(43	)	(21	)
(Decrease) in Capital Shares		(4,871	)	(294	)		(5,004	)	(3,763	)		(3,527	)	(1,323	)		(400	)	(322	)

	Core Fixed Income Fund					High Yield Bond Fund					Conservative Income Fund					Tax-Free Conservative Income Fund
		2023		2022			2023		2022			2023		2022			2023		2022
Class F:
Shares Issued		50,948		63,452			35,058		37,354			36,541		23,483			5,213		6,639
Shares Issued in Lieu of Dividends and Distributions		10,150		7,145			28,036		12,143			1,469		150			368		58
Shares Redeemed		(76,036	)	(86,282	)		(57,400	)	(57,435	)		(26,105	)	(16,099	)		(6,882	)	(7,364	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(14,938	)	(15,685	)		5,694		(7,938	)		11,905		7,534			(1,301	)	(667	)
Class I:
Shares Issued		20		33			—		1			–		–			–		–
Shares Issued in Lieu of Dividends and Distributions		7		6			—		3			–		–			–		–
Shares Redeemed		(94	)	(117	)		—		(88	)		–		–			–		–
Total Decrease in Net Assets Derived from Class I Transactions		(67	)	(78	)		—		(84	)		–		–			–		–
Class Y:
Shares Issued		11,305		6,784			10,081		5,793			669		512			221		819
Shares Issued in Lieu of Dividends and Distributions		1,527		1,056			4,494		1,977			57		9			12		3
Shares Redeemed		(14,181	)	(7,696	)		(13,295	)	(7,628	)		(734	)	(687	)		(325	)	(1,260	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(1,349	)	144			1,280		142			(8	)	(166	)		(92	)	(438	)
Increase (Decrease) in Capital Shares		(16,354	)	(15,619	)		6,974		(7,880	)		11,897		7,368			(1,393	)	(1,105	)

	Real Return Fund					Dynamic Asset Allocation Fund					Multi-Strategy Alternative Fund					Liquid Alternative Fund(1)
		2023		2022			2023		2022			2023		2022			2023
Class F:
Shares Issued		4,342		10,533			4,985		4,820			3,950		5,838			52
Shares Issued in Lieu of Dividends and Distributions		953		1,274			5,283		4,220			811		2,914			—
Shares Redeemed		(10,811	)	(8,003	)		(8,647	)	(11,685	)		(10,438	)	(7,946	)		—
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(5,516	)	3,804			1,621		(2,645	)		(5,677	)	806			52
Class Y:
Shares Issued		415		403			582		387			826		167			1,165
Shares Issued in Lieu of Dividends and Distributions		78		106			332		258			19		62			—
Shares Redeemed		(714	)	(439	)		(550	)	(719	)		(204	)	(155	)		(100	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(221	)	70			364		(74	)		641		74			1,065
Increase (Decrease) in Capital Shares		(5,737	)	3,874			1,985		(2,719	)		(5,036	)	880			1,117

	Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
		2023	2022		2023	2022		2023	2022		2023	2022
Class F:
Shares Issued		33,098	32,374		7,513	8,691		10,150	21,495		7,872	14,438

SEI Institutional Managed Trust

429

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

	Multi-Asset Accumulation Fund						Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	2023			2022			2023			2022			2023			2022			2023			2022
Shares Issued in Lieu of Dividends and Distributions		24,357			30,363			3,561			2,441			9,499			6,439			923			1,405
Shares Redeemed		(52,994	)		(42,752	)		(15,391	)		(15,610	)		(27,459	)		(27,949	)		(17,617	)		(16,832	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		4,461			19,985			(4,317	)		(4,478	)		(7,810	)		(15	)		(8,822	)		(989	)
Class Y:
Shares Issued		5,190			2,568			2,179			1,715			912			469			320			398
Shares Issued in Lieu of Dividends and Distributions		1,490			2,499			969			605			500			383			61			102
Shares Redeemed		(11,988	)		(3,447	)		(4,361	)		(2,347	)		(1,515	)		(1,764	)		(752	)		(797	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(5,308	)		1,620			(1,213	)		(27	)		(103	)		(912	)		(371	)		(297	)
Increase (Decrease) in Capital Shares		(847	)		21,605			(5,530	)		(4,505	)		(7,913	)		(927	)		(9,193	)		(1,286	)

(1) Commenced operations on June 30, 2023.

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments, during the year ended September 30, 2023, were as follows:

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	—	$	442,674	$	442,674
Sales		—		665,891		665,891
Large Cap Value Fund
Purchases		—		289,370		289,370
Sales		—		451,454		451,454
Large Cap Growth Fund
Purchases		—		905,895		905,895
Sales		—		1,217,957		1,217,957
Large Cap Index Fund
Purchases		—		71,196		71,196
Sales		—		163,604		163,604
Tax-Managed Large Cap Fund
Purchases		—		588,617		588,617
Sales		—		1,049,430		1,049,430
S&P 500 Index Fund
Purchases		—		43,639		43,639
Sales		—		81,610		81,610
Small Cap Fund
Purchases		—		573,990		573,990
Sales		—		622,866		622,866
Small Cap Value Fund
Purchases		—		141,303		141,303
Sales		—		182,944		182,944
Small Cap Growth Fund
Purchases		—		568,192		568,192
Sales		—		592,944		592,944
Tax-Managed Small/Mid Cap Fund
Purchases		—		497,963		497,963
Sales		—		581,805		581,805
Mid-Cap Fund
Purchases		—		49,489		49,489
Sales		—		50,919		50,919
U.S. Managed Volatility Fund
Purchases		—		393,782		393,782
Sales		—		516,233		516,233

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Global Managed Volatility Fund
Purchases		—		699,228		699,228
Sales		—		831,335		831,335
Tax-Managed Managed Volatility Fund
Purchases		—		191,886		191,886
Sales		—		344,528		344,528
Tax-Managed International Managed Volatility Fund
Purchases		—		244,346		244,346
Sales		—		290,411		290,411
Real Estate Fund
Purchases		—		39,037		39,037
Sales		—		45,240		45,240
Core Fixed Income Fund
Purchases		10,668,806		2,110,710		12,779,516
Sales		10,553,396		2,592,426		13,145,822
High Yield Bond Fund
Purchases		1,778		490,739		492,517
Sales		—		641,030		641,030
Real Return Fund
Purchases		68,132		—		68,132
Sales		134,362		—		134,362
Dynamic Asset Allocation Fund
Purchases		—		124,784		124,784
Sales		—		251,569		251,569
Multi-Strategy Alternative Fund
Purchases		4,626		1,107,712		1,112,338
Sales		4,253		1,130,267		1,134,520
Liquid Alternative Fund
Purchases		—		—		—
Sales		—		—		—
Multi-Asset Accumulation Fund
Purchases		72,610		268,632		341,242
Sales		78,840		395,120		473,960
Multi-Asset Income Fund
Purchases		617		227,671		228,288
Sales		2,164		248,376		250,540
Multi-Asset Inflation Managed Fund
Purchases		539,184		138,736		677,920
Sales		613,034		240,670		853,704
Multi-Asset Capital Stability Fund
Purchases		66,753		27,661		94,414
Sales		91,309		32,549		123,858

430

SEI Institutional Managed Trust

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 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.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are

representative as of September 30, 2023, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2022. 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, 2023.

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.

The permanent differences are primarily attributable to different treatment for gains and losses on paydowns of mortgage and asset backed securities for tax purposes, defaulted bond basis adjustments, reclassification of long term capital gain distributions on REIT securities, reclassification of income and expense from swap transactions, Treasury Inflation-Protected Securities and net operating losses, basis adjustments for investments in partnerships, and gains and losses on passive foreign investment companies, expiration of capital loss carryforwards, collateralized loan obligation basis adjustments, utilization of earnings and profits on shareholder redemptions, certain foreign currency related transactions, payment of excise tax, and non-taxable in-kind redemptions.

	Distributable Earnings (Loss) ($ Thousands)			Paid-in- Capital ($ Thousands)
Small Cap Fund	$	(15	)	$	15
Small Cap Growth Fund		703			(703	)
Tax-Managed Small/Mid Cap Fund		(204	)		204
High Yield Bond Fund		3			(3	)

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2023 or September 30, 2022 (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
2023	$	11,904	$	149,792	$	—	$	—	$	161,696
2022		61,429		220,787		—		—		282,216
Large Cap Value Fund
2023		37,312		89,162		—		—		126,474
2022		31,326		62,850		—		—		94,176
Large Cap Growth Fund
2023		11		98,789		—		—		98,800
2022		21,472		197,320		—		—		218,792

SEI Institutional Managed Trust

431

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Index Fund
2023	$	14,021	$	—	$	—	$	—	$	14,021
2022		14,044		1,753		—		—		15,797
Tax-Managed Large Cap Fund
2023		41,176		205,202		—		—		246,378
2022		39,532		197,578		—		—		237,110
S&P 500 Index Fund
2023		11,652		66,182		—		—		77,834
2022		13,514		62,560		—		—		76,074
Small Cap Fund
2023		1,733		3,109		—		—		4,842
2022		66,921		61,560		—		—		128,481
Small Cap Value Fund
2023		4,727		16,880		—		—		21,607
2022		11,167		23,613		—		—		34,780
Small Cap Growth Fund
2023		244		—		—		—		244
2022		38,252		52,511		—		—		90,763
Tax-Managed Small/Mid Cap Fund
2023		4,609		3,364		—		—		7,973
2022		2,336		94,023		—		—		96,359
Mid-Cap Fund
2023		539		—		—		—		539
2022		8,990		9,652		—		—		18,642
U.S. Managed Volatility Fund
2023		14,759		71,871		—		—		86,630
2022		35,245		59,945		—		—		95,190
Global Managed Volatility Fund
2023		45,317		39,570		—		—		84,887
2022		18,044		96,215		—		—		114,259
Tax-Managed Managed Volatility Fund
2023		8,459		48,976		—		—		57,435
2022		9,958		39,174		—		—		49,132
Tax-Managed International Managed Volatility Fund
2023		8,956		—		—		—		8,956
2022		12,641		—		—		—		12,641
Real Estate Fund
2023		1,676		2,029		—		—		3,705
2022		4,783		3,740		—		—		8,523
Core Fixed Income Fund
2023		120,076		—		—		—		120,076
2022		93,993		—		—		—		93,993
High Yield Bond Fund
2023		181,968		—		18,207		—		200,175
2022		102,523		—		—		—		102,523
Conservative Income Fund
2023		18,676		—		—		—		18,676
2022		2,042		—		—		—		2,042
Tax-Free Conservative Income Fund
2023		—		—		—		4,638		4,638
2022		1		—		—		730		731
Real Return Fund
2023		11,708		—		—		—		11,708
2022		16,933		—		—		—		16,933

432

SEI Institutional Managed Trust

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Dynamic Asset Allocation Fund
2023	$	21,823	$	62,019	$	—	$	—	$	83,842
2022		33,460		56,160		—		—		89,620
Multi-Strategy Alternative Fund
2023		8,411		—		—		—		8,411
2022		32,564		—		—		—		32,564
Liquid Alternative Fund
2023		—		—		—		—		—
Multi-Asset Accumulation Fund
2023		190,323		—		—		—		190,323
2022		274,745		69,051		—		—		343,796
Multi-Asset Income Fund
2023		49,211		—		—		—		49,211
2022		36,039		437		—		—		36,476
Multi-Asset Inflation Managed Fund
2023		88,501		—		—		—		88,501
2022		62,112		—		—		—		62,112
Multi-Asset Capital Stability Fund
2023		12,008		—		—		—		12,008
2022		17,226		2,414		—		—		19,640

As of September 30, 2023, 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	$	10,385	$	70,687	$	—	$	—		$	—		$	—		$	511,030		$	(2	)	$	592,100
Large Cap Value Fund		13,487		52,088		—		—			—			—			265,337			(1	)		330,911
Large Cap Growth Fund		—		196,799		—		—			—			—			565,074			—			761,873
Large Cap Index Fund		3,412		—		—		(9,044	)		—			—			295,307			(1	)		289,674
Tax-Managed Large Cap Fund		9,506		154,945		—		—			—			—			2,490,988			5			2,655,444
S&P 500 Index Fund		2,958		27,750		—		—			—			—			609,361			(5	)		640,064
Small Cap Fund		1,150		18,293		—		—			—			—			47,794			—			67,237
Small Cap Value Fund		1,557		3,605		—		—			—			—			48,796			(2	)		53,956
Small Cap Growth Fund		—		—		—		(26,652	)		—			(748	)		19,732			3			(7,665	)
Tax-Managed Small/Mid Cap Fund		968		19,944		—		—			—			—			290,998			—			311,910
Mid-Cap Fund		113		—		—		(1,806	)		(1,932	)		—			3,022			(3	)		(606	)
U.S. Managed Volatility Fund		4,755		68,958		—		—			—			—			70,531			3			144,247
Global Managed Volatility Fund		5,360		28,804		—		—			—			—			12,542			(1,826	)		44,880
Tax-Managed Managed Volatility Fund		2,009		97,732		—		—			—			—			424,993			—			524,734
Tax-Managed International Managed Volatility Fund		9,859		—		—		(11,443	)		(7,903	)		—			48,939			(41,034	)		(1,582	)
Real Estate Fund		—		1,115		—		—			(137	)		—			5,239			—			6,217
Core Fixed Income Fund		9,783		—		—		(315,129	)		(210,458	)		—			(359,608	)		(16,937	)		(892,349	)
High Yield Bond Fund		—		—		—		(199,722	)		—			—			(300,227	)		(10,945	)		(510,894	)
Conservative Income Fund		457		—		—		—			—			—			(54	)		(376	)		27
Tax-Free Conservative Income Fund		—		—		103		(8	)		—			—			(63	)		(90	)		(58	)
Real Return Fund		2,095		—		—		(4,457	)		(6,628	)		—			(14,375	)		6			(23,359	)
Dynamic Asset Allocation Fund		—		59,755		—		—			(651	)		(3,109	)		272,870			1			328,866
Multi-Strategy Alternative Fund		10,920		—		—		(15,599	)		(7,863	)		—			(11,232	)		(80	)		(23,854	)
Liquid Alternative Fund		138		50		—		—			—			—			—			—			188

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September 30, 2023

	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)
Multi-Asset Accumulation Fund	$	—	$	—	$	—	$	(531,490	)	$	(52,568	)	$	—	$	(346,638	)	$	(33,582	)	$	(964,278	)
Multi-Asset Income Fund		6,752		—		—		(23,172	)		(8,570	)		—		(75,072	)		(3,598	)		(103,660	)
Multi-Asset Inflation Managed Fund		21,450		—		—		(74,743	)		(28,636	)		—		(98,075	)		(202	)		(180,206	)
Multi-Asset Capital Stability Fund		14,905		—		—		(23,167	)		—			—		7,615			(323	)		(970	)

Post October losses represent losses realized on investment transactions from November 1, 2022 through September 30, 2023, 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, 2023 through September 30, 2023, and specified losses realized on investment transactions from November 1, 2022 through September 30, 2023, 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. Losses carried forward are as follows:

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total ($ Thousands)
Large Cap Index Fund	$	5,093	$	3,951	$	9,044
Small Cap Growth Fund		26,652		–		26,652
Mid-Cap Fund		1,806		–		1,806
Tax-Managed International Managed Volatility Fund		11,443		–		11,443
Core Fixed Income Fund		173,895		141,234		315,129
High Yield Bond Fund		23,579		176,143		199,722
Tax-Free Conservative Income Fund		8		–		8
Real Return Fund		2,265		2,192		4,457
Multi-Strategy Alternative Fund		14,019		1,580		15,599
Multi-Asset Accumulation Fund		310,229		221,261		531,490
Multi-Asset Income Fund		17,420		5,752		23,172
Multi-Asset Inflation Managed Fund		67,100		7,643		74,743
Multi-Asset Capital Stability Fund		11,487		11,680		23,167

For Federal income tax purposes, the cost of investments owned at September 30, 2023, 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 September 30, 2023, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	1,105,578	$	579,819	$	(68,789	)	$	511,030
Large Cap Value Fund		969,091		348,613		(83,276	)		265,337
Large Cap Growth Fund		773,125		585,100		(20,026	)		565,074
Large Cap Index Fund		713,043		359,186		(63,879	)		295,307
Tax-Managed Large Cap Fund		1,299,257		2,511,904		(20,916	)		2,490,988
S&P 500 Index Fund		255,601		623,318		(13,957	)		609,361
Small Cap Fund		471,987		82,405		(34,611	)		47,794
Small Cap Value Fund		295,512		82,594		(33,798	)		48,796
Small Cap Growth Fund		290,833		48,182		(28,450	)		19,732
Tax-Managed Small/Mid Cap Fund		481,843		300,215		(9,217	)		290,998
Mid-Cap Fund		71,243		8,254		(5,232	)		3,022
U.S. Managed Volatility Fund		674,838		117,458		(46,927	)		70,531
Global Managed Volatility Fund		763,884		57,584		(45,042	)		12,542
Tax-Managed Managed Volatility Fund		381,645		428,491		(3,498	)		424,993
Tax-Managed International Managed Volatility Fund		255,445		55,235		(6,296	)		48,939
Real Estate Fund		62,877		12,021		(6,782	)		5,239
Core Fixed Income Fund		4,267,642		5,516		(365,124	)		(359,608	)
High Yield Bond Fund		1,516,211		101,824		(402,051	)		(300,227	)
Conservative Income Fund		477,520		51		(105	)		(54	)
Tax-Free Conservative Income Fund		167,253		—		(63	)		(63	)
Real Return Fund		211,803		—		(14,375	)		(14,375	)
Dynamic Asset Allocation Fund		265,981		306,307		(33,437	)		272,870
Multi-Strategy Alternative Fund		366,191		7,152		(18,384	)		(11,232	)
Liquid Alternative Fund		—		—		—			—
Multi-Asset Accumulation Fund		1,419,828		13,214		(359,852	)		(346,638	)
Multi-Asset Income Fund		709,039		8,755		(83,827	)		(75,072	)
Multi-Asset Inflation Managed Fund		738,063		87,482		(185,557	)		(98,075	)
Multi-Asset Capital Stability Fund		520,802		11,909		(4,294	)		7,615

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Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of September 30, 2023, 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. 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. A more complete description of principal risks is included in each Fund's prospectus under the heading "Principal 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 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 ownoperations, 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

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September 30, 2023

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 Fund’s use of futures contracts, forward contracts, options and swaps is subject to market risk, leverage 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 and swap agreements is also subject to credit risk and valuation risk. Credit risk is described above. 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 types of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also

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increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and implemented 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 because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. Investments in emerging markets are subject to the added risk that information in emerging market investments may be unreliable or outdated due to differences in regulatory, accounting or auditing and financial record keeping standards, or because less information about emerging market investments is publicly available. In addition, the rights and remedies associated with emerging market investments may be different than investments in developed markets. A lack of reliable information, rights and remedies increase the risks of investing in emerging markets in comparison to more developed markets. 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

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September 30, 2023

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 change in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Fund invests. Generally, the value of the Fund’s fixed income securities will vary inversely with the direction of prevailing interest rates. Changing interest rates may have unpredictable effects on the markets and may affect the value and liquidity of instruments held by the Fund. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates.

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, 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 changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health

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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 changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

September 30, 2023

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. However, the Funds intend to satisfy the asset diversification requirements under the Code for classification as a RIC.

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 taxes subject to ordinary income tax rates as opposed to more favorable capital gains rates, 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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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 non-qualifying 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.

11. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of September 30, 2023, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		97	%
Class Y		38
Large Cap Value Fund
Class F		92	%
Class I		–

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September 30, 2023

Fund	% Held
Class Y		98
Large Cap Growth Fund
Class F		90	%
Class I		–
Class Y		97
Large Cap Index Fund
Class F		99	%
Tax-Managed Large Cap Fund
Class F		82	%
Class Y		54
S&P 500 Index Fund
Class F		46	%
Class I		17
Small Cap Fund
Class F		98	%
Class Y		35
Small Cap Value Fund
Class F		93	%
Class I		–
Class Y		98
Small Cap Growth Fund
Class F		92	%
Class I		–
Class Y		97
Tax-Managed Small/Mid Cap Fund
Class F		90	%
Class Y		57
Mid-Cap Fund
Class F		94	%
Class I		–
Class Y		17
U.S. Managed Volatility Fund
Class F		93	%
Class I		–
Class Y		52
Global Managed Volatility Fund
Class F		95	%
Class I		–
Class Y		54
Tax-Managed Managed Volatility Fund
Class F		85	%
Class Y		71
Tax-Managed International Managed Volatility Fund
Class F		96	%
Class Y		91
Real Estate Fund
Class F		95	%
Class I		–
Class Y		57
Core Fixed Income Fund
Class F		97	%
Class I		15

Fund	% Held
Class Y		58
High Yield Bond Fund
Class F		97	%
Class I		–
Class Y		67
Conservative Income Fund
Class F		99	%
Class Y		39
Tax-Free Conservative Income Fund
Class F		98	%
Class Y		70
Real Return Fund
Class F		98	%
Class Y		41
Dynamic Asset Allocation Fund
Class F		97	%
Class Y		19
Multi-Strategy Alternative Fund
Class F		98	%
Class Y		85
Liquid Alternative Fund
Class F		100	%
Class Y		–
Multi-Asset Accumulation Fund
Class F		98	%
Class Y		53
Multi-Asset Income Fund
Class F		97	%
Class Y		65
Multi-Asset Inflation Managed Fund
Class F		98	%
Class Y		31
Multi-Asset Capital Stability Fund
Class F		98	%
Class Y		28

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.

12. 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

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has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash, letters of credit or U.S. Government securities. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or restricted from recovering the loomed securities or disposing of the collateral for the loan, which could give rise to loss because at adverse market actions expenses and/ or delays in connection with the disposition of the underlying securities.

Cash collateral received in connection with securities lending is invested in eligible securities by the lending agent. These investments may include the SEI Liquidity Fund LP (“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 September 30, 2023 ($ Thousands):

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Index Fund	$	549	$	549	$	–
Tax-Managed Large Cap Fund		3,399		3,399		–
Small Cap Fund		377		377		–
Small Cap Value Fund		1,651		1,651		–
Small Cap Growth Fund		2,342		2,342		–
U.S. Managed Volatility Fund		2,715		2,715		–
Global Managed Volatility Fund		4,701		4,701		–
Tax-Managed Managed Volatility Fund		2,964		2,964		–
Tax-Managed International Managed Volatility Fund		2,460		2,460		–
Core Fixed Income Fund		52,367		52,367		–

(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund’s Schedule of Investments for the total collateral received.

13. REGULATORY MATTERS

The U.K. Financial Conduct Authority stopped compelling or inducing banks to submit certain London Inter-Bank Offered Rate (LIBOR) rates. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and ceased for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. Investments impacted by the discontinuation of LIBOR 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. In response to the discontinuation of LIBOR, investors have added fallback provisions to existing contracts for investments whose value is tied to LIBOR, with most fallback provisions requiring the adoption of SOFR as a replacement rate. On March 15, 2022, President Biden signed the Adjustable Interest Rate Act into law (the “LIBOR Act”), which, in conjunction with regulations adopted by the Federal Reserve Board, establishes SOFR as the default fallback rate for any U.S. contract without a fallback provision. In addition, on March 4, 2023, the U.K. Financial Conduct Authority announced that, starting July 1, 2023 and continuing through September 30, 2024, it will permit the publishing of 1-, 3- and 6-month synthetic U.S. dollar LIBOR settings based on SOFR to serve as a fallback for non-U.S. contracts.

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 September 30, 2023.

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Report of Independent Registered Public Accounting Firm

To the Shareholders of the Funds and Board of Trustees SEI Institutional Managed Trust:

Opinion on the Financial Statements

We have audited the accompanying statements of assets and liabilities of 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, 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, Liquid Alternative Fund (commencement of operations June 30, 2023), Multi-Asset Income Fund, and Multi-Asset Capital Stability Fund (twenty-five of the twenty-eight funds comprising the SEI Institutional Managed Trust (the Trust)), including the schedules of investments, as of September 30, 2023, the related statements of operations for the year then ended, except for the Liquid Alternative Fund for which the date is the period from June 30, 2023 to September 30, 2023, the statements of changes in net assets for each of the years in the two-year period then ended, except for the Liquid Alternative Fund for which the date is the period from June 30, 2023 to September 30, 2023, and the related notes (collectively, the financial statements) and the financial highlights for each of the years or periods in the five-year period then ended. We have also audited the accompanying consolidated statements of assets and liabilities of the Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund, and Multi-Asset Inflation Managed Fund (three of the twenty-eight funds comprising the Trust) (the twenty-eight funds collectively, the Funds), including the consolidated schedules of investments, as of September 30, 2023, the related consolidated statements of operations for the year then ended, the consolidated statements of changes in net assets for each of the years in the two-year period then ended, the consolidated statement of cash flows for the year then ended for the Multi-Asset Inflation Managed Fund, and the related notes (collectively, the consolidated financial statements) and the consolidated financial highlights for each of the years in the five-year period then ended. In our opinion, the financial statements and consolidated financial statements and financial highlights and consolidated financial highlights present fairly, in all material respects, the financial position of the Funds as of September 30, 2023, the results of their operations for the year or period then ended, the changes in their net assets for each of the years or periods in the two-year period then ended, the consolidated cash flows of the Multi-Asset Inflation Managed Fund for the year then ended, and the financial highlights and consolidated financial highlights for each of the years or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements and consolidated financial statements and financial highlights and consolidated financial highlights are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements and consolidated financial statements and financial highlights and consolidated financial highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

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We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and consolidated financial statements and financial highlights and consolidated financial highlights are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements and consolidated financial statements and financial highlights and consolidated financial highlights, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and consolidated financial statements and financial highlights and consolidated financial highlights. Such procedures also included confirmation of securities owned as of September 30, 2023, by correspondence with the custodians, transfer agent, agent banks, and brokers or by other appropriate auditing procedures when replies were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and consolidated financial statements and financial highlights and consolidated financial highlights. We believe that our audits provide a reasonable basis for our opinion.

/s/ KPMG LLP

We have served as the auditor of one or more SEI Funds investment companies since 2005.

Philadelphia, Pennsylvania

November 28, 2023

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445

Trustees and Officers of the Trust (Unaudited)

The following chart lists Trustees and Officers as of September 30, 2023.

Set forth below are the names, addresses, ages, position with the Trust, Term of Office and Length of Time Served, the principal occupations for the last five years, number of positions in fund complex overseen by trustee, and other directorships outside the fund complex of each of the persons currently serving as Trustees and Officers of the Trust. The Trust's Statement of Additional Information ("SAI") includes additional information about the Trustees and Officers. The SAI may be obtained without charge by calling 1-800-342-5734.

Name Address, and Age	Position(s) Held with Trusts	Term of Office and Length of Time Served1	Principal Occupation(s) During Past Five Years	Number of Portfolios in Fund Complex Overseen by Trustee 2	Other Directorships Held by Trustee
INTERESTED TRUSTEES
Robert A. Nesher One Freedom Valley Drive Oaks, PA 19456 77 yrs. old	Chairman of the Board of Trustees*	since 1989	Currently performs various services on behalf of SEI for which Mr. Nesher is compensated.	97	President and Director of SEI Structured Credit Fund, LP. Director of SEI Global Master Fund plc, SEI Global Assets Fund plc, SEI Global Investments Fund plc, SEI Investments—Global Funds Services, Limited, SEI Investments Global, Limited, SEI Investments (Europe) Ltd., SEI Multi-Strategy Funds PLC, SEI Global Nominee Ltd and SEI Investments—Unit Trust Management (UK) Limited. President, Director and Chief Executive Officer of SEI Alpha Strategy Portfolios, LP from 2007 to 2013. President, Chief Executive Officer and Trustee of SEI Liquid Asset Trust from 1989 to 2016. President, Chief Executive Officer and Trustee of SEI Insurance Products Trust from 2013 to 2020. Trustee of The KP Funds from 2013 to 2020. Vice Chairman of O'Connor EQUUS (closed-end investment company) from 2014 to 2016. Vice Chairman of Winton Series Trust from 2014 to 2017. Vice Chairman of The Advisors' Inner Circle Fund III and Winton Diversified Opportunities Fund (closed-end investment company) from 2014 to 2018. Vice Chairman of Gallery Trust from 2015 to 2018. Vice Chairman of Schroder Series Trust and Schroder Global Series Trust from 2017 to 2018. Trustee of The Advisors’ Inner Circle Fund, The Advisors’ Inner Circle Fund II, Bishop Street Funds, Frost Family of Funds and Catholic Responsible Investments Funds. President, Chief Executive Officer and Trustee of SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Tax Exempt Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust and SEI Exchange Traded Funds.
William M. Doran4 One Freedom Valley Drive Oaks, PA 19456 83 yrs. old	Trustee*	since 1986	Self-employed consultant since 2003. Partner, Morgan, Lewis & Bockius LLP (law firm) from 1976 to 2003). Counsel to the Trust, SEI Investments, SIMC, the Administrator and the Distributor.	97	Director of SEI Investments since 1985; Secretary of SEI Investments since 1978. Director of SEI Investments Distribution Co. since 2003. Director of SEI Investments—Global Funds Services, Limited, SEI Investments Global, Limited, SEI Investments (Europe), Limited, SEI Investments (Asia) Limited, SEI Global Nominee Ltd. and SEI Investments—Unit Trust Management (UK) Limited. Trustee of SEI Liquid Asset Trust from 1982 to 2016. Trustee of O'Connor EQUUS (closed-end investment company) from 2014 to 2016. Director of SEI Alpha Strategy Portfolios, LP from 2007 to 2013. Trustee of Winton Series Trust from 2014 to 2017. Trustee of The Advisors’ Inner Circle Fund and The Advisors’ Inner Circle Fund II from 1991 to 2018. Trustee of Bishop Street Funds from 2006 to 2018. Trustee of The KP Funds from 2013 to 2018. Trustee of Winton Diversified Opportunities Fund (closed-end investment company) from 2014 to 2018. Trustee of SEI Insurance Products Trust from 2013 to 2020. Trustee of Schroder Series Trust and Schroder Global Series Trust from 2017 to 2021. Trustee of The Advisors’ Inner Circle Fund III, Gallery Trust, Delaware Wilshire Private Markets Fund, Delaware Wilshire Private Markets Master Fund, Delaware Wilshire Private Markets Tender Fund, SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Tax Exempt Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust and SEI Exchange Traded Funds.

* Messrs. Nesher and Doran are Trustees who may be deemed as “interested” persons of the Trust as that term is defined in the 1940 Act by virtue of their affiliation with SIMC and the Trust’s Distributor.

1 Each trustee shall hold office during the lifetime of this Trust until the election and qualification of his or her successor, or until he or she sooner dies, resigns or is removed in accordance with the Trust’s Declaration of Trust.

2 The Fund Complex includes the following Trusts: SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Investments Trust, Adviser Managed Trust, SEI Institutional International Trust, SEI Institutional Managed Trust, SEI Tax Exempt Trust, SEI Catholic Values Trust, New Covenant Funds and SEI Exchange Traded Funds.

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Name Address, and Age	Position(s) Held with Trusts	Term of Office and Length of Time Served 1	Principal Occupation(s) During Past Five Years	Number of Portfolios in Fund Complex Overseen by Trustee 2	Other Directorships Held by Trustee
TRUSTEES
Nina Lesavoy One Freedom Valley Drive Oaks, PA 19456 66 yrs. old	Trustee	since 2003	Founder and Managing Director, Avec Capital (strategic fundraising firm) since 2008. Managing Director, Cue Capital (strategic fundraising firm) from March 2002-March 2008.	97	Director of SEI Alpha Strategy Portfolios, LP from 2007 to 2013. Trustee of SEI Liquid Asset Trust from 2003 to 2016. Trustee of SEI Insurance Products Trust from 2013 to 2020. Trustee/Director of SEI Structured Credit Fund, L.P., SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Tax Exempt Trust, New Covenant Funds, Adviser Managed Trust, SEI Catholic Values Trust and SEI Exchange Traded Funds.
James M. Williams One Freedom Valley Drive Oaks, PA 19456 75 yrs. old	Trustee	since 2004	Vice President and Chief Investment Officer, J. Paul Getty Trust, Non-Profit Foundation for Visual Arts, since December 2002. President, Harbor Capital Advisors and Harbor Mutual Funds, 2000-2002. Manager, Pension Asset Management, Ford Motor Company, 1997-1999.	97	Director of SEI Alpha Strategy Portfolios, LP from 2007 to 2013. Trustee of SEI Liquid Asset Trust from 2004 to 2016. Trustee of SEI Insurance Products Trust from 2013 to 2020. Trustee/Director of Ariel Mutual Funds, SEI Structured Credit Fund, LP, SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Tax Exempt Trust, New Covenant Funds, Adviser Managed Trust, SEI Catholic Values Trust and SEI Exchange Traded Funds.
Hubert L. Harris, Jr. One Freedom Valley Drive Oaks, PA 19456 80 yrs. old	Trustee	since 2008	Retired since December 2005. Owner of Harris Plantation, Inc. since 1995. Chief Executive Officer of Harris CAPM, a consulting asset and property management entity. Chief Executive Officer, INVESCO North America, August 2003-December 2005. Chief Executive Officer and Chair of the Board of Directors, AMVESCAP Retirement, Inc., January 1998- August 2005.	97	Director of AMVESCAP PLC from 1993-2004. Served as a director of a bank holding company, 2003-2009. Director, Aaron’s Inc., 2012-present. Member of the Board of Councilors of the Carter Center (nonprofit corporation) and served on the boards of other non-profit organizations. Director of SEI Alpha Strategy Portfolios, LP from 2008 to 2013. Trustee of SEI Liquid Asset Trust from 2008 to 2016. Trustee of SEI Insurance Products Trust from 2013 to 2020. Trustee of SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Tax Exempt Trust, New Covenant Funds, Adviser Managed Trust, SEI Catholic Values Trust and SEI Exchange Traded Funds.
Susan C. Cote One Freedom Valley Drive Oaks, PA 19456 68 years old	Trustee	since 2016	Retired since July 2015. Treasurer and Chair of Finance, Investment and Audit Committee of the New York Women's Foundation from 2012 to 2017. Member of the Ernst & Young LLP Retirement Investment Committee, 2009-2015. Global Asset Management Assurance Leader, Ernst & Young LLP from 2006-2015. Partner, Ernst & Young LLP from 1997-2015. Americas Director of Asset Management, Ernst & Young LLP from 2006-2013. Prudential, 1983-1997.	97	Trustee of SEI Insurance Products Trust from 2015 to 2020. Trustee/Director of SEI Structured Credit Fund, LP, SEI Tax Exempt Trust, SEI Daily Income Trust, SEI Institutional International Trust, SEI Institutional Managed Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, New Covenant Funds, Adviser Managed Trust, SEI Catholic Values Trust and SEI Exchange Traded Funds.
James B. Taylor One Freedom Valley Drive Oaks, PA 19456 72 years old	Trustee	since 2018	Retired since December 2017. Chief Investment Officer at Georgia Tech Foundation from 2008 to 2017. Chief Investment Officer at Delta Air Lines from 1983 to 2007. Member of the Investment Committee of Institute of Electrical and Electronic Engineers from 1999 to 2004. President, Vice President and Treasurer for Southern Benefits Conference from 1998 to 2000.	97	Trustee of SEI Insurance Products Trust from 2018 to 2020. Trustee of SEI Daily Income Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Asset Allocation Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust and SEI Exchange Traded Funds.
Christine Reynolds One Freedom Valley Drive Oaks, PA 19456 64 years old	Trustee	since 2019	Retired since December 2016. Executive Vice President, Fidelity Investments from 2014-2016. President, Fidelity Pricing and Cash Management Services and Chief Financial Officer of Fidelity Funds from 2008-2014. Chief Operating Officer, Fidelity Pricing and Cash Management Services from 2007-2008. President and Treasurer, Fidelity Funds from 2004-2007. Anti-Money Laundering Officer, Fidelity Funds in 2004. Executive Vice President, Fidelity Funds from 2002-2004. Audit Partner, PricewaterhouseCoopers from 1992-2002.	97	Trustee of SEI Insurance Products Trust from 2019 to 2020. Trustee of SEI Daily Income Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Asset Allocation Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust and SEI Exchange Traded Funds.
Thomas Melendez One Freedom Valley Drive Oaks, PA 19456 63 years old	Trustee	since 2021	Retired since 2019. Investment Officer and Institutional Equity Portfolio Manager at MFS Investment Management from 2002 to 2019. Director of Emerging Markets Group, General Manager of Operations in Argentina and Portfolio Manager for Latin America at Schroders Investment Management from 1994 to 2002.	91	Trustee of Boston Children’s Hospital, The Partnership Inc. and Brae Burn Country Club (non-profit organizations). Trustee of SEI Daily Income Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Asset Allocation Trust, SEI Exchange Traded Funds and Adviser Managed Trust. Independent Consultant of New Covenant Funds and SEI Catholic Values Trust.

1 Each trustee shall hold office during the lifetime of this Trust until the election and qualification of his or her successor, or until he or she sooner dies, resigns or is removed in accordance with the Trust’s Declaration of Trust.

2 The Fund Complex includes the following Trusts: SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Investments Trust, Adviser Managed Trust, SEI Institutional International Trust, SEI Institutional Managed Trust, SEI Tax Exempt Trust, Catholic Values Trust, New Covenant Funds and SEI Exchange Traded Funds.

SEI Institutional Managed Trust

447

Trustees and Officers of the Trust (Unaudited) (Concluded)

Name Address, and Age	Position(s) Held with Trusts	Term of Office and Length of Time Served1	Principal Occupation(s) During Past Five Years2	Number of Portfolios in Fund Complex Overseen by Trustee	Other Directorships Held by Trustee
OFFICERS
Robert A. Nesher One Freedom Valley Drive Oaks, PA 19456 77 yrs. old	President and CEO	since 2005	Currently performs various services on behalf of SEI for which Mr. Nesher is compensated.	N/A	N/A
Glenn R. Kurdziel One Freedom Valley Drive Oaks, PA 19456 49 yrs. old	Controller and Chief Financial Officer	since 2023	Controller and Chief Financial Officer of SEI Daily Income Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust and SEI Exchange Traded Funds since August 2023. Assistant Controller of SEI Daily Income Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, Adviser Managed Trust, New Covenant Funds and SEI Catholic Values Trust from 2017 to 2023. Assistant Controller of SEI Exchange Traded Funds from 2022 to 2023. Senior Manager, Funds Accounting, SEI Investments Global Funds Services from 2005-2023.	N/A	N/A
Stephen Panner One Freedom Valley Drive Oaks, PA 19456 53 yrs. old	Chief Compliance Officer	since 2022	Chief Compliance Officer of SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Investments Trust, SEI Institutional International Trust, SEI Institutional Managed Trust, SEI Tax Exempt Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust, SEI Exchange Traded Funds, SEI Structured Credit Fund, L.P., The Advisors' Inner Circle Fund, The Advisors' Inner Circle Fund II, The Advisors' Inner Circle Fund III, Bishop Street Funds, Frost Family of Funds, Gallery Trust, Delaware Wilshire Private Markets Fund, Delaware Wilshire Private Markets Master Fund, Delaware Wilshire Private Markets Tender Fund and Catholic Responsible Investments Funds since September 2022. Fund Compliance Officer of SEI Investments Company from February 2011 to September 2022. Fund Accounting Director and CFO and Controller for the SEI Funds from July 2005 to February 2011.	N/A	N/A
Timothy D. Barto One Freedom Valley Drive Oaks, PA 19456 55 yrs. old	Vice President and Secretary	since 2002	Vice President and Secretary of SEI Institutional Transfer Agent, Inc. since 2009. General Counsel and Secretary of SIMC since 2004. Vice President of SIMC and the Administrator since 1999. Vice President and Assistant Secretary of SEI since 2001.	N/A	N/A
David F. McCann One Freedom Valley Drive, Oaks, PA 19456 47 yrs. old	Vice President and Assistant Secretary	since 2009	General Counsel and Secretary of SEI Institutional Transfer Agent, Inc. since 2020. Vice President and Assistant Secretary of SEI Institutional Transfer Agent, Inc. from 2009-2020. Vice President and Assistant Secretary of SIMC since 2008. Attorney, Drinker Biddle & Reath, LLP (law firm), May 2005 - October 2008.	N/A	N/A
Katherine Mason One Freedom Valley Drive Oaks, PA 19456 43 yrs. Old	Vice President and Assistant Secretary	since 2022	Consulting Attorney, Hirtle, Callaghan & Co. from October 2021 – June 2022. Attorney, Stradley Ronon Stevens & Young from September 2007 – July 2012.	N/A	N/A
Stephen G. MacRae One Freedom Valley Drive, Oaks, PA 19456 55 yrs. old	Vice President	since 2012	Director of Global Investment Product Management since January 2004.	N/A	N/A
Donald Duncan One Freedom Valley Drive Oaks, PA 19456 59 yrs. old	Anti-Money Laundering Compliance Officer and Privacy Officer	since 2023	Anti-Money Laundering Compliance Officer and Privacy Officer of SEI Asset Allocation Trust, SEI Institutional International Trust, SEI Institutional Investments Trust, SEI Institutional Managed Trust, SEI Tax Exempt Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust, SEI Exchange Traded Funds since 2023. Chief Compliance Officer and Global Head of Anti-Money Laundering Strategy of SEI Investments Company since January 2023. Head of Global Anti-Money Laundering Program for Hamilton Lane Advisors, LLC from August 2021 until December 2022. Senior VP and Supervising Principal of Hamilton Lane Securities, LLC from June 2016 to August 2021. Senior Director at AXA-Equitable from June 2011 until May 2016. Senior Director at PRUCO Securities, a subsidiary of Prudential Financial, Inc. from October 2005 until December 2009.	N/A	N/A

1 Each trustee shall hold office during the lifetime of this Trust until the election and qualification of his or her successor, or until he or she sooner dies, resigns or is removed in accordance with the Trust’s Declaration of Trust.

448

SEI Institutional Managed Trust

2 The Fund Complex includes the following Trusts: SEI Asset Allocation Trust, SEI Daily Income Trust, SEI Institutional Investments Trust, Adviser Managed Trust, SEI Institutional International Trust, SEI Institutional Managed Trust, SEI Tax Exempt Trust, SEI Catholic Values Trust, New Covenant Funds and SEI Exchange Traded Funds.

SEI Institutional Managed Trust

449

Disclosure of Fund Expenses (Unaudited)

September 30, 2023

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 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,023.30		0.89	%	$	4.51
Class Y Shares		1,000.00		1,025.30		0.64			3.25
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.61		0.89	%	$	4.51
Class Y Shares		1,000.00		1,021.85		0.64			3.25
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	993.20		0.89	%	$	4.45
Class I Shares		1,000.00		991.90		1.11			5.54
Class Y Shares		1,000.00		994.40		0.64			3.20
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.61		0.89	%	$	4.51
Class I Shares		1,000.00		1,019.52		1.11			5.62
Class Y Shares		1,000.00		1,021.86		0.64			3.24

	Beginning Account Value 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,093.60		0.89	%	$	4.67
Class I Shares		1,000.00		1,092.50		1.11			5.81
Class Y Shares		1,000.00		1,095.10		0.64			3.36
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.61		0.89	%	$	4.51
Class I Shares		1,000.00		1,019.52		1.11			5.61
Class Y Shares		1,000.00		1,021.86		0.64			3.25
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,050.80		0.25	%	$	1.29
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.82		0.25	%	$	1.27

450

SEI Institutional Managed Trust

	Beginning Account Value 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,019.10		0.89	%	$	4.50
Class Y Shares		1,000.00		1,020.30		0.64			3.24
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.61		0.89	%	$	4.51
Class Y Shares		1,000.00		1,021.86		0.64			3.24
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,050.60		0.25	%	$	1.29
Class I Shares		1,000.00		1,048.50		0.65			3.34
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.81		0.25	%	$	1.27
Class I Shares		1,000.00		1,021.82		0.65			3.29
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,008.00		1.14	%	$	5.74
Class Y Shares		1,000.00		1,010.00		0.89			4.48
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.35		1.14	%	$	5.77
Class Y Shares		1,000.00		1,020.61		0.89			4.51
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,025.20		1.14	%	$	5.79
Class I Shares		1,000.00		1,023.30		1.36			6.90
Class Y Shares		1,000.00		1,026.00		0.89			4.52
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.35		1.14	%	$	5.77
Class I Shares		1,000.00		1,018.25		1.36			6.88
Class Y Shares		1,000.00		1,020.61		0.89			4.51
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	980.40		1.11	%	$	5.51
Class I Shares		1,000.00		979.20		1.35			6.72
Class Y Shares		1,000.00		981.80		0.86			4.27
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.50		1.11	%	$	5.62
Class I Shares		1,000.00		1,018.28		1.35			6.85
Class Y Shares		1,000.00		1,020.76		0.86			4.35
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	995.70		1.11	%	$	5.55
Class Y Shares		1,000.00		996.80		0.89			4.46
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.50		1.11	%	$	5.62
Class Y Shares		1,000.00		1,020.61		0.89			4.51

	Beginning Account Value 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,000.30		0.98	%	$	4.91
Class I Shares		1,000.00		999.10		1.20			6.01
Class Y Shares		1,000.00		1,001.50		0.73			3.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.16		0.98	%	$	4.96
Class I Shares		1,000.00		1,019.05		1.20			6.07
Class Y Shares		1,000.00		1,021.41		0.73			3.70
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	977.50		0.90	%	$	4.46
Class I Shares		1,000.00		976.20		1.15			5.70
Class Y Shares		1,000.00		978.70		0.65			3.22
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.56		0.90	%	$	4.56
Class I Shares		1,000.00		1,019.30		1.15			5.82
Class Y Shares		1,000.00		1,021.81		0.65			3.29
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	993.80		1.11	%	$	5.55
Class I Shares		1,000.00		993.70		1.36			6.78
Class Y Shares		1,000.00		995.90		0.86			4.30
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.50		1.11	%	$	5.62
Class I Shares		1,000.00		1,018.26		1.36			6.87
Class Y Shares		1,000.00		1,020.76		0.86			4.36
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	997.50		1.00	%	$	5.01
Class Y Shares		1,000.00		998.30		0.75			3.76
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.06		1.00	%	$	5.06
Class Y Shares		1,000.00		1,021.31		0.75			3.80
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,002.90		1.11	%	$	5.57
Class Y Shares		1,000.00		1,003.90		0.86			4.32
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.50		1.11	%	$	5.62
Class Y Shares		1,000.00		1,020.76		0.86			4.36
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	966.30		1.14	%	$	5.62
Class I Shares		1,000.00		965.70		1.36			6.70
Class Y Shares		1,000.00		967.70		0.89			4.39
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.35		1.14	%	$	5.77
Class I Shares		1,000.00		1,018.25		1.36			6.88
Class Y Shares		1,000.00		1,020.61		0.89			4.51

SEI Institutional Managed Trust

451

Disclosure of Fund Expenses (Unaudited) (Concluded)

September 30, 2023

	Beginning Account Value 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	954.70		0.66	%	$	3.23
Class I Shares		1,000.00		953.60		0.88			4.31
Class Y Shares		1,000.00		956.00		0.41			2.02
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.76		0.66	%	$	3.35
Class I Shares		1,000.00		1,020.66		0.88			4.46
Class Y Shares		1,000.00		1,023.00		0.41			2.09
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,035.00		0.89	%	$	4.54
Class I Shares		1,000.00		1,033.60		1.04			5.29
Class Y Shares		1,000.00		1,036.30		0.64			3.27
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.61		0.89	%	$	4.51
Class I Shares		1,000.00		1,019.86		1.04			5.26
Class Y Shares		1,000.00		1,021.86		0.64			3.25
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,025.50		0.30	%	$	1.52
Class Y Shares		1,000.00		1,026.20		0.20			1.02
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.56		0.30	%	$	1.52
Class Y Shares		1,000.00		1,024.07		0.20			1.01
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,015.70		0.30	%	$	1.52
Class Y Shares		1,000.00		1,015.20		0.20			1.01
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.56		0.30	%	$	1.52
Class Y Shares		1,000.00		1,024.07		0.20			1.01
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	990.90		0.45	%	$	2.25
Class Y Shares		1,000.00		991.50		0.35			1.75
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.81		0.45	%	$	2.28
Class Y Shares		1,000.00		1,023.31		0.35			1.78

	Beginning Account Value 4/1/23		Ending Account Value 9/30/23		Annualized Expense Ratios			Expenses Paid During Period *
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,037.70		0.75	%	$	3.83
Class Y Shares		1,000.00		1,038.40		0.50			2.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.31		0.75	%	$	3.80
Class Y Shares		1,000.00		1,022.56		0.50			2.54
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,016.30		1.28	%	$	6.47
Class Y Shares		1,000.00		1,018.50		1.04			5.26
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,018.65		1.28	%	$	6.48
Class Y Shares		1,000.00		1,019.85		1.04			5.27
Liquid Alternative Fund1
Actual Fund Return
Class F Shares	$	1,000.00	$	1,016.00		1.04	%	$	2.62	1
Class Y Shares		1,000.00		1,016.00		0.80			2.02	1
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.85		1.04	%	$	5.27
Class Y Shares		1,000.00		1,021.05		0.80			4.06
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	954.20		1.17	%	$	5.73
Class Y Shares		1,000.00		954.60		0.92			4.51
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20		1.17	%	$	5.92
Class Y Shares		1,000.00		1,020.46		0.92			4.66
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	999.30		0.80	%	$	4.01
Class Y Shares		1,000.00		999.80		0.70			3.51
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.06		0.80	%	$	4.05
Class Y Shares		1,000.00		1,021.56		0.70			3.55
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,001.30		1.96	%	$	9.83
Class Y Shares		1,000.00		1,002.50		1.71			8.58
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,015.24		1.96	%	$	9.90
Class Y Shares		1,000.00		1,016.50		1.71			8.64
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,012.10		0.62	%	$	3.13
Class Y Shares		1,000.00		1,013.10		0.52			2.62
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.96		0.62	%	$	3.14
Class Y Shares		1,000.00		1,022.46		0.52			2.64

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 183/365 (to reflect the one-half year period shown).

(1) Commenced operations on June 30, 2023. Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 92/365 (to reflect since inception).

452

SEI Institutional Managed Trust

Review of the Liquidity Risk Management Program (Unaudited)

September 30, 2023

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 20-22, 2023, 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 remains reasonably designed to assess and manage each Fund’s liquidity risk and that the Program adequately and effectively managed each Fund’s liquidity risk during the 2022 calendar year. The SIMC Liquidity Risk Oversight Committee also reported that with respect to the Trust there were no reportable liquidity events during the period. The SIMC Liquidity Risk Oversight Committee noted that additional monitoring processes have been implemented.

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.

SEI Institutional Managed Trust

453

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 or renew 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 or any proposed new 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 or renew 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.

At the March 20-22, 2023 meeting of the Board, the Trustees, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement for the Funds. Also, each Sub-Advisory Agreement was either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at meetings of the Board held during the course of the Trust’s fiscal year on December 5-7, 2022, January 25, 2023, March 20-22, 2023, June 12-14, 2023 and September 11-13, 2023. Additionally, at the March 20-22, 2023 meeting, the Board approved an amended fee schedule to the Advisory Agreement and a new Sub-Advisory Agreement for a new series of the Trust, the Liquid Alternative Fund. 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, as applicable.

Specifically, during the course of the Trust’s fiscal year, the Board requested and received written materials from SIMC and the Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges or proposes to charge the Funds and the level of the sub-advisory fees that SIMC pays or proposes to pay the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged or proposed to be charged by SIMC and the Funds’ overall or estimated fees and

454

SEI Institutional Managed Trust

operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data that was engaged to prepare an assessment of the Funds in connection with the renewal or approval of the Investment Advisory Agreements (the “Broadridge Report”); (vii) the level or estimated 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’ (with the exception of the Liquid Alternative Fund) performance over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

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 or proposed to be provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated or proposed to be 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 or proposed to be provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated or proposed to be dedicated to the Funds were sufficient to support the approval or 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 or proposed to be 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’ (with the exception of the Liquid Alternative Fund) 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 the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds 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 the approval or renewal of the Sub-Advisory Agreement.

With respect to the Liquid Alternative Fund, because the Fund was new and had not commenced operations, it did not yet have an investment performance record to evaluate when approving the Advisory Agreement and Sub-Advisory Agreement, though the Board noted that SIMC has operated a substantially identical public fund in the European and Asian markets since 2015.

Fees. With respect to the Funds’ expenses or estimated 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 (with the exception of the Liquid Alternative Fund), 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. With respect to the Liquid Alternative Fund, the Trustees also considered a Broadridge Report, which included various metrics related to the estimated fund expenses, including, but not limited to the proposed contractual management fee as compared to a universe of comparable funds. Based on the materials considered and discussion at the meetings, the Trustees further determined that the fees or estimated 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

SEI Institutional Managed Trust

455

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

applicable cap and concluded that SIMC, through waivers, has maintained or would maintain 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 or estimated to be 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 or would realize other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements. When considering fees paid or estimated to be paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated or would be compensated by SIMC and not by the Funds directly, and that such compensation with respect to any unaffiliated Sub-Adviser reflects or would reflect an arms-length negotiation between the Sub-Adviser and SIMC. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses or estimated expenses of the Funds are reasonable and supported the approval or renewal of the Investment Advisory Agreements. The Board also considered whether the Sub-Advisers and their affiliates may have realized or might realize 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 or estimated to flow to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels or estimated 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 or would reflect 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 or proposed to be paid to the Sub-Adviser have or would 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 or estimated profitability of each of SIMC and the Sub-Advisers is reasonable and supported the approval or 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 (or, in the case of the Liquid Alternative Fund, could be realized) by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along (or, in the case of the Liquid Alternative Fund, could be 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.

456

SEI Institutional Managed Trust

Notice to Shareholders (Unaudited)

%For shareholders who do not have a September 30, 2023, taxable year end, this notice is for informational purposes only. For shareholders with a September 30, 2023, taxable year end, please consult your tax adviser as to the pertinence of this notice.

For the fiscal year ended September 30, 2023, the Funds are designating long term and qualifying dividend income with regard to distributions paid during the year as follows:

	(A)Return of Capital(Tax Basis)		(B) Long Term Capital Gains Distributions (Tax Basis)		(C)OrdinaryIncomeDistributions(Tax Basis)		(D)Tax-Exempt Income Distribution(Tax Basis)		TotalDistributions(Tax Basis)		(E)DividendsQualifyingfor CorporateDividends Rec.Deduction (1)
Large Cap Fund		0.00%		92.64%		7.36%		0.00%		100.00%		100.00%
Large Cap Value Fund		0.00%		70.50%		29.50%		0.00%		100.00%		80.90%
Large Cap Growth Fund		0.00%		99.99%		0.01%		0.00%		100.00%		100.00%
Large Cap Index Fund		0.00%		0.00%		100.00%		0.00%		100.00%		75.94%
Tax-Managed Large Cap Fund		0.00%		83.29%		16.71%		0.00%		100.00%		100.00%
S&P 500 Index Fund		0.00%		85.03%		14.97%		0.00%		100.00%		100.00%
Small Cap Fund		0.00%		64.20%		35.80%		0.00%		100.00%		100.00%
Small Cap Value Fund		0.00%		78.12%		21.88%		0.00%		100.00%		84.37%
Small Cap Growth Fund		0.00%		0.00%		100.00%		0.00%		100.00%		100.00%
Tax-Managed Small/Mid Cap Fund		0.00%		42.19%		57.81%		0.00%		100.00%		100.00%
Mid-Cap Fund		0.00%		0.00%		100.00%		0.00%		100.00%		100.00%
U.S. Managed Volatility Fund		0.00%		82.96%		17.04%		0.00%		100.00%		100.00%
Global Managed Volatility Fund		0.00%		46.61%		53.39%		0.00%		100.00%		29.76%
Tax-Managed Managed Volatility Fund		0.00%		85.27%		14.73%		0.00%		100.00%		100.00%
Tax-Managed International Managed   Volatility Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.00%
Real Estate Fund *		0.00%		55.24%		44.76%		0.00%		100.00%		0.00%
Core Fixed Income Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.00%
High Yield Bond Fund		10.15%		0.00%		89.85%		0.00%		100.00%		0.00%
Conservative Income Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.00%
Tax-Free Conservative Income Fund		0.00%		0.00%		0.00%		100.00%		100.00%		0.00%
Real Return Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.00%
Dynamic Asset Allocation Fund		0.00%		73.97%		26.03%		0.00%		100.00%		52.58%
Multi-Strategy Alternative Fund		0.00%		0.00%		100.00%		0.00%		100.00%		2.60%
Liquid Alternative Fund		0.00%		0.00%		0.00%		0.00%		0.00%		0.00%
Multi-Asset Accumulation Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.92%
Multi-Asset Income Fund		0.00%		0.00%		100.00%		0.00%		100.00%		1.63%
Multi-Asset Inflation Managed Fund		0.00%		0.00%		100.00%		0.00%		100.00%		0.00%
Multi-Asset Capital Stability Fund		0.00%		0.00%		100.00%		0.00%		100.00%		4.74%

SEI Institutional Managed Trust

457

Notice to Shareholders (Unaudited) (Concluded)

	(F) Qualifying Dividend Income (15% Tax Rate for QDI) (2)		U.S. Government Interest (3)		InterestRelatedDividends (4)		Short-TermCapital GainDividends (5)		Qualifying Business Income (6)
Large Cap Fund		100.00%		0.00%		0.00%		0.00%		0.00%
Large Cap Value Fund		100.00%		0.00%		0.03%		100.00%		0.00%
Large Cap Growth Fund		100.00%		0.00%		0.00%		0.00%		0.00%
Large Cap Index Fund		93.15%		0.00%		0.12%		0.00%		5.31%
Tax-Managed Large Cap Fund		73.61%		0.00%		0.00%		0.00%		2.29%
S&P 500 Index Fund		75.21%		0.00%		0.00%		0.00%		4.27%
Small Cap Fund		40.80%		0.00%		0.00%		0.00%		5.14%
Small Cap Value Fund		90.41%		0.00%		0.00%		0.00%		16.82%
Small Cap Growth Fund		100.00%		0.00%		0.00%		0.00%		0.00%
Tax-Managed Small/Mid Cap Fund		77.78%		0.00%		0.00%		0.00%		12.49%
Mid-Cap Fund		100.00%		0.00%		0.00%		0.00%		0.00%
U.S. Managed Volatility Fund		100.00%		0.00%		0.00%		100.00%		0.00%
Global Managed Volatility Fund		57.52%		0.00%		0.00%		0.00%		0.00%
Tax-Managed Managed Volatility Fund		100.00%		0.00%		0.00%		0.00%		0.00%
Tax-Managed International Managed Volatility Fund		12.94%		0.00%		0.00%		0.00%		0.00%
Real Estate Fund *		0.00%		0.00%		0.00%		100.00%		63.05%
Core Fixed Income Fund		0.00%		21.68%		0.00%		0.00%		0.00%
High Yield Bond Fund		0.00%		0.00%		78.87%		0.00%		0.00%
Conservative Income Fund		0.00%		1.08%		99.81%		100.00%		0.00%
Tax-Free Conservative Income Fund		0.00%		0.00%		0.00%		0.00%		0.00%
Real Return Fund		0.00%		0.00%		0.00%		100.00%		0.00%
Dynamic Asset Allocation Fund		54.35%		0.00%		0.00%		100.00%		1.40%
Multi-Strategy Alternative Fund		2.74%		3.51%		56.57%		0.00%		0.32%
Liquid Alternative Fund		0.00%		0.00%		0.00%		0.00%		0.00%
Multi-Asset Accumulation Fund`		3.20%		15.42%		40.14%		0.00%		0.02%
Multi-Asset Income Fund		1.69%		0.00%		20.17%		0.00%		0.00%
Multi-Asset Inflation Managed Fund		5.29%		0.00%		36.61%		0.00%		0.48%
Multi-Asset Capital Stability Fund		7.16%		31.20%		70.82%		0.00%		0.16%

The Funds intend to pass through foreign tax credit to shareholders. For the fiscal year ended September 30, 2023, the amount of foreign source income and foreign tax credit are as follows ($ Thousands):

Fund	Foreign Source Income		Foreign Tax Credit Pass Through
Tax-Managed International Managed Volatility Fund		10,219		1,149

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction.

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” is reflected as a percentage of “Ordinary Income Distributions.” It is the intention of each of the aforementioned funds to designate the maximum amount permitted by the law. The information reported herein may differ from the information and distributions taxable to the shareholders for the calendar year ending December 31, 2023. Complete information will be computed and reported in conjunction with your 2023 Form 1099-DIV.

(3) “U.S. Government Interest” represents the amount of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected as a percentage of total ordinary income distributions (the total of short term capital gain and net investment income distributions). Generally, interest from direct U.S. Government obligations is exempt from state income tax. However, for shareholders of the SEI Institutional Trust, who are residents of California, Connecticut and New York, the statutory threshold requirements were not satisfied to permit exemption of these amounts from state income.

458

SEI Institutional Managed Trust

(4) The percentage in this column represents the amount of “Interest Related Dividend” is reflected as a percentage of ordinary income distribution. Interest related dividends are exempted from U.S. withholding tax when paid to foreign investors.

(5) The percentage in this column represents the amount of “Short Term Capital Gain Dividend” is reflected as a percentage of short term capital gain distribution that is exempted from U.S. withholding tax when paid to foreign investors.

(6) The percentage in this column represents the amount of ordinary dividend income that qualified for 20% Business Income Deduction.

Items (A) and (B) are based on the percentage of each Fund’s total distribution.

Items (C), (D) and (E) are based on the percentage of ordinary income distributions of each Fund.

Item (F) is based on the percentage of gross income of each Fund.

* Data as of December 31, 2022.

Please consult your tax adviser for proper treatment of this information. This notification should be kept with your permanent tax records.

SEI Institutional Managed Trust

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SEI Institutional Managed Trust / Annual Report / September 30, 2023

Trustees

Robert A. Nesher, Chairman

William M. Doran

Nina Lesavoy

James M. Williams

Hubert L. Harris, Jr.

Susan C. Cote

James B. Taylor

Christine Reynolds

Thomas Melendez

Officers

Robert A. Nesher

President and Chief Executive Officer

Glenn R. Kurdziel

Controller and Chief Financial Officer

Stephen Panner

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

David F. McCann

Vice President, Assistant Secretary

Katherine Mason

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Donald Duncan

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-087 (9/23)

Item 2. Code of Ethics.

The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer, or controller, or persons performing similar functions.

Item 3. Audit Committee Financial Expert.

(a) (1) The Registrant’s Board of Trustees has determined that the Registrant has two audit committee financial experts serving on the audit committee.

(a) (2) The audit committee financial experts are Susan C. Cote and Hubert L. Harris, Jr. Ms. Cote and Mr. Harris are independent as defined in Form N-CSR Item 3 (a) (2).

Item 4. Principal Accountant Fees and Services.

Fees billed by KPMG LLP (“KPMG”) related to the Registrant.

KPMG billed the Registrant aggregate fees for services rendered to the Registrant for the fiscal years 2023 and 2022 as follows:

		Fiscal Year 2023			Fiscal Year 2022
		All fees and services to the Registrant that were pre-approved	All fees and services to service affiliates that were pre-approved	All other fees and services to service affiliates that did not require pre-approval	All fees and services to the Registrant that were pre-approved	All fees and services to service affiliates that were pre-approved	All other fees and services to service affiliates that did not require pre-approval
(a)	Audit Fees(1)	$1,090,060	$0	N/A	$1,035,060	$0	N/A
(b)	Audit-Related Fees	$0	$0	$0	$0	$0	$0
(c)	Tax Fees	$0	$0	$0	$0	$0	$0
(d)	All Other Fees(2)	$0	$354,196	$0	$0	$332,500	$0

Notes:

(1) Audit fees include amounts related to the audit of the Registrant’s annual financial statements and services normally provided by the accountant in connection with statutory and regulatory filings.

(2) See Item 4(g) for a description of the services comprising the fees disclosed under this category.

(e)(1) The Registrant’s Audit Committee has adopted and the Board of Trustees has ratified an Audit and Non-Audit Services Pre-Approval Policy (the “Policy”), which sets forth the procedures and the conditions pursuant to which services proposed to be performed by the independent auditor of the Registrant may be pre-approved. In any instance where services require pre-approval, the Audit Committee will consider whether such services are consistent with SEC’s rules on auditor independence and whether the provision of such services would compromise the auditor’s independence.

The Policy provides that all requests or applications for proposed services to be provided by the independent auditor must be submitted to the Registrant’s Chief Financial Officer (“CFO”) and must include a detailed description of the services proposed to be rendered. The CFO will determine whether such services: (1) require specific pre-approval; (2) are included within the list of services that have received the general pre-approval of the Audit Committee pursuant to the Policy; or (3) have been previously pre-approved in connection with the independent auditor’s annual engagement letter for the applicable year or otherwise.

Requests or applications to provide services that require specific pre-approval by the Audit Committee will be submitted to the Audit Committee by the CFO. The Audit Committee has delegated specific pre-approval authority to either the Audit Committee Chair or financial experts, provided that the estimated fee for any such proposed pre-approved service does not exceed $100,000 and any pre-approval decisions are reported to the Audit Committee at its next regularly scheduled meeting.

Services that have received the general pre-approval of the Audit Committee are identified and described in the Policy. In addition, the Policy sets forth a maximum fee per engagement with respect to each identified service that has received general pre-approval. The Audit Committee will annually review and pre-approve the services that may be provided by the independent auditor during the following twelve months without obtaining specific pre-approval from the Audit Committee.

The Audit Committee will be informed by the CFO on a quarterly basis of all services rendered by the independent auditor.

All services to be provided by the independent auditor shall be provided pursuant to a signed written engagement letter with the Registrant, the investment advisor or applicable control affiliate (except that matters as to which an engagement letter would be impractical because of timing issues or because the matter is small may not be the subject of an engagement letter) that sets forth both the services to be provided by the independent auditor and the total fees (or the manner of their determination) to be paid to the independent auditor for those services.

In addition, the Audit Committee has determined to take additional measures on an annual basis to meet its responsibility to oversee the work of the independent auditor and to assure the auditor's independence from the Registrant, such as reviewing a formal written statement from the independent auditor delineating all relationships between the independent auditor and the Registrant, and discussing with the independent auditor its methods and procedures for ensuring independence.

(e)(2) Percentage of fees billed applicable to non-audit services pursuant to waiver of pre-approval requirement were as follows:

	Fiscal 2023	Fiscal 2022
Audit-Related Fees	0%	0%
Tax Fees	0%	0%
All Other Fees	0%	0%

 (f) Not Applicable.

(g)(1) The aggregate non-audit fees and services billed by KPMG for the fiscal years 2023 and 2022 were $354,196 and $332,500, respectively. Non-audit fees consist of a SSAE No. 16 review of fund accounting and administration operations and an attestation report in accordance with Rule 17Ad-13.

(h) During the past fiscal year, the Registrant’s principal accountant provided certain non-audit services to the Registrant’s investment adviser or to entities controlling, controlled by, or under common control with the Registrant’s investment adviser that provide ongoing services to the Registrant that were not subject to pre-approval pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X. The Audit Committee of the Registrant’s Board of Trustees reviewed and considered these non-audit services provided by the Registrant’s principal accountant to the Registrant’s affiliates, including whether the provision of these non-audit services is compatible with maintaining the principal accountant’s independence.

(i) Not Applicable.

(j) Not Applicable.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

Included in Item 1.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees (the “Board”). The Registrant has a standing Governance Committee (the "Committee") currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Board. Pursuant to the Committee's Charter, adopted on June 18, 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11. Controls and Procedures.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the 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) Code of Ethics attached hereto.

(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: December 8, 2023

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: December 8, 2023
By	/s/ Glenn Kurdziel
	Glenn Kurdziel
	Controller & CFO
Date: December 8, 2023

EX-99.CODE ETH

SEI TAX EXEMPT TRUST

SEI DAILY INCOME TRUST

SEI INSTITUTIONAL MANAGED TRUST

SEI INSTITUTIONAL INTERNATIONAL TRUST

SEI ASSET ALLOCATION TRUST

SEI INSTITUTIONAL INVESTMENTS TRUST

ADVISER MANAGED TRUST

NEW COVENANT FUNDS

SEI CATHOLIC VALUES TRUST

SEI EXCHANGE TRADED FUNDS

SEI CAYMAN FOREIGN CORPORATIONS

Financial Officer Code of Ethics

1. Introduction

The reputation and integrity of SEI Tax Exempt Trust, SEI Daily Income Trust, SEI Institutional Managed Trust, SEI Institutional International Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, Adviser Managed Trust, New Covenant Funds, SEI Catholic Values Trust, SEI Exchange Traded Funds and SEI Cayman Foreign Corporations (each a “Trust” and, collectively, the “Trusts”) are valuable assets that are vital to the each Trust’s success. The Trusts’ senior financial officers (“SFOs”) are responsible for conducting the Trusts’ business in a manner that demonstrates a commitment to the highest standards of integrity. The Trusts’ SFOs include the principal executive officer, the principal financial officer, comptroller or principal accounting officer, and any person who performs a similar function.

The Sarbanes-Oxley Act of 2002 (the “Act”) effected sweeping corporate disclosure and financial reporting reform on public companies, including mutual funds, to address corporate malfeasance and assure investors that the companies in which they invest are accurately and completely disclosing financial information. Under the Act, all public companies (including the Trusts) must either have a code of ethics for their SFOs, or disclose why they do not. The Act was intended to foster corporate environments which encourage employees to question and report unethical and potentially illegal business practices. Each Trust has chosen to adopt this Financial Officer Code of Ethics (the “Code”) to encourage its SFOs to act in a manner consistent with the highest principles of ethical conduct.

2. Purposes of the Code

The purposes of this Code are:

To promote honest and ethical conduct by each Trust’s SFOs, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

To assist each Trust’s SFOs in recognizing and avoiding conflicts of interest, including disclosing to an appropriate person any material transaction or relationship that reasonably could be expected to give rise to such a conflict;

To promote full, fair, accurate, timely, and understandable disclosure in reports and documents that the Trusts file with, or submit to, the SEC and in other public communications made by the Trusts;

To promote compliance with applicable laws, rules and regulations;

To encourage the prompt internal reporting to an appropriate person of violations of this Code; and

To establish accountability for adherence to this Code.

3. Questions about this Code

Each Trust’s compliance officer designated to oversee compliance with the Trust’s Code of Ethics adopted pursuant to Rule 17j-1 shall serve as Compliance Officer for the implementation and administration of this Code. You should direct your questions about this Code to the Compliance Officer.

4. Conduct Guidelines

Each Trust has adopted the following guidelines under which the Trust’s SFOs must perform their official duties and conduct the business affairs of the Trust.

a) Ethical and honest conduct is of paramount importance. Each Trust’s SFOs must act with honesty and integrity and avoid violations of this Code, including the avoidance of actual or apparent conflicts of interest with the Trust in personal and professional relationships.

b) SFOs must disclose material transactions or relationships. Each Trust’s SFOs must disclose to the Compliance Officer any actual or apparent conflicts of interest the SFO may have with the Trust that reasonably could be expected to give rise to any violations of this Code. Such conflicts of interest may arise as a result of material transactions or business or personal relationships to which the SFO may be a party. If it is not possible to disclose the matter to the Compliance Officer, it should be disclosed to the Trust’s Chief Financial Officer, Chief Executive Officer or another appropriate person. In addition to disclosing any actual or apparent conflicts of interest in which an SFO is personally involved, the Trusts’ SFOs have an obligation to report any other actual or apparent conflicts which they discover or of which they otherwise become aware. If you are unsure whether a particular fact pattern gives rise to a conflict of interest, or whether a particular transaction or relationship is “material,” you should bring the matter to the attention of the Compliance Officer.

c) Standards for quality of information shared with service providers of the Trusts. Each Trust’s SFOs must at all times seek to provide information to the Trust’s service providers (adviser, administrator, outside auditor, outside counsel, custodian, etc.) that is accurate, complete, objective, relevant, timely, and understandable.

d) Standards for quality of information included in periodic reports. Each Trust’s SFOs must at all times endeavor to ensure full, fair, timely, accurate, and understandable disclosure in the Trust’s periodic reports.

e) Compliance with laws. Each Trust’s SFOs must comply with the federal securities laws and other laws and rules applicable to the Trusts, such as the Internal Revenue Code.

f) Standard of care. Each Trust’s SFOs must at all times act in good faith and with due care, competence and diligence, without misrepresenting material facts or allowing your independent judgment to be subordinated. Each Trust’s SFOs must conduct the affairs of the Trust in a responsible manner, consistent with this Code.

g) Confidentiality of information. Each Trust’s SFOs must respect and protect the confidentiality of information acquired in the course of their professional duties, except when authorized by the Trust to disclose it or where disclosure is otherwise legally mandated. You may not use confidential information acquired in the course of your work for personal advantage.

h) Sharing of information and educational standards. Each Trust’s SFOs should share information with relevant parties to keep them informed of the business affairs of the Trust, as appropriate, and maintain skills important and relevant to the Trust’s needs.

i) Promote ethical conduct. Each Trust’s SFOs should at all times proactively promote ethical behavior among peers in your work environment.

j) Standards for recordkeeping. Each Trust’s SFOs must at all times endeavor to ensure that the Trust’s financial books and records are thoroughly and accurately maintained to the best of their knowledge in a manner consistent with applicable laws and this Code.

5. Waivers of this Code

You may request a waiver of a provision of this Code by submitting your request in writing to the Compliance Officer for appropriate review. For example, if a family member works for a service provider that prepares a Trust’s financial statements, you may have a potential conflict of interest in reviewing those statements and should seek a waiver of this Code to review the work. An executive officer of each Trust, or another appropriate person (such as a designated Board or Audit Committee member), will decide whether to grant a waiver. All waivers of this code must be disclosed to the applicable Trust’s shareholders to the extent required by SEC rules.

6. Affirmation of the Code

Upon adoption of the Code, each Trust’s SFOs must affirm in writing that they have received, read and understand the Code, and annually thereafter must affirm that they have complied with the requirements of the Code. To the extent necessary, each Trust’s Compliance Officer will provide guidance on the conduct required by this Code and the manner in which violations or suspected violations must be reported and waivers must be requested.

7. Reporting Violations

In the event that an SFO discovers or, in good faith, suspects a violation of this Code, the SFO must immediately report the violation or suspected violation to the Compliance Officer. The Compliance Officer may, in his discretion, consult with another member of the Trust’s senior management or the Board in determining how to address the suspected violation. For example, a Code violation may occur when a periodic report or financial statement of a Trust omits a material fact, or is technically accurate but, in the view of the SFO, is written in a way that obscures its meaning.

SFOs who report violations or suspected violations in good faith will not be subject to retaliation of any kind. Reported violations will be investigated and addressed promptly and will be treated as confidential to the extent possible.

8. Violations of the Code

Dishonest or unethical conduct or conduct that is illegal will constitute a violation of this Code, regardless of whether this Code specifically refers to such particular conduct. A violation of this Code may result in disciplinary action, up to and including removal as an SFO of the Trust. A variety of laws apply to the Trusts and their operations, including the Securities Act of 1933, the Investment Company Act of 1940, state laws relating to duties owed by Trust officers, and criminal laws. The Trusts will report any suspected criminal violations to the appropriate authorities, and will investigate, address and report, as appropriate, non-criminal violations.

Dated: October 2022

EX-99.302 CERT

CERTIFICATION

Pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 and Section 302

of the Sarbanes-Oxley Act of 2002

I, Robert A. Nesher, certify that:

1. I have reviewed this report on Form N-CSR of SEI Institutional Managed Trust (Registrant);

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: December 8, 2023

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

 CERTIFICATION

Pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 and Section 302

of the Sarbanes-Oxley Act of 2002

I, Glenn Kurdziel, certify that:

1. I have reviewed this report on Form N-CSR of SEI Institutional Managed Trust (Registrant);

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: December 8, 2023

/s/ Glenn Kurdziel

Glenn Kurdziel

Controller & CFO

EX-99.906 CERT

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 the SEI Institutional Managed Trust (the "Trust"), with respect to the Trust’s Report on Form N-CSR for the period ended September 30, 2023 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: December 8, 2023

/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 the SEI Institutional Managed Trust (the "Trust"), with respect to the Trust’s Report on Form N-CSR for the period ended September 30, 2023 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: December 8, 2023

/s/ Glenn Kurdziel

Glenn Kurdziel

Controller & CFO