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N/A WEIS MARKETS INC COMMON STOCK 948849104 2961.00000000 NS USD 185861.97000000 0.029597388488 Long EC US N 1 N N N SS&C TECHNOLOGIES HOLDINGS, INC. 529900POY8H7NPPNKK71 SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 15069.00000000 NS USD 944374.23000000 0.150385853351 Long EC US N 1 N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 RELIANCE INC COMMON STOCK 759509102 9000.00000000 NS USD 2570400.00000000 0.409320569297 Long EC US N 1 N N N CROSS COUNTRY HEALTHCARE, INC. 54930037L0NBIPZ5S663 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 528.00000000 NS USD 7307.52000000 0.001163678122 Long EC US N 1 N N N UNITIL CORPORATION N/A UNITIL CORP COMMON STOCK 913259107 204.00000000 NS USD 10565.16000000 0.001682437482 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 HORMEL FOODS CORP COMMON STOCK 440452100 4472.00000000 NS USD 136351.28000000 0.021713112182 Long EC US N 1 N N N BADGER METER, INC. 5493002JENE20OGTUG20 BADGER METER INC COMMON STOCK 056525108 594.00000000 NS USD 110691.90000000 0.017627011953 Long EC US N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 GENTEX CORP COMMON STOCK 371901109 86669.00000000 NS USD 2921611.99000000 0.465248942971 Long EC US N 1 N N N AMPHASTAR PHARMACEUTICALS INC 54930055TH0ZLSAQMJ38 AMPHASTAR PHARMACEUTICALS IN COMMON STOCK 03209R103 3015.00000000 NS USD 120600.00000000 0.019204816626 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 18349.00000000 NS USD 2681889.84000000 0.427074648343 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 297114.00000000 NS USD 12252981.36000000 1.951212770724 Long EC US N 1 N N N VAREX IMAGING CORPORATION 549300CWYWPVCT8E9W67 VAREX IMAGING CORP COMMON STOCK 92214X106 1280.00000000 NS USD 18854.40000000 0.003002448545 Long EC US N 1 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 22261.00000000 NS USD 1829631.59000000 0.291357704646 Long EC US N 1 N N N SCHNEIDER NATIONAL, INC. 529900V6GZ6G6E3BLV72 SCHNEIDER NATIONAL INC-CL B COMMON STOCK 80689H102 21568.00000000 NS USD 521082.88000000 0.082979279914 Long EC US N 1 N N N TEEKAY CORPORATION YHKQM2RIPKZYOZ6RVZ46 TEEKAY CORP COMMON STOCK Y8564W103 21704.00000000 NS USD 194684.88000000 0.031002383253 Long EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 AMERICAN STATES WATER CO COMMON STOCK 029899101 4135.00000000 NS USD 300076.95000000 0.047785429507 Long EC US N 1 N N N GENIE ENERGY LTD. 52990057E36X8869GX58 GENIE ENERGY LTD-B COMMON STOCK 372284208 10134.00000000 NS USD 148159.08000000 0.023593432528 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 262346.00000000 NS USD 10273469.36000000 1.635987522213 Long EC US N 1 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 WD-40 CO COMMON STOCK 929236107 934.00000000 NS USD 205143.76000000 0.032667896292 Long EC US N 1 N N N APPFOLIO, INC. 529900OOUUGT6JFC0S15 APPFOLIO INC - A COMMON STOCK 03783C100 411.00000000 NS USD 100518.27000000 0.016006923241 Long EC US N 1 N N N INSPERITY, INC. 5299000Q0KW7HY5DB751 INSPERITY INC COMMON STOCK 45778Q107 341.00000000 NS USD 31102.61000000 0.004952901506 Long EC US N 1 N N N TENNANT COMPANY JYAIRLT8DVP6DP8UT336 TENNANT CO COMMON STOCK 880345103 145.00000000 NS USD 14273.80000000 0.002273015850 Long EC US N 1 N N N Open Text Corporation 549300HP7ONDQODZJV16 OPEN TEXT CORP COMMON STOCK 683715106 57000.00000000 NS 1711228.85000000 0.272502788313 Long EC CA N 1 N N N HEALTHSTREAM, INC. 529900OJ88H8635JNH64 HEALTHSTREAM INC COMMON STOCK 42222N103 9574.00000000 NS USD 267114.60000000 0.042536375715 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 9632.00000000 NS USD 2794628.48000000 0.445027591195 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 101794.00000000 NS USD 9091222.14000000 1.447721841719 Long EC US N 1 N N N MURPHY USA INC. 549300Y081F8XIKQIO72 MURPHY USA INC COMMON STOCK 626755102 14629.00000000 NS USD 6867730.34000000 1.093644293709 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 HOLOGIC INC COMMON STOCK 436440101 34605.00000000 NS USD 2569421.25000000 0.409164709312 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 ROSS STORES INC COMMON STOCK 778296103 13669.00000000 NS USD 1986379.08000000 0.316318789241 Long EC US N 1 N N N N/A N/A SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 783965593 6390139.47000000 NS USD 6390139.47000000 1.017590851911 Long STIV RF US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 Vistra Corp. COMMON STOCK 92840M102 40390.00000000 NS USD 3472732.20000000 0.553011485030 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 PPL CORP COMMON STOCK 69351T106 99470.00000000 NS USD 2750345.50000000 0.437975795917 Long EC US N 1 N N N INNOSPEC INC. 213800SQBACNY5IWJO68 INNOSPEC INC COMMON STOCK 45768S105 795.00000000 NS USD 98254.05000000 0.015646359975 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 AUTOZONE INC COMMON STOCK 053332102 1280.00000000 NS USD 3794048.00000000 0.604179072246 Long EC US N 1 N N N WaFd, Inc N/A WAFD INC COMMON STOCK 938824109 26210.00000000 NS USD 749081.80000000 0.119286721454 Long EC US N 1 N N N EMCOR GROUP, INC. 529900X0SQJB2J7YDU43 EMCOR GROUP INC COMMON STOCK 29084Q100 9896.00000000 NS USD 3612831.68000000 0.575321475270 Long EC US N 1 N N N Village Super Market, Inc. 25490069686XCNNEMQ07 VILLAGE SUPER MARKET-CLASS A COMMON STOCK 927107409 7497.00000000 NS USD 197995.77000000 0.031529622352 Long EC US N 1 N N N LIVERAMP HOLDINGS, INC. 254900GXS75LG1X7RF88 LIVERAMP HOLDINGS INC COMMON STOCK 53815P108 2197.00000000 NS USD 67975.18000000 0.010824634055 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 GARTNER INC COMMON STOCK 366651107 5251.00000000 NS USD 2358014.06000000 0.375499399879 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 CAMPBELL SOUP CO COMMON STOCK 134429109 46919.00000000 NS USD 2120269.61000000 0.337640041950 Long EC US N 1 N N N ABM INDUSTRIES INCORPORATED QF02R89VEIOROM77J447 ABM INDUSTRIES INC COMMON STOCK 000957100 3715.00000000 NS USD 187867.55000000 0.029916764907 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 118392.00000000 NS USD 5392755.60000000 0.858763535743 Long EC US N 1 N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 GEN DIGITAL INC COMMON STOCK 668771108 29971.00000000 NS USD 748675.58000000 0.119222033389 Long EC US N 1 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC COMMON STOCK 760759100 4028.00000000 NS USD 782801.52000000 0.124656381813 Long EC US N 1 N N N OOMA, INC. N/A OOMA INC COMMON STOCK 683416101 3732.00000000 NS USD 37058.76000000 0.005901382174 Long EC US N 1 N N N CORE & MAIN, INC. N/A CORE & MAIN INC-CLASS A COMMON STOCK 21874C102 4449.00000000 NS USD 217734.06000000 0.034672825005 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 31743.00000000 NS USD 5444559.36000000 0.867012969502 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 16310.00000000 NS USD 1431039.40000000 0.227884322243 Long EC US N 1 N N N Ardelyx Inc 549300F542QR4SXHCY32 ARDELYX INC COMMON STOCK 039697107 8396.00000000 NS USD 62214.36000000 0.009907258502 Long EC US N 1 N N N NATIONAL HEALTHCARE CORPORATION N/A NATIONAL HEALTHCARE CORP COMMON STOCK 635906100 793.00000000 NS USD 85961.20000000 0.013688798366 Long EC US N 1 N N N OCEANFIRST FINANCIAL CORP. N/A OCEANFIRST FINANCIAL CORP COMMON STOCK 675234108 62727.00000000 NS USD 996732.03000000 0.158723514611 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 13441.00000000 NS USD 2216689.72000000 0.352994358133 Long EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 SPIRE INC COMMON STOCK 84857L101 1746.00000000 NS USD 106034.58000000 0.016885362064 Long EC US N 1 N N N CADRE HOLDINGS, INC. N/A CADRE HOLDINGS INC COMMON STOCK 12763L105 1854.00000000 NS USD 62220.24000000 0.009908194856 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMMON STOCK 629377508 37724.00000000 NS USD 2937190.64000000 0.467729748249 Long EC US N 1 N N N VITAL FARMS, INC. 549300S6NYY7ER3XOT61 VITAL FARMS INC COMMON STOCK 92847W103 4639.00000000 NS USD 216966.03000000 0.034550520898 Long EC US N 1 N N N SELECTIVE INSURANCE GROUP, INC. 549300R3WGJWLE40R258 SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 2111.00000000 NS USD 198075.13000000 0.031542259949 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 10038.00000000 NS USD 1252642.02000000 0.199475624320 Long EC US N 1 N N N LES COMPAGNIES LOBLAW LIMITEE 5493008LN3O1DIDTSH67 LOBLAW COMPANIES LTD COMMON STOCK 539481101 20000.00000000 NS 2319581.98000000 0.369379324846 Long EC CA N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 1647.00000000 NS USD 1731046.41000000 0.275658614232 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 8030.00000000 NS USD 2107634.10000000 0.335627913820 Long EC US N 1 N N N SCIENCE APPLICATIONS INTERNATIONAL CORPORATION 549300LZPNZIXQGZPZ48 SCIENCE APPLICATIONS INTE COMMON STOCK 808625107 12619.00000000 NS USD 1483363.45000000 0.236216609021 Long EC US N 1 N N N INNOVIVA, INC. 549300ACOX4QTBES6535 INNOVIVA INC COMMON STOCK 45781M101 10789.00000000 NS USD 176939.60000000 0.028176555323 Long EC US N 1 N N N SEABOARD CORPORATION 87Q3KOXT29OW9W9YPT70 SEABOARD CORP COMMON STOCK 811543107 319.00000000 NS USD 1008276.06000000 0.160561831189 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 4602.00000000 NS USD 301154.88000000 0.047957083305 Long EC US N 1 N N N SCHOLASTIC CORPORATION N/A SCHOLASTIC CORP COMMON STOCK 807066105 1757.00000000 NS USD 62320.79000000 0.009924206832 Long EC US N 1 N N N ANIKA THERAPEUTICS, INC. 529900R9LS3Z0O6QH455 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 8555.00000000 NS USD 216698.15000000 0.034507862637 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 JUNIPER NETWORKS INC COMMON STOCK 48203R104 83510.00000000 NS USD 3044774.60000000 0.484861839657 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 178277.00000000 NS USD 5066632.34000000 0.806830389756 Long EC US N 1 N N N 2024-06-30 SEI INSTITUTIONAL MANAGED TRUST Glenn Kurdziel Glenn Kurdziel CFO XXXX NPORT-EX 2 SIMT_Schedule_F.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 98.5%
                 

Communication Services — 8.8%

        

Alphabet Inc, Cl A

    75,638     $ 13,777  

Alphabet Inc, Cl C

    144,235       26,455  

AT&T Inc

    512,865       9,801  

Comcast Corp, Cl A

    142,077       5,564  

Fox Corp, Cl A

    57,265       1,968  

Liberty Media Corp-Liberty Formula One, Cl C *

     4,722       339  

Meta Platforms Inc, Cl A

    69,198       34,891  

Netflix Inc *

     11,750       7,930  

Nexstar Media Group Inc, Cl A

    28,996       4,814  

Paramount Global, Cl B

    29,932       311  

Pinterest Inc, Cl A *

     97,364       4,291  

Spotify Technology SA *

     1,623       509  

TEGNA Inc

    84,878       1,183  

T-Mobile US Inc

    67,629       11,915  

Verizon Communications Inc

    142,828       5,890  

Walt Disney Co/The

    159,952       15,882  
                 
              145,520  

Consumer Discretionary — 9.4%

        

Amazon.com Inc, Cl A *

     177,699       34,340  

Autoliv Inc

    15,778       1,688  

AutoNation Inc *

     13,760       2,193  

Bloomin' Brands Inc

    125,386       2,411  

Booking Holdings Inc

    315       1,248  

BorgWarner Inc

    51,591       1,663  

Burlington Stores Inc *

     5,837       1,401  

Deckers Outdoor Corp *

     2,357       2,281  

Dick's Sporting Goods Inc

    27,956       6,006  

Dillard's Inc, Cl A

    6,450       2,840  

DraftKings Inc, Cl A *

     81,183       3,099  

eBay Inc

    56,727       3,047  

Ford Motor Co

    65,375       820  

General Motors Co

    290,119       13,479  

Goodyear Tire & Rubber Co/The *

     61,552       699  

Harley-Davidson Inc, Cl A

    49,267       1,652  

Home Depot Inc/The

    28,067       9,662  

KB Home

    12,094       849  

Kohl's Corp

    24,781       570  

Lennar Corp, Cl A

    27,882       4,179  

Lithia Motors Inc, Cl A

    10,795       2,725  

Lululemon Athletica Inc *

     970       290  

Magna International Inc, Cl A

    53,219       2,230  

Marriott International Inc/MD, Cl A

    23,478       5,676  

McDonald's Corp

    1,116       284  

MercadoLibre Inc *

     3,664       6,021  

NIKE Inc, Cl B

    122,430       9,228  

Penske Automotive Group Inc, Cl A

    14,922       2,224  

Phinia Inc

    12,286       484  

Pool Corp

    6,454       1,983  

PulteGroup Inc

    85,340       9,396  

PVH Corp

    14,325       1,517  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Ross Stores Inc

    42,423     $ 6,165  

Tesla Inc *

     16,338       3,233  

Whirlpool Corp

    27,260       2,786  

Williams-Sonoma Inc

    22,142       6,252  

Wingstop Inc, Cl A

    787       333  
                 
              154,954  

Consumer Staples — 5.8%

        

Altria Group Inc

    90,582       4,126  

Ambev SA ADR

    248,008       508  

Archer-Daniels-Midland Co

    32,708       1,977  

Bunge Global SA

    12,997       1,388  

Casey's General Stores Inc

    18,037       6,882  

Coca-Cola Co/The

    51,380       3,270  

Colgate-Palmolive Co

    22,128       2,147  

Conagra Brands Inc

    263,174       7,479  

Constellation Brands Inc, Cl A

    16,587       4,268  

Costco Wholesale Corp

    8,607       7,316  

Ingredion Inc

    43,691       5,011  

Kenvue Inc

    207,123       3,766  

Kraft Heinz Co/The

    8,297       267  

Kroger Co/The

    310,770       15,517  

Molson Coors Beverage Co, Cl B

    52,006       2,644  

PepsiCo Inc

    59,963       9,890  

Philip Morris International Inc

    47,940       4,858  

Procter & Gamble Co/The

    7,998       1,319  

Target Corp, Cl A

    37,098       5,492  

Tyson Foods Inc, Cl A

    105,363       6,020  

Walmart Inc

    14,474       980  
                 
              95,125  

Energy — 4.1%

        

APA Corp

    35,975       1,059  

BP PLC ADR

    175,357       6,330  

Canadian Natural Resources Ltd

    159,950       5,694  

Cheniere Energy Inc

    17,498       3,059  

Chevron Corp

    41,375       6,472  

ConocoPhillips

    81,177       9,285  

Devon Energy Corp

    71,669       3,397  

Diamondback Energy Inc, Cl A

    30,355       6,077  

Exxon Mobil Corp

    24,695       2,843  

Halliburton Co

    9,856       333  

HF Sinclair Corp

    33,490       1,786  

Marathon Oil Corp

    45,524       1,305  

Marathon Petroleum Corp

    29,810       5,172  

Phillips 66

    23,171       3,271  

Scorpio Tankers Inc

    20,847       1,695  

Shell PLC ADR

    69,710       5,032  

Valero Energy Corp

    27,947       4,381  

Williams Cos Inc/The

    8,256       351  
                 
              67,542  

Financials — 12.6%

        

Aflac Inc

    74,631       6,665  

Allstate Corp/The

    52,322       8,354  

 

 

 

SEI Institutional Managed Trust

 

1

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

American Financial Group Inc/OH

    10,346     $ 1,273  

American International Group Inc

    7,816       580  

Ameriprise Financial Inc

    15,882       6,785  

Bank of America Corp

    98,812       3,930  

Bank of New York Mellon Corp/The

    19,244       1,153  

Berkshire Hathaway Inc, Cl B *

     33,746       13,728  

Capital One Financial Corp

    30,336       4,200  

Citigroup Inc

    295,297       18,740  

Citizens Financial Group Inc

    9,142       329  

Discover Financial Services

    43,633       5,708  

East West Bancorp Inc

    22,300       1,633  

Everest Group Ltd

    2,104       802  

FactSet Research Systems Inc

    8,428       3,441  

Fifth Third Bancorp

    58,545       2,136  

First Horizon Corp

    78,064       1,231  

Fiserv Inc, Cl A *

     3,764       561  

Global Payments Inc

    82,982       8,024  

Goldman Sachs Group Inc/The

    996       451  

Hartford Financial Services Group Inc/The

    67,093       6,746  

JPMorgan Chase & Co

    58,542       11,841  

Kinsale Capital Group Inc

    13,464       5,187  

M&T Bank Corp

    6,166       933  

Mastercard Inc, Cl A

    1,978       873  

MetLife Inc

    5,123       360  

MGIC Investment Corp

    37,006       798  

Moody's Corp

    23,613       9,939  

Morgan Stanley

    56,533       5,494  

MSCI Inc, Cl A

    15,807       7,615  

Radian Group Inc

    47,300       1,471  

Regions Financial Corp

    112,708       2,259  

S&P Global Inc

    13,884       6,192  

Starwood Property Trust Inc ‡

     37,558       711  

State Street Corp

    81,247       6,012  

Stifel Financial Corp

    18,871       1,588  

Synchrony Financial

    77,838       3,673  

Truist Financial Corp

    8,968       348  

Unum Group

    36,845       1,883  

Visa Inc, Cl A

    97,986       25,718  

Voya Financial Inc

    4,799       341  

Wells Fargo & Co

    140,038       8,317  

Willis Towers Watson PLC

    32,602       8,546  

Zions Bancorp NA

    15,630       678  
                 
              207,247  

Health Care — 13.4%

        

AbbVie Inc

    31,042       5,324  

Amgen Inc, Cl A

    21,703       6,781  

Baxter International Inc

    112,272       3,756  

Boston Scientific Corp *

     80,538       6,202  

Bristol-Myers Squibb Co

    155,447       6,456  

Cardinal Health Inc

    48,681       4,786  

Centene Corp *

     9,478       628  

Cigna Group/The

    4,286       1,417  

CVS Health Corp

    187,434       11,070  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Danaher Corp, Cl A

    42,146     $ 10,530  

DaVita Inc *

     11,100       1,538  

DENTSPLY SIRONA Inc

    124,353       3,098  

Eli Lilly & Co

    22,937       20,767  

Exelixis Inc *

     97,735       2,196  

Gilead Sciences Inc

    63,484       4,356  

GSK PLC ADR

    124,130       4,779  

HCA Healthcare Inc

    22,784       7,320  

Jazz Pharmaceuticals PLC *

     54,369       5,803  

Johnson & Johnson

    152,472       22,285  

Lantheus Holdings Inc *

     18,107       1,454  

McKesson Corp

    21,810       12,738  

Medtronic PLC

    79,267       6,239  

Merck & Co Inc

    94,491       11,698  

Mettler-Toledo International Inc *

     10,186       14,236  

Natera Inc *

     53,357       5,778  

Organon & Co

    153,308       3,173  

Pfizer Inc

    237,127       6,635  

Regeneron Pharmaceuticals Inc *

     522       549  

Royalty Pharma PLC, Cl A

    14,878       392  

Sanofi SA ADR

    40,173       1,949  

STERIS PLC

    16,539       3,631  

Stryker Corp

    15,104       5,139  

United Therapeutics Corp *

     1,553       495  

UnitedHealth Group Inc

    21,334       10,865  

Vertex Pharmaceuticals Inc *

     670       314  

Viatris Inc, Cl W

    302,646       3,217  

Zoetis Inc, Cl A

    19,297       3,345  
                 
              220,939  

Industrials — 10.7%

        

AerCap Holdings NV

    135,596       12,638  

AGCO Corp

    28,514       2,791  

Alaska Air Group Inc *

     80,294       3,244  

Allison Transmission Holdings Inc

    37,699       2,861  

American Airlines Group Inc *

     127,347       1,443  

Automatic Data Processing Inc

    9,189       2,193  

Caterpillar Inc, Cl A

    1,327       442  

Chart Industries Inc *

     23,419       3,380  

CNH Industrial NV

    22,669       230  

Cummins Inc

    22,548       6,244  

Delta Air Lines Inc, Cl A

    138,479       6,569  

Eaton Corp PLC

    15,098       4,734  

Equifax Inc

    5,150       1,249  

FedEx Corp

    41,430       12,422  

Fortive Corp

    128,972       9,557  

GFL Environmental Inc

    175,739       6,842  

GXO Logistics Inc *

     198,654       10,032  

HEICO Corp

    38,369       8,580  

Huntington Ingalls Industries Inc, Cl A

    10,975       2,704  

Lockheed Martin Corp

    7,087       3,310  

ManpowerGroup Inc

    45,042       3,144  

Old Dominion Freight Line Inc, Cl A

    18,673       3,298  

Oshkosh Corp

    3,063       331  

 

 

 

2

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Otis Worldwide Corp

    33,638     $ 3,238  

Owens Corning

    34,317       5,962  

Parker-Hannifin Corp, Cl A

    616       312  

Robert Half Inc

    6,850       438  

Rollins Inc

    10,233       499  

Ryder System Inc

    18,537       2,296  

Snap-on Inc

    9,818       2,566  

Textron Inc

    56,360       4,839  

Timken Co/The

    57,812       4,633  

Trane Technologies PLC

    2,585       850  

TransDigm Group Inc

    15,440       19,726  

Uber Technologies Inc *

     19,810       1,440  

United Airlines Holdings Inc *

     25,256       1,229  

Veralto Corp

    72,736       6,944  

Vertiv Holdings Co, Cl A

    70,524       6,105  

Waste Connections Inc

    42,033       7,371  

WW Grainger Inc

    361       326  
                 
              177,012  

Information Technology — 27.1%

        

Accenture PLC, Cl A

    1,931       586  

Adobe Inc *

     33,241       18,467  

Advanced Micro Devices Inc *

     23,539       3,818  

Amdocs Ltd

    51,821       4,090  

Amkor Technology Inc

    51,908       2,077  

Amphenol Corp, Cl A

    217,324       14,641  

Analog Devices Inc

    25,977       5,929  

Apple Inc

    275,787       58,086  

Applied Materials Inc

    30,932       7,300  

AppLovin Corp, Cl A *

     58,831       4,896  

Arista Networks Inc *

     3,920       1,374  

Arrow Electronics Inc, Cl A *

     20,514       2,477  

Broadcom Inc

    16,411       26,348  

Cadence Design Systems Inc *

     30,348       9,340  

CDW Corp/DE

    5,941       1,330  

Cirrus Logic Inc *

     12,623       1,611  

Cisco Systems Inc

    151,519       7,199  

Crowdstrike Holdings Inc, Cl A *

     865       331  

Dell Technologies Inc, Cl C

    37,066       5,112  

DXC Technology Co *

     63,528       1,213  

Flex Ltd *

     73,140       2,157  

Hewlett Packard Enterprise Co

    214,633       4,544  

HP Inc

    124,604       4,364  

HubSpot Inc *

     3,003       1,771  

International Business Machines Corp

    24,273       4,198  

Intuit Inc

    21,136       13,891  

Jabil Inc

    50,593       5,504  

KLA Corp

    407       336  

Manhattan Associates Inc *

     6,974       1,720  

Marvell Technology Inc

    55,669       3,891  

Microchip Technology Inc

    96,980       8,874  

Micron Technology Inc

    36,635       4,819  

Microsoft Corp

    193,054       86,285  

Monolithic Power Systems Inc

    672       552  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Motorola Solutions Inc

    12,942     $ 4,996  

NetApp Inc

    3,704       477  

NVIDIA Corp

    370,896       45,820  

ON Semiconductor Corp *

     18,961       1,300  

Oracle Corp, Cl B

    85,325       12,048  

QUALCOMM Inc

    44,283       8,820  

Roper Technologies Inc

    17,699       9,976  

Salesforce Inc

    41,041       10,552  

SAP SE ADR

    63,923       12,894  

ServiceNow Inc *

     5,415       4,260  

Skyworks Solutions Inc

    3,042       324  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    10,858       1,887  

Teradyne Inc

    47,876       7,100  

Vontier Corp

    168,714       6,445  

Xerox Holdings Corp

    26,315       306  
                 
              446,336  

Materials — 2.9%

        

Berry Global Group Inc

    31,426       1,849  

Crown Holdings Inc

    63,953       4,757  

Eastman Chemical Co

    50,439       4,942  

FMC Corp

    92,162       5,304  

Freeport-McMoRan Inc, Cl B

    9,431       458  

Graphic Packaging Holding Co

    13,677       358  

Linde PLC

    26,294       11,538  

LyondellBasell Industries NV, Cl A

    3,410       326  

Martin Marietta Materials Inc, Cl A

    4,861       2,634  

Mosaic Co/The

    15,728       455  

O-I Glass Inc, Cl I *

     44,115       491  

Reliance Inc

    22,400       6,397  

Sherwin-Williams Co/The, Cl A

    10,212       3,048  

Steel Dynamics Inc

    15,976       2,069  

Sylvamo Corp

    40,871       2,804  
                 
              47,430  

Real Estate — 1.4%

        

American Tower Corp, Cl A ‡

     55,725       10,832  

Equinix Inc ‡

     4,064       3,075  

Host Hotels & Resorts Inc ‡

     128,264       2,306  

Howard Hughes Holdings Inc *

     21,893       1,419  

Omega Healthcare Investors Inc ‡

     100,607       3,446  

Sabra Health Care REIT Inc ‡

     86,576       1,333  
                 
              22,411  

Utilities — 2.3%

        

Edison International

    104,559       7,508  

Exelon Corp

    19,614       679  

FirstEnergy Corp

    180,214       6,897  

NextEra Energy Inc

    29,369       2,080  

NRG Energy Inc

    155,921       12,140  

UGI Corp

    120,360       2,756  

Vistra Corp

    57,259       4,923  

 

 

 

SEI Institutional Managed Trust

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Fund (Concluded)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Xcel Energy Inc

    8,593     $ 459  
                 
              37,442  

Total Common Stock

               

(Cost $927,888) ($ Thousands)

             1,621,958  
                 

CASH EQUIVALENT — 1.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     16,397,249       16,397  

Total Cash Equivalent

                

(Cost $16,397) ($ Thousands)

             16,397  

Total Investments in Securities — 99.5%

                

(Cost $944,285) ($ Thousands)

  $ 1,638,355  
                 
                 

 

 

 

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     37       Sep-2024     $ 10,202     $ 10,215     $ 13  

S&P Mid Cap 400 Index E-MINI

     7       Sep-2024       2,084       2,071       (13 )
                    $ 12,286     $ 12,286     $ –  

 

 

Percentages are based on Net Assets of $1,646,385 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

 

 

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ —     $ 33,884     $ (33,883 )   $ (1 )   $ —     $ —     $ 32     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     19,610       334,424       (337,637 )     —       —       16,397       525       —  

Totals

  $ 19,610     $ 368,308     $ (371,520 )   $ (1 )   $ —     $ 16,397     $ 557     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

4

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Value Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 99.0%
                 

Communication Services — 6.9%

        

Alphabet Inc, Cl A

    6,395     $ 1,165  

AT&T Inc

    1,513,244       28,918  

BCE Inc

    269,805       8,734  

Comcast Corp, Cl A

    502,980       19,697  

Fox Corp, Cl A

    130,663       4,491  

Meta Platforms Inc, Cl A

    6,377       3,215  

Nexstar Media Group Inc, Cl A

    9,190       1,526  

Omnicom Group Inc

    3,178       285  

Paramount Global, Cl B

    48,751       506  

TEGNA Inc

    94,393       1,316  

T-Mobile US Inc

    51,428       9,060  

Verizon Communications Inc

    163,590       6,746  

Walt Disney Co/The

    52,590       5,222  
                 
              90,881  

Consumer Discretionary — 6.1%

        

Autoliv Inc

    18,618       1,992  

AutoNation Inc *

     12,701       2,024  

Best Buy Co Inc

    2,761       233  

Bloomin' Brands Inc

    59,825       1,151  

BorgWarner Inc

    43,084       1,389  

Dick's Sporting Goods Inc

    14,475       3,110  

Dillard's Inc, Cl A

    5,918       2,606  

eBay Inc

    71,133       3,821  

Ford Motor Co

    185,547       2,327  

General Motors Co

    369,298       17,158  

Genuine Parts Co

    84,743       11,722  

Goodyear Tire & Rubber Co/The *

     124,130       1,409  

Harley-Davidson Inc, Cl A

    31,143       1,045  

Kohl's Corp

    23,092       531  

Lennar Corp, Cl A

    27,173       4,072  

Lithia Motors Inc, Cl A

    9,350       2,360  

Lowe's Cos Inc

    49,572       10,929  

Magna International Inc, Cl A

    25,689       1,076  

Penske Automotive Group Inc, Cl A

    13,566       2,022  

Phinia Inc

    8,975       353  

PulteGroup Inc

    45,443       5,003  

PVH Corp

    14,047       1,487  

Whirlpool Corp

    3,533       361  

Williams-Sonoma Inc

    5,016       1,416  
                 
              79,597  

Consumer Staples — 8.8%

        

Altria Group Inc

    213,204       9,711  

Ambev SA ADR

    566,612       1,162  

Archer-Daniels-Midland Co

    122,737       7,420  

Bunge Global SA

    36,664       3,915  

Conagra Brands Inc

    183,730       5,222  

Diageo PLC ADR

    43,307       5,460  

Ingredion Inc

    43,021       4,935  

Kenvue Inc

    495,721       9,012  

Kraft Heinz Co/The

    56,221       1,811  

Kroger Co/The

    361,681       18,059  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Molson Coors Beverage Co, Cl B

    102,466     $ 5,208  

Philip Morris International Inc

    141,785       14,367  

Target Corp, Cl A

    91,822       13,593  

Tyson Foods Inc, Cl A

    101,205       5,783  

Unilever PLC ADR

    176,365       9,698  
                 
              115,356  

Energy — 8.3%

        

APA Corp

    66,628       1,962  

BP PLC ADR

    150,091       5,418  

Canadian Natural Resources Ltd

    68,490       2,438  

Chevron Corp

    126,048       19,717  

ConocoPhillips

    157,352       17,998  

Devon Energy Corp

    74,768       3,544  

Exxon Mobil Corp

    237,217       27,308  

HF Sinclair Corp

    34,504       1,841  

Marathon Oil Corp

    152,124       4,361  

Marathon Petroleum Corp

    41,406       7,183  

Phillips 66

    34,812       4,914  

Scorpio Tankers Inc

    16,794       1,365  

Shell PLC ADR

    61,589       4,446  

Valero Energy Corp

    42,298       6,631  
                 
              109,126  

Financials — 21.1%

        

Aflac Inc

    66,830       5,969  

Allstate Corp/The

    20,703       3,305  

Ally Financial Inc

    31,400       1,246  

American Financial Group Inc/OH

    20,349       2,503  

American International Group Inc

    29,934       2,222  

Ameriprise Financial Inc

    9,891       4,225  

Bank of America Corp

    563,730       22,420  

Bank of New York Mellon Corp/The

    181,889       10,893  

Berkshire Hathaway Inc, Cl B *

     24,361       9,910  

Capital One Financial Corp

    36,143       5,004  

Charles Schwab Corp/The

    43,038       3,172  

Chubb Ltd

    73,572       18,767  

Citigroup Inc

    525,266       33,333  

Citizens Financial Group Inc

    86,176       3,105  

Discover Financial Services

    28,824       3,770  

East West Bancorp Inc

    9,104       667  

Everest Group Ltd

    3,207       1,222  

Fifth Third Bancorp

    107,240       3,913  

First Horizon Corp

    89,989       1,419  

Global Payments Inc

    50,266       4,861  

Goldman Sachs Group Inc/The

    6,045       2,734  

Hartford Financial Services Group Inc/The

    40,505       4,072  

JPMorgan Chase & Co

    152,903       30,926  

Lincoln National Corp

    44,524       1,385  

M&T Bank Corp

    4,431       671  

MetLife Inc

    85,353       5,991  

MGIC Investment Corp

    70,662       1,523  

Morgan Stanley

    138,891       13,499  

Prudential Financial Inc

    25,446       2,982  

 

 

 

SEI Institutional Managed Trust

 

5

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Value Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Radian Group Inc

    78,204     $ 2,432  

Regions Financial Corp

    201,984       4,048  

State Street Corp

    47,517       3,516  

Stifel Financial Corp

    5,543       466  

Synchrony Financial

    143,384       6,766  

T Rowe Price Group Inc

    12,215       1,409  

Travelers Cos Inc/The

    48,299       9,821  

Truist Financial Corp

    211,571       8,220  

Unum Group

    64,517       3,297  

Voya Financial Inc

    73,296       5,215  

Wells Fargo & Co

    303,620       18,032  

Willis Towers Watson PLC

    16,379       4,294  

Zions Bancorp NA

    57,094       2,476  
                 
              275,701  

Health Care — 14.3%

        

AbbVie Inc

    1,490       256  

Amgen Inc, Cl A

    15,559       4,861  

Baxter International Inc

    126,007       4,215  

Bristol-Myers Squibb Co

    184,917       7,680  

Cardinal Health Inc

    67,710       6,657  

Centene Corp *

     79,068       5,242  

Cigna Group/The

    18,672       6,172  

CVS Health Corp

    216,373       12,779  

DaVita Inc *

     8,992       1,246  

DENTSPLY SIRONA Inc

    119,430       2,975  

Exelixis Inc *

     82,681       1,858  

Gilead Sciences Inc

    118,904       8,158  

GSK PLC ADR

    103,440       3,983  

HCA Healthcare Inc

    8,699       2,795  

Jazz Pharmaceuticals PLC *

     48,272       5,152  

Johnson & Johnson

    144,849       21,171  

Lantheus Holdings Inc *

     11,065       888  

McKesson Corp

    15,388       8,987  

Medtronic PLC

    178,084       14,017  

Merck & Co Inc

    215,485       26,677  

Novartis AG ADR

    97,131       10,341  

Organon & Co

    182,570       3,779  

Pfizer Inc

    529,776       14,823  

Royalty Pharma PLC, Cl A

    123,593       3,259  

Sanofi SA ADR

    48,458       2,351  

United Therapeutics Corp *

     4,527       1,442  

Viatris Inc, Cl W

    487,079       5,178  
                 
              186,942  

Industrials — 12.2%

        

3M Co

    13,828       1,413  

AerCap Holdings NV

    86,406       8,053  

AGCO Corp

    31,476       3,081  

Alaska Air Group Inc *

     75,140       3,036  

Allison Transmission Holdings Inc

    63,525       4,821  

American Airlines Group Inc *

     40,335       457  

Caterpillar Inc, Cl A

    7,394       2,463  

Chart Industries Inc *

     21,777       3,143  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CNH Industrial NV

    162,996     $ 1,651  

Cummins Inc

    21,465       5,944  

Delta Air Lines Inc, Cl A

    164,310       7,795  

FedEx Corp

    36,738       11,015  

General Dynamics Corp

    60,416       17,529  

Huntington Ingalls Industries Inc, Cl A

    15,488       3,815  

Johnson Controls International PLC

    211,220       14,040  

Lockheed Martin Corp

    5,386       2,516  

ManpowerGroup Inc

    42,383       2,958  

Mueller Industries Inc

    6,476       369  

Oshkosh Corp

    10,013       1,083  

Owens Corning

    35,493       6,166  

PACCAR Inc

    24,109       2,482  

RTX Corp

    167,067       16,772  

Ryder System Inc

    31,013       3,842  

Siemens AG ADR

    105,450       9,833  

Snap-on Inc

    18,096       4,730  

Textron Inc

    59,630       5,120  

Timken Co/The

    47,421       3,800  

United Airlines Holdings Inc *

     38,423       1,870  

United Parcel Service Inc, Cl B

    69,337       9,489  
                 
              159,286  

Information Technology — 9.8%

        

Amdocs Ltd

    62,453       4,929  

Amkor Technology Inc

    97,184       3,889  

Applied Materials Inc

    15,694       3,704  

Arrow Electronics Inc, Cl A *

     28,506       3,442  

Broadcom Inc

    9,401       15,094  

Cirrus Logic Inc *

     18,558       2,369  

Cisco Systems Inc

    341,952       16,246  

Cognizant Technology Solutions Corp, Cl A

    16,929       1,151  

Dell Technologies Inc, Cl C

    45,945       6,336  

DXC Technology Co *

     112,302       2,144  

Flex Ltd *

     72,201       2,129  

Hewlett Packard Enterprise Co

    337,327       7,141  

HP Inc

    257,060       9,002  

Intel Corp

    282,261       8,742  

International Business Machines Corp

    24,115       4,171  

Jabil Inc

    40,507       4,407  

Micron Technology Inc

    21,970       2,890  

Microsoft Corp

    25,507       11,400  

ON Semiconductor Corp *

     41,261       2,828  

QUALCOMM Inc

    19,370       3,858  

Skyworks Solutions Inc

    21,767       2,320  

Teradyne Inc

    37,608       5,577  

Vontier Corp

    94,752       3,619  

Xerox Holdings Corp

    13,557       158  
                 
              127,546  

Materials — 4.1%

        

Berry Global Group Inc

    26,280       1,547  

Crown Holdings Inc

    45,761       3,404  

Dow Inc

    320,918       17,025  

 

 

 

6

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Value Fund (Concluded)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Eastman Chemical Co

    46,097     $ 4,516  

FMC Corp

    93,175       5,362  

Freeport-McMoRan Inc, Cl B

    17,624       856  

Graphic Packaging Holding Co

    51,887       1,360  

LyondellBasell Industries NV, Cl A

    46,631       4,461  

Mosaic Co/The

    52,568       1,519  

O-I Glass Inc, Cl I *

     56,355       627  

Reliance Inc

    18,745       5,354  

Steel Dynamics Inc

    41,467       5,370  

Sylvamo Corp

    31,045       2,130  
                 
              53,531  

Real Estate — 2.9%

        

Crown Castle Inc ‡

     59,770       5,840  

Healthpeak Properties Inc ‡

     552,456       10,828  

Host Hotels & Resorts Inc ‡

     223,250       4,014  

Howard Hughes Holdings Inc *

     44,213       2,866  

Omega Healthcare Investors Inc ‡

     77,424       2,652  

Sabra Health Care REIT Inc ‡

     143,789       2,214  

VICI Properties Inc, Cl A ‡

     340,826       9,761  
                 
              38,175  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Utilities — 4.5%

        

Duke Energy Corp

    122,415     $ 12,270  

Edison International

    88,155       6,330  

Exelon Corp

    56,879       1,969  

FirstEnergy Corp

    162,155       6,206  

NextEra Energy Inc

    190,569       13,494  

NRG Energy Inc

    128,958       10,041  

UGI Corp

    125,169       2,866  

Vistra Corp

    68,734       5,910  

Xcel Energy Inc

    6,619       353  
                 
              59,439  

Total Common Stock

               

(Cost $876,819) ($ Thousands)

             1,295,580  
                 

CASH EQUIVALENT — 0.9%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     11,670,905       11,671  

Total Cash Equivalent

                

(Cost $11,671) ($ Thousands)

             11,671  

Total Investments in Securities — 99.9%

                

(Cost $888,490) ($ Thousands)

  $ 1,307,251  
                 
                 

 

 
 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     20       Sep-2024     $ 5,526     $ 5,521     $ (5 )

S&P Mid Cap 400 Index E-MINI

     12       Sep-2024       3,556       3,550       (6 )
                    $ 9,082     $ 9,071     $ (11 )

 

 

Percentages are based on Net Assets of $1,308,925 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 38     $ 37,423     $ (37,467 )   $ 1     $ 5     $ —     $ 18     $ 4  

SEI Daily Income Trust, Government Fund,
Institutional Class

     9,541       166,295       (164,165 )     —       —       11,671       412       —  

Totals

  $ 9,579     $ 203,718     $ (201,632 )   $ 1     $ 5     $ 11,671     $ 430     $ 4  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

7

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 96.0%
                 

Communication Services — 11.6%

        

Alphabet Inc, Cl A

    285,609     $ 52,024  

Alphabet Inc, Cl C

    122,932       22,548  

Liberty Media Corp-Liberty Formula One, Cl C *

     45,971       3,303  

Meta Platforms Inc, Cl A

    121,669       61,348  

Netflix Inc *

     30,977       20,906  

News Corp, Cl A

    123       3  

Pinterest Inc, Cl A *

     225,573       9,941  

Roku Inc, Cl A *

     11,051       662  

Snap Inc, Cl A *

     30,179       501  

Spotify Technology SA *

     14,569       4,572  

Warner Bros Discovery Inc *

     175,694       1,307  
                 
              177,115  

Consumer Discretionary — 12.3%

        

ADT Inc

    42,592       324  

Amazon.com Inc, Cl A *

     329,095       63,597  

AutoZone Inc *

     7,753       22,981  

Booking Holdings Inc

    1,418       5,617  

Burlington Stores Inc *

     9,786       2,349  

Caesars Entertainment Inc *

     51,410       2,043  

Carnival Corp *

     36,366       681  

Chipotle Mexican Grill Inc, Cl A *

     97,650       6,118  

Coupang Inc, Cl A *

     128,149       2,685  

Deckers Outdoor Corp *

     5,404       5,231  

DoorDash Inc, Cl A *

     21,853       2,377  

DraftKings Inc, Cl A *

     88,518       3,379  

Expedia Group Inc *

     7,914       997  

Gap Inc/The

    54,020       1,290  

General Motors Co

    76,232       3,542  

H&R Block Inc

    24,030       1,303  

Hilton Worldwide Holdings Inc

    25,370       5,536  

Home Depot Inc/The

    7,896       2,718  

Las Vegas Sands Corp

    4,439       196  

Lowe's Cos Inc

    58,437       12,883  

MercadoLibre Inc *

     3,450       5,670  

MGM Resorts International *

     13,130       583  

NIKE Inc, Cl B

    59,294       4,469  

Norwegian Cruise Line Holdings Ltd *

     9,436       177  

Phinia Inc

    5,260       207  

PVH Corp

    11,143       1,180  

Skechers USA Inc, Cl A *

     2,894       200  

Tesla Inc *

     9,765       1,932  

TJX Cos Inc/The

    176,521       19,435  

Toll Brothers Inc

    27,844       3,207  

Williams-Sonoma Inc

    8,471       2,392  

Wingstop Inc, Cl A

    5,699       2,409  
                 
              187,708  

Consumer Staples — 3.8%

        

Colgate-Palmolive Co

    156,511       15,188  

Costco Wholesale Corp

    7,278       6,186  

Freshpet Inc *

     15,442       1,998  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Kraft Heinz Co/The

    56,757     $ 1,829  

Kroger Co/The

    37,741       1,884  

PepsiCo Inc

    124,938       20,606  

Performance Food Group Co *

     6,884       455  

Philip Morris International Inc

    5,648       572  

Procter & Gamble Co/The

    15,904       2,623  

Target Corp, Cl A

    13,561       2,008  

Walmart Inc

    68,653       4,649  
                 
              57,998  

Energy — 0.4%

        

Cameco Corp

    42,753       2,103  

Cheniere Energy Inc

    9,301       1,626  

Ovintiv Inc

    4,216       198  

PBF Energy Inc, Cl A

    14,148       651  

SM Energy Co

    22,149       958  
                 
              5,536  

Financials — 7.7%

        

BlackRock Inc

    541       426  

Block Inc, Cl A *

     28,935       1,866  

Brown & Brown Inc

    2,596       232  

Capital One Financial Corp

    15,146       2,097  

Cboe Global Markets Inc

    24,385       4,147  

Citigroup Inc

    23,686       1,503  

CME Group Inc, Cl A

    69,066       13,578  

Corebridge Financial Inc

    33,895       987  

FactSet Research Systems Inc

    16,535       6,751  

Fidelity National Information Services Inc, Cl B

    25,424       1,916  

First Citizens BancShares Inc/NC, Cl A

    1,402       2,360  

First Horizon Corp

    37,088       585  

Fiserv Inc, Cl A *

     41,174       6,137  

JPMorgan Chase & Co

    16,757       3,389  

Mastercard Inc, Cl A

    40,630       17,924  

MGIC Investment Corp

    32,016       690  

Moody's Corp

    55,265       23,263  

MSCI Inc, Cl A

    16,216       7,812  

PayPal Holdings Inc *

     20,640       1,198  

S&P Global Inc

    13,396       5,975  

Tradeweb Markets Inc, Cl A

    3,257       345  

Visa Inc, Cl A

    42,108       11,052  

Wells Fargo & Co

    54,134       3,215  

Western Union Co/The

    69,022       843  
                 
              118,291  

Health Care — 10.2%

        

AbbVie Inc

    3,116       534  

agilon health Inc *

     22,181       145  

Alnylam Pharmaceuticals Inc *

     3,018       733  

Amgen Inc, Cl A

    7,585       2,370  

Apellis Pharmaceuticals Inc *

     6,115       235  

Becton Dickinson & Co

    28,589       6,682  

Boston Scientific Corp *

     189,999       14,632  

Bruker Corp

    9,897       632  

 

 

 

8

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Cencora Inc, Cl A

    17,685     $ 3,984  

CVS Health Corp

    1,613       95  

Danaher Corp, Cl A

    12,400       3,098  

DaVita Inc *

     3,983       552  

Edwards Lifesciences Corp, Cl A *

     5,075       469  

Eli Lilly & Co

    34,102       30,875  

Exelixis Inc *

     7,998       180  

Gilead Sciences Inc

    9,960       683  

HCA Healthcare Inc

    15,266       4,905  

Johnson & Johnson

    65,763       9,612  

Madrigal Pharmaceuticals Inc *

     808       226  

McKesson Corp

    19,718       11,516  

Medpace Holdings Inc *

     1,978       815  

Mettler-Toledo International Inc *

     6,186       8,645  

Natera Inc *

     85,081       9,213  

Neurocrine Biosciences Inc *

     309       43  

Regeneron Pharmaceuticals Inc *

     2,548       2,678  

ResMed Inc

    9,253       1,771  

Sarepta Therapeutics Inc *

     2,562       405  

Stryker Corp

    23,953       8,150  

Tenet Healthcare Corp *

     1,629       217  

UnitedHealth Group Inc

    50,350       25,641  

Universal Health Services Inc, Cl B

    6,343       1,173  

Vaxcyte Inc *

     20,125       1,520  

Vertex Pharmaceuticals Inc *

     6,611       3,099  
                 
              155,528  

Industrials — 7.2%

        

Allison Transmission Holdings Inc

    14,986       1,137  

API Group Corp *

     7,964       300  

Boeing Co/The *

     5,519       1,005  

Carrier Global Corp

    200,790       12,666  

Core & Main Inc, Cl A *

     56,514       2,766  

Eaton Corp PLC

    11,182       3,506  

EMCOR Group Inc

    3,131       1,143  

FedEx Corp

    2,509       752  

General Electric Co

    2,246       357  

GFL Environmental Inc

    160,824       6,261  

Graco Inc

    96,723       7,668  

HEICO Corp, Cl A

    36,225       6,431  

Howmet Aerospace Inc

    27,734       2,153  

Lennox International Inc

    6,929       3,707  

Lockheed Martin Corp

    7,646       3,571  

Masco Corp

    12,649       843  

Middleby Corp/The *

     25,170       3,086  

Northrop Grumman Corp

    1,672       729  

Otis Worldwide Corp

    114,835       11,054  

RTX Corp

    14,320       1,438  

Trane Technologies PLC

    29,965       9,856  

TransDigm Group Inc

    5,110       6,529  

TransUnion

    13,525       1,003  

Uber Technologies Inc *

     2,939       214  

United Airlines Holdings Inc *

     36,184       1,761  

Vertiv Holdings Co, Cl A

    140,157       12,133  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

WESCO International Inc

    15,557     $ 2,466  

Westinghouse Air Brake Technologies Corp

    36,187       5,719  
                 
              110,254  

Information Technology — 39.3%

        

Adobe Inc *

     41,445       23,024  

Advanced Micro Devices Inc *

     41,463       6,726  

Allegro MicroSystems Inc *

     9,845       278  

Amphenol Corp, Cl A

    137,032       9,232  

Analog Devices Inc

    95,237       21,739  

Apple Inc

    435,759       91,780  

Applied Materials Inc

    62,612       14,776  

AppLovin Corp, Cl A *

     185,109       15,405  

Arista Networks Inc *

     35,753       12,531  

Atlassian Corp, Cl A *

     24,158       4,273  

Autodesk Inc, Cl A *

     13,696       3,389  

Broadcom Inc

    13,978       22,442  

Cadence Design Systems Inc *

     22,435       6,904  

Crowdstrike Holdings Inc, Cl A *

     39,041       14,960  

DocuSign Inc, Cl A *

     18,409       985  

DoubleVerify Holdings Inc *

     7,677       149  

Dropbox Inc, Cl A *

     37,082       833  

Fortinet Inc *

     19,010       1,146  

Hewlett Packard Enterprise Co

    87,021       1,842  

HubSpot Inc *

     15,453       9,114  

Intel Corp

    24,814       769  

Intuit Inc

    9,149       6,013  

Jabil Inc

    4,646       505  

KLA Corp

    6,592       5,435  

Kyndryl Holdings Inc *

     76,262       2,006  

Lattice Semiconductor Corp *

     12,006       696  

Manhattan Associates Inc *

     22,602       5,575  

Marvell Technology Inc

    99,680       6,968  

Microchip Technology Inc

    14,306       1,309  

Micron Technology Inc

    69,557       9,149  

Microsoft Corp

    394,398       176,276  

Nutanix Inc, Cl A *

     14,042       798  

NVIDIA Corp

    593,243       73,289  

Oracle Corp, Cl B

    129,489       18,284  

Pegasystems Inc

    20,421       1,236  

Procore Technologies Inc *

     56,779       3,765  

Pure Storage Inc, Cl A *

     5,215       335  

QUALCOMM Inc

    18,167       3,619  

Salesforce Inc

    5,110       1,314  

ServiceNow Inc *

     9,114       7,170  

Smartsheet Inc, Cl A *

     2,282       101  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    62,196       10,810  

TE Connectivity Ltd

    2,352       354  

UiPath Inc, Cl A *

     88,631       1,124  

Universal Display Corp

    810       170  
                 
              598,598  

 

 

 

SEI Institutional Managed Trust

 

9

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Materials — 2.1%

        

Ardagh Metal Packaging SA

    119,108     $ 405  

Ecolab Inc

    1,300       309  

Freeport-McMoRan Inc, Cl B

    40,709       1,979  

Ginkgo Bioworks Holdings Inc *

     749,768       251  

Linde PLC

    30,633       13,442  

Martin Marietta Materials Inc, Cl A

    4,858       2,632  

PPG Industries Inc

    1,082       136  

Sherwin-Williams Co/The, Cl A

    37,452       11,177  

Steel Dynamics Inc

    11,254       1,457  
                 
              31,788  

Real Estate — 0.5%

        

Brixmor Property Group Inc ‡

     86,665       2,001  

Invitation Homes Inc ‡

     51,847       1,861  

Lamar Advertising Co, Cl A ‡

     12,275       1,467  

Ventas Inc ‡

     40,466       2,074  
                 
              7,403  

Utilities — 0.9%

        

Constellation Energy Corp

    17,797       3,564  

Dominion Energy Inc

    49,818       2,441  

Entergy Corp

    11,803       1,263  

NextEra Energy Inc

    2,687       190  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

NRG Energy Inc

    27,411     $ 2,134  

PG&E Corp

    15,516       271  

Vistra Corp

    42,539       3,658  
                 
              13,521  

Total Common Stock

               

(Cost $682,583) ($ Thousands)

             1,463,740  
   

Face Amount
(Thousands)

          

U.S. TREASURY OBLIGATION — 2.4%

United States Treasury Bill

               

5.320%, 08/29/2024 (A)

   $ 36,317       36,004  
                 

Total U.S. Treasury Obligation

                

(Cost $36,005) ($ Thousands)

     36,004  
                 
                 
   


Shares

          

CASH EQUIVALENT — 1.4%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     21,012,758       21,013  

Total Cash Equivalent

                

(Cost $21,013) ($ Thousands)

             21,013  

Total Investments in Securities — 99.8%

                

(Cost $739,601) ($ Thousands)

  $ 1,520,757  
                 
                 

 

 
 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Long Contracts

                                        

NASDAQ 100 Index E-MINI

     15       Sep-2024     $ 6,017     $ 5,978     $ (39 )

S&P 500 Index E-MINI

     22       Sep-2024       6,090       6,073       (17 )

S&P Mid Cap 400 Index E-MINI

     21       Sep-2024       6,207       6,212       5  
                    $ 18,314     $ 18,263     $ (51 )

 

A list of the open OTC swap agreements held by the Fund at June 30, 2024 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

 

United States Custom

Basket of Securities

   

New York Federal Overnight Bank Fund Rate +0.40%

       Asset Returns       Annually       09/15/2025       USD     $ 34,814     $ 1,366     $ –     $ 1,366  
                                                            $ 1,366     $ –     $ 1,366  

 

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of June 30, 2024:

 

United States Custom Basket of Long Securities

 

 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    5,447  

LAM RESEARCH CORP REGISTERED SHS

   $ 5,838     $ (38 )     16.8 %
    23,994  

ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY

     3,578       240       10.3  

 

 

 

10

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Continued)

 

 
 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    7,836  

GOLDMAN SACHS GROUP INC REGISTERED SHS

   $ 3,528     $ 9       10.1 %
    77,303  

SYNCHRONY FINANCIAL REGISTERED SHS

     3,331       310       9.6  
    22,500  

SIMON PROPERTY GROUP INC REGISTERED SHS

     3,323       86       9.5  
    47,534  

PURE STORAGE INC REGISTERED SHS -A-

     3,223       (178 )     9.3  
    13,406  

EQUIFAX INC REGISTERED SHS

     3,205       39       9.2  
    188,440  

NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS

     3,187       348       9.2  
    43,727  

EDISON INTERNATIONAL REGISTERED SHS

     3,128       6       9.0  
    19,082  

GENERAL ELECTRIC CO (DOING BUSINESS AS GE AEROSPAC

     3,115       (88 )     8.9  
    22,412  

INTERCONTINENTAL EXCHANGE INC REGISTERED SHS

     3,053       9       8.8  
    18,764  

ATLASSIAN CORP REGISTERED SHS -A-

     2,939       374       8.4  
    24,134  

PULTEGROUP INC REGISTERED SHS

     2,761       (105 )     7.9  
    19,302  

DELL TECHNOLOGIES INC REGISTERED SHS -C-

     2,741       (65 )     7.9  
    48,776  

NUTANIX INC REGISTERED SHS -A-

     2,664       103       7.7  
    4,109  

UNITED RENTALS INC REGISTERED SHS

     2,545       107       7.3  
    20,478  

EXPEDIA GROUP INC REGISTERED SHS

     2,541       34       7.3  
    3,743  

NETFLIX INC REGISTERED SHS

     2,530       (10 )     7.3  
    80,289  

INTEL CORP REGISTERED SHS

     2,487       (6 )     7.1  
    13,883  

BOEING CO REGISTERED SHS

     2,477       45       7.1  
    91,729  

NEWS CORP REGISTERED SHS -A-

     2,464       60       7.1  
    28,578  

TEXTRON INC REGISTERED SHS

     2,455       (7 )     7.1  
    26,839  

MICROCHIP TECHNOLOGY INC REGISTERED SHS

     2,443       8       7.0  
    24,061  

CARDINAL HEALTH INC REGISTERED SHS

     2,429       (68 )     7.0  
    4,965  

MICROSOFT CORP REGISTERED SHS

     2,226       (10 )     6.4  
    106,208  

DROPBOX INC REGISTERED SHS -A-

     2,223       159       6.4  
    41,013  

US FOODS HOLDING CORP REGISTERED SHS

     2,188       (25 )     6.3  
    139,277  

CARNIVAL CORPORATION SHS

     2,185       417       6.3  
    292,138  

WARNER BROS. DISCOVERY INC REGISTERED SHS SERIES -

     2,092       77       6.0  
    17,353  

TOLL BROTHERS INC REGISTERED SHS

     2,089       (94 )     6.0  
    14,064  

MICRON TECHNOLOGY INC REGISTERED SHS

     2,079       (270 )     6.0  
    12,846  

ALLSTATE CORP REGISTERED SHS

     2,039       8       5.9  
    7,644  

FEDEX CORP REGISTERED SHS

     1,911       387       5.5  
    22,033  

POPULAR INC REGISTERED SHS

     1,872       72       5.4  
    8,853  

TRAVELERS COMPANIES INC REGISTERED SHS

     1,843       (46 )     5.3  
    13,216  

TENET HEALTHCARE CORP REGISTERED SHS

     1,809       (55 )     5.2  
    23,916  

ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS

     1,762       52       5.1  
    28,775  

CVS HEALTH CORP REGISTERED SHS

     1,758       (62 )     5.0  
    24,280  

TRANSUNION REGISTERED SHS

     1,732       65       5.0  
    27,382  

INCYTE CORP REGISTERED SHS

     1,717       (60 )     4.9  
    27,960  

PAYPAL HOLDINGS INC REGISTERED SHS

     1,681       (62 )     4.8  
    17,422  

NIKE INC SHS -B-

     1,649       (339 )     4.7  
    116,493  

KEYCORP REGISTERED SHS

     1,580       72       4.5  
    4,054  

EVEREST GROUP LTD REGISTERED SHS

     1,526       16       4.4  
    36,080  

SMARTSHEET INC REGISTERED SHS -A-

     1,511       77       4.3  
    21,364  

MASCO CORP REGISTERED SHS

     1,485       (64 )     4.3  
    1,605  

ELI LILLY & CO REGISTERED SHS

     1,420       33       4.1  
    78,460  

LIBERTY GLOBAL LTD 3REGISTERED SHS -C-

     1,417       (19 )     4.1  
    23,134  

LATTICE SEMICONDUCTOR CORP REGISTERED SHS

     1,389       (50 )     4.0  
    64,743  

SLM CORP REGISTERED SHS

     1,323       20       3.8  
    5,940  

QUALCOMM INC REGISTERED SHS

     1,320       (140 )     3.8  
    16,672  

FIDELITY NATIONAL INFORMATION SERVICES INC REGISTE

     1,269       (15 )     3.6  
    34,965  

INVITATION HOMES INC REGISTERED SHS

     1,242       21       3.6  
    8,822  

NEUROCRINE BIOSCIENCES INC REGISTERED SHS

     1,194       19       3.4  
    66,658  

PG&E CORPORATION REGISTERED SHS

     1,185       (23 )     3.4  
    19,374  

FORTINET INC REGISTERED SHS

     1,180       (15 )     3.4  
    5,489  

RESMED INC REGISTERED SHS

     1,155       (106 )     3.3  
    160,132  

ADT INC REGISTERED SHS

     1,148       66       3.3  
    10,729  

SKYWORKS SOLUTIONS INC REGISTERED SHS

     1,140       1       3.3  
    8,586  

AGILENT TECHNOLOGIES INC REGISTERED SHS

     1,132       (21 )     3.3  
    9,592  

SAREPTA THERAPEUTICS INC REGISTERED SHS

     1,121       393       3.2  
    12,227  

VERTIV HOLDINGS CO REGISTERED SHS -A-

     1,095       (39 )     3.1  
    50,138  

EXELIXIS INC REGISTERED SHS

     1,092       32       3.1  
    106,138  

VIATRIS INC REGISTERED SHS

     1,073       53       3.1  

 

 

 

SEI Institutional Managed Trust

 

11

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Continued)

 

 
 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    5,045  

WORKDAY INC SHS -A-

   $ 1,072     $ 73       3.1 %
    2,332  

LOCKHEED MARTIN CORP REGISTERED SHS

     1,070       17       3.1  
    20,515  

VENTAS INC REGISTERED SHS

     1,026       24       2.9  
    11,873  

MEDTRONIC PLC REGISTERED SHS

     949       (8 )     2.7  
    6,546  

TARGET CORP REGISTERED SHS

     949       18       2.7  
    6,614  

CAPITAL ONE FINANCIAL CORP REGISTERED SHS

     907       7       2.6  
    13,437  

WALMART INC REGISTERED SHS

     906       2       2.6  
    2,681  

CATERPILLAR INC REGISTERED SHS

     864       34       2.5  
    14,593  

TAYLOR MORRISON HOME CORPORATION REGISTERED SHS

     818       (18 )     2.3  
    17,291  

SM ENERGY CO REGISTERED SHS

     800       (54 )     2.3  
    1,525  

ADOBE INC REGISTERED SHS

     791       54       2.3  
    66,170  

UIPATH INC REGISTERED SHS -A-

     753       85       2.2  
    50,520  

FIRST HORIZON CORPORATION REGISTERED SHS

     731       65       2.1  
    6,209  

LAMAR ADVERTISING CO REGISTERED SHS -A-

     710       39       2.0  
    13,878  

DOMINION ENERGY INC REGISTERED SHS

     686       (8 )     2.0  
    13,244  

H.& R.BLOCK INC REGISTERED SHS

     686       31       2.0  
    40,850  

SNAP INC REGISTERED SHS -A-

     647       30       1.9  
    5,471  

ELASTIC N.V. BEARER AND REGISTERED SHARES

     615       7       1.8  
    770  

BLACKROCK INC REGISTERED SHS

     601       4       1.7  
    23,566  

ALKERMES PLC REGISTERED SHS

     589       (23 )     1.7  
    3,199  

AMAZON.COM INC REGISTERED SHS

     589       38       1.7  
    194  

AUTOZONE INC REGISTERED SHS

     570       4       1.6  
    3,919  

TERADYNE INC REGISTERED SHS

     567       13       1.6  
    339  

FIRST CITIZENS BANCSHARES INC REGISTERED SHS -A-

     560       10       1.6  
    24,063  

BRIXMOR PROPERTY GROUP INC REGISTERED SHS

     536       18       1.5  
    1,044  

META PLATFORMS INC REGISTERED SHS -A-

     529       (3 )     1.5  
    2,441  

CME GROUP INC REGISTERED SHS -A-

     480       (1 )     1.4  
    2,831  

WESCO INTERNATIONAL INC REGISTERED SHS

     466       (18 )     1.3  
    4,374  

ENTERGY CORP REGISTERED SHS

     465       1       1.3  
    2,930  

ALNYLAM PHARMACEUTICALS INC REGISTERED SHS

     461       250       1.3  
    24,481  

DOUBLEVERIFY HOLDINGS INC REGISTERED SHS

     460       16       1.3  
    9,296  

FREEPORT-MCMORAN INC REGISTERED SHS

     439       12       1.3  
    1,349  

COMFORT SYSTEMS USA INC REGISTERED SHS

     434       (25 )     1.2  
    947,312  

GINKGO BIOWORKS HOLDINGS INC REGISTERED SHS -A-

     406       (90 )     1.2  
    14,060  

COREBRIDGE FINANCIAL INC REGISTERED SHS

     405       4       1.2  
    3,931  

RTX CORPORATION REGISTERED SHS

     397       (3 )     1.1  
    4,901  

DUPONT DE NEMOURS INC REGISTERED SHS

     394       (0 )     1.1  
    6,254  

PEGASYSTEMS INC REGISTERED SHS

     356       22       1.0  
    1,046  

HCA HEALTHCARE INC REGISTERED SHS

     351       (16 )     1.0  
    1,359  

FEDEX CORP REGISTERED SHS

     340       69       1.0  

 

United States Custom Basket of Short Securities

 

 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    (41,849 )

WAYFAIR INC REGISTERED SHS -A-

   $ (2,223 )   $ 20       (6.4 )%
    (4,940 )

SAIA INC REGISTERED SHS

     (2,210 )     (129 )     (6.3 )
    (22,633 )

CROWN CASTLE INC REGISTERED SHS

     (2,180 )     (28 )     (6.3 )
    (29,445 )

COSTAR GROUP INC REGISTERED SHS

     (2,158 )     (22 )     (6.2 )
    (24,888 )

C.H.ROBINSON WORLDWIDE INC REGISTERED SHS

     (2,135 )     (54 )     (6.1 )
    (124,483 )

XP INCORPORATION REGISTERED SHS -A-

     (2,128 )     (58 )     (6.1 )
    (28,665 )

CF INDUSTRIES HOLDINGS INC REGISTERED SHS

     (2,122 )     1       (6.1 )
    (16,326 )

AMERICAN WATER WORKS CO INC REGISTERED SHS

     (2,101 )     (3 )     (6.0 )
    (16,958 )

EXPEDITORS INTERNATIONAL OF WASHINGTON REGISTERED

    (2,098 )     (14 )     (6.0 )
    (7,578 )

AIR PRODUCTS & CHEMICALS INC REGISTERED SHS

     (2,070 )     118       (5.9 )
    (57,715 )

FIFTH THIRD BANCORP REGISTERED SHS

     (2,058 )     (65 )     (5.9 )
    (4,384 )

TYLER TECHNOLOGIES INC REGISTERED SHS

     (2,049 )     (152 )     (5.9 )
    (24,029 )

NORTHERN TRUST CORP REGISTERED SHS

     (1,972 )     (42 )     (5.7 )
    (15,731 )

REPLIGEN CORP REGISTERED SHS

     (1,972 )     (9 )     (5.7 )
    (12,066 )

CHORD ENERGY CORPORATION REGISTERED SHS

     (1,963 )     (57 )     (5.6 )
    (87,692 )

ROBINHOOD MARKETS INC REGISTERED SHS -A-

     (1,951 )     (37 )     (5.6 )
    (14,047 )

GENERAC HOLDINGS INC REGISTERED SHS

     (1,909 )     55       (5.5 )
    (191,530 )

AMCOR PLC REGISTERED SHS

     (1,908 )     38       (5.5 )

 

 

 

12

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Continued)

 

 
 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    (6,263 )

ZEBRA TECHNOLOGIES CORP SHS -A-

   $ (1,894 )   $ (42 )     (5.4 )%
    (13,241 )

CHART INDUSTRIES INC REGISTERED SHS

     (1,886 )     (22 )     (5.4 )
    (7,446 )

FABRINET BEARER SHS

     (1,849 )     29       (5.3 )
    (15,624 )

CHOICE HOTELS INTERNATIONAL INC REGISTERED SHS

     (1,821 )     (36 )     (5.2 )
    (11,519 )

GLOBANT S.A. REGISTERED SHS

     (1,821 )     (229 )     (5.2 )
    (44,226 )

ZIONS BANCORPORATION NA REGISTERED SHS

     (1,821 )     (95 )     (5.2 )
    (4,671 )

KINSALE CAPITAL GROUP INC REGISTERED SHS

     (1,821 )     24       (5.2 )
    (43,917 )

DUTCH BROS INC REGISTERED SHS -A-

     (1,727 )     (88 )     (5.0 )
    (50,356 )

RANGE RESOURCES CORP REGISTERED SHS

     (1,727 )     41       (5.0 )
    (28,126 )

AGREE REALTY CORP REGISTERED SHS

     (1,727 )     (19 )     (5.0 )
    (14,869 )

SUN COMMUNITIES INC REGISTERED SHS

     (1,723 )     (77 )     (5.0 )
    (45,537 )

ESSENTIAL UTILITIES INC REGISTERED SHS

     (1,688 )     (9 )     (4.8 )
    (10,166 )

JACK HENRY & ASSOCIATES INC REGISTERED SHS

     (1,678 )     (7 )     (4.8 )
    (21,292 )

PRINCIPAL FINANCIAL GROUP INC REGISTERED SHS

     (1,658 )     (9 )     (4.8 )
    (106,578 )

WALGREENS BOOTS ALLIANCE INC REGISTERED SHS

     (1,615 )     328       (4.6 )
    (10,353 )

NEXSTAR MEDIA GROUP INC REGISTERED SHS

     (1,573 )     (143 )     (4.5 )
    (15,582 )

RYMAN HOSPITALITY PROPERTIES INC REGISTERED SHS

     (1,558 )     (13 )     (4.5 )
    (11,698 )

HOULIHAN LOKEY INC REGISTERED SHS -A-

     (1,532 )     (43 )     (4.4 )
    (38,388 )

US BANCORP REGISTERED SHS

     (1,513 )     (29 )     (4.3 )
    (15,538 )

CULLEN/FROST BANKERS INC REGISTERED SHS

     (1,512 )     (64 )     (4.3 )
    (8,333 )

LANDSTAR SYSTEM INC REGISTERED SHS

     (1,503 )     (31 )     (4.3 )
    (10,642 )

CHURCHILL DOWNS INC REGISTERED SHS

     (1,488 )     5       (4.3 )
    (7,508 )

ASPEN TECHNOLOGY INC REGISTERED SHS

     (1,473 )     (16 )     (4.2 )
    (5,277 )

RBC BEARINGS INC REGISTERED SHS

     (1,441 )     20       (4.1 )
    (7,753 )

HEICO CORP REGISTERED SHS -A-

     (1,391 )     18       (4.0 )
    (18,191 )

PINNACLE FINANCIAL PARTNERS INC REGISTERED SHS

     (1,388 )     (66 )     (4.0 )
    (7,257 )

SPS COMMERCE INC REGISTERED SHS

     (1,345 )     (18 )     (3.9 )
    (112,538 )

NU HOLDINGS LIMITED REGISTERED SHS -A-

     (1,331 )     (117 )     (3.8 )
    (22,075 )

PROSPERITY BANCSHARES INC REGISTERED SHS

     (1,301 )     (46 )     (3.7 )
    (3,545 )

ERIE INDEMNITY CO SHS -A-

     (1,260 )     (22 )     (3.6 )
    (11,473 )

MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC REGISTERED

     (1,228 )     (48 )     (3.5 )
    (39,062 )

BLACKSTONE SECURED LENDING FUND REGISTERED SHS

     (1,227 )     2       (3.5 )
    (8,129 )

PENSKE AUTOMOTIVE GROUP INC REGISTERED SHS

     (1,199 )     (10 )     (3.4 )
    (22,169 )

COMMERCE BANCSHARES INC REGISTERED SHS

     (1,185 )     (50 )     (3.4 )
    (32,569 )

VIPER ENERGY PARTNERS LP REGISTERED SHS

     (1,176 )     (44 )     (3.4 )
    (9,460 )

BLACKSTONE INC REGISTERED SHS

     (1,156 )     (16 )     (3.3 )
    (15,753 )

SOUTHSTATE CORPORATION REGISTERED SHS

     (1,145 )     (57 )     (3.3 )
    (16,499 )

CIVITAS RESOURCES INC REGISTERED SHS

     (1,110 )     (27 )     (3.2 )
    (5,397 )

MARKETAXESS HOLDING INC REGISTERED SHS

     (1,076 )     (4 )     (3.1 )
    (7,475 )

RLI CORP REGISTERED SHS

     (1,058 )     8       (3.0 )
    (6,429 )

NOVANTA INC REGISTERED SHS

     (1,056 )     10       (3.0 )
    (14,754 )

INTRA-CELLULAR THERAPIES INC REGISTERED SHS

     (1,048 )     39       (3.0 )
    (29,254 )

PILGRIMS PRIDE CORP REGISTERED SHS

     (1,030 )     (95 )     (3.0 )
    (8,742 )

FIVE BELOW INC REGISTERED SHS

     (984 )     32       (2.8 )
    (4,546 )

FTI CONSULTING INC REGISTERED SHS

     (953 )     (34 )     (2.7 )
    (5,667 )

F5 INC REGISTERED SHS

     (950 )     (24 )     (2.7 )
    (5,035 )

LANCASTER COLONY CORP REGISTERED SHS

     (949 )     (0 )     (2.7 )
    (57,925 )

UNITY SOFTWARE INC REGISTERED SHS

     (949 )     8       (2.7 )
    (6,278 )

WESTLAKE CORPORATION REGISTERED SHS

     (944 )     37       (2.7 )
    (3,381 )

MADRIGAL PHARMACEUTICALS INC REGISTERED SHS

     (936 )     (10 )     (2.7 )
    (20,400 )

INTERNATIONAL PAPER CO REGISTERED SHS

     (926 )     47       (2.7 )
    (233,866 )

PELOTON INTERACTIVE INC REGISTERED SHS -A-

     (924 )     173       (2.7 )
    (8,861 )

TKO GROUP HOLDINGS INC REGISTERED SHS -A-

     (922 )     (34 )     (2.6 )
    (5,466 )

AUTONATION INC REGISTERED SHS

     (920 )     51       (2.6 )
    (20,741 )

NOBLE HOLDING CORPORATION PLC REGISTERED SHS -A-

     (901 )     (23 )     (2.6 )
    (9,212 )

IDACORP INC REGISTERED SHS

     (840 )     (17 )     (2.4 )
    (75,755 )

ROIVANT SCIENCES LIMITED REGISTERED SHS

     (812 )     13       (2.3 )
    (10,808 )

VAXCYTE INC REGISTERED SHS

     (777 )     (38 )     (2.2 )
    (14,786 )

VIKING THERAPEUTICS INC REGISTERED SHS

     (769 )     (13 )     (2.2 )
    (2,236 )

POOL CORP REGISTERED SHS

     (767 )     82       (2.2 )
    (16,933 )

NOBLE HOLDING CORPORATION PLC REGISTERED SHS -A-

     (736 )     (19 )     (2.1 )
    (19,394 )

REVOLUTION MEDICINES INC REGISTERED SHS

     (1,908 )     38       (2.1 )

 

 

 

SEI Institutional Managed Trust

 

13

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Growth Fund (Concluded)

 

 
 

Shares

 

Description

  

Notional Amount (Thousands)

    

Value (Thousands)

       Percentage of Basket  
                                 
    (18,853 )

KEURIG DR PEPPER INC REGISTERED SHS

   $ (654 )   $ 21       (1.9 )%
    (2,817 )

RH REGISTERED SHS

     (643 )     (44 )     (1.8 )
    (9,779 )

CIVITAS RESOURCES INC REGISTERED SHS

     (637 )     (36 )     (1.8 )
    (2,793 )

CDW CORPORATION REGISTERED SHS

     (632 )     8       (1.8 )
    (13,105 )

GXO LOGISTICS INC REGISTERED SHS

     (628 )     (28 )     (1.8 )
    (3,276 )

WATTS WATER TECHNOLOGIES INC SHS -A-

     (615 )     16       (1.8 )
    (3,785 )

HYATT HOTELS CORP REGISTERED SHS -A-

     (568 )     (6 )     (1.6 )
    (16,492 )

AFFIRM HOLDINGS INC REGISTERED SHS -A-

     (508 )     21       (1.5 )
    (68,587 )

UWM HOLDINGS CORPORATION REGISTERED SHS -A-

     (506 )     25       (1.5 )
    (8,631 )

CELSIUS HOLDINGS INC REGISTERED SHS

     (479 )     (13 )     (1.4 )
    (521 )

SUPER MICRO COMPUTER INC REGISTERED SHS

     (462 )     40       (1.3 )
    (39,802 )

SOTERA HEALTH COMPANY REGISTERED SHS

     (452 )     (19 )     (1.3 )
    (565 )

TEXAS PACIFIC LAND CORP REGISTERED SHS

     (429 )     15       (1.2 )
    (55 )

NVR INC REGISTERED SHS

     (423 )     6       (1.2 )
    (2,647 )

UBIQUITI INC REGISTERED SHS

     (388 )     3       (1.1 )
    (1,425 )

FIRST SOLAR INC REGISTERED SHS

     (372 )     55       (1.1 )
    (2,666 )

MODERNA INC REGISTERED SHS

     (368 )     52       (1.1 )
    (1,542 )

APPFOLIO INC REGISTERED SHS -A-

     (355 )     (21 )     (1.0 )
    (1,700 )

CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS

     (354 )     4       (1.0 )
    (1,544 )

PRIMERICA INC REGISTERED SHS

     (352 )     (13 )     (1.0 )

 

 

Percentages are based on Net Assets of $1,523,999 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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 Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ —     $ 12,537     $ (12,537 )   $ —     $ —     $ —     $ 3     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     16,819       342,820       (338,626 )     —       —       21,013       789       —  

Totals

  $ 16,819     $ 355,357     $ (351,163 )   $ –     $ —     $ 21,013     $ 792     $ —  

 

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

 

See “Glossary” for Abbreviations.

 

 

14

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 98.6%
                 

Communication Services — 8.9%

        

Alphabet Inc, Cl A

    133,310     $ 24,282  

Alphabet Inc, Cl C

    111,675       20,483  

AT&T Inc

    162,451       3,104  

Charter Communications Inc, Cl A *

     2,172       649  

Comcast Corp, Cl A

    88,276       3,457  

Electronic Arts Inc

    6,106       851  

Fox Corp, Cl A

    5,531       190  

Fox Corp, Cl B

    3,100       99  

Frontier Communications Parent Inc *

     5,500       144  

GCI Liberty Inc *

     2,200       —  

IAC Inc *

     1,648       77  

Interpublic Group of Cos Inc/The

    8,800       256  

Iridium Communications Inc

    2,700       72  

Liberty Broadband Corp, Cl A *

     400       22  

Liberty Broadband Corp, Cl C *

     2,608       143  

Liberty Global Ltd, Cl A *

     3,800       66  

Liberty Global PLC *

     3,900       70  

Liberty Media Corp-Liberty Formula One, Cl A *

     500       32  

Liberty Media Corp-Liberty Formula One, Cl C *

     4,400       316  

Liberty Media Corp-Liberty Live, Cl A *

     521       20  

Liberty Media Corp-Liberty Live, Cl C *

     1,009       39  

Liberty Media Corp-Liberty SiriusXM *

     3,698       82  

Liberty Media Corp-Liberty SiriusXM, Cl A *

     1,700       38  

Live Nation Entertainment Inc *

     3,590       337  

Madison Square Garden Sports Corp *

     396       74  

Match Group Inc *

     6,299       191  

Meta Platforms Inc, Cl A

    49,724       25,072  

Netflix Inc *

     9,679       6,532  

New York Times Co/The, Cl A

    3,612       185  

News Corp, Cl A

    8,600       237  

News Corp, Cl B

    2,800       79  

Nexstar Media Group Inc, Cl A

    700       116  

Omnicom Group Inc

    4,526       406  

Paramount Global, Cl A

    219       4  

Paramount Global, Cl B

    12,953       135  

Pinterest Inc, Cl A *

     13,376       589  

Playtika Holding Corp

    637       5  

ROBLOX Corp, Cl A *

     10,700       398  

Roku Inc, Cl A *

     2,845       171  

Sirius XM Holdings Inc

    16,018       45  

Spotify Technology SA *

     3,160       992  

Take-Two Interactive Software Inc, Cl A *

     3,704       576  

TKO Group Holdings Inc, Cl A

    1,400       151  

T-Mobile US Inc

    11,114       1,958  

Trade Desk Inc/The, Cl A *

     10,051       982  

TripAdvisor Inc *

     2,600       46  

Trump Media & Technology Group Corp *

     1,306       43  

Verizon Communications Inc

    95,529       3,940  

Walt Disney Co/The

    41,494       4,120  

Warner Bros Discovery Inc *

     50,220       374  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

ZoomInfo Technologies Inc, Cl A *

     6,800     $ 87  
                 
              102,337  

Consumer Discretionary — 10.1%

        

ADT Inc

    5,828       44  

Advance Auto Parts Inc

    1,417       90  

Airbnb Inc, Cl A *

     9,900       1,501  

Amazon.com Inc, Cl A *

     210,592       40,697  

Amer Sports Inc *

     2,745       34  

Aptiv PLC *

     6,103       430  

Aramark

    5,991       204  

AutoNation Inc *

     594       95  

AutoZone Inc *

     403       1,194  

Bath & Body Works Inc

    5,200       203  

Best Buy Co Inc

    4,880       411  

Birkenstock Holding PLC *

     550       30  

Booking Holdings Inc

    773       3,062  

BorgWarner Inc

    5,300       171  

Boyd Gaming Corp

    1,600       88  

Bright Horizons Family Solutions Inc *

     1,300       143  

Brunswick Corp/DE

    1,600       116  

Burlington Stores Inc *

     1,453       349  

Caesars Entertainment Inc *

     4,700       187  

Capri Holdings Ltd *

     2,500       83  

CarMax Inc *

     3,600       264  

Carnival Corp *

     22,627       424  

Carter's Inc

    800       50  

Carvana Co, Cl A *

     2,400       309  

Cava Group Inc *

     1,700       158  

Chipotle Mexican Grill Inc, Cl A *

     31,450       1,970  

Choice Hotels International Inc

    628       75  

Churchill Downs Inc

    1,622       226  

Columbia Sportswear Co

    800       63  

Coupang Inc, Cl A *

     24,900       522  

Crocs Inc *

     1,350       197  

Darden Restaurants Inc

    2,699       408  

Deckers Outdoor Corp *

     601       582  

Dick's Sporting Goods Inc

    1,292       278  

Dillard's Inc, Cl A

    70       31  

Domino's Pizza Inc

    799       413  

DoorDash Inc, Cl A *

     7,864       855  

DR Horton Inc

    6,838       964  

DraftKings Inc, Cl A *

     9,500       363  

Duolingo Inc, Cl A *

     800       167  

Dutch Bros Inc, Cl A *

     2,100       87  

eBay Inc

    11,756       631  

Etsy Inc *

     2,654       156  

Expedia Group Inc *

     3,024       381  

Five Below Inc *

     1,233       134  

Floor & Decor Holdings Inc, Cl A *

     2,400       239  

Ford Motor Co

    89,385       1,121  

GameStop Corp, Cl A *

     6,300       156  

Gap Inc/The

    4,600       110  

Garmin Ltd

    3,457       563  

 

 

 

SEI Institutional Managed Trust

 

15

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

General Motors Co

    26,249     $ 1,219  

Gentex Corp

    5,335       180  

Genuine Parts Co

    3,176       439  

Grand Canyon Education Inc *

     700       98  

H&R Block Inc

    3,300       179  

Harley-Davidson Inc, Cl A

    3,000       101  

Hasbro Inc

    2,902       170  

Hilton Worldwide Holdings Inc

    5,634       1,229  

Home Depot Inc/The

    22,496       7,744  

Hyatt Hotels Corp, Cl A

    994       151  

Kohl's Corp

    2,625       60  

Las Vegas Sands Corp

    8,446       374  

Lear Corp

    1,294       148  

Leggett & Platt Inc

    3,200       37  

Lennar Corp, Cl A

    5,489       823  

Lennar Corp, Cl B

    250       35  

Light & Wonder Inc, Cl A *

     2,000       210  

Lithia Motors Inc, Cl A

    630       159  

LKQ Corp

    6,088       253  

Lowe's Cos Inc

    13,114       2,891  

Lucid Group Inc *

     17,500       46  

Lululemon Athletica Inc *

     2,698       806  

Macy's Inc

    6,400       123  

Marriott International Inc/MD, Cl A

    5,455       1,319  

Marriott Vacations Worldwide Corp

    800       70  

Mattel Inc *

     7,900       128  

McDonald's Corp

    16,361       4,169  

MGM Resorts International *

     6,253       278  

Mohawk Industries Inc *

     1,232       140  

Murphy USA Inc

    445       209  

Newell Brands Inc, Cl B

    8,970       57  

NIKE Inc, Cl B

    27,244       2,053  

Nordstrom Inc

    2,500       53  

Norwegian Cruise Line Holdings Ltd *

     9,563       180  

NVR Inc *

     68       516  

Ollie's Bargain Outlet Holdings Inc *

     1,461       143  

O'Reilly Automotive Inc *

     1,350       1,426  

Penn Entertainment Inc *

     3,300       64  

Penske Automotive Group Inc, Cl A

    400       60  

Planet Fitness Inc, Cl A *

     2,000       147  

Polaris Inc

    1,231       96  

Pool Corp

    869       267  

PulteGroup Inc

    4,900       539  

PVH Corp

    1,349       143  

QuantumScape Corp, Cl A *

     6,600       32  

Ralph Lauren Corp, Cl A

    884       155  

RH *

     353       86  

Rivian Automotive Inc, Cl A *

     18,600       250  

Ross Stores Inc

    7,494       1,089  

Royal Caribbean Cruises Ltd *

     5,323       849  

Service Corp International/US

    3,300       235  

SharkNinja Inc

    1,500       113  

Skechers USA Inc, Cl A *

     3,053       211  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Starbucks Corp

    25,201     $ 1,962  

Tapestry Inc

    5,208       223  

Tempur Sealy International Inc

    3,750       177  

Tesla Inc *

     63,023       12,471  

Texas Roadhouse Inc, Cl A

    1,500       258  

Thor Industries Inc

    1,200       112  

TJX Cos Inc/The

    25,859       2,847  

Toll Brothers Inc

    2,350       271  

TopBuild Corp *

     708       273  

Tractor Supply Co

    2,451       662  

Travel + Leisure Co

    1,563       70  

Ulta Beauty Inc *

     1,080       417  

Under Armour Inc, Cl A *

     4,815       32  

Under Armour Inc, Cl C *

     4,500       29  

Vail Resorts Inc

    870       157  

Valvoline Inc *

     2,900       125  

VF Corp

    7,764       105  

Wayfair Inc, Cl A *

     1,823       96  

Wendy's Co/The

    3,700       63  

Whirlpool Corp

    1,238       126  

Williams-Sonoma Inc

    1,400       395  

Wingstop Inc, Cl A

    650       275  

Wyndham Hotels & Resorts Inc

    1,863       138  

Wynn Resorts Ltd

    2,315       207  

YETI Holdings Inc *

     1,900       72  

Yum! Brands Inc

    6,359       842  
                 
              115,986  

Consumer Staples — 5.5%

        

Albertsons Cos Inc, Cl A

    9,400       186  

Altria Group Inc

    39,000       1,777  

Archer-Daniels-Midland Co

    11,188       676  

BellRing Brands Inc *

     3,000       171  

BJ's Wholesale Club Holdings Inc *

     3,000       264  

Boston Beer Co Inc/The, Cl A *

     190       58  

Brown-Forman Corp, Cl A

    1,040       46  

Brown-Forman Corp, Cl B

    4,122       178  

Bunge Global SA

    3,300       352  

Campbell Soup Co

    4,300       194  

Casey's General Stores Inc

    852       325  

Celsius Holdings Inc *

     3,300       188  

Church & Dwight Co Inc

    5,510       571  

Clorox Co/The

    2,771       378  

Coca-Cola Co/The

    88,394       5,626  

Coca-Cola Consolidated Inc

    100       109  

Colgate-Palmolive Co

    18,679       1,813  

Conagra Brands Inc

    10,849       308  

Constellation Brands Inc, Cl A

    3,636       936  

Costco Wholesale Corp

    10,060       8,551  

Coty Inc, Cl A *

     8,539       86  

Darling Ingredients Inc *

     3,623       133  

Dollar General Corp

    4,945       654  

Dollar Tree Inc *

     4,656       497  

elf Beauty Inc *

     1,200       253  

 

 

 

16

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Estee Lauder Cos Inc/The, Cl A

    5,180     $ 551  

Flowers Foods Inc

    4,150       92  

Freshpet Inc *

     1,000       129  

General Mills Inc

    12,961       820  

Grocery Outlet Holding Corp *

     2,300       51  

Hershey Co/The

    3,392       624  

Hormel Foods Corp

    6,537       199  

Ingredion Inc

    1,510       173  

J M Smucker Co/The

    2,354       257  

Kellanova

    5,885       339  

Kenvue Inc

    43,404       789  

Keurig Dr Pepper Inc

    23,985       801  

Kimberly-Clark Corp

    7,640       1,056  

Kraft Heinz Co/The

    20,149       649  

Kroger Co/The

    14,888       743  

Lamb Weston Holdings Inc

    3,300       278  

Maplebear Inc *

     3,900       125  

McCormick & Co Inc/MD

    5,682       403  

Molson Coors Beverage Co, Cl B

    3,995       203  

Mondelez International Inc, Cl A

    30,846       2,019  

Monster Beverage Corp *

     16,978       848  

PepsiCo Inc

    31,280       5,159  

Performance Food Group Co *

     3,500       231  

Philip Morris International Inc

    35,213       3,568  

Pilgrim's Pride Corp *

     900       35  

Post Holdings Inc *

     1,107       115  

Procter & Gamble Co/The

    53,457       8,816  

Reynolds Consumer Products Inc

    1,200       34  

Seaboard Corp

    6       19  

Spectrum Brands Holdings Inc

    657       57  

Sysco Corp, Cl A

    11,363       811  

Target Corp, Cl A

    10,443       1,546  

Tyson Foods Inc, Cl A

    6,308       360  

US Foods Holding Corp *

     5,097       270  

Walgreens Boots Alliance Inc

    16,341       198  

Walmart Inc

    98,413       6,664  
                 
              63,362  

Energy — 3.7%

        

Antero Midstream Corp

    7,550       111  

Antero Resources Corp *

     6,400       209  

APA Corp

    8,200       241  

Baker Hughes Co, Cl A

    22,602       795  

Cheniere Energy Inc

    5,423       948  

Chesapeake Energy Corp

    2,800       230  

Chevron Corp

    39,049       6,108  

Chord Energy Corp

    1,400       235  

Civitas Resources Inc

    2,300       159  

ConocoPhillips

    26,604       3,043  

Coterra Energy Inc

    17,014       454  

Devon Energy Corp

    14,561       690  

Diamondback Energy Inc, Cl A

    4,029       807  

DT Midstream Inc

    2,156       153  

EOG Resources Inc

    13,082       1,647  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

EQT Corp

    9,967     $ 369  

Exxon Mobil Corp

    101,756       11,714  

Halliburton Co

    20,445       691  

Hess Corp

    6,299       929  

HF Sinclair Corp

    3,700       197  

Kinder Morgan Inc

    44,634       887  

Marathon Oil Corp

    13,292       381  

Marathon Petroleum Corp

    7,950       1,379  

Matador Resources Co

    2,700       161  

New Fortress Energy Inc, Cl A

    1,500       33  

NOV Inc

    8,800       167  

Occidental Petroleum Corp

    14,423       909  

ONEOK Inc

    13,261       1,081  

Ovintiv Inc

    5,800       272  

Permian Resources Corp, Cl A

    14,200       229  

Phillips 66

    9,562       1,350  

Range Resources Corp

    5,250       176  

Schlumberger NV, Cl A

    32,325       1,525  

Southwestern Energy Co *

     24,800       167  

Targa Resources Corp

    5,000       644  

TechnipFMC PLC

    9,800       256  

Texas Pacific Land Corp

    397       291  

Valero Energy Corp

    7,374       1,156  

Viper Energy Inc, Cl A

    2,100       79  

Weatherford International PLC *

     1,600       196  

Williams Cos Inc/The

    27,573       1,172  
                 
              42,241  

Financials — 12.7%

        

Affiliated Managers Group Inc

    771       120  

Affirm Holdings Inc, Cl A *

     5,200       157  

Aflac Inc

    13,146       1,174  

AGNC Investment Corp ‡

     16,228       155  

Allstate Corp/The

    5,980       955  

Ally Financial Inc

    6,158       244  

American Express Co

    12,864       2,979  

American Financial Group Inc/OH

    1,643       202  

American International Group Inc

    15,303       1,136  

Ameriprise Financial Inc

    2,274       971  

Annaly Capital Management Inc ‡

     11,193       213  

Aon PLC, Cl A

    4,497       1,320  

Apollo Global Management Inc

    11,847       1,399  

Arch Capital Group Ltd *

     8,089       816  

Ares Management Corp, Cl A

    3,800       506  

Arthur J Gallagher & Co

    4,855       1,259  

Assurant Inc

    1,200       200  

Assured Guaranty Ltd

    1,214       94  

Axis Capital Holdings Ltd

    1,823       129  

Bank of America Corp

    153,902       6,121  

Bank of New York Mellon Corp/The

    17,285       1,035  

Bank OZK

    2,400       98  

Berkshire Hathaway Inc, Cl B *

     41,570       16,911  

BlackRock Inc

    3,351       2,638  

Blackstone Inc, Cl A

    16,149       1,999  

 

 

 

SEI Institutional Managed Trust

 

17

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Block Inc, Cl A *

     12,553     $ 810  

Blue Owl Capital Inc, Cl A

    10,300       183  

BOK Financial Corp

    600       55  

Brighthouse Financial Inc *

     1,500       65  

Brown & Brown Inc

    5,400       483  

Capital One Financial Corp

    8,613       1,192  

Carlyle Group Inc/The

    4,800       193  

Cboe Global Markets Inc

    2,400       408  

Charles Schwab Corp/The

    33,627       2,478  

Chubb Ltd

    9,210       2,349  

Cincinnati Financial Corp

    3,500       413  

Citigroup Inc

    43,380       2,753  

Citizens Financial Group Inc

    10,559       380  

CME Group Inc, Cl A

    8,133       1,599  

CNA Financial Corp

    552       25  

Coinbase Global Inc, Cl A *

     4,500       1,000  

Columbia Banking System Inc

    4,966       99  

Comerica Inc

    3,053       156  

Commerce Bancshares Inc/MO

    2,665       149  

Corebridge Financial Inc

    5,000       146  

Corpay Inc *

     1,611       429  

Credit Acceptance Corp, Cl A *

     136       70  

Cullen/Frost Bankers Inc

    1,314       134  

Discover Financial Services

    5,671       742  

East West Bancorp Inc

    3,200       234  

Equitable Holdings Inc

    7,600       311  

Euronet Worldwide Inc *

     1,000       104  

Evercore Inc, Cl A

    783       163  

Everest Group Ltd

    966       368  

FactSet Research Systems Inc

    885       361  

Fidelity National Financial Inc

    5,910       292  

Fidelity National Information Services Inc, Cl B

    12,719       959  

Fifth Third Bancorp

    15,500       566  

First American Financial Corp

    2,250       121  

First Citizens BancShares Inc/NC, Cl A

    259       436  

First Hawaiian Inc

    3,000       62  

First Horizon Corp

    12,500       197  

Fiserv Inc, Cl A *

     13,178       1,964  

FNB Corp/PA

    7,950       109  

Franklin Resources Inc

    6,900       154  

Global Payments Inc

    5,877       568  

Globe Life Inc

    2,001       165  

Goldman Sachs Group Inc/The

    7,140       3,230  

Hanover Insurance Group Inc/The, Cl A

    826       104  

Hartford Financial Services Group Inc/The

    6,659       670  

Houlihan Lokey Inc, Cl A

    1,150       155  

Huntington Bancshares Inc/OH

    32,738       431  

Interactive Brokers Group Inc, Cl A

    2,321       285  

Intercontinental Exchange Inc

    12,812       1,754  

Invesco Ltd

    8,162       122  

Jack Henry & Associates Inc

    1,644       273  

Janus Henderson Group PLC

    2,950       99  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Jefferies Financial Group Inc

    4,100     $ 204  

JPMorgan Chase & Co

    64,936       13,134  

Kemper Corp, Cl A

    1,455       86  

KeyCorp

    21,188       301  

Kinsale Capital Group Inc

    500       193  

KKR & Co Inc

    15,100       1,589  

Lazard Inc, Cl A

    2,600       99  

Lincoln National Corp

    3,777       117  

Loews Corp

    4,189       313  

LPL Financial Holdings Inc

    1,692       473  

M&T Bank Corp

    3,777       572  

Markel Group Inc *

     300       473  

MarketAxess Holdings Inc

    825       165  

Marsh & McLennan Cos Inc

    11,239       2,368  

Mastercard Inc, Cl A

    18,736       8,266  

MetLife Inc

    13,515       949  

MGIC Investment Corp

    6,500       140  

Moody's Corp

    3,603       1,517  

Morgan Stanley

    26,562       2,582  

Morningstar Inc, Cl A

    600       178  

MSCI Inc, Cl A

    1,734       835  

Nasdaq Inc, Cl A

    8,400       506  

Northern Trust Corp

    4,650       391  

NU Holdings Ltd, Cl A *

     72,100       929  

Old Republic International Corp

    5,900       182  

OneMain Holdings Inc, Cl A

    2,481       120  

PayPal Holdings Inc *

     24,420       1,417  

Pinnacle Financial Partners Inc

    1,700       136  

PNC Financial Services Group Inc/The

    9,056       1,408  

Popular Inc

    1,600       142  

Primerica Inc

    781       185  

Principal Financial Group Inc, Cl A

    5,434       426  

Progressive Corp/The

    13,257       2,754  

Prosperity Bancshares Inc

    2,000       122  

Prudential Financial Inc

    8,262       968  

Raymond James Financial Inc

    4,305       532  

Regions Financial Corp

    20,862       418  

Reinsurance Group of America Inc, Cl A

    1,524       313  

RenaissanceRe Holdings Ltd

    1,175       263  

Rithm Capital Corp ‡

     10,840       118  

RLI Corp

    900       127  

Robinhood Markets Inc, Cl A *

     14,400       327  

Rocket Cos Inc, Cl A *

     2,800       38  

Ryan Specialty Holdings Inc, Cl A

    2,200       127  

S&P Global Inc

    7,094       3,164  

SEI Investments Co †

     2,300       149  

Shift4 Payments Inc, Cl A *

     1,200       88  

SLM Corp

    4,940       103  

SoFi Technologies Inc *

     21,100       139  

Starwood Property Trust Inc ‡

     6,600       125  

State Street Corp

    6,909       511  

Stifel Financial Corp

    2,200       185  

Synchrony Financial

    9,118       430  

 

 

 

18

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Synovus Financial Corp

    3,400     $ 137  

T Rowe Price Group Inc

    4,971       573  

TFS Financial Corp

    1,417       18  

Toast Inc, Cl A *

     10,050       259  

TPG Inc, Cl A

    1,500       62  

Tradeweb Markets Inc, Cl A

    2,600       276  

Travelers Cos Inc/The

    5,170       1,051  

Truist Financial Corp

    30,227       1,174  

Unum Group

    4,325       221  

US Bancorp

    35,480       1,409  

UWM Holdings Corp

    2,800       19  

Virtu Financial Inc, Cl A

    1,900       43  

Visa Inc, Cl A

    35,719       9,375  

Voya Financial Inc

    2,200       157  

W R Berkley Corp

    4,550       358  

Webster Financial Corp

    3,868       169  

Wells Fargo & Co

    79,415       4,716  

Western Alliance Bancorp

    2,400       151  

Western Union Co/The

    8,200       100  

WEX Inc *

     995       176  

White Mountains Insurance Group Ltd

    60       109  

Willis Towers Watson PLC

    2,304       604  

Wintrust Financial Corp

    1,400       138  

XP Inc, Cl A

    7,300       128  

Zions Bancorp NA

    3,300       143  
                 
              146,362  

Health Care — 11.4%

        

10X Genomics Inc, Cl A *

     2,198       43  

Abbott Laboratories

    39,283       4,082  

AbbVie Inc

    40,035       6,867  

Acadia Healthcare Co Inc, Cl A *

     2,000       135  

Agilent Technologies Inc

    6,654       863  

Align Technology Inc *

     1,751       423  

Alnylam Pharmaceuticals Inc *

     2,827       687  

Amedisys Inc *

     700       64  

Amgen Inc, Cl A

    12,130       3,790  

Apellis Pharmaceuticals Inc *

     2,400       92  

Avantor Inc *

     15,320       325  

Azenta Inc *

     1,200       63  

Baxter International Inc

    11,565       387  

Becton Dickinson & Co

    6,559       1,533  

Biogen Inc *

     3,259       755  

BioMarin Pharmaceutical Inc *

     4,267       351  

Bio-Rad Laboratories Inc, Cl A *

     456       124  

Bio-Techne Corp

    3,496       250  

Boston Scientific Corp *

     33,188       2,556  

Bristol-Myers Squibb Co

    46,186       1,918  

Bruker Corp

    2,300       147  

Cardinal Health Inc

    5,600       551  

Catalent Inc *

     4,023       226  

Cencora Inc, Cl A

    3,795       855  

Centene Corp *

     12,181       808  

Cerevel Therapeutics Holdings Inc *

     1,600       65  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Certara Inc *

     2,600     $ 36  

Charles River Laboratories International Inc *

     1,161       240  

Chemed Corp

    336       182  

Cigna Group/The

    6,300       2,083  

Cooper Cos Inc/The

    4,448       388  

CVS Health Corp

    29,058       1,716  

Danaher Corp, Cl A

    14,934       3,731  

DaVita Inc *

     1,200       166  

DENTSPLY SIRONA Inc

    4,700       117  

Dexcom Inc *

     8,772       995  

Doximity Inc, Cl A *

     2,500       70  

Edwards Lifesciences Corp, Cl A *

     13,647       1,261  

Elanco Animal Health Inc *

     11,077       160  

Elevance Health Inc

    5,282       2,862  

Eli Lilly & Co

    19,318       17,490  

Encompass Health Corp

    2,200       189  

Enovis Corp *

     1,266       57  

Envista Holdings Corp *

     3,600       60  

Exact Sciences Corp *

     4,100       173  

Exelixis Inc *

     6,900       155  

Fortrea Holdings Inc *

     2,001       47  

GE HealthCare Technologies Inc

    9,504       741  

Gilead Sciences Inc

    28,344       1,945  

Globus Medical Inc, Cl A *

     2,650       181  

GRAIL Inc *

     605       9  

HCA Healthcare Inc

    4,504       1,447  

Henry Schein Inc *

     2,947       189  

Hologic Inc *

     5,300       393  

Humana Inc

    2,754       1,029  

IDEXX Laboratories Inc *

     1,866       909  

Illumina Inc *

     3,628       379  

Incyte Corp *

     4,143       251  

Inspire Medical Systems Inc *

     650       87  

Insulet Corp *

     1,569       317  

Intra-Cellular Therapies Inc, Cl A *

     2,300       157  

Intuitive Surgical Inc *

     7,933       3,529  

Ionis Pharmaceuticals Inc *

     3,200       152  

IQVIA Holdings Inc *

     4,105       868  

Jazz Pharmaceuticals PLC *

     1,380       147  

Johnson & Johnson

    54,706       7,996  

Labcorp Holdings Inc

    1,901       387  

Masimo Corp *

     1,000       126  

McKesson Corp

    3,042       1,777  

Medpace Holdings Inc *

     500       206  

Medtronic PLC

    30,153       2,373  

Merck & Co Inc

    57,672       7,140  

Mettler-Toledo International Inc *

     470       657  

Moderna Inc *

     7,531       894  

Molina Healthcare Inc *

     1,295       385  

Natera Inc *

     2,500       271  

Neurocrine Biosciences Inc *

     2,184       301  

Organon & Co

    5,770       119  

 

 

 

SEI Institutional Managed Trust

 

19

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Penumbra Inc *

     800     $ 144  

Perrigo Co PLC

    3,193       82  

Pfizer Inc

    128,225       3,588  

Premier Inc, Cl A

    2,800       52  

QIAGEN NV

    5,035       207  

Quest Diagnostics Inc

    2,541       348  

QuidelOrtho Corp *

     1,300       43  

R1 RCM Inc *

     3,300       41  

Regeneron Pharmaceuticals Inc *

     2,349       2,469  

Repligen Corp *

     1,250       158  

ResMed Inc

    3,295       631  

Revvity Inc

    2,841       298  

Roivant Sciences Ltd *

     8,700       92  

Royalty Pharma PLC, Cl A

    8,400       221  

Sarepta Therapeutics Inc *

     2,000       316  

Solventum Corp *

     3,188       169  

Sotera Health Co *

     3,000       36  

STERIS PLC

    2,240       492  

Stryker Corp

    8,248       2,806  

Teleflex Inc

    1,039       218  

Tenet Healthcare Corp *

     2,300       306  

Thermo Fisher Scientific Inc

    8,647       4,782  

Ultragenyx Pharmaceutical Inc *

     1,700       70  

United Therapeutics Corp *

     1,022       326  

UnitedHealth Group Inc

    20,885       10,636  

Universal Health Services Inc, Cl B

    1,325       245  

Veeva Systems Inc, Cl A *

     3,268       598  

Vertex Pharmaceuticals Inc *

     5,846       2,740  

Viatris Inc, Cl W

    27,230       289  

Viking Therapeutics Inc *

     2,400       127  

Waters Corp *

     1,299       377  

West Pharmaceutical Services Inc

    1,678       553  

Zimmer Biomet Holdings Inc

    4,722       512  

Zoetis Inc, Cl A

    10,525       1,825  
                 
              131,297  

Industrials — 8.9%

        

3M Co

    12,452       1,272  

A O Smith Corp

    2,800       229  

AAON Inc

    1,500       131  

Acuity Brands Inc

    719       174  

Advanced Drainage Systems Inc

    1,500       241  

AECOM

    3,100       273  

AGCO Corp

    1,400       137  

Air Lease Corp, Cl A

    2,300       109  

Alaska Air Group Inc *

     2,800       113  

Allegion plc

    1,950       230  

Allison Transmission Holdings Inc

    2,000       152  

American Airlines Group Inc *

     14,672       166  

AMETEK Inc

    5,183       864  

API Group Corp *

     5,200       196  

Armstrong World Industries Inc

    1,000       113  

Automatic Data Processing Inc

    9,374       2,237  

Avis Budget Group Inc

    400       42  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Axon Enterprise Inc *

     1,593     $ 469  

AZEK Co Inc/The, Cl A *

     3,300       139  

Boeing Co/The *

     13,138       2,391  

Booz Allen Hamilton Holding Corp, Cl A

    2,940       452  

Broadridge Financial Solutions Inc

    2,625       517  

Builders FirstSource Inc *

     2,750       381  

BWX Technologies Inc

    2,100       200  

CACI International Inc, Cl A *

     492       212  

Carlisle Cos Inc

    1,074       435  

Carrier Global Corp

    18,952       1,195  

Caterpillar Inc, Cl A

    11,067       3,686  

CH Robinson Worldwide Inc

    2,555       225  

Cintas Corp

    1,951       1,366  

Clarivate PLC *

     11,200       64  

Clean Harbors Inc *

     1,100       249  

CNH Industrial NV

    22,200       225  

Comfort Systems USA Inc

    800       243  

Concentrix Corp

    1,000       63  

Copart Inc *

     19,556       1,059  

Core & Main Inc, Cl A *

     3,900       191  

Crane Co

    1,100       159  

CSX Corp

    44,750       1,497  

Cummins Inc

    3,068       850  

Curtiss-Wright Corp

    850       230  

Dayforce Inc *

     3,355       166  

Deere & Co

    5,862       2,190  

Delta Air Lines Inc, Cl A

    14,621       694  

Donaldson Co Inc, Cl A

    2,700       193  

Dover Corp

    3,151       569  

Dun & Bradstreet Holdings Inc

    6,000       56  

Eaton Corp PLC

    9,011       2,825  

EMCOR Group Inc

    1,050       383  

Emerson Electric Co

    12,946       1,426  

Equifax Inc

    2,779       674  

Esab Corp

    1,266       120  

Expeditors International of Washington Inc

    3,300       412  

Fastenal Co, Cl A

    12,987       816  

FedEx Corp

    5,260       1,577  

Ferguson PLC

    4,600       891  

Flowserve Corp

    2,900       139  

Fortive Corp

    8,059       597  

Fortune Brands Innovations Inc

    2,861       186  

FTI Consulting Inc *

     752       162  

Gates Industrial Corp PLC *

     3,800       60  

GE Vernova Inc *

     6,178       1,060  

Generac Holdings Inc *

     1,350       179  

General Dynamics Corp

    6,155       1,786  

General Electric Co

    24,614       3,913  

Genpact Ltd

    3,950       127  

Graco Inc

    3,800       301  

GXO Logistics Inc *

     2,633       133  

Hayward Holdings Inc *

     3,300       41  

HEICO Corp

    1,000       224  

 

 

 

20

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

HEICO Corp, Cl A

    1,800     $ 320  

Hexcel Corp, Cl A

    1,900       119  

Honeywell International Inc

    14,801       3,161  

Howmet Aerospace Inc

    9,200       714  

Hubbell Inc, Cl B

    1,205       440  

Huntington Ingalls Industries Inc, Cl A

    877       216  

IDEX Corp

    1,703       343  

Illinois Tool Works Inc

    6,789       1,609  

Ingersoll Rand Inc

    9,149       831  

ITT Inc

    1,848       239  

Jacobs Solutions Inc

    2,845       397  

JB Hunt Transport Services Inc

    1,860       298  

Johnson Controls International PLC

    15,426       1,025  

KBR Inc

    3,000       192  

Kirby Corp *

     1,300       156  

Knight-Swift Transportation Holdings Inc, Cl A

    3,527       176  

L3Harris Technologies Inc

    4,297       965  

Landstar System Inc

    792       146  

Leidos Holdings Inc

    3,100       452  

Lennox International Inc

    731       391  

Lincoln Electric Holdings Inc

    1,242       234  

Loar Holdings Inc *

     235       13  

Lockheed Martin Corp

    4,888       2,283  

Lyft Inc, Cl A *

     7,700       109  

ManpowerGroup Inc

    1,088       76  

Masco Corp

    5,100       340  

MasTec Inc *

     1,400       150  

MDU Resources Group Inc

    4,500       113  

Middleby Corp/The *

     1,239       152  

MSA Safety Inc

    858       161  

MSC Industrial Direct Co Inc, Cl A

    1,079       86  

Nordson Corp

    1,293       300  

Norfolk Southern Corp

    5,158       1,107  

Northrop Grumman Corp

    3,211       1,400  

nVent Electric PLC

    3,700       283  

Old Dominion Freight Line Inc, Cl A

    4,466       789  

Oshkosh Corp

    1,500       162  

Otis Worldwide Corp

    9,426       907  

Owens Corning

    1,960       340  

PACCAR Inc

    11,682       1,203  

Parker-Hannifin Corp, Cl A

    2,901       1,467  

Parsons Corp *

     1,000       82  

Paychex Inc

    7,290       864  

Paycom Software Inc

    1,166       167  

Paycor HCM Inc *

     1,400       18  

Paylocity Holding Corp *

     935       123  

Pentair PLC

    3,700       284  

Quanta Services Inc

    3,250       826  

RB Global Inc

    4,190       320  

RBC Bearings Inc *

     600       162  

Regal Rexnord Corp

    1,500       203  

Republic Services Inc

    4,688       911  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Robert Half Inc

    2,300     $ 147  

Rockwell Automation Inc

    2,599       715  

Rollins Inc

    5,800       283  

RTX Corp

    30,147       3,026  

Ryder System Inc

    1,000       124  

Saia Inc *

     600       285  

Schneider National Inc, Cl B

    1,100       27  

Science Applications International Corp

    1,200       141  

Sensata Technologies Holding PLC

    3,400       127  

Simpson Manufacturing Co Inc

    1,000       169  

SiteOne Landscape Supply Inc *

     1,002       122  

Snap-on Inc

    1,179       308  

Southwest Airlines Co, Cl A

    13,544       387  

Spirit AeroSystems Holdings Inc, Cl A *

     2,700       89  

SS&C Technologies Holdings Inc

    4,900       307  

Stanley Black & Decker Inc

    3,457       276  

Stericycle Inc, Cl A *

     2,050       119  

Tetra Tech Inc

    1,200       245  

Textron Inc

    4,438       381  

Timken Co/The

    1,400       112  

Toro Co/The

    2,400       224  

Trane Technologies PLC

    5,170       1,701  

TransDigm Group Inc

    1,213       1,550  

TransUnion

    4,400       326  

Trex Co Inc *

     2,500       185  

Uber Technologies Inc *

     45,529       3,309  

U-Haul Holding Co *

     237       15  

U-Haul Holding Co, Cl B

    2,333       140  

Union Pacific Corp

    13,836       3,131  

United Airlines Holdings Inc *

     7,473       364  

United Parcel Service Inc, Cl B

    16,420       2,247  

United Rentals Inc

    1,543       998  

Valmont Industries Inc

    459       126  

Veralto Corp

    5,611       536  

Verisk Analytics Inc, Cl A

    3,249       876  

Vertiv Holdings Co, Cl A

    7,800       675  

Vestis Corp

    2,945       36  

Waste Management Inc

    9,250       1,973  

Watsco Inc

    776       359  

WESCO International Inc

    1,000       159  

Westinghouse Air Brake Technologies Corp

    4,066       643  

WillScot Mobile Mini Holdings Corp, Cl A *

     4,300       162  

Woodward Inc

    1,342       234  

WW Grainger Inc

    1,011       912  

XPO Inc *

     2,633       279  

Xylem Inc/NY

    5,388       731  
                 
              102,183  

Information Technology — 30.5%

        

Accenture PLC, Cl A

    14,329       4,348  

Adobe Inc *

     10,144       5,635  

Advanced Micro Devices Inc *

     36,373       5,900  

Akamai Technologies Inc *

     3,400       306  

Allegro MicroSystems Inc *

     1,800       51  

 

 

 

SEI Institutional Managed Trust

 

21

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Amdocs Ltd

    2,600     $ 205  

Amkor Technology Inc

    2,600       104  

Amphenol Corp, Cl A

    26,464       1,783  

Analog Devices Inc

    11,287       2,576  

ANSYS Inc *

     1,975       635  

Appfolio Inc, Cl A *

     500       122  

Apple Inc

    329,577       69,416  

Applied Materials Inc

    18,947       4,471  

AppLovin Corp, Cl A *

     5,900       491  

Arista Networks Inc *

     5,792       2,030  

Arrow Electronics Inc, Cl A *

     1,231       149  

Aspen Technology Inc *

     631       125  

Astera Labs Inc *

     499       30  

Atlassian Corp, Cl A *

     3,543       627  

Autodesk Inc, Cl A *

     4,882       1,208  

Avnet Inc

    2,100       108  

Bentley Systems Inc, Cl B

    3,200       158  

BILL Holdings Inc *

     2,291       121  

Broadcom Inc

    10,290       16,521  

Cadence Design Systems Inc *

     6,137       1,889  

CCC Intelligent Solutions Holdings Inc *

     7,800       87  

CDW Corp/DE

    3,045       682  

Ciena Corp *

     3,300       159  

Cirrus Logic Inc *

     1,200       153  

Cisco Systems Inc

    92,031       4,372  

Cloudflare Inc, Cl A *

     6,700       555  

Cognex Corp

    3,900       182  

Cognizant Technology Solutions Corp, Cl A

    11,461       779  

Coherent Corp *

     2,885       209  

Confluent Inc, Cl A *

     4,200       124  

Corning Inc, Cl B

    17,314       673  

Crane NXT Co

    1,100       68  

Crowdstrike Holdings Inc, Cl A *

     4,836       1,853  

Datadog Inc, Cl A *

     6,800       882  

Dell Technologies Inc, Cl C

    5,600       772  

DocuSign Inc, Cl A *

     4,620       247  

Dolby Laboratories Inc, Cl A

    1,353       107  

DoubleVerify Holdings Inc *

     3,300       64  

Dropbox Inc, Cl A *

     5,800       130  

DXC Technology Co *

     4,581       87  

Dynatrace Inc *

     5,800       260  

Elastic NV *

     1,800       205  

Enphase Energy Inc *

     3,040       303  

Entegris Inc

    3,400       460  

EPAM Systems Inc *

     1,242       234  

F5 Inc, Cl A *

     1,331       229  

Fair Isaac Corp *

     555       826  

First Solar Inc *

     2,400       541  

Five9 Inc *

     1,700       75  

Fortinet Inc *

     14,585       879  

Gartner Inc *

     1,707       767  

Gen Digital Inc

    12,601       315  

Gitlab Inc, Cl A *

     2,100       104  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

GLOBALFOUNDRIES Inc *

     1,900     $ 96  

Globant SA *

     953       170  

GoDaddy Inc, Cl A *

     3,225       451  

Guidewire Software Inc, Cl Z *

     1,882       260  

HashiCorp Inc, Cl A *

     2,150       72  

Hewlett Packard Enterprise Co

    29,507       625  

HP Inc

    22,201       778  

HubSpot Inc *

     1,071       632  

Informatica Inc, Cl A *

     900       28  

Intel Corp

    95,726       2,965  

International Business Machines Corp

    20,637       3,569  

Intuit Inc

    6,199       4,074  

IPG Photonics Corp *

     672       57  

Jabil Inc

    2,800       305  

Juniper Networks Inc

    7,200       263  

Keysight Technologies Inc *

     3,932       538  

KLA Corp

    3,070       2,531  

Kyndryl Holdings Inc *

     5,177       136  

Lam Research Corp

    2,964       3,156  

Lattice Semiconductor Corp *

     3,100       180  

Littelfuse Inc

    500       128  

Lumentum Holdings Inc *

     1,600       81  

MACOM Technology Solutions Holdings Inc *

     1,300       145  

Manhattan Associates Inc *

     1,405       347  

Marvell Technology Inc

    19,459       1,360  

Microchip Technology Inc

    12,050       1,103  

Micron Technology Inc

    24,823       3,265  

Microsoft Corp

    168,675       75,389  

MicroStrategy Inc, Cl A *

     355       489  

MKS Instruments Inc

    1,500       196  

MongoDB Inc, Cl A *

     1,514       378  

Monolithic Power Systems Inc

    1,034       850  

Motorola Solutions Inc

    3,764       1,453  

nCino inc *

     1,600       50  

NetApp Inc

    4,700       605  

Nutanix Inc, Cl A *

     5,559       316  

NVIDIA Corp

    539,570       66,659  

Okta Inc, Cl A *

     3,516       329  

ON Semiconductor Corp *

     9,857       676  

Onto Innovation Inc *

     1,100       242  

Oracle Corp, Cl B

    35,593       5,026  

Palantir Technologies Inc, Cl A *

     45,620       1,156  

Palo Alto Networks Inc *

     6,923       2,347  

Pegasystems Inc

    900       54  

Procore Technologies Inc *

     1,750       116  

PTC Inc *

     2,565       466  

Pure Storage Inc, Cl A *

     6,500       417  

Qorvo Inc *

     2,224       258  

QUALCOMM Inc

    25,307       5,041  

RingCentral Inc, Cl A *

     1,855       52  

Roper Technologies Inc

    2,417       1,362  

Salesforce Inc

    21,254       5,464  

 

 

 

22

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

SentinelOne Inc, Cl A *

     5,500     $ 116  

ServiceNow Inc *

     4,614       3,630  

Skyworks Solutions Inc

    3,626       386  

Smartsheet Inc, Cl A *

     3,000       132  

Snowflake Inc, Cl A *

     7,100       959  

Super Micro Computer Inc *

     1,100       901  

Synopsys Inc *

     3,467       2,063  

TD SYNNEX Corp

    1,500       173  

Teledyne Technologies Inc *

     1,044       405  

Teradata Corp *

     2,147       74  

Teradyne Inc

    3,504       520  

Texas Instruments Inc

    20,607       4,009  

Trimble Inc *

     5,600       313  

Twilio Inc, Cl A *

     3,858       219  

Tyler Technologies Inc *

     960       483  

Ubiquiti Inc

    69       10  

UiPath Inc, Cl A *

     8,600       109  

Unity Software Inc *

     6,553       107  

Universal Display Corp

    1,042       219  

VeriSign Inc *

     1,998       355  

Vontier Corp

    3,463       132  

Western Digital Corp *

     7,392       560  

Wolfspeed Inc *

     2,930       67  

Workday Inc, Cl A *

     4,754       1,063  

Zebra Technologies Corp, Cl A *

     1,134       350  

Zoom Video Communications Inc, Cl A *

     5,800       343  

Zscaler Inc *

     1,964       377  
                 
              351,173  

Materials — 2.4%

        

Air Products and Chemicals Inc

    5,035       1,299  

Albemarle Corp

    2,620       250  

Alcoa Corp

    4,000       159  

Amcor PLC

    32,700       320  

AptarGroup Inc

    1,500       211  

Ardagh Metal Packaging SA

    1,250       4  

Ashland Inc

    1,100       104  

ATI Inc *

     2,800       155  

Avery Dennison Corp

    1,816       397  

Axalta Coating Systems Ltd *

     5,000       171  

Ball Corp

    7,035       422  

Berry Global Group Inc

    2,677       158  

Celanese Corp, Cl A

    2,238       302  

CF Industries Holdings Inc

    4,337       321  

Chemours Co/The

    3,300       74  

Cleveland-Cliffs Inc *

     11,300       174  

Corteva Inc

    16,034       865  

CRH PLC

    15,600       1,170  

Crown Holdings Inc

    2,400       179  

Dow Inc

    16,075       853  

DuPont de Nemours Inc

    9,738       784  

Eagle Materials Inc

    759       165  

Eastman Chemical Co

    2,732       268  

Ecolab Inc

    5,638       1,342  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Element Solutions Inc

    5,000     $ 136  

FMC Corp

    2,810       162  

Freeport-McMoRan Inc, Cl B

    32,402       1,575  

Graphic Packaging Holding Co

    6,900       181  

Huntsman Corp

    3,655       83  

International Flavors & Fragrances Inc

    5,769       549  

International Paper Co

    7,891       340  

Linde PLC

    10,900       4,783  

Louisiana-Pacific Corp

    1,400       115  

LyondellBasell Industries NV, Cl A

    5,861       561  

Martin Marietta Materials Inc, Cl A

    1,416       767  

Mosaic Co/The

    7,400       214  

MP Materials Corp *

     2,400       31  

NewMarket Corp

    132       68  

Newmont Corp

    26,255       1,099  

Nucor Corp

    5,541       876  

Olin Corp

    2,700       127  

Packaging Corp of America

    1,964       359  

PPG Industries Inc

    5,288       666  

Reliance Inc

    1,279       365  

Royal Gold Inc, Cl A

    1,447       181  

RPM International Inc

    2,900       312  

Scotts Miracle-Gro Co/The, Cl A

    877       57  

Sealed Air Corp

    3,400       118  

Sherwin-Williams Co/The, Cl A

    5,392       1,609  

Silgan Holdings Inc

    1,830       77  

Sonoco Products Co

    2,200       112  

Southern Copper Corp

    1,919       207  

Steel Dynamics Inc

    3,449       447  

United States Steel Corp

    5,000       189  

Vulcan Materials Co

    2,989       743  

Westlake Corp

    732       106  

Westrock Co

    5,800       291  
                 
              27,653  

Real Estate — 2.4%

        

Agree Realty Corp ‡

     2,300       143  

Alexandria Real Estate Equities Inc ‡

     3,948       462  

American Homes 4 Rent, Cl A ‡

     7,600       282  

American Tower Corp, Cl A ‡

     10,584       2,057  

Americold Realty Trust Inc ‡

     6,400       163  

AvalonBay Communities Inc ‡

     3,209       664  

Brixmor Property Group Inc ‡

     7,000       162  

BXP Inc ‡

     3,562       219  

Camden Property Trust ‡

     2,369       259  

CBRE Group Inc, Cl A *

     6,850       610  

CoStar Group Inc *

     9,200       682  

Cousins Properties Inc ‡

     3,600       83  

Crown Castle Inc ‡

     9,836       961  

CubeSmart ‡

     5,100       230  

Digital Realty Trust Inc, Cl A ‡

     7,073       1,075  

EastGroup Properties Inc ‡

     1,000       170  

EPR Properties, Cl A ‡

     1,700       71  

Equinix Inc ‡

     2,119       1,603  

 

 

 

SEI Institutional Managed Trust

 

23

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Equity LifeStyle Properties Inc ‡

     4,000     $ 261  

Equity Residential ‡

     8,483       588  

Essex Property Trust Inc ‡

     1,417       386  

Extra Space Storage Inc ‡

     4,765       741  

Federal Realty Investment Trust ‡

     1,846       186  

First Industrial Realty Trust Inc ‡

     3,100       147  

Gaming and Leisure Properties Inc ‡

     5,810       263  

Healthcare Realty Trust Inc, Cl A ‡

     8,600       142  

Healthpeak Properties Inc ‡

     15,970       313  

Highwoods Properties Inc ‡

     2,378       63  

Host Hotels & Resorts Inc ‡

     16,102       290  

Howard Hughes Holdings Inc *

     763       49  

Invitation Homes Inc ‡

     13,900       499  

Iron Mountain Inc ‡

     6,600       592  

Jones Lang LaSalle Inc *

     1,053       216  

Kilroy Realty Corp ‡

     2,800       87  

Kimco Realty Corp ‡

     14,905       290  

Lamar Advertising Co, Cl A ‡

     2,000       239  

Medical Properties Trust Inc ‡

     13,835       60  

Mid-America Apartment Communities Inc ‡

     2,600       371  

National Storage Affiliates Trust ‡

     1,700       70  

NNN REIT Inc ‡

     4,100       175  

Omega Healthcare Investors Inc ‡

     5,645       193  

Park Hotels & Resorts Inc ‡

     4,550       68  

Prologis Inc ‡

     20,912       2,349  

Public Storage ‡

     3,556       1,023  

Rayonier Inc ‡

     3,500       102  

Realty Income Corp ‡

     18,913       999  

Regency Centers Corp ‡

     4,100       255  

Rexford Industrial Realty Inc ‡

     4,750       212  

SBA Communications Corp, Cl A ‡

     2,437       478  

Simon Property Group Inc ‡

     7,335       1,113  

STAG Industrial Inc ‡

     4,100       148  

Sun Communities Inc ‡

     2,783       335  

UDR Inc ‡

     7,400       305  

Ventas Inc ‡

     9,090       466  

VICI Properties Inc, Cl A ‡

     23,494       673  

Vornado Realty Trust ‡

     4,200       110  

Welltower Inc ‡

     13,400       1,397  

Weyerhaeuser Co ‡

     16,597       471  

WP Carey Inc ‡

     4,990       275  

Zillow Group Inc, Cl A *

     1,200       54  

Zillow Group Inc, Cl C *

     3,500       162  
                 
              27,112  

Utilities — 2.1%

        

AES Corp/The

    15,200       267  

Alliant Energy Corp

    5,721       291  

Ameren Corp

    5,925       421  

American Electric Power Co Inc

    11,929       1,047  

American Water Works Co Inc

    4,415       570  

Atmos Energy Corp

    3,416       398  

Avangrid Inc

    1,600       57  

Brookfield Renewable Corp, Cl A

    3,100       88  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

CenterPoint Energy Inc

    14,355     $ 445  

Clearway Energy Inc, Cl A

    900       20  

Clearway Energy Inc, Cl C

    1,800       44  

CMS Energy Corp

    6,610       393  

Consolidated Edison Inc

    7,879       705  

Constellation Energy Corp

    7,313       1,465  

Dominion Energy Inc

    19,002       931  

DTE Energy Co

    4,713       523  

Duke Energy Corp

    17,462       1,750  

Edison International

    8,549       614  

Entergy Corp

    4,789       512  

Essential Utilities Inc

    5,700       213  

Evergy Inc

    5,017       266  

Eversource Energy

    7,898       448  

Exelon Corp

    22,639       784  

FirstEnergy Corp

    12,400       475  

IDACORP Inc, Cl A

    1,200       112  

National Fuel Gas Co

    2,100       114  

NextEra Energy Inc

    46,605       3,300  

NiSource Inc

    9,400       271  

NRG Energy Inc

    5,050       393  

OGE Energy Corp

    4,500       161  

PG&E Corp

    46,406       810  

Pinnacle West Capital Corp

    2,600       199  

PPL Corp

    16,803       465  

Public Service Enterprise Group Inc

    11,304       833  

Sempra

    14,362       1,092  

Southern Co/The

    24,712       1,917  

UGI Corp

    4,630       106  

Vistra Corp

    8,019       689  

WEC Energy Group Inc

    7,184       564  

Xcel Energy Inc

    12,490       667  
                 
              24,420  

Total Common Stock

               

(Cost $589,224) ($ Thousands)

             1,134,126  
                 

CASH EQUIVALENT — 1.9%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     21,776,420       21,776  

Total Cash Equivalent

                

(Cost $21,776) ($ Thousands)

             21,776  

Total Investments in Securities — 100.5%

                

(Cost $611,000) ($ Thousands)

  $ 1,155,902  
                 
                 

 

 

 

24

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Large Cap Index Fund (Concluded)

 

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     69       Sep-2024     $ 18,976     $ 19,049     $ 73  

S&P Mid Cap 400 Index E-MINI

     2       Sep-2024       594       592       (2 )

S&P Mid Cap 400 Index E-MINI

     8       Sep-2024       2,344       2,366       22  
                    $ 21,914     $ 22,007     $ 93  

 

 

 

Percentages are based on Net Assets of $1,150,553 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Investments Co

  $ 151     $ —     $ (13 )   $ (2 )   $ 13     $ 149     $ 2     $ —  

SEI Liquidity Fund, LP

    567       1,302       (1,871 )     —       2       —       21       —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     32,499       112,957       (123,680 )     —       —       21,776       941       —  

Totals

  $ 33,217     $ 114,259     $ (125,564 )   $ (2 )   $ 15     $ 21,925     $ 964     $ —  

 

 

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

25

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Large Cap Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 99.4%
                 

Communication Services — 7.1%

        

Alphabet Inc, Cl A

    508,520     $ 92,627  

Alphabet Inc, Cl C

    456,960       83,816  

AT&T Inc

    844,882       16,146  

Charter Communications Inc, Cl A *

     12,696       3,796  

Comcast Corp, Cl A

    237,447       9,298  

Electronic Arts Inc

    50,445       7,028  

Meta Platforms Inc, Cl A

    111,272       56,105  

Nexstar Media Group Inc, Cl A

    14,442       2,397  

Omnicom Group Inc

    73,971       6,635  

Verizon Communications Inc

    97,068       4,003  

Walt Disney Co/The

    149,388       14,833  

Warner Bros Discovery Inc *

     14,202       106  
                 
              296,790  

Consumer Discretionary — 10.4%

        

Amazon.com Inc, Cl A *

     368,960       71,302  

AutoZone Inc *

     16,513       48,946  

Best Buy Co Inc

    78,137       6,586  

Booking Holdings Inc

    2,537       10,050  

BorgWarner Inc

    89,239       2,877  

Brinker International Inc *

     101,140       7,322  

Darden Restaurants Inc

    3,127       473  

Dick's Sporting Goods Inc

    94,331       20,267  

Domino's Pizza Inc

    16,892       8,722  

DR Horton Inc

    16,198       2,283  

eBay Inc

    127,055       6,825  

Foot Locker Inc, Cl A

    164,494       4,099  

General Motors Co

    172,057       7,994  

Genuine Parts Co

    79,642       11,016  

Goodyear Tire & Rubber Co/The *

     406,438       4,613  

Harley-Davidson Inc, Cl A

    88,020       2,952  

Home Depot Inc/The

    28,380       9,770  

Lear Corp

    45,049       5,145  

Lowe's Cos Inc

    320,236       70,599  

Magna International Inc, Cl A

    19,822       831  

NIKE Inc, Cl B

    357,743       26,963  

O'Reilly Automotive Inc *

     1,906       2,013  

Phinia Inc

    17,847       703  

PulteGroup Inc

    251,522       27,693  

PVH Corp

    35,794       3,790  

Ross Stores Inc

    48,881       7,103  

Royal Caribbean Cruises Ltd *

     45,928       7,322  

Starbucks Corp

    68,046       5,297  

TJX Cos Inc/The

    374,562       41,239  

TopBuild Corp *

     15,994       6,162  

Whirlpool Corp

    64,521       6,594  
                 
              437,551  

Consumer Staples — 5.9%

        

Altria Group Inc

    160,454       7,309  

Archer-Daniels-Midland Co

    50,878       3,076  

Coca-Cola Co/The

    112,241       7,144  

Colgate-Palmolive Co

    72,187       7,005  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Conagra Brands Inc

    220,559     $ 6,268  

Constellation Brands Inc, Cl A

    10,975       2,824  

Costco Wholesale Corp

    9,292       7,898  

Dollar General Corp

    45,559       6,024  

Hershey Co/The

    26,426       4,858  

Ingredion Inc

    26,094       2,993  

Kimberly-Clark Corp

    41,873       5,787  

Kroger Co/The

    798,798       39,884  

Lamb Weston Holdings Inc

    16,377       1,377  

Molson Coors Beverage Co, Cl B

    246,452       12,527  

Mondelez International Inc, Cl A

    24,475       1,602  

Monster Beverage Corp *

     27,454       1,371  

PepsiCo Inc

    208,587       34,402  

Philip Morris International Inc

    245,614       24,888  

Procter & Gamble Co/The

    233,806       38,559  

Target Corp, Cl A

    53,833       7,970  

Tyson Foods Inc, Cl A

    253,116       14,463  

Walmart Inc

    127,956       8,664  
                 
              246,893  

Energy — 3.9%

        

Canadian Natural Resources Ltd

    494,012       17,587  

Chevron Corp

    178,499       27,921  

ConocoPhillips

    179,580       20,540  

Devon Energy Corp

    357,504       16,946  

Exxon Mobil Corp

    126,838       14,601  

HF Sinclair Corp

    40,846       2,179  

Marathon Petroleum Corp

    152,241       26,411  

Phillips 66

    95,701       13,510  

Valero Energy Corp

    143,915       22,560  
                 
              162,255  

Financials — 16.0%

        

Aflac Inc

    136,144       12,159  

Allstate Corp/The

    49,660       7,929  

American Financial Group Inc/OH

    11,100       1,366  

Ameriprise Financial Inc

    82,444       35,219  

Assurant Inc

    33,412       5,555  

Assured Guaranty Ltd

    31,872       2,459  

Bank of America Corp

    1,369,018       54,446  

Berkshire Hathaway Inc, Cl B *

     93,247       37,933  

Capital One Financial Corp

    43,778       6,061  

Chubb Ltd

    26,127       6,664  

Citigroup Inc

    352,482       22,369  

CME Group Inc, Cl A

    77,815       15,298  

Discover Financial Services

    126,480       16,545  

Everest Group Ltd

    38,172       14,544  

Fifth Third Bancorp

    487,076       17,773  

Goldman Sachs Group Inc/The

    21,644       9,790  

Hartford Financial Services Group Inc/The

    66,936       6,730  

Intercontinental Exchange Inc

    50,750       6,947  

JPMorgan Chase & Co

    377,178       76,288  

KKR & Co Inc

    64,359       6,773  

Marsh & McLennan Cos Inc

    33,551       7,070  

 

 

 

26

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Large Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Mastercard Inc, Cl A

    117,450     $ 51,814  

Moody's Corp

    156,675       65,949  

Morgan Stanley

    311,935       30,317  

MSCI Inc, Cl A

    64,006       30,835  

Navient Corp

    263,511       3,837  

PNC Financial Services Group Inc/The

    36,433       5,665  

Popular Inc

    93,782       8,293  

Progressive Corp/The

    4,956       1,029  

Prudential Financial Inc

    17,700       2,074  

Regions Financial Corp

    507,300       10,166  

S&P Global Inc

    10,324       4,604  

Travelers Cos Inc/The

    118,288       24,053  

Truist Financial Corp

    28,769       1,118  

Visa Inc, Cl A

    182,933       48,014  

Voya Financial Inc

    91,410       6,504  

Wells Fargo & Co

    92,870       5,516  
                 
              669,706  

Health Care — 13.2%

        

Abbott Laboratories

    68,806       7,150  

AbbVie Inc

    92,048       15,788  

Amgen Inc, Cl A

    120,417       37,624  

Becton Dickinson & Co

    113,758       26,586  

Cardinal Health Inc

    36,074       3,547  

Cencora Inc, Cl A

    137,635       31,009  

Centene Corp *

     19,739       1,309  

Cigna Group/The

    27,340       9,038  

CVS Health Corp

    115,701       6,833  

Danaher Corp, Cl A

    26,659       6,661  

Edwards Lifesciences Corp, Cl A *

     61,914       5,719  

Elevance Health Inc

    10,844       5,876  

Eli Lilly & Co

    17,885       16,193  

Gilead Sciences Inc

    109,405       7,506  

HCA Healthcare Inc

    109,165       35,072  

Humana Inc

    11,818       4,416  

IDEXX Laboratories Inc *

     12,340       6,012  

Intuitive Surgical Inc *

     21,300       9,475  

Johnson & Johnson

    497,177       72,667  

McKesson Corp

    12,923       7,548  

Merck & Co Inc

    563,613       69,775  

Mettler-Toledo International Inc *

     28,371       39,651  

Novartis AG ADR

    32,225       3,431  

Novo Nordisk A/S ADR

    51,225       7,312  

Organon & Co

    761,962       15,773  

Pfizer Inc

    706,138       19,758  

United Therapeutics Corp *

     22,931       7,305  

UnitedHealth Group Inc

    120,227       61,227  

Vertex Pharmaceuticals Inc *

     2,576       1,207  

Viatris Inc, Cl W

    359,688       3,823  

Zoetis Inc, Cl A

    33,352       5,782  
                 
              551,073  

Industrials — 10.1%

        

AerCap Holdings NV

    20,386       1,900  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

AGCO Corp

    71,474     $ 6,996  

Alaska Air Group Inc *

     245,416       9,915  

Carlisle Cos Inc

    6,137       2,487  

Carrier Global Corp

    357,041       22,522  

Caterpillar Inc, Cl A

    25,261       8,414  

Chart Industries Inc *

     29,522       4,261  

Cummins Inc

    8,214       2,275  

Deere & Co

    14,637       5,469  

Delta Air Lines Inc, Cl A

    166,931       7,919  

Eaton Corp PLC

    27,035       8,477  

FedEx Corp

    20,626       6,184  

Fortive Corp

    67,655       5,013  

General Dynamics Corp

    23,400       6,789  

Graco Inc

    542,313       42,995  

GXO Logistics Inc *

     318,644       16,092  

Huntington Ingalls Industries Inc, Cl A

    41,706       10,273  

Illinois Tool Works Inc

    47,481       11,251  

Johnson Controls International PLC

    490,100       32,577  

L3Harris Technologies Inc

    25,220       5,664  

Lockheed Martin Corp

    15,688       7,328  

ManpowerGroup Inc

    178,791       12,480  

Middleby Corp/The *

     100,000       12,261  

Northrop Grumman Corp

    12,855       5,604  

Oshkosh Corp

    61,954       6,703  

PACCAR Inc

    59,000       6,073  

Rollins Inc

    48,391       2,361  

RTX Corp

    247,761       24,873  

Siemens AG ADR

    170,436       15,893  

Southwest Airlines Co, Cl A

    86,460       2,474  

Textron Inc

    190,528       16,359  

Timken Co/The

    112,333       9,001  

TransDigm Group Inc

    27,487       35,118  

United Airlines Holdings Inc *

     21,156       1,029  

Veralto Corp

    32,335       3,087  

Waste Management Inc

    18,232       3,890  

WW Grainger Inc

    45,652       41,189  
                 
              423,196  

Information Technology — 25.6%

        

Adobe Inc *

     132,564       73,645  

Amphenol Corp, Cl A

    299,538       20,180  

Analog Devices Inc

    90,307       20,614  

Apple Inc

    775,761       163,391  

Applied Materials Inc

    148,944       35,149  

Arista Networks Inc *

     85,796       30,070  

Broadcom Inc

    26,904       43,195  

Cadence Design Systems Inc *

     10,238       3,151  

Cisco Systems Inc

    488,328       23,200  

Cognizant Technology Solutions Corp, Cl A

    8,912       606  

Corning Inc, Cl B

    177,573       6,899  

Fair Isaac Corp *

     6,327       9,419  

Guidewire Software Inc, Cl Z *

     52,580       7,250  

Hewlett Packard Enterprise Co

    294,388       6,232  

HP Inc

    364,323       12,759  

 

 

 

SEI Institutional Managed Trust

 

27

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Large Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Intel Corp

    258,431     $ 8,004  

International Business Machines Corp

    6,932       1,199  

Intuit Inc

    90,010       59,155  

Juniper Networks Inc

    7,046       257  

Keysight Technologies Inc *

     54,079       7,395  

Lam Research Corp

    6,481       6,901  

Marvell Technology Inc

    74,923       5,237  

Microchip Technology Inc

    401,003       36,692  

Micron Technology Inc

    156,515       20,586  

Microsoft Corp

    486,353       217,375  

Motorola Solutions Inc

    18,758       7,242  

NetApp Inc

    45,929       5,916  

NVIDIA Corp

    362,201       44,746  

Oracle Corp, Cl B

    453,993       64,104  

QUALCOMM Inc

    67,431       13,431  

Roper Technologies Inc

    51,458       29,005  

Salesforce Inc

    52,100       13,395  

SAP SE ADR

    157,922       31,854  

Seagate Technology Holdings PLC

    67,318       6,952  

ServiceNow Inc *

     8,865       6,974  

Texas Instruments Inc

    37,537       7,302  

VeriSign Inc *

     91,384       16,248  

Western Digital Corp *

     33,750       2,557  

Xerox Holdings Corp

    509,921       5,925  
                 
              1,074,212  

Materials — 4.5%

        

Cabot Corp

    69,027       6,343  

Celanese Corp, Cl A

    28,298       3,817  

Corteva Inc

    64,004       3,452  

Dow Inc

    162,912       8,643  

DuPont de Nemours Inc

    8,453       680  

Eastman Chemical Co

    135,211       13,247  

Ecolab Inc

    30,841       7,340  

Huntsman Corp

    278,086       6,332  

Ingevity Corp *

     14,131       618  

Linde PLC

    123,959       54,395  

LyondellBasell Industries NV, Cl A

    74,826       7,158  

O-I Glass Inc, Cl I *

     451,358       5,024  

Reliance Inc

    11,055       3,157  

Sherwin-Williams Co/The, Cl A

    154,381       46,072  

Steel Dynamics Inc

    152,103       19,697  

Sylvamo Corp

    12,276       842  

Westrock Co

    27,405       1,377  
                 
              188,194  

Real Estate — 1.1%

        

American Tower Corp, Cl A ‡

     101,757       19,779  

Brandywine Realty Trust ‡

     24,300       109  

CBRE Group Inc, Cl A *

     41,173       3,669  

Crown Castle Inc ‡

     34,157       3,337  

Equinix Inc ‡

     1,986       1,503  

Omega Healthcare Investors Inc ‡

     48,451       1,659  

Public Storage ‡

     4,106       1,181  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Sabra Health Care REIT Inc ‡

     246,508     $ 3,796  

SBA Communications Corp, Cl A ‡

     18,373       3,607  

Welltower Inc ‡

     70,223       7,321  
                 
              45,961  

Utilities — 1.6%

        

Ameren Corp

    64,109       4,559  

American Electric Power Co Inc

    57,553       5,050  

Constellation Energy Corp

    30,752       6,159  

Duke Energy Corp

    68,746       6,890  

Edison International

    98,283       7,058  

Exelon Corp

    132,096       4,572  

NextEra Energy Inc

    123,716       8,760  

NRG Energy Inc

    264,927       20,627  

Vistra Corp

    40,284       3,463  
                 
              67,138  

Total Common Stock

               

(Cost $1,140,990) ($ Thousands)

             4,162,969  
                 

CASH EQUIVALENT — 0.6%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     26,794,024       26,794  

Total Cash Equivalent

                

(Cost $26,794) ($ Thousands)

             26,794  

Total Investments in Securities — 100.0%

                

(Cost $1,167,784) ($ Thousands)

  $ 4,189,763  
                 
                 

 

 

 

28

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Large Cap Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     54       Sep-2024     $ 14,927     $ 14,908     $ (19 )

S&P Mid Cap 400 Index E-MINI

     13       Sep-2024       3,830       3,846       16  
                    $ 18,757     $ 18,754     $ (3 )

 

 

Percentages are based on Net Assets of $4,190,688 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 3,657     $ 88,023     $ (91,654 )   $ (4 )   $ (22 )   $ —     $ 539     $ 7  

SEI Daily Income Trust, Government Fund,
Institutional Class

     26,387       471,151       (470,744 )     —       —       26,794       838       —  

Totals

  $ 30,044     $ 559,174     $ (562,398 )   $ (4 )   $ (22 )   $ 26,794     $ 1,377     $ 7  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

29

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 97.1%
                 

Communication Services — 9.1%

        

Alphabet Inc, Cl A

    130,640     $ 23,796  

Alphabet Inc, Cl C

    108,655       19,929  

AT&T Inc

    159,367       3,046  

Charter Communications Inc, Cl A *

     2,132       637  

Comcast Corp, Cl A

    87,005       3,407  

Electronic Arts Inc

    5,378       749  

Fox Corp, Cl A

    5,086       175  

Fox Corp, Cl B

    2,931       94  

Interpublic Group of Cos Inc/The

    8,301       241  

Live Nation Entertainment Inc *

     3,200       300  

Match Group Inc *

     5,800       176  

Meta Platforms Inc, Cl A

    48,737       24,574  

Netflix Inc *

     9,615       6,489  

News Corp, Cl A

    8,575       236  

News Corp, Cl B

    2,700       77  

Omnicom Group Inc

    4,304       386  

Paramount Global, Cl B

    11,217       117  

Take-Two Interactive Software Inc, Cl A *

     3,500       544  

T-Mobile US Inc

    11,426       2,013  

Verizon Communications Inc

    93,613       3,861  

Walt Disney Co/The

    40,524       4,024  

Warner Bros Discovery Inc *

     50,074       373  
                 
              95,244  

Consumer Discretionary — 9.7%

        

Airbnb Inc, Cl A *

     9,850       1,494  

Amazon.com Inc, Cl A *

     203,639       39,353  

Aptiv PLC *

     6,070       427  

AutoZone Inc *

     390       1,156  

Bath & Body Works Inc

    5,077       198  

Best Buy Co Inc

    4,254       359  

Booking Holdings Inc

    766       3,035  

BorgWarner Inc

    5,153       166  

Caesars Entertainment Inc *

     4,800       191  

CarMax Inc *

     3,500       257  

Carnival Corp *

     22,684       425  

Chipotle Mexican Grill Inc, Cl A *

     30,550       1,914  

Darden Restaurants Inc

    2,618       396  

Deckers Outdoor Corp *

     600       581  

Domino's Pizza Inc

    795       411  

DR Horton Inc

    6,558       924  

eBay Inc

    11,199       602  

Etsy Inc *

     2,700       159  

Expedia Group Inc *

     2,855       360  

Ford Motor Co

    87,070       1,092  

Garmin Ltd

    3,371       549  

General Motors Co

    25,347       1,178  

Genuine Parts Co

    3,096       428  

Hasbro Inc

    2,896       169  

Hilton Worldwide Holdings Inc

    5,600       1,222  

Home Depot Inc/The

    22,058       7,593  

Las Vegas Sands Corp

    8,100       358  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Lennar Corp, Cl A

    5,474     $ 820  

LKQ Corp

    5,900       245  

Lowe's Cos Inc

    12,759       2,813  

Lululemon Athletica Inc *

     2,500       747  

Marriott International Inc/MD, Cl A

    5,300       1,281  

McDonald's Corp

    16,061       4,093  

MGM Resorts International *

     5,550       247  

Mohawk Industries Inc *

     1,200       136  

NIKE Inc, Cl B

    26,950       2,031  

Norwegian Cruise Line Holdings Ltd *

     9,700       182  

NVR Inc *

     72       546  

O'Reilly Automotive Inc *

     1,338       1,413  

Pool Corp

    872       268  

PulteGroup Inc

    4,699       517  

Ralph Lauren Corp, Cl A

    905       158  

Ross Stores Inc

    7,419       1,078  

Royal Caribbean Cruises Ltd *

     5,300       845  

Starbucks Corp

    25,204       1,962  

Tapestry Inc

    5,219       223  

Tesla Inc *

     61,688       12,207  

TJX Cos Inc/The

    25,186       2,773  

Tractor Supply Co

    2,430       656  

Ulta Beauty Inc *

     1,100       425  

Wynn Resorts Ltd

    2,129       191  

Yum! Brands Inc

    6,270       831  
                 
              101,685  

Consumer Staples — 5.6%

        

Altria Group Inc

    38,173       1,739  

Archer-Daniels-Midland Co

    10,968       663  

Brown-Forman Corp, Cl B

    4,065       175  

Bunge Global SA

    3,100       331  

Campbell Soup Co

    4,484       203  

Church & Dwight Co Inc

    5,376       557  

Clorox Co/The

    2,802       382  

Coca-Cola Co/The

    86,248       5,490  

Colgate-Palmolive Co

    18,245       1,770  

Conagra Brands Inc

    10,765       306  

Constellation Brands Inc, Cl A

    3,607       928  

Costco Wholesale Corp

    9,902       8,417  

Dollar General Corp

    4,881       645  

Dollar Tree Inc *

     4,654       497  

Estee Lauder Cos Inc/The, Cl A

    5,150       548  

General Mills Inc

    12,486       790  

Hershey Co/The

    3,262       600  

Hormel Foods Corp

    6,458       197  

J M Smucker Co/The

    2,353       257  

Kellanova

    5,867       338  

Kenvue Inc

    42,460       772  

Keurig Dr Pepper Inc

    23,200       775  

Kimberly-Clark Corp

    7,503       1,037  

Kraft Heinz Co/The

    17,508       564  

Kroger Co/The

    14,886       743  

Lamb Weston Holdings Inc

    3,200       269  

 

 

 

30

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

McCormick & Co Inc/MD

    5,532     $ 392  

Molson Coors Beverage Co, Cl B

    4,151       211  

Mondelez International Inc, Cl A

    29,820       1,951  

Monster Beverage Corp *

     15,758       787  

PepsiCo Inc

    30,579       5,043  

Philip Morris International Inc

    34,577       3,504  

Procter & Gamble Co/The

    52,472       8,654  

Sysco Corp, Cl A

    11,020       787  

Target Corp, Cl A

    10,228       1,514  

Tyson Foods Inc, Cl A

    6,303       360  

Walgreens Boots Alliance Inc

    16,257       197  

Walmart Inc

    95,019       6,434  
                 
              58,827  

Energy — 3.5%

        

APA Corp

    8,081       238  

Baker Hughes Co, Cl A

    22,149       779  

Chevron Corp

    38,079       5,956  

ConocoPhillips

    25,978       2,971  

Coterra Energy Inc

    16,513       440  

Devon Energy Corp

    14,013       664  

Diamondback Energy Inc, Cl A

    3,951       791  

EOG Resources Inc

    12,757       1,606  

EQT Corp

    9,300       344  

Exxon Mobil Corp

    99,737       11,482  

Halliburton Co

    19,642       663  

Hess Corp

    6,175       911  

Kinder Morgan Inc

    42,832       851  

Marathon Oil Corp

    12,456       357  

Marathon Petroleum Corp

    7,838       1,360  

Occidental Petroleum Corp

    14,812       934  

ONEOK Inc

    12,909       1,053  

Phillips 66

    9,387       1,325  

Schlumberger NV, Cl A

    31,700       1,496  

Targa Resources Corp

    4,900       631  

Valero Energy Corp

    7,303       1,145  

Williams Cos Inc/The

    27,069       1,150  
                 
              37,147  

Financials — 12.0%

        

Aflac Inc

    11,484       1,026  

Allstate Corp/The

    5,809       928  

American Express Co

    12,595       2,916  

American International Group Inc

    14,685       1,090  

Ameriprise Financial Inc

    2,231       953  

Aon PLC, Cl A

    4,801       1,410  

Arch Capital Group Ltd *

     8,300       837  

Arthur J Gallagher & Co

    4,899       1,270  

Assurant Inc

    1,155       192  

Bank of America Corp

    151,309       6,018  

Bank of New York Mellon Corp/The

    16,599       994  

Berkshire Hathaway Inc, Cl B *

     40,240       16,370  

BlackRock Inc

    3,069       2,416  

Blackstone Inc, Cl A

    15,900       1,968  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Brown & Brown Inc

    5,300     $ 474  

Capital One Financial Corp

    8,449       1,170  

Cboe Global Markets Inc

    2,300       391  

Charles Schwab Corp/The

    33,159       2,444  

Chubb Ltd

    9,051       2,309  

Cincinnati Financial Corp

    3,483       411  

Citigroup Inc

    42,398       2,691  

Citizens Financial Group Inc

    10,050       362  

CME Group Inc, Cl A

    8,012       1,575  

Corpay Inc *

     1,529       407  

Discover Financial Services

    5,608       734  

Everest Group Ltd

    987       376  

FactSet Research Systems Inc

    850       347  

Fidelity National Information Services Inc, Cl B

    12,365       932  

Fifth Third Bancorp

    15,111       551  

Fiserv Inc, Cl A *

     13,005       1,938  

Franklin Resources Inc

    6,438       144  

Global Payments Inc

    5,683       550  

Globe Life Inc

    1,839       151  

Goldman Sachs Group Inc/The

    7,168       3,242  

Hartford Financial Services Group Inc/The

    6,536       657  

Huntington Bancshares Inc/OH

    32,114       423  

Intercontinental Exchange Inc

    12,705       1,739  

Invesco Ltd

    9,916       148  

Jack Henry & Associates Inc

    1,600       266  

JPMorgan Chase & Co

    63,908       12,926  

KeyCorp

    21,083       300  

KKR & Co Inc

    14,800       1,558  

Loews Corp

    3,962       296  

M&T Bank Corp

    3,734       565  

MarketAxess Holdings Inc

    856       172  

Marsh & McLennan Cos Inc

    10,909       2,299  

Mastercard Inc, Cl A

    18,247       8,050  

MetLife Inc

    13,289       933  

Moody's Corp

    3,521       1,482  

Morgan Stanley

    27,836       2,705  

MSCI Inc, Cl A

    1,784       859  

Nasdaq Inc, Cl A

    8,527       514  

Northern Trust Corp

    4,609       387  

PayPal Holdings Inc *

     23,279       1,351  

PNC Financial Services Group Inc/The

    8,863       1,378  

Principal Financial Group Inc, Cl A

    4,757       373  

Progressive Corp/The

    12,985       2,697  

Prudential Financial Inc

    7,966       934  

Raymond James Financial Inc

    4,158       514  

Regions Financial Corp

    20,263       406  

S&P Global Inc

    7,155       3,191  

State Street Corp

    6,695       495  

Synchrony Financial

    8,863       418  

T Rowe Price Group Inc

    4,993       576  

Travelers Cos Inc/The

    5,056       1,028  

Truist Financial Corp

    29,756       1,156  

 

 

 

SEI Institutional Managed Trust

 

31

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

US Bancorp

    34,638     $ 1,375  

Visa Inc, Cl A

    34,999       9,186  

W R Berkley Corp

    4,500       354  

Wells Fargo & Co

    77,473       4,601  

Willis Towers Watson PLC

    2,219       582  
                 
              126,481  

Health Care — 11.4%

        

Abbott Laboratories

    38,662       4,017  

AbbVie Inc

    39,313       6,743  

Agilent Technologies Inc

    6,515       845  

Align Technology Inc *

     1,586       383  

Amgen Inc, Cl A

    11,972       3,741  

Baxter International Inc

    11,235       376  

Becton Dickinson & Co

    6,428       1,502  

Biogen Inc *

     3,256       755  

Bio-Rad Laboratories Inc, Cl A *

     431       118  

Bio-Techne Corp

    3,552       254  

Boston Scientific Corp *

     32,626       2,513  

Bristol-Myers Squibb Co

    45,053       1,871  

Cardinal Health Inc

    5,459       537  

Catalent Inc *

     4,100       231  

Cencora Inc, Cl A

    3,696       833  

Centene Corp *

     11,839       785  

Charles River Laboratories International Inc *

     1,160       240  

Cigna Group/The

    6,293       2,080  

Cooper Cos Inc/The

    4,416       385  

CVS Health Corp

    27,876       1,646  

Danaher Corp, Cl A

    14,612       3,651  

DaVita Inc *

     1,106       153  

Dexcom Inc *

     8,722       989  

Edwards Lifesciences Corp, Cl A *

     13,342       1,232  

Elevance Health Inc

    5,173       2,803  

Eli Lilly & Co

    17,789       16,106  

GE HealthCare Technologies Inc

    9,462       737  

Gilead Sciences Inc

    27,664       1,898  

HCA Healthcare Inc

    4,281       1,375  

Henry Schein Inc *

     2,800       179  

Hologic Inc *

     5,200       386  

Humana Inc

    2,631       983  

IDEXX Laboratories Inc *

     1,873       912  

Incyte Corp *

     4,150       252  

Insulet Corp *

     1,500       303  

Intuitive Surgical Inc *

     7,857       3,495  

IQVIA Holdings Inc *

     3,996       845  

Johnson & Johnson

    53,493       7,819  

Labcorp Holdings Inc

    1,910       389  

McKesson Corp

    2,843       1,660  

Medtronic PLC

    29,479       2,320  

Merck & Co Inc

    56,364       6,978  

Mettler-Toledo International Inc *

     487       681  

Moderna Inc *

     7,400       879  

Molina Healthcare Inc *

     1,279       380  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Pfizer Inc

    126,010     $ 3,526  

Quest Diagnostics Inc

    2,424       332  

Regeneron Pharmaceuticals Inc *

     2,393       2,515  

ResMed Inc

    3,209       614  

Revvity Inc

    2,798       293  

Solventum Corp *

     3,142       166  

STERIS PLC

    2,145       471  

Stryker Corp

    7,526       2,561  

Teleflex Inc

    1,029       216  

Thermo Fisher Scientific Inc

    8,526       4,715  

UnitedHealth Group Inc

    20,472       10,426  

Universal Health Services Inc, Cl B

    1,300       240  

Vertex Pharmaceuticals Inc *

     5,727       2,684  

Viatris Inc, Cl W

    26,257       279  

Waters Corp *

     1,322       384  

West Pharmaceutical Services Inc

    1,576       519  

Zimmer Biomet Holdings Inc

    4,574       496  

Zoetis Inc, Cl A

    10,145       1,759  
                 
              119,456  

Industrials — 7.9%

        

3M Co

    12,271       1,254  

A O Smith Corp

    2,700       221  

Allegion plc

    1,970       233  

American Airlines Group Inc *

     14,709       167  

AMETEK Inc

    5,100       850  

Automatic Data Processing Inc

    9,065       2,164  

Axon Enterprise Inc *

     1,600       471  

Boeing Co/The *

     12,855       2,340  

Broadridge Financial Solutions Inc

    2,634       519  

Builders FirstSource Inc *

     2,700       374  

Carrier Global Corp

    18,631       1,175  

Caterpillar Inc, Cl A

    10,843       3,612  

CH Robinson Worldwide Inc

    2,605       230  

Cintas Corp

    1,932       1,353  

Copart Inc *

     19,400       1,051  

CSX Corp

    43,399       1,452  

Cummins Inc

    3,075       852  

Dayforce Inc *

     3,600       179  

Deere & Co

    5,761       2,152  

Delta Air Lines Inc, Cl A

    14,313       679  

Dover Corp

    3,037       548  

Eaton Corp PLC

    8,920       2,797  

Emerson Electric Co

    12,675       1,396  

Equifax Inc

    2,789       676  

Expeditors International of Washington Inc

    3,077       384  

Fastenal Co, Cl A

    12,668       796  

FedEx Corp

    5,061       1,517  

Fortive Corp

    7,887       584  

GE Vernova Inc *

     6,047       1,037  

Generac Holdings Inc *

     1,354       179  

General Dynamics Corp

    5,094       1,478  

General Electric Co

    24,338       3,869  

Honeywell International Inc

    14,470       3,090  

 

 

 

32

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Howmet Aerospace Inc

    8,578     $ 666  

Hubbell Inc, Cl B

    1,200       439  

Huntington Ingalls Industries Inc, Cl A

    847       209  

IDEX Corp

    1,700       342  

Illinois Tool Works Inc

    6,015       1,425  

Ingersoll Rand Inc

    8,933       811  

Jacobs Solutions Inc

    2,762       386  

JB Hunt Transport Services Inc

    1,751       280  

Johnson Controls International PLC

    14,922       992  

L3Harris Technologies Inc

    4,259       956  

Leidos Holdings Inc

    2,993       437  

Lockheed Martin Corp

    4,750       2,219  

Masco Corp

    4,984       332  

Nordson Corp

    1,200       278  

Norfolk Southern Corp

    4,986       1,070  

Northrop Grumman Corp

    3,080       1,343  

Old Dominion Freight Line Inc, Cl A

    3,938       695  

Otis Worldwide Corp

    8,950       862  

PACCAR Inc

    11,600       1,194  

Parker-Hannifin Corp, Cl A

    2,809       1,421  

Paychex Inc

    7,119       844  

Paycom Software Inc

    1,059       151  

Pentair PLC

    3,766       289  

Quanta Services Inc

    3,268       830  

Republic Services Inc

    4,583       891  

Rockwell Automation Inc

    2,576       709  

Rollins Inc

    6,300       307  

RTX Corp

    29,528       2,964  

Snap-on Inc

    1,207       316  

Southwest Airlines Co, Cl A

    13,262       379  

Stanley Black & Decker Inc

    3,408       272  

Textron Inc

    4,207       361  

Trane Technologies PLC

    5,020       1,651  

TransDigm Group Inc

    1,270       1,623  

Uber Technologies Inc *

     46,450       3,376  

Union Pacific Corp

    13,541       3,064  

United Airlines Holdings Inc *

     7,400       360  

United Parcel Service Inc, Cl B

    16,218       2,219  

United Rentals Inc

    1,514       979  

Veralto Corp

    4,870       465  

Verisk Analytics Inc, Cl A

    3,176       856  

Waste Management Inc

    8,084       1,725  

Westinghouse Air Brake Technologies Corp

    3,871       612  

WW Grainger Inc

    964       870  

Xylem Inc/NY

    5,400       732  
                 
              82,881  

Information Technology — 31.5%

        

Accenture PLC, Cl A

    13,956       4,234  

Adobe Inc *

     9,997       5,554  

Advanced Micro Devices Inc *

     35,925       5,827  

Akamai Technologies Inc *

     3,404       307  

Amphenol Corp, Cl A

    26,720       1,800  

Analog Devices Inc

    10,972       2,504  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

ANSYS Inc *

     1,957     $ 629  

Apple Inc

    320,643       67,534  

Applied Materials Inc

    18,441       4,352  

Arista Networks Inc *

     5,670       1,987  

Autodesk Inc, Cl A *

     4,705       1,164  

Broadcom Inc

    9,719       15,604  

Cadence Design Systems Inc *

     6,051       1,862  

CDW Corp/DE

    2,997       671  

Cisco Systems Inc

    90,028       4,277  

Cognizant Technology Solutions Corp, Cl A

    11,005       748  

Corning Inc, Cl B

    17,108       665  

Crowdstrike Holdings Inc, Cl A *

     5,100       1,954  

Enphase Energy Inc *

     3,000       299  

EPAM Systems Inc *

     1,300       245  

F5 Inc, Cl A *

     1,310       226  

Fair Isaac Corp *

     558       831  

First Solar Inc *

     2,400       541  

Fortinet Inc *

     14,040       846  

Gartner Inc *

     1,756       789  

Gen Digital Inc

    12,147       303  

GoDaddy Inc, Cl A *

     3,100       433  

Hewlett Packard Enterprise Co

    28,791       610  

HP Inc

    19,172       671  

Intel Corp

    94,637       2,931  

International Business Machines Corp

    20,418       3,531  

Intuit Inc

    6,209       4,081  

Jabil Inc

    2,700       294  

Juniper Networks Inc

    7,300       266  

Keysight Technologies Inc *

     3,832       524  

KLA Corp

    3,027       2,496  

Lam Research Corp

    2,928       3,118  

Microchip Technology Inc

    12,013       1,099  

Micron Technology Inc

    24,569       3,232  

Microsoft Corp

    165,334       73,896  

Monolithic Power Systems Inc

    1,100       904  

Motorola Solutions Inc

    3,732       1,441  

NetApp Inc

    4,585       591  

NVIDIA Corp

    547,130       67,592  

NXP Semiconductors NV

    5,726       1,541  

ON Semiconductor Corp *

     9,500       651  

Oracle Corp, Cl B

    35,471       5,009  

Palo Alto Networks Inc *

     7,209       2,444  

PTC Inc *

     2,657       483  

Qorvo Inc *

     2,100       244  

QUALCOMM Inc

    24,882       4,956  

Roper Technologies Inc

    2,413       1,360  

Salesforce Inc

    21,612       5,556  

Seagate Technology Holdings PLC

    4,400       454  

ServiceNow Inc *

     4,535       3,568  

Skyworks Solutions Inc

    3,616       385  

Super Micro Computer Inc *

     1,141       935  

Synopsys Inc *

     3,421       2,036  

TE Connectivity Ltd

    6,759       1,017  

 

 

 

SEI Institutional Managed Trust

 

33

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Teledyne Technologies Inc *

     1,068     $ 414  

Teradyne Inc

    3,415       506  

Texas Instruments Inc

    20,194       3,928  

Trimble Inc *

     5,400       302  

Tyler Technologies Inc *

     970       488  

VeriSign Inc *

     1,895       337  

Western Digital Corp *

     7,274       551  

Zebra Technologies Corp, Cl A *

     1,173       362  
                 
              330,990  

Materials — 2.1%

        

Air Products and Chemicals Inc

    4,921       1,270  

Albemarle Corp

    2,657       254  

Amcor PLC

    32,382       317  

Avery Dennison Corp

    1,814       397  

Ball Corp

    6,872       412  

Celanese Corp, Cl A

    2,252       304  

CF Industries Holdings Inc

    4,050       300  

Corteva Inc

    15,473       835  

Dow Inc

    15,606       828  

DuPont de Nemours Inc

    9,299       748  

Eastman Chemical Co

    2,620       257  

Ecolab Inc

    5,616       1,337  

FMC Corp

    2,700       155  

Freeport-McMoRan Inc, Cl B

    31,913       1,551  

International Flavors & Fragrances Inc

    5,726       545  

International Paper Co

    7,752       335  

Linde PLC

    10,646       4,672  

LyondellBasell Industries NV, Cl A

    5,774       552  

Martin Marietta Materials Inc, Cl A

    1,369       742  

Mosaic Co/The

    7,109       205  

Newmont Corp

    25,625       1,073  

Nucor Corp

    5,327       842  

Packaging Corp of America

    2,000       365  

PPG Industries Inc

    5,205       655  

Sherwin-Williams Co/The, Cl A

    5,195       1,550  

Steel Dynamics Inc

    3,300       427  

Vulcan Materials Co

    2,899       721  

Westrock Co

    5,784       291  
                 
              21,940  

Real Estate — 2.1%

        

Alexandria Real Estate Equities Inc ‡

     3,523       412  

American Tower Corp, Cl A ‡

     10,397       2,021  

AvalonBay Communities Inc ‡

     3,178       657  

BXP Inc ‡

     3,300       203  

Camden Property Trust ‡

     2,400       262  

CBRE Group Inc, Cl A *

     6,709       598  

CoStar Group Inc *

     9,100       675  

Crown Castle Inc ‡

     9,664       944  

Digital Realty Trust Inc, Cl A ‡

     7,169       1,090  

Equinix Inc ‡

     2,138       1,618  

Equity Residential ‡

     7,644       530  

Essex Property Trust Inc ‡

     1,421       387  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Extra Space Storage Inc ‡

     4,699     $ 730  

Federal Realty Investment Trust ‡

     1,700       172  

Healthpeak Properties Inc ‡

     15,500       304  

Host Hotels & Resorts Inc ‡

     15,974       287  

Invitation Homes Inc ‡

     12,700       456  

Iron Mountain Inc ‡

     6,538       586  

Kimco Realty Corp ‡

     15,013       292  

Mid-America Apartment Communities Inc ‡

     2,640       376  

Prologis Inc ‡

     20,530       2,306  

Public Storage ‡

     3,487       1,003  

Realty Income Corp ‡

     19,328       1,021  

Regency Centers Corp ‡

     3,699       230  

SBA Communications Corp, Cl A ‡

     2,399       471  

Simon Property Group Inc ‡

     7,256       1,101  

UDR Inc ‡

     6,800       280  

Ventas Inc ‡

     8,932       458  

VICI Properties Inc, Cl A ‡

     23,250       666  

Welltower Inc ‡

     13,309       1,387  

Weyerhaeuser Co ‡

     16,161       459  
                 
              21,982  

Utilities — 2.2%

        

AES Corp/The

    15,090       265  

Alliant Energy Corp

    5,700       290  

Ameren Corp

    5,953       423  

American Electric Power Co Inc

    11,715       1,028  

American Water Works Co Inc

    4,357       563  

Atmos Energy Corp

    3,400       397  

CenterPoint Energy Inc

    14,185       439  

CMS Energy Corp

    6,601       393  

Consolidated Edison Inc

    7,636       683  

Constellation Energy Corp

    7,001       1,402  

Dominion Energy Inc

    18,630       913  

DTE Energy Co

    4,576       508  

Duke Energy Corp

    17,191       1,723  

Edison International

    8,557       614  

Entergy Corp

    4,776       511  

Evergy Inc

    5,199       275  

Eversource Energy

    7,935       450  

Exelon Corp

    22,405       775  

FirstEnergy Corp

    11,623       445  

NextEra Energy Inc

    45,671       3,234  

NiSource Inc

    9,244       266  

NRG Energy Inc

    4,681       364  

PG&E Corp

    47,400       828  

Pinnacle West Capital Corp

    2,549       195  

PPL Corp

    16,371       453  

Public Service Enterprise Group Inc

    11,030       813  

Sempra

    14,090       1,072  

Southern Co/The

    24,269       1,883  

Vistra Corp

    7,200       619  

WEC Energy Group Inc

    6,971       547  

 

 

 

34

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

S&P 500 Index Fund (Concluded)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Xcel Energy Inc

    12,336     $ 659  
                 
              23,030  

Total Common Stock

               

(Cost $221,818) ($ Thousands)

             1,019,663  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

CASH EQUIVALENT — 1.4%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     14,845,945     $ 14,846  

Total Cash Equivalent

                

(Cost $14,846) ($ Thousands)

             14,846  

Total Investments in Securities — 98.5%

                

(Cost $236,664) ($ Thousands)

  $ 1,034,509  
                 
                 

 

 
 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation(Thousands)

  

Long Contracts

                                        

S&P 500 Index E-MINI

     84       Sep-2024     $ 23,137     $ 23,190     $ 53  
                                         

 

 

Percentages are based on Net Assets of $1,050,226 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Daily Income Trust, Government Fund,
Institutional Class

   $ 19,012     $ 88,480     $ (92,646 )   $ —     $ —     $ 14,846     $ 711     $ —  

 

                                                                

 

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

35

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 98.1%
                 

Communication Services — 2.5%

        

Anterix Inc *

     3,910     $ 155  

AST SpaceMobile Inc, Cl A *

     42,416       493  

Bandwidth Inc, Cl A *

     7,830       132  

Cargurus Inc, Cl A *

     17,500       459  

Cinemark Holdings Inc *

     170,086       3,677  

Cogent Communications Holdings Inc

    15,865       895  

EW Scripps Co/The, Cl A *

     52,360       164  

fuboTV Inc *

     23,663       29  

Gannett Co Inc *

     38,247       176  

Gogo Inc *

     40,410       389  

Grindr Inc *

     30,838       378  

IDT Corp, Cl B

    11,880       427  

Lions Gate Entertainment Corp, Cl A *

     110,912       1,045  

Lions Gate Entertainment Corp, Cl B *

     41,076       352  

Marcus Corp/The

    24,400       278  

MediaAlpha Inc, Cl A *

     7,500       99  

Nexstar Media Group Inc, Cl A

    5,917       982  

Playstudios Inc *

     32,946       68  

PubMatic Inc, Cl A *

     26,000       528  

Shutterstock Inc

    25,090       971  

Sinclair Inc

    13,740       183  

Spok Holdings Inc

    22,950       340  

Thryv Holdings Inc *

     14,010       250  

United States Cellular Corp *

     7,800       435  

Vimeo Inc *

     122,600       457  

Yelp Inc, Cl A *

     6,100       225  

Ziff Davis Inc *

     18,616       1,025  
                 
              14,612  

Consumer Discretionary — 12.7%

        

2U Inc *

     6,924       36  

Aaron's Co Inc/The

    76,385       762  

Abercrombie & Fitch Co, Cl A *

     18,505       3,291  

Accel Entertainment Inc, Cl A *

     14,230       146  

Acushnet Holdings Corp

    829       53  

Adtalem Global Education Inc *

     25,684       1,752  

Advance Auto Parts Inc

    22,664       1,435  

American Eagle Outfitters Inc

    25,358       506  

Arhaus Inc, Cl A

    22,096       374  

Arko Corp

    21,790       137  

Biglari Holdings Inc, Cl B *

     2,265       438  

Birkenstock Holding PLC *

     7,369       401  

BJ's Restaurants Inc *

     12,190       423  

Bloomin' Brands Inc

    145,107       2,790  

Boot Barn Holdings Inc *

     3,841       495  

Brinker International Inc *

     56,407       4,083  

Brunswick Corp/DE

    15,034       1,094  

Build-A-Bear Workshop Inc

    31,890       806  

Carter's Inc

    17,016       1,054  

Carvana Co, Cl A *

     5,867       755  

Cava Group Inc *

     7,045       653  

Century Casinos Inc *

     25,450       71  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Cheesecake Factory Inc/The

    16,468     $ 647  

Churchill Downs Inc

    10,165       1,419  

Chuy's Holdings Inc *

     10,343       268  

Cooper-Standard Holdings Inc *

     13,063       163  

Cricut Inc, Cl A

    25,050       150  

Denny's Corp, Cl A *

     27,270       194  

Designer Brands Inc, Cl A

    26,960       184  

Destination XL Group Inc *

     42,580       155  

Dick's Sporting Goods Inc

    6,236       1,340  

Dine Brands Global Inc

    6,100       221  

Domino's Pizza Inc

    2,989       1,543  

Dorman Products Inc *

     10,232       936  

Dutch Bros Inc, Cl A *

     11,648       482  

Funko Inc, Cl A *

     20,470       200  

Gap Inc/The

    11,816       282  

Gentex Corp

    33,924       1,144  

Goodyear Tire & Rubber Co/The *

     33,133       376  

Hooker Furnishings Corp

    40,646       589  

Hovnanian Enterprises Inc, Cl A *

     3,700       525  

Inspired Entertainment Inc *

     27,558       252  

Installed Building Products Inc

    1,363       280  

J Jill Inc

    4,450       156  

KB Home

    37,203       2,611  

Kontoor Brands Inc

    27,451       1,816  

Latham Group Inc *

     77,811       236  

Legacy Housing Corp *

     16,385       376  

Levi Strauss & Co, Cl A

    19,235       371  

Lindblad Expeditions Holdings Inc *

     44,120       426  

Marine Products Corp

    23,768       240  

MasterCraft Boat Holdings Inc *

     19,720       372  

Meritage Homes Corp

    3,426       555  

Modine Manufacturing Co *

     49,478       4,957  

Movado Group Inc

    5,312       132  

Murphy USA Inc

    4,044       1,899  

Ollie's Bargain Outlet Holdings Inc *

     4,800       471  

OneSpaWorld Holdings Ltd *

     41,066       631  

Oxford Industries Inc, Cl A

    4,458       446  

PlayAGS Inc *

     96,938       1,115  

Pool Corp

    2,840       873  

Potbelly Corp *

     81,620       655  

Ralph Lauren Corp, Cl A

    2,062       361  

Rocky Brands Inc

    8,056       298  

Rush Street Interactive Inc *

     41,000       393  

SharkNinja Inc

    6,711       504  

Signet Jewelers Ltd

    9,062       812  

Steven Madden Ltd

    21,967       929  

Stitch Fix Inc, Cl A *

     222,063       922  

Strategic Education Inc

    3,193       353  

Stride Inc *

     23,786       1,677  

Sweetgreen Inc, Cl A *

     17,718       534  

Texas Roadhouse Inc, Cl A

    3,141       539  

Topgolf Callaway Brands Corp *

     49,064       751  

Travel + Leisure Co

    25,902       1,165  

 

 

 

36

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Tri Pointe Homes Inc *

     30,863     $ 1,150  

Urban Outfitters Inc *

     115,996       4,762  

Valvoline Inc *

     26,162       1,130  

Whirlpool Corp

    16,597       1,696  

Wingstop Inc, Cl A

    5,672       2,397  

Xponential Fitness Inc, Cl A *

     83,592       1,304  

YETI Holdings Inc *

     10,113       386  
                 
              73,306  

Consumer Staples — 4.5%

        

BellRing Brands Inc *

     39,384       2,250  

Casey's General Stores Inc

    3,776       1,441  

Central Garden & Pet Co, Cl A *

     10,134       390  

elf Beauty Inc *

     11,365       2,395  

Freshpet Inc *

     3,400       440  

Hain Celestial Group Inc/The *

     33,155       229  

Ingles Markets Inc, Cl A

    5,480       376  

Ingredion Inc

    10,278       1,179  

Inter Parfums Inc

    8,451       981  

Lancaster Colony Corp

    3,780       714  

MGP Ingredients Inc

    6,177       460  

Natural Grocers by Vitamin Cottage Inc

    55,205       1,170  

Performance Food Group Co *

     17,510       1,158  

Pilgrim's Pride Corp *

     116,743       4,493  

PriceSmart Inc

    1,457       118  

Primo Water Corp

    60,638       1,326  

Sprouts Farmers Market Inc *

     36,334       3,040  

TreeHouse Foods Inc *

     29,294       1,073  

Village Super Market Inc, Cl A

    21,659       572  

Vital Farms Inc *

     41,136       1,924  
                 
              25,729  

Energy — 6.7%

        

Archrock Inc

    18,419       372  

Berry Corp

    137,100       886  

Cactus Inc, Cl A

    20,340       1,073  

Centrus Energy Corp, Cl A *

     6,857       293  

ChampionX Corp

    71,491       2,374  

Chord Energy Corp

    6,102       1,023  

Civitas Resources Inc

    63,104       4,354  

Clean Energy Fuels Corp *

     60,090       160  

CNX Resources Corp *

     73,582       1,788  

Delek US Holdings Inc

    130,752       3,237  

DMC Global Inc *

     10,313       149  

Dorian LPG Ltd

    5,322       223  

DT Midstream Inc

    6,700       476  

Excelerate Energy Inc, Cl A

    45,680       842  

Expro Group Holdings NV *

     22,359       513  

FutureFuel Corp

    182,290       935  

HF Sinclair Corp

    16,781       895  

International Seaways Inc

    5,611       332  

Matador Resources Co

    20,409       1,216  

Northern Oil & Gas Inc

    29,189       1,085  

Oceaneering International Inc, Cl A *

     1,396       33  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Overseas Shipholding Group Inc, Cl A

    21,700     $ 184  

Permian Resources Corp, Cl A

    154,623       2,497  

Ranger Energy Services Inc, Cl A

    60,328       635  

REX American Resources Corp *

     10,394       474  

Riley Exploration Permian Inc

    29,769       843  

RPC Inc

    40,810       255  

Scorpio Tankers Inc

    4,863       395  

SFL Corp Ltd

    73,502       1,020  

SM Energy Co

    5,773       250  

Solaris Oilfield Infrastructure Inc, Cl A

    33,649       289  

TechnipFMC PLC

    12,800       335  

Teekay Corp *

     130,700       1,172  

Teekay Tankers Ltd, Cl A

    5,772       397  

Tidewater Inc *

     10,921       1,040  

VAALCO Energy Inc

    128,230       804  

Veren Inc

    314,092       2,472  

Vitesse Energy Inc

    4,940       117  

Weatherford International PLC *

     26,529       3,249  
                 
              38,687  

Financials — 19.1%

        

Acacia Research Corp *

     36,685       184  

AFC Gamma Inc ‡

     39,408       481  

Alerus Financial Corp

    35,054       687  

Amalgamated Financial Corp

    46,024       1,261  

Ambac Financial Group Inc *

     34,976       448  

Amerant Bancorp Inc, Cl A

    5,972       136  

Arbor Realty Trust Inc ‡

     4,165       60  

AssetMark Financial Holdings Inc *

     16,683       576  

Atlanticus Holdings Corp *

     14,763       416  

AvidXchange Holdings Inc *

     97,994       1,182  

Axos Financial Inc *

     9,371       536  

Banco Latinoamericano de Comercio Exterior SA, Cl E

    32,447       963  

Bancorp Inc/The *

     22,722       858  

BankUnited Inc

    7,905       231  

BayCom Corp

    11,656       237  

BGC Group Inc, Cl A

    107,161       889  

Capital Bancorp Inc

    9,534       195  

Capital City Bank Group Inc

    4,840       138  

Carter Bankshares Inc *

     18,138       274  

Cass Information Systems Inc

    25,420       1,019  

Chimera Investment Corp ‡

     41,533       532  

City Holding Co

    6,427       683  

Civista Bancshares Inc

    6,886       107  

CNO Financial Group Inc

    136,265       3,777  

Coastal Financial Corp/WA *

     21,942       1,012  

Cohen & Steers Inc

    18,927       1,373  

Columbia Banking System Inc

    207,707       4,131  

Comerica Inc

    19,614       1,001  

Community Trust Bancorp Inc

    3,780       165  

Crawford & Co, Cl A

    42,023       363  

CrossFirst Bankshares Inc *

     18,103       254  

Customers Bancorp Inc *

     16,993       815  

 

 

 

SEI Institutional Managed Trust

 

37

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Diamond Hill Investment Group Inc

    7,660     $ 1,078  

Donegal Group Inc, Cl A

    20,900       269  

Donnelley Financial Solutions Inc *

     14,517       866  

eHealth Inc *

     81,197       368  

Enova International Inc *

     3,610       225  

Esquire Financial Holdings Inc

    21,754       1,036  

Evercore Inc, Cl A

    1,228       256  

FactSet Research Systems Inc

    2,495       1,019  

Federal Agricultural Mortgage Corp, Cl C

    1,917       347  

First American Financial Corp

    16,188       873  

First Commonwealth Financial Corp

    140,839       1,945  

First Community Bankshares Inc

    14,750       543  

First Financial Corp/IN

    4,980       184  

First Horizon Corp

    93,774       1,479  

First Interstate BancSystem Inc, Cl A

    47,142       1,309  

FNB Corp/PA

    173,136       2,369  

Great Southern Bancorp Inc

    7,000       389  

Guaranty Bancshares Inc/TX

    3,004       95  

Hamilton Lane Inc, Cl A

    36,486       4,509  

Hannon Armstrong Sustainable Infrastructure Capital Inc

    13,119       388  

Hanover Insurance Group Inc/The, Cl A

    11,111       1,394  

HBT Financial Inc

    28,603       584  

HCI Group Inc

    5,089       469  

Home BancShares Inc/AR

    53,745       1,288  

HomeTrust Bancshares Inc

    17,094       513  

Independent Bank Corp

    19,187       973  

Independent Bank Corp/MI

    12,940       349  

International Money Express Inc *

     18,257       380  

Jack Henry & Associates Inc

    6,741       1,119  

Jackson Financial Inc, Cl A

    55,825       4,146  

James River Group Holdings Ltd

    15,950       123  

KeyCorp

    152,691       2,170  

Kinsale Capital Group Inc

    5,685       2,190  

Lemonade Inc *

     24,482       404  

LendingTree Inc *

     25,526       1,062  

Lincoln National Corp

    122,770       3,818  

Macatawa Bank Corp

    48,343       706  

Mercantile Bank Corp

    10,952       444  

Merchants Bancorp/IN

    13,257       537  

Metrocity Bankshares Inc

    6,646       175  

MGIC Investment Corp

    53,002       1,142  

Midland States Bancorp Inc

    8,430       191  

Morningstar Inc, Cl A

    4,140       1,225  

Mr Cooper Group Inc *

     38,357       3,116  

National Bank Holdings Corp, Cl A

    16,751       654  

NerdWallet Inc, Cl A *

     10,550       154  

New York Mortgage Trust Inc ‡

     55,450       324  

NMI Holdings Inc, Cl A *

     22,607       770  

Northrim BanCorp Inc

    4,797       277  

OFG Bancorp

    17,985       674  

Old National Bancorp/IN, Cl A

    255,434       4,391  

Old Second Bancorp Inc

    31,200       462  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Orrstown Financial Services Inc

    20,495     $ 561  

Oscar Health Inc, Cl A *

     17,490       277  

Palomar Holdings Inc, Cl A *

     2,898       235  

Paysafe Ltd *

     34,227       605  

PennyMac Financial Services Inc

    6,494       614  

Peoples Bancorp Inc/OH

    5,720       172  

Peoples Financial Services Corp

    3,500       159  

Pinnacle Financial Partners Inc

    17,635       1,412  

Piper Sandler Cos

    7,259       1,671  

Ponce Financial Group Inc *

     24,209       221  

Primerica Inc

    4,598       1,088  

PROG Holdings Inc

    25,668       890  

Prosperity Bancshares Inc

    17,794       1,088  

QCR Holdings Inc

    10,366       622  

Regional Management Corp

    21,847       628  

Remitly Global Inc *

     25,184       305  

Republic Bancorp Inc/KY, Cl A

    11,044       592  

Security National Financial Corp, Cl A *

     8,552       68  

Selectquote Inc *

     215,320       594  

Sierra Bancorp

    19,630       439  

Silvercrest Asset Management Group Inc, Cl A

    3,761       59  

Southern Missouri Bancorp Inc

    3,299       149  

Stellar Bancorp Inc

    6,950       160  

StepStone Group Inc, Cl A

    42,261       1,939  

TPG RE Finance Trust Inc ‡

     64,870       560  

UMB Financial Corp

    28,290       2,360  

United Fire Group Inc

    18,103       389  

Unity Bancorp Inc

    2,820       83  

Universal Insurance Holdings Inc

    57,005       1,069  

Univest Financial Corp

    48,173       1,100  

Valley National Bancorp

    138,231       965  

Victory Capital Holdings Inc, Cl A

    26,619       1,271  

Virtu Financial Inc, Cl A

    19,055       428  

Waterstone Financial Inc

    12,183       156  

Westamerica BanCorp

    11,961       580  

Wintrust Financial Corp

    19,668       1,938  

WisdomTree Inc

    41,025       407  

World Acceptance Corp *

     10,094       1,247  

Zions Bancorp NA

    48,968       2,124  
                 
              109,980  

Health Care — 12.6%

        

Accolade Inc *

     19,590       70  

ACELYRIN Inc *

     70,884       313  

ADMA Biologics Inc *

     43,236       483  

Agios Pharmaceuticals Inc *

     8,500       367  

Aldeyra Therapeutics Inc *

     166,232       550  

Alector Inc *

     32,141       146  

Allogene Therapeutics Inc *

     63,740       148  

Altimmune Inc *

     30,960       206  

Amphastar Pharmaceuticals Inc *

     12,253       490  

ANI Pharmaceuticals Inc *

     8,217       523  

Anika Therapeutics Inc *

     6,130       155  

 

 

 

38

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Arcutis Biotherapeutics Inc *

     54,310     $ 505  

Ardelyx Inc *

     118,734       880  

ARS Pharmaceuticals Inc *

     27,174       231  

Arvinas Inc *

     11,930       318  

Assertio Holdings Inc *

     37,291       46  

Atrion Corp

    400       181  

Avidity Biosciences Inc *

     10,500       429  

Blueprint Medicines Corp *

     15,434       1,663  

Brookdale Senior Living Inc, Cl A *

     90,518       618  

CareDx Inc *

     54,671       849  

Chemed Corp

    1,983       1,076  

Coherus Biosciences Inc *

     76,800       133  

Collegium Pharmaceutical Inc *

     75,078       2,417  

Community Health Systems Inc *

     42,240       142  

CorVel Corp *

     1,009       257  

Crinetics Pharmaceuticals Inc *

     6,672       299  

Dyne Therapeutics Inc *

     12,149       429  

Eagle Pharmaceuticals Inc/DE *

     69,775       391  

Editas Medicine Inc, Cl A *

     66,182       309  

Embecta Corp

    26,850       336  

Emergent BioSolutions Inc *

     94,790       646  

Encompass Health Corp

    46,740       4,010  

Enhabit Inc *

     12,650       113  

Ensign Group Inc/The

    15,309       1,894  

Envista Holdings Corp *

     25,417       423  

Evolus Inc *

     43,382       471  

Generation Bio Co *

     174,390       492  

Geron Corp *

     85,000       360  

Glaukos Corp *

     3,223       381  

Globus Medical Inc, Cl A *

     17,009       1,165  

Haemonetics Corp *

     4,576       379  

Harrow Inc *

     40,230       840  

Health Catalyst Inc *

     87,758       561  

HealthEquity Inc *

     22,953       1,979  

HealthStream Inc

    6,460       180  

Heron Therapeutics Inc *

     88,261       309  

Hims & Hers Health Inc *

     79,481       1,605  

Inmode Ltd *

     126,665       2,310  

Insmed Inc *

     12,458       835  

Integra LifeSciences Holdings Corp *

     114,231       3,329  

iRadimed Corp

    22,545       991  

iTeos Therapeutics Inc *

     24,164       359  

Janux Therapeutics Inc *

     7,300       306  

Joint Corp/The *

     30,460       428  

Karyopharm Therapeutics Inc *

     186,000       161  

Kiniksa Pharmaceuticals International PLC, Cl A *

     31,737       593  

Kodiak Sciences Inc *

     60,690       143  

Krystal Biotech Inc *

     3,056       561  

Lantheus Holdings Inc *

     8,112       651  

LeMaitre Vascular Inc

    22,085       1,817  

Lyell Immunopharma Inc *

     94,720       137  

Medpace Holdings Inc *

     7,309       3,010  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

MeiraGTx Holdings PLC *

     46,083     $ 194  

Merit Medical Systems Inc *

     2,518       216  

Mersana Therapeutics Inc *

     90,670       182  

Mesa Laboratories Inc

    1,670       145  

Nkarta Inc *

     18,179       107  

Nurix Therapeutics Inc *

     50,400       1,052  

Nuvation Bio Inc *

     48,144       141  

Option Care Health Inc *

     30,810       853  

OraSure Technologies Inc *

     190,772       813  

Organogenesis Holdings Inc, Cl A *

     190,142       532  

ORIC Pharmaceuticals Inc *

     11,442       81  

Outset Medical Inc *

     99,742       384  

PACS Group Inc *

     12,733       376  

Pennant Group Inc/The *

     33,759       783  

Perrigo Co PLC

    32,204       827  

PetIQ Inc, Cl A *

     55,457       1,223  

Phibro Animal Health Corp, Cl A

    11,230       188  

Poseida Therapeutics Inc, Cl A *

     52,719       154  

Prestige Consumer Healthcare Inc, Cl A *

     29,184       2,009  

PROCEPT BioRobotics Corp *

     6,758       413  

Quest Diagnostics Inc

    7,499       1,026  

QuidelOrtho Corp *

     16,613       552  

RadNet Inc *

     8,245       486  

RAPT Therapeutics Inc *

     37,600       115  

Relay Therapeutics Inc *

     81,555       532  

Replimune Group Inc, Cl Rights *

     33,040       297  

Revance Therapeutics Inc *

     44,650       115  

REVOLUTION Medicines Inc *

     11,811       458  

Rigel Pharmaceuticals Inc *

     20,140       166  

RxSight Inc *

     9,045       544  

SIGA Technologies Inc

    60,589       460  

STERIS PLC

    6,226       1,367  

Stoke Therapeutics Inc *

     28,444       384  

Surmodics Inc *

     15,952       671  

Tactile Systems Technology Inc *

     50,556       604  

Tandem Diabetes Care Inc *

     9,104       367  

Tarsus Pharmaceuticals Inc *

     16,811       457  

Tela Bio Inc *

     14,653       69  

Tenet Healthcare Corp *

     3,789       504  

Theravance Biopharma Inc *

     17,510       148  

TransMedics Group Inc *

     3,988       601  

Travere Therapeutics Inc *

     34,440       283  

Twist Bioscience Corp *

     16,026       790  

UFP Technologies Inc *

     2,027       535  

US Physical Therapy Inc

    11,855       1,096  

Utah Medical Products Inc

    15,406       1,029  

Vanda Pharmaceuticals Inc *

     167,677       947  

Vaxcyte Inc *

     4,157       314  

Vera Therapeutics Inc, Cl A *

     7,310       264  

Verve Therapeutics Inc *

     115,580       564  

Zentalis Pharmaceuticals Inc *

     13,780       56  
                 
              72,873  

 

 

 

SEI Institutional Managed Trust

 

39

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Industrials — 19.8%

        

ABM Industries Inc

    40,353     $ 2,041  

ACCO Brands Corp

    167,850       789  

AeroVironment Inc *

     3,176       579  

AerSale Corp *

     38,820       269  

Air Lease Corp, Cl A

    29,389       1,397  

Allison Transmission Holdings Inc

    10,947       831  

American Superconductor Corp *

     19,000       444  

Arcosa Inc

    2,176       182  

Argan Inc

    8,488       621  

Aris Water Solutions Inc, Cl A

    52,154       817  

Astec Industries Inc

    28,322       840  

Astronics Corp *

     24,450       490  

AZEK Co Inc/The, Cl A *

     20,014       843  

AZZ Inc

    9,111       704  

Babcock & Wilcox Enterprises Inc *

     161,546       234  

Barnes Group Inc

    37,022       1,533  

Barrett Business Services Inc

    19,932       653  

Beacon Roofing Supply Inc *

     17,551       1,588  

Blue Bird Corp *

     8,685       468  

Boise Cascade Co

    3,117       372  

Booz Allen Hamilton Holding Corp, Cl A

    10,258       1,579  

Brady Corp, Cl A

    6,424       424  

BrightView Holdings Inc *

     37,660       501  

Brink's Co/The

    5,408       554  

Broadridge Financial Solutions Inc

    7,242       1,427  

Brookfield Business Corp, Cl A

    16,454       336  

BWX Technologies Inc

    19,299       1,833  

CACI International Inc, Cl A *

     4,680       2,013  

Carlisle Cos Inc

    4,139       1,677  

CECO Environmental Corp *

     13,971       403  

Cimpress PLC *

     8,553       749  

Clean Harbors Inc *

     8,404       1,901  

Comfort Systems USA Inc

    8,907       2,709  

Commercial Vehicle Group Inc *

     89,794       440  

Concentrix Corp

    16,363       1,035  

Construction Partners Inc, Cl A *

     7,485       413  

Costamare Inc

    66,942       1,100  

CRA International Inc

    2,250       388  

Crane Co

    2,511       364  

Curtiss-Wright Corp

    1,755       476  

DXP Enterprises Inc/TX *

     10,959       502  

Dycom Industries Inc *

     13,462       2,272  

EMCOR Group Inc

    4,687       1,711  

Encore Wire Corp

    7,220       2,093  

Enerpac Tool Group Corp, Cl A

    22,181       847  

Ennis Inc

    14,014       307  

Enovix Corp *

     24,013       371  

Enpro Inc

    9,648       1,404  

Enviri Corp *

     37,846       327  

ExlService Holdings Inc *

     93,855       2,943  

Franklin Covey Co *

     22,632       860  

Frontier Group Holdings Inc *

     30,040       148  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

FTAI Aviation Ltd

    7,832     $ 809  

Gates Industrial Corp PLC *

     86,202       1,363  

Genco Shipping & Trading Ltd

    27,323       582  

GEO Group Inc/The *

     17,741       255  

GFL Environmental Inc

    36,845       1,434  

Global Industrial Co

    20,546       644  

Greenbrier Cos Inc/The

    2,787       138  

Griffon Corp

    26,367       1,684  

Heidrick & Struggles International Inc

    8,076       255  

Hexcel Corp, Cl A

    26,129       1,632  

HNI Corp

    30,325       1,365  

Hudson Technologies Inc *

     48,800       429  

Huntington Ingalls Industries Inc, Cl A

    3,155       777  

Huron Consulting Group Inc *

     18,227       1,795  

Hyster-Yale Inc

    7,993       557  

IBEX Holdings Ltd *

     23,306       377  

IES Holdings Inc *

     2,385       332  

Insperity Inc, Cl A

    8,639       788  

Interface Inc, Cl A

    72,233       1,060  

ITT Inc

    14,069       1,817  

Karat Packaging Inc

    27,710       820  

Kelly Services Inc, Cl A

    24,459       524  

Kennametal Inc

    17,731       417  

Kirby Corp *

     4,554       545  

Korn Ferry

    22,413       1,505  

Landstar System Inc

    6,407       1,182  

Limbach Holdings Inc *

     5,308       302  

LSI Industries Inc

    38,770       561  

Luxfer Holdings PLC

    29,290       339  

Manitowoc Co Inc/The *

     61,493       709  

Matson Inc

    1,911       250  

MDU Resources Group Inc

    17,700       444  

Moog Inc, Cl A

    2,050       343  

Mueller Industries Inc

    8,262       470  

Mueller Water Products Inc, Cl A

    25,149       451  

National Presto Industries Inc

    1,660       125  

NEXTracker Inc, Cl A *

     11,734       550  

Nordson Corp

    4,687       1,087  

NuScale Power Corp *

     29,085       340  

nVent Electric PLC

    3,729       286  

Omega Flex Inc

    2,730       140  

PAM Transportation Services Inc *

     11,174       194  

Pangaea Logistics Solutions Ltd

    14,028       110  

Park-Ohio Holdings Corp

    23,211       601  

Parsons Corp *

     27,100       2,217  

Powell Industries Inc

    3,992       572  

Preformed Line Products Co

    3,150       392  

Primoris Services Corp

    9,487       473  

Regal Rexnord Corp

    6,746       912  

REV Group Inc

    29,731       740  

Rush Enterprises Inc, Cl A

    15,329       642  

RXO Inc *

     18,700       489  

Safe Bulkers Inc

    218,639       1,273  

 

 

 

40

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Sensata Technologies Holding PLC

    56,581     $ 2,116  

SkyWest Inc *

     19,958       1,638  

SPX Technologies Inc *

     2,878       409  

Standex International Corp

    17,748       2,860  

Star Bulk Carriers Corp

    24,167       589  

Steelcase Inc, Cl A

    43,803       568  

Sterling Infrastructure Inc *

     13,777       1,630  

Sun Country Airlines Holdings Inc *

     85,105       1,069  

Terex Corp

    24,659       1,352  

Tetra Tech Inc

    7,927       1,621  

TransUnion

    15,307       1,135  

Tutor Perini Corp *

     61,723       1,344  

UFP Industries Inc

    9,351       1,047  

UL Solutions Inc, Cl A

    9,421       398  

UniFirst Corp/MA

    4,937       847  

V2X Inc *

     2,710       130  

Valmont Industries Inc

    9,162       2,515  

Verra Mobility Corp, Cl A *

     23,448       638  

Vertiv Holdings Co, Cl A

    4,905       425  

Viad Corp *

     12,336       419  

Watts Water Technologies Inc, Cl A

    1,750       321  

WESCO International Inc

    13,391       2,123  

Willdan Group Inc *

     21,734       627  

Willis Lease Finance Corp

    2,390       166  

Woodward Inc

    2,600       453  
                 
              114,340  

Information Technology — 10.8%

        

8x8 Inc *

     278,520       618  

ACM Research Inc, Cl A *

     17,287       399  

Agilysys Inc *

     4,765       496  

Alkami Technology Inc *

     14,211       405  

Alpha & Omega Semiconductor Ltd *

     10,937       409  

Amkor Technology Inc

    12,300       492  

Amplitude Inc, Cl A *

     16,520       147  

Appfolio Inc, Cl A *

     1,956       478  

Arlo Technologies Inc *

     27,720       361  

AvePoint Inc *

     46,674       486  

Aviat Networks Inc *

     10,972       315  

Badger Meter Inc

    11,481       2,139  

Belden Inc

    13,129       1,232  

Bentley Systems Inc, Cl B

    15,800       780  

BigCommerce Holdings Inc *

     37,350       301  

Bit Digital Inc *

     57,516       183  

Braze Inc, Cl A *

     14,625       568  

Cirrus Logic Inc *

     3,926       501  

Cleanspark Inc *

     32,687       521  

Clearfield Inc *

     11,400       440  

Cognex Corp

    28,987       1,355  

Coherent Corp *

     6,600       478  

CommVault Systems Inc *

     14,167       1,722  

Consensus Cloud Solutions Inc *

     35,590       611  

Couchbase Inc *

     20,943       382  

Credo Technology Group Holding Ltd *

     19,479       622  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Daktronics Inc *

     13,790     $ 192  

Digital Turbine Inc *

     80,900       134  

Diodes Inc *

     9,375       674  

Fabrinet *

     10,222       2,502  

FormFactor Inc *

     9,887       598  

Freshworks Inc, Cl A *

     5,577       71  

Hackett Group Inc/The

    32,682       710  

Harmonic Inc, Cl A *

     140,069       1,649  

Immersion Corp

    108,533       1,021  

Impinj Inc *

     6,064       951  

Intapp Inc *

     7,773       285  

inTEST Corp *

     64,601       638  

Itron Inc *

     4,554       451  

Kulicke & Soffa Industries Inc

    21,779       1,071  

Kyndryl Holdings Inc *

     16,299       429  

Littelfuse Inc

    4,185       1,070  

LivePerson Inc *

     220,010       128  

LiveRamp Holdings Inc *

     24,791       767  

Lumentum Holdings Inc *

     27,537       1,402  

Marathon Digital Holdings Inc *

     15,456       307  

MicroStrategy Inc, Cl A *

     49       68  

Napco Security Technologies Inc

    7,618       396  

Olo Inc, Cl A *

     140,300       620  

ON24 Inc *

     109,948       661  

OneSpan Inc *

     88,511       1,135  

Onto Innovation Inc *

     2,960       650  

Open Text Corp

    51,100       1,535  

PC Connection Inc

    8,567       550  

Photronics Inc *

     154,620       3,814  

Power Integrations Inc

    16,390       1,150  

Q2 Holdings Inc *

     24,973       1,507  

Qualys Inc *

     2,355       336  

Red Violet Inc *

     10,595       269  

Ribbon Communications Inc *

     55,370       182  

Rimini Street Inc *

     166,109       510  

Rogers Corp *

     8,300       1,001  

SEMrush Holdings Inc, Cl A *

     34,027       456  

Silicon Laboratories Inc *

     6,433       712  

Silicon Motion Technology Corp ADR

    48,158       3,900  

SolarWinds Corp

    95,630       1,152  

Sprout Social Inc, Cl A *

     801       29  

SPS Commerce Inc *

     3,117       587  

Super Micro Computer Inc *

     4,178       3,423  

Terawulf Inc *

     115,000       512  

TTM Technologies Inc *

     24,716       480  

Turtle Beach Corp *

     30,110       432  

Universal Display Corp

    9,032       1,899  

Veeco Instruments Inc *

     12,870       601  

Verint Systems Inc *

     12,500       403  

Viavi Solutions Inc *

     122,935       845  

Yext Inc *

     85,180       456  

Zeta Global Holdings Corp, Cl A *

     30,511       539  
                 
              62,301  

 

 

 

SEI Institutional Managed Trust

 

41

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Materials — 4.4%

        

Alpha Metallurgical Resources Inc

    2,735     $ 767  

American Vanguard Corp, Cl B

    69,586       598  

Arcadium Lithium PLC *

     157,170       528  

Aspen Aerogels Inc *

     18,753       447  

ATI Inc *

     7,900       438  

Axalta Coating Systems Ltd *

     35,707       1,220  

Cabot Corp

    17,868       1,642  

Century Aluminum Co *

     17,078       286  

Chemours Co/The

    49,586       1,119  

Clearwater Paper Corp *

     11,840       574  

Commercial Metals Co, Cl A

    55,207       3,036  

Compass Minerals International Inc, Cl A

    11,510       119  

Ecovyst Inc *

     43,000       386  

Element Solutions Inc

    17,500       475  

FMC Corp

    45,728       2,632  

Greif Inc, Cl B

    6,233       389  

Haynes International Inc

    7,309       429  

Ingevity Corp *

     14,619       639  

Innospec Inc

    4,926       609  

Kronos Worldwide Inc

    78,660       987  

Louisiana-Pacific Corp

    4,662       384  

Minerals Technologies Inc

    9,702       807  

O-I Glass Inc, Cl I *

     47,500       529  

Olympic Steel Inc

    2,668       120  

Pactiv Evergreen Inc

    68,044       770  

Quaker Chemical Corp

    6,380       1,083  

Ranpak Holdings Corp, Cl A *

     60,070       386  

Reliance Inc

    5,534       1,580  

Silgan Holdings Inc

    13,245       561  

SunCoke Energy Inc

    51,283       502  

Sylvamo Corp

    8,572       588  

Trinseo PLC

    218,452       505  

Warrior Met Coal Inc

    3,235       203  
                 
              25,338  

Real Estate — 3.7%

        

Agree Realty Corp ‡

     23,963       1,484  

Alexander's Inc ‡

     4,903       1,102  

Alpine Income Property Trust Inc ‡

     11,648       181  

Braemar Hotels & Resorts Inc ‡

     73,490       187  

COPT Defense Properties ‡

     42,190       1,056  

CubeSmart ‡

     22,637       1,023  

eXp World Holdings Inc

    64,474       728  

Farmland Partners Inc ‡

     82,820       955  

FirstService Corp

    2,690       410  

Forestar Group Inc *

     26,349       843  

Healthpeak Properties Inc ‡

     23,913       469  

Highwoods Properties Inc ‡

     111,995       2,942  

National Storage Affiliates Trust ‡

     29,134       1,201  

Newmark Group Inc, Cl A

    208,520       2,133  

Office Properties Income Trust ‡

     67,590       138  

Orion Office REIT Inc ‡

     223,180       801  

Postal Realty Trust Inc, Cl A ‡

     21,213       283  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Redfin Corp *

     30,760     $ 185  

RMR Group Inc/The, Cl A

    39,988       904  

Ryman Hospitality Properties Inc ‡

     9,969       995  

Saul Centers Inc ‡

     7,400       272  

STAG Industrial Inc ‡

     37,464       1,351  

Terreno Realty Corp ‡

     18,313       1,084  

Universal Health Realty Income Trust ‡

     11,480       449  

Whitestone REIT, Cl B ‡

     12,040       160  
                 
              21,336  

Utilities — 1.3%

        

Black Hills Corp, Cl A

    12,405       674  

Brookfield Infrastructure Corp, Cl A

    33,177       1,117  

Chesapeake Utilities Corp

    8,602       913  

Consolidated Water Co Ltd

    8,955       238  

IDACORP Inc, Cl A

    10,057       937  

Otter Tail Corp

    10,013       877  

Portland General Electric Co

    38,998       1,686  

Pure Cycle Corp *

     14,950       143  

Spire Inc

    8,952       544  
                 
              7,129  

Total Common Stock

               

(Cost $457,097) ($ Thousands)

             565,631  
                 

CASH EQUIVALENT — 1.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     5,632,975       5,633  

Total Cash Equivalent

                

(Cost $5,633) ($ Thousands)

             5,633  

Total Investments in Securities — 99.1%

                

(Cost $462,730) ($ Thousands)

  $ 571,264  
                 
                 

 

 

Percentages are based on Net Assets of $576,731 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

 

 

 

42

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Fund (Concluded)

 

 

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation(Thousands)

  

Long Contracts

                                        

Russell 2000 Index E-MINI

     54       Sep-2024     $ 5,552     $ 5,576     $ 24  
                                         

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 381     $ 6,659     $ (7,040 )   $ —     $ —     $ —     $ 10     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     5,314       148,582       (148,263 )     —       —       5,633       199       —  

Totals

  $ 5,695     $ 155,241     $ (155,303 )   $ –     $ —     $ 5,633     $ 209     $ —  

 

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

43

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 99.1%
                 

Communication Services — 2.3%

        

Advantage Solutions Inc *

     31,702     $ 102  

AMC Networks Inc, Cl A *

     13,846       134  

Cargurus Inc, Cl A *

     2,575       67  

Cinemark Holdings Inc *

     122,142       2,641  

Entravision Communications Corp, Cl A

    16,827       34  

Nexstar Media Group Inc, Cl A

    6,109       1,014  

Outbrain *

     16,293       81  

Playstudios Inc *

     23,481       49  

Playtika Holding Corp

    48,000       378  

Scholastic Corp, Cl B

    10,347       367  

Shutterstock Inc

    11,577       448  

TEGNA Inc

    80,099       1,116  

Telephone and Data Systems Inc

    23,195       481  

Yelp Inc, Cl A *

     5,471       202  

Ziff Davis Inc *

     12,985       715  
                 
              7,829  

Consumer Discretionary — 14.1%

        

Aaron's Co Inc/The

    20,572       205  

Academy Sports & Outdoors Inc

    10,453       557  

Adient PLC *

     38,349       948  

ADT Inc

    68,398       520  

Advance Auto Parts Inc

    15,919       1,008  

American Eagle Outfitters Inc

    19,821       396  

Biglari Holdings Inc, Cl B *

     257       50  

Bloomin' Brands Inc

    144,540       2,779  

Brinker International Inc *

     39,710       2,875  

Build-A-Bear Workshop Inc

    2,889       73  

Capri Holdings Ltd *

     10,701       354  

Carriage Services Inc, Cl A

    11,244       302  

Carter's Inc

    12,352       765  

Cato Corp/The, Cl A

    5,737       32  

Cheesecake Factory Inc/The

    12,906       507  

Chegg Inc *

     49,047       155  

Dick's Sporting Goods Inc

    3,871       832  

Dillard's Inc, Cl A

    168       74  

Dorman Products Inc *

     7,806       714  

Genesco Inc *

     10,865       281  

Gentex Corp

    25,765       869  

G-III Apparel Group Ltd *

     33,654       911  

Goodyear Tire & Rubber Co/The *

     151,547       1,720  

Group 1 Automotive Inc

    5,921       1,760  

Guess? inc, Cl 3

    29,683       606  

H&R Block Inc

    21,413       1,161  

Harley-Davidson Inc, Cl A

    16,857       565  

Haverty Furniture Cos Inc

    22,645       573  

Jack in the Box Inc

    6,109       311  

JAKKS Pacific Inc *

     3,144       56  

KB Home

    17,285       1,213  

La-Z-Boy Inc, Cl Z

    41,465       1,546  

Macy's Inc

    26,059       500  

MasterCraft Boat Holdings Inc *

     5,463       103  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Meritage Homes Corp

    9,390     $ 1,520  

Modine Manufacturing Co *

     13,860       1,389  

Movado Group Inc

    4,903       122  

Murphy USA Inc

    3,109       1,460  

ODP Corp/The *

     28,569       1,122  

Oxford Industries Inc, Cl A

    3,532       354  

Perdoceo Education Corp

    26,143       560  

Playa Hotels & Resorts NV *

     45,820       384  

Polaris Inc

    7,294       571  

PVH Corp

    7,655       810  

Sally Beauty Holdings Inc *

     39,279       421  

Signet Jewelers Ltd

    18,588       1,665  

Steven Madden Ltd

    17,128       724  

Super Group SGHC *

     35,000       113  

Taylor Morrison Home Corp, Cl A *

     30,080       1,668  

Thor Industries Inc

    3,403       318  

Topgolf Callaway Brands Corp *

     38,055       582  

Travel + Leisure Co

    10,483       472  

Tri Pointe Homes Inc *

     73,136       2,724  

Upbound Group Inc

    17,303       531  

Urban Outfitters Inc *

     75,490       3,099  

Valvoline Inc *

     19,695       851  

Vera Bradley Inc *

     9,000       56  

Weyco Group Inc

    1,784       54  

Whirlpool Corp

    11,544       1,180  

Winnebago Industries Inc

    11,465       621  

YETI Holdings Inc *

     7,408       283  
                 
              48,975  

Consumer Staples — 4.3%

        

Andersons Inc/The

    12,700       630  

Cal-Maine Foods Inc

    15,545       950  

Dole PLC

    27,666       339  

Energizer Holdings Inc

    17,122       506  

Hain Celestial Group Inc/The *

     24,806       171  

Herbalife Ltd *

     41,319       429  

Ingles Markets Inc, Cl A

    14,859       1,019  

Ingredion Inc

    17,794       2,041  

Lancaster Colony Corp

    2,931       554  

Medifast Inc

    4,438       97  

MGP Ingredients Inc

    4,835       360  

Nature's Sunshine Products Inc *

     5,531       83  

Nu Skin Enterprises Inc, Cl A

    21,481       226  

Performance Food Group Co *

     13,773       911  

Pilgrim's Pride Corp *

     74,178       2,855  

PriceSmart Inc

    8,245       670  

SpartanNash Co

    16,998       319  

Spectrum Brands Holdings Inc

    6,833       587  

Sprouts Farmers Market Inc *

     10,644       890  

TreeHouse Foods Inc *

     22,187       813  

USANA Health Sciences Inc *

     4,571       207  

Village Super Market Inc, Cl A

    11,753       310  
                 
              14,967  

 

 

 

44

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Energy — 9.1%

        

Berry Corp

    23,570     $ 152  

Cactus Inc, Cl A

    15,604       823  

California Resources Corp

    39,128       2,082  

ChampionX Corp

    27,624       917  

Chord Energy Corp

    5,045       846  

Civitas Resources Inc

    18,158       1,253  

CNX Resources Corp *

     97,722       2,375  

CONSOL Energy Inc

    9,995       1,020  

CVR Energy Inc

    12,815       343  

Delek US Holdings Inc

    105,036       2,601  

DHT Holdings Inc

    42,923       497  

FutureFuel Corp

    8,129       42  

Gulfport Energy Corp *

     4,891       739  

Helmerich & Payne Inc

    51,426       1,859  

HF Sinclair Corp

    41,090       2,192  

International Seaways Inc

    2,474       146  

Liberty Energy Inc, Cl A

    70,226       1,467  

Murphy Oil Corp

    16,404       676  

Overseas Shipholding Group Inc, Cl A

    12,695       108  

Par Pacific Holdings Inc *

     22,991       580  

Patterson-UTI Energy Inc

    33,965       352  

PBF Energy Inc, Cl A

    58,693       2,701  

Peabody Energy Corp

    33,902       750  

Permian Resources Corp, Cl A

    86,511       1,397  

ProPetro Holding Corp *

     15,260       132  

Ranger Energy Services Inc, Cl A

    5,347       56  

REX American Resources Corp *

     4,082       186  

RPC Inc

    37,502       234  

SandRidge Energy Inc

    12,826       166  

Scorpio Tankers Inc

    14,126       1,148  

SM Energy Co

    11,443       495  

Teekay Corp *

     27,556       247  

VAALCO Energy Inc

    43,000       270  

Veren Inc

    212,959       1,676  

World Kinect Corp

    48,075       1,240  
                 
              31,768  

Financials — 26.0%

        

AFC Gamma Inc ‡

     6,041       74  

Amalgamated Financial Corp

    4,384       120  

Apollo Commercial Real Estate Finance Inc ‡

     20,183       198  

Arbor Realty Trust Inc ‡

     49,972       717  

Associated Banc-Corp

    54,590       1,155  

Axis Capital Holdings Ltd

    11,389       805  

Axos Financial Inc *

     15,869       907  

Banco Latinoamericano de Comercio Exterior SA, Cl E

    40,667       1,207  

Bank of NT Butterfield & Son Ltd/The

    19,793       695  

Bank OZK

    18,682       766  

BankUnited Inc

    38,307       1,121  

Bankwell Financial Group Inc

    1,565       40  

Banner Corp

    9,299       462  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

BayCom Corp

    4,440     $ 90  

BCB Bancorp Inc

    4,520       48  

Berkshire Hills Bancorp Inc

    25,494       581  

Bread Financial Holdings Inc

    21,326       950  

BrightSpire Capital Inc, Cl A ‡

     49,605       283  

Camden National Corp

    15,398       508  

Capital Bancorp Inc

    2,753       56  

Carlyle Secured Lending Inc

    27,478       487  

Cathay General Bancorp

    28,434       1,073  

Central Pacific Financial Corp

    28,255       599  

Chimera Investment Corp ‡

     33,086       424  

City Holding Co

    5,043       536  

Civista Bancshares Inc

    4,598       71  

CNB Financial Corp/PA

    5,063       103  

CNO Financial Group Inc

    194,049       5,379  

Columbia Banking System Inc

    150,442       2,992  

Comerica Inc

    13,698       699  

Community Trust Bancorp Inc

    10,574       462  

Crawford & Co, Cl A

    5,301       46  

CrossFirst Bankshares Inc *

     15,268       214  

Customers Bancorp Inc *

     7,424       356  

Diamond Hill Investment Group Inc

    545       77  

Employers Holdings Inc

    12,758       544  

Enova International Inc *

     6,699       417  

Fidelis Insurance Holdings Ltd

    26,269       428  

Financial Institutions Inc

    4,854       94  

First American Financial Corp

    12,340       666  

First BanCorp/Puerto Rico

    88,950       1,627  

First Bank/Hamilton NJ

    4,774       61  

First Busey Corp

    36,458       883  

First Business Financial Services Inc

    2,400       89  

First Commonwealth Financial Corp

    146,462       2,023  

First Financial Corp/IN

    11,262       415  

First Horizon Corp

    140,130       2,210  

First Interstate BancSystem Inc, Cl A

    35,826       995  

Flushing Financial Corp

    20,926       275  

FNB Corp/PA

    183,949       2,516  

FS KKR Capital Corp

    33,040       652  

Fulton Financial Corp

    46,405       788  

Genworth Financial Inc, Cl A *

     315,788       1,907  

Golub Capital BDC Inc

    36,235       569  

Great Southern Bancorp Inc

    5,612       312  

Green Dot Corp, Cl A *

     19,064       180  

Greenlight Capital Re Ltd, Cl A *

     7,364       97  

Hancock Whitney Corp, Cl A

    23,095       1,105  

Hanmi Financial Corp

    25,468       426  

Hanover Insurance Group Inc/The, Cl A

    8,274       1,038  

Hope Bancorp Inc

    63,947       687  

Independent Bank Corp

    14,790       750  

Independent Bank Corp/MI

    7,901       213  

Invesco Mortgage Capital Inc ‡

     14,900       140  

Jackson Financial Inc, Cl A

    73,649       5,469  

James River Group Holdings Ltd

    16,619       128  

 

 

 

SEI Institutional Managed Trust

 

45

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

KeyCorp

    105,046     $ 1,493  

Ladder Capital Corp, Cl A ‡

     45,193       510  

LendingClub Corp *

     39,360       333  

Lincoln National Corp

    86,460       2,689  

Mercantile Bank Corp

    5,701       231  

Merchants Bancorp/IN

    6,941       281  

MGIC Investment Corp

    96,669       2,083  

Mid Penn Bancorp Inc

    4,546       100  

Midland States Bancorp Inc

    8,359       189  

Mr Cooper Group Inc *

     9,279       754  

National Bank Holdings Corp, Cl A

    13,210       516  

Navient Corp

    44,183       643  

NCR Atleos Corp *

     12,988       351  

New Mountain Finance Corp

    27,794       340  

NMI Holdings Inc, Cl A *

     17,417       593  

Northrim BanCorp Inc

    1,300       75  

OceanFirst Financial Corp

    21,938       349  

OFG Bancorp

    72,061       2,699  

Old National Bancorp/IN, Cl A

    213,663       3,673  

Orrstown Financial Services Inc

    3,530       97  

Pagseguro Digital Ltd, Cl A *

     79,836       933  

Pathward Financial Inc

    10,596       599  

PCB Bancorp

    3,500       57  

PennantPark Investment Corp

    49,304       372  

PennyMac Financial Services Inc

    5,559       526  

Peoples Bancorp Inc/OH

    11,912       357  

Peoples Financial Services Corp

    1,020       46  

Pinnacle Financial Partners Inc

    13,313       1,066  

Popular Inc

    13,764       1,217  

Primerica Inc

    3,580       847  

PROG Holdings Inc

    19,307       670  

Radian Group Inc

    30,397       945  

RBB Bancorp

    4,906       92  

Rithm Capital Corp ‡

     85,720       935  

Sierra Bancorp

    4,509       101  

Silvercrest Asset Management Group Inc, Cl A

    2,900       45  

Simmons First National Corp, Cl A

    45,486       800  

SiriusPoint Ltd *

     12,973       158  

Sixth Street Specialty Lending Inc

    26,115       558  

South Plains Financial Inc

    3,417       92  

Synovus Financial Corp

    22,998       924  

Third Coast Bancshares Inc *

     4,000       85  

Trustmark Corp

    20,709       622  

Universal Insurance Holdings Inc

    11,024       207  

Univest Financial Corp

    23,237       531  

Valley National Bancorp

    163,582       1,142  

Veritex Holdings Inc

    24,798       523  

Victory Capital Holdings Inc, Cl A

    15,220       726  

WaFd Inc

    21,075       602  

Westamerica BanCorp

    9,490       461  

Wintrust Financial Corp

    15,173       1,495  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Zions Bancorp NA

    61,847     $ 2,682  
                 
              90,420  

Health Care — 7.5%

        

Alkermes PLC *

     83,783       2,019  

AMN Healthcare Services Inc *

     9,275       475  

Avanos Medical Inc *

     10,285       205  

Collegium Pharmaceutical Inc *

     52,421       1,688  

Cross Country Healthcare Inc *

     31,936       442  

Eagle Pharmaceuticals Inc/DE *

     4,100       23  

Encompass Health Corp

    17,682       1,517  

Envista Holdings Corp *

     20,332       338  

Exelixis Inc *

     37,000       831  

Globus Medical Inc, Cl A *

     12,855       880  

Halozyme Therapeutics Inc *

     26,518       1,389  

Harmony Biosciences Holdings Inc *

     28,582       862  

Inmode Ltd *

     87,844       1,602  

Innoviva Inc *

     24,046       394  

Integra LifeSciences Holdings Corp *

     81,153       2,365  

Ironwood Pharmaceuticals Inc, Cl A *

     87,438       570  

Jazz Pharmaceuticals PLC *

     8,000       854  

Lantheus Holdings Inc *

     13,304       1,068  

Option Care Health Inc *

     23,200       643  

OraSure Technologies Inc *

     31,902       136  

Organon & Co

    78,301       1,621  

Owens & Minor Inc *

     31,178       421  

Patterson Cos Inc

    27,891       673  

Pediatrix Medical Group Inc *

     31,915       241  

Premier Inc, Cl A

    33,245       621  

Prestige Consumer Healthcare Inc, Cl A *

     36,635       2,522  

QuidelOrtho Corp *

     12,958       430  

Select Medical Holdings Corp

    16,418       576  

SIGA Technologies Inc

    18,786       143  

Tactile Systems Technology Inc *

     9,500       113  

Vanda Pharmaceuticals Inc *

     17,148       97  

Varex Imaging Corp *

     14,589       215  
                 
              25,974  

Industrials — 15.4%

        

ABM Industries Inc

    42,644       2,157  

ACCO Brands Corp

    215,612       1,013  

Alaska Air Group Inc *

     11,939       482  

Allison Transmission Holdings Inc

    18,320       1,390  

Apogee Enterprises Inc

    15,137       951  

ArcBest Corp

    13,814       1,479  

Argan Inc

    1,080       79  

Astec Industries Inc

    19,876       590  

Atkore Inc

    10,476       1,414  

AZEK Co Inc/The, Cl A *

     15,254       643  

Barnes Group Inc

    26,790       1,109  

BlueLinx Holdings Inc *

     3,291       306  

Boise Cascade Co

    17,596       2,098  

BrightView Holdings Inc *

     4,919       65  

BWX Technologies Inc

    6,706       637  

 

 

 

46

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

CACI International Inc, Cl A *

     2,785     $ 1,198  

Clean Harbors Inc *

     6,348       1,436  

Commercial Vehicle Group Inc *

     8,312       41  

CoreCivic Inc *‡

     5,245       68  

Costamare Inc

    20,025       329  

CSG Systems International Inc

    11,758       484  

Deluxe Corp

    28,534       641  

EMCOR Group Inc

    3,591       1,311  

Enerpac Tool Group Corp, Cl A

    17,113       653  

Ennis Inc

    17,716       388  

Enpro Inc

    7,305       1,063  

Enviri Corp *

     27,246       235  

ExlService Holdings Inc *

     20,315       637  

Fluor Corp *

     10,404       453  

Gates Industrial Corp PLC *

     118,274       1,870  

Griffon Corp

    11,577       739  

Heidrick & Struggles International Inc

    7,527       238  

Hexcel Corp, Cl A

    6,386       399  

Huron Consulting Group Inc *

     12,371       1,219  

Interface Inc, Cl A

    35,223       517  

ITT Inc

    10,846       1,401  

Kelly Services Inc, Cl A

    30,616       655  

Kennametal Inc

    12,177       287  

Korn Ferry

    13,742       923  

ManpowerGroup Inc

    5,196       363  

Masterbrand Inc *

     17,425       256  

Moog Inc, Cl A

    2,317       388  

MRC Global Inc *

     5,540       72  

Mueller Industries Inc

    47,305       2,694  

Oshkosh Corp

    12,942       1,400  

Park-Ohio Holdings Corp

    7,641       198  

Primoris Services Corp

    12,901       644  

Quanex Building Products Corp

    9,301       257  

Radiant Logistics Inc *

     8,313       47  

Regal Rexnord Corp

    5,136       694  

Resideo Technologies Inc *

     58,889       1,152  

Resources Connection Inc

    14,890       164  

Rush Enterprises Inc, Cl A

    19,685       824  

Ryder System Inc

    15,582       1,930  

Safe Bulkers Inc

    28,781       168  

Sensata Technologies Holding PLC

    20,450       765  

SkyWest Inc *

     12,890       1,058  

Standex International Corp

    7,294       1,175  

Steelcase Inc, Cl A

    39,342       510  

Terex Corp

    30,909       1,695  

Timken Co/The

    11,139       893  

Titan International Inc *

     20,295       150  

TrueBlue Inc *

     16,268       168  

Tutor Perini Corp *

     15,784       344  

UFP Industries Inc

    2,369       265  

Universal Logistics Holdings Inc

    2,192       89  

Valmont Industries Inc

    2,999       823  

Wabash National Corp

    51,666       1,128  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

WESCO International Inc

    10,921     $ 1,731  
                 
              53,643  

Information Technology — 7.4%

        

Amkor Technology Inc

    63,332       2,535  

Avnet Inc

    22,687       1,168  

Belden Inc

    4,182       392  

Cirrus Logic Inc *

     9,933       1,268  

Clearfield Inc *

     7,986       308  

Diodes Inc *

     6,541       471  

Harmonic Inc, Cl A *

     106,167       1,250  

Immersion Corp

    10,000       94  

Insight Enterprises Inc *

     2,415       479  

Lumentum Holdings Inc *

     20,861       1,062  

NCR Voyix Corp *

     27,136       335  

NetScout Systems Inc *

     7,694       141  

Open Text Corp

    35,800       1,075  

Photronics Inc *

     135,744       3,349  

Rimini Street Inc *

     11,454       35  

Rogers Corp *

     6,214       749  

Sanmina Corp *

     46,445       3,077  

ScanSource Inc *

     11,298       501  

Silicon Laboratories Inc *

     4,994       552  

Silicon Motion Technology Corp ADR

    33,886       2,744  

TD SYNNEX Corp

    6,744       778  

TTM Technologies Inc *

     55,476       1,078  

Unisys Corp *

     28,178       116  

Viavi Solutions Inc *

     94,137       647  

Vishay Intertechnology Inc

    13,192       294  

Vontier Corp

    18,208       696  

Xerox Holdings Corp

    49,283       573  
                 
              25,767  

Materials — 5.7%

        

AdvanSix Inc

    20,220       463  

Alpha Metallurgical Resources Inc

    3,508       984  

Arcadium Lithium PLC *

     117,224       394  

Axalta Coating Systems Ltd *

     26,625       910  

Berry Global Group Inc

    13,313       783  

Cabot Corp

    9,559       878  

Chemours Co/The

    50,549       1,141  

Clearwater Paper Corp *

     7,066       343  

Commercial Metals Co, Cl A

    66,413       3,652  

Ecovyst Inc *

     30,000       269  

FMC Corp

    31,099       1,790  

Greif Inc, Cl A

    20,228       1,163  

Ingevity Corp *

     18,227       797  

Innospec Inc

    3,820       472  

Koppers Holdings Inc

    17,951       664  

LSB Industries Inc *

     23,649       193  

Minerals Technologies Inc

    1,133       94  

O-I Glass Inc, Cl I *

     83,698       932  

Rayonier Advanced Materials Inc *

     21,052       115  

Ryerson Holding Corp

    17,240       336  

 

 

 

SEI Institutional Managed Trust

 

47

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Silgan Holdings Inc

    20,394     $ 863  

SunCoke Energy Inc

    78,883       773  

Sylvamo Corp

    7,860       539  

Valhi Inc

    1,055       19  

Warrior Met Coal Inc

    18,635       1,170  
                 
              19,737  

Real Estate — 5.8%

        

Agree Realty Corp ‡

     17,843       1,105  

American Assets Trust Inc ‡

     36,375       814  

Apple Hospitality REIT Inc ‡

     39,183       570  

Brandywine Realty Trust ‡

     41,989       188  

Brixmor Property Group Inc ‡

     22,151       511  

Chatham Lodging Trust ‡

     27,302       233  

COPT Defense Properties ‡

     32,512       814  

Cousins Properties Inc ‡

     30,000       694  

Cushman & Wakefield PLC *

     14,667       153  

DiamondRock Hospitality Co ‡

     87,367       738  

Diversified Healthcare Trust ‡

     62,259       190  

EPR Properties, Cl A ‡

     18,410       773  

Forestar Group Inc *

     7,100       227  

Franklin Street Properties Corp ‡

     59,648       91  

Healthpeak Properties Inc ‡

     18,714       367  

Highwoods Properties Inc ‡

     105,134       2,762  

Kilroy Realty Corp ‡

     21,628       674  

Kite Realty Group Trust ‡

     28,357       635  

National Storage Affiliates Trust ‡

     22,422       924  

Newmark Group Inc, Cl A

    106,484       1,089  

Orion Office REIT Inc ‡

     16,000       57  

Paramount Group Inc ‡

     15,000       69  

Pebblebrook Hotel Trust ‡

     50,064       688  

Piedmont Office Realty Trust Inc, Cl A ‡

     61,172       443  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

RLJ Lodging Trust ‡

     126,948     $ 1,223  

Sabra Health Care REIT Inc ‡

     68,327       1,052  

Service Properties Trust ‡

     36,912       190  

STAG Industrial Inc ‡

     29,446       1,062  

Summit Hotel Properties Inc ‡

     4,100       25  

Sunstone Hotel Investors Inc ‡

     86,385       904  

Uniti Group Inc ‡

     98,864       289  

Xenia Hotels & Resorts Inc ‡

     45,832       657  
                 
              20,211  

Utilities — 1.5%

        

Black Hills Corp, Cl A

    9,683       527  

Genie Energy Ltd, Cl B

    5,000       73  

IDACORP Inc, Cl A

    7,740       721  

National Fuel Gas Co

    20,687       1,121  

Northwest Natural Holding Co

    4,103       148  

Portland General Electric Co

    30,287       1,310  

Southwest Gas Holdings Inc

    3,200       225  

Spire Inc

    7,114       432  

UGI Corp

    28,039       642  
                 
              5,199  

Total Common Stock

               

(Cost $278,306) ($ Thousands)

             344,490  
                 

CASH EQUIVALENT — 0.8%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     2,684,710       2,685  

Total Cash Equivalent

                

(Cost $2,685) ($ Thousands)

             2,685  

Total Investments in Securities — 99.9%

                

(Cost $280,991) ($ Thousands)

  $ 347,175  
                 
                 

 

 
 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation(Thousands)

  

Long Contracts

                                        

Russell 2000 Index E-MINI

     12       Sep-2024     $ 1,218     $ 1,239     $ 21  
                                         

 

 

Percentages are based on Net Assets of $347,375 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

 

 

 

 

 

 

 

48

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Value Fund (Concluded)

 

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 1,689     $ 6,725     $ (8,411 )   $ —     $ (3 )   $ —     $ 61     $ 1  

SEI Daily Income Trust, Government Fund,
Institutional Class

     3,706       57,915       (58,936 )     —       —       2,685       134       —  

Totals

  $ 5,395     $ 64,640     $ (67,347 )   $ —     $ (3 )   $ 2,685     $ 195     $ 1  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

49

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Growth Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 99.2%
                 

Communication Services — 1.6%

        

AST SpaceMobile Inc, Cl A *

     71,182     $ 827  

Cargurus Inc, Cl A *

     28,600       749  

Gannett Co Inc *

     31,546       146  

Grindr Inc *

     44,983       551  

Lions Gate Entertainment Corp, Cl A *

     12,181       115  

Lions Gate Entertainment Corp, Cl B *

     34,999       300  

Madison Square Garden Entertainment, Cl A *

     13,652       467  

Magnite *

     62,978       837  

PubMatic Inc, Cl A *

     29,402       597  

United States Cellular Corp *

     13,085       730  

Yelp Inc, Cl A *

     4,989       184  
                 
              5,503  

Consumer Discretionary — 14.0%

        

Abercrombie & Fitch Co, Cl A *

     21,416       3,809  

Adtalem Global Education Inc *

     34,354       2,343  

American Axle & Manufacturing Holdings Inc *

     63,237       442  

American Eagle Outfitters Inc

    26,370       526  

Arhaus Inc, Cl A

    36,631       621  

Birkenstock Holding PLC *

     12,300       669  

Boot Barn Holdings Inc *

     6,511       839  

Brinker International Inc *

     11,024       798  

Carvana Co, Cl A *

     5,445       701  

Cava Group Inc *

     12,349       1,145  

Century Communities Inc

    6,084       497  

Dutch Bros Inc, Cl A *

     19,892       824  

Etsy Inc *

     21,242       1,253  

Five Below Inc *

     11,171       1,217  

Floor & Decor Holdings Inc, Cl A *

     7,504       746  

Fox Factory Holding Corp *

     19,762       952  

Frontdoor Inc *

     14,496       490  

Gap Inc/The

    15,995       382  

G-III Apparel Group Ltd *

     20,817       564  

Group 1 Automotive Inc

    2,116       629  

Installed Building Products Inc

    1,018       209  

KB Home

    47,749       3,351  

Kontoor Brands Inc

    30,471       2,016  

La-Z-Boy Inc, Cl Z

    13,002       485  

Levi Strauss & Co, Cl A

    33,409       644  

Meritage Homes Corp

    3,277       530  

Modine Manufacturing Co *

     30,274       3,033  

Ollie's Bargain Outlet Holdings Inc *

     8,050       790  

Pool Corp

    1,890       581  

Ralph Lauren Corp, Cl A

    3,168       555  

Revolve Group, Cl A *

     76,693       1,220  

RH *

     2,145       524  

Rocky Brands Inc

    2,843       105  

Rush Street Interactive Inc *

     70,477       676  

SharkNinja Inc

    11,254       846  

Signet Jewelers Ltd

    7,631       684  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Strategic Education Inc

    10,149     $ 1,123  

Stride Inc *

     29,035       2,047  

Sweetgreen Inc, Cl A *

     29,084       877  

Taylor Morrison Home Corp, Cl A *

     7,964       442  

Texas Roadhouse Inc, Cl A

    5,560       955  

TRI Pointe Homes Inc *

     26,612       991  

Upbound Group Inc

    15,900       488  

Urban Outfitters Inc *

     46,281       1,900  

Warby Parker, Cl A *

     82,317       1,322  

Wingstop Inc, Cl A

    2,071       875  

YETI Holdings Inc *

     32,932       1,256  
                 
              47,972  

Consumer Staples — 4.4%

        

BellRing Brands Inc *

     50,161       2,866  

Central Garden & Pet Co, Cl A *

     4,901       189  

Edgewell Personal Care Co

    13,321       535  

elf Beauty Inc *

     10,555       2,224  

Freshpet Inc *

     5,866       759  

Natural Grocers by Vitamin Cottage Inc

    6,112       130  

Pilgrim's Pride Corp *

     19,721       759  

PriceSmart Inc

    1,240       101  

Primo Water Corp

    51,051       1,116  

Sprouts Farmers Market Inc *

     43,546       3,643  

Vita Coco Co Inc/The *

     20,300       565  

Vital Farms Inc *

     45,368       2,122  
                 
              15,009  

Energy — 5.1%

        

Archrock Inc

    15,284       309  

Ardmore Shipping Corp

    31,616       712  

Chord Energy Corp

    3,010       505  

Civitas Resources Inc

    21,432       1,479  

Crescent Energy, Cl A

    46,736       554  

Delek US Holdings Inc

    19,867       492  

DT Midstream Inc

    11,384       809  

Helmerich & Payne Inc

    13,638       493  

International Seaways Inc

    21,125       1,249  

Matador Resources Co

    9,086       541  

Oceaneering International Inc, Cl A *

     2,198       52  

Permian Resources Corp, Cl A

    33,778       545  

Scorpio Tankers Inc

    17,371       1,412  

SFL Corp Ltd

    26,362       366  

SM Energy Co

    16,031       693  

TechnipFMC PLC

    17,870       467  

Teekay Tankers Ltd, Cl A

    21,315       1,467  

Tidewater Inc *

     12,995       1,237  

Weatherford International PLC *

     31,546       3,863  
                 
              17,245  

Financials — 13.7%

        

Amalgamated Financial Corp

    4,075       112  

Ambac Financial Group Inc *

     25,884       332  

Amerant Bancorp Inc, Cl A

    4,617       105  

Assured Guaranty Ltd

    6,657       514  

 

 

 

50

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Growth Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

AvidXchange Holdings Inc *

     69,302     $ 836  

Axos Financial Inc *

     17,556       1,003  

Banco Latinoamericano de Comercio Exterior SA, Cl E

    10,995       326  

Bancorp Inc/The *

     21,517       812  

BankUnited Inc

    27,292       799  

BGC Group Inc, Cl A

    101,085       839  

City Holding Co

    4,805       511  

Coastal Financial Corp/WA *

     5,229       241  

Customers Bancorp Inc *

     14,084       676  

Donnelley Financial Solutions Inc *

     12,260       731  

Euronet Worldwide Inc *

     9,087       940  

Evercore Inc, Cl A

    1,655       345  

Federal Agricultural Mortgage Corp, Cl C

    1,275       231  

First BanCorp/Puerto Rico

    26,439       484  

First Financial Bancorp

    20,422       454  

Fulton Financial Corp

    33,317       566  

Goosehead Insurance Inc, Cl A *

     27,360       1,572  

Hamilton Lane Inc, Cl A

    38,881       4,805  

Hancock Whitney Corp, Cl A

    11,148       533  

Hannon Armstrong Sustainable Infrastructure Capital Inc

    19,656       582  

HCI Group Inc

    5,700       525  

Houlihan Lokey Inc, Cl A

    11,251       1,517  

Kinsale Capital Group Inc

    4,560       1,757  

Lemonade Inc *

     18,432       304  

MarketAxess Holdings Inc

    3,148       631  

Merchants Bancorp/IN

    13,487       547  

Morningstar Inc, Cl A

    5,450       1,612  

Mr Cooper Group Inc *

     43,933       3,569  

NMI Holdings Inc, Cl A *

     14,606       497  

OFG Bancorp

    12,338       462  

Orrstown Financial Services Inc

    3,813       104  

Oscar Health Inc, Cl A *

     30,895       489  

Palomar Holdings Inc, Cl A *

     9,532       774  

Park National Corp

    3,543       504  

Pathward Financial Inc

    11,351       642  

PennyMac Financial Services Inc

    6,187       585  

Piper Sandler Cos

    8,538       1,965  

Preferred Bank/Los Angeles CA

    8,255       623  

PROG Holdings Inc

    37,518       1,301  

QCR Holdings Inc

    8,195       492  

Remitly Global Inc *

     17,178       208  

Skyward Specialty Insurance Group Inc *

     14,474       524  

StepStone Group Inc, Cl A

    33,260       1,526  

Trustmark Corp

    17,127       514  

UMB Financial Corp

    25,401       2,119  

Victory Capital Holdings Inc, Cl A

    31,197       1,489  

Virtu Financial Inc, Cl A

    28,107       631  

WisdomTree Inc

    140,406       1,391  

World Acceptance Corp *

     5,409       668  

WSFS Financial Corp

    13,784       648  
                 
              46,967  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Health Care — 16.1%

        

Addus HomeCare Corp *

     5,354     $ 622  

ADMA Biologics Inc *

     136,577       1,527  

Agios Pharmaceuticals Inc *

     15,112       652  

Align Technology Inc *

     3,898       941  

Amneal Pharmaceuticals Inc *

     68,575       435  

Amphastar Pharmaceuticals Inc *

     13,295       532  

ANI Pharmaceuticals Inc *

     8,695       554  

Ardelyx Inc *

     107,565       797  

ARS Pharmaceuticals Inc *

     11,494       98  

Arvinas Inc *

     10,682       284  

Avidity Biosciences Inc *

     17,300       707  

Bio-Techne Corp

    26,769       1,918  

Blueprint Medicines Corp *

     19,529       2,105  

CareDx Inc *

     54,085       840  

Charles River Laboratories International Inc *

     6,035       1,247  

Corcept Therapeutics Inc *

     20,150       655  

CorVel Corp *

     1,368       348  

Crinetics Pharmaceuticals Inc *

     12,908       578  

Doximity Inc, Cl A *

     26,838       751  

Dyne Therapeutics Inc *

     21,724       767  

Encompass Health Corp

    8,360       717  

Ensign Group Inc/The

    4,928       610  

Geron Corp *

     162,413       689  

Glaukos Corp *

     6,231       737  

Haemonetics Corp *

     8,012       663  

HealthEquity Inc *

     22,734       1,960  

Hims & Hers Health Inc *

     87,966       1,776  

Insmed Inc *

     21,077       1,412  

iTeos Therapeutics Inc *

     9,311       138  

Janux Therapeutics Inc *

     11,112       465  

Kiniksa Pharmaceuticals International Plc, Cl A *

     32,121       600  

Krystal Biotech Inc *

     8,101       1,488  

Lantheus Holdings Inc *

     17,022       1,367  

LeMaitre Vascular Inc

    13,982       1,150  

Ligand Pharmaceuticals Inc *

     7,840       661  

Lyell Immunopharma Inc *

     93,930       136  

Medpace Holdings Inc *

     11,954       4,923  

Merit Medical Systems Inc *

     3,159       271  

Nkarta Inc *

     14,970       88  

Nurix Therapeutics Inc *

     53,075       1,108  

Nuvation Bio Inc *

     33,444       98  

Option Care Health Inc *

     22,570       625  

OraSure Technologies Inc *

     62,237       265  

Organon & Co

    33,017       683  

ORIC Pharmaceuticals Inc *

     9,047       64  

PACS Group Inc *

     25,937       765  

Pennant Group Inc/The *

     11,930       277  

PetIQ Inc, Cl A *

     31,300       690  

Poseida Therapeutics Inc, Cl A *

     40,486       118  

PROCEPT BioRobotics Corp *

     11,400       696  

 

 

 

SEI Institutional Managed Trust

 

51

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Growth Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Progyny Inc *

     51,307     $ 1,468  

Protagonist Therapeutics Inc *

     18,353       636  

RadNet Inc *

     27,771       1,636  

Relay Therapeutics Inc *

     41,169       268  

Repligen Corp *

     3,166       399  

REVOLUTION Medicines Inc *

     19,930       773  

RxSight Inc *

     15,023       904  

Tandem Diabetes Care Inc *

     16,843       679  

Tarsus Pharmaceuticals Inc *

     30,265       823  

Tenet Healthcare Corp *

     6,372       848  

TG Therapeutics Inc *

     28,717       511  

TransMedics Group Inc *

     6,700       1,009  

Twist Bioscience Corp *

     20,334       1,002  

UFP Technologies Inc *

     3,531       932  

Vaxcyte Inc *

     7,156       540  

Vera Therapeutics Inc, Cl A *

     12,613       456  

Vericel Corp *

     12,342       566  
                 
              55,048  

Industrials — 20.8%

        

AAON Inc

    6,883       601  

ABM Industries Inc

    11,798       597  

AeroVironment Inc *

     5,311       968  

Alight Inc, Cl A *

     118,303       873  

American Superconductor Corp *

     32,491       760  

Arcosa Inc

    8,487       708  

Argan Inc

    16,098       1,178  

Armstrong World Industries Inc

    4,944       560  

AZZ Inc

    19,837       1,532  

Beacon Roofing Supply Inc *

     15,567       1,409  

Blue Bird Corp *

     14,670       790  

Boise Cascade Co

    2,368       282  

Brady Corp, Cl A

    10,932       722  

Brink's Co/The

    9,189       941  

CACI International Inc, Cl A *

     1,842       792  

CECO Environmental Corp *

     23,771       686  

Cimpress PLC *

     13,671       1,198  

Comfort Systems USA Inc

    11,069       3,366  

Construction Partners Inc, Cl A *

     23,180       1,280  

Core & Main Inc, Cl A *

     22,024       1,078  

Costamare Inc

    48,316       794  

CRA International Inc

    3,875       667  

Crane Co

    4,066       590  

Curtiss-Wright Corp

    2,957       801  

Dycom Industries Inc *

     18,147       3,063  

Encore Wire Corp

    6,457       1,871  

Enovix Corp *

     38,197       591  

ExlService Holdings Inc *

     116,572       3,656  

FTAI Aviation Ltd

    12,761       1,317  

GATX Corp

    4,349       576  

Generac Holdings Inc *

     10,113       1,337  

GEO Group *

     16,170       232  

Gibraltar Industries Inc *

     7,676       526  

Greenbrier Cos Inc/The

    14,695       728  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Griffon Corp

    31,757     $ 2,028  

HNI Corp

    38,033       1,712  

Huron Consulting Group Inc *

     6,268       617  

IES Holdings Inc *

     4,086       569  

Interface Inc, Cl A

    35,057       515  

Kirby Corp *

     7,576       907  

Korn Ferry

    11,454       769  

Limbach Holdings Inc *

     4,751       271  

Matson Inc

    6,936       908  

MDU Resources Group Inc

    29,451       739  

Moog Inc, Cl A

    7,009       1,173  

Mueller Industries Inc

    13,928       793  

Mueller Water Products Inc, Cl A

    71,432       1,280  

NEXTracker Inc, Cl A *

     20,094       942  

NuScale Power Corp *

     41,857       489  

nVent Electric PLC

    7,426       569  

Pangaea Logistics Solutions Ltd

    13,888       109  

Parsons Corp *

     25,206       2,062  

Paycom Software Inc

    9,094       1,301  

Powell Industries Inc

    6,655       954  

Primoris Services Corp

    15,860       791  

REV Group Inc

    39,107       973  

Rush Enterprises Inc, Cl A

    12,461       522  

RXO Inc *

     27,681       724  

Safe Bulkers Inc

    20,041       117  

SkyWest Inc *

     32,100       2,634  

SPX Technologies Inc *

     4,896       696  

Sterling Infrastructure Inc *

     16,566       1,960  

Tennant Co

    6,012       592  

Tetra Tech Inc

    3,210       656  

Trex Co Inc *

     5,920       439  

Tutor Perini Corp *

     38,769       844  

UL Solutions Inc, Cl A

    16,077       678  

Verra Mobility Corp, Cl A *

     34,969       951  

Vertiv Holdings Co, Cl A

    8,237       713  

Watts Water Technologies Inc, Cl A

    4,091       750  

Woodward Inc

    4,350       759  

Zurn Elkay Water Solutions

    18,301       538  
                 
              71,114  

Information Technology — 18.2%

        

ACI Worldwide Inc *

     15,998       633  

ACM Research Inc, Cl A *

     41,061       947  

Agilysys Inc *

     8,203       854  

Alarm.com Holdings Inc *

     22,159       1,408  

Alpha & Omega Semiconductor Ltd *

     16,030       599  

Amkor Technology Inc

    38,196       1,529  

Appfolio Inc, Cl A *

     5,485       1,341  

Aspen Technology Inc *

     6,554       1,302  

AvePoint Inc *

     77,500       808  

Badger Meter Inc

    15,820       2,948  

Belden Inc

    13,900       1,304  

Bit Digital Inc *

     32,894       105  

Braze Inc, Cl A *

     15,594       606  

 

 

 

52

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Growth Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CCC Intelligent Solutions Holdings Inc *

     139,125     $ 1,546  

Cirrus Logic Inc *

     6,653       849  

Cleanspark Inc *

     40,115       640  

Clear Secure, Cl A

    20,036       375  

Clearwater Analytics Holdings Inc, Cl A *

     90,220       1,671  

Coherent Corp *

     9,841       713  

CommVault Systems *

     22,931       2,788  

Couchbase Inc *

     19,474       356  

Credo Technology Group Holding Ltd *

     32,500       1,038  

Dynatrace Inc *

     32,736       1,465  

Fabrinet *

     13,666       3,345  

FormFactor Inc *

     16,842       1,019  

Globant SA *

     13,220       2,357  

Impinj Inc *

     7,849       1,230  

Instructure Holdings Inc *

     26,550       622  

Intapp Inc *

     20,783       762  

InterDigital Inc

    4,646       542  

Itron Inc *

     13,635       1,349  

Kyndryl Holdings Inc *

     27,739       730  

LiveRamp Holdings Inc *

     36,338       1,124  

Marathon Digital Holdings Inc *

     13,348       265  

MicroStrategy Inc, Cl A *

     146       201  

Monolithic Power Systems Inc

    1,400       1,150  

Napco Security Technologies Inc

    25,265       1,313  

Onto Innovation Inc *

     7,536       1,655  

OSI Systems Inc *

     3,837       528  

Power Integrations Inc

    7,698       540  

Q2 Holdings Inc *

     29,236       1,764  

Qualys Inc *

     2,133       304  

SEMrush Holdings Inc, Cl A *

     46,982       629  

SiTime Corp *

     5,422       674  

SolarWinds Corp

    53,232       641  

SPS Commerce Inc *

     2,970       559  

Super Micro Computer Inc *

     4,790       3,925  

Tenable Holdings Inc *

     8,994       392  

Terawulf Inc *

     189,315       842  

TTM Technologies Inc *

     81,521       1,584  

Tyler Technologies Inc *

     3,227       1,622  

Universal Display Corp

    3,810       801  

Veeco Instruments Inc *

     40,576       1,895  

Verint Systems Inc *

     20,500       660  

Xerox Holdings Corp

    41,687       484  

Zeta Global Holdings Corp, Cl A *

     51,621       911  
                 
              62,244  

Materials — 2.9%

        

Alpha Metallurgical Resources Inc

    2,305       647  

Aspen Aerogels Inc *

     46,911       1,119  

ATI Inc *

     13,229       733  

Cabot Corp

    15,443       1,419  

Century Aluminum Co *

     37,207       623  

Element Solutions Inc

    28,700       778  

Ingevity Corp *

     10,654       466  

Innospec Inc

    3,953       489  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Kaiser Aluminum Corp

    5,918     $ 520  

Louisiana-Pacific Corp

    6,990       575  

Minerals Technologies Inc

    15,002       1,248  

Sealed Air Corp

    15,518       540  

Sylvamo Corp

    8,168       560  

Warrior Met Coal Inc

    2,929       184  
                 
              9,901  

Real Estate — 1.5%

        

Acadia Realty Trust ‡

     32,826       588  

COPT Defense Properties ‡

     16,807       421  

Essential Properties Realty Trust Inc ‡

     20,051       556  

Forestar Group Inc *

     23,170       741  

Innovative Industrial Properties Inc, Cl A ‡

     5,939       649  

Newmark Group Inc, Cl A

    68,983       706  

Sunstone Hotel Investors Inc ‡

     56,792       594  

Terreno Realty Corp ‡

     7,423       439  

Xenia Hotels & Resorts Inc ‡

     39,727       569  
                 
              5,263  

Utilities — 0.9%

        

Black Hills Corp, Cl A

    9,659       525  

Consolidated Water Co Ltd

    6,700       178  

New Jersey Resources Corp

    11,557       494  

Otter Tail Corp

    14,318       1,254  

Portland General Electric Co

    10,822       468  
                 
              2,919  

Total Common Stock

               

(Cost $286,223) ($ Thousands)

             339,185  
                 

CASH EQUIVALENT — 1.1%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     3,770,020       3,770  

Total Cash Equivalent

                

(Cost $3,770) ($ Thousands)

             3,770  

Total Investments in Securities — 100.3%

                

(Cost $289,993) ($ Thousands)

  $ 342,955  
                 
                 

 

 

Percentages are based on Net Assets of $342,091 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

 

 

 

SEI Institutional Managed Trust

 

53

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Small Cap Growth Fund (Concluded)

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 2,403     $ 9,567     $ (11,974 )   $ —     $ 4     $ —     $ 84     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     3,887       54,610       (54,727 )     —       —       3,770       142       —  

Totals

  $ 6,290     $ 64,177     $ (66,701 )   $ –     $ 4     $ 3,770     $ 226     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

54

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 99.1%
                 

Communication Services — 2.3%

        

Cinemark Holdings Inc *

     410,374     $ 8,872  

Cogent Communications Holdings Inc

    12,431       702  

Electronic Arts Inc

    2,290       319  

IAC Inc *

     3,105       146  

Interpublic Group of Cos Inc/The

    24,754       720  

Lions Gate Entertainment Corp, Cl A *

     17,833       168  

Match Group Inc *

     1,449       44  

MediaAlpha Inc, Cl A *

     55,888       736  

Nexstar Media Group Inc, Cl A

    11,655       1,935  

Shutterstock Inc

    14,686       568  

Take-Two Interactive Software Inc, Cl A *

     3,431       534  

TKO Group Holdings Inc, Cl A

    7,252       783  

TrueCar Inc *

     395,631       1,238  

Yelp Inc, Cl A *

     38,859       1,436  

Ziff Davis Inc *

     23,652       1,302  
                 
              19,503  

Consumer Discretionary — 11.1%

        

1stdibs.com Inc *

     179,092       804  

Aaron's Co Inc/The

    28,301       282  

Abercrombie & Fitch Co, Cl A *

     25,365       4,511  

Adient PLC *

     30,654       757  

Advance Auto Parts Inc

    48,018       3,041  

American Eagle Outfitters Inc

    12,590       251  

Asbury Automotive Group Inc *

     3,907       890  

AutoNation Inc *

     1,730       276  

Beazer Homes USA Inc, Cl A *

     35,435       974  

Bloomin' Brands Inc

    226,408       4,354  

Bright Horizons Family Solutions Inc *

     1,538       169  

Brinker International Inc *

     194,123       14,053  

Burlington Stores Inc *

     12,800       3,072  

Carter's Inc

    13,757       853  

Carvana Co, Cl A *

     3,513       452  

Cricut Inc, Cl A

    52,506       315  

Dave & Buster's Entertainment Inc *

     30,440       1,212  

Deckers Outdoor Corp *

     1,672       1,618  

Duolingo Inc, Cl A *

     8,316       1,735  

Etsy Inc *

     6,503       384  

G-III Apparel Group Ltd *

     10,090       273  

Goodyear Tire & Rubber Co/The *

     16,722       190  

Group 1 Automotive Inc

    4,472       1,329  

Haverty Furniture Cos Inc

    17,831       451  

Helen of Troy Ltd *

     8,526       791  

Hibbett Inc

    12,347       1,077  

Installed Building Products Inc

    849       175  

KB Home

    22,517       1,580  

LCI Industries

    8,009       828  

Lifetime Brands Inc

    31,000       266  

Lithia Motors Inc, Cl A

    7,763       1,960  

LKQ Corp

    42,488       1,767  

Modine Manufacturing Co *

     67,133       6,726  

Murphy USA Inc

    5,255       2,467  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Ollie's Bargain Outlet Holdings Inc *

     19,447     $ 1,909  

PlayAGS Inc *

     72,625       835  

Pool Corp

    13,752       4,226  

Shake Shack Inc, Cl A *

     1,889       170  

Signet Jewelers Ltd

    7,574       679  

Skechers USA Inc, Cl A *

     19,536       1,350  

Skyline Champion Corp *

     5,295       359  

Sleep Number Corp *

     15,060       144  

Standard Motor Products Inc

    8,883       246  

Strategic Education Inc

    6,439       713  

Stride Inc *

     38,570       2,719  

Superior Group of Cos Inc

    36,133       683  

Taylor Morrison Home Corp, Cl A *

     57,932       3,212  

Tri Pointe Homes Inc *

     57,016       2,124  

Udemy Inc *

     136,777       1,180  

Universal Technical Institute Inc *

     23,859       375  

Urban Outfitters Inc *

     173,556       7,125  

Vail Resorts Inc

    9,293       1,674  

Vera Bradley Inc *

     25,445       159  

Whirlpool Corp

    23,625       2,415  

Williams-Sonoma Inc

    2,639       745  

Winmark Corp

    1,329       469  
                 
              93,394  

Consumer Staples — 5.2%

        

BellRing Brands Inc *

     10,378       593  

BJ's Wholesale Club Holdings Inc *

     12,598       1,107  

Cal-Maine Foods Inc

    3,695       226  

Casey's General Stores Inc

    3,155       1,204  

Central Garden & Pet Co, Cl A *

     19,370       640  

Church & Dwight Co Inc

    7,848       814  

Coca-Cola Consolidated Inc

    2,372       2,574  

Darling Ingredients Inc *

     16,819       618  

elf Beauty Inc *

     15,394       3,244  

Flowers Foods Inc

    23,770       528  

Fresh Del Monte Produce Inc

    22,329       488  

Freshpet Inc *

     6,858       887  

Honest Co Inc/The *

     212,873       621  

Ingles Markets Inc, Cl A

    6,621       454  

Ingredion Inc

    14,851       1,703  

J & J Snack Foods Corp

    7,030       1,141  

John B Sanfilippo & Son Inc

    5,357       520  

Kroger Co/The

    6,156       307  

Lifeway Foods Inc *

     64,689       826  

Nature's Sunshine Products Inc *

     26,310       396  

Pilgrim's Pride Corp *

     278,987       10,738  

PriceSmart Inc

    12,015       976  

Primo Water Corp

    86,629       1,894  

Seneca Foods Corp, Cl A *

     315       18  

Spectrum Brands Holdings Inc

    22,741       1,954  

Sprouts Farmers Market Inc *

     27,834       2,329  

Universal Corp/VA

    18,077       871  

US Foods Holding Corp *

     26,119       1,384  

USANA Health Sciences Inc *

     4,731       214  

 

 

 

SEI Institutional Managed Trust

 

55

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Village Super Market Inc, Cl A

    16,517     $ 436  

Vital Farms Inc *

     43,854       2,051  

Weis Markets Inc

    26,233       1,647  
                 
              43,403  

Energy — 4.7%

        

Archrock Inc

    26,874       543  

ChampionX Corp

    14,821       492  

CNX Resources Corp *

     105,025       2,552  

Coterra Energy Inc

    69,602       1,856  

Delek US Holdings Inc

    314,513       7,787  

DHT Holdings Inc

    83,305       964  

Diamondback Energy Inc, Cl A

    10,131       2,028  

DT Midstream Inc

    28,973       2,058  

Exxon Mobil Corp

    5,528       636  

Golar LNG Ltd

    5,175       162  

Gulfport Energy Corp *

     10,152       1,533  

Helmerich & Payne Inc

    5,085       184  

HF Sinclair Corp

    40,000       2,134  

International Seaways Inc

    20,216       1,195  

Marathon Petroleum Corp

    7,296       1,266  

Natural Gas Services Group Inc *

     33,498       674  

Par Pacific Holdings Inc *

     21,115       533  

PBF Energy Inc, Cl A

    25,547       1,176  

TechnipFMC PLC

    79,532       2,080  

Teekay Corp *

     107,083       961  

Teekay Tankers Ltd, Cl A

    19,615       1,350  

Tidewater Inc *

     15,597       1,485  

Veren Inc

    351,672       2,768  

Viper Energy Inc, Cl A

    53,397       2,004  

Weatherford International PLC *

     10,383       1,271  
                 
              39,692  

Financials — 19.8%

        

1st Source Corp

    7,047       378  

Allstate Corp/The

    990       158  

American Financial Group Inc/OH

    13,674       1,682  

Ameriprise Financial Inc

    4,587       1,959  

AMERISAFE Inc

    1,257       55  

Arch Capital Group Ltd *

     10,008       1,010  

AssetMark Financial Holdings Inc *

     29,705       1,026  

AvidXchange Holdings Inc *

     79,916       964  

Axos Financial Inc *

     48,113       2,750  

Bain Capital Specialty Finance Inc

    17,023       278  

Banc of California Inc

    34,251       438  

Banco Latinoamericano de Comercio Exterior SA, Cl E

    49,383       1,465  

Bank of NT Butterfield & Son Ltd/The

    10,000       351  

Bank OZK

    45,636       1,871  

BankUnited Inc

    6,774       198  

BCB Bancorp Inc

    7,500       80  

BGC Group Inc, Cl A

    352,876       2,929  

Bread Financial Holdings Inc

    15,006       669  

Brookfield Asset Management Ltd, Cl A

    16,510       628  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Cambridge Bancorp

    2,114     $ 146  

Capital City Bank Group Inc

    9,652       274  

Cass Information Systems Inc

    2,041       82  

Cboe Global Markets Inc

    3,600       612  

City Holding Co

    9,869       1,049  

CNO Financial Group Inc

    301,615       8,361  

Columbia Banking System Inc

    471,744       9,383  

Comerica Inc

    11,232       573  

Community Trust Bancorp Inc

    21,646       945  

Customers Bancorp Inc *

     11,259       540  

Diamond Hill Investment Group Inc

    2,001       282  

Donnelley Financial Solutions Inc *

     39,415       2,350  

Eagle Bancorp Inc

    21,162       400  

Employers Holdings Inc

    17,888       763  

Enact Holdings Inc

    7,491       230  

Enova International Inc *

     9,200       573  

Enstar Group Ltd *

     314       96  

Essent Group Ltd

    17,254       969  

Euronet Worldwide Inc *

     40,550       4,197  

Everest Group Ltd

    6,060       2,309  

EVERTEC Inc

    53,668       1,784  

Federal Agricultural Mortgage Corp, Cl C

    1,256       227  

Fidelis Insurance Holdings Ltd

    12,678       207  

Financial Institutions Inc

    80,765       1,560  

First American Financial Corp

    3,200       173  

First Citizens BancShares Inc/NC, Cl A

    775       1,305  

First Commonwealth Financial Corp

    316,920       4,377  

First Community Bankshares Inc

    66,479       2,449  

First Internet Bancorp

    40,160       1,085  

First Interstate BancSystem Inc, Cl A

    51,000       1,416  

First Merchants Corp

    43,616       1,452  

FirstCash Holdings Inc

    11,094       1,164  

FNB Corp/PA

    494,669       6,767  

GCM Grosvenor Inc, Cl A

    162,801       1,589  

Global Payments Inc

    1,009       98  

Great Southern Bancorp Inc

    12,053       670  

Hamilton Lane Inc, Cl A

    9,000       1,112  

Hanover Insurance Group Inc/The, Cl A

    25,705       3,224  

Heritage Insurance Holdings Inc *

     39,007       276  

HomeTrust Bancshares Inc

    4,975       149  

Horace Mann Educators Corp, Cl A

    66,934       2,183  

I3 Verticals Inc, Cl A *

     64,901       1,433  

Independent Bank Corp/MI

    12,857       347  

Jackson Financial Inc, Cl A

    171,023       12,700  

KeyCorp

    127,420       1,811  

Kinsale Capital Group Inc

    8,604       3,315  

Lincoln National Corp

    342,629       10,656  

MarketAxess Holdings Inc

    3,984       799  

Merchants Bancorp/IN

    59,391       2,408  

Mercury General Corp

    8,325       442  

MidWestOne Financial Group Inc

    30,180       679  

Moneylion Inc *

     24,233       1,782  

Mr Cooper Group Inc *

     20,000       1,625  

 

 

 

56

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

NMI Holdings Inc, Cl A *

     16,031     $ 546  

OFG Bancorp

    133,441       4,997  

Old National Bancorp/IN, Cl A

    232,633       3,999  

Oscar Health Inc, Cl A *

     81,691       1,292  

Pacific Premier Bancorp Inc

    94,773       2,177  

Pagseguro Digital Ltd, Cl A *

     141,720       1,657  

Palomar Holdings Inc, Cl A *

     2,542       206  

Paymentus Holdings Inc, Cl A *

     76,458       1,453  

Piper Sandler Cos

    5,000       1,151  

PJT Partners Inc, Cl A

    14,364       1,550  

Popular Inc

    11,261       996  

Preferred Bank/Los Angeles CA

    13,055       985  

PROG Holdings Inc

    32,545       1,129  

Reinsurance Group of America Inc, Cl A

    7,938       1,629  

RenaissanceRe Holdings Ltd

    4,308       963  

Republic Bancorp Inc/KY, Cl A

    17,019       912  

Ryan Specialty Holdings Inc, Cl A

    44,653       2,586  

Safety Insurance Group Inc

    2,574       193  

Selective Insurance Group Inc

    19,688       1,847  

Sierra Bancorp

    10,091       226  

Starwood Property Trust Inc ‡

     104,860       1,986  

StepStone Group Inc, Cl A

    30,545       1,402  

United Fire Group Inc

    23,336       501  

Universal Insurance Holdings Inc

    24,324       456  

Victory Capital Holdings Inc, Cl A

    30,188       1,441  

Virtus Investment Partners Inc

    1,832       414  

Westamerica BanCorp

    22,421       1,088  

Zions Bancorp NA

    106,979       4,640  
                 
              166,709  

Health Care — 11.3%

        

Addus HomeCare Corp *

     5,000       581  

ADMA Biologics Inc *

     263,628       2,947  

Agios Pharmaceuticals Inc *

     25,779       1,112  

Akero Therapeutics Inc *

     10,349       243  

Alkermes PLC *

     68,608       1,653  

AMN Healthcare Services Inc *

     37,327       1,912  

Amphastar Pharmaceuticals Inc *

     30,342       1,214  

ANI Pharmaceuticals Inc *

     31,186       1,986  

Anika Therapeutics Inc *

     33,441       847  

Ascendis Pharma A/S ADR *

     3,473       474  

Biohaven Ltd *

     6,410       222  

Bio-Techne Corp

    9,017       646  

Bioventus Inc, Cl A *

     320,945       1,845  

Blueprint Medicines Corp *

     20,272       2,185  

Castle Biosciences Inc *

     21,885       476  

Catalyst Pharmaceuticals Inc *

     32,000       496  

Cencora Inc, Cl A

    4,713       1,062  

Certara Inc *

     133,698       1,852  

Charles River Laboratories International Inc *

     7,525       1,554  

Chemed Corp

    5,665       3,074  

Collegium Pharmaceutical Inc *

     141,833       4,567  

CorVel Corp *

     3,132       796  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Crinetics Pharmaceuticals Inc *

     6,227     $ 279  

Cross Country Healthcare Inc *

     91,388       1,265  

Cullinan Therapeutics Inc *

     9,439       165  

Doximity Inc, Cl A *

     24,228       678  

Edgewise Therapeutics Inc *

     13,201       238  

Encompass Health Corp

    19,928       1,710  

Enovis Corp *

     36,894       1,668  

Ensign Group Inc/The

    4,885       604  

Establishment Labs Holdings Inc *

     6,153       280  

Globus Medical Inc, Cl A *

     14,804       1,014  

GoodRx Holdings Inc, Cl A *

     21,916       171  

Haemonetics Corp *

     8,827       730  

Harmony Biosciences Holdings Inc *

     9,936       300  

HealthEquity Inc *

     15,081       1,300  

HealthStream Inc

    68,763       1,918  

Hims & Hers Health Inc *

     104,175       2,103  

ICON PLC *

     5,210       1,633  

ICU Medical Inc *

     5,669       673  

IDEXX Laboratories Inc *

     458       223  

Incyte Corp *

     3,300       200  

Inmode Ltd *

     195,735       3,570  

Insmed Inc *

     19,366       1,298  

Integra LifeSciences Holdings Corp *

     85,070       2,479  

Intra-Cellular Therapies Inc, Cl A *

     6,446       441  

Ionis Pharmaceuticals Inc *

     6,047       288  

Iovance Biotherapeutics Inc *

     22,456       180  

iRadimed Corp

    6,407       282  

Jazz Pharmaceuticals PLC *

     5,000       534  

Kiniksa Pharmaceuticals International PLC, Cl A *

     31,021       579  

LeMaitre Vascular Inc

    21,975       1,808  

Ligand Pharmaceuticals Inc *

     17,194       1,449  

LivaNova PLC *

     18,906       1,036  

Masimo Corp *

     3,863       486  

Medpace Holdings Inc *

     9,317       3,837  

Merit Medical Systems Inc *

     17,000       1,461  

Mettler-Toledo International Inc *

     411       574  

National HealthCare Corp

    4,888       530  

NeoGenomics Inc *

     6,928       96  

Neurocrine Biosciences Inc *

     11,777       1,621  

OmniAb Inc, Cl W *

     67,355       253  

OmniAB Inc *

     11,714       —  

Option Care Health Inc *

     40,000       1,108  

OraSure Technologies Inc *

     157,291       670  

Owens & Minor Inc *

     16,429       222  

Pennant Group Inc/The *

     81,388       1,887  

Penumbra Inc *

     1,427       257  

PetIQ Inc, Cl A *

     41,640       919  

Phibro Animal Health Corp, Cl A

    66,898       1,122  

Prestige Consumer Healthcare Inc, Cl A *

     30,980       2,133  

Protagonist Therapeutics Inc *

     7,072       245  

Puma Biotechnology Inc *

     45,361       148  

QuidelOrtho Corp *

     20,201       671  

 

 

 

SEI Institutional Managed Trust

 

57

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Repligen Corp *

     16,467     $ 2,076  

Revvity Inc

    12,707       1,332  

RxSight Inc *

     13,728       826  

Select Medical Holdings Corp

    17,097       599  

Supernus Pharmaceuticals Inc *

     36,249       970  

Surmodics Inc *

     8,423       354  

Teleflex Inc

    3,980       837  

Tenet Healthcare Corp *

     6,108       813  

Theravance Biopharma Inc *

     58,336       495  

UFP Technologies Inc *

     6,094       1,608  

United Therapeutics Corp *

     6,841       2,179  

Varex Imaging Corp *

     22,778       335  

Viemed Healthcare Inc *

     122,739       804  

Voyager Therapeutics Inc *

     39,770       315  

WaVe Life Sciences Ltd *

     201,202       1,004  
                 
              95,627  

Industrials — 20.7%

        

A O Smith Corp

    4,400       360  

AAON Inc

    59,301       5,173  

AAR Corp *

     15,000       1,090  

ABM Industries Inc

    64,862       3,280  

ACCO Brands Corp

    454,568       2,136  

Acuity Brands Inc

    2,320       560  

Advanced Drainage Systems Inc

    21,913       3,515  

AECOM

    13,579       1,197  

AeroVironment Inc *

     8,052       1,467  

American Superconductor Corp *

     8,557       200  

Apogee Enterprises Inc

    8,561       538  

Applied Industrial Technologies Inc, Cl A

    12,000       2,328  

ArcBest Corp

    12,284       1,315  

Astec Industries Inc

    50,444       1,496  

Axon Enterprise Inc *

     16,600       4,884  

Barnes Group Inc

    83,927       3,475  

Barrett Business Services Inc

    8,704       285  

Beacon Roofing Supply Inc *

     9,225       835  

BlueLinx Holdings Inc *

     3,071       286  

Boise Cascade Co

    17,505       2,087  

Brink's Co/The

    1,514       155  

Broadridge Financial Solutions Inc

    1,700       335  

Builders FirstSource Inc *

     9,855       1,364  

BWX Technologies Inc

    42,375       4,026  

Byrna Technologies Inc *

     62,206       621  

CACI International Inc, Cl A *

     1,073       462  

Casella Waste Systems Inc, Cl A *

     5,000       496  

CBIZ Inc *

     13,842       1,026  

CECO Environmental Corp *

     52,254       1,507  

Cimpress PLC *

     8,814       772  

Cintas Corp

    2,844       1,992  

Civeo Corp

    8,614       215  

Clean Harbors Inc *

     7,022       1,588  

Comfort Systems USA Inc

    6,685       2,033  

Commercial Vehicle Group Inc *

     75,000       367  

Construction Partners Inc, Cl A *

     5,914       326  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Copart Inc *

     97,577     $ 5,285  

CRA International Inc

    11,678       2,011  

CSG Systems International Inc

    16,685       687  

CSW Industrials Inc

    1,824       484  

Curtiss-Wright Corp

    12,804       3,470  

Ducommun Inc *

     8,335       484  

EMCOR Group Inc

    13,656       4,986  

Encore Wire Corp

    9,740       2,823  

EnerSys

    5,874       608  

Esab Corp

    19,244       1,817  

ExlService Holdings Inc *

     173,942       5,455  

Exponent Inc

    45,085       4,288  

Federal Signal Corp

    4,000       335  

Franklin Covey Co *

     648       25  

FTI Consulting Inc *

     6,375       1,374  

Gibraltar Industries Inc *

     8,523       584  

Gorman-Rupp Co/The

    13,217       485  

Griffon Corp

    27,277       1,742  

GXO Logistics Inc *

     41,031       2,072  

H&E Equipment Services Inc

    15,375       679  

Hillenbrand Inc

    1,943       78  

Hub Group Inc, Cl A

    23,336       1,005  

Huntington Ingalls Industries Inc, Cl A

    1,235       304  

Huron Consulting Group Inc *

     1,476       145  

Hyster-Yale Inc

    10,524       734  

IDEX Corp

    4,000       805  

Kadant Inc

    7,199       2,115  

Kennametal Inc

    59,550       1,402  

Kforce Inc

    10,057       625  

L B Foster Co, Cl A *

     36,797       792  

L3Harris Technologies Inc

    2,036       457  

Landstar System Inc

    8,600       1,586  

Legalzoom.com Inc *

     102,367       859  

Limbach Holdings Inc *

     4,412       251  

LSI Industries Inc

    40,693       589  

Luxfer Holdings PLC

    23,229       269  

Marten Transport Ltd

    22,304       411  

Masterbrand Inc *

     11,998       176  

Miller Industries Inc/TN

    36,016       1,982  

MSA Safety Inc

    10,698       2,008  

Mueller Industries Inc

    35,099       1,999  

MYR Group Inc *

     14,511       1,969  

National Presto Industries Inc

    7,176       539  

NEXTracker Inc, Cl A *

     19,544       916  

Old Dominion Freight Line Inc, Cl A

    10,792       1,906  

OPENLANE Inc *

     118,605       1,968  

Park Aerospace Corp

    81,129       1,110  

Parsons Corp *

     5,022       411  

Powell Industries Inc

    11,343       1,627  

Primoris Services Corp

    29,688       1,481  

Proto Labs Inc *

     50,990       1,575  

RB Global Inc

    21,380       1,633  

RBC Bearings Inc *

     11,906       3,212  

 

 

 

58

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Resideo Technologies Inc *

     31,597     $ 618  

Resources Connection Inc

    21,841       241  

Rush Enterprises Inc, Cl A

    58,383       2,444  

RXO Inc *

     50,356       1,317  

Science Applications International Corp

    13,698       1,610  

Sensata Technologies Holding PLC

    81,542       3,049  

Simpson Manufacturing Co Inc

    7,500       1,264  

SkyWest Inc *

     36,792       3,019  

Standex International Corp

    5,842       941  

Steelcase Inc, Cl A

    59,632       773  

Sterling Infrastructure Inc *

     3,328       394  

Tennant Co

    12,618       1,242  

Terex Corp

    48,818       2,677  

Tetra Tech Inc

    23,448       4,795  

Toro Co/The

    2,800       262  

Trex Co Inc *

     40,259       2,984  

Tutor Perini Corp *

     20,212       440  

UFP Industries Inc

    9,396       1,052  

United Rentals Inc

    3,051       1,973  

Upwork Inc *

     34,766       374  

Verra Mobility Corp, Cl A *

     78,740       2,142  

Wabash National Corp

    20,500       448  

Watsco Inc

    7,838       3,631  

WESCO International Inc

    27,460       4,353  

WNS Holdings Ltd *

     5,198       273  

XPO Inc *

     11,482       1,219  

Xylem Inc/NY

    4,342       589  
                 
              174,549  

Information Technology — 15.0%

        

A10 Networks Inc

    113,184       1,568  

ACI Worldwide Inc *

     87,620       3,469  

ACM Research Inc, Cl A *

     7,837       181  

Agilysys Inc *

     17,117       1,783  

Alarm.com Holdings Inc *

     35,254       2,240  

Alkami Technology Inc *

     53,937       1,536  

Amdocs Ltd

    6,162       486  

Amkor Technology Inc

    28,193       1,128  

ANSYS Inc *

     2,600       836  

Appfolio Inc, Cl A *

     5,503       1,346  

Arista Networks Inc *

     4,900       1,717  

Arlo Technologies Inc *

     67,261       877  

Aspen Technology Inc *

     8,071       1,603  

Axcelis Technologies Inc *

     14,354       2,041  

AXT Inc *

     301,109       1,018  

Backblaze Inc, Cl A *

     22,615       139  

Badger Meter Inc

    4,980       928  

Bel Fuse Inc, Cl B

    16,932       1,105  

Belden Inc

    6,000       563  

Blackbaud Inc, Cl A *

     13,912       1,060  

Cadence Design Systems Inc *

     6,484       1,995  

Calix Inc *

     22,676       803  

Cleanspark Inc *

     12,210       195  

Clearfield Inc *

     16,240       626  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CommVault Systems Inc *

     19,305     $ 2,347  

Descartes Systems Group Inc/The *

     12,844       1,244  

Diodes Inc *

     15,000       1,079  

DoubleVerify Holdings Inc *

     26,786       522  

Entegris Inc

    14,959       2,025  

EPAM Systems Inc *

     2,934       552  

Fabrinet *

     6,741       1,650  

Fair Isaac Corp *

     2,251       3,351  

Gartner Inc *

     1,518       682  

GoDaddy Inc, Cl A *

     14,252       1,991  

Hackett Group Inc/The

    37,239       809  

Ichor Holdings Ltd *

     10,411       401  

Insight Enterprises Inc *

     21,641       4,293  

Intapp Inc *

     13,459       494  

Iteris Inc *

     180,521       782  

Itron Inc *

     10,084       998  

Keysight Technologies Inc *

     7,616       1,041  

Kyndryl Holdings Inc *

     53,487       1,407  

Lattice Semiconductor Corp *

     14,532       843  

LiveRamp Holdings Inc *

     42,672       1,320  

MACOM Technology Solutions Holdings Inc *

     5,522       616  

Manhattan Associates Inc *

     10,280       2,536  

Monolithic Power Systems Inc

    5,554       4,564  

Novanta Inc *

     12,299       2,006  

ON Semiconductor Corp *

     28,359       1,944  

Open Text Corp

    28,000       841  

OSI Systems Inc *

     3,229       444  

Palo Alto Networks Inc *

     2,358       799  

Perficient Inc *

     12,505       935  

Photronics Inc *

     323,269       7,975  

Plexus Corp *

     5,600       578  

Progress Software Corp

    5,788       314  

PROS Holdings Inc *

     41,930       1,201  

PTC Inc *

     19,109       3,472  

Q2 Holdings Inc *

     27,295       1,647  

Qualys Inc *

     12,281       1,751  

QuickLogic Corp *

     61,905       643  

Radware Ltd *

     27,056       494  

Rambus Inc *

     12,784       751  

RingCentral Inc, Cl A *

     773       22  

Sanmina Corp *

     3,296       218  

Sapiens International Corp NV

    25,074       851  

ScanSource Inc *

     6,359       282  

Silicon Motion Technology Corp ADR

    116,124       9,405  

SolarWinds Corp

    166,551       2,007  

Sprinklr Inc, Cl A *

     35,141       338  

SPS Commerce Inc *

     16,563       3,116  

Squarespace Inc, Cl A *

     31,030       1,354  

Super Micro Computer Inc *

     2,134       1,748  

Synopsys Inc *

     2,761       1,643  

TD SYNNEX Corp

    8,400       969  

Teledyne Technologies Inc *

     5,215       2,023  

 

 

 

SEI Institutional Managed Trust

 

59

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Tenable Holdings Inc *

     29,500     $ 1,286  

Teradyne Inc

    11,312       1,677  

Turtle Beach Corp *

     17,102       245  

Tyler Technologies Inc *

     7,022       3,531  

Verint Systems Inc *

     60,382       1,944  

Wix.com Ltd *

     10,960       1,743  

Xerox Holdings Corp

    57,049       663  

Zuora Inc, Cl A *

     40,479       402  
                 
              126,052  

Materials — 4.9%

        

Alamos Gold Inc, Cl A

    47,569       746  

Albemarle Corp

    3,497       334  

Alpha Metallurgical Resources Inc

    3,973       1,115  

Arq Inc *

     180,987       1,099  

Ashland Inc

    20,865       1,972  

Avery Dennison Corp

    2,472       540  

Axalta Coating Systems Ltd *

     58,337       1,993  

Balchem Corp

    15,780       2,429  

Carpenter Technology Corp

    9,684       1,061  

Century Aluminum Co *

     27,215       456  

Chemours Co/The

    88,427       1,996  

Commercial Metals Co, Cl A

    177,556       9,764  

Crown Holdings Inc

    4,800       357  

FMC Corp

    95,512       5,497  

Fortitude Gold Corp

    40,846       177  

Hawkins Inc

    12,136       1,104  

Ingevity Corp *

     36,700       1,604  

Koppers Holdings Inc

    10,287       381  

Materion Corp

    9,421       1,019  

NewMarket Corp

    1,035       534  

Packaging Corp of America

    2,600       475  

Reliance Inc

    1,282       366  

Royal Gold Inc, Cl A

    2,923       366  

Silgan Holdings Inc

    43,669       1,848  

Sylvamo Corp

    10,924       749  

Universal Stainless & Alloy Products Inc *

     83,235       2,279  

Warrior Met Coal Inc

    12,733       799  
                 
              41,060  

Real Estate — 3.4%

        

Alexander's Inc ‡

     5,898       1,326  

CBL & Associates Properties Inc ‡

     25,547       597  

Centerspace ‡

     14,377       972  

CoStar Group Inc *

     25,721       1,907  

EastGroup Properties Inc ‡

     14,800       2,518  

Equity Commonwealth *‡

     40,790       791  

Forestar Group Inc *

     10,848       347  

FRP Holdings Inc *

     9,150       261  

Gaming and Leisure Properties Inc ‡

     127,113       5,747  

Gladstone Commercial Corp ‡

     24,848       355  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Highwoods Properties Inc ‡

     213,161     $ 5,600  

Howard Hughes Holdings Inc *

     9,600       622  

Independence Realty Trust Inc ‡

     67,618       1,267  

Invitation Homes Inc ‡

     23,648       849  

Newmark Group Inc, Cl A

    243,007       2,486  

One Liberty Properties Inc ‡

     20,367       478  

Orion Office REIT Inc ‡

     155,977       560  

Regency Centers Corp ‡

     1,254       78  

Ryman Hospitality Properties Inc ‡

     10,995       1,098  

Saul Centers Inc ‡

     8,238       303  

Sun Communities Inc ‡

     1,400       169  

Universal Health Realty Income Trust ‡

     7,566       296  

Ventas Inc ‡

     7,436       381  
                 
              29,008  

Utilities — 0.7%

        

IDACORP Inc, Cl A

    10,909       1,016  

MGE Energy Inc

    5,320       398  

Middlesex Water Co

    8,501       444  

Otter Tail Corp

    19,000       1,664  

Portland General Electric Co

    43,378       1,876  

UGI Corp

    6,450       148  

Unitil Corp

    12,924       669  

York Water Co/The

    999       37  
                 
              6,252  

Total Common Stock

               

(Cost $494,189) ($ Thousands)

             835,249  
                 
      Number of
Rights		          

RIGHTS — 0.0%

Abiomed Inc *‡‡

     967       –  

Total Rights

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

CASH EQUIVALENT — 0.8%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     6,542,035       6,542  

Total Cash Equivalent

                

(Cost $6,542) ($ Thousands)

             6,542  

Total Investments in Securities — 99.9%

                

(Cost $500,731) ($ Thousands)

  $ 841,791  
                 
                 

 

 

Percentages are based on Net Assets of $842,509 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

 

 
 

 

60

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Small/Mid Cap Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation(Thousands)

  

Long Contracts

                                        

Russell 2000 Index E-MINI

     18       Sep-2024     $ 1,828     $ 1,858     $ 30  

S&P Mid Cap 400 Index E-MINI

     6       Sep-2024       1,758       1,775       17  
                    $ 3,586     $ 3,633     $ 47  

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ —     $ 3,198     $ (3,189 )   $ (3 )   $ (6 )   $ —     $ 9     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     9,783       119,673       (122,914 )     —       —       6,542       328       —  

Totals

  $ 9,783     $ 122,871     $ (126,103 )   $ (3 )   $ (6 )   $ 6,542     $ 337     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

61

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Mid-Cap Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 92.2%
                 

Communication Services — 2.4%

        

Iridium Communications Inc

    10,510     $ 280  

Liberty Broadband Corp, Cl C *

     1,535       84  

New York Times Co/The, Cl A

    1,920       98  

Omnicom Group Inc

    9,990       896  

Pinterest Inc, Cl A *

     1,740       77  

Playtika Holding Corp

    10,490       83  

Trade Desk Inc/The, Cl A *

     4,740       463  

Warner Bros Discovery Inc *

     9,950       74  
                 
              2,055  

Consumer Discretionary — 13.0%

        

Advance Auto Parts Inc

    1,006       64  

Aramark

    5,438       185  

AutoZone Inc *

     93       276  

Bath & Body Works Inc

    1,820       71  

BorgWarner Inc

    3,774       122  

Burlington Stores Inc *

     2,133       512  

Carter's Inc

    1,612       100  

Carvana Co, Cl A *

     1,140       147  

Chipotle Mexican Grill Inc, Cl A *

     2,200       138  

Columbia Sportswear Co

    2,647       209  

Coupang Inc, Cl A *

     17,490       366  

Darden Restaurants Inc

    740       112  

Dick's Sporting Goods Inc

    1,920       412  

Domino's Pizza Inc

    420       217  

DR Horton Inc

    1,040       146  

eBay Inc

    6,750       363  

Gap Inc/The

    4,590       110  

Gentex Corp

    6,545       221  

Grand Canyon Education Inc *

     2,635       369  

H&R Block Inc

    2,450       133  

Hasbro Inc

    3,783       221  

Hilton Worldwide Holdings Inc

    740       161  

Lennar Corp, Cl A

    2,180       327  

Lennar Corp, Cl B

    1,585       221  

LKQ Corp

    8,769       365  

Mohawk Industries Inc *

     1,060       120  

NVR Inc *

     10       76  

Ollie's Bargain Outlet Holdings Inc *

     3,338       328  

O'Reilly Automotive Inc *

     260       274  

Polaris Inc

    1,040       81  

PulteGroup Inc

    5,142       566  

Ralph Lauren Corp, Cl A

    2,170       380  

Ross Stores Inc

    5,850       850  

Royal Caribbean Cruises Ltd *

     2,870       457  

Tapestry Inc

    3,966       170  

Toll Brothers Inc

    860       99  

TopBuild Corp *

     1,370       528  

Travel + Leisure Co

    7,088       319  

Ulta Beauty Inc *

     880       339  

Valvoline Inc *

     6,003       259  

Williams-Sonoma Inc

    1,270       359  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Wynn Resorts Ltd

    1,040     $ 93  

Yum! Brands Inc

    1,140       151  
                 
              11,017  

Consumer Staples — 4.1%

        

Boston Beer Co Inc/The, Cl A *

     270       82  

Casey's General Stores Inc

    498       190  

Celsius Holdings Inc *

     1,160       66  

Clorox Co/The

    670       92  

Coca-Cola Consolidated Inc

    570       619  

Constellation Brands Inc, Cl A

    908       234  

Darling Ingredients Inc *

     5,856       215  

Dollar Tree Inc *

     1,540       164  

Ingredion Inc

    2,172       249  

Kroger Co/The

    4,270       213  

Lamb Weston Holdings Inc

    2,758       232  

Molson Coors Beverage Co, Cl B

    1,500       76  

Performance Food Group Co *

     1,730       114  

Post Holdings Inc *

     1,210       126  

Spectrum Brands Holdings Inc

    1,100       95  

TreeHouse Foods Inc *

     5,648       207  

Tyson Foods Inc, Cl A

    5,948       340  

US Foods Holding Corp *

     2,300       122  
                 
              3,436  

Energy — 5.4%

        

Antero Midstream Corp

    14,167       209  

Antero Resources Corp *

     5,290       173  

Baker Hughes Co, Cl A

    3,830       135  

ChampionX Corp

    8,030       267  

Cheniere Energy Inc

    3,504       613  

Coterra Energy Inc

    13,078       349  

Devon Energy Corp

    5,903       280  

Diamondback Energy Inc, Cl A

    2,923       585  

DT Midstream Inc

    1,835       130  

Halliburton Co

    3,480       117  

Marathon Oil Corp

    5,290       152  

Matador Resources Co

    1,370       82  

Permian Resources Corp, Cl A

    15,702       253  

Targa Resources Corp

    4,206       542  

TechnipFMC PLC

    12,790       334  

Texas Pacific Land Corp

    116       85  

Valero Energy Corp

    850       133  

Williams Cos Inc/The

    3,002       127  
                 
              4,566  

Financials — 17.1%

        

Affiliated Managers Group Inc

    590       92  

Aflac Inc

    2,910       260  

Allstate Corp/The

    4,502       719  

Ally Financial Inc

    8,020       318  

American International Group Inc

    4,413       328  

Ameriprise Financial Inc

    886       378  

Arch Capital Group Ltd *

     2,527       255  

Assured Guaranty Ltd

    1,080       83  

 

 

 

62

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Mid-Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Axis Capital Holdings Ltd

    4,890     $ 345  

Bank of New York Mellon Corp/The

    5,600       335  

Bank OZK

    3,330       137  

Block Inc, Cl A *

     6,566       423  

Blue Owl Capital Inc, Cl A

    12,440       221  

Brown & Brown Inc

    2,450       219  

Cboe Global Markets Inc

    3,353       570  

Chimera Investment Corp ‡

     6,744       86  

Cincinnati Financial Corp

    780       92  

Coinbase Global Inc, Cl A *

     410       91  

Corpay Inc *

     257       68  

Discover Financial Services

    3,148       412  

Equitable Holdings Inc

    8,630       353  

Evercore Inc, Cl A

    380       79  

Everest Group Ltd

    637       243  

Fifth Third Bancorp

    5,240       191  

First Citizens BancShares Inc/NC, Cl A

    50       84  

First Horizon Corp

    27,291       430  

FNB Corp/PA

    7,600       104  

Franklin Resources Inc

    5,520       123  

Global Payments Inc

    3,488       337  

Hartford Financial Services Group Inc/The

    1,800       181  

Janus Henderson Group PLC

    10,759       363  

Jefferies Financial Group Inc

    2,730       136  

KeyCorp

    20,802       296  

Lazard Inc, Cl A

    2,090       80  

Loews Corp

    1,780       133  

M&T Bank Corp

    3,660       554  

MGIC Investment Corp

    21,150       456  

MSCI Inc, Cl A

    1,061       511  

Old Republic International Corp

    4,430       137  

Pinnacle Financial Partners Inc

    4,902       392  

Popular Inc

    5,170       457  

Primerica Inc

    1,553       367  

Prosperity Bancshares Inc

    1,660       102  

Reinsurance Group of America Inc, Cl A

    2,445       502  

Rithm Capital Corp ‡

     7,330       80  

SLM Corp

    13,568       282  

Stifel Financial Corp

    4,442       374  

Synchrony Financial

    12,240       578  

Voya Financial Inc

    3,470       247  

W R Berkley Corp

    2,112       166  

Webster Financial Corp

    3,651       159  

Western Union Co/The

    14,370       176  

Willis Towers Watson PLC

    1,074       282  

Zions Bancorp NA

    2,530       110  
                 
              14,497  

Health Care — 8.5%

        

Align Technology Inc *

     398       96  

Cardinal Health Inc

    610       60  

Cencora Inc, Cl A

    1,416       319  

Chemed Corp

    484       263  

Dexcom Inc *

     1,040       118  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Elanco Animal Health Inc *

     6,030     $ 87  

Encompass Health Corp

    4,555       391  

Envista Holdings Corp *

     5,336       89  

Exact Sciences Corp *

     1,640       69  

Exelixis Inc *

     14,756       332  

GRAIL *

     151       2  

Hologic Inc *

     5,646       419  

Humana Inc

    888       332  

IDEXX Laboratories Inc *

     850       414  

Illumina Inc *

     904       94  

Incyte Corp *

     8,260       501  

Insulet Corp *

     1,286       259  

IQVIA Holdings Inc *

     1,778       376  

Labcorp Holdings

    1,430       291  

Medpace Holdings Inc *

     1,920       791  

Mettler-Toledo International Inc *

     241       337  

Molina Healthcare Inc *

     620       184  

Organon & Co

    14,100       292  

ResMed Inc

    1,720       329  

Royalty Pharma PLC, Cl A

    2,713       72  

United Therapeutics Corp *

     330       105  

Veeva Systems Inc, Cl A *

     2,039       373  

Zimmer Biomet Holdings Inc

    2,056       223  
                 
              7,218  

Industrials — 16.1%

        

Acuity Brands Inc

    280       68  

AECOM

    4,870       429  

AerCap Holdings NV

    3,448       321  

Allegion plc

    2,028       240  

Allison Transmission Holdings Inc

    2,950       224  

AMETEK Inc

    427       71  

Armstrong World Industries Inc

    1,932       219  

AZEK Co Inc/The, Cl A *

     8,250       348  

Cintas Corp

    422       296  

Clean Harbors Inc *

     2,818       637  

Curtiss-Wright Corp

    330       89  

Dover Corp

    2,449       442  

EMCOR Group Inc

    690       252  

Esab Corp

    3,540       334  

Fastenal Co, Cl A

    6,447       405  

Flowserve Corp

    4,560       219  

Genpact Ltd

    5,642       182  

GXO Logistics Inc *

     1,760       89  

Hexcel Corp, Cl A

    2,261       141  

Howmet Aerospace Inc

    9,830       763  

ITT Inc

    1,010       131  

L3Harris Technologies Inc

    852       191  

Leidos Holdings Inc

    3,085       450  

Oshkosh Corp

    4,750       514  

Otis Worldwide Corp

    7,115       685  

Parker-Hannifin Corp, Cl A

    1,066       539  

Paychex Inc

    2,510       298  

Quanta Services Inc

    370       94  

 

 

 

SEI Institutional Managed Trust

 

63

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Mid-Cap Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Regal Rexnord Corp

    2,891     $ 391  

Republic Services Inc

    1,494       290  

Snap-on Inc

    1,236       323  

Tetra Tech Inc

    1,670       342  

Textron Inc

    4,202       361  

Trane Technologies PLC

    413       136  

TransDigm Group Inc

    170       217  

United Airlines Holdings Inc *

     2,170       106  

United Rentals Inc

    718       464  

Verisk Analytics Inc, Cl A

    1,270       342  

Vertiv Holdings Co, Cl A

    1,030       89  

WESCO International Inc

    2,144       340  

Westinghouse Air Brake Technologies Corp

    1,489       235  

Woodward Inc

    2,010       351  

WW Grainger Inc

    633       571  

Xylem Inc/NY

    3,128       424  
                 
              13,653  

Information Technology — 11.1%

        

Akamai Technologies Inc *

     2,742       247  

Amdocs Ltd

    1,246       98  

Amkor Technology Inc

    4,040       162  

Amphenol Corp, Cl A

    1,870       126  

Appfolio Inc, Cl A *

     1,240       303  

AppLovin Corp, Cl A *

     1,800       150  

Cirrus Logic Inc *

     2,590       331  

Cloudflare Inc, Cl A *

     1,318       109  

Cognizant Technology Solutions Corp, Cl A

    1,620       110  

Corning Inc, Cl B

    5,480       213  

Crowdstrike Holdings Inc, Cl A *

     380       146  

Datadog Inc, Cl A *

     2,035       264  

DocuSign Inc, Cl A *

     5,600       300  

Elastic NV *

     1,610       183  

F5 Inc, Cl A *

     1,762       303  

Fair Isaac Corp *

     143       213  

Gen Digital Inc

    11,399       285  

HP Inc

    4,740       166  

HubSpot Inc *

     377       222  

Keysight Technologies Inc *

     1,921       263  

Lattice Semiconductor Corp *

     1,510       87  

Manhattan Associates Inc *

     1,335       329  

Microchip Technology Inc

    4,676       428  

Monolithic Power Systems Inc

    130       107  

Motorola Solutions Inc

    220       85  

NetApp Inc

    6,328       815  

Okta Inc, Cl A *

     1,970       184  

ON Semiconductor Corp *

     1,400       96  

Onto Innovation Inc *

     340       75  

Palantir Technologies Inc, Cl A *

     10,930       277  

Pegasystems Inc

    3,781       229  

PTC Inc *

     1,612       293  

Pure Storage Inc, Cl A *

     3,140       202  

Qorvo Inc *

     2,925       339  

Smartsheet Inc, Cl A *

     9,856       434  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Synopsys Inc *

     264     $ 157  

TD SYNNEX Corp

    3,120       360  

VeriSign Inc *

     2,360       420  

Western Digital Corp *

     1,670       126  

Zscaler Inc *

     550       106  
                 
              9,343  

Materials — 3.4%

        

Alcoa Corp

    3,100       123  

AptarGroup Inc

    1,320       186  

Arcadium Lithium PLC *

     24,370       82  

Ashland Inc

    2,000       189  

Axalta Coating Systems Ltd *

     7,348       251  

Berry Global Group Inc

    3,229       190  

Eagle Materials Inc

    2,210       480  

FMC Corp

    4,710       271  

International Flavors & Fragrances Inc

    2,506       239  

NewMarket Corp

    423       218  

Nucor Corp

    670       106  

Packaging Corp of America

    630       115  

PPG Industries Inc

    650       82  

Royal Gold Inc, Cl A

    770       96  

Scotts Miracle-Gro Co/The, Cl A

    1,148       75  

SSR Mining Inc

    17,966       81  

Vulcan Materials Co

    410       102  
                 
              2,886  

Real Estate — 5.7%

        

Agree Realty Corp ‡

     3,163       196  

Alexandria Real Estate Equities Inc ‡

     2,889       338  

BXP Inc ‡

     5,010       308  

Camden Property Trust ‡

     1,190       130  

Cousins Properties Inc ‡

     7,770       180  

CubeSmart ‡

     1,790       81  

EPR Properties, Cl A ‡

     7,190       302  

Equity LifeStyle Properties Inc ‡

     2,280       148  

Equity Residential ‡

     1,190       83  

Essex Property Trust Inc ‡

     771       210  

Federal Realty Investment Trust ‡

     956       97  

Healthpeak Properties Inc ‡

     8,940       175  

Host Hotels & Resorts Inc ‡

     17,696       318  

Invitation Homes Inc ‡

     2,600       93  

Kilroy Realty Corp ‡

     3,460       108  

Kimco Realty Corp ‡

     4,120       80  

Mid-America Apartment Communities Inc ‡

     1,106       158  

National Storage Affiliates Trust ‡

     7,330       302  

Park Hotels & Resorts Inc ‡

     25,510       382  

Rexford Industrial Realty Inc ‡

     4,790       214  

SBA Communications Corp, Cl A ‡

     1,260       247  

Simon Property Group Inc ‡

     863       131  

Ventas Inc ‡

     2,974       152  

VICI Properties Inc, Cl A ‡

     2,880       82  

Welltower Inc ‡

     2,895       302  
                 
              4,817  

 

 

 

64

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Mid-Cap Fund (Concluded)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Utilities — 5.4%

        

Alliant Energy Corp

    1,490     $ 76  

Ameren Corp

    1,340       95  

American Water Works Co Inc

    730       94  

Brookfield Renewable Corp, Cl A

    7,280       207  

CenterPoint Energy Inc

    8,918       276  

Clearway Energy Inc, Cl A

    2,830       64  

CMS Energy Corp

    1,770       105  

Consolidated Edison Inc

    810       73  

Constellation Energy Corp

    820       164  

DTE Energy Co

    2,503       278  

Entergy Corp

    4,841       518  

Evergy Inc

    5,828       309  

Eversource Energy

    6,090       345  

FirstEnergy Corp

    1,760       67  

IDACORP Inc, Cl A

    972       91  

NiSource Inc

    14,267       411  

PPL Corp

    3,760       104  

Public Service Enterprise Group Inc

    7,560       557  

UGI Corp

    3,073       71  

Vistra Corp

    990       85  

WEC Energy Group Inc

    4,005       314  

Xcel Energy Inc

    4,880       261  
                 
              4,565  

Total Common Stock

               

(Cost $67,205) ($ Thousands)

             78,053  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

EXCHANGE TRADED FUND — 0.3%
                 

iShares Russell Mid-Cap Value ETF

    2,302     $ 278  
                 
                 
                 

Total Exchange Traded Fund

               

(Cost $249) ($ Thousands)

             278  
                 
      Number of
Rights		          

RIGHTS — 0.0%

Abiomed Inc *‡‡

     160       –  

Total Rights

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

CASH EQUIVALENT — 1.4%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     1,150,960       1,151  

Total Cash Equivalent

                

(Cost $1,151) ($ Thousands)

             1,151  

Total Investments in Securities — 93.9%

                

(Cost $68,605) ($ Thousands)

  $ 79,482  
                 
                 

 

 

 
 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Depreciation(Thousands)

  

Long Contracts

                                        

S&P Mid Cap 400 Index E-MINI

     3       Sep-2024     $ 887     $ 887     $ –  
                                         

 

 

Percentages are based on Net Assets of $84,688 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

†

Investment in Affiliated Security.

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Daily Income Trust, Government Fund,
Institutional Class

   $ 1,512     $ 9,947     $ (10,308 )   $ —     $ —     $ 1,151     $ 63     $ —  

 

                                                                

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

65

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

U.S. Managed Volatility Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 98.9%
                 

Communication Services — 8.6%

        

Alphabet Inc, Cl C

    14,557     $ 2,670  

AT&T Inc

    551,115       10,532  

Comcast Corp, Cl A

    262,346       10,273  

Electronic Arts Inc

    17,262       2,405  

Fox Corp, Cl A

    81,292       2,794  

Fox Corp, Cl B

    43,814       1,403  

IDT Corp, Cl B

    3,584       129  

New York Times Co/The, Cl A

    25,984       1,331  

Omnicom Group Inc

    22,329       2,003  

Scholastic Corp, Cl B

    1,757       62  

SK Telecom Co Ltd ADR

    58,950       1,234  

Spok Holdings Inc

    11,079       164  

Spotify Technology SA *

     8,172       2,564  

TEGNA Inc

    133,699       1,864  

T-Mobile US Inc

    13,600       2,396  

Verizon Communications Inc

    297,114       12,253  
                 
              54,077  

Consumer Discretionary — 8.3%

        

Amazon.com Inc, Cl A *

     10,836       2,094  

AutoZone Inc *

     1,280       3,794  

Build-A-Bear Workshop Inc

    663       17  

Canadian Tire Corp Ltd, Cl A

    13,300       1,319  

Chipotle Mexican Grill Inc, Cl A *

     13,200       827  

Columbia Sportswear Co

    2,415       191  

Coupang Inc, Cl A *

     8,594       180  

Domino's Pizza Inc

    2,422       1,251  

eBay Inc

    60,099       3,228  

Garmin Ltd

    10,656       1,736  

Gentex Corp

    86,669       2,922  

Genuine Parts Co

    25,453       3,521  

Graham Holdings Co, Cl B

    147       103  

Grand Canyon Education Inc *

     16,322       2,284  

H&R Block Inc

    71,406       3,872  

Honda Motor Co Ltd ADR

    84,980       2,740  

JAKKS Pacific Inc *

     2,320       41  

Murphy USA Inc

    14,629       6,868  

ODP Corp/The *

     1,125       44  

O'Reilly Automotive Inc *

     3,406       3,597  

Ross Stores Inc

    13,669       1,986  

Smith & Wesson Brands Inc

    1,983       28  

Sturm Ruger & Co Inc

    2,048       85  

Texas Roadhouse Inc, Cl A

    9,379       1,610  

TJX Cos Inc/The

    22,040       2,427  

Toyota Motor Corp ADR

    7,420       1,521  

Tractor Supply Co

    7,495       2,024  

Yum! Brands Inc

    14,320       1,897  
                 
              52,207  

Consumer Staples — 15.0%

        

Altria Group Inc

    118,392       5,393  

Andersons Inc/The

    5,611       278  

Archer-Daniels-Midland Co

    106,150       6,417  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

BellRing Brands Inc *

     3,916     $ 224  

Bunge Global SA

    10,034       1,071  

Cal-Maine Foods Inc

    8,263       505  

Campbell Soup Co

    46,919       2,120  

Central Garden & Pet Co, Cl A *

     5,226       173  

Church & Dwight Co Inc

    14,087       1,461  

Clorox Co/The

    17,463       2,383  

Coca-Cola Co/The

    15,271       972  

Coca-Cola Consolidated Inc

    284       308  

Colgate-Palmolive Co

    51,547       5,002  

Conagra Brands Inc

    178,277       5,067  

Costco Wholesale Corp

    461       392  

Dole PLC

    43,795       536  

Energizer Holdings Inc

    11,409       337  

Flowers Foods Inc

    144,021       3,197  

Fresh Del Monte Produce Inc

    16,736       366  

General Mills Inc

    76,111       4,815  

Herbalife Ltd *

     2,010       21  

Hormel Foods Corp

    4,472       136  

Ingles Markets Inc, Cl A

    4,587       315  

Ingredion Inc

    47,426       5,440  

J & J Snack Foods Corp

    2,737       444  

John B Sanfilippo & Son Inc

    3,271       318  

Kellanova

    100,736       5,810  

Keurig Dr Pepper Inc

    28,443       950  

Kimberly-Clark Corp

    11,991       1,657  

Kraft Heinz Co/The

    209,308       6,744  

Kroger Co/The

    122,920       6,137  

Lancaster Colony Corp

    2,354       445  

Loblaw Cos Ltd

    20,000       2,320  

Molson Coors Beverage Co, Cl B

    74,840       3,804  

Mondelez International Inc, Cl A

    4,602       301  

National Beverage Corp, Cl A

    397       20  

Oil-Dri Corp of America

    2,422       155  

PepsiCo Inc

    5,521       911  

Philip Morris International Inc

    17,588       1,782  

Pilgrim's Pride Corp *

     27,291       1,050  

Post Holdings Inc *

     6,789       707  

Primo Water Corp

    10,761       235  

Procter & Gamble Co/The

    13,441       2,217  

Reynolds Consumer Products Inc

    27,925       781  

Seaboard Corp

    319       1,008  

Simply Good Foods Co/The *

     3,358       121  

SpartanNash Co

    5,106       96  

Sprouts Farmers Market Inc *

     1,477       124  

TreeHouse Foods Inc *

     6,771       248  

Tyson Foods Inc, Cl A

    22,501       1,286  

Universal Corp/VA

    4,838       233  

Vector Group Ltd

    1,314       14  

Village Super Market Inc, Cl A

    7,497       198  

Vita Coco Co Inc/The *

     4,905       137  

Vital Farms Inc *

     4,639       217  

Walmart Inc

    86,523       5,858  

 

 

 

66

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

U.S. Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

WD-40 Co

    934     $ 205  

Weis Markets Inc

    2,961       186  

WK Kellogg Co

    24,478       403  
                 
              94,051  

Energy — 3.1%

        

Chesapeake Energy Corp

    22,261       1,830  

Chevron Corp

    35,987       5,629  

CONSOL Energy Inc

    915       93  

DHT Holdings Inc

    5,730       66  

Dorian LPG Ltd

    1,020       43  

DT Midstream Inc

    37,946       2,695  

Exxon Mobil Corp

    71,990       8,288  

Gulfport Energy Corp *

     1,648       249  

International Seaways Inc

    421       25  

Teekay Corp *

     21,704       195  

Teekay Tankers Ltd, Cl A

    4,653       320  

Weatherford International PLC *

     851       104  
                 
              19,537  

Financials — 11.5%

        

AFC Gamma Inc ‡

     1,485       18  

Aflac Inc

    101,794       9,091  

Allstate Corp/The

    8,076       1,289  

American Express Co

    7,625       1,766  

American Financial Group Inc/OH

    4,961       610  

AMERISAFE Inc

    178       8  

Axis Capital Holdings Ltd

    21,800       1,540  

Banco Latinoamericano de Comercio Exterior SA, Cl E

    2,297       68  

Bank of New York Mellon Corp/The

    124,417       7,451  

Bankwell Financial Group Inc

    404       10  

Berkshire Hathaway Inc, Cl B *

     9,921       4,036  

Canadian Imperial Bank of Commerce

    44,800       2,130  

Cboe Global Markets Inc

    26,915       4,577  

Chicago Atlantic Real Estate Finance Inc ‡

     5,330       82  

CME Group Inc, Cl A

    11,301       2,222  

Corpay Inc *

     4,875       1,299  

Diamond Hill Investment Group Inc

    89       13  

Donegal Group Inc, Cl A

    2,581       33  

Employers Holdings Inc

    8,369       357  

Esquire Financial Holdings Inc

    233       11  

Everest Group Ltd

    5,600       2,134  

First Citizens BancShares Inc/NC, Cl A

    31       52  

Greenlight Capital Re Ltd, Cl A *

     3,645       48  

Hartford Financial Services Group Inc/The

    71,709       7,210  

LPL Financial Holdings Inc

    5,300       1,480  

Mastercard Inc, Cl A

    4,692       2,070  

Mercury General Corp

    4,737       252  

MetLife Inc

    11,900       835  

Northeast Community Bancorp

    10,956       195  

OceanFirst Financial Corp

    62,727       997  

Old Republic International Corp

    85,733       2,649  

Old Second Bancorp Inc

    938       14  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Oscar Health Inc, Cl A *

     838     $ 13  

Progressive Corp/The

    10,192       2,117  

Reinsurance Group of America Inc, Cl A

    10,126       2,079  

Safety Insurance Group Inc

    2,571       193  

Selective Insurance Group Inc

    2,111       198  

SiriusPoint Ltd *

     10,118       123  

Sixth Street Specialty Lending Inc

    63,350       1,353  

Skyward Specialty Insurance Group Inc *

     7,426       269  

Travelers Cos Inc/The

    5,400       1,098  

Universal Insurance Holdings Inc

    10,604       199  

Unum Group

    18,099       925  

Virtu Financial Inc, Cl A

    9,331       209  

Visa Inc, Cl A

    8,030       2,108  

W R Berkley Corp

    7,045       554  

WaFd Inc

    26,210       749  

Western Union Co/The

    372,377       4,550  

Willis Towers Watson PLC

    3,313       868  
                 
              72,152  

Health Care — 17.3%

        

Abbott Laboratories

    4,006       416  

AbbVie Inc

    31,743       5,445  

ACADIA Pharmaceuticals Inc *

     5,575       91  

Addus HomeCare Corp *

     551       64  

ADMA Biologics Inc *

     26,236       293  

Alkermes PLC *

     14,627       353  

Amgen Inc, Cl A

    5,460       1,706  

Amphastar Pharmaceuticals Inc *

     3,015       121  

ANI Pharmaceuticals Inc *

     2,560       163  

Anika Therapeutics Inc *

     8,555       217  

Arcellx Inc *

     1,605       89  

Ardelyx Inc *

     8,396       62  

Becton Dickinson & Co

    6,634       1,550  

Boston Scientific Corp *

     45,527       3,506  

Bristol-Myers Squibb Co

    185,419       7,700  

Cardinal Health Inc

    76,985       7,569  

Catalyst Pharmaceuticals Inc *

     11,463       178  

Cencora Inc, Cl A

    10,240       2,307  

Cigna Group/The

    23,162       7,657  

Collegium Pharmaceutical Inc *

     4,035       130  

Cross Country Healthcare Inc *

     528       7  

CVS Health Corp

    67,200       3,969  

Elevance Health Inc

    278       151  

Entrada Therapeutics Inc *

     1,836       26  

Exelixis Inc *

     98,140       2,205  

Gilead Sciences Inc

    163,378       11,209  

Haemonetics Corp *

     353       29  

Halozyme Therapeutics Inc *

     4,843       254  

Harmony Biosciences Holdings Inc *

     2,434       73  

HealthEquity Inc *

     921       79  

HealthStream Inc

    9,574       267  

Hims & Hers Health Inc *

     6,292       127  

Hologic Inc *

     34,605       2,569  

Humana Inc

    5,621       2,100  

 

 

 

SEI Institutional Managed Trust

 

67

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

U.S. Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Incyte Corp *

     67,320     $ 4,081  

Innoviva Inc *

     10,789       177  

Intra-Cellular Therapies Inc, Cl A *

     2,013       138  

iRadimed Corp

    2,534       111  

Ironwood Pharmaceuticals Inc, Cl A *

     6,894       45  

Jazz Pharmaceuticals PLC *

     30,632       3,269  

Johnson & Johnson

    18,349       2,682  

Kiniksa Pharmaceuticals International Plc, Cl A *

     7,036       131  

Krystal Biotech Inc *

     712       131  

LeMaitre Vascular Inc

    507       42  

Ligand Pharmaceuticals Inc *

     581       49  

McKesson Corp

    17,761       10,373  

Merck & Co Inc

    69,860       8,649  

Mesa Laboratories Inc

    367       32  

MiMedx Group Inc *

     20,128       139  

Myriad Genetics Inc *

     683       17  

National HealthCare Corp

    793       86  

Neurocrine Biosciences Inc *

     20,338       2,800  

OmniAb Inc, Cl W *

     7,091       27  

Option Care Health Inc *

     4,476       124  

OraSure Technologies Inc *

     23,120       98  

Organon & Co

    17,388       360  

Pacira BioSciences Inc *

     1,769       51  

Patterson Cos Inc

    2,233       54  

Pediatrix Medical Group Inc *

     3,551       27  

Pfizer Inc

    40,110       1,122  

Prestige Consumer Healthcare Inc, Cl A *

     1,946       134  

Quipt Home Medical Corp *

     2,750       9  

Regeneron Pharmaceuticals Inc *

     1,647       1,731  

Royalty Pharma PLC, Cl A

    25,749       679  

SIGA Technologies Inc

    6,550       50  

Stryker Corp

    5,576       1,897  

Supernus Pharmaceuticals Inc *

     4,674       125  

Tactile Systems Technology Inc *

     4,668       56  

UFP Technologies Inc *

     555       146  

United Therapeutics Corp *

     9,906       3,156  

UroGen Pharma Ltd *

     802       13  

Utah Medical Products Inc

    203       14  

Vanda Pharmaceuticals Inc *

     17,009       96  

Varex Imaging Corp *

     1,280       19  

Vaxcyte Inc *

     681       51  

Vericel Corp *

     458       21  

Vertex Pharmaceuticals Inc *

     5,520       2,587  

Voyager Therapeutics Inc *

     8,541       68  
                 
              108,349  

Industrials — 13.5%

        

A O Smith Corp

    8,392       686  

ABM Industries Inc

    3,715       188  

Allison Transmission Holdings Inc

    47,769       3,626  

Argan Inc

    2,711       198  

Armstrong World Industries Inc

    3,039       344  

Barrett Business Services Inc

    9,520       312  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Booz Allen Hamilton Holding Corp, Cl A

    7,957     $ 1,225  

CACI International Inc, Cl A *

     1,529       658  

Cadre Holdings

    1,854       62  

Carlisle Cos Inc

    3,356       1,360  

CECO Environmental Corp *

     1,634       47  

Cintas Corp

    2,741       1,919  

Core & Main Inc, Cl A *

     4,449       218  

Costamare Inc

    5,699       94  

CSG Systems International Inc

    40,530       1,669  

CSW Industrials Inc

    1,060       281  

Cummins Inc

    13,200       3,655  

Curtiss-Wright Corp

    5,388       1,460  

Donaldson Co Inc, Cl A

    21,974       1,572  

Eaton Corp PLC

    5,520       1,731  

EMCOR Group Inc

    9,896       3,613  

Emerson Electric Co

    16,161       1,780  

Enerpac Tool Group Corp, Cl A

    6,464       247  

Ennis Inc

    642       14  

Expeditors International of Washington Inc

    10,038       1,253  

Fastenal Co, Cl A

    29,423       1,849  

Ferguson PLC

    9,842       1,906  

Franklin Electric Co Inc

    3,176       306  

FTI Consulting Inc *

     481       104  

General Dynamics Corp

    9,632       2,795  

Genpact Ltd

    12,270       395  

Golden Ocean Group Ltd

    9,943       137  

Huntington Ingalls Industries Inc, Cl A

    10,309       2,539  

Huron Consulting Group Inc *

     1,535       151  

Hyster-Yale Inc

    810       56  

IBEX Holdings Ltd *

     6,424       104  

Illinois Tool Works Inc

    8,118       1,924  

Insperity Inc, Cl A

    341       31  

Landstar System Inc

    11,724       2,163  

Leidos Holdings Inc

    16,051       2,342  

Lennox International Inc

    2,216       1,186  

Lockheed Martin Corp

    18,632       8,703  

LSI Industries Inc

    6,132       89  

ManpowerGroup Inc

    15,771       1,101  

Maximus Inc

    1,243       107  

MSC Industrial Direct Co Inc, Cl A

    4,690       372  

Mueller Industries Inc

    454       26  

National Presto Industries Inc

    3,062       230  

Northrop Grumman Corp

    7,848       3,421  

Otis Worldwide Corp

    21,810       2,099  

PACCAR Inc

    44,405       4,571  

Paychex Inc

    14,741       1,748  

Republic Services Inc

    4,028       783  

REV Group Inc

    3,239       81  

Robert Half Inc

    7,160       458  

Schneider National Inc, Cl B

    21,568       521  

Science Applications International Corp

    12,619       1,483  

Snap-on Inc

    13,346       3,488  

SS&C Technologies Holdings Inc

    15,069       944  

 

 

 

68

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

U.S. Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Tennant Co

    145     $ 14  

Textron Inc

    24,710       2,122  

Trane Technologies PLC

    8,553       2,813  

Waste Management Inc

    4,122       879  

Watts Water Technologies Inc, Cl A

    1,881       345  

WW Grainger Inc

    2,635       2,377  
                 
              84,975  

Information Technology — 15.2%

        

A10 Networks Inc

    11,954       166  

Adeia Inc

    4,882       55  

Agilysys Inc *

     125       13  

Amdocs Ltd

    160,341       12,654  

Amphenol Corp, Cl A

    33,280       2,242  

Appfolio Inc, Cl A *

     411       100  

Apple Inc

    9,275       1,953  

Arrow Electronics Inc, Cl A *

     30,337       3,663  

Avnet Inc

    77,209       3,975  

Badger Meter Inc

    594       111  

Box Inc, Cl A *

     3,945       104  

Canon Inc ADR

    115,990       3,147  

Cisco Systems Inc

    205,757       9,775  

Cognizant Technology Solutions Corp, Cl A

    77,577       5,275  

CommVault Systems Inc *

     3,851       468  

CoreCard Corp *

     1,388       20  

Crane NXT Co

    3,335       205  

Daktronics Inc *

     10,455       146  

Dolby Laboratories Inc, Cl A

    4,049       321  

F5 Inc, Cl A *

     10,189       1,755  

Gartner Inc *

     5,251       2,358  

Gen Digital Inc

    29,971       749  

GoDaddy Inc, Cl A *

     26,535       3,707  

Hackett Group Inc/The

    4,228       92  

Hewlett Packard Enterprise Co

    292,670       6,196  

HP Inc

    134,700       4,717  

Insight Enterprises Inc *

     8,654       1,717  

InterDigital Inc

    2,438       284  

International Business Machines Corp

    59,735       10,331  

inTEST Corp *

     1,060       10  

Juniper Networks Inc

    83,510       3,045  

LiveRamp Holdings Inc *

     2,197       68  

Motorola Solutions Inc

    2,072       800  

NetApp Inc

    38,600       4,972  

NVE Corp

    1,199       90  

Ooma Inc *

     3,732       37  

Open Text Corp

    57,000       1,711  

Oracle Corp, Cl B

    20,041       2,830  

PC Connection Inc

    2,150       138  

Photronics Inc *

     934       23  

Progress Software Corp

    292       16  

Qorvo Inc *

     5,341       620  

QUALCOMM Inc

    4,702       937  

Qualys Inc *

     1,231       176  

Skyworks Solutions Inc

    4,610       491  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Squarespace Inc, Cl A *

     1,442     $ 63  

TD SYNNEX Corp

    17,360       2,003  

Teradata Corp *

     7,266       251  

VeriSign Inc *

     6,157       1,095  

Weave Communications Inc *

     2,440       22  
                 
              95,697  

Materials — 2.7%

        

Amcor PLC

    99,906       977  

AptarGroup Inc

    4,535       639  

Avery Dennison Corp

    5,599       1,224  

Berry Global Group Inc

    28,845       1,698  

CF Industries Holdings Inc

    17,990       1,333  

Core Molding Technologies Inc *

     1,933       31  

Graphic Packaging Holding Co

    57,890       1,517  

Innospec Inc

    795       98  

NewMarket Corp

    6,489       3,346  

Packaging Corp of America

    8,175       1,493  

Reliance Inc

    9,000       2,570  

Sonoco Products Co

    28,236       1,432  

Southern Copper Corp

    2,146       231  
                 
              16,589  

Real Estate — 0.1%

        

Equity Commonwealth *‡

     17,657       342  

Forestar Group Inc *

     4,021       129  

RMR Group Inc/The, Cl A

    9,646       218  
                 
              689  

Utilities — 3.6%

        

American Electric Power Co Inc

    16,310       1,431  

American States Water Co

    4,135       300  

Avista Corp

    3,241       112  

Black Hills Corp, Cl A

    705       38  

California Water Service Group, Cl A

    2,462       119  

Consolidated Water Co Ltd

    11,639       309  

Entergy Corp

    20,790       2,225  

Evergy Inc

    28,770       1,524  

Genie Energy Ltd, Cl B

    10,134       148  

National Fuel Gas Co

    99,547       5,394  

New Jersey Resources Corp

    2,497       107  

Northwest Natural Holding Co

    3,946       143  

NRG Energy Inc

    37,724       2,937  

ONE Gas Inc

    1,487       95  

PG&E Corp

    71,400       1,247  

PPL Corp

    99,470       2,750  

SJW Group

    4,700       255  

Spire Inc

    1,746       106  

Unitil Corp

    204       11  

Vistra Corp

    40,390       3,473  
                 
              22,724  

Total Common Stock

               

(Cost $529,519) ($ Thousands)

             621,047  

 

 

 

SEI Institutional Managed Trust

 

69

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

U.S. Managed Volatility Fund (Concluded)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

CASH EQUIVALENT — 1.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     6,390,139     $ 6,390  

Total Cash Equivalent

                

(Cost $6,390) ($ Thousands)

             6,390  

Total Investments in Securities — 99.9%

                

(Cost $535,909) ($ Thousands)

  $ 627,437  
                 
                 

 

 
 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     1       Sep-2024     $ 277     $ 276     $ (1 )
                                         

 

 

Percentages are based on Net Assets of $627,941 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 2,813     $ 21,533     $ (24,347 )   $ 1     $ —     $ —     $ 18     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     15,573       142,748       (151,931 )     —       —       6,390       410       —  

Totals

  $ 18,386     $ 164,281     $ (176,278 )   $ 1     $ —     $ 6,390     $ 428     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

70

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 96.0%

Australia — 0.8%

Computershare Ltd

    29,318     $ 516  

Origin Energy Ltd

    139,652       1,013  

Rio Tinto Ltd

    61,263       4,869  
              6,398  
                 

Austria — 0.1%

Oberbank AG

    162       12  

Telekom Austria AG, Cl A

    44,848       448  

UNIQA Insurance Group AG

    30,730       262  
              722  
                 

Belgium — 0.0%

Ageas SA/NV

    8,147       372  

Colruyt Group N.V

    580       28  
              400  
                 

Canada — 1.9%

Barrick Gold Corp

    19,399       324  

Canadian Utilities Ltd, Cl A

    11,164       241  

Dollarama Inc

    8,308       758  

Empire Co Ltd, Cl A

    92,423       2,362  

Enbridge

    10,291       366  

Fairfax Financial Holdings Ltd

    4,364       4,964  

George Weston Ltd

    16,567       2,383  

Kinross Gold Corp

    36,253       302  

Loblaw Cos Ltd

    30,837       3,576  

Metro Inc/CN, Cl A

    18,996       1,052  
              16,328  
                 

China — 0.1%

APT Satellite Holdings Ltd

    202,000       55  

BOC Hong Kong Holdings Ltd

    63,832       197  

Wilmar International Ltd

    159,880       366  
              618  
                 

Denmark — 0.8%

Carlsberg AS, Cl B

    8,021       963  

Danske Bank A/S

    92,113       2,747  

Novo Nordisk A/S, Cl B

    12,804       1,851  

Pandora A/S

    5,125       774  

Schouw & Co A/S

    1,793       141  
              6,476  
                 

Finland — 0.2%

Elisa Oyj

    37,748       1,733  

Orion Oyj, Cl A

    259       11  
              1,744  
                 

France — 2.5%

Bureau Veritas SA

    19,320       536  

Carrefour SA

    155,643       2,202  

Danone SA

    17,315       1,059  

Dassault Systemes SE

    3,374       128  

Eiffage SA

    4,383       403  

Engie SA

    33,403       477  

Legrand SA

    17,641       1,752  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Orange SA

    655,257     $ 6,569  

Sanofi SA

    4,081       393  

TotalEnergies SE

    107,811       7,202  
              20,721  
                 

Germany — 0.0%

Deutsche Telekom AG

    2,820       71  

Heidelberg Materials AG

    3,011       312  
              383  
                 

Hong Kong — 2.6%

CK Asset Holdings Ltd

    128,500       481  

CK Hutchison Holdings Ltd

    1,092,171       5,232  

CK Infrastructure Holdings Ltd

    6,500       37  

CLP Holdings Ltd, Cl B

    106,893       864  

Dah Sing Banking Group Ltd

    108,898       91  

Ferretti

    16,900       51  

Hang Lung Properties Ltd

    132,000       113  

HK Electric Investments & HK Electric Investments Ltd

    258,500       164  

HKT Trust & HKT Ltd

    3,353,089       3,762  

Miramar Hotel & Investment

    49,000       60  

PCCW Ltd

    4,637,000       2,322  

Power Assets Holdings Ltd

    774,312       4,190  

Regal Hotels International Holdings Ltd *

     77,509       28  

Swire Pacific Ltd, Cl A

    111,696       987  

VTech Holdings Ltd

    42,069       315  

WH Group Ltd

    4,839,033       3,186  
              21,883  
                 

Israel — 1.8%

Check Point Software Technologies Ltd *

     65,540       10,814  

First International Bank Of Israel Ltd/The

    59,851       2,279  

Isracard Ltd

    5       –  

Nice Ltd *

     635       109  

Nova Ltd *

     3,415       801  

Radware Ltd *

     24,814       453  

Rami Levy Chain Stores Hashikma Marketing 2006 Ltd

    2,532       133  

Tower Semiconductor Ltd *

     4,723       186  
              14,775  
                 

Italy — 0.0%

Leonardo SpA

    17,970       418  

Stellantis NV

    2,349       46  
              464  
                 

Japan — 9.5%

Achilles Corp

    2,500       25  

Aeon Delight

    1,300       32  

Aisin Corp

    17,000       554  

Akatsuki

    11,700       36  

Albis Co Ltd

    1,600       27  

Amano Corp

    29,100       751  

Anritsu Corp

    176,600       1,354  

Arcs Co Ltd

    53,500       967  

 

 

 

SEI Institutional Managed Trust

 

71

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Artience

    21,300     $ 445  

Asahi Co Ltd

    44,600       429  

Asante Inc

    10,700       119  

Autobacs Seven Co Ltd

    22,100       214  

Axial Retailing Inc

    3,900       25  

Belc Co Ltd

    4,800       227  

Brother Industries Ltd

    49,132       865  

Canon Inc

    215,270       5,827  

Canon Marketing Japan Inc

    5,100       142  

Cawachi Ltd

    23,500       430  

Central Japan Railway Co

    40,662       878  

Chubu Electric Power Co Inc

    376,284       4,447  

Chudenko

    1,200       24  

CI Takiron Corp

    23,600       108  

COMSYS Holdings Corp

    27,800       534  

Create Medic Co Ltd

    5,677       33  

Daiken Medical

    6,500       22  

Daito Trust Construction Co Ltd

    600       62  

Earth Corp

    13,500       405  

Eco's

    1,800       26  

Eizo Corp

    5,600       169  

EXEO Group

    37,600       374  

Ezaki Glico Co Ltd

    41,000       1,066  

FTGroup Co Ltd

    2,900       21  

Fujicco Co Ltd

    18,100       209  

FUJIFILM Holdings Corp

    155,879       3,646  

Fujiya Co Ltd

    2,900       47  

Gakken Holdings Co Ltd

    9,200       61  

Gakkyusha Co Ltd

    3,600       48  

Heiwado Co Ltd

    64,400       967  

Hitachi Ltd

    3,250       73  

Hokuto Corp

    49,800       588  

House Foods Group Inc

    45,700       809  

Japan Oil Transportation Co Ltd

    2,100       40  

Japan Post Bank Co Ltd

    118,039       1,115  

Japan Post Holdings Co Ltd

    101,422       1,006  

Japan Post Insurance Co Ltd

    8,511       165  

Japan Tobacco Inc

    247,683       6,695  

JFE Holdings Inc

    79,500       1,144  

JM Holdings

    1,400       25  

J-Oil Mills

    11,100       138  

JSP Corp

    23,600       339  

Kagome

    10,600       215  

Kaken Pharmaceutical Co Ltd

    15,200       364  

Kansai Electric Power Co Inc/The

    100,104       1,681  

Kato Sangyo Co Ltd

    23,900       640  

KDDI Corp

    2,000       53  

Kewpie Corp

    50,100       996  

Key Coffee Inc

    4,000       52  

Kobe Electric Railway

    1,800       31  

Komeri Co Ltd

    8,800       191  

Konami Group Corp

    21,138       1,522  

Kuriyama Holdings

    4,200       32  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Kyorin Pharmaceutical

    97,500     $ 1,032  

LAC

    9,400       49  

Lion Corp

    106,500       830  

Marudai Food Co Ltd

    3,000       32  

McDonald's Holdings Co Japan Ltd

    1,500       59  

Medical System Network, Cl A

    7,000       26  

Megmilk Snow Brand Co Ltd

    25,000       404  

MEIJI Holdings Co Ltd

    96,643       2,084  

Ministop Co Ltd

    4,700       50  

Miroku Jyoho Service Co Ltd

    2,200       27  

Mitsubishi Chemical Group Corp, Cl B

    187,449       1,041  

Mitsubishi Shokuhin Co Ltd

    13,500       458  

Miyoshi Oil & Fat Co Ltd

    15,100       140  

Morinaga & Co Ltd/Japan

    7,800       121  

Morozoff Ltd

    1,200       36  

MrMax Holdings Ltd

    8,400       36  

MS&AD Insurance Group Holdings Inc

    28,269       628  

Musashi Co Ltd

    2,400       27  

Nagase Brothers

    7,200       82  

NH Foods Ltd

    21,600       646  

Nihon Chouzai Co Ltd

    21,100       196  

Nihon Denkei Co Ltd

    2,000       25  

Nikko Co Ltd/Hyogo

    12,400       62  

Nippn Corp

    95,034       1,380  

Nippon Air Conditioning Services Co Ltd

    4,900       33  

NIPPON EXPRESS HOLDINGS INC

    3,749       173  

Nippon Telegraph & Telephone Corp

    714,905       675  

Nisshin Oillio Group Ltd/The

    8,652       260  

Nittoc Construction Co Ltd

    7,000       49  

Nomura Real Estate Holdings Inc

    10,100       253  

Oiles Corp

    25,300       367  

Okinawa Cellular Telephone Co

    7,900       193  

Okuwa Co Ltd

    31,500       180  

Osaka Gas Co Ltd

    3,800       84  

Otsuka Holdings Co Ltd

    2,010       85  

OUG Holdings Inc

    2,236       38  

Panasonic Holdings Corp

    93,474       765  

Pigeon

    10,700       97  

Prima Meat Packers

    5,900       87  

San-A Co Ltd, Cl A

    35,300       1,108  

Sanki Engineering Co Ltd

    22,600       299  

Sanyo Chemical Industries

    7,100       176  

SCSK Corp

    31,534       630  

Secom Co Ltd

    9,524       562  

Seiko Epson Corp

    66,752       1,037  

Showa Sangyo Co Ltd

    18,900       370  

SoftBank Corp

    434,013       5,300  

Software Service

    600       53  

SRA Holdings

    5,000       138  

ST Corp

    5,400       53  

Step Co Ltd

    9,200       110  

Studio Alice Co Ltd

    3,500       46  

Sundrug Co Ltd

    71,700       1,807  

 

 

 

72

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Takamatsu Construction Group Co Ltd

    4,900     $ 94  

Takasago International Corp

    1,000       24  

TAKEBISHI CORP

    2,000       28  

TOKAI Holdings Corp

    85,600       524  

Tokio Marine Holdings Inc

    103,811       3,875  

Tokyo Electric Power Co Holdings Inc *

     37,200       200  

Tokyo Individualized Educational Institute Inc

    8,500       22  

Trend Micro Inc/Japan

    69,775       2,833  

Unicafe Inc

    6,400       37  

Unicharm Corp

    21,700       697  

United Super Markets Holdings Inc

    96,700       526  

Uoriki Co Ltd

    5,800       90  

Valor Holdings Co Ltd

    14,200       217  

Vital KSK Holdings Inc

    12,900       109  

Wowow Inc

    19,124       133  

Yamatane Corp

    2,700       49  

Yamaya Corp

    1,300       26  

Yaoko Co Ltd

    19,800       1,199  

Zenkoku Hosho Co Ltd

    4,000       147  

Zenrin Co Ltd

    17,500       102  

ZERIA Pharmaceutical

    2,500       33  
              78,994  
                 

Netherlands — 2.6%

EXOR

    6,595       691  

Koninklijke Ahold Delhaize NV

    343,200       10,148  

Koninklijke KPN NV

    816,649       3,133  

Shell PLC

    6,364       229  

Wolters Kluwer NV

    43,011       7,136  
              21,337  
                 

New Zealand — 0.2%

Spark New Zealand Ltd

    688,719       1,746  
                 

Norway — 1.2%

AMSC ASA

    29,261       91  

DNB Bank ASA

    55,954       1,102  

Equinor ASA

    5,949       170  

Orkla ASA

    266,262       2,169  

SFL Corp Ltd

    1,779       25  

Sparebank 1 Oestlandet

    3,854       49  

SpareBank 1 SMN

    13,153       187  

SpareBank 1 Sorost-Norge

    3,479       22  

Sparebanken Vest

    26,910       317  

Telenor ASA

    484,196       5,534  

Veidekke ASA

    19,659       211  
              9,877  
                 

Portugal — 0.2%

Jeronimo Martins SGPS SA

    74,956       1,466  
                 

Singapore — 0.8%

Haw Par

    11,900       86  

Jardine Cycle & Carriage Ltd

    93,244       1,830  

Jardine Matheson Holdings Ltd

    38,253       1,354  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Kimly Ltd

    85,900     $ 20  

Oversea-Chinese Banking Corp Ltd

    90,096       959  

Sembcorp Industries Ltd

    38,700       137  

Sheng Siong Group Ltd

    1,367,374       1,503  

Singapore Airlines Ltd

    53,700       274  

Singapore Exchange Ltd

    96,027       672  

StarHub Ltd

    138,100       123  
              6,958  
                 

Spain — 1.3%

ACS Actividades de Construccion y Servicios SA

    47,183       2,037  

Aena SME SA

    10,991       2,215  

Cia de Distribucion Integral Logista Holdings SA

    30,628       867  

Ebro Foods SA

    9,388       156  

Enagas SA

    11,592       172  

Iberdrola SA

    201,826       2,621  

Redeia Corp SA

    138,450       2,422  
              10,490  
                 

Sweden — 1.0%

AAK AB

    8,884       261  

Essity AB, Cl B

    69,819       1,789  

Industrivarden AB, Cl C

    34,204       1,155  

Volvo AB, Cl A

    32,682       853  

Volvo AB, Cl B

    171,225       4,383  
              8,441  
                 

Switzerland — 4.6%

ABB Ltd

    91,307       5,072  

BKW AG

    3,132       499  

Chocoladefabriken Lindt & Spruengli AG

    92       1,074  

Emmi AG

    95       94  

Givaudan SA

    668       3,167  

Holcim AG

    10,479       929  

Nestle SA

    15,664       1,599  

Novartis AG

    104,055       11,136  

Plazza AG

    133       45  

Roche Holding AG

    32,156       9,057  

Swatch Group AG/The

    11,281       461  

Swisscom AG

    7,783       4,378  

UBS Group AG

    33,614       989  
              38,500  
                 

United Kingdom — 5.5%

Auto Trader Group PLC

    190,811       1,933  

BAE Systems PLC

    65,715       1,097  

Centrica PLC

    2,005,148       3,419  

Coca-Cola Europacific Partners PLC

    12,756       930  

Coca-Cola HBC AG

    18,768       640  

GSK PLC

    356,943       6,901  

Haleon PLC

    173,382       707  

Imperial Brands PLC

    17,924       459  

J Sainsbury PLC

    279,860       902  

RELX PLC

    96,129       4,422  

 

 

 

SEI Institutional Managed Trust

 

73

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Sage Group PLC/The

    471,648     $ 6,490  

Shell PLC

    117,271       4,201  

Spirent Communications PLC

    148,008       342  

Tesco PLC

    1,136,786       4,397  

Unilever PLC

    77,875       4,277  

Vodafone Group PLC

    5,240,341       4,621  
              45,738  
                 

United States — 58.3%

Abbott Laboratories

    627       65  

AbbVie Inc

    20,948       3,593  

Alphabet Inc, Cl A

    32,295       5,883  

Alphabet Inc, Cl C

    19,485       3,574  

Altria Group Inc

    94,571       4,308  

Amazon.com Inc, Cl A *

     13,850       2,677  

Amdocs Ltd

    38,413       3,032  

American Business Bank *

     1,369       42  

American Electric Power Co Inc

    3,648       320  

AMETEK Inc

    26,322       4,388  

Amgen Inc, Cl A

    3,850       1,203  

Amphenol Corp, Cl A

    167,864       11,309  

Apple Inc

    39,663       8,354  

AptarGroup Inc

    31,254       4,401  

AT&T Inc

    709,479       13,558  

Automatic Data Processing Inc

    9,160       2,186  

AutoZone Inc *

     101       299  

Bank of New York Mellon Corp/The

    111,884       6,701  

Baxter International Inc

    5,587       187  

Becton Dickinson & Co

    3,936       920  

Berkshire Hathaway Inc, Cl B *

     15,692       6,383  

Booking Holdings Inc

    1,544       6,117  

Boston Scientific Corp *

     102,048       7,859  

Box Inc, Cl A *

     14,341       379  

Bristol-Myers Squibb Co

    31,409       1,304  

Bunge Global SA

    13,221       1,412  

CACI International Inc, Cl A *

     4,502       1,936  

Cadence Design Systems Inc *

     7,499       2,308  

Campbell Soup Co

    31,334       1,416  

Cardinal Health Inc

    19,317       1,899  

Carlisle Cos Inc

    9,442       3,826  

Cboe Global Markets Inc

    41,877       7,122  

Cencora Inc, Cl A

    8,150       1,836  

Centene Corp *

     42,350       2,808  

Chemed Corp

    7,836       4,252  

Chevron Corp

    41       6  

Church & Dwight Co Inc

    60,966       6,321  

Cigna Group/The

    19,255       6,365  

Cintas Corp

    9,328       6,532  

Cirrus Logic Inc *

     3,934       502  

Cisco Systems Inc

    178,819       8,496  

Clorox Co/The

    24,094       3,288  

CME Group Inc, Cl A

    10,557       2,076  

Coca-Cola Co/The

    101,161       6,439  

Colgate-Palmolive Co

    77,096       7,481  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Comcast Corp, Cl A

    132,938     $ 5,206  

CommVault Systems Inc *

     38,372       4,665  

Conagra Brands Inc

    51,755       1,471  

Consolidated Edison Inc

    32,822       2,935  

Costco Wholesale Corp

    9,885       8,402  

CVS Health Corp

    49,356       2,915  

DaVita Inc *

     2,330       323  

Dolby Laboratories Inc, Cl A

    19,575       1,551  

Domino's Pizza Inc

    2,857       1,475  

Dropbox Inc, Cl A *

     20,524       461  

DTE Energy Co

    2,634       292  

Duke Energy Corp

    8,511       853  

eBay Inc

    43,183       2,320  

Ecolab Inc

    23,878       5,683  

Electronic Arts Inc

    90,768       12,647  

Entergy Corp

    300       32  

Everest Group Ltd

    12,072       4,600  

Evergy Inc

    2,500       132  

Exxon Mobil Corp

    84       10  

F5 Inc, Cl A *

     32,952       5,675  

Fair Isaac Corp *

     504       750  

FedEx Corp

    2,674       802  

Ferguson PLC

    185       36  

Fox Corp, Cl A

    114,477       3,935  

Fox Corp, Cl B

    74,183       2,375  

General Dynamics Corp

    8,022       2,327  

General Mills Inc

    44,960       2,844  

Gilead Sciences Inc

    97,475       6,688  

Graco Inc

    36,298       2,878  

Grand Canyon Education Inc *

     7,381       1,033  

HealthStream Inc

    11,410       318  

Hologic Inc *

     10,744       798  

HP Inc

    16,944       593  

Huntington Ingalls Industries Inc, Cl A

    12,795       3,152  

Incyte Corp *

     90,501       5,486  

Ingredion Inc

    14,277       1,638  

International Business Machines Corp

    37,811       6,539  

Intuit Inc

    4,752       3,123  

Ituran Location and Control

    654       16  

Johnson & Johnson

    88,024       12,866  

Juniper Networks Inc

    6,586       240  

Kellanova

    6,244       360  

Kimberly-Clark Corp

    116,029       16,035  

Kraft Heinz Co/The

    58,507       1,885  

Kroger Co/The

    8,816       440  

Leidos Holdings Inc

    12,112       1,767  

LKQ Corp

    6,181       257  

Lockheed Martin Corp

    9,258       4,324  

Manhattan Associates Inc *

     3,749       925  

Marathon Petroleum Corp

    2,636       457  

Marsh & McLennan Cos Inc

    36,500       7,691  

Mastercard Inc, Cl A

    1,827       806  

McDonald's Corp

    1,918       489  

 

 

 

74

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

McKesson Corp

    21,249     $ 12,410  

Medtronic PLC

    27,028       2,127  

Merck & Co Inc

    4,873       603  

Microsoft Corp

    25,557       11,423  

Molina Healthcare Inc *

     2,303       685  

Molson Coors Beverage Co, Cl B

    36,654       1,863  

Mondelez International Inc, Cl A

    45,482       2,976  

Motorola Solutions Inc

    11,895       4,592  

NetApp Inc

    47,948       6,176  

Neurocrine Biosciences Inc *

     2,804       386  

New Mountain Finance Corp

    16,089       197  

Northrop Grumman Corp

    11,242       4,901  

NRG Energy Inc

    16,979       1,322  

NVIDIA Corp

    36,280       4,482  

Omnicom Group Inc

    1,000       90  

O'Reilly Automotive Inc *

     2,643       2,791  

PACCAR Inc

    63,419       6,528  

Packaging Corp of America

    1,723       315  

PepsiCo Inc

    22,091       3,643  

Pfizer Inc

    27,154       760  

Philip Morris International Inc

    35,585       3,606  

Phillips 66

    5,471       772  

PNM Resources Inc

    26,506       980  

Procter & Gamble Co/The

    40,368       6,657  

Quest Diagnostics Inc

    2,634       361  

Regeneron Pharmaceuticals Inc *

     3,283       3,451  

Reliance Inc

    4,739       1,353  

Republic Services Inc

    41,544       8,074  

Reynolds Consumer Products Inc

    21,482       601  

Rollins Inc

    2,200       107  

Roper Technologies Inc

    8,715       4,912  

Royal Gold Inc, Cl A

    16,633       2,082  

Royalty Pharma PLC, Cl A

    25,112       662  

RPM International Inc

    23,301       2,509  

Sherwin-Williams Co/The, Cl A

    3,709       1,107  

Southern Co/The

    4,964       385  

TE Connectivity Ltd

    874       131  

TJX Cos Inc/The

    16,382       1,804  

T-Mobile US Inc

    23,036       4,058  

United Therapeutics Corp *

     17,139       5,460  

Valero Energy Corp

    500       78  

VeriSign Inc *

     22,685       4,033  

Verisk Analytics Inc, Cl A

    4,965       1,338  

Verizon Communications Inc

    211,485       8,722  

Vertex Pharmaceuticals Inc *

     405       190  

Viatris Inc, Cl W

    78,411       834  

VICI Properties Inc, Cl A ‡

     55,863       1,600  

W R Berkley Corp

    700       55  

Walmart Inc

    190,829       12,921  

Waste Connections Inc

    1,273       223  

Waste Management Inc

    27,438       5,854  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Willis Towers Watson PLC

    10,932     $ 2,866  
              486,940  
                 

Total Common Stock

               

(Cost $730,466) ($ Thousands)

             801,399  
                 

PREFERRED STOCK — 1.0%

Germany — 1.0%

Bayerische Motoren Werke AG, 7.000%

    7,583       670  

Henkel AG & Co KGaA (A)

     89,489       7,982  
                 

Total Preferred Stock

               

(Cost $7,637) ($ Thousands)

             8,652  
                 

CASH EQUIVALENT — 1.5%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     12,286,454       12,286  

Total Cash Equivalent

                

(Cost $12,286) ($ Thousands)

             12,286  

Total Investments in Securities — 98.5%

                

(Cost $750,389) ($ Thousands)

  $ 822,337  
                 
                 

 

 

 

SEI Institutional Managed Trust

 

75

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     12       Sep-2024     $ 637     $ 632     $ (5 )

FTSE 100 Index

     4       Sep-2024       419       416       (3 )

Hang Seng Index

     1       Jul-2024       114       113       (1 )

S&P 500 Index E-MINI

     11       Sep-2024       3,036       3,036       –  

SPI 200 Index

     5       Sep-2024       649       649       (2 )

TOPIX Index

     4       Sep-2024       690       699       14  
                    $ 5,545     $ 5,545     $ 3  

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     07/22/24       GBP       15,394       USD       19,507     $ 47  

Barclays PLC

     07/22/24       DKK       30,696       USD       4,417       —  

Barclays PLC

     07/22/24       SEK       74,991       USD       7,159       70  

BNP Paribas

     07/22/24       SGD       4,673       USD       3,455       3  

BNP Paribas

     07/22/24       HKD       93,893       USD       12,036       1  

BNP Paribas

     07/22/24       JPY       6,118,435       USD       38,887       728  

Brown Brothers Harriman

     07/22/24       USD       13       NZD       21       —  

Brown Brothers Harriman

     07/22/24       USD       13       SGD       17       —  

Brown Brothers Harriman

     07/22/24       USD       15       SGD       21       —  

Brown Brothers Harriman

     07/22/24       NZD       31       USD       19       —  

Brown Brothers Harriman

     07/22/24       NZD       5       USD       3       —  

Brown Brothers Harriman

     07/22/24       SGD       22       USD       16       —  

Brown Brothers Harriman

     07/22/24       SGD       38       USD       28       —  

Brown Brothers Harriman

     07/22/24       USD       33       DKK       229       —  

Brown Brothers Harriman

     07/22/24       USD       28       DKK       196       —  

Brown Brothers Harriman

     07/22/24       USD       48       CAD       65       —  

Brown Brothers Harriman

     07/22/24       USD       19       CAD       25       —  

Brown Brothers Harriman

     07/22/24       USD       80       HKD       627       —  

Brown Brothers Harriman

     07/22/24       CAD       54       USD       39       —  

Brown Brothers Harriman

     07/22/24       CAD       37       USD       27       —  

Brown Brothers Harriman

     07/22/24       AUD       91       USD       60       (1 )

Brown Brothers Harriman

     07/22/24       USD       84       AUD       127       —  

Brown Brothers Harriman

     07/22/24       USD       16       AUD       23       —  

Brown Brothers Harriman

     07/22/24       USD       6       SEK       69       —  

Brown Brothers Harriman

     07/22/24       USD       100       SEK       1,048       (1 )

Brown Brothers Harriman

     07/22/24       USD       137       NOK       1,452       (1 )

Brown Brothers Harriman

     07/22/24       USD       187       GBP       147       —  

Brown Brothers Harriman

     07/22/24       USD       96       JPY       15,400       —  

Brown Brothers Harriman

     07/22/24       USD       141       JPY       22,399       (1 )

Brown Brothers Harriman

     07/22/24       GBP       167       USD       211       1  

Brown Brothers Harriman

     07/22/24       GBP       91       USD       115       —  

Brown Brothers Harriman

     07/22/24       USD       259       CHF       229       (4 )

Brown Brothers Harriman

     07/22/24       CHF       379       USD       426       3  

Brown Brothers Harriman

     07/22/24       CHF       19       USD       21       —  

Brown Brothers Harriman

     07/22/24       USD       239       EUR       223       —  

Brown Brothers Harriman

     07/22/24       USD       208       EUR       193       —  

 

 

76

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Brown Brothers Harriman

     07/22/24       DKK       549       USD       79     $ —  

Brown Brothers Harriman

     07/22/24       EUR       556       USD       595       (1 )

Brown Brothers Harriman

     07/22/24       HKD       532       USD       68       —  

Brown Brothers Harriman

     07/22/24       HKD       417       USD       53       —  

Brown Brothers Harriman

     07/22/24       NOK       1,036       USD       98       1  

Brown Brothers Harriman

     07/22/24       NOK       349       USD       33       —  

Brown Brothers Harriman

     07/22/24       SEK       1,885       USD       179       1  

Brown Brothers Harriman

     07/22/24       JPY       145,524       USD       916       9  

Standard Chartered

     07/22/24       CAD       12,477       USD       9,079       (44 )

Standard Chartered

     07/22/24       NOK       66,881       USD       6,267       (19 )

Westpac Banking

     07/22/24       NZD       2,111       USD       1,288       2  

Westpac Banking

     07/22/24       AUD       6,880       USD       4,559       (38 )

Westpac Banking

     07/22/24       CHF       17,853       USD       20,187       267  

Westpac Banking

     07/22/24       EUR       30,784       USD       33,034       13  
                                            $ 1,036  

 

 

Percentages are based on Net Assets of $834,553 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

(A)

No interest rate available.

 

 

 

SEI Institutional Managed Trust

 

77

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Global Managed Volatility Fund (Concluded)

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):

 

Security Description

 

Value

9/30/2023

    

Purchases

at Cost

   

Proceeds

from Sales

   

Realized Gain/

(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value

6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

   $ 5,171     $ 71,534     $ (76,700 )   $ (4 )   $ (1 )   $ —     $ 66     $ —  

SEI Daily Income Trust, Government Fund, Institutional Class

     8,088       219,255       (215,057 )     —       —       12,286       309       —  

Totals

   $ 13,259     $ 290,789     $ (291,757 )   $ (4 )   $ (1 )   $ 12,286     $ 375     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

78

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Managed Volatility Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 98.4%
                 

Communication Services — 3.3%

        

AT&T Inc

    142,300     $ 2,719  

Fox Corp, Cl A

    72,007       2,475  

Fox Corp, Cl B

    13,515       433  

Madison Square Garden Sports Corp *

     8,894       1,673  

New York Times Co/The, Cl A

    90,194       4,619  

T-Mobile US Inc

    37,205       6,555  

Verizon Communications Inc

    189,339       7,808  
                 
              26,282  

Consumer Discretionary — 5.3%

        

AutoZone Inc *

     4,900       14,524  

Darden Restaurants Inc

    6,293       952  

Gentex Corp

    105,064       3,542  

Genuine Parts Co

    8,379       1,159  

Honda Motor Co Ltd ADR

    129,300       4,169  

McDonald's Corp

    24,019       6,121  

Murphy USA Inc

    6,300       2,957  

Texas Roadhouse Inc, Cl A

    37,143       6,378  

Toyota Motor Corp ADR

    13,700       2,808  
                 
              42,610  

Consumer Staples — 12.8%

        

Altria Group Inc

    51,246       2,334  

Archer-Daniels-Midland Co

    31,660       1,914  

Campbell Soup Co

    61,859       2,795  

Casey's General Stores Inc

    2,654       1,013  

Church & Dwight Co Inc

    67,498       6,998  

Clorox Co/The

    15,055       2,055  

Coca-Cola Co/The

    59,796       3,806  

Coca-Cola Europacific Partners PLC

    49,400       3,600  

Colgate-Palmolive Co

    59,487       5,773  

Costco Wholesale Corp

    9,748       8,286  

General Mills Inc

    76,033       4,810  

Hershey Co/The

    32,131       5,907  

Hormel Foods Corp

    64,014       1,952  

Kellanova

    65,002       3,749  

Kimberly-Clark Corp

    34,699       4,795  

Kroger Co/The

    129,500       6,466  

Lamb Weston Holdings Inc

    28,333       2,382  

McCormick & Co Inc/MD

    71,893       5,100  

Metro Inc/CN, Cl A

    36,800       2,038  

PepsiCo Inc

    54,885       9,052  

Procter & Gamble Co/The

    36,873       6,081  

Target Corp, Cl A

    4,597       681  

Tyson Foods Inc, Cl A

    16,292       931  

Walmart Inc

    143,221       9,697  

WK Kellogg Co

    42,187       694  
                 
              102,909  

Energy — 1.9%

        

DT Midstream Inc

    7,200       511  

Exxon Mobil Corp

    21,000       2,417  

Marathon Petroleum Corp

    19,475       3,379  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Shell PLC ADR

    48,400     $ 3,493  

TotalEnergies ADR

    23,900       1,594  

Williams Cos Inc/The

    96,414       4,098  
                 
              15,492  

Financials — 13.8%

        

Aflac Inc

    112,800       10,074  

Allstate Corp/The

    40,900       6,530  

American Financial Group Inc/OH

    17,700       2,177  

Berkshire Hathaway Inc, Cl B *

     7,600       3,092  

Cboe Global Markets Inc

    46,588       7,923  

Chubb Ltd

    12,399       3,163  

Cullen/Frost Bankers Inc

    13,486       1,371  

Everest Group Ltd

    31,579       12,032  

Hanover Insurance Group Inc/The, Cl A

    19,700       2,471  

Jack Henry & Associates Inc

    10,939       1,816  

Morningstar Inc, Cl A

    14,569       4,310  

National Bank of Canada

    25,300       2,006  

NU Holdings Ltd, Cl A *

     79,426       1,024  

Progressive Corp/The

    138,242       28,714  

RenaissanceRe Holdings Ltd

    31,431       7,025  

Travelers Cos Inc/The

    40,349       8,205  

Unum Group

    78,804       4,028  

White Mountains Insurance Group Ltd

    2,847       5,174  
                 
              111,135  

Health Care — 20.5%

        

AbbVie Inc

    80,987       13,891  

Amgen Inc, Cl A

    16,800       5,249  

AstraZeneca PLC ADR

    60,600       4,726  

Bristol-Myers Squibb Co

    7,257       301  

Cencora Inc, Cl A

    46,805       10,545  

Chemed Corp

    9,451       5,128  

Cigna Group/The

    6,944       2,295  

CVS Health Corp

    31,417       1,856  

Danaher Corp, Cl A

    7,087       1,771  

Elevance Health Inc

    41,000       22,216  

Eli Lilly & Co

    30,400       27,524  

Exelixis Inc *

     179,266       4,028  

Gilead Sciences Inc

    40,018       2,746  

Humana Inc

    13,600       5,082  

Incyte Corp *

     59,750       3,622  

Johnson & Johnson

    14,300       2,090  

McKesson Corp

    8,957       5,231  

Merck & Co Inc

    124,278       15,386  

Neurocrine Biosciences Inc *

     48,586       6,689  

Pfizer Inc

    48,094       1,346  

Thermo Fisher Scientific Inc

    3,885       2,148  

United Therapeutics Corp *

     14,228       4,532  

UnitedHealth Group Inc

    33,000       16,806  
                 
              165,208  

Industrials — 15.3%

        

Automatic Data Processing Inc

    11,453       2,734  

Carrier Global Corp

    50,700       3,198  

 

 

 

SEI Institutional Managed Trust

 

79

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CH Robinson Worldwide Inc

    31,279     $ 2,756  

CSG Systems International Inc

    37,600       1,548  

Cummins Inc

    8,000       2,215  

EMCOR Group Inc

    24,801       9,054  

General Dynamics Corp

    20,157       5,848  

L3Harris Technologies Inc

    22,600       5,076  

Landstar System Inc

    11,414       2,106  

Lockheed Martin Corp

    21,356       9,975  

Northrop Grumman Corp

    32,517       14,176  

Quanta Services Inc

    32,700       8,309  

Republic Services Inc

    131,000       25,459  

Rollins Inc

    59,391       2,898  

RTX Corp

    94,000       9,437  

Schneider National Inc, Cl B

    107,305       2,592  

Waste Management Inc

    74,421       15,877  
                 
              123,258  

Information Technology — 20.5%

        

Amdocs Ltd

    146,309       11,547  

Apple Inc

    129,400       27,254  

Cisco Systems Inc

    49,621       2,358  

Cognizant Technology Solutions Corp, Cl A

    51,408       3,496  

F5 Inc, Cl A *

     17,475       3,010  

International Business Machines Corp

    9,600       1,660  

Microsoft Corp

    69,096       30,882  

Motorola Solutions Inc

    78,635       30,357  

NetApp Inc

    46,296       5,963  

Oracle Corp, Cl B

    158,220       22,341  

Qorvo Inc *

     25,235       2,928  

Synopsys Inc *

     39,300       23,386  
                 
              165,182  

Materials — 1.9%

        

AptarGroup Inc

    6,262       882  

Avery Dennison Corp

    26,300       5,751  

NewMarket Corp

    7,800       4,021  

Royal Gold Inc, Cl A

    11,548       1,445  

Sealed Air Corp

    58,400       2,032  

Silgan Holdings Inc

    37,000       1,566  
                 
              15,697  

Real Estate — 0.2%

        

Equity LifeStyle Properties Inc ‡

     29,390       1,914  
                 
                 

Utilities — 2.9%

        

Ameren Corp

    21,800       1,550  

American Electric Power Co Inc

    23,100       2,027  

DTE Energy Co

    38,099       4,229  

Duke Energy Corp

    26,843       2,691  

Entergy Corp

    17,400       1,862  

National Fuel Gas Co

    37,930       2,055  

NextEra Energy Inc

    25,080       1,776  

Portland General Electric Co

    39,600       1,712  

Public Service Enterprise Group Inc

    27,400       2,019  

Southern Co/The

    19,305       1,498  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

WEC Energy Group Inc

    29,250     $ 2,295  
                 
              23,714  

Total Common Stock

               

(Cost $317,514) ($ Thousands)

             793,401  
                 

CASH EQUIVALENT — 1.4%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     11,102,049       11,102  

Total Cash Equivalent

                

(Cost $11,102) ($ Thousands)

             11,102  

Total Investments in Securities — 99.8%

                

(Cost $328,616) ($ Thousands)

  $ 804,503  
                 
                 

 

 

 

80

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed Managed Volatility Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     11       Sep-2024     $ 3,039     $ 3,037     $ (2 )
                                         

 

 

 

Percentages are based on Net Assets of $806,414 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

 

 

 

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):

 

Security Description

 

Value

9/30/2023

    

Purchases

at Cost

   

Proceeds

from Sales

   

Realized Gain/

(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value

6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

   $ 3,171     $ 5,861     $ (9,037 )   $ —     $ 5     $ —     $ 13     $ —  

SEI Daily Income Trust, Government Fund, Institutional Class

     18,107       122,915       (129,920 )     —       —       11,102       474       —  

Totals

   $ 21,278     $ 128,776     $ (138,957 )   $ —     $ 5     $ 11,102     $ 487     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

 

SEI Institutional Managed Trust

 

81

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 94.5%

Australia — 6.0%

a2 Milk *

     38,118     $ 172  

Abacus Storage King ‡

     226,087       175  

AGL Energy Ltd

    179,746       1,300  

Ampol Ltd

    18,389       397  

ANZ Group Holdings Ltd

    59,390       1,120  

Aurizon Holdings Ltd

    163,603       399  

Bendigo & Adelaide Bank Ltd

    52,109       400  

BlueScope Steel Ltd

    17,019       232  

Brambles Ltd

    143,679       1,394  

CAR Group Ltd

    4,561       107  

Coles Group Ltd

    13,130       149  

Computershare Ltd

    63,714       1,121  

CSL Ltd

    3,288       648  

Deterra Royalties Ltd

    32,233       86  

Elders Ltd

    56,421       308  

Fortescue Ltd

    7,422       106  

Harvey Norman Holdings Ltd

    306,063       852  

JB Hi-Fi Ltd

    19,650       803  

Metcash Ltd, Cl A

    272,155       644  

Northern Star Resources Ltd

    12,917       112  

Orica Ltd

    44,639       533  

Origin Energy Ltd

    281,602       2,043  

QBE Insurance Group Ltd

    51,203       595  

REA Group Ltd

    2,613       343  

Rio Tinto Ltd

    12,045       957  

Rio Tinto PLC ADR

    5,335       352  

Telstra Group Ltd, Cl B

    138,665       335  

Ventia Services Group Pty Ltd

    289,406       740  

Viva Energy Group Ltd

    30,280       64  

Wesfarmers Ltd

    14,176       617  

Woolworths Group Ltd

    12,536       283  
              17,387  
                 

Austria — 0.5%

ANDRITZ AG

    5,099       316  

CA Immobilien Anlagen AG

    4,737       157  

Eurotelesites AG *

     20,380       80  

S Immo AG

    9,548       –  

Telekom Austria AG, Cl A

    81,520       815  
              1,368  
                 

Belgium — 1.1%

Ageas SA/NV

    26,534       1,214  

Colruyt Group N.V

    25,637       1,225  

Proximus SADP

    82,479       658  
              3,097  
                 

Canada — 2.1%

Atco Ltd/Canada, Cl I

    13,583       387  

Bank of Nova Scotia/The, Cl C

    10,136       464  

Canadian Imperial Bank of Commerce

    21,343       1,015  

Canadian Tire Corp Ltd, Cl A

    7,867       780  

Cogeco Communications Inc

    12,684       478  

iA Financial Corp Inc

    3,691       232  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Loblaw Cos Ltd

    19,826     $ 2,299  

Power Corp of Canada

    9,482       263  

Stella-Jones Inc

    2,928       191  
              6,109  
                 

China — 0.3%

BOC Hong Kong Holdings Ltd

    34,000       105  

Wilmar International Ltd

    349,300       799  
              904  
                 

Denmark — 3.4%

Ascendis Pharma A/S ADR *

     2,174       297  

Carlsberg AS, Cl B

    11,251       1,351  

Coloplast A/S, Cl B

    3,674       442  

Danske Bank A/S

    63,284       1,887  

DSV A/S

    948       145  

Genmab A/S *

     882       221  

Jyske Bank A/S

    2,041       163  

Novo Nordisk A/S, Cl B

    21,291       3,077  

Scandinavian Tobacco Group A/S

    61,312       866  

Solar A/S, Cl B

    2,119       98  

Sydbank AS

    20,564       1,091  

Tryg A/S

    6,925       151  

UIE PLC

    5,640       186  
              9,975  
                 

Finland — 0.9%

Elisa Oyj

    6,768       311  

Kemira Oyj

    41,663       1,016  

Kesko Oyj, Cl B

    30,770       541  

Orion Oyj, Cl B

    7,782       332  

TietoEVRY Oyj

    21,054       407  
              2,607  
                 

France — 7.7%

Air Liquide SA

    4,269       738  

Arkema SA

    1,238       108  

AXA SA

    35,579       1,166  

BNP Paribas SA

    3,209       205  

Bouygues SA

    16,676       536  

Bureau Veritas SA

    19,820       549  

Carrefour SA

    147,552       2,087  

Cie Generale des Etablissements Michelin SCA

    49,129       1,901  

Credit Agricole SA

    22,471       307  

Danone SA

    30,343       1,856  

Eiffage SA

    7,656       704  

Engie SA

    70,311       1,005  

Legrand SA

    6,561       651  

L'Oreal SA

    465       204  

Metropole Television SA

    45,348       571  

Orange SA

    311,140       3,119  

Rallye SA *

     776,984       37  

Sanofi SA

    34,627       3,338  

Societe BIC SA

    21,338       1,258  

Thales SA, Cl A

    4,226       677  

 

 

 

82

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

TotalEnergies SE

    22,396     $ 1,496  
              22,513  
                 

Germany — 4.8%

Bayer AG

    17,605       498  

Bayerische Motoren Werke AG

    1,376       130  

Beiersdorf AG

    11,565       1,692  

Daimler Truck Holding

    9,503       378  

Deutsche Boerse AG

    2,569       526  

Deutsche Post AG

    28,985       1,174  

Deutsche Telekom AG

    128,525       3,234  

E.ON SE

    10,939       144  

Fresenius Medical Care AG

    3,728       143  

Fresenius SE & Co KGaA *

     3,549       106  

Hannover Rueck SE

    1,509       383  

Henkel AG & Co KGaA

    1,777       140  

Hornbach Holding AG & Co KGaA

    11,109       937  

Knorr-Bremse AG

    2,220       170  

Merck KGaA

    1,146       190  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    4,505       2,255  

SAP SE

    2,500       508  

Sirius Real Estate Ltd

    87,389       104  

Suedzucker AG

    30,993       452  

Talanx AG

    6,299       503  

United Internet AG

    18,793       405  
              14,072  
                 

Hong Kong — 3.3%

Bank of East Asia

    126,800       161  

CK Asset Holdings Ltd

    140,500       526  

CK Hutchison Holdings Ltd

    302,000       1,447  

CLP Holdings Ltd, Cl B

    128,000       1,034  

Dah Sing Banking Group Ltd

    750,400       626  

HK Electric Investments & HK Electric Investments Ltd

    663,000       420  

HKT Trust & HKT Ltd

    355,000       398  

Hutchison Telecommunications Hong Kong Holdings Ltd

    756,000       95  

MTR Corp Ltd

    87,000       275  

New World Development Co Ltd

    253,000       237  

Nissin Foods Co Ltd

    161,000       100  

PCCW Ltd

    997,704       500  

Power Assets Holdings Ltd

    119,500       647  

SmarTone Telecommunications Holdings Ltd

    214,500       100  

Swire Pacific Ltd, Cl A

    25,500       225  

VTech Holdings Ltd

    201,000       1,503  

WH Group Ltd

    1,952,000       1,285  
              9,579  
                 

Indonesia — 0.3%

First Resources Ltd

    697,000       710  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Ireland — 0.2%

Glanbia PLC

    32,023     $ 625  
                 

Israel — 1.7%

Bank Hapoalim BM

    58,513       518  

Bank Leumi Le-Israel BM

    58,139       475  

Bezeq The Israeli Telecommunication Corp Ltd

    76,444       86  

Check Point Software Technologies Ltd *

     8,748       1,443  

Elbit Systems Ltd

    1,000       175  

First International Bank Of Israel Ltd/The

    3,372       128  

Globrands

    931       97  

Isracard Ltd

    –       –  

Mizrahi Tefahot Bank Ltd

    12,013       409  

Nice Ltd ADR *

     3,872       666  

Nova Ltd *

     853       200  

Oil Refineries Ltd

    1,412,507       327  

Radware Ltd *

     5,518       101  

Shufersal Ltd

    26,493       173  

Tower Semiconductor Ltd *

     4,373       172  
              4,970  
                 

Italy — 1.2%

A2A SpA

    582,186       1,160  

ACEA SpA

    16,169       262  

Enel SpA

    38,590       269  

Eni SpA

    65,456       1,007  

Generali

    15,478       386  

Leonardo SpA

    5,397       125  

Terna - Rete Elettrica Nazionale

    27,136       210  
              3,419  
                 

Japan — 24.9%

AEON REIT Investment Corp ‡

     593       491  

Anritsu Corp

    50,200       385  

Arcs Co Ltd

    38,800       701  

Bandai Namco Holdings Inc

    6,900       135  

Bridgestone Corp

    26,900       1,057  

Brother Industries Ltd

    60,700       1,068  

Canon Inc

    89,200       2,414  

Central Japan Railway Co

    11,000       237  

Chubu Electric Power Co Inc

    63,400       749  

Citizen Watch Co Ltd

    84,800       567  

Daicel Corp

    75,100       720  

Daiichi Sankyo Co Ltd

    7,500       258  

Daiki Aluminium Industry Co Ltd

    9,800       77  

Daito Trust Construction Co Ltd

    1,700       175  

Daiwa Securities Group Inc

    72,800       555  

DCM Holdings Co Ltd

    102,200       928  

EDION Corp

    77,600       784  

ENEOS Holdings Inc

    407,900       2,096  

Ezaki Glico Co Ltd

    13,300       346  

Fuji Nihon Seito Corp

    7,600       49  

FUJIFILM Holdings Corp

    36,600       856  

Heiwado Co Ltd

    7,900       119  

 

 

 

SEI Institutional Managed Trust

 

83

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Hirose Electric Co Ltd

    1,300     $ 144  

Honda Motor Co Ltd

    121,700       1,301  

Hoya Corp

    1,500       174  

Inpex Corp

    89,400       1,315  

ITOCHU Corp

    32,700       1,597  

Itochu Enex Co Ltd

    67,200       635  

Itoham Yonekyu Holdings Inc

    32,080       857  

Japan Post Bank Co Ltd

    34,900       330  

Japan Post Holdings Co Ltd

    182,800       1,813  

Japan Tobacco Inc

    104,800       2,833  

JFE Holdings Inc

    13,200       190  

Kajima Corp

    56,600       979  

Kaken Pharmaceutical Co Ltd

    11,400       273  

Kamigumi Co Ltd

    10,100       208  

Kaneka Corp

    25,300       665  

Kansai Electric Power Co Inc/The

    47,000       789  

Kao Corp

    12,100       491  

Kato Sangyo Co Ltd

    8,700       233  

KDDI Corp

    58,300       1,542  

Keihanshin Building Co Ltd

    14,200       148  

Keisei Electric Railway Co Ltd

    4,674       150  

Kewpie Corp

    12,300       245  

Kinden Corp

    20,400       406  

Kobayashi Pharmaceutical Co Ltd

    4,900       159  

Komeri Co Ltd

    5,200       113  

K's Holdings Corp

    46,300       435  

Kuraray Co Ltd

    138,500       1,592  

Kurimoto Ltd

    5,300       154  

Lintec Corp

    38,500       817  

Lion Corp

    12,500       97  

Marubeni Corp

    17,400       322  

Maruichi Steel Tube Ltd

    4,400       102  

Megmilk Snow Brand Co Ltd

    25,000       404  

MEIJI Holdings Co Ltd

    27,100       584  

MIRAIT ONE corp

    41,700       543  

Mitsubishi Chemical Group Corp, Cl B

    168,100       933  

Mitsubishi Electric Corp

    67,600       1,079  

Mitsubishi Shokuhin Co Ltd

    23,100       784  

Mitsubishi UFJ Financial Group Inc

    152,100       1,635  

Mitsui & Co Ltd

    56,800       1,289  

Mitsui Chemicals Inc

    17,900       494  

Mizuho Financial Group Inc

    130,880       2,732  

Morinaga & Co Ltd/Japan

    21,600       334  

Morishita Jintan Co Ltd

    4,200       57  

MS&AD Insurance Group Holdings Inc

    29,900       664  

NEC Corp

    6,400       527  

NH Foods Ltd

    3,800       114  

Nichirei Corp

    6,500       143  

Nippn Corp

    17,100       248  

Nippon BS Broadcasting Corp

    60,400       351  

NIPPON EXPRESS HOLDINGS INC

    5,600       258  

Nippon Light Metal Holdings Co Ltd

    32,400       363  

Nippon Telegraph & Telephone Corp

    1,209,900       1,142  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Nippon Television Holdings Inc

    80,400     $ 1,161  

Nisshin Seifun Group Inc

    18,800       216  

Nissin Foods Holdings Co Ltd

    7,500       190  

Niterra Co Ltd

    19,800       575  

Nitto Fuji Flour Milling Co Ltd

    5,000       230  

Nomura Real Estate Holdings Inc

    13,100       328  

Obayashi Corp

    11,500       137  

Obic Co Ltd

    800       103  

Oji Holdings Corp

    84,900       335  

Okinawa Cellular Telephone Co

    6,200       151  

Ono Pharmaceutical Co Ltd

    49,200       672  

Oracle Corp Japan

    1,400       97  

Osaka Gas Co Ltd

    38,600       850  

Otsuka Corp

    18,200       350  

Otsuka Holdings Co Ltd

    13,700       577  

Rengo Co Ltd

    32,300       210  

Rohm Co Ltd

    25,000       334  

Sankyo Co Ltd

    148,000       1,606  

Sankyu Inc

    10,500       358  

Secom Co Ltd

    12,900       762  

Seiko Epson Corp

    45,500       707  

Seino Holdings Co Ltd

    58,300       787  

Sekisui House Ltd

    47,600       1,054  

Senko Group Holdings Co Ltd

    58,300       408  

Showa Sangyo Co Ltd

    5,500       108  

SoftBank Corp

    30,200       369  

Sojitz

    5,500       134  

Sompo Holdings Inc

    7,200       154  

Sumitomo Corp

    38,800       969  

Sumitomo Heavy Industries Ltd

    29,800       775  

Sumitomo Mitsui Financial Group Inc

    36,800       2,454  

Sumitomo Mitsui Trust Holdings Inc

    59,600       1,360  

Sundrug Co Ltd

    11,100       280  

Techno Ryowa Ltd

    7,800       82  

Toho Holdings Co Ltd

    5,000       131  

TOPPAN Holdings Inc

    10,000       276  

Toyota Boshoku Corp

    7,700       102  

Trend Micro Inc/Japan

    7,800       317  

USS Co Ltd

    41,300       347  

Valor Holdings Co Ltd

    29,600       453  

Yamada Holdings Co Ltd

    91,000       244  

Yamaguchi Financial Group Inc

    92,500       1,050  

Yamato Holdings Co Ltd

    8,900       98  

Zaoh Co Ltd

    8,700       139  
              72,594  
                 

Jordan — 0.3%

Hikma Pharmaceuticals PLC

    39,776       951  
                 

Netherlands — 3.4%

ABN AMRO Bank NV GDR

    11,695       192  

EXOR

    7,719       808  

Koninklijke Ahold Delhaize NV

    158,868       4,698  

Koninklijke KPN NV

    419,598       1,610  

 

 

 

84

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

NN Group NV

    29,146     $ 1,357  

Shell PLC

    3,555       128  

Wolters Kluwer NV

    7,314       1,214  
              10,007  
                 

New Zealand — 0.5%

Channel Infrastructure NZ

    215,508       196  

Fisher & Paykel Healthcare Corp Ltd

    19,131       350  

Mercury NZ Ltd

    109,078       436  

Meridian Energy Ltd

    35,190       135  

Spark New Zealand Ltd

    132,000       335  
              1,452  
                 

Norway — 1.3%

DNB Bank ASA

    22,448       442  

Norsk Hydro ASA

    28,454       178  

Olav Thon Eiendomsselskap ASA

    13,082       275  

Orkla ASA

    223,484       1,821  

Sparebank 1 Oestlandet

    8,506       108  

SpareBank 1 SR-Bank ASA

    17,208       211  

Telenor ASA

    68,488       783  
              3,818  
                 

Portugal — 0.7%

Jeronimo Martins SGPS SA

    49,232       963  

Navigator Co SA/The

    99,210       413  

NOS SGPS SA

    88,787       315  

REN - Redes Energeticas Nacionais SGPS SA

    41,729       102  

Sonae SGPS SA

    383,487       360  
              2,153  
                 

Singapore — 3.4%

DBS Group Holdings Ltd

    106,970       2,825  

Jardine Cycle & Carriage Ltd

    124,300       2,439  

Jardine Matheson Holdings Ltd

    11,300       400  

Mapletree Logistics Trust ‡

     154,270       147  

Oversea-Chinese Banking Corp Ltd

    123,400       1,314  

Sheng Siong Group Ltd

    383,000       421  

Singapore Exchange Ltd

    29,700       208  

Singapore Technologies Engineering Ltd

    146,200       467  

United Overseas Bank Ltd

    70,700       1,634  

Venture Corp Ltd

    8,100       85  
              9,940  
                 

South Africa — 0.0%

Thungela Resources Ltd

    1,394       8  
                 

Spain — 2.1%

Acerinox SA

    17,247       179  

ACS Actividades de Construccion y Servicios SA

    6,068       262  

Aena SME SA

    693       140  

CaixaBank SA

    14,847       79  

Cia de Distribucion Integral Logista Holdings SA

    90,492       2,562  

Endesa SA

    4,916       92  

Faes Farma SA

    27,579       107  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Iberdrola SA

    60,545     $ 786  

Indra Sistemas

    23,422       485  

Industria de Diseno Textil SA

    5,193       258  

Repsol SA, Cl A

    63,940       1,010  

Telefonica SA

    61,390       260  
              6,220  
                 

Sweden — 2.0%

Axfood AB

    13,229       348  

Betsson, Cl B

    22,582       264  

Epiroc AB, Cl B

    14,793       271  

Essity AB, Cl B

    45,353       1,162  

Industrivarden AB, Cl C

    21,625       730  

KNOW IT AB

    7,589       119  

Nyfosa AB

    18,745       182  

Securitas AB, Cl B

    32,657       324  

Skandinaviska Enskilda Banken AB, Cl A

    27,192       402  

Svenska Cellulosa AB SCA, Cl B

    11,438       169  

Swedbank AB, Cl A

    32,836       676  

Swedish Orphan Biovitrum AB *

     9,866       264  

Telia Co AB

    38,221       103  

Volvo AB, Cl B

    34,797       891  
              5,905  
                 

Switzerland — 8.4%

ABB Ltd

    11,765       654  

Alcon Inc

    3,282       293  

ALSO Holding AG

    606       187  

Baloise Holding AG

    3,897       686  

Basellandschaftliche Kantonalbank

    160       150  

Berner Kantonalbank AG

    473       123  

BKW AG

    6,357       1,014  

Chocoladefabriken Lindt & Spruengli AG

    74       864  

EFG International AG

    36,769       541  

Emmi AG

    489       483  

EMS-Chemie Holding AG

    206       169  

Givaudan SA

    24       114  

Holcim AG

    12,184       1,079  

Landis+Gyr Group AG

    1,298       105  

Logitech International SA

    4,454       431  

Nestle SA

    10,269       1,048  

Novartis AG

    50,109       5,363  

PSP Swiss Property AG

    3,886       499  

Roche Holding AG

    8,844       2,455  

Romande Energie Holding SA

    1,900       119  

Sandoz Group AG

    4,317       156  

Schindler Holding AG

    778       195  

Sika AG

    1,337       383  

Sonova Holding AG

    1,708       528  

Swatch Group AG/The

    2,251       92  

Swiss Life Holding AG

    1,571       1,155  

Swiss Prime Site AG

    1,190       113  

Swiss Re AG

    13,165       1,633  

Swisscom AG

    2,883       1,622  

 

 

 

SEI Institutional Managed Trust

 

85

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Thurgauer Kantonalbank

    927     $ 125  

TX Group AG

    559       101  

Valiant Holding AG

    8,341       945  

Zurich Insurance Group AG

    2,252       1,201  
              24,626  
                 

United Kingdom — 13.8%

3i Group PLC

    15,611       605  

Atalaya Mining PLC

    22,294       122  

B&M European Value Retail SA

    109,127       603  

BAE Systems PLC

    254,718       4,250  

Balfour Beatty PLC

    41,739       193  

Bank of Georgia Group PLC

    10,762       549  

BP PLC

    199,563       1,199  

British American Tobacco PLC

    26,721       821  

Britvic PLC

    61,970       925  

BT Group PLC, Cl A

    485,618       862  

Bunzl PLC

    21,920       834  

Centamin PLC

    91,997       141  

Centrica PLC

    462,322       788  

Coca-Cola Europacific Partners PLC

    11,497       838  

Coca-Cola HBC AG

    37,736       1,287  

Computacenter PLC

    33,825       1,228  

DCC PLC

    1,124       79  

Diageo PLC

    3,992       126  

Endeavour Mining PLC

    6,089       130  

Ferguson PLC

    1,009       194  

GSK PLC

    181,258       3,504  

GSK PLC ADR

    9,074       349  

Haleon PLC

    68,760       280  

Howden Joinery Group PLC

    31,799       353  

HSBC Holdings PLC

    99,862       863  

Imperial Brands PLC

    111,853       2,862  

Inchcape PLC

    12,434       117  

J Sainsbury PLC

    514,865       1,660  

Kingfisher PLC

    155,257       488  

National Grid PLC

    8,113       91  

Pearson PLC

    44,486       557  

Premier Foods PLC

    325,003       652  

QinetiQ Group PLC

    309,071       1,732  

RELX PLC

    23,211       1,068  

Sage Group PLC/The

    82,555       1,136  

Serco Group PLC

    303,591       690  

Shell PLC

    69,558       2,492  

Spirent Communications PLC

    75,809       175  

Tesco PLC

    804,451       3,112  

Unilever PLC

    24,439       1,342  

Vodafone Group PLC

    760,283       670  

Woodside Energy Group Ltd

    5,009       94  

YouGov PLC

    8,551       44  
              40,105  
                 

United States — 0.2%

Ferguson PLC

    1,103       213  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Spotify Technology SA *

     952     $ 299  
              512  
                 

Total Common Stock

               

(Cost $207,521) ($ Thousands)

             275,626  
                 

PREFERRED STOCK — 0.9%

Germany — 0.9%

Henkel AG & Co KGaA (A)

     30,256       2,698  
                 

Total Preferred Stock

               

(Cost $1,993) ($ Thousands)

             2,698  
      Number of
Rights		          

RIGHT — 0.0%

Australia — 0.0%

        

Abacus Property Group *‡‡

     40,372       –  

Total Right

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

CASH EQUIVALENT — 1.7%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     4,821,824       4,822  

Total Cash Equivalent

                

(Cost $4,822) ($ Thousands)

             4,822  

Total Investments in Securities — 97.1%

                

(Cost $214,336) ($ Thousands)

  $ 283,146  
                 
                 

 

 

 

86

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Managed International Managed Volatility Fund (Concluded)

 

 

Percentages are based on Net Assets of $291,740 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

(A)

No interest rate available.

 

 
 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     16       Sep-2024     $ 848     $ 845     $ (3 )

FTSE 100 Index

     5       Sep-2024       520       518       –  

SPI 200 Index

     3       Sep-2024       388       390       1  

TOPIX Index

     4       Sep-2024       688       699       17  
                    $ 2,444     $ 2,452     $ 15  

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 2,591     $ 51,730     $ (54,321 )   $ —     $ —     $ —     $ —     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     1,096       56,846       (53,117 )     —       (3 )     4,822       115       —  

Totals

  $ 3,687     $ 108,576     $ (107,438 )   $ –     $ (3 )   $ 4,822     $ 115     $ —  

 

 

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

 

See “Glossary for abbreviations”.

 

 

SEI Institutional Managed Trust

 

87

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Real Estate Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 99.1%
                 

Real Estate — 99.1%

        

Alexandria Real Estate Equities Inc ‡

     10,290     $ 1,204  

American Healthcare REIT Inc ‡

     33,050       483  

American Tower Corp, Cl A ‡

     5,580       1,085  

AvalonBay Communities Inc ‡

     3,310       685  

Brixmor Property Group Inc ‡

     53,310       1,231  

BXP Inc ‡

     22,400       1,379  

Camden Property Trust ‡

     19,664       2,146  

CareTrust REIT Inc ‡

     20,846       523  

Cousins Properties Inc ‡

     40,610       940  

CubeSmart ‡

     9,210       416  

DiamondRock Hospitality Co ‡

     62,830       531  

Digital Realty Trust Inc, Cl A ‡

     21,130       3,213  

Douglas Emmett Inc ‡

     39,250       522  

EastGroup Properties Inc ‡

     1,540       262  

Equinix Inc ‡

     9,025       6,828  

Equity Residential ‡

     43,910       3,045  

Extra Space Storage Inc ‡

     20,546       3,193  

First Industrial Realty Trust Inc ‡

     34,650       1,646  

Healthpeak Properties Inc ‡

     71,240       1,396  

Host Hotels & Resorts Inc ‡

     72,690       1,307  

Invitation Homes Inc ‡

     77,360       2,776  

Iron Mountain Inc ‡

     9,730       872  

Kilroy Realty Corp ‡

     14,270       445  

Kimco Realty Corp ‡

     129,300       2,516  

Macerich Co/The ‡

     6,850       106  

Omega Healthcare Investors Inc ‡

     32,570       1,116  

Phillips Edison & Co Inc ‡

     3,200       105  

Prologis Inc ‡

     62,370       7,005  

Public Storage ‡

     9,280       2,669  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Retail Opportunity Investments Corp ‡

     71,780     $ 892  

Rexford Industrial Realty Inc ‡

     33,260       1,483  

Ryman Hospitality Properties Inc ‡

     3,240       324  

SBA Communications Corp, Cl A ‡

     2,210       434  

Simon Property Group Inc ‡

     19,556       2,969  

Sun Communities Inc ‡

     17,860       2,149  

UDR Inc ‡

     78,930       3,248  

Urban Edge Properties ‡

     24,260       448  

Ventas Inc ‡

     63,610       3,261  

Vornado Realty Trust ‡

     10,850       285  

Welltower Inc ‡

     30,680       3,198  

Xenia Hotels & Resorts Inc ‡

     17,760       254  
                 
              68,590  

Total Common Stock

               

(Cost $51,003) ($ Thousands)

             68,590  
                 

CASH EQUIVALENT — 1.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     708,209       708  

Total Cash Equivalent

                

(Cost $708) ($ Thousands)

             708  

Total Investments in Securities — 100.1%

                

(Cost $51,711) ($ Thousands)

  $ 69,298  
                 
                 

 

 

Percentages are based on Net Assets of $69,231 ($ Thousands).

**

The rate reported is the 7-day effective yield as of June 30, 2024.

‡

Real Estate Investment Trust.

†

Investment in Affiliated Security.

††

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

 

 
 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 4     $ 1,020     $ (1,025 )   $ —     $ 1     $ —     $ 1     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     973       13,142       (13,407 )     —       —       708       29       —  

Totals

  $ 977     $ 14,162     $ (14,432 )   $ –     $ 1     $ 708     $ 30     $ —  

 

 

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

 

See “Glossary” for abbreviations.

 

 

88

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES — 40.8%

Agency Mortgage-Backed Obligations — 36.2%

        

FHLMC

                

7.500%, 05/01/2031 to 02/01/2038

  $ 160     $ 162  

7.000%, 04/01/2031 to 03/01/2039

    45       47  

6.500%, 10/01/2031 to 04/01/2054

    3,065       3,140  

6.000%, 02/01/2032 to 04/01/2054

    19,552       19,736  

5.500%, 11/01/2052 to 11/01/2053

    13,662       13,513  

5.000%, 06/01/2033 to 05/01/2053

    11,383       11,063  

4.500%, 04/01/2035 to 08/01/2053

    13,492       12,845  

4.000%, 08/01/2041 to 02/01/2053

    12,761       11,942  

3.500%, 12/01/2033 to 06/01/2052

    20,786       18,846  

3.000%, 03/01/2031 to 06/01/2052

    47,628       41,416  

2.500%, 10/01/2031 to 07/01/2052

    66,372       55,045  

2.000%, 07/01/2032 to 05/01/2052

    64,284       52,238  

1.500%, 11/01/2040 to 08/01/2051

    12,692       9,809  

0.000%, 07/15/2031(A)

     265       190  

FHLMC ARM

                

6.652%, RFUCCT1Y + 1.637%, 04/01/2048(B)

     719       731  

6.170%, RFUCCT1Y + 1.638%, 03/01/2049(B)

     287       293  

4.209%, SOFR30A + 2.304%, 05/01/2053(B)

     1,406       1,363  

3.966%, SOFR30A + 2.140%, 08/01/2052(B)

     519       490  

3.800%, RFUCCT1Y + 1.633%, 02/01/2050(B)

     495       493  

3.144%, RFUCCT1Y + 1.640%, 11/01/2048(B)

     385       382  

3.103%, RFUCCT1Y + 1.621%, 02/01/2050(B)

     206       199  

3.007%, RFUCCT1Y + 1.627%, 11/01/2048(B)

     1,134       1,068  

2.883%, RFUCCT1Y + 1.619%, 11/01/2047(B)

     377       367  

2.635%, RFUCCT1Y + 1.634%, 12/01/2050(B)

     470       428  

FHLMC CMO, Ser 2001-2277, Cl B

                

7.500%, 01/15/2031

     15       15  

FHLMC CMO, Ser 2002-2399, Cl XG

                

6.500%, 01/15/2032

     123       125  

FHLMC CMO, Ser 2006-R007, Cl ZA

                

6.000%, 05/15/2036

     358       370  

FHLMC CMO, Ser 2007-3281, Cl AI, IO

                

0.983%, 02/15/2037(B)

     28       2  

FHLMC CMO, Ser 2007-3294, Cl CB

                

5.500%, 03/15/2037

     82       84  

FHLMC CMO, Ser 2007-3316, Cl JO, PO

                

0.000%, 05/15/2037(A)

     1       1  

FHLMC CMO, Ser 2008-3451, Cl SB, IO

                

0.583%, 05/15/2038(B)

     3       –  

FHLMC CMO, Ser 2010-3621, Cl SB, IO

                

0.783%, 01/15/2040(B)

     20       2  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2010-3693, Cl FC

                

5.948%, SOFR30A + 0.614%, 07/15/2040(B)

   $ 206     $ 206  

FHLMC CMO, Ser 2011-3919, Cl FA

                

5.948%, SOFR30A + 0.614%, 09/15/2041(B)

     194       194  

FHLMC CMO, Ser 2011-3947, Cl SG, IO

                

0.503%, 10/15/2041(B)

     166       15  

FHLMC CMO, Ser 2011-3951, Cl FN

                

5.898%, SOFR30A + 0.564%, 11/15/2041(B)

     152       151  

FHLMC CMO, Ser 2011-3958, Cl AF

                

5.898%, SOFR30A + 0.564%, 11/15/2041(B)

     186       184  

FHLMC CMO, Ser 2011-3975, Cl FA

                

5.938%, SOFR30A + 0.604%, 12/15/2041(B)

     179       178  

FHLMC CMO, Ser 2011-3975, Cl CF

                

5.938%, SOFR30A + 0.604%, 12/15/2041(B)

     148       147  

FHLMC CMO, Ser 2012-264, Cl 30

                

3.000%, 07/15/2042

     803       721  

FHLMC CMO, Ser 2012-271, Cl 30

                

3.000%, 08/15/2042

     214       194  

FHLMC CMO, Ser 2012-271, Cl F5

                

5.948%, SOFR30A + 0.614%, 08/15/2042(B)

     265       260  

FHLMC CMO, Ser 2012-272, Cl F1

                

5.948%, SOFR30A + 0.614%, 08/15/2042(B)

     423       416  

FHLMC CMO, Ser 2012-280, Cl F1

                

5.948%, SOFR30A + 0.614%, 09/15/2042(B)

     428       421  

FHLMC CMO, Ser 2012-283, Cl IO, IO

                

3.500%, 10/15/2027

     68       2  

FHLMC CMO, Ser 2012-3990, Cl FG

                

5.898%, SOFR30A + 0.564%, 01/15/2042(B)

     219       218  

FHLMC CMO, Ser 2012-4047, Cl CX

                

3.500%, 05/15/2042

     821       734  

FHLMC CMO, Ser 2012-4054, Cl SA, IO

                

0.603%, 08/15/2039(B)

     291       23  

FHLMC CMO, Ser 2012-4059, Cl FP

                

5.898%, SOFR30A + 0.564%, 06/15/2042(B)

     245       243  

FHLMC CMO, Ser 2012-4091, Cl MX

                

3.250%, 02/15/2042

     325       294  

FHLMC CMO, Ser 2012-4091, Cl FN

                

5.848%, SOFR30A + 0.514%, 08/15/2042(B)

     239       237  

FHLMC CMO, Ser 2012-4091, Cl BX

                

3.250%, 10/15/2041

     411       373  

FHLMC CMO, Ser 2012-4091, Cl EX

                

3.375%, 07/15/2042

     261       238  

 

 

 

SEI Institutional Managed Trust

 

89

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2012-4117, Cl HB

                

2.500%, 10/15/2042

   $ 283     $ 240  

FHLMC CMO, Ser 2012-4122, Cl FP

                

5.848%, SOFR30A + 0.514%, 10/15/2042(B)

     298       292  

FHLMC CMO, Ser 2012-4146, Cl DI, IO

                

3.000%, 12/15/2031

     173       7  

FHLMC CMO, Ser 2013-4194, Cl BI, IO

                

3.500%, 04/15/2043

     47       8  

FHLMC CMO, Ser 2013-4203, Cl PS, IO

                

0.803%, 09/15/2042(B)

     151       12  

FHLMC CMO, Ser 2013-4205, Cl PA

                

1.750%, 05/15/2043

     265       220  

FHLMC CMO, Ser 2013-4210, Cl Z

                

3.000%, 05/15/2043

     74       58  

FHLMC CMO, Ser 2013-4239, Cl IO, IO

                

3.500%, 06/15/2027

     35       1  

FHLMC CMO, Ser 2013-4240, Cl FA

                

5.948%, SOFR30A + 0.614%, 08/15/2043(B)

     771       757  

FHLMC CMO, Ser 2013-4286, Cl VF

                

5.898%, SOFR30A + 0.564%, 12/15/2043(B)

     568       558  

FHLMC CMO, Ser 2014-328, Cl S4, IO

                

0.438%, 02/15/2038(B)

     8       –  

FHLMC CMO, Ser 2014-4335, Cl SW, IO

                

0.553%, 05/15/2044(B)

     33       3  

FHLMC CMO, Ser 2014-4391, Cl MZ

                

3.000%, 09/15/2044

     134       116  

FHLMC CMO, Ser 2014-4415, Cl IO, IO

                

0.302%, 04/15/2041(B)

     98       6  

FHLMC CMO, Ser 2015-4446, Cl CP

                

2.250%, 03/15/2045

     358       307  

FHLMC CMO, Ser 2016-353, Cl S1, IO

                

0.553%, 12/15/2046(B)

     231       23  

FHLMC CMO, Ser 2016-4544, Cl P

                

2.500%, 01/15/2046

     1,592       1,353  

FHLMC CMO, Ser 2016-4582, Cl HA

                

3.000%, 09/15/2045

     1,312       1,207  

FHLMC CMO, Ser 2016-4587, Cl AF

                

5.798%, SOFR30A + 0.464%, 06/15/2046(B)

     398       396  

FHLMC CMO, Ser 2016-4604, Cl FB

                

5.848%, SOFR30A + 0.514%, 08/15/2046(B)

     687       678  

FHLMC CMO, Ser 2016-4611, Cl BF

                

5.848%, SOFR30A + 0.514%, 06/15/2041(B)

     2,578       2,545  

FHLMC CMO, Ser 2016-4620, Cl LF

                

5.848%, SOFR30A + 0.514%, 10/15/2046(B)

     380       375  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2016-4628, Cl KF

                

5.948%, SOFR30A + 0.614%, 01/15/2055(B)

   $ 385     $ 376  

FHLMC CMO, Ser 2016-4639, Cl HZ

                

3.250%, 04/15/2053(C)

     1,924       1,492  

FHLMC CMO, Ser 2017-356, Cl 300

                

3.000%, 09/15/2047

     1,083       957  

FHLMC CMO, Ser 2017-4709, Cl FA

                

5.748%, SOFR30A + 0.414%, 08/15/2047(B)

     274       269  

FHLMC CMO, Ser 2017-4719, Cl LA

                

3.500%, 09/15/2047

     377       338  

FHLMC CMO, Ser 2017-4719, Cl LM

                

3.000%, 09/15/2047

     296       258  

FHLMC CMO, Ser 2017-4742, Cl PA

                

3.000%, 10/15/2047

     797       707  

FHLMC CMO, Ser 2018-4753, Cl BD

                

3.000%, 01/15/2048

     292       252  

FHLMC CMO, Ser 2018-4813, Cl CJ

                

3.000%, 08/15/2048

     171       146  

FHLMC CMO, Ser 2018-4818, Cl CA

                

3.000%, 04/15/2048

     378       330  

FHLMC CMO, Ser 2018-4826, Cl KF

                

5.748%, SOFR30A + 0.414%, 09/15/2048(B)

     248       242  

FHLMC CMO, Ser 2018-4846, Cl PA

                

4.000%, 06/15/2047

     23       22  

FHLMC CMO, Ser 2018-4854, Cl FB

                

5.748%, SOFR30A + 0.414%, 01/15/2049(B)

     725       714  

FHLMC CMO, Ser 2018-4857, Cl JA

                

3.350%, 01/15/2049

     1,162       1,082  

FHLMC CMO, Ser 2019-4880, Cl DA

                

3.000%, 05/15/2050

     550       490  

FHLMC CMO, Ser 2019-4903, Cl NF

                

5.850%, SOFR30A + 0.514%, 08/25/2049(B)

     235       230  

FHLMC CMO, Ser 2019-4927, Cl BG

                

3.000%, 11/25/2049

     512       459  

FHLMC CMO, Ser 2019-4937, Cl MD

                

2.500%, 10/25/2049

     520       446  

FHLMC CMO, Ser 2019-4940, Cl AG

                

3.000%, 05/15/2040

     324       298  

FHLMC CMO, Ser 2019-4941, Cl GA

                

2.000%, 12/15/2047

     294       241  

FHLMC CMO, Ser 2020-4954, Cl LB

                

2.500%, 02/25/2050

     322       276  

FHLMC CMO, Ser 2020-4957, Cl MY

                

3.000%, 02/25/2050

     312       252  

FHLMC CMO, Ser 2020-4979, Cl UC

                

1.500%, 06/25/2050

     953       741  

 

 

 

90

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2020-4988, Cl KF

                

5.800%, SOFR30A + 0.464%, 07/25/2050(B)

   $ 402     $ 395  

FHLMC CMO, Ser 2020-4991, Cl QV

                

2.000%, 09/25/2045

     275       220  

FHLMC CMO, Ser 2020-4993, Cl KF

                

5.900%, SOFR30A + 0.564%, 07/25/2050(B)

     2,242       2,185  

FHLMC CMO, Ser 2020-4995, Cl IC, IO

                

4.500%, 07/25/2050

     658       103  

FHLMC CMO, Ser 2020-5004, Cl FM

                

5.800%, SOFR30A + 0.464%, 08/25/2050(B)

     467       451  

FHLMC CMO, Ser 2020-5010, Cl JI, IO

                

2.500%, 09/25/2050

     682       108  

FHLMC CMO, Ser 2020-5010, Cl IK, IO

                

2.500%, 09/25/2050

     316       46  

FHLMC CMO, Ser 2020-5012, Cl BI, IO

                

4.000%, 09/25/2050

     2,459       520  

FHLMC CMO, Ser 2020-5013, Cl IN, IO

                

2.500%, 09/25/2050

     390       65  

FHLMC CMO, Ser 2020-5018, Cl MI, IO

                

2.000%, 10/25/2050

     475       63  

FHLMC CMO, Ser 2020-5020, Cl ET

                

3.500%, 10/25/2050

     433       385  

FHLMC CMO, Ser 2020-5040, Cl IB, IO

                

2.500%, 11/25/2050

     133       19  

FHLMC CMO, Ser 2020-5050, Cl IE, IO

                

2.000%, 12/25/2050

     1,997       248  

FHLMC CMO, Ser 2020-5058, Cl BC

                

5.000%, 11/25/2050

     310       301  

FHLMC CMO, Ser 2020-5059, Cl IB, IO

                

2.500%, 01/25/2051

     717       120  

FHLMC CMO, Ser 2020-5068, Cl AI, IO

                

3.000%, 11/25/2050

     606       102  

FHLMC CMO, Ser 2021-5070, Cl DI, IO

                

4.000%, 02/25/2051

     2,125       436  

FHLMC CMO, Ser 2021-5071, Cl IH, IO

                

2.500%, 02/25/2051

     475       63  

FHLMC CMO, Ser 2021-5085, Cl NI, IO

                

2.000%, 03/25/2051

     976       117  

FHLMC CMO, Ser 2021-5091, Cl AB

                

1.500%, 03/25/2051

     880       695  

FHLMC CMO, Ser 2021-5092, Cl HE

                

2.000%, 02/25/2051

     513       423  

FHLMC CMO, Ser 2021-5092, Cl AP

                

2.000%, 04/25/2041

     377       319  

FHLMC CMO, Ser 2021-5093, Cl IY, IO

                

4.500%, 12/25/2050

     943       218  

FHLMC CMO, Ser 2021-5115, Cl IO, IO

                

4.500%, 10/25/2049

     482       110  

FHLMC CMO, Ser 2021-5116, Cl PB

                

2.250%, 02/25/2051

     535       457  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2021-5118, Cl CA

                

1.500%, 10/15/2033

   $ 473     $ 416  

FHLMC CMO, Ser 2021-5118, Cl NI, IO

                

2.000%, 02/25/2051

     1,502       196  

FHLMC CMO, Ser 2021-5119, Cl AB

                

1.500%, 08/25/2049

     410       319  

FHLMC CMO, Ser 2021-5119, Cl QF

                

5.535%, SOFR30A + 0.200%, 06/25/2051(B)

     677       638  

FHLMC CMO, Ser 2021-5140, Cl NI, IO

                

2.500%, 05/25/2049

     935       132  

FHLMC CMO, Ser 2021-5143, Cl GA

                

2.000%, 06/25/2049

     341       274  

FHLMC CMO, Ser 2021-5159, Cl IP, IO

                

3.000%, 11/25/2051

     711       102  

FHLMC CMO, Ser 2021-5161, Cl IO, IO

                

2.000%, 03/25/2051

     782       106  

FHLMC CMO, Ser 2021-5178, Cl TP

                

2.500%, 04/25/2049

     760       648  

FHLMC CMO, Ser 2021-5182, Cl M

                

2.500%, 05/25/2049

     456       396  

FHLMC CMO, Ser 2021-5184, Cl AB

                

2.500%, 05/25/2048

     317       279  

FHLMC CMO, Ser 2022-5201, Cl CA

                

2.500%, 07/25/2048

     669       591  

FHLMC CMO, Ser 2022-5202, Cl MB

                

3.000%, 11/25/2048

     819       728  

FHLMC CMO, Ser 2022-5202, Cl TA

                

2.500%, 12/25/2048

     955       854  

FHLMC CMO, Ser 2022-5202, Cl IN, IO

                

3.000%, 01/25/2047

     705       93  

FHLMC CMO, Ser 2022-5202, Cl LA

                

2.500%, 05/25/2049

     694       595  

FHLMC CMO, Ser 2022-5202, Cl BH

                

2.000%, 12/25/2047

     342       302  

FHLMC CMO, Ser 2022-5206, Cl CD

                

3.500%, 05/25/2049

     639       579  

FHLMC CMO, Ser 2022-5207, Cl PA

                

3.000%, 06/25/2051

     700       609  

FHLMC CMO, Ser 2022-5209, Cl EJ

                

3.000%, 08/25/2050

     522       466  

FHLMC CMO, Ser 2022-5209, Cl EA

                

3.000%, 08/25/2050

     522       466  

FHLMC CMO, Ser 2022-5210, Cl DC

                

3.000%, 09/25/2051

     490       445  

FHLMC CMO, Ser 2022-5214, Cl BY

                

3.000%, 04/25/2052

     480       383  

FHLMC CMO, Ser 2022-5217, Cl CD

                

2.500%, 07/25/2049

     558       506  

FHLMC CMO, Ser 2022-5220, Cl QK

                

3.500%, 09/25/2050

     1,014       942  

FHLMC CMO, Ser 2022-5224, Cl HL

                

4.000%, 04/25/2052

     2,100       1,859  

 

 

 

SEI Institutional Managed Trust

 

91

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC CMO, Ser 2022-5228, Cl TN

                

3.500%, 07/25/2039

   $ 345     $ 322  

FHLMC CMO, Ser 2022-5274, Cl IO, IO

                

2.500%, 01/25/2051

     634       104  

FHLMC CMO, Ser 2022-5282, Cl GI, IO

                

4.000%, 02/25/2050

     515       106  

FHLMC CMO, Ser 2023-390, Cl C14, IO

                

4.000%, 11/15/2052

     472       116  

FHLMC CMO, Ser 2023-400, Cl C9, IO

                

2.000%, 03/25/2052

     770       105  

FHLMC CMO, Ser 2023-5293, Cl CI, IO

                

2.500%, 04/25/2051

     1,555       249  

FHLMC CMO, Ser 2023-5293, Cl KI, IO

                

2.000%, 02/25/2051

     1,861       239  

FHLMC CMO, Ser 2023-5293, Cl IO, IO

                

2.000%, 03/25/2051

     2,747       346  

FHLMC CMO, Ser 2023-5335, Cl FB

                

6.148%, SOFR30A + 0.814%, 10/15/2039(B)

     860       863  

FHLMC CMO, Ser 2023-5338, Cl FH

                

5.748%, SOFR30A + 0.414%, 04/15/2045(B)

     839       818  

FHLMC CMO, Ser 2023-5377, Cl IO, IO

                

2.500%, 12/25/2051

     867       113  

FHLMC CMO, Ser 2024-5386, Cl DM

                

2.000%, 03/25/2044

     532       370  

FHLMC CMO, Ser 2024-5389, Cl IC, IO

                

4.500%, 11/25/2051

     966       220  

FHLMC CMO, Ser 2024-5396, Cl HF

                

6.285%, SOFR30A + 0.950%, 04/25/2054(B)

     1,177       1,184  

FHLMC CMO, Ser 2024-5399, Cl FB

                

6.235%, SOFR30A + 0.900%, 04/25/2054(B)

     662       663  

FHLMC CMO, Ser 2024-5410, Cl JY

                

3.000%, 03/15/2044

     462       385  

FHLMC Multiclass Certificates, Ser P009, Cl A2

                

1.878%, 01/25/2031

     500       421  

FHLMC Multifamily Structured Pass Through Certificates, Ser 150, Cl X1, IO

                

0.446%, 09/25/2032(B)

     8,496       201  

FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO

                

0.301%, 11/25/2032(B)

     15,290       214  

FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO

                

0.527%, 01/25/2033(B)

     13,696       381  

FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO

                

0.421%, 04/25/2033(B)

     8,989       198  

FHLMC Multifamily Structured Pass-Through Certificates, Ser 160, Cl X1, IO

                

0.383%, 08/25/2033(B)

     4,999       98  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2

                

3.329%, 05/25/2025(B)

   $ 279     $ 274  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO

                

0.730%, 03/25/2027(B)

     4,454       61  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO

                

1.282%, 06/25/2029(B)

     4,850       245  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO

                

1.013%, 06/25/2029(B)

     1,974       71  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO

                

1.375%, 06/25/2029(B)

     700       38  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO

                

1.440%, 01/25/2030(B)

     3,297       200  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO

                

1.811%, 04/25/2030(B)

     1,784       135  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO

                

1.129%, 10/25/2030(B)

     5,436       273  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO

                

0.610%, 03/25/2031(B)

     9,008       243  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO

                

0.494%, 12/25/2031(B)

     12,045       254  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO

                

0.403%, 08/25/2032(B)

     11,267       234  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO

                

1.405%, 07/25/2026(B)

     949       19  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO

                

0.650%, 12/25/2027(B)

     2,975       48  

FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO

                

1.021%, 05/25/2028(B)

     3,969       120  

FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO

                

1.363%, 06/25/2027(B)

     1,426       35  

FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2

                

2.091%, 11/25/2031(B)

     710       593  

FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2

                

3.291%, 03/25/2027

     320       306  

FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA

                

6.000%, 04/15/2036

     231       239  

 

 

 

92

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO

                

4.500%, 06/25/2050

   $ 1,729     $ 404  

FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A

                

7.435%, SOFR30A + 2.100%, 04/25/2043(B)(D)

     1,452       1,486  

FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1

                

8.735%, SOFR30A + 3.400%, 10/25/2041(B)(D)

     920       953  

FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2

                

6.835%, SOFR30A + 1.500%, 10/25/2041(B)(D)

     5,746       5,775  

FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2

                

9.085%, SOFR30A + 3.750%, 02/25/2042(B)(D)

     440       462  

FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B

                

7.735%, SOFR30A + 2.400%, 02/25/2042(B)(D)

     1,220       1,250  

FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1

                

10.985%, SOFR30A + 5.650%, 04/25/2042(B)(D)

     420       457  

FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A

                

2.174%, 10/25/2037(B)

     54       53  

FNMA

                

7.500%, 10/01/2037 to 01/01/2054

    1,638       1,706  

7.000%, 09/01/2026 to 01/01/2054

    3,116       3,225  

6.500%, 05/01/2027 to 06/01/2054

    4,001       4,117  

6.000%, 02/01/2034 to 06/01/2054

    14,631       14,752  

5.500%, 02/01/2035 to 09/01/2056

    19,535       19,322  

5.000%, 06/01/2038 to 05/01/2054

    13,986       13,625  

4.500%, 04/01/2025 to 08/01/2058

    33,474       31,806  

4.200%, 01/01/2029

     775       754  

4.000%, 01/01/2027 to 06/01/2057

    28,888       27,055  

3.500%, 05/01/2033 to 06/01/2052

    45,863       41,473  

3.020%, 05/01/2026

     550       529  

3.000%, 12/01/2031 to 07/01/2060

    128,486       112,170  

2.820%, 07/01/2027

     541       511  

2.500%, 03/01/2035 to 09/01/2061

    80,073       66,912  

2.455%, 04/01/2040

     1,920       1,363  

2.000%, 03/01/2028 to 04/01/2052

    145,112       117,141  

1.850%, 09/01/2035

     519       439  

1.500%, 04/01/2041 to 02/01/2052

    9,980       7,582  

FNMA ARM

                

7.084%, 12MTA + 1.940%, 11/01/2035(B)

     134       137  

7.063%, 12MTA + 1.854%, 10/01/2035(B)

     121       123  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

7.020%, 12MTA + 1.848%, 10/01/2035(B)

   $ 34     $ 35  

6.962%, 12MTA + 1.859%, 11/01/2035(B)

     28       28  

6.418%, RFUCCT1Y + 1.584%, 01/01/2046(B)

     504       514  

6.074%, RFUCCT1Y + 1.578%, 06/01/2045(B)

     217       221  

4.648%, SOFR30A + 2.130%, 08/01/2052(B)

     857       839  

4.628%, SOFR30A + 2.123%, 08/01/2052(B)

     848       823  

4.614%, SOFR30A + 2.126%, 08/01/2052(B)

     1,055       1,032  

4.356%, SOFR30A + 2.125%, 07/01/2052(B)

     950       924  

4.215%, SOFR30A + 2.128%, 11/01/2052(B)

     621       604  

4.140%, SOFR30A + 2.132%, 10/01/2052(B)

     1,853       1,799  

4.115%, SOFR30A + 2.120%, 09/01/2052(B)

     732       710  

4.103%, SOFR30A + 2.120%, 07/01/2052(B)

     747       710  

3.953%, SOFR30A + 2.120%, 08/01/2052(B)

     219       207  

3.325%, RFUCCT1Y + 1.603%, 03/01/2050(B)

     839       843  

2.776%, RFUCCT1Y + 1.606%, 06/01/2050(B)

     363       335  

FNMA CMO, Ser 1999-11, Cl Z

                

5.500%, 03/25/2029

     43       41  

FNMA CMO, Ser 2005-29, Cl ZA

                

5.500%, 04/25/2035

     104       105  

FNMA CMO, Ser 2006-112, Cl ST, IO

                

1.250%, 11/25/2036(B)

     195       8  

FNMA CMO, Ser 2009-103, Cl MB

                

6.869%, 12/25/2039(B)

     14       14  

FNMA CMO, Ser 2009-86, Cl BO, PO

                

0.000%, 03/25/2037(A)

     277       240  

FNMA CMO, Ser 2010-107, Cl FB

                

5.860%, SOFR30A + 0.524%, 09/25/2040(B)

     195       194  

FNMA CMO, Ser 2011-111, Cl DB

                

4.000%, 11/25/2041

     379       358  

FNMA CMO, Ser 2011-117, Cl FA

                

5.900%, SOFR30A + 0.564%, 11/25/2041(B)

     397       394  

FNMA CMO, Ser 2011-117, Cl AF

                

5.900%, SOFR30A + 0.564%, 11/25/2041(B)

     172       171  

FNMA CMO, Ser 2011-127, Cl FC

                

5.900%, SOFR30A + 0.564%, 12/25/2041(B)

     183       182  

 

 

 

SEI Institutional Managed Trust

 

93

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2011-142, Cl EF

                

5.950%, SOFR30A + 0.614%, 01/25/2042(B)

   $ 208     $ 208  

FNMA CMO, Ser 2011-59, Cl NZ

                

5.500%, 07/25/2041

     705       721  

FNMA CMO, Ser 2011-87, Cl SG, IO

                

1.100%, 04/25/2040(B)

     20       –  

FNMA CMO, Ser 2011-96, Cl SA, IO

                

1.100%, 10/25/2041(B)

     359       23  

FNMA CMO, Ser 2012-101, Cl BI, IO

                

4.000%, 09/25/2027

     2       –  

FNMA CMO, Ser 2012-101, Cl AI, IO

                

3.000%, 06/25/2027

     24       –  

FNMA CMO, Ser 2012-106, Cl FA

                

5.790%, SOFR30A + 0.454%, 10/25/2042(B)

     170       168  

FNMA CMO, Ser 2012-118, Cl VZ

                

3.000%, 11/25/2042

     371       329  

FNMA CMO, Ser 2012-12, Cl FA

                

5.950%, SOFR30A + 0.614%, 02/25/2042(B)

     182       181  

FNMA CMO, Ser 2012-133, Cl JF

                

5.800%, SOFR30A + 0.464%, 12/25/2042(B)

     349       341  

FNMA CMO, Ser 2012-133, Cl CS, IO

                

0.700%, 12/25/2042(B)

     106       11  

FNMA CMO, Ser 2012-151, Cl NX

                

1.500%, 01/25/2043

     282       234  

FNMA CMO, Ser 2012-28, Cl B

                

6.500%, 06/25/2039

     2       2  

FNMA CMO, Ser 2012-35, Cl FL

                

5.950%, SOFR30A + 0.614%, 04/25/2042(B)

     148       147  

FNMA CMO, Ser 2012-35, Cl SC, IO

                

1.050%, 04/25/2042(B)

     87       10  

FNMA CMO, Ser 2012-46, Cl BA

                

6.000%, 05/25/2042

     89       91  

FNMA CMO, Ser 2012-47, Cl JF

                

5.950%, SOFR30A + 0.614%, 05/25/2042(B)

     244       243  

FNMA CMO, Ser 2012-74, Cl SA, IO

                

1.200%, 03/25/2042(B)

     95       6  

FNMA CMO, Ser 2012-74, Cl OA, PO

                

0.000%, 03/25/2042(A)

     7       6  

FNMA CMO, Ser 2012-75, Cl AO, PO

                

0.000%, 03/25/2042(A)

     15       13  

FNMA CMO, Ser 2012-9, Cl FA

                

5.950%, SOFR30A + 0.614%, 02/25/2042(B)

     139       139  

FNMA CMO, Ser 2012-9, Cl WF

                

5.950%, SOFR30A + 0.614%, 02/25/2042(B)

     142       141  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2013-11, Cl AP

                

1.500%, 01/25/2043

   $ 852     $ 761  

FNMA CMO, Ser 2013-111, Cl PL

                

2.000%, 12/25/2042

     234       206  

FNMA CMO, Ser 2013-124, Cl SB, IO

                

0.500%, 12/25/2043(B)

     171       16  

FNMA CMO, Ser 2013-126, Cl CS, IO

                

0.700%, 09/25/2041(B)

     126       8  

FNMA CMO, Ser 2013-15, Cl FA

                

5.800%, SOFR30A + 0.464%, 03/25/2043(B)

     421       411  

FNMA CMO, Ser 2013-35, Cl CL

                

3.000%, 02/25/2043

     6,875       6,500  

FNMA CMO, Ser 2013-43, Cl BP

                

1.750%, 05/25/2043

     323       270  

FNMA CMO, Ser 2013-49, Cl AP

                

1.750%, 05/25/2043

     199       163  

FNMA CMO, Ser 2013-54, Cl BS, IO

                

0.700%, 06/25/2043(B)

     62       7  

FNMA CMO, Ser 2013-73, Cl IB, IO

                

3.500%, 07/25/2028

     16       1  

FNMA CMO, Ser 2013-73, Cl IA, IO

                

3.000%, 09/25/2032

     134       6  

FNMA CMO, Ser 2013-9, Cl SA, IO

                

0.700%, 03/25/2042(B)

     117       5  

FNMA CMO, Ser 2013-9, Cl BC

                

6.500%, 07/25/2042

     106       111  

FNMA CMO, Ser 2013-9, Cl CB

                

5.500%, 04/25/2042

     851       863  

FNMA CMO, Ser 2014-17, Cl DY

                

3.500%, 04/25/2044

     514       456  

FNMA CMO, Ser 2014-25, Cl EL

                

3.000%, 05/25/2044

     403       362  

FNMA CMO, Ser 2014-47, Cl AI, IO

                

0.487%, 08/25/2044(B)

     62       3  

FNMA CMO, Ser 2014-6, Cl Z

                

2.500%, 02/25/2044

     259       219  

FNMA CMO, Ser 2014-74, Cl PC

                

2.500%, 06/25/2044

     312       286  

FNMA CMO, Ser 2015-26, Cl GF

                

5.750%, SOFR30A + 0.414%, 05/25/2045(B)

     613       598  

FNMA CMO, Ser 2015-32, Cl FA

                

5.750%, SOFR30A + 0.414%, 05/25/2045(B)

     378       368  

FNMA CMO, Ser 2015-48, Cl FB

                

5.750%, SOFR30A + 0.414%, 07/25/2045(B)

     458       446  

FNMA CMO, Ser 2015-55, Cl IO, IO

                

0.274%, 08/25/2055(B)

     165       6  

FNMA CMO, Ser 2015-56, Cl AS, IO

                

0.700%, 08/25/2045(B)

     25       3  

 

 

 

94

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2015-65, Cl CZ

                

3.500%, 09/25/2045

   $ 272     $ 226  

FNMA CMO, Ser 2015-8, Cl AP

                

2.000%, 03/25/2045

     715       619  

FNMA CMO, Ser 2015-84, Cl PA

                

1.700%, 08/25/2033

     998       904  

FNMA CMO, Ser 2016-11, Cl FG

                

5.800%, SOFR30A + 0.464%, 03/25/2046(B)

     265       261  

FNMA CMO, Ser 2016-11, Cl CF

                

5.800%, SOFR30A + 0.464%, 03/25/2046(B)

     192       189  

FNMA CMO, Ser 2016-19, Cl FD

                

5.850%, SOFR30A + 0.514%, 04/25/2046(B)

     1,264       1,247  

FNMA CMO, Ser 2016-22, Cl FG

                

5.850%, SOFR30A + 0.514%, 04/25/2046(B)

     421       416  

FNMA CMO, Ser 2016-22, Cl FA

                

5.850%, SOFR30A + 0.514%, 04/25/2046(B)

     502       494  

FNMA CMO, Ser 2016-3, Cl PL

                

2.500%, 02/25/2046

     2,566       2,140  

FNMA CMO, Ser 2016-37, Cl MJ

                

3.500%, 08/25/2043

     23       23  

FNMA CMO, Ser 2016-45, Cl PB

                

3.000%, 07/25/2046

     282       211  

FNMA CMO, Ser 2016-48, Cl MA

                

2.000%, 06/25/2038

     1,036       938  

FNMA CMO, Ser 2016-57, Cl PC

                

1.750%, 06/25/2046

     2,193       1,814  

FNMA CMO, Ser 2016-69, Cl BF

                

5.850%, SOFR30A + 0.514%, 10/25/2046(B)

     401       396  

FNMA CMO, Ser 2016-75, Cl FE

                

5.850%, SOFR30A + 0.514%, 10/25/2046(B)

     311       307  

FNMA CMO, Ser 2016-78, Cl FA

                

5.850%, SOFR30A + 0.514%, 03/25/2044(B)

     205       202  

FNMA CMO, Ser 2016-79, Cl FH

                

5.850%, SOFR30A + 0.514%, 11/25/2046(B)

     312       307  

FNMA CMO, Ser 2016-82, Cl FE

                

5.850%, SOFR30A + 0.514%, 11/25/2046(B)

     713       704  

FNMA CMO, Ser 2016-82, Cl FH

                

5.850%, SOFR30A + 0.514%, 11/25/2046(B)

     638       629  

FNMA CMO, Ser 2016-84, Cl FB

                

5.850%, SOFR30A + 0.514%, 11/25/2046(B)

     304       300  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2016-86, Cl FE

                

5.850%, SOFR30A + 0.514%, 11/25/2046(B)

   $ 776     $ 765  

FNMA CMO, Ser 2016-88, Cl CF

                

5.900%, SOFR30A + 0.564%, 12/25/2046(B)

     551       545  

FNMA CMO, Ser 2016-91, Cl AF

                

5.850%, SOFR30A + 0.514%, 12/25/2046(B)

     297       295  

FNMA CMO, Ser 2017-12, Cl FD

                

5.850%, SOFR30A + 0.514%, 03/25/2047(B)

     329       325  

FNMA CMO, Ser 2017-13, Cl PA

                

3.000%, 08/25/2046

     443       401  

FNMA CMO, Ser 2017-23, Cl FA

                

5.850%, SOFR30A + 0.514%, 04/25/2047(B)

     352       347  

FNMA CMO, Ser 2017-24, Cl PG

                

2.625%, 04/25/2047

     1,101       938  

FNMA CMO, Ser 2017-26, Cl FA

                

5.800%, SOFR30A + 0.464%, 04/25/2047(B)

     855       843  

FNMA CMO, Ser 2017-76, Cl SB, IO

                

0.650%, 10/25/2057(B)

     718       80  

FNMA CMO, Ser 2017-79, Cl FB

                

5.700%, SOFR30A + 0.364%, 10/25/2047(B)

     667       662  

FNMA CMO, Ser 2017-85, Cl SC, IO

                

0.750%, 11/25/2047(B)

     202       19  

FNMA CMO, Ser 2017-9, Cl DF

                

5.850%, SOFR30A + 0.514%, 03/25/2047(B)

     272       268  

FNMA CMO, Ser 2017-9, Cl BF

                

5.850%, SOFR30A + 0.514%, 03/25/2047(B)

     376       371  

FNMA CMO, Ser 2018-14, Cl KC

                

3.000%, 03/25/2048

     759       705  

FNMA CMO, Ser 2018-36, Cl FD

                

5.700%, SOFR30A + 0.364%, 06/25/2048(B)

     695       688  

FNMA CMO, Ser 2018-38, Cl MA

                

3.300%, 06/25/2048

     583       540  

FNMA CMO, Ser 2018-43, Cl CT

                

3.000%, 06/25/2048

     620       540  

FNMA CMO, Ser 2018-45, Cl TM

                

3.000%, 06/25/2048

     446       392  

FNMA CMO, Ser 2018-54, Cl KA

                

3.500%, 01/25/2047

     179       173  

FNMA CMO, Ser 2018-55, Cl GA

                

3.375%, 08/25/2048

     436       404  

FNMA CMO, Ser 2018-64, Cl A

                

3.000%, 09/25/2048

     393       337  

FNMA CMO, Ser 2018-8, Cl KL

                

2.500%, 03/25/2047

     217       189  

 

 

 

SEI Institutional Managed Trust

 

95

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2018-85, Cl EA

                

3.500%, 12/25/2048

   $ 329     $ 311  

FNMA CMO, Ser 2019-13, Cl PE

                

3.000%, 03/25/2049

     263       233  

FNMA CMO, Ser 2019-15, Cl FA

                

5.950%, SOFR30A + 0.614%, 04/25/2049(B)

     237       232  

FNMA CMO, Ser 2019-25, Cl PA

                

3.000%, 05/25/2048

     702       634  

FNMA CMO, Ser 2019-41, Cl FG

                

5.950%, SOFR30A + 0.614%, 08/25/2059(B)

     553       542  

FNMA CMO, Ser 2019-43, Cl FC

                

5.850%, SOFR30A + 0.514%, 08/25/2049(B)

     457       447  

FNMA CMO, Ser 2019-67, Cl FB

                

5.900%, SOFR30A + 0.564%, 11/25/2049(B)

     239       234  

FNMA CMO, Ser 2019-79, Cl FA

                

5.950%, SOFR30A + 0.614%, 01/25/2050(B)

     1,188       1,167  

FNMA CMO, Ser 2020-25, Cl BI, IO

                

3.500%, 01/25/2047

     569       108  

FNMA CMO, Ser 2020-37, Cl DA

                

1.500%, 06/25/2050

     235       201  

FNMA CMO, Ser 2020-45, Cl JL

                

3.000%, 07/25/2040

     905       816  

FNMA CMO, Ser 2020-47, Cl GZ

                

2.000%, 07/25/2050

     433       253  

FNMA CMO, Ser 2020-48, Cl AB

                

2.000%, 07/25/2050

     360       292  

FNMA CMO, Ser 2020-48, Cl DA

                

2.000%, 07/25/2050

     1,105       910  

FNMA CMO, Ser 2020-56, Cl AQ

                

2.000%, 08/25/2050

     900       684  

FNMA CMO, Ser 2020-56, Cl DI, IO

                

2.500%, 08/25/2050

     293       48  

FNMA CMO, Ser 2020-57, Cl TA

                

2.000%, 04/25/2050

     936       798  

FNMA CMO, Ser 2020-57, Cl LJ

                

2.000%, 08/25/2050

     491       344  

FNMA CMO, Ser 2020-59, Cl NC

                

3.000%, 08/25/2040

     495       444  

FNMA CMO, Ser 2020-61, Cl NI, IO

                

3.500%, 09/25/2050

     1,217       202  

FNMA CMO, Ser 2020-62, Cl AI, IO

                

2.500%, 09/25/2050

     686       110  

FNMA CMO, Ser 2020-64, Cl IB, IO

                

4.000%, 09/25/2050

     808       169  

FNMA CMO, Ser 2020-65, Cl EI, IO

                

4.000%, 09/25/2050

     1,387       272  

FNMA CMO, Ser 2020-65, Cl DI, IO

                

4.000%, 09/25/2050

     933       192  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2020-73, Cl KI, IO

                

3.000%, 10/25/2050

   $ 598     $ 110  

FNMA CMO, Ser 2020-96, Cl IN, IO

                

3.000%, 01/25/2051

     676       115  

FNMA CMO, Ser 2021-1, Cl IG, IO

                

2.500%, 02/25/2051

     162       27  

FNMA CMO, Ser 2021-22, Cl MN

                

2.750%, 10/25/2050

     550       483  

FNMA CMO, Ser 2021-26, Cl BD

                

1.750%, 05/25/2051

     291       251  

FNMA CMO, Ser 2021-27, Cl EC

                

1.500%, 05/25/2051

     1,600       1,269  

FNMA CMO, Ser 2021-3, Cl NI, IO

                

2.500%, 02/25/2051

     1,413       211  

FNMA CMO, Ser 2021-33, Cl AV

                

2.500%, 03/25/2048

     225       163  

FNMA CMO, Ser 2021-42, Cl DC

                

2.000%, 11/25/2050

     1,047       873  

FNMA CMO, Ser 2021-42, Cl AC

                

2.000%, 02/25/2051

     434       365  

FNMA CMO, Ser 2021-43, Cl IO, IO

                

2.500%, 06/25/2051

     1,425       220  

FNMA CMO, Ser 2021-52, Cl CI, IO

                

2.500%, 12/25/2047

     817       111  

FNMA CMO, Ser 2021-62, Cl GI, IO

                

2.500%, 10/25/2047

     776       114  

FNMA CMO, Ser 2021-65, Cl JA

                

2.000%, 01/25/2046

     279       240  

FNMA CMO, Ser 2021-73, Cl A

                

2.500%, 11/25/2049

     582       500  

FNMA CMO, Ser 2021-73, Cl DJ

                

2.000%, 03/25/2049

     590       490  

FNMA CMO, Ser 2021-76, Cl KB

                

1.250%, 11/25/2051

     255       205  

FNMA CMO, Ser 2021-77, Cl WI, IO

                

3.000%, 08/25/2050

     718       112  

FNMA CMO, Ser 2021-78, Cl ND

                

1.500%, 11/25/2051

     892       709  

FNMA CMO, Ser 2021-86, Cl MA

                

2.500%, 11/25/2047

     932       820  

FNMA CMO, Ser 2021-91, Cl AB

                

2.500%, 09/25/2049

     548       473  

FNMA CMO, Ser 2021-96, Cl AH

                

2.500%, 03/25/2049

     598       512  

FNMA CMO, Ser 2022-11, Cl D

                

3.000%, 01/25/2050

     597       535  

FNMA CMO, Ser 2022-18, Cl PI, IO

                

4.000%, 11/25/2051

     980       212  

FNMA CMO, Ser 2022-18, Cl DL

                

3.250%, 07/25/2046

     768       699  

FNMA CMO, Ser 2022-22, Cl IO, IO

                

2.500%, 10/25/2051

     1,338       227  

 

 

 

96

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA CMO, Ser 2022-28, Cl CA

                

2.000%, 01/25/2048

   $ 565     $ 492  

FNMA CMO, Ser 2022-3, Cl N

                

2.000%, 10/25/2047

     1,664       1,414  

FNMA CMO, Ser 2022-4, Cl MH

                

3.000%, 09/25/2048

     613       556  

FNMA CMO, Ser 2022-49, Cl NQ

                

3.000%, 02/25/2052

     282       243  

FNMA CMO, Ser 2022-86, Cl IO, IO

                

2.500%, 05/25/2050

     733       102  

FNMA CMO, Ser 2022-89, Cl AY

                

3.000%, 02/25/2048

     604       496  

FNMA CMO, Ser 2022-9, Cl DJ

                

3.250%, 03/25/2049

     431       391  

FNMA CMO, Ser 2023-14, Cl EJ

                

2.750%, 04/25/2049

     521       467  

FNMA CMO, Ser 2023-2, Cl CI, IO

                

2.000%, 10/25/2050

     2,837       346  

FNMA CMO, Ser 2023-37, Cl FH

                

5.850%, SOFR30A + 0.514%, 01/25/2050(B)

     929       909  

FNMA CMO, Ser 2023-38, Cl FC

                

6.000%, SOFR30A + 0.664%, 06/25/2040(B)

     594       591  

FNMA CMO, Ser 2024-26, Cl KY

                

3.000%, 12/25/2043

     462       384  

FNMA CMO, Ser 2024-5, Cl DI, IO

                

3.000%, 10/25/2051

     2,148       370  

FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2

                

8.450%, SOFR30A + 3.114%, 07/25/2024(B)

     1,122       1,124  

FNMA Interest CMO, Ser 2005-360, Cl 2, IO

                

5.000%, 08/25/2035

     392       63  

FNMA Interest CMO, Ser 2012-409, Cl C22, IO

                

4.500%, 11/25/2039

     124       24  

FNMA Interest CMO, Ser 2012-409, Cl C2, IO

                

3.000%, 04/25/2027

     71       2  

FNMA Interest CMO, Ser 2012-409, Cl C13, IO

                

3.500%, 11/25/2041

     103       16  

FNMA Interest CMO, Ser 2012-411, Cl A3

                

3.000%, 08/25/2042

     524       468  

FNMA Interest CMO, Ser 2012-414, Cl A35

                

3.500%, 10/25/2042

     789       727  

FNMA Interest CMO, Ser 2022-427, Cl C21, IO

                

2.000%, 03/25/2050

     1,609       196  

FNMA Interest CMO, Ser 2022-427, Cl C73, IO

                

3.000%, 12/25/2048

     1,742       277  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA Interest CMO, Ser 2023-428, Cl C14, IO

                

2.500%, 01/25/2048

   $ 873     $ 99  

FNMA Interest CMO, Ser 2023-436, Cl C32, IO

                

2.000%, 10/25/2052

     1,717       216  

FNMA Interest CMO, Ser 2024-440, Cl C6, IO

                

2.000%, 10/25/2052

     1,855       236  

FNMA TBA

                

6.000%, 07/01/2037

     11,400       11,432  

5.500%, 07/15/2054

     19,570       19,300  

5.000%, 07/15/2054

     23,245       22,464  

4.500%, 07/15/2054

     23,125       21,800  

4.000%, 07/13/2039

     45,100       41,265  

3.500%, 08/01/2040 to 07/01/2041

    22,930       20,293  

3.000%, 07/15/2054

     20,150       17,139  

2.500%, 07/15/2054

     19,900       16,247  

FNMA, Ser M15, Cl 1A2

                

3.700%, 01/25/2036

     100       92  

FNMA, Ser M36, Cl X1, IO

                

1.544%, 09/25/2034(B)

     524       30  

FREMF Mortgage Trust, Ser 2019-KF58, Cl B

                

7.589%, SOFR30A + 2.264%, 01/25/2026(B)(D)

     709       694  

GNMA

                

8.000%, 11/15/2029 to 09/15/2030

    20       21  

7.500%, 03/15/2029 to 10/15/2037

    25       25  

7.000%, 09/15/2031

     9       10  

6.500%, 07/15/2028 to 01/20/2054

    7,146       7,331  

6.000%, 01/15/2029 to 02/20/2054

    7,217       7,336  

5.500%, 11/20/2052 to 08/20/2053

    6,968       6,937  

5.000%, 07/20/2040 to 08/20/2053

    10,370       10,154  

4.700%, 09/20/2061(B)

     27       26  

4.625%, H15T1Y + 1.500%, 02/20/2034(B)

     65       64  

4.500%, 04/20/2041 to 11/20/2052

    13,979       13,390  

4.374%, 01/20/2069(B)

     2       2  

4.000%, 06/20/2047 to 10/20/2052

    12,213       11,374  

3.500%, 04/20/2045 to 08/20/2052

    14,206       12,860  

3.000%, 09/15/2042 to 04/20/2053

    26,177       22,912  

2.500%, 12/20/2037 to 03/20/2052

    26,268       22,041  

2.000%, 08/20/2050 to 10/20/2051

    26,229       20,998  

GNMA CMO, Ser 2007-17, Cl IB, IO

                

0.797%, 04/20/2037(B)

     194       6  

GNMA CMO, Ser 2007-51, Cl SG, IO

                

1.127%, 08/20/2037(B)

     28       1  

GNMA CMO, Ser 2007-78, Cl SA, IO

                

1.087%, 12/16/2037(B)

     263       10  

GNMA CMO, Ser 2009-66, Cl XS, IO

                

1.357%, 07/16/2039(B)

     121       5  

GNMA CMO, Ser 2010-163, Cl NC

                

4.000%, 12/20/2040

     455       440  

 

 

 

SEI Institutional Managed Trust

 

97

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA CMO, Ser 2010-4, Cl NS, IO

                

0.947%, 01/16/2040(B)

   $ 1,825     $ 161  

GNMA CMO, Ser 2010-85, Cl HS, IO

                

1.197%, 01/20/2040(B)

     1       –  

GNMA CMO, Ser 2010-H11, Cl FA

                

6.442%, TSFR1M + 1.114%, 06/20/2060(B)

     256       257  

GNMA CMO, Ser 2010-H27, Cl FA

                

5.817%, TSFR1M + 0.494%, 12/20/2060(B)

     435       434  

GNMA CMO, Ser 2010-H28, Cl FE

                

5.837%, TSFR1M + 0.514%, 12/20/2060(B)

     124       123  

GNMA CMO, Ser 2011-H08, Cl FG

                

5.917%, TSFR1M + 0.594%, 03/20/2061(B)

     142       142  

GNMA CMO, Ser 2011-H08, Cl FD

                

5.937%, TSFR1M + 0.614%, 02/20/2061(B)

     65       65  

GNMA CMO, Ser 2011-H09, Cl AF

                

5.937%, TSFR1M + 0.614%, 03/20/2061(B)

     72       72  

GNMA CMO, Ser 2012-34, Cl SA, IO

                

0.597%, 03/20/2042(B)

     209       20  

GNMA CMO, Ser 2012-43, Cl SN, IO

                

1.157%, 04/16/2042(B)

     36       5  

GNMA CMO, Ser 2012-98, Cl SA, IO

                

0.657%, 08/16/2042(B)

     90       9  

GNMA CMO, Ser 2012-H25, Cl FA

                

6.137%, TSFR1M + 0.814%, 12/20/2061(B)

     6       6  

GNMA CMO, Ser 2012-H27, Cl AI, IO

                

1.725%, 10/20/2062(B)

     248       7  

GNMA CMO, Ser 2013-152, Cl HA

                

2.500%, 06/20/2043

     505       453  

GNMA CMO, Ser 2013-53, Cl OI, IO

                

3.500%, 04/20/2043

     60       6  

GNMA CMO, Ser 2013-69, Cl AI, IO

                

3.500%, 05/20/2043

     227       35  

GNMA CMO, Ser 2014-181, Cl L

                

3.000%, 12/20/2044

     334       293  

GNMA CMO, Ser 2014-5, Cl SP, IO

                

0.707%, 06/16/2043(B)

     54       2  

GNMA CMO, Ser 2014-H10, Cl TA

                

6.037%, TSFR1M + 0.714%, 04/20/2064(B)

     418       418  

GNMA CMO, Ser 2015-144, Cl CA

                

2.500%, 10/20/2045

     536       460  

GNMA CMO, Ser 2015-167, Cl OI, IO

                

4.000%, 04/16/2045

     59       11  

GNMA CMO, Ser 2015-H10, Cl FC

                

5.917%, TSFR1M + 0.594%, 04/20/2065(B)

     197       197  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA CMO, Ser 2015-H18, Cl FA

                

5.887%, TSFR1M + 0.564%, 06/20/2065(B)

   $ 65     $ 65  

GNMA CMO, Ser 2015-H20, Cl FA

                

5.907%, TSFR1M + 0.584%, 08/20/2065(B)

     182       181  

GNMA CMO, Ser 2016-135, Cl SB, IO

                

0.657%, 10/16/2046(B)

     374       50  

GNMA CMO, Ser 2016-136, Cl A

                

3.000%, 07/20/2044

     272       237  

GNMA CMO, Ser 2016-93, Cl AB

                

1.750%, 07/20/2044

     607       478  

GNMA CMO, Ser 2016-99, Cl TL

                

2.000%, 04/16/2044

     182       145  

GNMA CMO, Ser 2017-139, Cl GA

                

3.000%, 09/20/2047

     1,190       1,051  

GNMA CMO, Ser 2017-167, Cl BQ

                

2.500%, 08/20/2044

     418       378  

GNMA CMO, Ser 2017-H15, Cl KI, IO

                

0.884%, 07/20/2067(B)

     436       25  

GNMA CMO, Ser 2017-H18, Cl BI, IO

                

0.048%, 09/20/2067(B)

     2,695       88  

GNMA CMO, Ser 2017-H20, Cl IB, IO

                

0.252%, 10/20/2067(B)

     188       7  

GNMA CMO, Ser 2017-H22, Cl IC, IO

                

0.631%, 11/20/2067(B)

     78       3  

GNMA CMO, Ser 2018-65, Cl DC

                

3.500%, 05/20/2048

     414       367  

GNMA CMO, Ser 2018-H06, Cl PF

                

5.737%, TSFR1M + 0.414%, 02/20/2068(B)

     108       107  

GNMA CMO, Ser 2018-H07, Cl FD

                

5.737%, TSFR1M + 0.414%, 05/20/2068(B)

     222       222  

GNMA CMO, Ser 2019-90, Cl AB

                

3.000%, 07/20/2049

     249       219  

GNMA CMO, Ser 2020-123, Cl NI, IO

                

2.500%, 08/20/2050

     572       77  

GNMA CMO, Ser 2020-123, Cl IL, IO

                

2.500%, 08/20/2050

     191       26  

GNMA CMO, Ser 2020-127, Cl IN, IO

                

2.500%, 08/20/2050

     278       38  

GNMA CMO, Ser 2020-129, Cl IE, IO

                

2.500%, 09/20/2050

     218       30  

GNMA CMO, Ser 2020-133, Cl GA

                

1.000%, 09/20/2050

     618       514  

GNMA CMO, Ser 2020-138, Cl LE

                

1.500%, 09/20/2050

     1,430       1,125  

GNMA CMO, Ser 2020-160, Cl VI, IO

                

2.500%, 10/20/2050

     216       30  

GNMA CMO, Ser 2020-160, Cl YI, IO

                

2.500%, 10/20/2050

     802       107  

 

 

 

98

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA CMO, Ser 2020-160, Cl IH, IO

                

2.500%, 10/20/2050

   $ 151     $ 21  

GNMA CMO, Ser 2020-175, Cl GI, IO

                

2.000%, 11/20/2050

     276       30  

GNMA CMO, Ser 2020-181, Cl WI, IO

                

2.000%, 12/20/2050

     1,935       212  

GNMA CMO, Ser 2020-47, Cl NI, IO

                

3.500%, 04/20/2050

     199       36  

GNMA CMO, Ser 2020-47, Cl MI, IO

                

3.500%, 04/20/2050

     459       83  

GNMA CMO, Ser 2020-H09, Cl NF

                

6.687%, TSFR1M + 1.364%, 04/20/2070(B)

     183       185  

GNMA CMO, Ser 2020-H09, Cl FL

                

6.587%, TSFR1M + 1.264%, 05/20/2070(B)

     534       540  

GNMA CMO, Ser 2020-H12, Cl F

                

5.937%, TSFR1M + 0.614%, 07/20/2070(B)

     49       48  

GNMA CMO, Ser 2020-H13, Cl FA

                

5.887%, TSFR1M + 0.564%, 07/20/2070(B)

     740       727  

GNMA CMO, Ser 2021-115, Cl MI, IO

                

2.500%, 05/20/2051

     439       48  

GNMA CMO, Ser 2021-138, Cl IK, IO

                

3.000%, 07/20/2051

     875       128  

GNMA CMO, Ser 2021-176, Cl IN, IO

                

2.500%, 10/20/2051

     1,140       163  

GNMA CMO, Ser 2021-188, Cl PA

                

2.000%, 10/20/2051

     1,575       1,251  

GNMA CMO, Ser 2021-191, Cl NI, IO

                

3.000%, 10/20/2051

     620       116  

GNMA CMO, Ser 2021-215, Cl GA

                

2.000%, 12/20/2051

     317       267  

GNMA CMO, Ser 2021-227, Cl E

                

2.500%, 07/20/2050

     2,279       1,939  

GNMA CMO, Ser 2021-27, Cl NT

                

5.000%, 02/20/2051

     485       456  

GNMA CMO, Ser 2021-27, Cl Q

                

5.000%, 02/20/2051

     429       404  

GNMA CMO, Ser 2021-27, Cl CW

                

5.001%, 02/20/2051(B)

     613       586  

GNMA CMO, Ser 2021-27, Cl BD

                

5.000%, 02/20/2051

     463       449  

GNMA CMO, Ser 2021-29, Cl TI, IO

                

2.500%, 02/20/2051

     441       77  

GNMA CMO, Ser 2021-57, Cl BI, IO

                

3.000%, 03/20/2051

     1,275       210  

GNMA CMO, Ser 2021-8, Cl CY

                

5.000%, 01/20/2051

     430       420  

GNMA CMO, Ser 2021-96, Cl VI, IO

                

2.500%, 06/20/2051

     816       108  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA CMO, Ser 2022-107, Cl C

                

2.500%, 06/20/2051

   $ 2,026     $ 1,656  

GNMA CMO, Ser 2022-153, Cl KA

                

4.000%, 12/20/2049

     517       493  

GNMA CMO, Ser 2022-189, Cl PT

                

2.500%, 10/20/2051

     814       667  

GNMA CMO, Ser 2022-191, Cl BY

                

4.000%, 08/20/2041

     2,619       2,441  

GNMA CMO, Ser 2022-191, Cl B

                

4.000%, 06/20/2041

     2,408       2,239  

GNMA CMO, Ser 2022-197, Cl LF

                

6.033%, SOFR30A + 0.700%, 11/20/2052(B)

     1,825       1,803  

GNMA CMO, Ser 2022-205, Cl A

                

2.000%, 09/20/2051

     735       579  

GNMA CMO, Ser 2022-24, Cl AH

                

2.500%, 02/20/2052

     325       276  

GNMA CMO, Ser 2022-31, Cl GH

                

2.500%, 12/20/2049

     1,297       1,123  

GNMA CMO, Ser 2022-34, Cl DN

                

3.500%, 09/20/2041

     965       884  

GNMA CMO, Ser 2022-5, Cl BA

                

2.000%, 10/20/2049

     2,357       1,974  

GNMA CMO, Ser 2022-50, Cl CA

                

3.000%, 03/20/2052

     1,652       1,441  

GNMA CMO, Ser 2022-66, Cl CG

                

3.500%, 04/20/2052

     1,097       1,018  

GNMA CMO, Ser 2022-81, Cl CI, IO

                

3.000%, 09/20/2050

     761       106  

GNMA CMO, Ser 2022-84, Cl A

                

2.500%, 01/20/2052

     3,924       3,203  

GNMA CMO, Ser 2022-9, Cl GA

                

2.000%, 01/20/2052

     641       519  

GNMA CMO, Ser 2022-99, Cl JW

                

2.500%, 01/20/2052

     200       159  

GNMA CMO, Ser 2023-196, Cl E

                

3.000%, 09/20/2048

     686       629  

GNMA CMO, Ser 2023-80, Cl IA, IO

                

4.500%, 10/20/2047

     1,343       263  

GNMA CMO, Ser 2024-30, Cl AF

                

6.500%, SOFR30A + 1.250%, 02/20/2054(B)

     350       349  

GNMA CMO, Ser 2024-30, Cl DF

                

6.500%, SOFR30A + 1.300%, 02/20/2054(B)

     864       862  

GNMA CMO, Ser 2024-45, Cl BD

                

2.000%, 03/20/2054

     379       333  

GNMA TBA

                

6.500%, 08/15/2036

     3,200       3,246  

5.500%, 07/01/2033

     7,775       7,713  

5.000%, 07/01/2039

     14,575       14,191  

4.500%, 07/15/2039

     10,475       9,958  

2.500%, 07/15/2054

     17,350       14,583  

 

 

 

SEI Institutional Managed Trust

 

99

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA, Ser 103, Cl AD

                

1.450%, 01/16/2063

   $ 748     $ 556  

GNMA, Ser 107, Cl AD

                

2.802%, 11/16/2047(B)

     195       173  

GNMA, Ser 11, Cl IX, IO

                

1.160%, 12/16/2062(B)

     3,012       243  

GNMA, Ser 110, Cl IO, IO

                

0.874%, 11/16/2063(B)

     2,332       154  

GNMA, Ser 113, Cl Z

                

2.000%, 09/16/2061

     2,290       1,183  

GNMA, Ser 118, Cl IO, IO

                

0.883%, 06/16/2062(B)

     3,643       226  

GNMA, Ser 14, Cl IO, IO

                

1.326%, 06/16/2063(B)

     2,637       244  

GNMA, Ser 14, Cl AB

                

1.340%, 06/16/2063

     499       372  

GNMA, Ser 147, Cl KI

                

1.144%, 06/16/2061(B)

     2,609       207  

GNMA, Ser 169, Cl IO, IO

                

1.112%, 06/16/2061(B)

     2,889       231  

GNMA, Ser 171, Cl IO, IO

                

0.654%, 09/16/2059(B)

     5,358       216  

GNMA, Ser 179, Cl IO, IO

                

0.611%, 09/16/2063(B)

     8,104       335  

GNMA, Ser 181, Cl IO, IO

                

0.970%, 07/16/2063(B)

     3,158       223  

GNMA, Ser 196, Cl BE

                

3.000%, 10/16/2064(B)

     600       441  

GNMA, Ser 2012-112, Cl IO, IO

                

0.108%, 02/16/2053(B)

     329       1  

GNMA, Ser 2012-152, Cl IO, IO

                

0.612%, 01/16/2054(B)

     1,806       42  

GNMA, Ser 2012-27, Cl IO, IO

                

0.222%, 04/16/2053(B)

     358       1  

GNMA, Ser 2013-96, Cl IO, IO

                

0.051%, 10/16/2054(B)

     615       1  

GNMA, Ser 2014-47, Cl IA, IO

                

0.155%, 02/16/2048(B)

     42       –  

GNMA, Ser 2014-50, Cl IO, IO

                

0.627%, 09/16/2055(B)

     234       6  

GNMA, Ser 2014-92, Cl IX, IO

                

0.086%, 05/16/2054(B)

     2,681       8  

GNMA, Ser 2015-5, Cl IK, IO

                

0.262%, 11/16/2054(B)

     2,149       16  

GNMA, Ser 2019-71, Cl PT

                

3.000%, 06/20/2049

     140       124  

GNMA, Ser 21, Cl AH

                

1.400%, 06/16/2063

     86       63  

GNMA, Ser 210, Cl IO, IO

                

0.698%, 07/16/2064(B)

     1,474       90  

GNMA, Ser 216, Cl IO, IO

                

0.749%, 07/16/2065(B)

     1,483       94  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GNMA, Ser 220, Cl E

                

3.000%, 10/16/2064(B)

   $ 500     $ 368  

GNMA, Ser 3, Cl IO, IO

                

0.640%, 02/16/2061(B)

     669       32  

GNMA, Ser 3, Cl B

                

1.850%, 02/16/2061

     300       154  

GNMA, Ser 41, Cl IO, IO

                

0.570%, 07/16/2058(B)

     435       11  

GNMA, Ser 45, Cl IO, IO

                

0.542%, 03/16/2059(B)

     7,067       244  

GNMA, Ser 59, Cl IO, IO

                

0.571%, 02/16/2062(B)

     3,362       157  

GNMA, Ser 60, Cl IO, IO

                

0.826%, 05/16/2063(B)

     2,316       139  

GNMA, Ser 68, Cl IO, IO

                

1.615%, 05/16/2060(B)

     2,528       278  

GNMA, Ser 89, Cl IA, IO

                

1.167%, 04/16/2062(B)

     3,041       243  

GNMA, Ser 92, Cl IA, IO

                

0.611%, 06/16/2064(B)

     2,000       115  

GNMA, Ser 92, Cl AH

                

2.000%, 06/16/2064

     2,099       1,619  

UMBS TBA

                

2.000%, 07/15/2054

     18,025       14,095  
                 
                 
              1,287,247  

Non-Agency Mortgage-Backed Obligations — 4.6%

        

1211 Avenue of the Americas Trust, Ser 2015-1211, Cl A1A2

                

3.901%, 08/10/2035(D)

     2,276       2,196  

Alternative Loan Trust, Ser 2006-18CB, Cl A6

                

6.761%, 07/25/2036(B)

     137       118  

American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A

                

7.729%, TSFR6M + 2.428%, 06/25/2045(B)

     258       255  

American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A

                

7.504%, TSFR6M + 2.178%, 11/25/2045(B)

     633       252  

American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1

                

5.860%, TSFR1M + 0.514%, 03/25/2046(B)

     1,832       1,538  

Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A

                

2.531%, 01/26/2065(B)(D)

     234       215  

Angel Oak Mortgage Trust, Ser 2020-5, Cl A1

                

1.373%, 05/25/2065(B)(D)

     63       59  

Angel Oak Mortgage Trust, Ser 2021-6, Cl A1

                

1.458%, 09/25/2066(B)(D)

     450       362  

 

 

 

100

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Angel Oak Mortgage Trust, Ser 2022-2, Cl A1

                

3.353%, 01/25/2067(B)(D)

   $ 4,302     $ 3,954  

Angel Oak Mortgage Trust, Ser 2023-1, Cl A1

                

4.750%, 09/26/2067(C)(D)

     1,639       1,600  

Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B

                

2.560%, 06/15/2054(B)(D)

     615       500  

AREIT, Ser 2022-CRE7, Cl A

                

7.571%, TSFR1M + 2.242%, 06/17/2039(B)(D)

     2,050       2,063  

BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A

                

4.227%, 08/10/2038(B)(D)

     1,790       1,656  

BANK, Ser BNK40, Cl A4

                

3.506%, 03/15/2064(B)

     605       532  

BANK, Ser BNK44, Cl A5

                

5.936%, 11/15/2055(B)

     430       443  

BANK, Ser BNK46, Cl A4

                

5.745%, 08/15/2056

     440       451  

Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5

                

2.500%, 11/25/2051(B)(D)

     2,911       2,509  

Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5

                

2.500%, 10/25/2051(B)(D)

     5,604       4,799  

BBCMS Mortgage Trust, Ser C18, Cl A5

                

5.710%, 12/15/2055(B)

     675       695  

BBCMS Mortgage Trust, Ser C2, Cl ASB

                

4.236%, 12/15/2051

     181       177  

BBCMS Mortgage Trust, Ser C6, Cl A2

                

2.690%, 02/15/2053

     660       627  

BBCMS Trust, Ser 2015-SRCH, Cl A1

                

3.312%, 08/10/2035(D)

     343       325  

Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A

                

4.569%, 05/25/2034(B)

     4       4  

Bear Stearns ARM Trust, Ser 2003-7, Cl 9A

                

5.655%, 10/25/2033(B)

     188       167  

Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO

                

2.190%, 11/25/2035(B)

     2,249       388  

Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3

                

5.500%, 09/25/2035(B)

     465       425  

Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1

                

5.600%, TSFR1M + 0.254%, 03/25/2037(B)

     2,180       1,926  

Benchmark Mortgage Trust, Ser B33, Cl A5

                

3.458%, 03/15/2055

     800       704  

Benchmark Mortgage Trust, Ser B35, Cl AS

                

4.592%, 05/15/2055(B)

     530       474  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Benchmark Mortgage Trust, Ser B35, Cl A5

                

4.592%, 05/15/2055(B)

   $ 485     $ 448  

Benchmark Mortgage Trust, Ser B38, Cl A4

                

5.525%, 04/15/2056

     450       457  

Benchmark Mortgage Trust, Ser V3, Cl A3

                

6.363%, 07/15/2056(B)

     450       464  

BLP Commercial Mortgage Trust, Ser IND, Cl A

                

7.021%, TSFR1M + 1.692%, 03/15/2040(B)(D)

     450       449  

BMO Mortgage Trust, Ser C1, Cl A1

                

2.198%, 02/15/2055

     467       447  

BPR Trust, Ser STAR, Cl A

                

8.561%, TSFR1M + 3.232%, 08/15/2039(B)(D)

     1,785       1,787  

BPR Trust, Ser TY, Cl A

                

6.494%, TSFR1M + 1.164%, 09/15/2038(B)(D)

     415       412  

Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1

                

2.879%, 07/25/2049(C)(D)

     256       242  

Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1

                

2.724%, 11/25/2059(C)(D)

     112       109  

BX Commercial Mortgage Trust, Ser VIV4, Cl A

                

2.843%, 03/09/2044(D)

     3,110       2,694  

BX Commercial Mortgage Trust, Ser VOLT, Cl A

                

6.143%, TSFR1M + 0.814%, 09/15/2036(B)(D)

     2,057       2,031  

BX Commercial Mortgage Trust, Ser XL3, Cl A

                

7.090%, TSFR1M + 1.761%, 12/09/2040(B)(D)

     850       851  

BX Trust, Ser 2019-OC11, Cl A

                

3.202%, 12/09/2041(D)

     1,200       1,067  

BX Trust, Ser LBA, Cl AV

                

6.244%, TSFR1M + 0.914%, 02/15/2036(B)(D)

     356       352  

BX Trust, Ser MMP, Cl A

                

6.373%, TSFR1M + 1.044%, 08/15/2036(B)(D)

     388       386  

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

     480       445  

CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4

                

3.572%, 06/15/2050

     371       349  

 

 

 

SEI Institutional Managed Trust

 

101

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB

                

3.367%, 06/15/2050

   $ 166     $ 161  

CFCRE Commercial Mortgage Trust, Ser C4, Cl AM

                

3.691%, 05/10/2058

     2,502       2,384  

CFK Trust, Ser 2020-MF2, Cl E

                

3.573%, 03/15/2039(B)(D)

     1,420       1,015  

CFK Trust, Ser MF2, Cl F

                

3.573%, 03/15/2039(B)(D)

     1,860       1,101  

Chase Mortgage Finance, Ser 2007-A1, Cl 2A1

                

6.623%, 02/25/2037(B)

     4       4  

Chase Mortgage Finance, Ser 2007-A1, Cl 9A1

                

6.214%, 02/25/2037(B)

     3       3  

Chase Mortgage Finance, Ser 2007-A2, Cl 1A1

                

7.146%, 06/25/2035(B)

     4       4  

CIM Trust, Ser 2018-INV1, Cl A4

                

4.000%, 08/25/2048(B)(D)

     43       39  

Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5

                

4.779%, 03/25/2037(C)

     290       286  

Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A

                

3.251%, 05/10/2035(D)

     224       218  

Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5

                

2.869%, 08/10/2056

     2,680       2,384  

Citigroup Commercial Mortgage Trust, Ser C5, Cl AS

                

4.408%, 06/10/2051(B)

     2,229       2,118  

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)

     597       482  

COLT Mortgage Loan Trust, Ser 2021-4, Cl A1

                

1.397%, 10/25/2066(B)(D)

     636       521  

COMM Mortgage Trust, Ser 2014-UBS3, Cl AM

                

4.012%, 06/10/2047

     285       277  

COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO

                

1.219%, 02/10/2048(B)

     4,255       7  

COMM Mortgage Trust, Ser 2017-PANW, Cl A

                

3.244%, 10/10/2029(D)

     410       378  

COMM Mortgage Trust, Ser CBM, Cl A2

                

2.896%, 02/10/2037(D)

     1,085       1,055  

COMM Mortgage Trust, Ser COR3, Cl B

                

4.669%, 05/10/2051(B)

     540       464  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

COMM Mortgage Trust, Ser CR14, Cl B

                

3.798%, 02/10/2047(B)

   $ 480     $ 455  

COMM Mortgage Trust, Ser CR26, Cl C

                

4.613%, 10/10/2048(B)

     870       780  

COMM Mortgage Trust, Ser LC23, Cl A3

                

3.521%, 10/10/2048

     353       345  

COMM Mortgage Trust, Ser UBS4, Cl A4

                

3.420%, 08/10/2047

     15       15  

Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1

                

9.550%, SOFR30A + 4.214%, 09/25/2031(B)(D)

     715       763  

Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1

                

8.285%, SOFR30A + 2.950%, 06/25/2042(B)(D)

     386       398  

Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2

                

8.035%, SOFR30A + 2.700%, 07/25/2043(B)(D)

     1,920       2,006  

Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1

                

7.000%, 12/25/2033

     7       7  

Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4

                

6.792%, 10/25/2033(B)

     221       212  

Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1

                

9.824%, SOFR30A + 3.500%, 10/25/2066(B)(D)

     1,243       1,181  

Cross Mortgage Trust, Ser 2024-H2, Cl A1

                

6.093%, 04/25/2069(C)(D)

     1,848       1,845  

CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3

                

3.447%, 08/15/2048

     459       452  

CSAIL Commercial Mortgage Trust, Ser C20, Cl A3

                

2.805%, 03/15/2054

     810       694  

CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB

                

3.448%, 08/15/2048

     202       201  

CSMC Trust, Ser 2014-USA, Cl E

                

4.373%, 09/15/2037(D)

     290       165  

CSMC Trust, Ser 2017-CHOP, Cl G

                

10.794%, PRIME + 5.350%, 07/15/2032(B)(D)

     1,000       922  

CSMC Trust, Ser 2017-PFHP, Cl A

                

6.326%, TSFR1M + 0.997%, 12/15/2030(B)(D)

     1,190       1,146  

CSMC Trust, Ser 2017-RPL1, Cl M2

                

2.973%, 07/25/2057(B)(D)

     1,760       1,309  

CSMC Trust, Ser 2018-J1, Cl A2

                

3.500%, 02/25/2048(B)(D)

     1,630       1,444  

 

 

 

102

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

CSMC Trust, Ser 2020-RPL4, Cl A1

                

2.000%, 01/25/2060(B)(D)

   $ 496     $ 432  

CSMC Trust, Ser 2021-RPL3, Cl A1

                

2.000%, 01/25/2060(B)(D)

     1,404       1,208  

CSMC Trust, Ser 2021-RPL4, Cl A1

                

4.052%, 12/27/2060(B)(D)

     5       5  

CSMC Trust, Ser 2021-RPL6, Cl A1

                

2.000%, 10/25/2060(B)(D)

     22       19  

CSMC, Ser 2014-11R, Cl 9A2

                

5.719%, TSFR1M + 0.254%, 10/27/2036(B)(D)

     1,586       1,211  

CSMC, Ser 2014-USA, Cl A2

                

3.953%, 09/15/2037(D)

     780       694  

CSMC, Ser 2022-ATH2, Cl A1

                

4.547%, 05/25/2067(B)(D)

     2,637       2,562  

DC Office Trust, Ser 2019-MTC, Cl A

                

2.965%, 09/15/2045(D)

     1,240       1,057  

DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B

                

6.253%, TSFR1M + 0.914%, 11/19/2044(B)

     192       178  

DTP Commercial Mortgage Trust, Ser STE2, Cl A

                

6.038%, 01/15/2041(B)(D)

     870       870  

EFMT, Ser 2023-1, Cl A3

                

6.544%, 02/25/2068(C)(D)

     1,306       1,301  

ELP Commercial Mortgage Trust, Ser ELP, Cl C

                

6.763%, TSFR1M + 1.434%, 11/15/2038(B)(D)

     2,497       2,463  

EQUS Mortgage Trust, Ser EQAZ, Cl B

                

6.544%, TSFR1M + 1.214%, 10/15/2038(B)(D)

     790       780  

EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22

                

3.500%, 02/25/2048(B)(D)

     122       106  

Flagstar Mortgage Trust, Ser 2018-2, Cl A4

                

3.500%, 04/25/2048(B)(D)

     22       21  

GPMT, Ser 2021-FL3, Cl A

                

6.696%, TSFR1M + 1.364%, 07/16/2035(B)(D)

     572       565  

GS Mortgage Securities II, Ser 2017-SLP, Cl C

                

3.924%, 10/10/2032(D)

     1,310       1,285  

GS Mortgage Securities II, Ser 2024-70P, Cl E

                

9.263%, 03/10/2041(B)(D)

     1,020       1,023  

GS Mortgage Securities II, Ser ARDN, Cl B

                

7.093%, TSFR1M + 1.764%, 11/15/2036(B)(D)

     1,623       1,603  

GS Mortgage Securities II, Ser GC30, Cl B

                

4.159%, 05/10/2050(B)

     480       454  

GS Mortgage Securities II, Ser SHIP, Cl A

                

4.466%, 09/10/2038(B)(D)

     1,235       1,203  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GS Mortgage Securities II, Ser SRP5, Cl A

                

7.176%, TSFR1M + 1.800%, 09/15/2031(B)(D)

   $ 1,059     $ 761  

GS Mortgage Securities Trust, Ser 2014-GC26, Cl B

                

4.215%, 11/10/2047(B)

     680       633  

GS Mortgage Securities Trust, Ser GC32, Cl A3

                

3.498%, 07/10/2048

     311       304  

GS Mortgage Securities Trust, Ser GSA2, Cl A4

                

1.721%, 12/12/2053

     1,055       870  

GS Mortgage Securities Trust, Ser ROSS, Cl A

                

6.744%, TSFR1M + 1.264%, 05/15/2026(B)(D)

     2,170       2,017  

GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A

                

3.750%, 10/25/2057(D)

     1,509       1,450  

GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A

                

8.000%, 09/19/2027(B)(D)

     9       9  

GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1

                

5.609%, 10/25/2033(B)

     82       80  

GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3

                

6.000%, 09/25/2034

     6       6  

GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4

                

5.500%, 01/25/2037

     1       1  

HarborView Mortgage Loan, Ser 2004-3, Cl 1A

                

5.630%, 05/19/2034(B)

     325       301  

HIT Trust, Ser HI32, Cl A

                

7.720%, TSFR1M + 2.391%, 07/15/2024(B)(D)

     1,512       1,512  

Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A

                

3.228%, 07/10/2039(D)

     1,225       1,089  

Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A

                

3.041%, 12/10/2041(B)(D)

     1,240       1,076  

Impact Funding, Ser 2010-1, Cl A1

                

5.314%, 01/25/2051(D)

     233       230  

JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3

                

2.912%, 10/15/2048

     1,081       1,067  

JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5

                

3.822%, 07/15/2048

     568       550  

JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS

                

3.997%, 08/15/2047

     329       323  

 

 

 

SEI Institutional Managed Trust

 

103

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C

                

4.682%, 07/15/2047(B)

   $ 380     $ 329  

JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A

                

3.397%, 06/05/2039(D)

     1,500       1,326  

JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3

                

3.393%, 12/15/2049

     206       196  

JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1

                

6.984%, 08/25/2034(B)

     18       18  

JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3

                

6.081%, 11/25/2033(B)

     5       5  

JPMorgan Mortgage Trust, Ser 2018-4, Cl A1

                

3.500%, 10/25/2048(B)(D)

     87       76  

JPMorgan Mortgage Trust, Ser 2018-5, Cl A1

                

3.500%, 10/25/2048(B)(D)

     272       238  

JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A

                

3.000%, 06/25/2050(B)(D)

     132       111  

LAQ Mortgage Trust, Ser LAQ, Cl A

                

7.420%, TSFR1M + 2.091%, 03/15/2036(B)(D)

     104       104  

Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1

                

4.750%, 04/25/2061(C)(D)

     420       412  

Lehman XS Trust, Ser 2007-16N, Cl 2A2

                

7.160%, TSFR1M + 1.814%, 09/25/2047(B)

     3,391       2,909  

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)

     946       579  

Med Trust, Ser MDLN, Cl G

                

10.694%, TSFR1M + 5.364%, 11/15/2038(B)(D)

     1,493       1,492  

Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A

                

7.322%, 07/25/2033(B)

     5       5  

MFA Trust, Ser 2021-NQM2, Cl A1

                

1.029%, 11/25/2064(B)(D)

     242       209  

MFA Trust, Ser 2021-RPL1, Cl A1

                

1.131%, 07/25/2060(B)(D)

     431       380  

MHC Trust, Ser MHC2, Cl A

                

6.294%, TSFR1M + 0.964%, 05/15/2038(B)(D)

     567       562  

Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1

                

1.125%, 11/25/2060(B)(D)

     442       413  

 

             

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)

   $ 663     $ 604  

Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5

                

3.635%, 10/15/2048

     250       243  

Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B

                

4.111%, 11/15/2052(B)

     1,030       909  

Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO

                

1.081%, 11/15/2049(B)

     2,736       46  

Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A

                

6.476%, TSFR1M + 1.022%, 11/15/2034(B)(D)

     35       35  

Morgan Stanley Capital I Trust, Ser HR8, Cl A3

                

1.790%, 07/15/2053

     576       479  

Morgan Stanley Capital I Trust, Ser L8, Cl AS

                

3.920%, 04/15/2055(B)

     580       505  

Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3

                

2.500%, 05/25/2051(B)(D)

     5,001       3,977  

MSCG Trust, Ser 2015-ALDR, Cl A2

                

3.577%, 06/07/2035(B)(D)

     620       577  

MSWF Commercial Mortgage Trust, Ser 2, Cl A5

                

6.014%, 12/15/2056(B)

     1,510       1,587  

MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO

                

1.141%, 12/15/2056(B)

     5,218       336  

New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1

                

4.000%, 02/25/2057(B)(D)

     6       5  

New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1

                

2.492%, 09/25/2059(B)(D)

     113       105  

New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3

                

1.516%, 11/27/2056(B)(D)

     301       253  

New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1

                

5.000%, 06/25/2062(C)(D)

     1,612       1,578  

New Residential Mortgage Loan Trust, Ser 2024-NQM1, Cl A1

                

6.129%, 03/25/2064(C)(D)

     1,501       1,500  

NJ Trust, Ser GSP, Cl A

                

6.697%, 01/06/2029(B)(D)

     780       804  

OBX Trust, Ser 2019-EXP1, Cl 1A3

                

4.000%, 01/25/2059(B)(D)

     23       22  

OBX Trust, Ser 2021-NQM2, Cl A1

                

1.101%, 05/25/2061(B)(D)

     460       364  

 

 

 

104

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

OBX Trust, Ser 2021-NQM3, Cl A3

                

1.362%, 07/25/2061(B)(D)

   $ 972     $ 750  

OBX Trust, Ser 2023-NQM3, Cl A1

                

5.949%, 02/25/2063(C)(D)

     1,341       1,336  

OBX Trust, Ser 2024-NQM1, Cl A1

                

5.928%, 11/25/2063(C)(D)

     1,595       1,596  

OBX Trust, Ser 2024-NQM10, Cl A3

                

6.433%, 05/25/2064(C)(D)

     460       460  

Oceanview Mortgage Trust, Ser 2021-3, Cl A5

                

2.500%, 07/25/2051(B)(D)

     3,438       2,969  

One Bryant Park Trust, Ser 2019-OBP, Cl A

                

2.516%, 09/15/2054(D)

     1,570       1,329  

PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3

                

6.060%, TSFR1M + 0.714%, 07/25/2037(B)

     2,235       2,140  

Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO

                

0.000%, 02/25/2034(A)

     1       1  

Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1

                

6.000%, 02/25/2034

     5       5  

Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1

                

5.500%, 05/25/2035(D)

     484       437  

PRKCM Trust, Ser 2022-AFC1, Cl A1A

                

4.100%, 04/25/2057(B)(D)

     1,499       1,437  

PRKCM Trust, Ser 2023-AFC1, Cl A1

                

6.598%, 02/25/2058(C)(D)

     1,339       1,340  

RATE Mortgage Trust, Ser 2021-HB1, Cl A1

                

2.500%, 12/25/2051(B)(D)

     1,943       1,544  

RCKT Mortgage Trust, Ser 2021-3, Cl A1

                

2.500%, 07/25/2051(B)(D)

     445       353  

RCKT Mortgage Trust, Ser 2022-2, Cl A2

                

2.500%, 02/25/2052(B)(D)

     556       441  

Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1

                

4.073%, 12/25/2034(B)

     172       149  

Residential Mortgage Loan Trust, Ser 2019-3, Cl A1

                

2.633%, 09/25/2059(B)(D)

     69       67  

SCOTT Trust, Ser SFS, Cl A

                

5.910%, 03/10/2040(D)

     1,110       1,115  

Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2

                

3.750%, 09/25/2055(B)(D)

     1,979       1,796  

Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M

                

4.750%, 07/25/2058(B)(D)

     2,775       2,610  

Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B

                

4.994%, 10/25/2048(B)(D)

     978       948  

SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B

                

4.144%, 01/05/2043(B)(D)

     75       63  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1

                

3.872%, 01/05/2043(B)(D)

   $ 390     $ 321  

SG Commercial Mortgage Securities Trust, Ser C5, Cl A3

                

2.779%, 10/10/2048

     460       439  

STAR Trust, Ser 2021-1, Cl A1

                

1.219%, 05/25/2065(B)(D)

     195       173  

Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1

                

2.275%, 02/25/2050(B)(D)

     41       38  

Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1

                

1.486%, 04/25/2065(B)(D)

     121       115  

Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1

                

1.027%, 11/25/2055(B)(D)

     131       122  

Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1

                

1.162%, 08/25/2056(B)(D)

     561       481  

Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1

                

5.650%, TSFR1M + 0.304%, 09/25/2047(B)

     1,848       1,614  

Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2

                

3.450%, 02/25/2032

     1       1  

Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2

                

7.777%, 07/25/2033(B)

     19       18  

Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A

                

5.872%, 12/25/2033(B)

     6       6  

Towd Point Mortgage Trust, Ser 2017-4, Cl A1

                

2.750%, 06/25/2057(B)(D)

     411       393  

Towd Point Mortgage Trust, Ser 2017-5, Cl A1

                

6.060%, TSFR1M + 0.714%, 02/25/2057(B)(D)

     112       114  

Towd Point Mortgage Trust, Ser 2020-3, Cl A1

                

3.088%, 02/25/2063(B)(D)

     632       598  

Towd Point Mortgage Trust, Ser 2021-1, Cl A1

                

2.250%, 11/25/2061(B)(D)

     403       368  

Towd Point Mortgage Trust, Ser 2022-4, Cl A1

                

3.750%, 09/25/2062(D)

     4       4  

 

 

 

SEI Institutional Managed Trust

 

105

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

UBS Commercial Mortgage Trust, Ser C4, Cl A3

                

3.301%, 10/15/2050

   $ 401     $ 374  

Verus Securitization Trust, Ser 2019-4, Cl A1

                

3.642%, 11/25/2059(C)(D)

     159       155  

Verus Securitization Trust, Ser 2019-INV3, Cl A1

                

3.692%, 11/25/2059(B)(D)

     128       124  

Verus Securitization Trust, Ser 2020-2, Cl A1

                

3.226%, 05/25/2060(B)(D)

     46       45  

Verus Securitization Trust, Ser 2021-1, Cl A1

                

0.815%, 01/25/2066(B)(D)

     248       218  

Verus Securitization Trust, Ser 2021-2, Cl A1

                

1.031%, 02/25/2066(B)(D)

     488       426  

Verus Securitization Trust, Ser 2021-3, Cl A1

                

1.046%, 06/25/2066(B)(D)

     405       340  

Verus Securitization Trust, Ser 2021-4, Cl A1

                

0.938%, 07/25/2066(B)(D)

     521       422  

Verus Securitization Trust, Ser 2021-5, Cl A1

                

1.013%, 09/25/2066(B)(D)

     1,294       1,076  

Verus Securitization Trust, Ser 2021-7, Cl A1

                

1.829%, 10/25/2066(C)(D)

     606       530  

Verus Securitization Trust, Ser 2021-8, Cl A1

                

1.824%, 11/25/2066(B)(D)

     579       507  

Verus Securitization Trust, Ser 2021-R1, Cl A1

                

0.820%, 10/25/2063(B)(D)

     196       181  

Verus Securitization Trust, Ser 2021-R3, Cl A1

                

1.020%, 04/25/2064(B)(D)

     232       208  

Visio Trust, Ser 2020-1R, Cl A1

                

1.312%, 11/25/2055(D)

     142       132  

WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7

                

5.816%, 10/25/2033(B)

     15       14  

WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7

                

5.678%, 08/25/2033(B)

     10       9  

WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6

                

5.679%, 09/25/2033(B)

     16       15  

WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10

                

2.448%, 06/25/2033(B)

     2       2  

WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8

                

5.250%, 10/25/2033

     37       35  

WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2

                

5.774%, 06/25/2034(B)

     9       8  

WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3

                

7.020%, TSFR1M + 1.674%, 10/25/2045(B)

     124       119  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1

                

5.980%, TSFR1M + 0.634%, 11/25/2045(B)

   $ 3,100     $ 2,823  

WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A

                

5.853%, 12MTA + 0.700%, 02/25/2047(B)

     913       758  

Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A

                

5.853%, 12MTA + 0.700%, 01/25/2047(B)

     6       5  

Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5

                

3.405%, 12/15/2047

     570       563  

Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO

                

1.298%, 11/15/2059(B)

     4,349       86  

Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS

                

3.580%, 02/15/2048

     1,840       1,803  

Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1

                

6.227%, 05/25/2035(B)

     1,235       923  

WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B

                

4.213%, 08/15/2047(B)

     300       285  

WFRBS Commercial Mortgage Trust, Ser C22, Cl B

                

4.371%, 09/15/2057(B)

     245       219  
                 
                 
              164,357  

Total Mortgage-Backed Securities

                

(Cost $1,525,784) ($ Thousands)

             1,451,604  
                 
                 
                 

CORPORATE OBLIGATIONS — 26.9%

Communication Services — 2.2%

        

Alphabet

               

1.900%, 08/15/2040

    250       163  

1.100%, 08/15/2030

    240       196  

AT&T

               

5.550%, 08/15/2041

    130       127  

5.400%, 02/15/2034

    582       582  

5.350%, 09/01/2040

    130       125  

5.150%, 03/15/2042

    25       23  

4.500%, 05/15/2035

    370       341  

4.350%, 06/15/2045

    350       290  

3.800%, 02/15/2027

    318       307  

3.800%, 12/01/2057

    1,032       721  

3.650%, 09/15/2059

    391       262  

3.550%, 09/15/2055

    2,048       1,381  

3.500%, 06/01/2041

    256       195  

 

 

 

106

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.500%, 09/15/2053

  $ 2,421     $ 1,643  

2.550%, 12/01/2033

    290       230  

2.300%, 06/01/2027

    750       694  

2.250%, 02/01/2032

    60       49  

1.650%, 02/01/2028

    20       18  

CCO Holdings

               

4.750%, 02/01/2032 (D)

     250       205  

4.500%, 08/15/2030 (D)

     50       42  

4.500%, 05/01/2032

    1,240       999  

Charter Communications Operating

               

6.834%, 10/23/2055

    70       66  

6.550%, 06/01/2034

    942       942  

6.484%, 10/23/2045

    110       101  

6.384%, 10/23/2035

    10       10  

6.150%, 11/10/2026

    1,997       2,016  

6.100%, 06/01/2029

    2,422       2,430  

5.750%, 04/01/2048

    1,097       917  

5.500%, 04/01/2063

    460       357  

5.375%, 04/01/2038

    663       577  

5.375%, 05/01/2047

    191       153  

5.250%, 04/01/2053

    338       265  

5.125%, 07/01/2049

    160       123  

4.908%, 07/23/2025

    266       263  

4.800%, 03/01/2050

    3,110       2,282  

4.400%, 04/01/2033

    800       705  

4.200%, 03/15/2028

    1,263       1,194  

3.900%, 06/01/2052

    1,353       848  

3.750%, 02/15/2028

    85       79  

3.700%, 04/01/2051

    1,250       760  

3.500%, 06/01/2041

    139       93  

3.500%, 03/01/2042

    854       568  

Comcast

               

7.050%, 03/15/2033

    90       101  

5.650%, 06/01/2054

    549       548  

5.350%, 11/15/2027

    528       534  

5.300%, 06/01/2034

    1,099       1,102  

4.950%, 10/15/2058

    60       54  

4.400%, 08/15/2035

    1,770       1,639  

4.250%, 10/15/2030

    730       700  

4.200%, 08/15/2034

    220       202  

4.150%, 10/15/2028

    2,220       2,149  

4.000%, 08/15/2047

    90       71  

4.000%, 03/01/2048

    70       55  

3.999%, 11/01/2049

    259       202  

3.969%, 11/01/2047

    418       326  

3.950%, 10/15/2025

    90       88  

3.750%, 04/01/2040

    200       163  

3.450%, 02/01/2050

    140       99  

3.400%, 04/01/2030

    280       257  

3.400%, 07/15/2046

    60       43  

3.300%, 04/01/2027

    190       182  

3.250%, 11/01/2039

    60       46  

3.150%, 03/01/2026

    390       377  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

2.987%, 11/01/2063

  $ 300     $ 176  

2.937%, 11/01/2056

    712       429  

2.887%, 11/01/2051

    410       256  

2.800%, 01/15/2051

    280       173  

1.500%, 02/15/2031

    1,060       851  

DISH DBS

               

7.750%, 07/01/2026

    120       75  

5.875%, 11/15/2024

    410       389  

5.750%, 12/01/2028 (D)

     30       21  

5.250%, 12/01/2026 (D)

     170       134  

5.125%, 06/01/2029

    280       111  

Fox

               

6.500%, 10/13/2033

    390       408  

5.476%, 01/25/2039

    520       496  

Meta Platforms

               

4.450%, 08/15/2052

    777       670  

Paramount Global

               

6.875%, 04/30/2036

    620       580  

5.900%, 10/15/2040

    455       365  

Rogers Communications

               

5.300%, 02/15/2034

    1,445       1,418  

SES GLOBAL Americas Holdings

               

5.300%, 03/25/2044 (D)

     1,200       888  

Sprint Spectrum

               

5.152%, 03/20/2028 (D)

     2,842       2,828  

4.738%, 03/20/2025 (D)

     1,346       1,338  

Take-Two Interactive Software

               

4.000%, 04/14/2032

    1,265       1,151  

Telefonica Emisiones

               

5.213%, 03/08/2047

    150       133  

T-Mobile USA

               

5.150%, 04/15/2034

    1,110       1,091  

4.500%, 04/15/2050

    890       743  

3.875%, 04/15/2030

    1,955       1,828  

3.750%, 04/15/2027

    3,049       2,931  

3.500%, 04/15/2025

    1,910       1,878  

3.500%, 04/15/2031

    710       638  

3.400%, 10/15/2052

    1,230       840  

3.375%, 04/15/2029

    270       249  

2.875%, 02/15/2031

    240       208  

2.700%, 03/15/2032

    70       58  

2.625%, 02/15/2029

    330       295  

2.550%, 02/15/2031

    1,091       926  

2.250%, 02/15/2026

    660       627  

Verizon Communications

               

5.500%, 03/16/2047

    60       60  

5.500%, 02/23/2054

    487       477  

5.250%, 03/16/2037

    805       795  

4.862%, 08/21/2046

    50       45  

4.500%, 08/10/2033

    500       470  

4.400%, 11/01/2034

    1,827       1,693  

4.329%, 09/21/2028

    1,106       1,075  

4.016%, 12/03/2029

    714       675  

 

 

 

SEI Institutional Managed Trust

 

107

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.000%, 03/22/2050

  $ 140     $ 109  

3.875%, 02/08/2029

    210       200  

3.850%, 11/01/2042

    610       484  

3.400%, 03/22/2041

    130       99  

3.150%, 03/22/2030

    360       325  

3.000%, 03/22/2027

    140       132  

2.650%, 11/20/2040

    430       296  

2.625%, 08/15/2026

    1,000       948  

2.550%, 03/21/2031

    779       662  

2.100%, 03/22/2028

    400       360  

1.750%, 01/20/2031

    410       332  

Vmed O2 UK Financing I

               

4.750%, 07/15/2031 (D)

     630       531  

Walt Disney

               

6.650%, 11/15/2037

    235       264  

6.200%, 12/15/2034

    65       71  

3.500%, 05/13/2040

    980       782  

Warnermedia Holdings

               

6.412%, 03/15/2026

    390       390  

5.141%, 03/15/2052

    5,564       4,332  

5.050%, 03/15/2042

    2,700       2,196  

4.279%, 03/15/2032

    1,870       1,632  

4.054%, 03/15/2029

    270       250  

3.755%, 03/15/2027

    200       190  
                 
              77,357  
                 

Consumer Discretionary — 1.3%

        

Amazon.com

               

4.950%, 12/05/2044

    500       483  

4.250%, 08/22/2057

    110       92  

3.875%, 08/22/2037

    920       812  

3.600%, 04/13/2032

    1,240       1,139  

3.450%, 04/13/2029

    310       294  

3.300%, 04/13/2027

    150       144  

3.150%, 08/22/2027

    680       646  

2.800%, 08/22/2024

    245       244  

2.500%, 06/03/2050

    550       336  

2.100%, 05/12/2031

    300       253  

1.500%, 06/03/2030

    350       292  

1.200%, 06/03/2027

    672       607  

AutoZone

               

6.250%, 11/01/2028

    470       490  

Caesars Entertainment

               

7.000%, 02/15/2030 (D)

     460       470  

Comcast

               

4.049%, 11/01/2052

    259       201  

CSC Holdings

               

4.500%, 11/15/2031 (D)

     1,200       774  

4.125%, 12/01/2030 (D)

     590       381  

3.375%, 02/15/2031 (D)

     200       125  

Ford Motor

               

6.100%, 08/19/2032

    380       379  

3.250%, 02/12/2032

    480       397  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Ford Motor Credit

               

7.350%, 03/06/2030

  $ 1,090     $ 1,153  

6.050%, 03/05/2031

    755       756  

5.125%, 06/16/2025

    400       397  

4.950%, 05/28/2027

    850       830  

4.125%, 08/17/2027

    200       190  

4.000%, 11/13/2030

    1,240       1,107  

3.815%, 11/02/2027

    261       245  

3.625%, 06/17/2031

    380       327  

2.900%, 02/16/2028

    200       181  

2.900%, 02/10/2029

    1,440       1,270  

General Motors

               

6.600%, 04/01/2036

    40       42  

6.250%, 10/02/2043

    260       259  

6.125%, 10/01/2025

    320       322  

5.950%, 04/01/2049

    80       77  

5.600%, 10/15/2032

    150       150  

5.150%, 04/01/2038

    240       221  

General Motors Financial

               

5.950%, 04/04/2034

    1,205       1,206  

4.350%, 01/17/2027

    110       107  

2.700%, 06/10/2031

    433       358  

Hilton Domestic Operating

               

6.125%, 04/01/2032 (D)

     270       271  

Home Depot

               

5.300%, 06/25/2054

    205       200  

4.850%, 06/25/2031

    544       540  

4.750%, 06/25/2029

    409       407  

4.250%, 04/01/2046

    48       40  

3.900%, 12/06/2028

    40       39  

3.900%, 06/15/2047

    60       47  

3.625%, 04/15/2052

    262       194  

3.350%, 04/15/2050

    710       504  

3.300%, 04/15/2040

    350       273  

2.700%, 04/15/2030

    320       285  

2.500%, 04/15/2027

    280       262  

Hyundai Capital America

               

6.500%, 01/16/2029 (D)

     243       254  

5.700%, 06/26/2030 (D)

     267       270  

5.600%, 03/30/2028 (D)

     835       841  

5.400%, 01/08/2031 (D)

     435       432  

5.400%, 06/24/2031 (D)

     411       408  

5.300%, 06/24/2029 (D)

     1,077       1,071  

Hyundai Capital America MTN

               

1.300%, 01/08/2026 (D)

     506       475  

Las Vegas Sands

               

6.000%, 08/15/2029

    260       261  

3.900%, 08/08/2029

    150       137  

2.900%, 06/25/2025

    210       204  

Lennar

               

4.750%, 11/29/2027

    410       404  

Lowe's

               

5.850%, 04/01/2063

    135       131  

 

 

 

108

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.750%, 07/01/2053

  $ 405     $ 399  

5.625%, 04/15/2053

    130       126  

5.000%, 04/15/2040

    725       676  

4.500%, 04/15/2030

    200       194  

4.250%, 04/01/2052

    650       511  

McDonald's

               

5.450%, 08/14/2053

    666       643  

4.800%, 08/14/2028

    274       273  

McDonald's MTN

               

5.000%, 05/17/2029

    685       684  

4.875%, 12/09/2045

    260       234  

4.700%, 12/09/2035

    459       436  

4.450%, 03/01/2047

    240       201  

4.450%, 09/01/2048

    72       60  

4.200%, 04/01/2050

    530       422  

3.800%, 04/01/2028

    170       163  

3.700%, 01/30/2026

    220       215  

3.625%, 09/01/2049

    60       43  

3.600%, 07/01/2030

    290       269  

3.500%, 03/01/2027

    510       490  

3.500%, 07/01/2027

    200       192  

1.450%, 09/01/2025

    80       77  

MDC Holdings

               

6.000%, 01/15/2043

    30       32  

Melco Resorts Finance

               

7.625%, 04/17/2032 (D)

     360       357  

NCL

               

8.125%, 01/15/2029 (D)

     320       335  

Newell Brands

               

5.700%, 04/01/2026

    110       109  

NIKE

               

3.375%, 03/27/2050

    230       166  

3.250%, 03/27/2040

    210       163  

2.850%, 03/27/2030

    150       135  

2.750%, 03/27/2027

    410       388  

Nissan Motor

               

4.345%, 09/17/2027 (D)

     1,100       1,050  

3.522%, 09/17/2025 (D)

     1,190       1,155  

Royal Caribbean Cruises

               

6.250%, 03/15/2032 (D)

     290       292  

Sands China

               

5.400%, 08/08/2028

    320       313  

5.125%, 08/08/2025

    1,580       1,566  

4.050%, 01/08/2026

    420       407  

2.850%, 03/08/2029

    690       606  

2.300%, 03/08/2027

    460       419  

Starbucks

               

3.500%, 11/15/2050

    435       306  

Time Warner Cable

               

7.300%, 07/01/2038

    530       536  

6.750%, 06/15/2039

    10       10  

6.550%, 05/01/2037

    268       254  

5.875%, 11/15/2040

    1,405       1,219  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.500%, 09/01/2041

  $ 1,599     $ 1,332  

4.500%, 09/15/2042

    35       25  

Time Warner Entertainment

               

8.375%, 07/15/2033

    270       298  

Toyota Motor Credit

               

5.100%, 03/21/2031

    1,190       1,191  

Virgin Media Secured Finance

               

5.500%, 05/15/2029 (D)

     250       229  

VOC Escrow

               

5.000%, 02/15/2028 (D)

     380       368  

Wynn Macau

               

5.625%, 08/26/2028 (D)

     500       469  

Wynn Resorts Finance

               

7.125%, 02/15/2031 (D)

     310       321  

ZF North America Capital

               

6.875%, 04/23/2032 (D)

     640       662  
                 
              46,728  
                 

Consumer Staples — 1.4%

        

Altria Group

               

6.200%, 02/14/2059

    76       75  

5.950%, 02/14/2049

    960       941  

5.800%, 02/14/2039

    630       630  

4.800%, 02/14/2029

    28       28  

4.400%, 02/14/2026

    514       506  

3.875%, 09/16/2046

    240       173  

3.400%, 02/04/2041

    600       433  

2.450%, 02/04/2032

    770       623  

2.350%, 05/06/2025

    130       126  

Anheuser-Busch

               

4.900%, 02/01/2046

    2,140       1,973  

4.700%, 02/01/2036

    2,420       2,307  

Anheuser-Busch InBev Worldwide

               

5.800%, 01/23/2059

    200       208  

5.550%, 01/23/2049

    120       121  

5.450%, 01/23/2039

    918       931  

5.000%, 06/15/2034

    480       476  

4.750%, 01/23/2029

    120       119  

4.375%, 04/15/2038

    347       316  

4.350%, 06/01/2040

    560       493  

3.500%, 06/01/2030

    200       186  

Bacardi

               

5.400%, 06/15/2033 (D)

     1,010       985  

4.450%, 05/15/2025 (D)

     1,545       1,526  

BAT Capital

               

5.834%, 02/20/2031

    1,475       1,496  

5.650%, 03/16/2052

    370       330  

5.282%, 04/02/2050

    1,260       1,062  

4.758%, 09/06/2049

    81       64  

4.540%, 08/15/2047

    1,206       929  

4.390%, 08/15/2037

    272       230  

3.734%, 09/25/2040

    10       7  

3.557%, 08/15/2027

    791       751  

 

 

 

SEI Institutional Managed Trust

 

109

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.222%, 08/15/2024

  $ 97     $ 97  

Bunge Finance

               

1.630%, 08/17/2025

    275       263  

Coca-Cola

               

5.400%, 05/13/2064

    138       137  

5.300%, 05/13/2054

    356       353  

5.000%, 05/13/2034

    411       412  

2.500%, 06/01/2040

    20       14  

Constellation Brands

               

5.250%, 11/15/2048

    557       518  

4.350%, 05/09/2027

    320       312  

2.250%, 08/01/2031

    80       66  

Costco Wholesale

               

3.000%, 05/18/2027

    284       271  

1.600%, 04/20/2030

    450       378  

1.375%, 06/20/2027

    780       709  

General Mills

               

5.500%, 10/17/2028

    660       669  

Haleon US Capital

               

3.625%, 03/24/2032

    859       770  

3.375%, 03/24/2027

    410       391  

3.375%, 03/24/2029

    290       269  

Imperial Brands Finance

               

3.500%, 07/26/2026 (D)

     635       610  

3.125%, 07/26/2024 (D)

     2,250       2,245  

JBS USA Holding Lux Sarl

               

7.250%, 11/15/2053 (D)

     1,015       1,107  

6.500%, 12/01/2052

    1,915       1,919  

3.750%, 12/01/2031

    192       168  

3.625%, 01/15/2032

    273       236  

3.000%, 02/02/2029

    60       54  

3.000%, 05/15/2032

    1,402       1,154  

JBS USA LUX

               

6.750%, 03/15/2034 (D)

     1,440       1,526  

Kenvue

               

4.900%, 03/22/2033

    560       554  

Keurig Dr Pepper

               

5.300%, 03/15/2034

    1,075       1,070  

Kraft Heinz Foods

               

5.200%, 07/15/2045

    360       330  

Mars

               

3.200%, 04/01/2030 (D)

     210       192  

2.375%, 07/16/2040 (D)

     300       202  

Mondelez International

               

1.500%, 05/04/2025

    660       638  

PepsiCo

               

3.900%, 07/18/2032

    671       627  

2.625%, 03/19/2027

    50       47  

1.625%, 05/01/2030

    440       368  

Philip Morris International

               

5.625%, 09/07/2033

    228       230  

5.500%, 09/07/2030

    376       381  

5.375%, 02/15/2033

    1,266       1,257  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.250%, 09/07/2028

  $ 576     $ 580  

5.250%, 02/13/2034

    180       177  

5.125%, 02/15/2030

    1,635       1,629  

5.125%, 02/13/2031

    500       495  

5.000%, 11/17/2025

    567       564  

4.875%, 02/15/2028

    1,038       1,029  

4.875%, 02/13/2029

    826       817  

4.500%, 03/20/2042

    130       111  

2.100%, 05/01/2030

    290       246  

Pilgrim's Pride

               

3.500%, 03/01/2032

    350       298  

Procter & Gamble

               

3.000%, 03/25/2030

    240       221  

Reynolds American

               

8.125%, 05/01/2040

    570       648  

7.250%, 06/15/2037

    390       422  

5.850%, 08/15/2045

    3,140       2,896  

Walmart

               

1.800%, 09/22/2031

    110       91  

1.500%, 09/22/2028

    230       203  
                 
              49,016  
                 

Energy — 2.4%

        

Aker BP

               

6.000%, 06/13/2033 (D)

     950       960  

5.600%, 06/13/2028 (D)

     736       742  

Apache

               

7.750%, 12/15/2029

    140       152  

5.350%, 07/01/2049

    230       192  

5.100%, 09/01/2040

    105       90  

4.750%, 04/15/2043

    190       152  

4.250%, 01/15/2044

    890       658  

Blue Racer Midstream

               

7.250%, 07/15/2032 (D)

     230       237  

BP Capital Markets America

               

5.017%, 11/17/2027

    1,097       1,096  

4.989%, 04/10/2034

    322       315  

4.970%, 10/17/2029

    1,097       1,094  

4.893%, 09/11/2033

    715       695  

4.812%, 02/13/2033

    1,135       1,100  

4.699%, 04/10/2029

    673       663  

3.633%, 04/06/2030

    320       298  

3.410%, 02/11/2026

    1,110       1,079  

3.119%, 05/04/2026

    230       221  

3.000%, 02/24/2050

    940       612  

Cameron LNG

               

3.302%, 01/15/2035 (D)

     660       543  

2.902%, 07/15/2031 (D)

     140       121  

Canadian Natural Resources

               

6.450%, 06/30/2033

    50       53  

Cheniere Corpus Christi Holdings

               

3.700%, 11/15/2029

    938       867  

 

 

 

110

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Cheniere Energy

               

4.625%, 10/15/2028

  $ 260     $ 252  

Cheniere Energy Partners

               

4.000%, 03/01/2031

    100       91  

3.250%, 01/31/2032

    530       452  

Chevron

               

1.995%, 05/11/2027

    180       166  

Chevron USA

               

3.850%, 01/15/2028

    200       194  

3.250%, 10/15/2029

    50       46  

Columbia Pipelines Operating

               

6.544%, 11/15/2053 (D)

     190       200  

6.036%, 11/15/2033 (D)

     940       961  

Conoco Funding

               

7.250%, 10/15/2031

    180       202  

ConocoPhillips

               

5.900%, 10/15/2032

    10       11  

5.900%, 05/15/2038

    420       435  

4.150%, 11/15/2034

    80       72  

Continental Resources

               

5.750%, 01/15/2031 (D)

     370       364  

4.900%, 06/01/2044

    80       65  

4.375%, 01/15/2028

    520       500  

2.268%, 11/15/2026 (D)

     2,295       2,131  

Coterra Energy

               

4.375%, 03/15/2029

    780       746  

3.900%, 05/15/2027

    970       933  

DCP Midstream Operating

               

6.450%, 11/03/2036 (D)

     110       116  

Devon Energy

               

7.875%, 09/30/2031

    900       1,017  

5.875%, 06/15/2028

    40       40  

5.850%, 12/15/2025

    50       50  

5.600%, 07/15/2041

    490       456  

5.250%, 10/15/2027

    46       46  

5.000%, 06/15/2045

    1,232       1,050  

4.750%, 05/15/2042

    187       157  

4.500%, 01/15/2030

    304       292  

Diamondback Energy

               

6.250%, 03/15/2033

    1,595       1,668  

5.900%, 04/18/2064

    522       504  

5.750%, 04/18/2054

    1,396       1,353  

5.400%, 04/18/2034

    511       506  

5.200%, 04/18/2027

    271       271  

5.150%, 01/30/2030

    505       503  

3.500%, 12/01/2029

    500       461  

3.250%, 12/01/2026

    30       29  

Ecopetrol

               

5.875%, 05/28/2045

    1,276       915  

5.375%, 06/26/2026

    200       196  

4.625%, 11/02/2031

    160       131  

Enbridge

               

6.200%, 11/15/2030

    401       421  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

6.000%, 11/15/2028

  $ 401     $ 413  

5.950%, 04/05/2054

    136       135  

5.625%, 04/05/2034

    405       404  

Energy Transfer

               

7.125%, H15T5Y + 5.306%(B)(E)

     580       575  

6.750%, H15T5Y + 5.134%(B)(E)

     500       497  

6.500%, H15T5Y + 5.694%(B)(E)

     200       197  

6.400%, 12/01/2030

    2,205       2,319  

6.250%, 04/15/2049

    130       129  

6.050%, 09/01/2054

    409       403  

5.950%, 05/15/2054

    1,453       1,415  

5.600%, 09/01/2034

    682       678  

5.550%, 05/15/2034

    370       366  

5.500%, 06/01/2027

    118       118  

5.300%, 04/01/2044

    640       576  

5.300%, 04/15/2047

    273       241  

5.250%, 04/15/2029

    1,165       1,160  

5.250%, 07/01/2029

    683       679  

4.950%, 06/15/2028

    180       178  

4.000%, 10/01/2027

    600       576  

3.750%, 05/15/2030

    1,250       1,150  

Eni

               

5.950%, 05/15/2054 (D)

     200       196  

Enterprise Products Operating

               

7.550%, 04/15/2038

    40       47  

6.650%, 10/15/2034

    220       241  

5.700%, 02/15/2042

    40       40  

5.375%, TSFR3M + 2.832%, 02/15/2078 (B)

     150       140  

4.850%, 01/31/2034

    870       845  

4.850%, 03/15/2044

    430       387  

4.150%, 10/16/2028

    1,605       1,552  

3.950%, 01/31/2060

    220       161  

3.700%, 01/31/2051

    270       199  

3.125%, 07/31/2029

    170       156  

2.800%, 01/31/2030

    540       482  

EOG Resources

               

4.950%, 04/15/2050

    400       367  

4.375%, 04/15/2030

    120       117  

4.150%, 01/15/2026

    340       335  

3.900%, 04/01/2035

    390       349  

EQM Midstream Partners

               

5.500%, 07/15/2028

    480       473  

EQT

               

5.000%, 01/15/2029

    150       147  

3.900%, 10/01/2027

    1,020       975  

3.625%, 05/15/2031 (D)

     320       282  

3.125%, 05/15/2026 (D)

     10       10  

Exxon Mobil

               

4.327%, 03/19/2050

    60       51  

4.114%, 03/01/2046

    533       440  

3.482%, 03/19/2030

    460       429  

3.452%, 04/15/2051

    200       144  

 

 

 

SEI Institutional Managed Trust

 

111

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Galaxy Pipeline Assets Bidco

               

2.625%, 03/31/2036 (D)

   $ 458     $ 372  

2.160%, 03/31/2034 (D)

     583       501  

1.750%, 09/30/2027 (D)

     502       470  

Halliburton

               

5.000%, 11/15/2045

    80       73  

4.850%, 11/15/2035

    60       57  

Hess

               

6.000%, 01/15/2040

    1,125       1,163  

5.800%, 04/01/2047

    770       779  

HF Sinclair

               

5.875%, 04/01/2026

    620       621  

5.000%, 02/01/2028 (D)

     970       940  

KazMunayGas National JSC

               

5.750%, 04/19/2047 (D)

     340       297  

Kinder Morgan

               

5.200%, 03/01/2048

    205       182  

5.050%, 02/15/2046

    170       149  

4.300%, 06/01/2025

    360       355  

4.300%, 03/01/2028

    150       146  

Kinder Morgan Energy Partners

               

5.500%, 03/01/2044

    415       384  

5.400%, 09/01/2044

    20       18  

MEG Energy

               

5.875%, 02/01/2029 (D)

     80       78  

MPLX

               

5.500%, 02/15/2049

    280       258  

4.875%, 12/01/2024

    320       319  

4.800%, 02/15/2029

    330       324  

4.700%, 04/15/2048

    430       354  

4.500%, 04/15/2038

    520       453  

Northwest Pipeline

               

4.000%, 04/01/2027

    219       212  

Occidental Petroleum

               

7.875%, 09/15/2031

    610       684  

7.500%, 05/01/2031

    870       960  

6.950%, 07/01/2024

    136       136  

6.600%, 03/15/2046

    360       376  

6.450%, 09/15/2036

    280       292  

5.550%, 03/15/2026

    110       110  

4.625%, 06/15/2045

    280       221  

4.400%, 04/15/2046

    120       94  

4.200%, 03/15/2048

    170       130  

4.100%, 02/15/2047

    600       448  

3.400%, 04/15/2026

    270       259  

3.000%, 02/15/2027

    300       281  

ONEOK

               

6.625%, 09/01/2053

    1,491       1,591  

6.050%, 09/01/2033

    500       515  

5.800%, 11/01/2030

    290       297  

5.550%, 11/01/2026

    180       181  

Parsley Energy

               

4.125%, 02/15/2028 (D)

     60       58  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Pertamina Persero

               

6.000%, 05/03/2042 (D)

   $ 300     $ 300  

Petrobras Global Finance BV

               

6.850%, 06/05/2115

    790       699  

5.299%, 01/27/2025

    1,278       1,272  

Petroleos Mexicanos

               

6.625%, 06/15/2035

    100       76  

6.350%, 02/12/2048

    155       99  

2.460%, 12/15/2025

    369       349  

2.378%, 04/15/2025

    102       98  

Petroleos Mexicanos MTN

               

6.875%, 08/04/2026

    120       117  

6.750%, 09/21/2047

    421       277  

Phillips 66

               

1.300%, 02/15/2026

    405       379  

Pioneer Natural Resources

               

2.150%, 01/15/2031

    660       554  

1.900%, 08/15/2030

    240       201  

1.125%, 01/15/2026

    110       103  

Range Resources

               

4.875%, 05/15/2025

    120       119  

Reliance Industries

               

3.625%, 01/12/2052 (D)

     870       608  

2.875%, 01/12/2032 (D)

     320       271  

Rockies Express Pipeline

               

4.950%, 07/15/2029 (D)

     1,098       1,034  

Sabine Pass Liquefaction

               

5.000%, 03/15/2027

    1,650       1,636  

Schlumberger Holdings

               

3.900%, 05/17/2028 (D)

     475       454  

Shell International Finance BV

               

4.550%, 08/12/2043

    280       250  

4.375%, 05/11/2045

    350       298  

4.125%, 05/11/2035

    1,356       1,244  

3.250%, 04/06/2050

    710       493  

2.750%, 04/06/2030

    440       392  

Southern Natural Gas

               

8.000%, 03/01/2032

    170       193  

Southwestern Energy

               

5.375%, 02/01/2029

    20       20  

5.375%, 03/15/2030

    80       77  

4.750%, 02/01/2032

    190       175  

Targa Resources

               

4.200%, 02/01/2033

    250       225  

Targa Resources Partners

               

5.500%, 03/01/2030

    130       129  

5.000%, 01/15/2028

    100       98  

4.875%, 02/01/2031

    370       353  

4.000%, 01/15/2032

    40       36  

Tennessee Gas Pipeline

               

8.375%, 06/15/2032

    1,140       1,314  

2.900%, 03/01/2030 (D)

     1,450       1,267  

 

 

 

112

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

TotalEnergies Capital

               

5.638%, 04/05/2064

  $ 136     $ 135  

5.488%, 04/05/2054

    270       266  

5.150%, 04/05/2034

    270       270  

TransCanada PipeLines

               

4.625%, 03/01/2034

    860       806  

Transcontinental Gas Pipe Line

               

7.850%, 02/01/2026

    60       62  

Venture Global Calcasieu Pass

               

3.875%, 11/01/2033 (D)

     290       247  

Western Midstream Operating

               

5.500%, 08/15/2048

    244       212  

5.300%, 03/01/2048

    162       140  

5.250%, 02/01/2050

    210       184  

4.650%, 07/01/2026

    40       39  

4.500%, 03/01/2028

    60       58  

4.050%, 02/01/2030

    1,200       1,116  

3.100%, 02/01/2025

    390       383  

Williams

               

7.750%, 06/15/2031

    841       928  

7.500%, 01/15/2031

    100       111  

5.750%, 06/24/2044

    51       50  

5.400%, 03/04/2044

    84       79  

5.150%, 03/15/2034

    680       663  

3.750%, 06/15/2027

    1,044       1,002  
                 
              87,816  
                 

Financials — 9.5%

        

ABN AMRO Bank MTN

               

4.750%, 07/28/2025 (D)

     360       355  

Agree

               

4.800%, 10/01/2032

    251       235  

AIB Group MTN

               

5.871%, SOFRRATE + 1.910%, 03/28/2035 (B)(D)

     755       750  

American Express

               

5.389%, SOFRRATE + 0.970%, 07/28/2027 (B)

     3,465       3,469  

4.050%, 05/03/2029

    530       512  

American International Group

               

3.875%, 01/15/2035

    210       187  

American Tower

               

3.125%, 01/15/2027

    226       214  

Aon

               

6.250%, 09/30/2040

    19       20  

2.600%, 12/02/2031

    2,080       1,733  

Aon North America

               

5.750%, 03/01/2054

    270       264  

5.450%, 03/01/2034

    3,451       3,436  

5.150%, 03/01/2029

    1,219       1,216  

Apollo Global Management

               

5.800%, 05/21/2054

    411       404  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Apollo Management Holdings

               

4.400%, 05/27/2026 (D)

   $ 530     $ 520  

Arthur J Gallagher

               

3.050%, 03/09/2052

    1,370       839  

Athene Global Funding

               

3.205%, 03/08/2027 (D)

     635       593  

2.950%, 11/12/2026 (D)

     1,350       1,272  

1.608%, 06/29/2026 (D)

     1,880       1,740  

Athene Holding

               

4.125%, 01/12/2028

    605       583  

Avolon Holdings Funding

               

5.750%, 03/01/2029 (D)

     1,255       1,248  

5.750%, 11/15/2029 (D)

     1,375       1,366  

2.875%, 02/15/2025 (D)

     975       955  

2.528%, 11/18/2027 (D)

     779       701  

Banco Bilbao Vizcaya Argentaria

               

7.883%, H15T1Y + 3.300%, 11/15/2034 (B)

     600       654  

6.033%, H15T1Y + 1.950%, 03/13/2035 (B)

     600       598  

Banco Santander

               

6.938%, 11/07/2033

    1,000       1,092  

6.607%, 11/07/2028

    400       420  

6.527%, H15T1Y + 1.650%, 11/07/2027 (B)

     400       409  

5.538%, H15T1Y + 1.450%, 03/14/2030 (B)

     1,000       992  

4.175%, H15T1Y + 2.000%, 03/24/2028 (B)

     200       193  

2.746%, 05/28/2025

    1,200       1,169  

1.722%, H15T1Y + 0.900%, 09/14/2027 (B)

     390       358  

Bank of America

               

5.933%, SOFRRATE + 1.340%, 09/15/2027 (B)

     1,461       1,477  

5.819%, SOFRRATE + 1.570%, 09/15/2029 (B)

     407       416  

5.468%, SOFRRATE + 1.650%, 01/23/2035 (B)

     1,864       1,862  

5.288%, SOFRRATE + 1.910%, 04/25/2034 (B)

     625       619  

4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)

     2,605       2,457  

3.419%, TSFR3M + 1.302%, 12/20/2028 (B)

     3,093       2,908  

2.592%, SOFRRATE + 2.150%, 04/29/2031 (B)

     530       458  

2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)

     1,010       837  

2.299%, SOFRRATE + 1.220%, 07/21/2032 (B)

     45       37  

1.734%, SOFRRATE + 0.960%, 07/22/2027 (B)

     4,948       4,586  

 

 

 

SEI Institutional Managed Trust

 

113

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

1.658%, SOFRRATE + 0.910%, 03/11/2027 (B)

   $ 3,685     $ 3,455  

Bank of America MTN

               

5.000%, 01/21/2044

    830       781  

4.450%, 03/03/2026

    432       425  

4.376%, SOFRRATE + 1.580%, 04/27/2028 (B)

     1,140       1,113  

4.330%, TSFR3M + 1.782%, 03/15/2050 (B)

     260       217  

4.250%, 10/22/2026

    80       78  

4.244%, TSFR3M + 2.076%, 04/24/2038 (B)

     179       158  

4.200%, 08/26/2024

    1,530       1,526  

4.083%, TSFR3M + 3.412%, 03/20/2051 (B)

     1,630       1,302  

4.000%, 01/22/2025

    1,070       1,060  

3.974%, TSFR3M + 1.472%, 02/07/2030 (B)

     1,900       1,799  

3.970%, TSFR3M + 1.332%, 03/05/2029 (B)

     625       597  

3.824%, TSFR3M + 1.837%, 01/20/2028 (B)

     631       608  

3.593%, TSFR3M + 1.632%, 07/21/2028 (B)

     1,364       1,298  

3.500%, 04/19/2026

    780       756  

3.093%, TSFR3M + 1.352%, 10/01/2025 (B)

     965       958  

2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)

     690       584  

2.884%, TSFR3M + 1.452%, 10/22/2030 (B)

     265       236  

2.496%, TSFR3M + 1.252%, 02/13/2031 (B)

     695       601  

2.087%, SOFRRATE + 1.060%, 06/14/2029 (B)

     5,495       4,875  

1.922%, SOFRRATE + 1.370%, 10/24/2031 (B)

     500       409  

1.197%, SOFRRATE + 1.010%, 10/24/2026 (B)

     720       679  

Bank of Montreal MTN

               

1.850%, 05/01/2025

    880       854  

Bank of New York Mellon

               

4.543%, SOFRRATE + 1.169%, 02/01/2029 (B)

     800       784  

Bank of New York Mellon MTN

               

3.250%, 09/11/2024

    100       100  

1.600%, 04/24/2025

    260       252  

Bank of Nova Scotia

               

4.900%, H15T5Y + 4.551%(B)(E)

     510       500  

4.588%, H15T5Y + 2.050%, 05/04/2037 (B)

     390       351  

1.300%, 06/11/2025

    480       461  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Barclays

               

6.692%, SOFRRATE + 2.620%, 09/13/2034 (B)

   $ 557     $ 591  

5.690%, SOFRRATE + 1.740%, 03/12/2030 (B)

     855       857  

5.674%, SOFRRATE + 1.490%, 03/12/2028 (B)

     855       856  

5.088%, US0003M + 3.054%, 06/20/2030 (B)

     1,630       1,558  

4.375%, 01/12/2026

    2,270       2,232  

Barclays MTN

               

4.972%, US0003M + 1.902%, 05/16/2029 (B)

     310       303  

Berkshire Hathaway Finance

               

4.250%, 01/15/2049

    870       743  

BlackRock Funding

               

5.250%, 03/14/2054

    140       135  

BNP Paribas

               

5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D)

     1,770       1,813  

5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D)

     1,095       1,091  

5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D)

     845       836  

5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D)

     1,670       1,655  

4.625%, 03/13/2027 (D)

     200       195  

4.400%, 08/14/2028 (D)

     1,087       1,044  

3.375%, 01/09/2025 (D)

     290       286  

2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D)

     600       580  

BNP Paribas MTN

               

4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D)

     400       378  

BPCE

               

5.936%, SOFRRATE + 1.850%, 05/30/2035 (B)(D)

     575       573  

5.281%, 05/30/2029 (D)

     712       709  

5.150%, 07/21/2024 (D)

     410       410  

BPCE MTN

               

5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D)

     1,560       1,561  

Cantor Fitzgerald

               

4.500%, 04/14/2027 (D)

     795       766  

Capital One Financial

               

7.624%, SOFRRATE + 3.070%, 10/30/2031 (B)

     540       594  

Charles Schwab

               

6.196%, SOFRRATE + 1.878%, 11/17/2029 (B)

     720       749  

6.136%, SOFRRATE + 2.010%, 08/24/2034 (B)

     200       208  

5.875%, 08/24/2026

    1,020       1,032  

 

 

 

114

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.643%, SOFRRATE + 2.210%, 05/19/2029 (B)

   $ 1,330     $ 1,347  

Chubb INA Holdings

               

3.350%, 05/03/2026

    200       193  

3.150%, 03/15/2025

    74       73  

Chubb INA Holdings MTN

               

5.000%, 03/15/2034

    685       678  

CI Financial

               

3.200%, 12/17/2030

    930       733  

Citadel

               

4.875%, 01/15/2027 (D)

     660       644  

Citibank

               

5.570%, 04/30/2034

    1,760       1,788  

5.488%, 12/04/2026

    945       950  

Citigroup

               

9.007%, TSFR3M + 3.685%(B)(E)

     250       249  

8.125%, 07/15/2039

    625       781  

6.675%, 09/13/2043

    70       76  

6.625%, 06/15/2032

    100       107  

6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)

     1,046       1,064  

5.950%, TSFR3M + 4.167%(B)(E)

     590       586  

5.827%, SOFRRATE + 2.056%, 02/13/2035 (B)

     297       294  

5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)

     1,765       1,764  

5.500%, 09/13/2025

    690       689  

5.300%, 05/06/2044

    225       210  

5.174%, SOFRRATE + 1.364%, 02/13/2030 (B)

     2,530       2,515  

4.910%, SOFRRATE + 2.086%, 05/24/2033 (B)

     370       355  

4.750%, 05/18/2046

    100       86  

4.658%, SOFRRATE + 1.887%, 05/24/2028 (B)

     340       335  

4.650%, 07/30/2045

    903       788  

4.450%, 09/29/2027

    1,005       980  

4.412%, SOFRRATE + 3.914%, 03/31/2031 (B)

     640       610  

4.400%, 06/10/2025

    1,080       1,065  

4.300%, 11/20/2026

    240       234  

4.125%, 07/25/2028

    210       202  

4.075%, TSFR3M + 1.454%, 04/23/2029 (B)

     81       78  

3.980%, TSFR3M + 1.600%, 03/20/2030 (B)

     1,860       1,756  

3.878%, TSFR3M + 1.430%, 01/24/2039 (B)

     59       50  

3.785%, SOFRRATE + 1.939%, 03/17/2033 (B)

     970       864  

3.300%, 04/27/2025

    120       118  

3.106%, SOFRRATE + 2.842%, 04/08/2026 (B)

     350       343  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

2.976%, SOFRRATE + 1.422%, 11/05/2030 (B)

   $ 715     $ 637  

2.666%, SOFRRATE + 1.146%, 01/29/2031 (B)

     570       496  

2.572%, SOFRRATE + 2.107%, 06/03/2031 (B)

     1,575       1,352  

2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)

     2,195       1,829  

2.520%, SOFRRATE + 1.177%, 11/03/2032 (B)

     360       296  

1.462%, SOFRRATE + 0.770%, 06/09/2027 (B)

     105       97  

Citizens Financial Group

               

6.645%, SOFRRATE + 2.325%, 04/25/2035 (B)

     327       338  

5.841%, SOFRRATE + 2.010%, 01/23/2030 (B)

     675       673  

Constellation Insurance

               

6.800%, 01/24/2030 (D)

     625       611  

Cooperatieve Rabobank UA

               

4.375%, 08/04/2025

    1,780       1,752  

3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D)

     1,790       1,585  

3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D)

     420       401  

Credit Agricole MTN

               

4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D)

     250       232  

1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D)

     400       385  

Danske Bank

               

6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D)

     1,115       1,118  

3.244%, US0003M + 1.591%, 12/20/2025 (B)(D)

     220       217  

Danske Bank MTN

               

6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D)

     250       252  

4.375%, 06/12/2028 (D)

     200       192  

Deutsche Bank NY

               

7.079%, SOFRRATE + 3.650%, 02/10/2034 (B)

     307       313  

6.819%, SOFRRATE + 2.510%, 11/20/2029 (B)

     730       759  

5.414%, 05/10/2029

    979       978  

3.742%, SOFRRATE + 2.257%, 01/07/2033 (B)

     793       652  

DOC DR

               

2.625%, 11/01/2031

    495       410  

F&G Global Funding

               

1.750%, 06/30/2026 (D)

     810       745  

Farmers Exchange Capital

               

7.200%, 07/15/2048 (D)

     1,021       974  

7.050%, 07/15/2028 (D)

     1,000       1,028  

 

 

 

SEI Institutional Managed Trust

 

115

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Farmers Exchange Capital II

               

6.151%, US0003M + 3.744%, 11/01/2053 (B)(D)

   $ 1,650     $ 1,485  

Goldman Sachs Bank USA NY

               

5.414%, SOFRRATE + 0.750%, 05/21/2027 (B)

     1,371       1,369  

5.283%, SOFRRATE + 0.777%, 03/18/2027 (B)

     1,489       1,484  

Goldman Sachs Capital II

               

6.375%, TSFR3M + 1.029%(B)(E)

     10       9  

Goldman Sachs Group

               

6.750%, 10/01/2037

    30       32  

6.250%, 02/01/2041

    1,050       1,115  

5.855%, SOFRRATE + 0.486%, 10/21/2024 (B)

     1,370       1,370  

5.150%, 05/22/2045

    820       767  

4.750%, 10/21/2045

    370       332  

4.250%, 10/21/2025

    850       835  

4.223%, TSFR3M + 1.563%, 05/01/2029 (B)

     1,300       1,251  

3.814%, TSFR3M + 1.420%, 04/23/2029 (B)

     350       332  

3.750%, 02/25/2026

    345       336  

3.691%, TSFR3M + 1.772%, 06/05/2028 (B)

     380       363  

3.615%, SOFRRATE + 1.846%, 03/15/2028 (B)

     170       163  

3.500%, 04/01/2025

    540       532  

3.500%, 11/16/2026

    900       864  

3.272%, TSFR3M + 1.463%, 09/29/2025 (B)

     1,130       1,123  

3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)

     120       89  

2.908%, SOFRRATE + 1.472%, 07/21/2042 (B)

     260       183  

2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)

     1,305       1,085  

2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)

     2,650       2,176  

1.542%, SOFRRATE + 0.818%, 09/10/2027 (B)

     5,430       4,987  

1.431%, SOFRRATE + 0.798%, 03/09/2027 (B)

     1,150       1,073  

Goldman Sachs Group MTN

               

3.850%, 07/08/2024

    330       330  

Guardian Life Global Funding

               

1.100%, 06/23/2025 (D)

     190       182  

Healthcare Realty Holdings

               

3.875%, 05/01/2025

    15       15  

2.400%, 03/15/2030

    170       140  

HSBC Bank USA

               

7.000%, 01/15/2039

    275       309  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

HSBC Holdings

               

5.887%, SOFRRATE + 1.570%, 08/14/2027 (B)

   $ 485     $ 489  

5.733%, SOFRRATE + 1.520%, 05/17/2032 (B)

     2,732       2,739  

5.597%, SOFRRATE + 1.060%, 05/17/2028 (B)

     2,277       2,286  

4.762%, SOFRRATE + 2.530%, 03/29/2033 (B)

     420       390  

4.755%, SOFRRATE + 2.110%, 06/09/2028 (B)

     220       216  

4.583%, TSFR3M + 1.796%, 06/19/2029 (B)

     260       251  

4.375%, 11/23/2026

    345       336  

4.250%, 08/18/2025

    560       550  

2.804%, SOFRRATE + 1.187%, 05/24/2032 (B)

     365       306  

2.357%, SOFRRATE + 1.947%, 08/18/2031 (B)

     370       309  

2.099%, SOFRRATE + 1.929%, 06/04/2026 (B)

     2,640       2,552  

1.645%, SOFRRATE + 1.538%, 04/18/2026 (B)

     330       319  

HSBC USA

               

5.294%, 03/04/2027

    1,438       1,442  

ILFC E-Capital Trust II

               

7.409%, TSFR3M + 2.062%, 12/21/2065 (B)(D)

     400       331  

Inter-American Development Bank MTN

               

7.350%, 10/06/2030

  INR 478,000       5,774  

Intercontinental Exchange

               

5.250%, 06/15/2031

  $ 705       709  

4.600%, 03/15/2033

    710       677  

Invitation Homes Operating Partnership

               

2.000%, 08/15/2031

    1,539       1,222  

Jackson Financial

               

3.125%, 11/23/2031

    1,405       1,178  

Jane Street Group

               

7.125%, 04/30/2031 (D)

     310       318  

JPMorgan Chase

               

8.750%, 09/01/2030

    970       1,133  

6.138%, TSFR3M + 0.812%, 02/01/2027 (B)

     1,590       1,550  

5.766%, SOFRRATE + 1.490%, 04/22/2035 (B)

     3,734       3,831  

5.581%, SOFRRATE + 1.160%, 04/22/2030 (B)

     1,684       1,711  

5.571%, SOFRRATE + 0.930%, 04/22/2028 (B)

     2,038       2,054  

5.299%, SOFRRATE + 1.450%, 07/24/2029 (B)

     1,910       1,916  

4.950%, 06/01/2045

    70       66  

4.452%, TSFR3M + 1.592%, 12/05/2029 (B)

     300       291  

 

 

 

116

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.260%, TSFR3M + 1.842%, 02/22/2048 (B)

   $ 84     $ 70  

4.250%, 10/01/2027

    720       702  

4.203%, TSFR3M + 1.522%, 07/23/2029 (B)

     800       770  

3.882%, TSFR3M + 1.622%, 07/24/2038 (B)

     325       279  

3.875%, 09/10/2024

    1,140       1,136  

3.625%, 12/01/2027

    230       220  

3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)

     130       89  

2.956%, TSFR3M + 2.515%, 05/13/2031 (B)

     300       263  

2.950%, 10/01/2026

    377       359  

2.947%, SOFRRATE + 1.170%, 02/24/2028 (B)

     650       612  

2.739%, TSFR3M + 1.510%, 10/15/2030 (B)

     855       756  

2.580%, TSFR3M + 1.250%, 04/22/2032 (B)

     40       34  

2.545%, SOFRRATE + 1.180%, 11/08/2032 (B)

     1,380       1,149  

2.522%, SOFRRATE + 2.040%, 04/22/2031 (B)

     450       389  

2.182%, SOFRRATE + 1.890%, 06/01/2028 (B)

     410       376  

2.083%, SOFRRATE + 1.850%, 04/22/2026 (B)

     830       806  

2.069%, SOFRRATE + 1.015%, 06/01/2029 (B)

     1,285       1,143  

2.005%, TSFR3M + 1.585%, 03/13/2026 (B)

     660       643  

1.953%, SOFRRATE + 1.065%, 02/04/2032 (B)

     1,430       1,163  

1.578%, SOFRRATE + 0.885%, 04/22/2027 (B)

     4,085       3,812  

1.561%, SOFRRATE + 0.605%, 12/10/2025 (B)

     2,070       2,032  

1.045%, SOFRRATE + 0.800%, 11/19/2026 (B)

     925       869  

KKR Group Finance II

               

5.500%, 02/01/2043 (D)

     80       76  

Lloyds Banking Group

               

5.679%, H15T1Y + 1.750%, 01/05/2035 (B)

     412       410  

5.462%, H15T1Y + 1.375%, 01/05/2028 (B)

     1,693       1,689  

4.375%, 03/22/2028

    390       378  

4.344%, 01/09/2048

    200       156  

3.870%, H15T1Y + 3.500%, 07/09/2025 (B)

     1,190       1,190  

M&T Bank

               

6.082%, SOFRRATE + 2.260%, 03/13/2032 (B)

     406       405  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Mercury General

               

4.400%, 03/15/2027

  $ 935     $ 902  

MetLife

               

6.400%, 12/15/2036

    420       425  

5.700%, 06/15/2035

    15       16  

MetLife Capital Trust IV

               

7.875%, 12/15/2037 (D)

     800       857  

Metropolitan Life Global Funding I

               

3.450%, 12/18/2026 (D)

     1,955       1,879  

Metropolitan Life Global Funding I MTN

               

5.150%, 03/28/2033 (D)

     700       691  

5.000%, 01/06/2026 (D)

     335       334  

3.300%, 03/21/2029 (D)

     500       464  

Mitsubishi UFJ Financial Group

               

5.719%, H15T1Y + 1.080%, 02/20/2026 (B)

     1,760       1,759  

5.063%, H15T1Y + 1.550%, 09/12/2025 (B)

     1,620       1,617  

4.080%, H15T1Y + 1.300%, 04/19/2028 (B)

     400       388  

3.837%, H15T1Y + 1.125%, 04/17/2026 (B)

     380       374  

Morgan Stanley

               

6.342%, SOFRRATE + 2.560%, 10/18/2033 (B)

     912       968  

5.466%, SOFRRATE + 1.730%, 01/18/2035 (B)

     1,425       1,421  

5.449%, SOFRRATE + 1.630%, 07/20/2029 (B)

     960       966  

1.593%, SOFRRATE + 0.879%, 05/04/2027 (B)

     770       718  

Morgan Stanley MTN

               

5.831%, SOFRRATE + 1.580%, 04/19/2035 (B)

     3,430       3,516  

5.656%, SOFRRATE + 1.260%, 04/18/2030 (B)

     1,835       1,866  

5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)

     2,010       1,979  

5.164%, SOFRRATE + 1.590%, 04/20/2029 (B)

     721       719  

4.431%, TSFR3M + 1.890%, 01/23/2030 (B)

     10       10  

3.971%, US0003M + 1.455%, 07/22/2038 (B)

     119       101  

3.772%, TSFR3M + 1.402%, 01/24/2029 (B)

     1,985       1,889  

3.622%, SOFRRATE + 3.120%, 04/01/2031 (B)

     1,920       1,762  

2.699%, SOFRRATE + 1.143%, 01/22/2031 (B)

     520       456  

2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)

     1,145       946  

2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)

     105       86  

 

 

 

SEI Institutional Managed Trust

 

117

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

2.188%, SOFRRATE + 1.990%, 04/28/2026 (B)

   $ 1,300     $ 1,262  

1.794%, SOFRRATE + 1.034%, 02/13/2032 (B)

     915       734  

1.164%, SOFRRATE + 0.560%, 10/21/2025 (B)

     4,740       4,671  

Morgan Stanley Bank

               

5.504%, SOFRRATE + 0.865%, 05/26/2028 (B)

     1,109       1,117  

4.952%, SOFRRATE + 1.080%, 01/14/2028 (B)

     1,428       1,417  

Nasdaq

               

5.550%, 02/15/2034

    1,080       1,081  

National Securities Clearing

               

1.500%, 04/23/2025 (D)

     330       320  

Nationwide Building Society MTN

               

2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)

     1,375       1,289  

Nationwide Mutual Insurance

               

7.891%, US0003M + 2.290%, 12/15/2024 (B)(D)

     3,735       3,738  

NatWest Group

               

7.472%, H15T1Y + 2.850%, 11/10/2026 (B)

     1,085       1,109  

4.892%, US0003M + 1.754%, 05/18/2029 (B)

     200       195  

1.642%, H15T1Y + 0.900%, 06/14/2027 (B)

     920       852  

New York Life Global Funding

               

0.950%, 06/24/2025 (D)

     340       325  

Northwestern Mutual Global Funding

               

5.160%, 05/28/2031 (D)

     1,285       1,287  

Northwestern Mutual Life Insurance

               

3.625%, 09/30/2059 (D)

     1,112       755  

PNC Bank

               

3.875%, 04/10/2025

    430       424  

PNC Financial Services Group

               

6.875%, SOFRRATE + 2.284%, 10/20/2034 (B)

     880       959  

6.037%, SOFRINDX + 2.140%, 10/28/2033 (B)

     550       567  

5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)

     250       250  

5.676%, SOFRRATE + 1.902%, 01/22/2035 (B)

     200       201  

5.582%, SOFRRATE + 1.841%, 06/12/2029 (B)

     690       698  

Principal Life Global Funding II

               

2.250%, 11/21/2024 (D)

     1,465       1,445  

1.250%, 06/23/2025 (D)

     160       154  

Prudential Financial MTN

               

5.625%, 05/12/2041

    10       10  

Royal Bank of Canada MTN

               

5.150%, 02/01/2034

    390       387  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

1.150%, 06/10/2025

  $ 460     $ 442  

Santander Holdings USA

               

6.342%, SOFRRATE + 2.138%, 05/31/2035 (B)

     824       821  

4.500%, 07/17/2025

    80       79  

Santander UK Group Holdings

               

2.469%, SOFRRATE + 1.220%, 01/11/2028 (B)

     510       470  

1.673%, SOFRRATE + 0.989%, 06/14/2027 (B)

     1,055       975  

1.532%, H15T1Y + 1.250%, 08/21/2026 (B)

     235       224  

Scentre Group Trust 1

               

3.625%, 01/28/2026 (D)

     635       618  

Societe Generale

               

7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D)

     308       295  

5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D)

     702       692  

Societe Generale MTN

               

7.367%, 01/10/2053 (D)

     675       665  

2.625%, 01/22/2025 (D)

     735       721  

State Street

               

3.300%, 12/16/2024

    70       69  

Teachers Insurance & Annuity Association of America

               

6.850%, 12/16/2039 (D)

     124       138  

4.900%, 09/15/2044 (D)

     240       212  

3.300%, 05/15/2050 (D)

     2,455       1,633  

The Vanguard Group

               

3.050%, 08/22/2050

    670       416  

Toronto-Dominion Bank MTN

               

4.456%, 06/08/2032

    510       481  

2.800%, 03/10/2027

    570       535  

1.150%, 06/12/2025

    460       442  

Truist Financial MTN

               

7.161%, SOFRRATE + 2.446%, 10/30/2029 (B)

     1,295       1,375  

6.047%, SOFRRATE + 2.050%, 06/08/2027 (B)

     470       473  

5.711%, SOFRRATE + 1.922%, 01/24/2035 (B)

     406       404  

5.435%, SOFRRATE + 1.620%, 01/24/2030 (B)

     950       948  

4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)

     1,590       1,564  

UBS

               

7.950%, 01/09/2025

    1,220       1,233  

7.500%, 02/15/2028

    1,240       1,327  

5.650%, 09/11/2028

    649       661  

4.500%, 06/26/2048

    440       386  

2.950%, 04/09/2025

    520       510  

UBS MTN

               

3.700%, 02/21/2025

    1,320       1,303  

 

 

 

118

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

UBS Group

               

9.250%, H15T5Y + 4.745%(B)(D)(E)

   $ 1,030     $ 1,108  

9.250%, H15T5Y + 4.758%(B)(D)(E)

     230       258  

9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D)

     300       362  

7.750%, USISSO05 + 4.160%(B)(D)(E)

     220       224  

5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D)

     1,376       1,375  

5.617%, USISSO01 + 1.340%, 09/13/2030 (B)(D)

     1,122       1,127  

4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D)

     360       352  

4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D)

     320       316  

4.282%, 01/09/2028 (D)

     625       599  

4.253%, 03/23/2028 (D)

     350       335  

4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D)

     1,200       1,120  

4.125%, 09/24/2025 (D)

     200       196  

3.750%, 03/26/2025

    1,085       1,070  

3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D)

     994       848  

2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D)

     210       172  

2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D)

     760       755  

2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D)

     1,070       1,034  

US Bancorp

               

5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)

     925       939  

5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)

     255       259  

5.775%, SOFRRATE + 2.020%, 06/12/2029 (B)

     490       497  

5.727%, SOFRRATE + 1.430%, 10/21/2026 (B)

     170       170  

5.678%, SOFRRATE + 1.860%, 01/23/2035 (B)

     505       507  

5.384%, SOFRRATE + 1.560%, 01/23/2030 (B)

     580       582  

4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)

     865       820  

4.653%, SOFRRATE + 1.230%, 02/01/2029 (B)

     1,635       1,600  

1.450%, 05/12/2025

    780       753  

US Bancorp MTN

               

2.215%, SOFRRATE + 0.730%, 01/27/2028 (B)

     70       65  

WEA Finance

               

4.750%, 09/17/2044 (D)

     230       176  

3.750%, 09/17/2024 (D)

     990       982  

Wells Fargo

               

7.950%, 11/15/2029

    495       549  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

6.491%, SOFRRATE + 2.060%, 10/23/2034 (B)

   $ 1,090     $ 1,162  

6.303%, SOFRRATE + 1.790%, 10/23/2029 (B)

     411       426  

6.090%, TSFR3M + 0.762%, 01/15/2027 (B)

     1,200       1,176  

5.389%, SOFRRATE + 2.020%, 04/24/2034 (B)

     450       445  

5.375%, 11/02/2043

    340       319  

3.000%, 10/23/2026

    1,030       978  

2.188%, SOFRRATE + 2.000%, 04/30/2026 (B)

     1,765       1,714  

Wells Fargo MTN

               

5.707%, SOFRRATE + 1.070%, 04/22/2028 (B)

     1,630       1,644  

5.574%, SOFRRATE + 1.740%, 07/25/2029 (B)

     767       774  

5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)

     620       619  

5.198%, SOFRRATE + 1.500%, 01/23/2030 (B)

     2,726       2,715  

5.013%, TSFR3M + 4.502%, 04/04/2051 (B)

     3,550       3,234  

4.900%, 11/17/2045

    839       729  

4.897%, SOFRRATE + 2.100%, 07/25/2033 (B)

     2,722       2,618  

4.750%, 12/07/2046

    650       550  

4.650%, 11/04/2044

    241       204  

4.478%, TSFR3M + 4.032%, 04/04/2031 (B)

     1,880       1,800  

4.400%, 06/14/2046

    1,270       1,024  

4.150%, 01/24/2029

    1,010       971  

3.526%, SOFRRATE + 1.510%, 03/24/2028 (B)

     2,075       1,979  

3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)

     3,090       2,680  

3.196%, TSFR3M + 1.432%, 06/17/2027 (B)

     1,685       1,613  

2.879%, TSFR3M + 1.432%, 10/30/2030 (B)

     20       18  

2.393%, SOFRRATE + 2.100%, 06/02/2028 (B)

     75       69  

2.164%, TSFR3M + 1.012%, 02/11/2026 (B)

     1,165       1,140  
                 
              337,125  
                 

Health Care — 2.6%

        

Abbott Laboratories

               

4.750%, 11/30/2036

    260       253  

AbbVie

               

5.500%, 03/15/2064

    225       222  

5.400%, 03/15/2054

    678       671  

5.050%, 03/15/2034

    1,047       1,044  

4.950%, 03/15/2031

    666       664  

 

 

 

SEI Institutional Managed Trust

 

119

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.875%, 11/14/2048

  $ 70     $ 64  

4.800%, 03/15/2027

    677       674  

4.800%, 03/15/2029

    1,277       1,272  

4.625%, 10/01/2042

    38       34  

4.550%, 03/15/2035

    668       634  

4.500%, 05/14/2035

    1,377       1,299  

4.250%, 11/21/2049

    1,567       1,306  

4.050%, 11/21/2039

    284       247  

3.800%, 03/15/2025

    460       454  

3.600%, 05/14/2025

    210       207  

3.200%, 11/21/2029

    2,168       1,989  

2.950%, 11/21/2026

    380       362  

2.600%, 11/21/2024

    1,820       1,800  

Aetna

               

3.875%, 08/15/2047

    90       65  

Alcon Finance

               

5.375%, 12/06/2032 (D)

     725       726  

3.000%, 09/23/2029 (D)

     1,975       1,788  

2.600%, 05/27/2030 (D)

     200       174  

Amgen

               

6.375%, 06/01/2037

    910       973  

5.650%, 03/02/2053

    1,999       1,969  

5.150%, 11/15/2041

    332       310  

4.663%, 06/15/2051

    269       230  

4.400%, 05/01/2045

    375       315  

3.150%, 02/21/2040

    190       142  

2.770%, 09/01/2053

    263       157  

2.000%, 01/15/2032

    1,515       1,220  

Astrazeneca Finance

               

5.000%, 02/26/2034

    547       544  

Bausch Health

               

7.250%, 05/30/2029 (D)

     170       88  

6.250%, 02/15/2029 (D)

     500       255  

5.500%, 11/01/2025 (D)

     20       19  

Bayer US Finance

               

6.875%, 11/21/2053 (D)

     500       514  

3.375%, 10/08/2024 (D)

     800       794  

Bayer US Finance II

               

4.875%, 06/25/2048 (D)

     1,795       1,443  

4.625%, 06/25/2038 (D)

     420       353  

4.375%, 12/15/2028 (D)

     4,193       3,982  

Becton Dickinson

               

5.081%, 06/07/2029

    546       546  

4.685%, 12/15/2044

    264       233  

3.734%, 12/15/2024

    287       284  

3.700%, 06/06/2027

    121       116  

Bristol-Myers Squibb

               

5.750%, 02/01/2031

    1,105       1,147  

5.650%, 02/22/2064

    517       505  

5.550%, 02/22/2054

    160       158  

5.200%, 02/22/2034

    810       808  

5.100%, 02/22/2031

    290       291  

4.550%, 02/20/2048

    129       111  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.350%, 11/15/2047

  $ 51     $ 43  

3.400%, 07/26/2029

    124       116  

2.900%, 07/26/2024

    785       783  

Centene

               

4.625%, 12/15/2029

    390       369  

4.250%, 12/15/2027

    260       248  

3.375%, 02/15/2030

    230       204  

3.000%, 10/15/2030

    1,938       1,657  

2.625%, 08/01/2031

    40       33  

Cigna Group

               

4.900%, 12/15/2048

    830       730  

4.800%, 08/15/2038

    500       459  

4.375%, 10/15/2028

    810       787  

3.400%, 03/01/2027

    380       363  

3.400%, 03/15/2051

    588       400  

CommonSpirit Health

               

4.350%, 11/01/2042

    110       93  

3.347%, 10/01/2029

    251       230  

2.782%, 10/01/2030

    1,135       983  

CVS Health

               

6.050%, 06/01/2054

    885       868  

5.125%, 07/20/2045

    670       590  

5.050%, 03/25/2048

    2,979       2,567  

5.000%, 02/20/2026

    1,295       1,285  

4.780%, 03/25/2038

    565       504  

4.300%, 03/25/2028

    809       781  

4.250%, 04/01/2050

    30       23  

4.125%, 04/01/2040

    160       129  

3.875%, 07/20/2025

    515       506  

3.750%, 04/01/2030

    540       497  

3.625%, 04/01/2027

    360       345  

2.700%, 08/21/2040

    500       332  

2.125%, 09/15/2031

    370       297  

1.875%, 02/28/2031

    1,660       1,332  

CVS Pass-Through Trust

               

5.926%, 01/10/2034 (D)

     58       57  

DH Europe Finance II Sarl

               

2.200%, 11/15/2024

    657       649  

Elevance Health

               

5.375%, 06/15/2034

    412       414  

5.150%, 06/15/2029

    590       592  

4.625%, 05/15/2042

    41       36  

4.550%, 05/15/2052

    250       210  

4.100%, 05/15/2032

    270       250  

3.650%, 12/01/2027

    220       210  

3.500%, 08/15/2024

    90       90  

3.350%, 12/01/2024

    745       738  

Eli Lilly

               

5.100%, 02/09/2064

    880       841  

5.000%, 02/09/2054

    485       463  

4.700%, 02/09/2034

    1,278       1,253  

Fresenius Medical Care US Finance III

               

1.875%, 12/01/2026 (D)

     1,345       1,226  

 

 

 

120

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Gilead Sciences

               

5.650%, 12/01/2041

  $ 35     $ 35  

4.750%, 03/01/2046

    380       339  

4.500%, 02/01/2045

    10       8  

4.000%, 09/01/2036

    273       241  

3.650%, 03/01/2026

    460       447  

HCA

               

6.000%, 04/01/2054

    1,315       1,299  

5.900%, 06/01/2053

    630       614  

5.875%, 02/01/2029

    410       417  

5.625%, 09/01/2028

    60       61  

5.500%, 06/15/2047

    60       55  

5.375%, 02/01/2025

    160       159  

5.375%, 09/01/2026

    155       155  

5.250%, 04/15/2025

    820       816  

5.250%, 06/15/2026

    650       647  

5.250%, 06/15/2049

    181       161  

4.500%, 02/15/2027

    20       20  

4.125%, 06/15/2029

    1,434       1,358  

3.500%, 09/01/2030

    1,630       1,470  

3.500%, 07/15/2051

    672       449  

2.375%, 07/15/2031

    751       617  

Humana

               

4.950%, 10/01/2044

    60       52  

4.800%, 03/15/2047

    30       25  

4.625%, 12/01/2042

    170       143  

4.500%, 04/01/2025

    80       79  

3.950%, 03/15/2027

    70       68  

3.700%, 03/23/2029

    3,205       3,006  

2.150%, 02/03/2032

    130       104  

Johnson & Johnson

               

3.625%, 03/03/2037

    260       227  

3.400%, 01/15/2038

    173       145  

Medline Borrower

               

6.250%, 04/01/2029 (D)

     370       374  

Medtronic

               

4.625%, 03/15/2045

    9       8  

Merck

               

1.450%, 06/24/2030

    300       248  

New York and Presbyterian Hospital

               

3.563%, 08/01/2036

    730       617  

Pfizer

               

4.000%, 12/15/2036

    705       633  

2.625%, 04/01/2030

    440       390  

1.700%, 05/28/2030

    420       354  

Pfizer Investment Enterprises Pte

               

5.340%, 05/19/2063

    535       505  

5.300%, 05/19/2053

    1,249       1,205  

4.750%, 05/19/2033

    2,184       2,128  

Royalty Pharma

               

1.200%, 09/02/2025

    535       508  

Solventum

               

5.900%, 04/30/2054 (D)

     660       631  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.600%, 03/23/2034 (D)

   $ 830     $ 815  

5.450%, 03/13/2031 (D)

     630       622  

5.400%, 03/01/2029 (D)

     630       628  

Teva Pharmaceutical Finance Netherlands III BV

               

8.125%, 09/15/2031

    200       222  

7.125%, 01/31/2025

    390       391  

5.125%, 05/09/2029

    1,780       1,712  

4.750%, 05/09/2027

    200       193  

3.150%, 10/01/2026

    1,580       1,483  

UnitedHealth Group

               

5.875%, 02/15/2053

    1,174       1,219  

5.800%, 03/15/2036

    280       293  

5.500%, 04/15/2064

    139       135  

5.375%, 04/15/2054

    930       903  

5.000%, 04/15/2034

    460       454  

4.900%, 04/15/2031

    559       554  

4.625%, 07/15/2035

    163       156  

4.600%, 04/15/2027

    559       554  

4.450%, 12/15/2048

    90       77  

4.250%, 04/15/2047

    450       374  

4.250%, 06/15/2048

    110       91  

4.200%, 05/15/2032

    290       273  

4.000%, 05/15/2029

    420       404  

3.875%, 12/15/2028

    170       163  

3.875%, 08/15/2059

    360       266  

3.700%, 08/15/2049

    150       113  

3.125%, 05/15/2060

    50       32  

3.050%, 05/15/2041

    127       94  

2.300%, 05/15/2031

    80       67  

2.000%, 05/15/2030

    140       119  

1.250%, 01/15/2026

    170       160  

Universal Health Services

               

1.650%, 09/01/2026

    685       630  

Wyeth

               

5.950%, 04/01/2037

    470       495  
                 
              92,549  
                 

Industrials — 2.2%

        

Adani International Container Terminal Pvt

               

3.000%, 02/16/2031 (D)

     240       201  

AerCap Ireland Capital DAC

               

6.450%, 04/15/2027

    929       950  

3.500%, 01/15/2025

    232       229  

3.300%, 01/30/2032

    1,590       1,366  

3.000%, 10/29/2028

    5,245       4,767  

2.450%, 10/29/2026

    3,530       3,293  

1.650%, 10/29/2024

    365       360  

Air Lease

               

3.625%, 04/01/2027

    221       208  

3.625%, 12/01/2027

    216       204  

3.375%, 07/01/2025

    310       303  

3.250%, 03/01/2025

    1,645       1,616  

 

 

 

SEI Institutional Managed Trust

 

121

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Air Lease MTN

               

3.000%, 02/01/2030

  $ 1,320     $ 1,169  

2.300%, 02/01/2025

    355       347  

American Airlines

               

8.500%, 05/15/2029 (D)

     350       364  

BAE Systems

               

5.250%, 03/26/2031 (D)

     1,185       1,182  

Boeing

               

7.008%, 05/01/2064 (D)

     283       290  

6.858%, 05/01/2054 (D)

     424       435  

6.528%, 05/01/2034 (D)

     954       977  

6.388%, 05/01/2031 (D)

     1,452       1,478  

6.298%, 05/01/2029 (D)

     1,579       1,601  

6.259%, 05/01/2027 (D)

     282       284  

5.805%, 05/01/2050

    1,856       1,672  

5.150%, 05/01/2030

    90       86  

4.875%, 05/01/2025

    2,075       2,053  

3.750%, 02/01/2050

    270       177  

3.550%, 03/01/2038

    196       142  

3.250%, 02/01/2035

    120       92  

3.200%, 03/01/2029

    420       372  

3.100%, 05/01/2026

    160       152  

2.800%, 03/01/2027

    190       175  

2.700%, 02/01/2027

    140       129  

2.196%, 02/04/2026

    1,120       1,053  

Builders FirstSource

               

4.250%, 02/01/2032 (D)

     80       71  

Burlington Northern Santa Fe

               

7.290%, 06/01/2036

    90       107  

5.400%, 06/01/2041

    50       49  

5.200%, 04/15/2054

    284       272  

4.450%, 01/15/2053

    108       92  

4.150%, 12/15/2048

    150       122  

4.050%, 06/15/2048

    124       100  

2.875%, 06/15/2052

    120       76  

Canadian Pacific Railway

               

6.125%, 09/15/2115

    44       45  

Carrier Global

               

3.577%, 04/05/2050

    30       22  

Caterpillar Financial Services

               

4.500%, 01/08/2027

    669       662  

Caterpillar Financial Services MTN

               

5.000%, 05/14/2027

    814       815  

4.850%, 02/27/2029

    812       812  

Cintas No. 2

               

4.000%, 05/01/2032

    1,190       1,118  

3.700%, 04/01/2027

    400       385  

Crowley Conro

               

4.181%, 08/15/2043

    385       346  

Daimler Truck Finance North America

               

5.125%, 09/25/2029 (D)

     229       227  

Deere

               

3.750%, 04/15/2050

    190       149  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.100%, 04/15/2030

  $ 100     $ 91  

Delta Air Lines

               

7.375%, 01/15/2026

    580       592  

4.750%, 10/20/2028 (D)

     1,321       1,287  

4.500%, 10/20/2025 (D)

     245       242  

4.375%, 04/19/2028

    153       147  

2.900%, 10/28/2024

    60       59  

Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA

               

2.000%, 06/10/2028

    3,163       2,875  

DP World MTN

               

5.625%, 09/25/2048 (D)

     990       940  

Eaton

               

4.150%, 11/02/2042

    140       119  

Emerson Electric

               

2.800%, 12/21/2051

    280       176  

General Dynamics

               

4.250%, 04/01/2040

    330       290  

4.250%, 04/01/2050

    200       168  

General Electric MTN

               

6.064%, TSFR3M + 0.742%, 08/15/2036 (B)

     2,400       2,275  

GFL Environmental

               

6.750%, 01/15/2031 (D)

     330       337  

Honeywell International

               

5.350%, 03/01/2064

    279       271  

5.250%, 03/01/2054

    279       271  

5.000%, 03/01/2035

    800       793  

John Deere Capital

               

4.500%, 01/08/2027

    936       927  

4.500%, 01/16/2029

    936       920  

John Deere Capital MTN

               

5.150%, 09/08/2026

    928       930  

5.100%, 04/11/2034

    677       675  

5.050%, 06/12/2034

    858       852  

4.950%, 07/14/2028

    212       212  

4.900%, 06/11/2027

    819       817  

4.850%, 06/11/2029

    956       953  

4.150%, 09/15/2027

    534       522  

L3Harris Technologies

               

5.054%, 04/27/2045

    180       166  

4.854%, 04/27/2035

    80       76  

Lockheed Martin

               

5.200%, 02/15/2064

    550       520  

4.800%, 08/15/2034

    558       545  

4.500%, 05/15/2036

    90       84  

4.150%, 06/15/2053

    1,220       984  

4.070%, 12/15/2042

    91       77  

3.900%, 06/15/2032

    230       215  

Mileage Plus Holdings

               

6.500%, 06/20/2027 (D)

     331       332  

Northrop Grumman

               

5.250%, 05/01/2050

    350       332  

 

 

 

122

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.900%, 06/01/2034

  $ 900     $ 875  

4.030%, 10/15/2047

    192       152  

3.250%, 01/15/2028

    1,074       1,012  

2.930%, 01/15/2025

    810       798  

Otis Worldwide

               

3.112%, 02/15/2040

    315       234  

2.056%, 04/05/2025

    220       214  

Owens Corning

               

5.950%, 06/15/2054

    247       249  

5.700%, 06/15/2034

    412       416  

Parker-Hannifin

               

4.250%, 09/15/2027

    760       740  

Prime Security Services Borrower

               

5.750%, 04/15/2026 (D)

     320       317  

Protective Life Global Funding

               

1.618%, 04/15/2026 (D)

     2,170       2,031  

Republic Services

               

5.200%, 11/15/2034

    680       675  

5.000%, 11/15/2029

    547       545  

3.950%, 05/15/2028

    335       322  

1.450%, 02/15/2031

    1,285       1,019  

RTX

               

6.400%, 03/15/2054

    552       602  

6.100%, 03/15/2034

    547       576  

6.000%, 03/15/2031

    410       427  

RTX Corp

               

4.625%, 11/16/2048

    51       44  

4.500%, 06/01/2042

    320       277  

4.450%, 11/16/2038

    63       56  

4.150%, 05/15/2045

    59       48  

4.125%, 11/16/2028

    280       269  

3.950%, 08/16/2025

    190       187  

3.150%, 12/15/2024

    200       197  

3.030%, 03/15/2052

    430       274  

2.250%, 07/01/2030

    420       359  

Siemens Financieringsmaatschappij

               

1.200%, 03/11/2026 (D)

     250       234  

Spirit Loyalty Cayman

               

8.000%, 09/20/2025 (D)

     375       274  

TransDigm

               

7.125%, 12/01/2031 (D)

     330       340  

6.625%, 03/01/2032 (D)

     220       222  

6.375%, 03/01/2029 (D)

     200       201  

Union Pacific

               

3.839%, 03/20/2060

    1,030       756  

3.750%, 02/05/2070

    230       160  

3.250%, 02/05/2050

    480       335  

2.891%, 04/06/2036

    1,595       1,285  

2.800%, 02/14/2032

    345       298  

2.375%, 05/20/2031

    254       216  

United Airlines

               

4.625%, 04/15/2029 (D)

     510       475  

4.375%, 04/15/2026 (D)

     300       290  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

United Airlines Class A Pass-Through Trust

               

5.800%, 01/15/2036

  $ 2,100     $ 2,132  

United Parcel Service

               

5.200%, 04/01/2040

    240       235  

United Rentals North America

               

6.125%, 03/15/2034 (D)

     570       568  

4.875%, 01/15/2028

    150       145  

3.875%, 11/15/2027

    100       94  

3.875%, 02/15/2031

    920       821  

3.750%, 01/15/2032

    300       261  

US Airways Pass-Through Trust, Ser 2012-2, Cl A

               

4.625%, 06/03/2025

    365       361  

Waste Connections

               

5.000%, 03/01/2034

    440       430  
                 
              77,317  
                 

Information Technology — 1.3%

        

Adobe

               

4.950%, 04/04/2034

    810       806  

4.800%, 04/04/2029

    679       680  

Analog Devices

               

5.300%, 04/01/2054

    489       477  

5.050%, 04/01/2034

    543       541  

Apple

               

3.950%, 08/08/2052

    512       416  

3.200%, 05/13/2025

    64       63  

2.650%, 05/11/2050

    212       135  

2.650%, 02/08/2051

    164       104  

2.375%, 02/08/2041

    195       134  

Applied Materials

               

4.800%, 06/15/2029

    273       273  

Broadcom

               

4.926%, 05/15/2037 (D)

     1,150       1,082  

4.150%, 11/15/2030

    370       349  

3.419%, 04/15/2033 (D)

     529       456  

3.187%, 11/15/2036 (D)

     10       8  

3.150%, 11/15/2025

    314       304  

3.137%, 11/15/2035 (D)

     1,040       833  

2.450%, 02/15/2031 (D)

     418       352  

Cisco Systems

               

5.300%, 02/26/2054

    406       398  

5.050%, 02/26/2034

    1,998       1,996  

4.950%, 02/26/2031

    541       541  

4.800%, 02/26/2027

    812       810  

CommScope

               

4.750%, 09/01/2029 (D)

     140       97  

Dell International

               

6.020%, 06/15/2026

    29       29  

Global Payments

               

4.450%, 06/01/2028

    1,845       1,783  

Intel

               

5.900%, 02/10/2063

    373       372  

 

 

 

SEI Institutional Managed Trust

 

123

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.700%, 02/10/2053

  $ 533     $ 524  

5.625%, 02/10/2043

    153       152  

5.600%, 02/21/2054

    406       393  

5.125%, 02/10/2030

    320       321  

5.000%, 02/21/2031

    407       405  

4.750%, 03/25/2050

    170       146  

3.050%, 08/12/2051

    270       171  

2.800%, 08/12/2041

    230       159  

1.600%, 08/12/2028

    540       473  

Intuit

               

5.500%, 09/15/2053

    531       533  

5.250%, 09/15/2026

    664       667  

5.200%, 09/15/2033

    530       532  

5.125%, 09/15/2028

    530       535  

KLA

               

4.700%, 02/01/2034

    540       525  

3.300%, 03/01/2050

    219       154  

Kyndryl Holdings

               

2.050%, 10/15/2026

    925       853  

Marvell Technology

               

5.950%, 09/15/2033

    398       411  

5.750%, 02/15/2029

    398       406  

Mastercard

               

3.850%, 03/26/2050

    80       63  

Micron Technology

               

5.875%, 02/09/2033

    397       405  

5.375%, 04/15/2028

    1,340       1,346  

5.300%, 01/15/2031

    350       349  

Microsoft

               

3.450%, 08/08/2036

    1,030       898  

2.921%, 03/17/2052

    105       71  

NVIDIA

               

3.700%, 04/01/2060

    310       234  

2.850%, 04/01/2030

    230       209  

NXP BV

               

2.700%, 05/01/2025

    280       273  

Open Text

               

6.900%, 12/01/2027 (D)

     304       316  

Oracle

               

6.900%, 11/09/2052

    290       325  

4.650%, 05/06/2030

    330       323  

4.000%, 07/15/2046

    464       354  

3.950%, 03/25/2051

    1,596       1,180  

3.900%, 05/15/2035

    1,615       1,400  

3.800%, 11/15/2037

    2,255       1,858  

3.600%, 04/01/2040

    915       703  

3.600%, 04/01/2050

    140       98  

2.950%, 11/15/2024

    315       312  

2.950%, 04/01/2030

    860       765  

2.875%, 03/25/2031

    1,040       898  

1.650%, 03/25/2026

    890       834  

PayPal Holdings

               

2.300%, 06/01/2030

    1,685       1,453  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

1.650%, 06/01/2025

  $ 400     $ 386  

Prosus

               

3.832%, 02/08/2051 (D)

     320       208  

Prosus MTN

               

4.027%, 08/03/2050 (D)

     730       493  

3.061%, 07/13/2031 (D)

     2,100       1,738  

QUALCOMM

               

6.000%, 05/20/2053

    603       651  

Roper Technologies

               

1.000%, 09/15/2025

    420       398  

Salesforce

               

3.700%, 04/11/2028

    670       646  

Sprint Capital

               

8.750%, 03/15/2032

    1,435       1,726  

Texas Instruments

               

5.150%, 02/08/2054

    270       258  

5.000%, 03/14/2053

    589       553  

4.150%, 05/15/2048

    300       249  

1.750%, 05/04/2030

    290       245  

TSMC Global

               

1.375%, 09/28/2030 (D)

     675       546  

Visa

               

4.300%, 12/14/2045

    690       599  

3.650%, 09/15/2047

    235       182  

VMware

               

1.400%, 08/15/2026

    375       345  

1.000%, 08/15/2024

    831       826  

Vontier

               

1.800%, 04/01/2026

    495       463  
                 
              45,578  
                 

Materials — 1.0%

        

Amcor Finance USA

               

3.625%, 04/28/2026

    2,425       2,341  

Anglo American Capital

               

5.750%, 04/05/2034 (D)

     1,307       1,304  

4.750%, 04/10/2027 (D)

     720       707  

4.000%, 09/11/2027 (D)

     200       192  

3.625%, 09/11/2024 (D)

     710       706  

ArcelorMittal

               

7.000%, 10/15/2039

    120       129  

6.000%, 06/17/2034

    1,400       1,399  

Ball

               

3.125%, 09/15/2031

    370       313  

Barrick North America Finance

               

5.750%, 05/01/2043

    290       288  

5.700%, 05/30/2041

    509       503  

Berry Global

               

5.650%, 01/15/2034 (D)

     450       440  

1.650%, 01/15/2027

    2,985       2,718  

BHP Billiton Finance USA

               

5.000%, 09/30/2043

    410       382  

4.125%, 02/24/2042

    40       34  

 

 

 

124

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Celanese US Holdings

               

6.550%, 11/15/2030

  $ 1,840     $ 1,923  

6.379%, 07/15/2032

    622       639  

6.050%, 03/15/2025

    345       345  

Dow Chemical

               

5.600%, 02/15/2054

    405       390  

5.250%, 11/15/2041

    25       23  

5.150%, 02/15/2034

    542       530  

4.800%, 05/15/2049

    360       307  

DuPont de Nemours

               

4.493%, 11/15/2025

    830       818  

First Quantum Minerals

               

9.375%, 03/01/2029 (D)

     200       209  

6.875%, 10/15/2027 (D)

     220       215  

Freeport-McMoRan

               

5.450%, 03/15/2043

    785       746  

4.625%, 08/01/2030

    180       173  

4.550%, 11/14/2024

    40       40  

Glencore Funding

               

5.634%, 04/04/2034 (D)

     947       932  

5.371%, 04/04/2029 (D)

     1,085       1,080  

4.000%, 03/27/2027 (D)

     1,200       1,157  

3.875%, 10/27/2027 (D)

     220       210  

International Flavors & Fragrances

               

5.000%, 09/26/2048

    1,535       1,316  

4.375%, 06/01/2047

    230       177  

3.468%, 12/01/2050 (D)

     55       36  

3.268%, 11/15/2040 (D)

     535       379  

2.300%, 11/01/2030 (D)

     1,425       1,188  

1.832%, 10/15/2027 (D)

     130       116  

LYB International Finance III

               

5.500%, 03/01/2034

    745       737  

3.625%, 04/01/2051

    547       376  

MEGlobal BV MTN

               

4.250%, 11/03/2026 (D)

     680       657  

OCP

               

7.500%, 05/02/2054 (D)

     230       235  

6.750%, 05/02/2034 (D)

     1,510       1,549  

5.125%, 06/23/2051 (D)

     360       270  

4.500%, 10/22/2025 (D)

     400       392  

3.750%, 06/23/2031 (D)

     410       353  

Orbia Advance

               

2.875%, 05/11/2031 (D)

     780       645  

1.875%, 05/11/2026 (D)

     820       765  

Southern Copper

               

5.250%, 11/08/2042

    2,620       2,446  

Suzano Austria GmbH

               

3.750%, 01/15/2031

    1,280       1,115  

Teck Resources

               

6.250%, 07/15/2041

    5       5  

6.000%, 08/15/2040

    30       30  

Vale Overseas

               

6.875%, 11/21/2036

    874       938  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

6.250%, 08/10/2026

  $ 32     $ 32  
                 
              34,950  
                 

Real Estate — 0.8%

        

Agree

               

2.600%, 06/15/2033

    115       90  

2.000%, 06/15/2028

    500       442  

American Assets Trust

               

3.375%, 02/01/2031

    1,370       1,123  

American Homes 4 Rent

               

5.500%, 07/15/2034

    547       538  

4.300%, 04/15/2052

    701       543  

3.625%, 04/15/2032

    1,479       1,293  

American Tower

               

5.900%, 11/15/2033

    402       412  

5.650%, 03/15/2033

    1,143       1,150  

5.550%, 07/15/2033

    1,280       1,279  

5.500%, 03/15/2028

    533       536  

2.950%, 01/15/2051

    133       83  

2.700%, 04/15/2031

    1,900       1,607  

1.875%, 10/15/2030

    880       716  

AvalonBay Communities MTN

               

2.450%, 01/15/2031

    505       430  

Boston Properties

               

3.400%, 06/21/2029

    720       640  

Brandywine Operating Partnership

               

3.950%, 11/15/2027

    17       15  

Brixmor Operating Partnership

               

2.500%, 08/16/2031

    441       363  

Camden Property Trust

               

2.800%, 05/15/2030

    265       235  

Crown Castle

               

5.800%, 03/01/2034

    827       835  

2.900%, 04/01/2041

    244       169  

2.100%, 04/01/2031

    453       367  

DOC DR

               

3.950%, 01/15/2028

    30       29  

Equinix

               

3.900%, 04/15/2032

    1,715       1,559  

Essex Portfolio

               

2.550%, 06/15/2031

    238       198  

Extra Space Storage

               

3.900%, 04/01/2029

    226       213  

3.875%, 12/15/2027

    5       5  

2.550%, 06/01/2031

    735       612  

2.400%, 10/15/2031

    525       431  

2.200%, 10/15/2030

    371       308  

GLP Capital

               

5.375%, 04/15/2026

    695       689  

5.250%, 06/01/2025

    80       79  

4.000%, 01/15/2030

    68       62  

4.000%, 01/15/2031

    50       45  

3.250%, 01/15/2032

    1,256       1,056  

 

 

 

SEI Institutional Managed Trust

 

125

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Healthcare Realty Holdings

               

3.625%, 01/15/2028

  $ 115     $ 106  

3.100%, 02/15/2030

    1,570       1,373  

2.050%, 03/15/2031

    273       211  

Hudson Pacific Properties

               

4.650%, 04/01/2029

    470       362  

3.950%, 11/01/2027

    1,173       981  

3.250%, 01/15/2030

    15       10  

Invitation Homes Operating Partnership

               

5.500%, 08/15/2033

    189       186  

4.150%, 04/15/2032

    599       547  

LXP Industrial Trust

               

6.750%, 11/15/2028

    295       306  

Mid-America Apartments

               

5.300%, 02/15/2032

    410       408  

Realty Income

               

5.625%, 10/13/2032

    202       205  

5.125%, 02/15/2034

    578       561  

4.900%, 07/15/2033

    397       380  

3.400%, 01/15/2030

    276       251  

2.850%, 12/15/2032

    334       275  

2.200%, 06/15/2028

    247       221  

2.100%, 03/15/2028

    258       231  

Regency Centers

               

5.250%, 01/15/2034

    541       527  

2.950%, 09/15/2029

    631       566  

Rexford Industrial Realty

               

2.150%, 09/01/2031

    512       408  

Sabra Health Care

               

3.900%, 10/15/2029

    715       646  

Service Properties Trust

               

8.375%, 06/15/2029

    350       344  

Store Capital

               

4.625%, 03/15/2029

    294       278  

4.500%, 03/15/2028

    265       252  

2.750%, 11/18/2030

    407       337  

2.700%, 12/01/2031

    160       128  

Sun Communities Operating

               

4.200%, 04/15/2032

    599       537  

VICI Properties

               

5.125%, 05/15/2032

    416       396  

4.950%, 02/15/2030

    160       154  

4.625%, 06/15/2025 (D)

     75       74  

4.500%, 01/15/2028 (D)

     208       200  

4.125%, 08/15/2030 (D)

     39       36  

3.875%, 02/15/2029 (D)

     305       282  
                 
              29,931  
                 

Utilities — 2.2%

        

AEP Texas

               

6.650%, 02/15/2033

    500       524  

AEP Transmission

               

5.150%, 04/01/2034

    2,230       2,179  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Alabama Power

               

3.700%, 12/01/2047

  $ 965     $ 717  

Alliant Energy Finance

               

3.600%, 03/01/2032 (D)

     300       261  

American Electric Power

               

5.699%, 08/15/2025

    875       876  

American Transmission Systems

               

2.650%, 01/15/2032 (D)

     1,386       1,153  

Baltimore Gas and Electric

               

2.250%, 06/15/2031

    357       297  

Berkshire Hathaway Energy

               

2.850%, 05/15/2051

    1,060       646  

Boston Gas

               

4.487%, 02/15/2042 (D)

     35       29  

Brooklyn Union Gas

               

6.388%, 09/15/2033 (D)

     200       204  

CenterPoint Energy Houston Electric

               

5.200%, 10/01/2028

    399       403  

5.150%, 03/01/2034

    2,525       2,505  

3.600%, 03/01/2052

    264       191  

Chile Electricity Lux MPC Sarl

               

6.010%, 01/20/2033 (D)

     885       896  

Cleco Power

               

6.000%, 12/01/2040

    700       693  

Comision Federal de Electricidad

               

3.875%, 07/26/2033 (D)

     270       216  

Consolidated Edison of New York

               

5.900%, 11/15/2053

    267       273  

5.700%, 05/15/2054

    273       272  

5.500%, 03/15/2034

    681       692  

5.375%, 05/15/2034

    411       413  

4.450%, 03/15/2044

    805       686  

3.950%, 04/01/2050

    130       102  

3.350%, 04/01/2030

    180       165  

3.200%, 12/01/2051

    81       53  

Constellation Energy Generation

               

5.600%, 03/01/2028

    935       947  

Consumers 2023 Securitization Funding

               

5.550%, 03/01/2028

    810       810  

Dominion Energy

               

3.071%, 08/15/2024 (C)

     980       976  

DTE Electric

               

3.650%, 03/01/2052

    191       140  

2.950%, 03/01/2050

    417       269  

DTE Energy

               

5.850%, 06/01/2034

    383       388  

2.529%, 10/01/2024 (C)

     830       822  

1.050%, 06/01/2025

    1,055       1,012  

Duke Energy

               

3.500%, 06/15/2051

    221       149  

3.150%, 08/15/2027

    280       264  

0.900%, 09/15/2025

    705       668  

 

 

 

126

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Duke Energy Carolinas

               

5.400%, 01/15/2054

  $ 267     $ 256  

5.350%, 01/15/2053

    785       746  

4.950%, 01/15/2033

    1,322       1,299  

4.250%, 12/15/2041

    878       734  

4.000%, 09/30/2042

    1,000       805  

3.550%, 03/15/2052

    323       228  

2.850%, 03/15/2032

    443       380  

2.550%, 04/15/2031

    163       139  

Duke Energy Florida

               

5.875%, 11/15/2033

    140       145  

3.200%, 01/15/2027

    295       282  

2.400%, 12/15/2031

    356       296  

Duke Energy Indiana

               

4.200%, 03/15/2042

    30       25  

2.750%, 04/01/2050

    280       169  

Duke Energy Ohio

               

5.250%, 04/01/2033

    990       981  

Duke Energy Progress

               

4.100%, 05/15/2042

    425       348  

2.500%, 08/15/2050

    360       207  

Electricite de France

               

6.000%, 04/22/2064 (D)

     840       781  

Entergy Arkansas

               

5.150%, 01/15/2033

    535       529  

2.650%, 06/15/2051

    321       187  

Evergy Metro

               

5.300%, 10/01/2041

    100       95  

Eversource Energy

               

5.950%, 02/01/2029

    3,520       3,597  

5.950%, 07/15/2034

    326       329  

5.850%, 04/15/2031

    543       550  

Exelon

               

5.625%, 06/15/2035

    760       758  

FirstEnergy

               

4.150%, 07/15/2027

    940       902  

1.600%, 01/15/2026

    180       169  

FirstEnergy Pennsylvania Electric

               

5.200%, 04/01/2028 (D)

     275       275  

5.150%, 03/30/2026 (D)

     268       266  

4.300%, 01/15/2029 (D)

     420       404  

3.250%, 03/15/2028 (D)

     348       326  

FirstEnergy Transmission

               

5.450%, 07/15/2044 (D)

     35       33  

Florida Power & Light

               

5.600%, 06/15/2054

    357       361  

4.400%, 05/15/2028

    1,275       1,252  

Indiana Michigan Power

               

4.550%, 03/15/2046

    325       273  

Interstate Power and Light

               

5.700%, 10/15/2033

    1,755       1,775  

Jersey Central Power & Light

               

2.750%, 03/01/2032 (D)

     1,817       1,502  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

KeySpan Gas East

               

5.994%, 03/06/2033 (D)

   $ 55     $ 55  

3.586%, 01/18/2052 (D)

     2,595       1,710  

2.742%, 08/15/2026 (D)

     1,025       967  

Louisville Gas and Electric

               

5.450%, 04/15/2033

    1,300       1,306  

MidAmerican Energy

               

4.800%, 09/15/2043

    830       749  

2.700%, 08/01/2052

    309       185  

Mid-Atlantic Interstate Transmission

               

4.100%, 05/15/2028 (D)

     162       156  

Mississippi Power

               

4.250%, 03/15/2042

    182       149  

3.100%, 07/30/2051

    428       271  

National Rural Utilities Cooperative Finance MTN

               

1.875%, 02/07/2025

    275       269  

NextEra Energy Capital Holdings

               

6.051%, 03/01/2025

    1,095       1,097  

5.250%, 03/15/2034

    1,015       997  

NiSource

               

5.800%, 02/01/2042

    149       145  

5.350%, 04/01/2034

    1,240       1,216  

Northern States Power

               

5.400%, 03/15/2054

    216       208  

NSTAR Electric

               

5.400%, 06/01/2034

    412       412  

Oncor Electric Delivery

               

5.550%, 06/15/2054 (D)

     464       455  

Pacific Gas and Electric

               

6.100%, 01/15/2029

    1,540       1,576  

5.800%, 05/15/2034

    859       854  

4.950%, 07/01/2050

    1,141       943  

4.750%, 02/15/2044

    120       98  

4.200%, 06/01/2041

    207       162  

3.950%, 12/01/2047

    845       605  

3.500%, 08/01/2050

    265       173  

3.300%, 08/01/2040

    60       43  

2.500%, 02/01/2031

    1,595       1,315  

2.100%, 08/01/2027

    1,705       1,538  

PacifiCorp

               

2.900%, 06/15/2052

    1,330       784  

PECO Energy

               

4.150%, 10/01/2044

    900       737  

2.850%, 09/15/2051

    431       266  

Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN

               

6.150%, 05/21/2048 (D)

     500       493  

Piedmont Natural Gas

               

5.400%, 06/15/2033

    250       250  

3.350%, 06/01/2050

    1,396       916  

Public Service Electric and Gas MTN

               

5.125%, 03/15/2053

    545       517  

 

 

 

SEI Institutional Managed Trust

 

127

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

2.700%, 05/01/2050

  $ 167     $ 105  

2.050%, 08/01/2050

    100       54  

1.900%, 08/15/2031

    613       496  

Public Service Enterprise Group

               

5.875%, 10/15/2028

    547       559  

5.450%, 04/01/2034

    459       455  

5.200%, 04/01/2029

    407       406  

Public Service of Colorado

               

5.250%, 04/01/2053

    1,090       996  

Public Service of Oklahoma

               

3.150%, 08/15/2051

    241       155  

Southern California Edison

               

4.125%, 03/01/2048

    695       540  

4.050%, 03/15/2042

    5       4  

3.700%, 08/01/2025

    99       97  

Southern California Gas

               

2.550%, 02/01/2030

    900       783  

Southern Gas Capital

               

5.150%, 09/15/2032

    500       497  

4.400%, 05/30/2047

    500       406  

Southwestern Electric Power

               

5.300%, 04/01/2033

    925       896  

3.250%, 11/01/2051

    400       252  

1.650%, 03/15/2026

    1,575       1,481  

Southwestern Public Service

               

3.750%, 06/15/2049

    845       607  

Texas Electric Market Stabilization Funding

               

4.265%, 08/01/2034 (D)

     1,788       1,717  

Union Electric

               

5.200%, 04/01/2034

    1,025       1,017  

Virginia Electric and Power

               

5.000%, 04/01/2033

    1,041       1,013  

5.000%, 01/15/2034

    870       846  

4.650%, 08/15/2043

    585       508  

2.950%, 11/15/2051

    357       223  

Virginia Power Fuel Securitization

               

5.088%, 05/01/2027

    485       483  

Wisconsin Electric Power

               

1.700%, 06/15/2028

    255       226  
                 
              78,734  
                 

Total Corporate Obligations

                

(Cost $1,016,428) ($ Thousands)

             957,101  
                 
                 
                 

U.S. TREASURY OBLIGATIONS — 26.6%

U.S. Treasury Bonds

               

4.750%, 11/15/2043

    5,430       5,502  

4.750%, 11/15/2053

    11,610       12,002  

4.625%, 05/15/2044

    63,670       63,551  

4.625%, 05/15/2054

    66,116       67,035  

4.500%, 02/15/2044

    25,238       24,757  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS (continued)

4.375%, 08/15/2043

  $ 720     $ 695  

4.250%, 02/15/2054

    25,835       24,600  

4.125%, 08/15/2053

    3,020       2,812  

3.875%, 05/15/2043

    1,210       1,092  

3.625%, 08/15/2043

    2,210       1,920  

3.625%, 02/15/2044

    50       43  

3.625%, 02/15/2053

    4,542       3,864  

3.375%, 11/15/2048

    2,787       2,263  

3.250%, 05/15/2042

    3,035       2,524  

3.125%, 11/15/2041

    3,692       3,042  

3.125%, 08/15/2044

    280       224  

3.125%, 05/15/2048

    5,285       4,110  

3.000%, 02/15/2049

    2,420       1,833  

3.000%, 08/15/2052

    2,125       1,599  

2.875%, 08/15/2045

    320       243  

2.875%, 05/15/2049

    3,588       2,650  

2.875%, 05/15/2052

    9,470       6,941  

2.375%, 02/15/2042

    146       106  

2.375%, 05/15/2051

    12,200       8,035  

2.250%, 05/15/2041

    12,562       9,089  

2.250%, 08/15/2046

    2,545       1,696  

2.000%, 11/15/2041

    44,920       30,860  

2.000%, 02/15/2050

    5,598       3,400  

2.000%, 08/15/2051

    6,600       3,965  

1.875%, 02/15/2041

    8,933       6,112  

1.875%, 02/15/2051

    2,570       1,501  

1.875%, 11/15/2051

    8,331       4,836  

1.750%, 08/15/2041

    37,458       24,752  

1.625%, 11/15/2050

    6,820       3,734  

1.375%, 11/15/2040

    5,573       3,516  

1.375%, 08/15/2050

    2,500       1,279  

1.125%, 05/15/2040

    869       535  

0.000%, 05/15/2049 (A)

     5,380       1,716  

U.S. Treasury Inflation Protected Securities

               

1.125%, 01/15/2033

    2,495       2,308  

U.S. Treasury Notes

               

5.000%, 10/31/2025

    3,040       3,040  

4.875%, 11/30/2025

    3,085       3,082  

4.875%, 04/30/2026

    1,650       1,652  

4.875%, 05/31/2026

    2,595       2,600  

4.750%, 07/31/2025

    4,590       4,574  

4.625%, 02/28/2026

    6,425       6,402  

4.625%, 06/30/2026

    39,520       39,449  

4.625%, 09/15/2026

    50       50  

4.625%, 11/15/2026

    6,905       6,902  

4.625%, 06/15/2027

    54,696       54,854  

4.625%, 04/30/2029

    4,676       4,730  

4.625%, 04/30/2031

    86       87  

4.625%, 05/31/2031

    5,367       5,454  

4.500%, 11/30/2024

    42       42  

4.500%, 05/15/2027

    4,355       4,349  

4.500%, 05/31/2029

    56,700       57,085  

4.375%, 11/30/2030

    870       871  

 

 

 

128

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS (continued)

4.375%, 05/15/2034

  $ 87,884     $ 87,911  

4.250%, 10/15/2025

    8,385       8,306  

4.250%, 01/31/2026

    5,435       5,383  

4.250%, 06/30/2029

    165,449       164,764  

4.250%, 02/28/2031

    49,180       48,890  

4.125%, 02/15/2027

    7,055       6,974  

4.125%, 03/31/2029

    150       148  

4.125%, 08/31/2030

    80       79  

4.000%, 01/31/2031

    670       657  

4.000%, 02/15/2034

    1,040       1,009  

3.875%, 11/30/2029

    240       234  

3.750%, 12/31/2028

    260       253  

3.625%, 03/31/2030

    1,581       1,522  

3.250%, 06/30/2029

    5,088       4,834  

2.875%, 04/30/2029

    2,092       1,956  

2.625%, 07/31/2029

    16,350       15,066  

2.375%, 05/15/2027

    4,605       4,337  

2.375%, 03/31/2029

    1,653       1,512  

2.000%, 11/15/2026

    2,432       2,289  

1.875%, 02/28/2027

    2,928       2,732  

1.375%, 10/31/2028

    3,346       2,950  

1.250%, 04/30/2028

    4,850       4,309  

1.250%, 06/30/2028

    1,783       1,577  

1.250%, 09/30/2028

    1,340       1,178  

1.250%, 08/15/2031

    30       24  

1.125%, 10/31/2026

    3,454       3,188  

1.125%, 08/31/2028

    7,454       6,531  

1.000%, 07/31/2028

    2,411       2,106  

0.750%, 03/31/2026

    1,496       1,395  

0.625%, 11/30/2027

    1,783       1,568  

0.500%, 08/31/2027

    2,078       1,835  

0.375%, 07/31/2027

    5,766       5,086  

0.250%, 08/31/2025

    18,640       17,636  
         

Total U.S. Treasury Obligations

        

(Cost $973,468) ($ Thousands)

     944,204  
                 
                 
                 

ASSET-BACKED SECURITIES — 8.2%

Automotive — 1.7%

        
         

Ally Auto Receivables Trust, Ser 2022-3, Cl A4

                

5.070%, 06/15/2031

    336       335  

AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3

                

4.380%, 04/18/2028

    588       584  

Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3

                

5.620%, 11/18/2027

    295       295  

AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3

                

5.810%, 05/18/2028

    586       589  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

ARI Fleet Lease Trust, Ser 2022-A, Cl A2

                

3.120%, 01/15/2031 (D)

   $ 123     $ 122  

ARI Fleet Lease Trust, Ser 2024-A, Cl A2

                

5.300%, 11/15/2032 (D)

     850       847  

Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl A

                

5.230%, 12/20/2030 (D)

     480       476  

Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl C

                

6.110%, 12/20/2030 (D)

     2,400       2,382  

BMW Vehicle Lease Trust, Ser 2023-1, Cl A3

                

5.160%, 11/25/2025

    181       180  

BMW Vehicle Owner Trust, Ser 2023-A, Cl A3

                

5.470%, 02/25/2028

    320       321  

Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3

                

3.660%, 05/17/2027

    1,095       1,078  

Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3

                

4.870%, 02/15/2028

    1,043       1,036  

CarMax Auto Owner Trust, Ser 2024-1, Cl A3

                

4.920%, 10/16/2028

    695       691  

Chase Auto Owner Trust, Ser 2022-AA, Cl A4

                

3.990%, 03/27/2028 (D)

     439       429  

Enterprise Fleet Financing, Ser 2023-3, Cl A2

                

6.400%, 03/20/2030 (D)

     740       748  

Enterprise Fleet Financing, Ser 2024-1, Cl A2

                

5.230%, 03/20/2030 (D)

     190       189  

Enterprise Fleet Funding, Ser 2021-1, Cl A3

                

0.700%, 12/21/2026 (D)

     377       371  

Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4

                

5.050%, 06/15/2027

    292       291  

Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4

                

5.300%, 03/15/2028

    307       307  

Ford Credit Auto Owner Trust, Ser 2023-2, Cl B

                

5.920%, 02/15/2036 (D)

     1,230       1,251  

Ford Credit Auto Owner Trust, Ser 2023-2, Cl C

                

6.160%, 02/15/2036 (D)

     1,280       1,297  

Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3

                

4.650%, 02/15/2028

    1,286       1,274  

Ford Credit Auto Owner Trust, Ser 2024-1, Cl A

                

4.870%, 08/15/2036 (C)(D)

     1,420       1,408  

GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3

                

4.010%, 09/22/2025

    257       256  

 

 

 

SEI Institutional Managed Trust

 

129

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

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     $ 415  

GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4

                

5.440%, 08/20/2027

    264       264  

GM Financial Automobile Leasing Trust, Ser 2024-2, Cl A3

                

5.390%, 07/20/2027

    627       629  

GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3

                

4.820%, 08/16/2027

    513       510  

GM Financial Consumer Automobile Receivables Trust, Ser 2024-2, Cl A3

                

5.100%, 03/16/2029

    871       871  

GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A

                

4.980%, 12/11/2036 (D)

     419       417  

Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3

                

3.730%, 07/20/2026

    513       507  

Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3

                

5.270%, 11/20/2028

    1,209       1,212  

Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A4

                

5.210%, 07/18/2030

    986       990  

Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3

                

4.380%, 10/15/2025 (D)

     483       481  

Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4

                

5.170%, 04/15/2027 (D)

     663       660  

Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4

                

5.840%, 09/15/2027 (D)

     437       440  

Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4

                

1.030%, 12/15/2027

    566       540  

Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3

                

2.220%, 10/15/2026

    667       655  

Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4

                

2.350%, 04/17/2028

    361       346  

Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4

                

4.480%, 07/17/2028

    604       595  

Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3

                

5.480%, 04/17/2028

    342       343  

JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B

                

0.889%, 12/26/2028 (D)

     67       66  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B

                

0.760%, 02/26/2029 (D)

   $ 310     $ 303  

LAD Auto Receivables Trust, Ser 2024-2A, Cl A3

                

5.610%, 08/15/2028 (D)

     765       766  

Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4

                

5.250%, 02/15/2029

    711       712  

Nissan Auto Lease Trust, Ser 2023-B, Cl A4

                

5.610%, 11/15/2027

    586       586  

Nissan Auto Lease Trust, Ser 2024-A, Cl A4

                

4.970%, 09/15/2028

    306       304  

Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4

                

4.450%, 11/15/2029

    434       428  

Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A3

                

5.280%, 12/15/2028

    1,295       1,299  

Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A4

                

5.180%, 04/15/2031

    489       491  

OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3

                

6.230%, 06/15/2028 (D)

     645       650  

PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3

                

3.960%, 04/15/2026 (D)

     317       316  

PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4

                

4.180%, 12/15/2028 (D)

     318       314  

Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3

                

3.400%, 12/15/2026

    180       180  

Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3

                

4.140%, 02/16/2027

    279       278  

Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3

                

4.110%, 08/17/2026

    85       85  

Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3

                

4.490%, 11/16/2026

    687       686  

Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3

                

5.750%, 04/15/2027

    281       281  

Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3

                

5.630%, 01/16/2029

    632       633  

Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3

                

3.280%, 11/20/2025 (D)

     559       557  

SBNA Auto Lease Trust, Ser 2024-A, Cl A3

                

5.390%, 11/20/2026 (D)

     1,408       1,405  

 

 

 

130

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

SBNA Auto Lease Trust, Ser 2024-A, Cl A4

                

5.240%, 01/22/2029 (D)

   $ 799     $ 798  

SBNA Auto Lease Trust, Ser 2024-B, Cl A3

                

5.560%, 11/22/2027 (D)

     915       917  

SBNA Auto Receivables Trust, Ser 2024-A, Cl A3

                

5.320%, 12/15/2028 (D)

     2,067       2,061  

SBNA Auto Receivables Trust, Ser 2024-A, Cl A4

                

5.210%, 04/16/2029 (D)

     169       169  

SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3

                

4.950%, 05/21/2029 (D)

     872       867  

SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4

                

4.940%, 01/21/2031 (D)

     148       147  

SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3

                

5.330%, 11/20/2029 (D)

     547       548  

Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A

                

1.350%, 05/25/2033 (D)

     4,410       4,245  

Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A

                

1.070%, 02/27/2034 (D)

     2,080       1,939  

Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A

                

4.930%, 06/25/2036 (D)

     1,890       1,889  

Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A

                

5.160%, 11/25/2036 (D)

     4,190       4,216  

Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4

                

5.430%, 04/17/2028

    389       391  

Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3

                

4.710%, 02/15/2028

    774       766  

Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3

                

5.160%, 04/17/2028

    895       892  

Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3

                

5.540%, 08/15/2028

    700       705  

Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3

                

5.560%, 03/15/2028 (D)

     1,195       1,194  

Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3

                

3.440%, 07/21/2025

    134       134  

Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3

                

5.020%, 06/20/2028

    857       854  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

World Omni Auto Receivables Trust, Ser 2024-B, Cl A3

                

5.270%, 09/17/2029

  $ 1,030     $ 1,033  

World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3

                

5.070%, 09/15/2026

    440       438  

World Omni Select Auto Trust, Ser 2023-A, Cl A2A

                

5.920%, 03/15/2027

    324       324  
              61,499  
                 

Credit Cards — 0.6%

        
         

American Express Credit Account Master Trust, Ser 2022-2, Cl A

                

3.390%, 05/15/2027

    785       771  

American Express Credit Account Master Trust, Ser 2024-1, Cl A

                

5.230%, 04/16/2029

    1,325       1,337  

American Express Credit Account Master Trust, Ser 2024-2, Cl A

                

5.240%, 04/15/2031

    4,555       4,640  

BA Credit Card Trust, Ser 2023-A1, Cl A1

                

4.790%, 05/15/2028

    320       318  

BA Credit Card Trust, Ser 2023-A2, Cl A2

                

4.980%, 11/15/2028

    3,736       3,733  

BA Credit Card Trust, Ser 2024-A1, Cl A

                

4.930%, 05/15/2029

    1,622       1,623  

Chase Issuance Trust, Ser 2024-A2, Cl A

                

4.630%, 01/15/2031

    200       199  

Discover Card Execution Note Trust, Ser 2023-A1, Cl A

                

4.310%, 03/15/2028

    837       824  

Discover Card Execution Note Trust, Ser 2023-A2, Cl A

                

4.930%, 06/15/2028

    2,639       2,628  

Synchrony Card Funding, Ser 2023-A1, Cl A

                

5.540%, 07/15/2029

    1,382       1,391  

WF Card Issuance Trust, Ser 2024-A1, Cl A

                

4.940%, 02/15/2029

    1,705       1,702  

World Financial Network Credit Card Master Trust, Ser 2024-A, Cl A

                

5.470%, 02/17/2031

    340       342  
              19,508  
                 

Mortgage Related Securities — 0.3%

        
         

Accredited Mortgage Loan Trust, Ser 2007-1, Cl M2

                

5.730%, TSFR1M + 0.384%, 02/25/2037 (B)

     5,000       4,536  

Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1

                

6.510%, TSFR1M + 1.164%, 01/25/2034 (B)

     402       395  

 

 

 

SEI Institutional Managed Trust

 

131

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4

                

5.740%, TSFR1M + 0.394%, 05/25/2037 (B)

   $ 5,500     $ 4,437  

Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1

                

6.135%, TSFR1M + 0.789%, 12/25/2034 (B)

     136       131  
              9,499  
                 

Non-Agency Mortgage-Backed Obligations — 0.7%

        
         

BANK, Ser BNK47, Cl A5

                

5.716%, 06/15/2057

    511       526  

BANK5, Ser 5YR7, Cl A3

                

5.769%, 06/15/2057

    276       280  

BBCMS Mortgage Trust, Ser C26, Cl A5

                

5.829%, 05/15/2057

    258       269  

Benchmark Mortgage Trust, Ser V7, Cl A3

                

6.228%, 05/15/2056 (B)

     773       798  

BMO Mortgage Trust, Ser 5C4, Cl A3

                

6.526%, 05/15/2057 (B)

     549       575  

BMO Mortgage Trust, Ser C8, Cl A5

                

5.598%, 03/15/2057 (B)

     450       459  

BMO Mortgage Trust, Ser C9, Cl A5

                

5.759%, 07/15/2057

    507       522  

BMP, Ser MF23, Cl D

                

7.719%, TSFR1M + 2.390%, 06/15/2041 (B)(D)

     780       774  

BX Commercial Mortgage Trust, Ser XL5, Cl A

                

6.721%, TSFR1M + 1.392%, 03/15/2041 (B)(D)

     690       687  

Chase Home Lending Mortgage Trust Series, Ser 2024-3, Cl A4

                

6.000%, 02/25/2055 (B)(D)

     1,137       1,127  

Chase Mortgage Finance, Ser 2016-SH2, Cl M4

                

3.750%, 12/25/2045 (B)(D)

     665       585  

Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2

                

6.885%, SOFR30A + 1.550%, 10/25/2041 (B)(D)

     2,061       2,070  

Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1B1

                

8.485%, SOFR30A + 3.150%, 12/25/2041 (B)(D)

     460       476  

Houston Galleria Mall Trust, Ser HGLR, Cl A1A2

                

3.087%, 03/05/2037 (D)

     3,400       3,311  

JP Morgan Mortgage Trust, Ser 2021-10, Cl A3

                

2.500%, 12/25/2051 (B)(D)

     6,962       5,536  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1

                

6.500%, 02/25/2054 (B)(D)

   $ 1,892     $ 1,902  

NRTH Mortgage Trust, Ser PARK, Cl A

                

6.970%, TSFR1M + 1.641%, 03/15/2041 (B)(D)

     3,350       3,342  

RCKT Mortgage Trust, Ser 2024-INV1, Cl A1

                

6.500%, 06/25/2054 (B)(D)

     200       201  

SREIT Trust, Ser MFP2, Cl A

                

6.265%, TSFR1M + 0.936%, 11/15/2036 (B)(D)

     1,880       1,856  
              25,296  
                 

Other Asset-Backed Securities — 4.9%

        
         

Academic Loan Funding Trust, Ser 2012-1A, Cl A2

                

6.550%, SOFR30A + 1.214%, 12/27/2044 (B)(D)

     689       684  

ACRES Commercial Realty, Ser 2021-FL1, Cl A

                

6.643%, TSFR1M + 1.314%, 06/15/2036 (B)(D)

     1,477       1,467  

AIMCO CLO 22, Ser 2024-22A, Cl A

                

6.827%, TSFR3M + 1.500%, 04/19/2037 (B)(D)

     1,330       1,333  

American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A

                

3.467%, 04/17/2052 (D)

     1,811       1,777  

AMMC CLO 15, Ser 2021-15A, Cl BR3

                

7.240%, TSFR3M + 1.912%, 01/15/2032 (B)(D)

     1,100       1,101  

Applebee's Funding, Ser 2023-1A, Cl A2

                

7.824%, 03/05/2053 (D)

     1,790       1,851  

Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A

                

6.513%, TSFR1M + 1.184%, 08/15/2034 (B)(D)

     2,080       2,067  

Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1

                

7.079%, TSFR3M + 1.750%, 10/15/2036 (B)(D)

     1,280       1,290  

Barings CLO, Ser 2024-4A, Cl A1R

                

6.479%, TSFR3M + 1.150%, 10/15/2030 (B)(D)

     3,250       3,251  

Birch Grove CLO 4, Ser 2024-4A, Cl A1R

                

6.819%, TSFR3M + 1.480%, 07/15/2037 (B)(D)

     750       750  

Birch Grove CLO 5, Ser 2023-5A, Cl A1

                

7.525%, TSFR3M + 2.200%, 04/20/2035 (B)(D)

     410       411  

Birch Grove CLO 7, Ser 2023-7A, Cl A1

                

7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D)

     790       797  

 

 

 

132

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

BSL CLO 4, Ser 2023-4A, Cl A

                

7.325%, TSFR3M + 2.000%, 04/20/2036 (B)(D)

   $ 790     $ 796  

Carrington Mortgage Loan Trust Series, Ser 2006-FRE1, Cl A4

                

5.710%, TSFR1M + 0.364%, 04/25/2036 (B)

     2,526       2,229  

Cedar Funding XII CLO, Ser 2021-12A, Cl BR

                

7.185%, TSFR3M + 1.862%, 10/25/2034 (B)(D)

     3,000       3,006  

Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5

                

4.869%, 11/25/2034 (C)

     21       20  

CIFC Funding, Ser 2021-7A, Cl A1

                

6.718%, TSFR3M + 1.392%, 01/23/2035 (B)(D)

     3,500       3,509  

CIT Education Loan Trust, Ser 2007-1, Cl A

                

5.705%, SOFR90A + 0.352%, 03/25/2042 (B)(D)

     575       561  

Clover CLO, Ser 2024-1A, Cl A1RR

                

6.854%, TSFR3M + 1.530%, 04/20/2037 (B)(D)

     3,000       3,006  

CNH Equipment Trust, Ser 2022-B, Cl A3

                

3.890%, 08/16/2027

    671       660  

CNH Equipment Trust, Ser 2022-C, Cl A3

                

5.150%, 04/17/2028

    1,255       1,253  

College Ave Student Loans, Ser 2021-C, Cl A2

                

2.320%, 07/26/2055 (D)

     603       531  

College Avenue Student Loans, Ser 2017-A, Cl A1

                

7.110%, TSFR1M + 1.764%, 11/26/2046 (B)(D)

     236       238  

College Avenue Student Loans, Ser 2018-A, Cl A2

                

4.130%, 12/26/2047 (D)

     164       157  

College Avenue Student Loans, Ser 2019-A, Cl A2

                

3.280%, 12/28/2048 (D)

     321       299  

College Avenue Student Loans, Ser 2021-B, Cl A2

                

1.760%, 06/25/2052 (D)

     287       254  

Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A

                

5.960%, TSFR1M + 0.614%, 10/25/2034 (B)

     258       249  

Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1

                

6.000%, TSFR1M + 0.654%, 12/25/2034 (B)

     180       176  

Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2

                

6.260%, TSFR1M + 0.914%, 10/25/2047 (B)

     1,026       936  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A

                

5.583%, TSFR1M + 0.254%, 07/15/2036 (B)

   $ 142     $ 134  

CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4

                

6.810%, TSFR1M + 1.464%, 08/25/2047 (B)

     5,384       4,894  

CyrusOne Data Centers Issuer I, Ser 2024-1A, Cl A2

                

4.760%, 03/22/2049 (D)

     3,000       2,813  

Dividend Solar Loans, Ser 2019-1, Cl A

                

3.670%, 08/22/2039 (D)

     903       779  

DLLAA, Ser 2023-1A, Cl A3

                

5.640%, 02/22/2028 (D)

     300       302  

Dllad, Ser 2024-1A, Cl A3

                

5.300%, 07/20/2029 (D)

     885       888  

DLLST, Ser 2022-1A, Cl A3

                

3.400%, 01/21/2025 (D)

     109       109  

DLLST, Ser 2024-1A, Cl A3

                

5.050%, 08/20/2027 (D)

     285       283  

Dryden 55 CLO, Ser 2018-55A, Cl A1

                

6.610%, TSFR3M + 1.282%, 04/15/2031 (B)(D)

     517       518  

Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR

                

6.490%, TSFR3M + 1.162%, 04/15/2029 (B)(D)

     763       764  

EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A

                

5.250%, 11/25/2040 (D)

     536       527  

Elevation CLO, Ser 2021-13A, Cl A1

                

6.780%, TSFR3M + 1.452%, 07/15/2034 (B)(D)

     530       530  

Elmwood CLO 29, Ser 2024-5A, Cl AR1

                

6.841%, TSFR3M + 1.520%, 04/20/2037 (B)(D)

     760       760  

Elmwood CLO I, Ser 2024-1A, Cl A1RR

                

6.831%, TSFR3M + 1.520%, 04/20/2037 (B)(D)

     550       554  

First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C

                

6.460%, TSFR1M + 1.114%, 08/25/2034 (B)

     204       183  

FNMA Grantor Trust, Ser 2017-T1, Cl A

                

2.898%, 06/25/2027

    198       187  

Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A

                

4.060%, 11/15/2030

    1,860       1,785  

Fremont Home Loan Trust, Ser 2005-E, Cl 2A4

                

6.120%, TSFR1M + 0.774%, 01/25/2036 (B)

     3,367       3,180  

 

 

 

SEI Institutional Managed Trust

 

133

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Global SC Finance II SRL, Ser 2014-1A, Cl A2

                

3.090%, 07/17/2029 (D)

   $ 14     $ 14  

Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR

                

6.656%, TSFR3M + 1.332%, 04/20/2034 (B)(D)

     660       661  

GSAMP Trust, Ser 2003-SEA, Cl A1

                

6.260%, TSFR1M + 0.914%, 02/25/2033 (B)

     208       204  

GSAMP Trust, Ser 2005-WMC3, Cl A2C

                

6.120%, TSFR1M + 0.774%, 12/25/2035 (B)

     4,092       3,955  

GSAMP Trust, Ser 2006-HE3, Cl A2D

                

5.960%, TSFR1M + 0.614%, 05/25/2046 (B)

     3,825       3,563  

Hildene Community Funding CDO, Ser 2021-1A, Cl ARR

                

2.600%, 11/01/2035 (D)

     961       800  

Hilton Grand Vacations Trust, Ser 2020-AA, Cl A

                

2.740%, 02/25/2039 (D)

     328       313  

HPEFS Equipment Trust, Ser 2024-1A, Cl A3

                

5.180%, 05/20/2031 (D)

     570       568  

HPS Loan Management, Ser 2022-19, Cl A1R

                

6.645%, TSFR3M + 1.320%, 01/22/2035 (B)(D)

     400       401  

JGWPT XXX, Ser 2013-3A, Cl A

                

4.080%, 01/17/2073 (D)

     622       577  

JGWPT XXXII, Ser 2014-2A, Cl A

                

3.610%, 01/17/2073 (D)

     821       729  

John Deere Owner Trust 2024, Ser 2024-A, Cl A3

                

4.960%, 11/15/2028

    1,425       1,419  

Kings Park CLO, Ser 2021-1A, Cl A

                

6.716%, TSFR3M + 1.392%, 01/21/2035 (B)(D)

     400       401  

Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A

                

2.636%, 10/15/2046 (D)

     894       799  

Madison Park Funding XXIX, Ser 2024-29A, Cl AR

                

6.507%, TSFR3M + 1.180%, 10/18/2030 (B)(D)

     2,643       2,649  

Madison Park Funding XXVII, Ser 2018-27A, Cl A2

                

6.936%, TSFR3M + 1.612%, 04/20/2030 (B)(D)

     1,550       1,549  

Magnetite XII, Ser 2024-12A, Cl AR4

                

6.479%, TSFR3M + 1.150%, 10/15/2031 (B)(D)

     2,531       2,537  

MF1, Ser 2020-FL4, Cl A

                

7.143%, TSFR1M + 1.814%, 11/15/2035 (B)(D)

     348       348  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

MF1, Ser 2021-FL7, Cl A

                

6.526%, TSFR1M + 1.194%, 10/16/2036 (B)(D)

   $ 421     $ 419  

MF1, Ser 2022-FL8, Cl A

                

6.689%, TSFR1M + 1.350%, 02/19/2037 (B)(D)

     2,305       2,289  

Mid-State Trust XI, Ser 2003-11, Cl A1

                

4.864%, 07/15/2038

    654       640  

Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA

                

7.060%, 02/26/2029 (B)(D)

     573       525  

MVW, Ser 2021-1WA, Cl B

                

1.440%, 01/22/2041 (D)

     143       133  

Navient Private Education Loan Trust, Ser 2014-AA, Cl A3

                

7.043%, TSFR1M + 1.714%, 10/15/2031 (B)(D)

     158       158  

Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B

                

7.593%, TSFR1M + 2.264%, 12/15/2045 (B)(D)

     114       115  

Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A

                

3.610%, 12/15/2059 (D)

     122       120  

Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2

                

3.520%, 06/16/2042 (D)

     3       4  

Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A

                

4.000%, 12/15/2059 (D)

     916       891  

Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A

                

3.420%, 01/15/2043 (D)

     294       286  

Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2

                

3.130%, 02/15/2068 (D)

     515       498  

Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A

                

3.010%, 12/15/2059 (D)

     800       758  

Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2

                

2.600%, 08/15/2068 (D)

     1,196       1,121  

Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A

                

1.690%, 05/15/2069 (D)

     106       97  

Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A

                

1.170%, 09/16/2069 (D)

     449       406  

Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A

                

0.840%, 05/15/2069 (D)

     613       541  

Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A

                

0.940%, 07/15/2069 (D)

     198       174  

 

 

 

134

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A

                

1.060%, 10/15/2069 (D)

   $ 840     $ 740  

Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A

                

0.970%, 12/16/2069 (D)

     1,143       994  

Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A

                

1.110%, 02/18/2070 (D)

     757       648  

Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A

                

1.580%, 04/15/2070 (D)

     181       158  

Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A

                

2.230%, 07/15/2070 (D)

     553       488  

Navient Student Loan Trust, Ser 2014-1, Cl A3

                

5.960%, SOFR30A + 0.624%, 06/25/2031 (B)

     1,337       1,307  

Navient Student Loan Trust, Ser 2016-2A, Cl A3

                

6.950%, SOFR30A + 1.614%, 06/25/2065 (B)(D)

     858       869  

Navient Student Loan Trust, Ser 2017-1A, Cl A3

                

6.600%, SOFR30A + 1.264%, 07/26/2066 (B)(D)

     636       640  

Navient Student Loan Trust, Ser 2019-BA, Cl A2A

                

3.390%, 12/15/2059 (D)

     210       202  

Navient Student Loan Trust, Ser 2021-1A, Cl A1A

                

1.310%, 12/26/2069 (D)

     315       279  

Navient Student Loan Trust, Ser 2021-3A, Cl A1A

                

1.770%, 08/25/2070 (D)

     756       661  

Navient Student Loan Trust, Ser 2023-BA, Cl A1A

                

6.480%, 03/15/2072 (D)

     285       289  

Nelnet Student Loan Trust, Ser 2004-3, Cl A5

                

5.790%, SOFR90A + 0.442%, 10/27/2036 (B)

     223       221  

Nelnet Student Loan Trust, Ser 2004-4, Cl A5

                

5.770%, SOFR90A + 0.422%, 01/25/2037 (B)

     316       314  

Nelnet Student Loan Trust, Ser 2005-1, Cl A5

                

5.720%, SOFR90A + 0.372%, 10/25/2033 (B)

     1,354       1,340  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Nelnet Student Loan Trust, Ser 2005-2, Cl A5

                

5.715%, SOFR90A + 0.362%, 03/23/2037 (B)

   $ 1,042     $ 1,031  

Nelnet Student Loan Trust, Ser 2005-3, Cl A5

                

5.735%, SOFR90A + 0.382%, 12/24/2035 (B)

     991       980  

Nelnet Student Loan Trust, Ser 2005-4, Cl A4

                

5.795%, SOFR90A + 0.442%, 03/22/2032 (B)

     179       173  

Nelnet Student Loan Trust, Ser 2014-4A, Cl A2

                

6.400%, SOFR30A + 1.064%, 11/25/2048 (B)(D)

     1,654       1,655  

Nelnet Student Loan Trust, Ser 2019-5, Cl A

                

2.530%, 10/25/2067 (D)

     433       395  

Nelnet Student Loan Trust, Ser 2021-A, Cl APT1

                

1.360%, 04/20/2062 (D)

     334       302  

Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX

                

1.320%, 04/20/2062 (D)

     647       587  

Neuberger Berman CLO XX, Ser 2021-20A, Cl ARR

                

6.750%, TSFR3M + 1.422%, 07/15/2034 (B)(D)

     530       531  

Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1

                

1.850%, 11/20/2050 (D)

     1,035       972  

Octagon 53, Ser 2021-1A, Cl A

                

6.620%, TSFR3M + 1.292%, 04/15/2034 (B)(D)

     3,750       3,749  

Octagon 66, Ser 2023-1A, Cl A1R

                

7.077%, TSFR3M + 1.750%, 11/16/2036 (B)(D)

     1,350       1,357  

Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR

                

6.540%, TSFR3M + 1.212%, 07/15/2029 (B)(D)

     1,078       1,078  

Octane Receivables Trust, Ser 2023-1A, Cl A

                

5.870%, 05/21/2029 (D)

     429       430  

Octane Receivables Trust, Ser 2024-2A, Cl A2

                

5.800%, 07/20/2032 (D)

     510       510  

Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2

                

6.950%, 10/15/2037 (B)

     328       313  

Owl Rock CLO III, Ser 2024-3A, Cl AR

                

7.149%, TSFR3M + 1.850%, 04/20/2036 (B)(D)

     1,180       1,184  

 

 

 

SEI Institutional Managed Trust

 

135

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Palmer Square CLO, Ser 2022-5A, Cl A

                

7.325%, TSFR3M + 2.000%, 10/20/2035 (B)(D)

   $ 400     $ 401  

Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR

                

6.729%, TSFR3M + 1.400%, 04/15/2031 (B)(D)

     2,270       2,272  

Rad CLO 22, Ser 2023-22A, Cl A1

                

7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D)

     1,580       1,597  

Regatta XII Funding, Ser 2021-1A, Cl BR

                

7.190%, TSFR3M + 1.862%, 10/15/2032 (B)(D)

     2,500       2,504  

Rockford Tower CLO, Ser 2021-2A, Cl AR

                

6.687%, TSFR3M + 1.362%, 08/20/2032 (B)(D)

     3,150       3,154  

SBA Small Business Investment, Ser 2018-10B, Cl 1

                

3.548%, 09/10/2028

    556       522  

SBA Small Business Investment, Ser 2022-10A, Cl 1

                

2.938%, 03/10/2032

    755       681  

SBA Small Business Investment, Ser 2022-10B, Cl 1

                

4.262%, 09/10/2032

    434       416  

Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A

                

6.990%, TSFR3M + 1.662%, 04/15/2031 (B)(D)

     110       110  

Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A

                

1.350%, 09/20/2038 (D)

     183       173  

SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4

                

5.911%, TSFR3M + 0.572%, 12/15/2038 (B)

     654       643  

SLM Student Loan Trust, Ser 2003-7A, Cl A5A

                

6.814%, SOFR90A + 1.462%, 12/15/2033 (B)(D)

     1,180       1,180  

SLM Student Loan Trust, Ser 2005-4, Cl A4

                

5.780%, SOFR90A + 0.432%, 07/25/2040 (B)

     2,376       2,309  

SLM Student Loan Trust, Ser 2006-8, Cl A6

                

5.770%, SOFR90A + 0.422%, 01/25/2041 (B)

     1,547       1,502  

SLM Student Loan Trust, Ser 2007-7, Cl B

                

6.360%, SOFR90A + 1.012%, 10/27/2070 (B)

     1,050       1,049  

SLM Student Loan Trust, Ser 2008-2, Cl B

                

6.810%, SOFR90A + 1.462%, 01/25/2083 (B)

     685       688  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

SLM Student Loan Trust, Ser 2008-3, Cl B

                

6.810%, SOFR90A + 1.462%, 04/26/2083 (B)

   $ 685     $ 695  

SLM Student Loan Trust, Ser 2008-4, Cl A4

                

7.260%, SOFR90A + 1.912%, 07/25/2022 (B)

     294       295  

SLM Student Loan Trust, Ser 2008-4, Cl B

                

7.460%, SOFR90A + 2.112%, 04/25/2073 (B)

     685       695  

SLM Student Loan Trust, Ser 2008-5, Cl A4

                

7.310%, SOFR90A + 1.962%, 07/25/2023 (B)

     47       47  

SLM Student Loan Trust, Ser 2008-5, Cl B

                

7.460%, SOFR90A + 2.112%, 07/25/2073 (B)

     685       684  

SLM Student Loan Trust, Ser 2008-6, Cl A4

                

6.710%, SOFR90A + 1.362%, 07/25/2023 (B)

     1,675       1,669  

SLM Student Loan Trust, Ser 2008-6, Cl B

                

7.460%, SOFR90A + 2.112%, 07/26/2083 (B)

     685       693  

SLM Student Loan Trust, Ser 2008-7, Cl B

                

7.460%, SOFR90A + 2.112%, 07/26/2083 (B)

     685       679  

SLM Student Loan Trust, Ser 2018-9, Cl A7A

                

6.210%, SOFR90A + 0.862%, 01/25/2041 (B)

     1,254       1,254  

SLM Student Loan Trust, Ser 2021-10A, Cl A4

                

6.284%, SOFR90A + 0.931%, 12/17/2068 (B)(D)

     613       611  

SMB Private Education Loan Trust, Ser 2016-B, Cl A2A

                

2.430%, 02/17/2032 (D)

     55       54  

SMB Private Education Loan Trust, Ser 2016-C, Cl A2B

                

6.543%, TSFR1M + 1.214%, 09/15/2034 (B)(D)

     48       48  

SMB Private Education Loan Trust, Ser 2020-B, Cl A1A

                

1.290%, 07/15/2053 (D)

     98       90  

SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A

                

1.600%, 09/15/2054 (D)

     819       747  

SMB Private Education Loan Trust, Ser 2021-A, Cl A2B

                

1.590%, 01/15/2053 (D)

     350       313  

SMB Private Education Loan Trust, Ser 2021-A, Cl APT1

                

1.070%, 01/15/2053 (D)

     1,021       900  

SMB Private Education Loan Trust, Ser 2021-B, Cl A

                

1.310%, 07/17/2051 (D)

     1,335       1,214  

 

 

 

136

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

SMB Private Education Loan Trust, Ser 2021-D, Cl A1A

                

1.340%, 03/17/2053 (D)

   $ 861     $ 779  

SMB Private Education Loan Trust, Ser 2024-D, Cl A1A

                

5.380%, 07/05/2053 (D)

     285       284  

SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A

                

5.810%, 05/15/2031 (D)

     34       34  

SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX

                

1.950%, 02/15/2046 (D)

     69       63  

SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX

                

1.140%, 02/15/2047 (D)

     585       499  

South Carolina Student Loan, Ser 2015-A, Cl A

                

6.960%, TSFR1M + 1.614%, 01/25/2036 (B)

     436       437  

Stack Infrastructure Issuer, Ser 2021-1A, Cl A2

                

1.877%, 03/26/2046 (D)

     2,775       2,583  

Storm King Park CLO, Ser 2022-1A, Cl A1

                

7.379%, TSFR3M + 2.050%, 10/15/2035 (B)(D)

     250       251  

Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2

                

6.010%, TSFR1M + 0.664%, 09/25/2034 (B)

     307       287  

Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1

                

5.880%, TSFR1M + 0.534%, 02/25/2037 (B)

     1,722       1,662  

STWD, Ser 2019-FL1, Cl A

                

6.523%, TSFR1M + 1.194%, 07/15/2038 (B)(D)

     18       18  

Symphony CLO 40, Ser 2023-40A, Cl A1

                

6.969%, TSFR3M + 1.640%, 01/14/2034 (B)(D)

     1,530       1,536  

T-Mobile US Trust, Ser 2022-1A, Cl A

                

4.910%, 05/22/2028 (D)

     684       680  

T-Mobile US Trust, Ser 2024-1A, Cl A

                

5.050%, 09/20/2029 (D)

     873       871  

Trestles CLO IV, Ser 2021-4A, Cl B1

                

7.286%, TSFR3M + 1.962%, 07/21/2034 (B)(D)

     3,445       3,458  

United States Small Business Administration, Ser 2019-20D, Cl 1

                

2.980%, 04/01/2039

    134       121  

United States Small Business Administration, Ser 2019-25G, Cl 1

                

2.690%, 07/01/2044

    250       217  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

United States Small Business Administration, Ser 2022-25E, Cl 1

                

3.940%, 05/01/2047

  $ 463     $ 427  

United States Small Business Administration, Ser 2022-25F, Cl 1

                

4.010%, 06/01/2047

    681       641  

United States Small Business Administration, Ser 2024-25C, Cl 1

                

4.970%, 03/01/2049

    480       477  

Verizon Master Trust Series, Ser 2024-5, Cl A

                

5.000%, 06/21/2032 (D)

     1,398       1,395  

Verizon Master Trust, Ser 2022-4, Cl A

                

3.400%, 11/20/2028

    1,001       983  

Verizon Master Trust, Ser 2022-6, Cl A

                

3.670%, 01/22/2029

    768       754  

Verizon Master Trust, Ser 2023-1, Cl A

                

4.490%, 01/22/2029

    2,664       2,631  

Verizon Master Trust, Ser 2023-2, Cl A

                

4.890%, 04/13/2028

    434       432  

Verizon Master Trust, Ser 2023-4, Cl A1A

                

5.160%, 06/20/2029

    1,987       1,986  

Verizon Master Trust, Ser 2023-6, Cl A

                

5.350%, 09/22/2031 (D)

     2,530       2,563  

Verizon Master Trust, Ser 2023-7, Cl A1A

                

5.670%, 11/20/2029

    1,410       1,427  

Verizon Master Trust, Ser 2024-1, Cl A1A

                

5.000%, 12/20/2028

    2,142       2,133  

Verizon Master Trust, Ser 2024-2, Cl A

                

4.830%, 12/22/2031 (D)

     745       738  

Voya CLO, Ser 2024-3A, Cl A1R2

                

6.476%, TSFR3M + 1.150%, 10/18/2031 (B)(D)

     2,700       2,699  

Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2

                

5.750%, TSFR1M + 0.404%, 07/25/2036 (B)

     3,345       3,299  

WISE CLO, Ser 2023-2A, Cl A

                

7.161%, TSFR3M + 1.800%, 01/15/2037 (B)(D)

     460       464  
              175,626  
                 

Total Asset-Backed Securities

                

(Cost $294,280) ($ Thousands)

             291,428  
                 
                 

SOVEREIGN DEBT — 0.8%
                 

Argentine Republic Government International Bond

                

3.500%, 07/09/2041(C)

     1,460       568  

1.000%, 07/09/2029

     203       116  

0.750%, 07/09/2030(C)

     762       429  

 

 

 

SEI Institutional Managed Trust

 

137

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

SOVEREIGN DEBT (continued)

Bermuda Government International Bond

                

5.000%, 07/15/2032(D)

   $ 339     $ 327  

Brazilian Government International Bond

                

4.750%, 01/14/2050

     740       530  

Colombia Government International Bond

                

5.625%, 02/26/2044

     660       505  

5.000%, 06/15/2045

     830       582  

4.125%, 02/22/2042

     680       442  

3.250%, 04/22/2032

     970       742  

Export Finance & Insurance

                

4.625%, 10/26/2027(D)

     879       877  

Export-Import Bank of India

                

3.375%, 08/05/2026(D)

     350       337  

Israel Government International Bond

                

5.750%, 03/12/2054

     313       281  

5.500%, 03/12/2034

     802       761  

4.500%, 01/17/2033

     651       586  

3.875%, 07/03/2050

     236       165  

3.375%, 01/15/2050

     280       179  

2.750%, 07/03/2030

     470       396  

Kenya Government International Bond

                

7.250%, 02/28/2028(D)

     200       182  

6.300%, 01/23/2034(D)

     960       716  

Mexico Government International Bond

                

6.050%, 01/11/2040

     1,210       1,168  

4.750%, 04/27/2032

     298       275  

4.750%, 03/08/2044

     10,080       8,074  

4.600%, 01/23/2046

     528       407  

4.600%, 02/10/2048

     277       211  

3.750%, 01/11/2028

     390       369  

3.500%, 02/12/2034

     1,624       1,319  

3.250%, 04/16/2030

     513       451  

2.659%, 05/24/2031

     6,327       5,191  

Nigeria Government International Bond

                

7.143%, 02/23/2030(D)

     240       208  

6.500%, 11/28/2027(D)

     220       204  

Panama Government International Bond

                

4.500%, 04/16/2050

     200       134  

Paraguay Government International Bond

                

5.400%, 03/30/2050(D)

     342       298  

Peruvian Government International Bond

                

5.625%, 11/18/2050

     340       330  

2.783%, 01/23/2031

     300       257  

2.780%, 12/01/2060

     430       240  

Provincia de Buenos Aires Government Bond MTN

                

6.375%, 09/01/2037(C)(D)

     3,303       1,358  

Republic of Kenya Government International Bond

                

9.750%, 02/16/2031(D)

     200       192  
                 

Total Sovereign Debt

        

(Cost $34,286) ($ Thousands)

     29,407  
                 
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS — 0.7%

Ali Group

                

7.444%, 07/30/2029 (B)

   $ 390     $ 391  

Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien

                

9.194%, CME Term SOFR + 3.750%, 05/12/2028 (B)

     1,162       1,157  

Alterra Mountain Company

                

8.579%, 08/17/2028

    551       552  

AmWINS Group, Inc., Term Loan, 1st Lien

                

7.708%, CME Term SOFR + 2.250%, 02/19/2028 (B)

     95       95  

APi Group

                

7.329%, 12/18/2028 (B)

     309       309  

Asurion

                

9.694%, 08/19/2028 (B)

     552       547  

Asurion, LLC, New B-8 Term Loan, 1st Lien

                

8.708%, CME Term SOFR + 3.250%, 12/23/2026 (B)

     322       319  

Asurion, LLC, New B-9 Term Loan, 1st Lien

                

8.708%, 07/31/2027 (B)

     369       362  

Athena Helath Group, Initial Term Loan

                

8.579%, 02/15/2029 (B)

     855       851  

Avolon TLB

                

7.339%, 06/22/2028

    123       123  

Brown Group Holdings, LLC, Initial Term Loan, 1st Lien

                

8.179%, CME Term SOFR + 2.750%, 06/07/2028 (B)

     564       564  

Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien

                

8.097%, CME Term SOFR + 2.750%, 02/06/2031 (B)

     1,060       1,059  

Caesars Entertainment, Term Loan, 1st Lien

                

8.097%, 02/06/2030 (B)

     69       69  

Castlelake Avia

                

7.839%, 10/22/2026 (B)

     391       391  

Charter Communications Operating, LLC

                

7.302%, 12/07/2030

    2       1  

Charter Communications Operating, Term Loan B4, 1st Lien

                

7.302%, 12/07/2030

    361       357  

Citadel Securities, Term Loan

                

7.579%, 07/29/2030 (B)

     558       560  

Clarios Global, Term Loan, 1st Lien

                

8.329%, 05/06/2030 (B)

     259       260  

Cotiviti Holdings, Term Loan, 1st Lien

                

8.579%, 05/01/2031 (B)(G)

     1,660       1,650  

DCert Buyer, Inc., Initial Term Loan, 1st Lien

                

9.329%, CME Term SOFR + 4.000%, 10/16/2026 (B)

     1,200       1,168  

 

 

 

138

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien

                

9.059%, CME Term SOFR + 3.750%, 04/09/2027 (B)

   $ 780     $ 779  

Entain PLC

                

7.909%, 03/29/2027

    115       115  

First Eagle

                

8.330%, 02/22/2029

    249       248  

Flutter Financing, Term Loan, 1st Lien

                

7.559%, 11/25/2030 (B)

     978       977  

Focus Financial, Term Loan, 1st Lien

                

8.079%, 06/30/2028

    778       777  

Four Season Hot, Term Loan, 1st Lien

                

7.329%, 11/30/2029

    399       400  

Gainwell Acquisition Corp., Term B Loan, 1st Lien

                

9.435%, CME Term SOFR + 4.000%, 10/01/2027 (B)

     1,319       1,276  

Garda Security, Term Loan, 1st Lien

                

9.594%, 02/01/2029

    267       269  

Genesee & Wyoming Inc.

                

7.301%, 04/10/2031

    670       669  

GFL Environmental

                

7.826%, 05/31/2027

    32       32  

Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien

                

7.444%, CME Term SOFR + 2.000%, 11/15/2027 (B)

     108       106  

GTCR W Merger Sub LLC

                

8.309%, 01/31/2031 (B)

     1,330       1,330  

Harbor Freight Tools

                

7.828%, 06/05/2031 (B)

     800       797  

KKR Apple Bidco, LLC, Term Loan, 1st Lien

                

8.194%, 09/22/2028 (B)

     405       405  

PCI Gaming Authority, Term B Facility Loan

                

7.944%, 05/29/2026 (B)

     382       381  

Peraton Corp., Term B Loan, 1st Lien

                

9.194%, CME Term SOFR + 3.750%, 02/01/2028 (B)

     228       228  

Phoenix Guarantor, Term Loan, 1st Lien

                

8.579%, 02/21/2031

    1,151       1,147  

Project Sky, Term Loan, 1st Lien

                

9.332%, 10/08/2028 (B)

     244       244  

Scientific Games/Light & Wonder

                

8.081%, 04/14/2029 (B)

     887       886  

Setanta Aircraft/AerCap

                

7.072%, 11/05/2028

    530       533  

Soltera Health Holdings, LLC

                

8.578%, 05/23/2031

    800       797  

Triton Water Holdings, Inc., Initial Term Loan, 1st Lien

                

8.846%, CME Term SOFR + 3.250%, 03/31/2028 (B)

     768       768  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

UFC Holdings, Term Loan, 1st Lien

                

8.336%, 04/29/2026

  $ 817     $ 819  

Virgin Media Bristol LLC, N Facility, 1st Lien

                

7.943%, CME Term SOFR + 2.500%, 01/31/2028 (B)

     144       137  
                 
                 

Total Loan Participations

                

(Cost $24,967) ($ Thousands)

             24,905  
                 
                 
                 

MUNICIPAL BONDS — 0.2%

California — 0.1%

        

California State University, Ser B, RB

               

2.374%, 11/01/2035

    635       489  

California State, Health Facilities Financing Authority, RB

               

3.000%, 08/15/2051

    650       520  

Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB

               

3.256%, 05/15/2060

    740       494  
                 
              1,503  
                 

Georgia — 0.0%

        

Georgia State, Municipal Electric Authority, RB

               

7.055%, 04/01/2057

    483       539  
                 
                 

Nevada — 0.0%

        

Clark County, Department of Aviation, Ser C, RB

               

6.820%, 07/01/2045

    728       819  
                 
                 

New York — 0.1%

        

New York and New Jersey, Port Authority, RB

               

4.458%, 10/01/2062

    505       438  

New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB

               

2.000%, 08/01/2035

    1,000       736  

New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB

               

2.400%, 11/01/2032

    300       247  

New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB

               

5.508%, 08/01/2037

    325       324  

 

 

 

SEI Institutional Managed Trust

 

139

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

New York State, Dormitory Authority, RB

               

5.628%, 03/15/2039

  $ 400     $ 405  

5.289%, 03/15/2033

    850       847  
                 
              2,997  
                 

Ohio — 0.0%

        

Ohio State University, Ser A, RB

               

4.800%, 06/01/2111

    433       389  
                 
                 

Texas — 0.0%

        

Board of Regents of the University of Texas System, Ser B, RB

               

2.439%, 08/15/2049

    295       182  

North Texas, Tollway Authority, Ser B, RB

               

6.718%, 01/01/2049

    632       719  
                 
              901  
                 

Virginia — 0.0%

        

University of Virginia, RB

               

2.256%, 09/01/2050

    480       286  
                 
                 
                 

Total Municipal Bonds

                

(Cost $8,656) ($ Thousands)

             7,434  
                 
                 
                 

U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2%

FHLB

                

1.250%, 09/30/2031(C)

     1,455       1,232  

FHLMC MTN

                

0.000%, 12/14/2029(A)

     1,213       951  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)

FNMA

                

0.000%, 11/15/2030(A)

   $ 3,564     $ 2,661  

Resolution Funding Interest

                

0.000%, 01/15/2030(A)

     905       700  

Resolution Funding Principal

                

0.000%, 04/15/2030(A)

     1,660       1,268  
                 
                 
         

Total U.S. Government Agency Obligations

        

(Cost $8,031) ($ Thousands)

     6,812  
                 
                 
   


Shares

          

CASH EQUIVALENT — 7.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     247,120,214       247,120  

Total Cash Equivalent

                

(Cost $247,120) ($ Thousands)

             247,120  
                 

PURCHASED OPTIONS — 0.0%

Total Purchased Options

               

(Cost $221) ($ Thousands)

             131  
                 

Total Investments in Securities — 111.4%

                

(Cost $4,133,241) ($ Thousands)

  $ 3,960,146  
                 
                 

WRITTEN OPTIONS — (0.0)%

Total Written Options

               

(Premiums Received $488) ($ Thousands)

           $ (310 )
                 
                 

 

 
 

A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows:
 

Description

  

Number of Contracts

    

Notional Amount
(Thousands)

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED OPTIONS — 0.0%

                                

Put Options

                                

December 2024, 3 Month SOFR OPT Dec24P 95.5

     51     $ 12,176     $ 95.50       12/21/2024     $ 57  

June 2024, US 5YR Note W4 OP Jun24C 106.25

     216       22,950       106.25       7/20/2024       2  
                                         
              35,126                       59  
                                         
                                         

Call Options

                                    

September 2024, 3 Month SOFR OPT Sep24C 95.13

     691       164,328       95.13       9/21/2024       39  

June 2024, U.S. 10 Year Future Option

     288       31,968       111.00       7/20/2024       –  

June 2024, US 5YR Note W4 OP Jun24C 106.75

     216       23,058       106.75       7/20/2024       1  

US 6-7 NOTE FRI WK1 Jul24C 110.5

     121       13,371       110.50       7/20/2024       13  

June 2024, U.S. Long Treasury Bond

     49       5,856       119.50       7/20/2024       –  

June 2024, U.S. Long Treasury Bond

     124       14,880       120.00       7/20/2024       –  

June 2024, U.S. Long Treasury Bond

     81       9,801       121.00       7/20/2024       –  

US Trs Bnd FRI WK1 Jul24C 119

     72       8,568       119.00       7/20/2024       19  

 

 

 

140

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

 

A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows:

Description

  

Number of Contracts

    

Notional Amount
(Thousands)

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED OPTIONS (continued)

                                
                                         
              271,830                       72  
                                         
                                         

Total Purchased Options

           $ 306,956                     $ 131  

WRITTEN OPTIONS — 0.0%

                                

Put Options

                                        

December 2024, 3 Month SOFR OPT Dec24C 95

     (51)     $ (12,113 )   $ 95.00       12/21/2024     $ (14 )

August 2024, U.S. 10 Year Future Option

     (144)       (15,768 )     109.50       07/20/2024       (74 )

June 2024, US 5YR NOTE W4 OP Jun24P 106.5

     (72)       (7,668 )     106.50       07/20/2024       –  
                                         
              (35,549 )                     (88 )
                                         
                                         

Call Options

                                        

December 2024, 3 Month SOFR OPT Dec24C 97.13

     (102)       (24,767 )     97.13       12/21/2024       (5 )

June 2025, 3 Month SOFR OPT Jun25C 97

     (691)       (167,567 )     97.00       06/21/2025       (177 )

September 2024, 3 Month SOFR OPT Sep24C 96.13

     (691)       (166,056 )     96.13       09/21/2024       (17 )

September 2024, 3 Month SOFR OPT Sep24C 96.88

     (118)       (28,578 )     96.88       09/21/2024       (2 )

June 2024, U.S. 10 Year Future Option

     (96)       (10,608 )     110.50       07/20/2024       –  

September 2024, U.S. 10 Year Future Option

     (120)       (13,620 )     113.50       08/17/2024       (21 )

June 2024, U.S. Long Treasury Bond

     (49)       (5,831 )     119.00       07/20/2024       –  
                                         
              (417,027 )                     (222 )
                                         
                                         

Total Written Options

           $ (452,576 )                   $ (310 )
                                         
                                         

 

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     188       Dec-2024     $ 44,984     $ 44,718     $ (266 )

3 Month SOFR

     412       Dec-2025       98,923       98,911       (12 )

U.S. 2-Year Treasury Note

     2,184       Sep-2024       445,256       446,014       758  

U.S. 5-Year Treasury Note

     1,314       Sep-2024       139,406       140,044       638  

U.S. 10-Year Treasury Note

     1,653       Sep-2024       180,941       181,804       863  

U.S. Long Treasury Bond

     183       Sep-2024       21,680       21,652       (28 )

U.S. Ultra Long Treasury Bond

     408       Sep-2024       50,637       51,140       503  

Ultra 10-Year U.S. Treasury Note

     18       Sep-2024       2,026       2,044       18  
                      983,853       986,327       2,474  

Short Contracts

                                        

U.S. 5-Year Treasury Note

     (150)       Sep-2024     $ (16,003 )   $ (15,987 )   $ 16  

U.S. Long Treasury Bond

     (185)       Sep-2024       (21,594 )     (21,888 )     (294 )

Ultra 10-Year U.S. Treasury Note

     (890)       Sep-2024       (100,285 )     (101,043 )     (758 )
                      (137,882 )     (138,918 )     (1,036 )
                    $ 845,971     $ 847,409     $ 1,438  

 

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

BNP Paribas

     07/19/24       USD       2,109       CAD       2,900     $ 12  

BNP Paribas

     07/19/24       CHF       890       USD       994       1  

 

 

 

SEI Institutional Managed Trust

 

141

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

BNP Paribas

     07/19/24       CHF       1,920       USD       2,127     $ (15 )

BNP Paribas

     07/19/24       CAD       3,770       USD       2,767       10  

BNP Paribas

     07/19/24       USD       4,625       NOK       50,490       121  

BNP Paribas

     07/19/24       USD       13,591       JPY       2,031,976       (921 )

BNP Paribas

     07/19/24       NOK       1,420       USD       133       —  

BNP Paribas

     07/19/24       NOK       16,420       USD       1,537       (6 )

Citigroup

     07/02/24       USD       3,313       BRL       17,710       (124 )

Citigroup

     07/18/24       USD       928       INR       77,630       2  

Citigroup

     07/19/24       USD       335       GBP       270       6  

Citigroup

     07/19/24       EUR       1,600       USD       1,723       7  

Citigroup

     07/19/24       USD       3,299       EUR       3,090       15  

Citigroup

     07/19/24       GBP       5,834       USD       7,311       (63 )

Citigroup

     07/19/24       USD       6,880       AUD       10,529       154  

Citigroup

     07/19/24       JPY       54,620       USD       352       12  

Citigroup

     07/19/24       CNH       60,232       USD       8,333       70  

Citigroup

     08/02/24       USD       346       BRL       1,890       (8 )

Goldman Sachs

     07/02/24       USD       1,232       BRL       6,450       (71 )

Goldman Sachs

     07/02/24       BRL       22,270       USD       4,093       84  

Goldman Sachs

     07/19/24       GBP       640       USD       813       4  

Goldman Sachs

     07/19/24       USD       1,978       CHF       1,800       30  

Goldman Sachs

     07/19/24       CAD       2,520       USD       1,852       10  

Goldman Sachs

     07/19/24       CHF       4,220       USD       4,715       8  

Goldman Sachs

     07/19/24       CHF       2,770       USD       3,063       (27 )

Goldman Sachs

     07/19/24       EUR       7,773       USD       8,307       (31 )

Goldman Sachs

     07/19/24       NOK       32,650       USD       3,028       (41 )

Goldman Sachs

     07/19/24       JPY       67,970       USD       447       23  

Goldman Sachs

     08/02/24       USD       3,105       BRL       17,003       (55 )

Morgan Stanley

     07/19/24       CAD       5,010       USD       3,685       21  

Morgan Stanley

     07/19/24       USD       3,558       CAD       4,900       25  

Morgan Stanley

     07/19/24       USD       2,560       CAD       3,501       (1 )

Morgan Stanley

     07/19/24       USD       11,794       BRL       60,387       (945 )

Morgan Stanley

     07/19/24       JPY       593,300       USD       3,873       174  
                                            $ (1,519 )

 

A list of the open OTC swap agreements held by the Fund at June 30, 2024, 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)

  

Citigroup Global Markets

     10.2375       BRL-CDI       Annual       01/02/2029       BRL       70,430     $ (631 )   $ –     $ (631 )

 

A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, 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)

  

4.2%

     USD-SOFR-OIS COMPOUND       Annual       04/30/2031       USD       31,475     $ (500 )   $ (270 )   $ (230 )

FIXED 3.52%

  

Secured Overnight Financing Rate - SOFR

       Annual       12/20/2053       USD       7,131       237       –       237  

 

 

 

142

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Core Fixed 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)

  

3.87%

     SECURED OVERNIGHT FINANCING RATE - SOFR       Annual       02/28/2031       USD       48,920     $ 306     $ (130 )   $ 436  

3.15%

     SECURED OVERNIGHT FINANCING RATE - SOFR       Annual       05/15/2048       USD       15,522       1,605       1,324       281  

0.026% FIXED

  

Secured Overnight Financing Rate - SOFR

       Annual       02/15/2048       USD       4,494       845       518       327  

3.05% FIXED

  

Secured Overnight Financing Rate - SOFR

       Annual       02/15/2048       USD       6,069       722       287       435  
                                            $ 3,215     $ 1,729     $ 1,486  

 

 

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.4206

     5.00%       Quarterly       06/20/2029     $ 7,974     $ (503 )   $ (533 )   $ 30  
                                                         

 

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-NA.IG.4206

     1.00%       Quarterly       06/20/2029     $ 108,087     $ 2,232     $ 2,267     $ (35 )
                                                         

 

 

 

 

Percentages are based on Net Assets of $3,553,426 ($ Thousands).

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

(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 June 30, 2024, the value of these securities amounted to $463,966 ($ Thousands), representing 13.1% of the Net Assets of the Fund.

(E)

Perpetual security with no stated maturity date.

(F)

Interest rate represents the security's effective yield at the time of purchase.

(G)

Unsettled bank loan. Interest rate may not be available.

 

 

 
 

 

The following is a summary of the transactions with affiliates for the period ended June 30, 2024 ($ Thousands):

 

Security Description

 

Value
9/30/2023

    

Purchases

at Cost

   

Proceeds

from Sales

   

Realized Gain

(Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value 6/30/2023

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

   $ 53,339     $ 748,169     $ (801,296 )   $ (141 )   $ (71 )   $ —     $ 312     $ —  

SEI Daily Income Trust, Government Fund, Institutional Class

     241,390       2,676,578       (2,670,848 )     —       —       247,120       3,747       —  

Totals

   $ 294,729     $ 3,424,747     $ (3,472,144 )   $ (141 )   $ (71 )   $ 247,120     $ 4,059     $ —  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

143

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS — 75.4%

Communication Services — 9.0%

        

Altice France

               

8.125%, 02/01/2027 (A)

   $ 380     $ 285  

5.500%, 01/15/2028 (A)

     340       233  

5.500%, 10/15/2029 (A)

     937       618  

5.125%, 07/15/2029 (A)

     1,249       821  

Altice France Holding

               

10.500%, 05/15/2027 (A)

     3,550       1,416  

ANGI Group

               

3.875%, 08/15/2028 (A)

     2,622       2,253  

Audacy Capital

               

6.750%, 03/31/2029 (A)(B)(C)

     3,784       132  

6.500%, 05/01/2027 (A)(B)(C)

     1,717       60  

Beasley Mezzanine Holdings

               

8.625%, 02/01/2026 (A)

     4,200       2,478  

Belo

               

7.250%, 09/15/2027

    250       251  

C&W Senior Finance

               

6.875%, 09/15/2027 (A)

     569       546  

CCO Holdings

               

7.375%, 03/01/2031 (A)

     895       883  

5.375%, 06/01/2029 (A)

     1,088       990  

5.125%, 05/01/2027 (A)

     616       591  

5.000%, 02/01/2028 (A)

     2,719       2,542  

4.750%, 03/01/2030 (A)

     1,720       1,490  

4.750%, 02/01/2032 (A)

     62       51  

4.500%, 08/15/2030 (A)

     5,377       4,552  

4.500%, 05/01/2032

    2,115       1,703  

4.250%, 02/01/2031 (A)

     4,264       3,481  

Charter Communications Operating

               

6.384%, 10/23/2035

    1,080       1,053  

Cinemark USA

               

5.250%, 07/15/2028 (A)

     140       134  

Clear Channel Outdoor Holdings Inc

               

9.000%, 09/15/2028 (A)

     105       110  

7.750%, 04/15/2028 (A)

     295       258  

7.500%, 06/01/2029 (A)

     539       451  

5.125%, 08/15/2027 (A)

     2,147       2,050  

DISH DBS

               

7.750%, 07/01/2026

    3,115       1,934  

7.375%, 07/01/2028

    405       172  

5.875%, 11/15/2024

    4,351       4,131  

5.750%, 12/01/2028 (A)

     1,040       721  

5.250%, 12/01/2026 (A)

     1,970       1,554  

5.125%, 06/01/2029

    1,085       430  

Flutter Treasury Designated Activity

               

6.375%, 04/29/2029 (A)

     407       410  

Frontier Communications Holdings

               

8.750%, 05/15/2030 (A)

     211       217  

6.750%, 05/01/2029 (A)

     896       822  

6.000%, 01/15/2030 (A)

     93       81  

5.875%, 10/15/2027 (A)

     2,505       2,445  

5.875%, 11/01/2029

    102       89  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.000%, 05/01/2028 (A)

   $ 695     $ 655  

Gannett Holdings

               

6.000%, 11/01/2026 (A)

     138       132  

Gray Television

               

10.500%, 07/15/2029 (A)

     1,491       1,499  

7.000%, 05/15/2027 (A)

     130       120  

5.375%, 11/15/2031 (A)

     4,114       2,332  

4.750%, 10/15/2030 (A)

     5,318       3,191  

iHeartCommunications

               

8.375%, 05/01/2027

    795       293  

6.375%, 05/01/2026

    1,139       885  

5.250%, 08/15/2027 (A)

     300       159  

Iliad Holding SASU

               

8.500%, 04/15/2031 (A)

     935       947  

Intelsat Jackson Holdings

               

6.500%, 03/15/2030 (A)

     1,482       1,379  

Level 3 Financing

               

11.000%, 11/15/2029 (A)

     933       955  

10.750%, 12/15/2030 (A)

     400       399  

10.500%, 04/15/2029 (A)

     1,515       1,511  

10.500%, 05/15/2030 (A)

     2,494       2,470  

4.875%, 06/15/2029 (A)

     2,504       1,427  

4.500%, 04/01/2030 (A)

     1,335       726  

3.875%, 10/15/2030 (A)

     1,464       767  

3.750%, 07/15/2029 (A)

     2,380       738  

3.625%, 01/15/2029

    1,590       479  

Live Nation Entertainment

               

6.500%, 05/15/2027 (A)

     911       916  

5.625%, 03/15/2026 (A)

     309       305  

4.750%, 10/15/2027 (A)

     766       734  

3.750%, 01/15/2028 (A)

     668       620  

Lumen Technologies

               

5.625%, 04/01/2025

    274       255  

5.375%, 06/15/2029 (A)

     263       81  

4.500%, 01/15/2029 (A)

     110       31  

4.125%, 04/15/2029 (A)

     818       532  

4.125%, 04/15/2030 (A)

     1,475       922  

News

               

5.125%, 02/15/2032 (A)

     140       133  

3.875%, 05/15/2029 (A)

     204       188  

Nexstar Media

               

5.625%, 07/15/2027 (A)

     1,000       950  

4.750%, 11/01/2028 (A)

     2,015       1,791  

Paramount Global

               

6.375%, H15T5Y + 3.999%, 03/30/2062 (D)

     569       502  

4.950%, 01/15/2031

    1,950       1,716  

Sable International Finance

               

5.750%, 09/07/2027 (A)

     854       820  

Scripps Escrow

               

5.875%, 07/15/2027 (A)

     1,957       1,182  

Scripps Escrow II

               

3.875%, 01/15/2029 (A)

     2,427       1,690  

 

 

 

144

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Sinclair Television Group

               

5.125%, 02/15/2027 (A)

   $ 215     $ 190  

4.125%, 12/01/2030 (A)

     100       67  

Sirius XM Radio

               

5.500%, 07/01/2029 (A)

     1,059       995  

5.000%, 08/01/2027 (A)

     2,260       2,163  

4.125%, 07/01/2030 (A)

     85       73  

4.000%, 07/15/2028 (A)

     612       553  

3.125%, 09/01/2026 (A)

     501       471  

Spanish Broadcasting System

               

9.750%, 03/01/2026 (A)

     3,115       1,860  

Stagwell Global

               

5.625%, 08/15/2029 (A)

     363       335  

TEGNA

               

4.625%, 03/15/2028

    1,305       1,176  

Telesat Canada

               

6.500%, 10/15/2027 (A)

     1,482       458  

5.625%, 12/06/2026 (A)

     3,477       1,629  

United States Cellular

               

6.700%, 12/15/2033

    255       271  

Urban One

               

7.375%, 02/01/2028 (A)

     4,490       3,451  

Vmed O2 UK Financing I

               

4.250%, 01/31/2031 (A)

     2,170       1,801  

Windstream Escrow

               

7.750%, 08/15/2028 (A)

     1,905       1,795  

Zayo Group Holdings Inc

               

4.000%, 03/01/2027 (A)

     9,529       7,621  
                 
              101,779  
                 

Consumer Discretionary — 13.9%

        

1011778 BC ULC

               

4.375%, 01/15/2028 (A)

     1,010       953  

3.875%, 01/15/2028 (A)

     1,430       1,339  

Academy

               

6.000%, 11/15/2027 (A)

     1,010       994  

Adient Global Holdings Ltd

               

8.250%, 04/15/2031 (A)

     1,427       1,489  

7.000%, 04/15/2028 (A)

     17       17  

4.875%, 08/15/2026 (A)

     525       511  

Adtalem Global Education

               

5.500%, 03/01/2028 (A)

     1,461       1,405  

Altice Financing

               

5.750%, 08/15/2029 (A)

     1,899       1,379  

5.000%, 01/15/2028 (A)

     2,651       2,016  

Amer Sports

               

6.750%, 02/16/2031 (A)

     1,274       1,271  

American Axle & Manufacturing

               

6.500%, 04/01/2027

    605       604  

6.250%, 03/15/2026

    46       46  

5.000%, 10/01/2029

    112       103  

Aramark Services

               

5.000%, 02/01/2028 (A)

     287       278  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Asbury Automotive Group

               

4.625%, 11/15/2029 (A)

   $ 919     $ 849  

4.500%, 03/01/2028

    1,661       1,574  

Ashton Woods USA

               

6.625%, 01/15/2028 (A)

     2,072       2,068  

4.625%, 04/01/2030 (A)

     620       554  

Aston Martin Capital Holdings

               

10.000%, 03/31/2029 (A)

     1,475       1,453  

Aventine (Escrow Security)

               

0.000%, 10/15/2049 (B)(E)(F)

     2,750       –  

Bath & Body Works

               

7.600%, 07/15/2037

    370       355  

7.500%, 06/15/2029

    271       279  

6.875%, 11/01/2035

    964       972  

6.750%, 07/01/2036

    2,590       2,579  

6.625%, 10/01/2030 (A)

     1,669       1,674  

5.250%, 02/01/2028

    349       339  

Brookfield Residential Properties

               

5.000%, 06/15/2029 (A)

     135       123  

4.875%, 02/15/2030 (A)

     1,800       1,610  

Caesars Entertainment

               

8.125%, 07/01/2027 (A)

     430       439  

7.000%, 02/15/2030 (A)

     1,585       1,619  

6.500%, 02/15/2032 (A)

     210       211  

4.625%, 10/15/2029 (A)

     1,029       943  

Carnival

               

7.000%, 08/15/2029 (A)

     102       106  

6.000%, 05/01/2029 (A)

     4,169       4,118  

5.750%, 03/01/2027 (A)

     418       413  

4.000%, 08/01/2028 (A)

     1,153       1,083  

Carnival Holdings Bermuda

               

10.375%, 05/01/2028 (A)

     1,654       1,791  

Carvana, Strike Price Fixed

               

12.000% cash/0% PIK, 12/01/2028 (A)

     1,232       1,324  

CD&R Smokey Buyer

               

6.750%, 07/15/2025 (A)

     514       511  

Cedar Fair

               

5.375%, 04/15/2027

    140       139  

5.250%, 07/15/2029

    295       282  

Clarios Global

               

8.500%, 05/15/2027 (A)

     3,830       3,852  

6.750%, 05/15/2025 (A)

     173       173  

6.750%, 05/15/2028 (A)

     203       205  

6.250%, 05/15/2026 (A)

     486       486  

CMG Media

               

8.875%, 12/15/2027 (A)

     4,240       2,418  

Cooper-Standard Automotive

               

13.500% cash/0% PIK, 03/31/2027 (A)

     1,613       1,742  

10.625% cash/0% PIK, 05/15/2027 (A)

     970       733  

Cougar JV Subsidiary

               

8.000%, 05/15/2032 (A)

     1,347       1,393  

 

 

 

SEI Institutional Managed Trust

 

145

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

CSC Holdings

               

11.250%, 05/15/2028 (A)

   $ 2,699     $ 2,351  

7.500%, 04/01/2028 (A)

     330       175  

6.500%, 02/01/2029 (A)

     2,568       1,874  

5.750%, 01/15/2030 (A)

     2,059       777  

4.625%, 12/01/2030 (A)

     1,370       499  

4.500%, 11/15/2031 (A)

     299       193  

4.125%, 12/01/2030 (A)

     123       79  

3.375%, 02/15/2031 (A)

     463       289  

Dana

               

5.625%, 06/15/2028

    205       199  

Diamond Sports Group

               

6.625%, 08/15/2027 (A)(B)

     1,993       40  

5.375%, 08/15/2026 (A)(B)

     2,955       59  

DirecTV Financing

               

8.875%, 02/01/2030 (A)

     880       861  

5.875%, 08/15/2027 (A)

     2,291       2,155  

DISH Network

               

11.750%, 11/15/2027 (A)

     5,034       4,936  

Dornoch Debt Merger Sub

               

6.625%, 10/15/2029 (A)

     390       332  

eG Global Finance

               

12.000%, 11/30/2028 (A)

     1,315       1,400  

Empire Resorts

               

7.750%, 11/01/2026 (A)

     1,960       1,835  

Everi Holdings

               

5.000%, 07/15/2029 (A)

     1,423       1,400  

Fertitta Entertainment

               

4.625%, 01/15/2029 (A)

     1,408       1,282  

Fontainebleau Las Vegas Holdings

               

11.000%, 06/15/2015 (A)(B)

     3,108       –  

Ford Motor Credit

               

7.200%, 06/10/2030

    200       210  

7.122%, 11/07/2033

    200       211  

6.950%, 06/10/2026

    200       204  

6.800%, 05/12/2028

    200       206  

4.687%, 06/09/2025

    455       450  

4.542%, 08/01/2026

    730       710  

4.000%, 11/13/2030

    200       179  

2.700%, 08/10/2026

    200       188  

Ford Motor Credit MTN

               

4.389%, 01/08/2026

    200       196  

Foundation Building Materials

               

6.000%, 03/01/2029 (A)

     883       784  

GCI

               

4.750%, 10/15/2028 (A)

     639       583  

Goodyear Tire & Rubber

               

5.250%, 04/30/2031

    122       112  

5.250%, 07/15/2031

    304       277  

5.000%, 07/15/2029

    327       304  

GrubHub Holdings

               

5.500%, 07/01/2027 (A)

     2,135       1,935  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Hanesbrands

               

9.000%, 02/15/2031 (A)

   $ 87     $ 91  

Hilton Domestic Operating

               

6.125%, 04/01/2032 (A)

     1,224       1,230  

5.875%, 04/01/2029 (A)

     87       87  

5.750%, 05/01/2028 (A)

     246       245  

4.875%, 01/15/2030

    50       48  

4.000%, 05/01/2031 (A)

     3,240       2,900  

3.750%, 05/01/2029 (A)

     1,159       1,063  

International Game Technology

               

5.250%, 01/15/2029 (A)

     1,005       972  

4.125%, 04/15/2026 (A)

     604       588  

Jacobs Entertainment

               

6.750%, 02/15/2029 (A)

     1,835       1,702  

KB Home

               

7.250%, 07/15/2030

    1,474       1,519  

Landsea Homes

               

8.875%, 04/01/2029 (A)

     550       545  

LBM Acquisition

               

6.250%, 01/15/2029 (A)

     1,188       1,050  

LCM Investments Holdings II

               

4.875%, 05/01/2029 (A)

     1,094       1,023  

LCPR Senior Secured Financing DAC

               

6.750%, 10/15/2027 (A)

     1,015       951  

LGI Homes

               

8.750%, 12/15/2028 (A)

     1,530       1,594  

Liberty Interactive

               

8.250%, 02/01/2030

    5,150       2,415  

Life Time

               

5.750%, 01/15/2026 (A)

     1,175       1,170  

Lithia Motors

               

3.875%, 06/01/2029 (A)

     341       306  

McGraw-Hill Education

               

5.750%, 08/01/2028 (A)

     2,645       2,551  

MGM Resorts International

               

6.500%, 04/15/2032

    176       175  

5.750%, 06/15/2025

    674       672  

4.750%, 10/15/2028

    1,391       1,324  

Midcontinent Communications

               

5.375%, 08/15/2027 (A)

     472       453  

Midwest Gaming Borrower

               

4.875%, 05/01/2029 (A)

     1,227       1,143  

Monitronics International (Escrow Security)

               

9.125%, 04/01/2020 (B)(E)

     5,936       –  

NCL

               

8.375%, 02/01/2028 (A)

     1,430       1,494  

NESCO Holdings II

               

5.500%, 04/15/2029 (A)

     271       251  

Newell Brands

               

6.875%, 04/01/2036

    70       63  

6.625%, 09/15/2029

    70       68  

6.375%, 09/15/2027

    200       197  

5.700%, 04/01/2026

    420       415  

 

 

 

146

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Nordstrom

               

4.375%, 04/01/2030

  $ 563     $ 512  

PetSmart

               

7.750%, 02/15/2029 (A)

     1,085       1,057  

4.750%, 02/15/2028 (A)

     1,335       1,240  

PM General Purchaser

               

9.500%, 10/01/2028 (A)

     348       356  

QVC

               

4.750%, 02/15/2027

    2,542       2,145  

4.375%, 09/01/2028

    250       183  

Raptor Acquisition

               

4.875%, 11/01/2026 (A)

     233       225  

Real Hero Merger Sub 2

               

6.250%, 02/01/2029 (A)

     1,255       1,071  

Royal Caribbean Cruises

               

9.250%, 01/15/2029 (A)

     225       240  

8.250%, 01/15/2029 (A)

     225       238  

7.250%, 01/15/2030 (A)

     165       171  

6.250%, 03/15/2032 (A)

     167       168  

Service International

               

7.500%, 04/01/2027

    352       364  

Shea Homes

               

4.750%, 04/01/2029

    825       767  

Shutterfly Finance

               

9.750%, 10/01/2027 (A)

     83       83  

8.500% cash/0% PIK, 10/01/2027 (A)

     539       468  

Six Flags Entertainment

               

7.250%, 05/15/2031 (A)

     3,106       3,162  

6.625%, 05/01/2032 (A)

     984       1,000  

5.500%, 04/15/2027 (A)

     20       20  

Six Flags Theme Parks

               

7.000%, 07/01/2025 (A)

     82       82  

Sonic Automotive

               

4.625%, 11/15/2029 (A)

     341       308  

Specialty Building Products Holdings

               

6.375%, 09/30/2026 (A)

     2,394       2,352  

SRS Distribution

               

6.125%, 07/01/2029 (A)

     182       187  

6.000%, 12/01/2029 (A)

     240       247  

4.625%, 07/01/2028 (A)

     342       349  

Staples

               

12.750%, 01/15/2030 (A)

     435       339  

10.750%, 09/01/2029 (A)

     600       570  

Station Casinos

               

6.625%, 03/15/2032 (A)

     1,380       1,373  

4.500%, 02/15/2028 (A)

     585       551  

StoneMor

               

8.500%, 05/15/2029 (A)

     2,605       2,161  

Studio City Finance

               

5.000%, 01/15/2029 (A)

     1,835       1,615  

Superior Plus

               

4.500%, 03/15/2029 (A)

     202       185  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

SWF Escrow Issuer

               

6.500%, 10/01/2029 (A)

   $ 495     $ 267  

Taylor Morrison Communities

               

5.125%, 08/01/2030 (A)

     1,768       1,693  

Telenet Finance Luxembourg Notes Sarl

               

5.500%, 03/01/2028 (A)

     1,800       1,683  

Tempur Sealy International

               

4.000%, 04/15/2029 (A)

     540       487  

3.875%, 10/15/2031 (A)

     126       105  

Time Warner Entertainment

               

8.375%, 07/15/2033

    1,028       1,136  

Univision Communications

               

8.000%, 08/15/2028 (A)

     1,530       1,492  

7.375%, 06/30/2030 (A)

     326       303  

6.625%, 06/01/2027 (A)

     5       5  

4.500%, 05/01/2029 (A)

     810       681  

Vail Resorts

               

6.500%, 05/15/2032 (A)

     123       124  

Victoria's Secret

               

4.625%, 07/15/2029 (A)

     2,866       2,383  

Viking Cruises

               

5.875%, 09/15/2027 (A)

     2,030       2,009  

Virgin Media Finance

               

5.000%, 07/15/2030 (A)

     493       406  

Virgin Media Secured Finance

               

4.500%, 08/15/2030 (A)

     480       407  

Virgin Media Vendor Financing Notes IV DAC

               

5.000%, 07/15/2028 (A)

     1,612       1,434  

Vista Outdoor

               

4.500%, 03/15/2029 (A)

     408       409  

Wand NewCo 3

               

7.625%, 01/30/2032 (A)

     1,156       1,194  

White Capital Parent

               

8.250% cash/0% PIK, 03/15/2026 (A)

     1,765       1,765  

Wolverine World Wide

               

4.000%, 08/15/2029 (A)

     2,562       2,145  

WW International

               

4.500%, 04/15/2029 (A)

     1,410       545  

Wynn Las Vegas

               

5.250%, 05/15/2027 (A)

     790       771  

Wynn Macau

               

5.125%, 12/15/2029 (A)

     1,125       1,019  

Wynn Resorts Finance

               

7.125%, 02/15/2031 (A)

     758       786  

5.125%, 10/01/2029 (A)

     394       375  

Yum! Brands

               

6.875%, 11/15/2037

    850       927  

5.375%, 04/01/2032

    1,443       1,387  

3.625%, 03/15/2031

    570       503  
                 
              156,635  
                 

 

 

 

SEI Institutional Managed Trust

 

147

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Consumer Staples — 2.3%

        

Albertsons

               

5.875%, 02/15/2028 (A)

   $ 130     $ 129  

4.875%, 02/15/2030 (A)

     1,895       1,791  

3.500%, 03/15/2029 (A)

     463       416  

3.250%, 03/15/2026 (A)

     201       193  

Central Garden & Pet

               

5.125%, 02/01/2028

    350       340  

4.125%, 10/15/2030

    242       216  

4.125%, 04/30/2031 (A)

     168       148  

Chobani

               

7.625%, 07/01/2029 (A)

     588       606  

4.625%, 11/15/2028 (A)

     514       485  

Coty

               

6.625%, 07/15/2030 (A)

     1,561       1,584  

Edgewell Personal Care

               

5.500%, 06/01/2028 (A)

     315       307  

4.125%, 04/01/2029 (A)

     192       177  

Energizer Holdings

               

4.750%, 06/15/2028 (A)

     484       453  

4.375%, 03/31/2029 (A)

     642       581  

Fiesta Purchaser

               

7.875%, 03/01/2031 (A)

     487       503  

High Ridge Brands Co. (Escrow Security)

               

8.875%, 03/15/2025 (A)(B)

     445       –  

HLF Financing Sarl

               

12.250%, 04/15/2029 (A)

     1,291       1,287  

Lamb Weston Holdings

               

4.125%, 01/31/2030 (A)

     1,430       1,299  

New Albertsons

               

8.700%, 05/01/2030

    705       783  

8.000%, 05/01/2031

    910       974  

Performance Food Group

               

5.500%, 10/15/2027 (A)

     370       362  

4.250%, 08/01/2029 (A)

     325       296  

Post Holdings

               

5.625%, 01/15/2028 (A)

     1,474       1,451  

5.500%, 12/15/2029 (A)

     1,182       1,141  

Rite Aid

               

8.000%, 10/18/2024 (A)(B)

     422       185  

8.000%, 11/15/2026 (A)(B)

     2,625       1,151  

7.500%, 07/01/2025 (A)(B)

     846       347  

%, 10/18/2024 (A)(B)(D)(E)(F)

     206       198  

Sigma Holdco BV

               

7.875%, 05/15/2026 (A)

     2,602       2,569  

Simmons Foods

               

4.625%, 03/01/2029 (A)

     2,059       1,811  

Triton Water Holdings

               

6.250%, 04/01/2029 (A)

     1,707       1,646  

US Foods

               

6.875%, 09/15/2028 (A)

     83       85  

4.625%, 06/01/2030 (A)

     230       213  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Victra Holdings

               

7.750%, 02/15/2026 (A)

   $ 2,073     $ 2,062  
                 
              25,789  
                 

Energy — 10.6%

        

Aethon United BR

               

8.250%, 02/15/2026 (A)

     1,216       1,229  

Antero Midstream Partners

               

5.750%, 03/01/2027 (A)

     50       49  

5.750%, 01/15/2028 (A)

     300       295  

5.375%, 06/15/2029 (A)

     1,311       1,271  

Antero Resources

               

8.375%, 07/15/2026 (A)

     260       269  

7.625%, 02/01/2029 (A)

     160       164  

Apache

               

5.100%, 09/01/2040

    2,111       1,801  

Archrock Partners

               

6.875%, 04/01/2027 (A)

     275       276  

6.250%, 04/01/2028 (A)

     1,079       1,069  

Ascent Resources Utica Holdings

               

8.250%, 12/31/2028 (A)

     2,368       2,426  

7.000%, 11/01/2026 (A)

     1,301       1,302  

5.875%, 06/30/2029 (A)

     240       234  

Baytex Energy

               

8.500%, 04/30/2030 (A)

     320       335  

7.375%, 03/15/2032 (A)

     1,305       1,326  

Blue Racer Midstream

               

7.250%, 07/15/2032 (A)

     578       594  

7.000%, 07/15/2029 (A)

     609       620  

6.625%, 07/15/2026 (A)

     115       115  

Buckeye Partners

               

4.500%, 03/01/2028 (A)

     400       376  

4.125%, 03/01/2025 (A)

     155       153  

4.125%, 12/01/2027

    135       126  

Cheniere Energy Partners

               

4.000%, 03/01/2031

    389       354  

3.250%, 01/31/2032

    260       222  

Chesapeake Energy Corp

               

7.500%, 10/01/2026 (B)(C)(E)

     2,515       53  

7.000%, 10/01/2024 (B)(E)

     1,135       22  

6.750%, 04/15/2029 (A)

     1,648       1,651  

Chord Energy Corp

               

6.375%, 06/01/2026 (A)

     379       379  

CITGO Petroleum

               

6.375%, 06/15/2026 (A)

     2,025       2,014  

Civitas Resources

               

8.750%, 07/01/2031 (A)

     2,319       2,483  

8.625%, 11/01/2030 (A)

     1,822       1,954  

8.375%, 07/01/2028 (A)

     319       334  

Comstock Resources

               

6.750%, 03/01/2029 (A)

     4,308       4,175  

5.875%, 01/15/2030 (A)

     225       209  

 

 

 

148

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Crescent Energy Finance

               

9.250%, 02/15/2028 (A)

   $ 459     $ 485  

7.625%, 04/01/2032 (A)

     154       157  

7.375%, 01/15/2033 (A)

     135       135  

CVR Energy

               

8.500%, 01/15/2029 (A)

     1,525       1,531  

Diamond Foreign Asset

               

8.500%, 10/01/2030 (A)

     258       271  

DT Midstream

               

4.375%, 06/15/2031 (A)

     103       94  

4.125%, 06/15/2029 (A)

     210       194  

Enbridge

               

8.250%, H15T5Y + 3.785%, 01/15/2084 (D)

     2,675       2,787  

Encino Acquisition Partners Holdings

               

8.750%, 05/01/2031 (A)

     2,425       2,529  

8.500%, 05/01/2028 (A)

     437       445  

Energy Transfer

               

8.000%, H15T5Y + 4.020%, 05/15/2054 (D)

     1,572       1,644  

6.750%, H15T5Y + 5.134%(D)(G)

     300       298  

6.625%, US0003M + 4.155%(D)(G)

     855       830  

6.500%, H15T5Y + 5.694%(D)(G)

     1,535       1,514  

5.500%, 06/01/2027

    1,564       1,569  

EnLink Midstream

               

6.500%, 09/01/2030 (A)

     1,090       1,116  

5.375%, 06/01/2029

    1,725       1,684  

EnLink Midstream Partners

               

5.600%, 04/01/2044

    1,695       1,503  

5.450%, 06/01/2047

    1,157       1,004  

Enviva Partners

               

6.500%, 01/15/2026 (A)(B)

     2,139       949  

EQM Midstream Partners

               

7.500%, 06/01/2027 (A)

     170       173  

7.500%, 06/01/2030 (A)

     139       148  

6.500%, 07/01/2027 (A)

     150       152  

6.500%, 07/15/2048

    1,735       1,752  

6.000%, 07/01/2025 (A)

     67       67  

4.500%, 01/15/2029 (A)

     439       414  

Genesis Energy

               

8.875%, 04/15/2030

    1,715       1,804  

8.250%, 01/15/2029

    68       70  

8.000%, 01/15/2027

    102       104  

7.875%, 05/15/2032

    778       786  

7.750%, 02/01/2028

    315       318  

Greenfire Resources

               

12.000%, 10/01/2028 (A)

     940       1,004  

Gulfport Energy Corp

               

8.000%, 05/17/2026 (A)

     556       563  

Harvest Midstream I

               

7.500%, 09/01/2028 (A)

     1,000       1,016  

7.500%, 05/15/2032 (A)

     109       111  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Hess Midstream Operations

               

6.500%, 06/01/2029 (A)

   $ 122     $ 124  

5.625%, 02/15/2026 (A)

     340       338  

4.250%, 02/15/2030 (A)

     117       107  

Hilcorp Energy I

               

6.250%, 04/15/2032 (A)

     85       82  

6.000%, 04/15/2030 (A)

     101       98  

6.000%, 02/01/2031 (A)

     1,421       1,356  

Howard Midstream Energy Partners

               

8.875%, 07/15/2028 (A)

     210       222  

7.375%, 07/15/2032 (A)

     1,698       1,725  

ITT Holdings

               

6.500%, 08/01/2029 (A)

     2,505       2,270  

Kinetik Holdings

               

6.625%, 12/15/2028 (A)

     1,495       1,519  

Kodiak Gas Services

               

7.250%, 02/15/2029 (A)

     759       778  

Matador Resources

               

6.500%, 04/15/2032 (A)

     2,557       2,557  

Moss Creek Resources Holdings

               

10.500%, 05/15/2027 (A)

     864       886  

7.500%, 01/15/2026 (A)

     2,026       2,028  

New Fortress Energy

               

8.750%, 03/15/2029 (A)

     1,200       1,095  

6.750%, 09/15/2025 (A)

     1,104       1,072  

NGL Energy Operating

               

8.375%, 02/15/2032 (A)

     172       175  

8.125%, 02/15/2029 (A)

     1,683       1,715  

Northern Oil & Gas

               

8.750%, 06/15/2031 (A)

     565       593  

8.125%, 03/01/2028 (A)

     1,084       1,096  

Northriver Midstream Finance

               

6.750%, 07/15/2032 (A)

     938       940  

5.625%, 02/15/2026 (A)

     1,240       1,240  

NuStar Logistics

               

6.375%, 10/01/2030

    134       136  

6.000%, 06/01/2026

    255       255  

5.750%, 10/01/2025

    119       118  

5.625%, 04/28/2027

    120       119  

PBF Holding

               

7.875%, 09/15/2030 (A)

     1,500       1,536  

Permian Resources Operating

               

9.875%, 07/15/2031 (A)

     325       360  

7.000%, 01/15/2032 (A)

     1,787       1,835  

Prairie Acquiror

               

9.000%, 08/01/2029 (A)

     86       89  

Precision Drilling

               

7.125%, 01/15/2026 (A)

     244       244  

Range Resources

               

8.250%, 01/15/2029

    417       432  

4.875%, 05/15/2025

    290       288  

Rockcliff Energy II

               

5.500%, 10/15/2029 (A)

     2,497       2,337  

 

 

 

SEI Institutional Managed Trust

 

149

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Rockies Express Pipeline

               

4.800%, 05/15/2030 (A)

   $ 1,428     $ 1,318  

Seventy Seven Operating (Escrow Security)

               

6.625%, 01/15/2020 (B)(E)

     1,869       –  

Sitio Royalties Operating Partnership

               

7.875%, 11/01/2028 (A)

     1,765       1,825  

SM Energy

               

6.750%, 09/15/2026

    205       205  

6.625%, 01/15/2027

    278       277  

6.500%, 07/15/2028

    113       112  

Southwestern Energy

               

8.375%, 09/15/2028

    170       176  

5.375%, 02/01/2029

    32       31  

5.375%, 03/15/2030

    239       231  

4.750%, 02/01/2032

    38       35  

Sunoco

               

7.250%, 05/01/2032 (A)

     570       589  

7.000%, 05/01/2029 (A)

     1,638       1,679  

4.500%, 05/15/2029

    253       237  

4.500%, 04/30/2030

    327       302  

Tallgrass Energy Partners

               

7.375%, 02/15/2029 (A)

     1,565       1,573  

6.000%, 03/01/2027 (A)

     270       266  

6.000%, 12/31/2030 (A)

     2,365       2,203  

6.000%, 09/01/2031 (A)

     722       675  

5.500%, 01/15/2028 (A)

     1,485       1,421  

TerraForm Power Operating

               

5.000%, 01/31/2028 (A)

     3,107       2,968  

4.750%, 01/15/2030 (A)

     375       342  

Transocean

               

8.750%, 02/15/2030 (A)

     1,203       1,263  

8.250%, 05/15/2029 (A)

     151       152  

6.800%, 03/15/2038

    2,089       1,733  

Transocean Titan Financing

               

8.375%, 02/01/2028 (A)

     58       60  

Valaris

               

8.375%, 04/30/2030 (A)

     129       134  

Venture Global Calcasieu Pass

               

4.125%, 08/15/2031 (A)

     2,665       2,391  

3.875%, 08/15/2029 (A)

     5       5  

3.875%, 11/01/2033 (A)

     1,365       1,163  

Venture Global LNG

               

9.875%, 02/01/2032 (A)

     2,987       3,251  

9.500%, 02/01/2029 (A)

     140       153  

8.125%, 06/01/2028 (A)

     2,365       2,437  

Vital Energy

               

7.875%, 04/15/2032 (A)

     157       160  

Weatherford International

               

8.625%, 04/30/2030 (A)

     1,512       1,567  

Western Midstream Operating

               

5.250%, 02/01/2050

    2,061       1,806  
                 
              119,606  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Financials — 8.4%

        

Acrisure

               

10.125%, 08/01/2026 (A)

   $ 1,211     $ 1,248  

8.250%, 02/01/2029 (A)

     1,729       1,737  

7.500%, 11/06/2030 (A)

     551       551  

4.250%, 02/15/2029 (A)

     354       322  

AG Issuer

               

6.250%, 03/01/2028 (A)

     1,208       1,182  

Alliant Holdings Intermediate

               

7.000%, 01/15/2031 (A)

     3,439       3,474  

4.250%, 10/15/2027 (A)

     476       446  

Ally Financial

               

4.750%, 06/09/2027

    651       635  

AmWINS Group

               

6.375%, 02/15/2029 (A)

     1,391       1,395  

Ardonagh Finco

               

7.750%, 02/15/2031 (A)

     671       663  

Ardonagh Group Finance

               

8.875%, 02/15/2032 (A)

     584       570  

Aretec Group

               

10.000%, 08/15/2030 (A)

     2,742       2,982  

Barclays

               

8.000%, H15T5Y + 5.431%(D)(G)

     883       897  

Blackstone Private Credit Fund

               

2.625%, 12/15/2026

    2,248       2,056  

Block

               

6.500%, 05/15/2032 (A)

     1,684       1,707  

2.750%, 06/01/2026

    140       132  

Blue Owl Capital

               

3.400%, 07/15/2026

    1,587       1,495  

Citigroup

               

3.875%, H15T5Y + 3.417%(D)(G)

     854       808  

Coinbase Global

               

3.375%, 10/01/2028 (A)

     551       472  

CPI CG

               

10.000%, 07/15/2029 (A)

     930       965  

8.625%, 03/15/2026 (A)

     1,718       1,755  

Credit Acceptance

               

9.250%, 12/15/2028 (A)

     1,475       1,559  

Encore Capital Group

               

9.250%, 04/01/2029 (A)

     1,675       1,745  

Finance of America Funding

               

7.875%, 11/15/2025 (A)

     4,224       3,298  

FirstCash

               

6.875%, 03/01/2032 (A)

     1,545       1,545  

Freedom Mortgage

               

12.000%, 10/01/2028 (A)

     1,458       1,566  

Freedom Mortgage Holdings

               

9.250%, 02/01/2029 (A)

     2,020       2,019  

Genworth Holdings

               

6.500%, 06/15/2034

    1,565       1,456  

GGAM Finance

               

6.875%, 04/15/2029 (A)

     488       497  

 

 

 

150

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

HAT Holdings I

               

3.750%, 09/15/2030 (A)

   $ 415     $ 362  

3.375%, 06/15/2026 (A)

     577       544  

Howden UK Refinance

               

8.125%, 02/15/2032 (A)

     292       290  

7.250%, 02/15/2031 (A)

     1,105       1,097  

HUB International

               

7.250%, 06/15/2030 (A)

     1,313       1,346  

Jane Street Group

               

7.125%, 04/30/2031 (A)

     1,968       2,018  

Ladder Capital Finance Holdings LLLP

               

7.000%, 07/15/2031 (A)

     1,220       1,231  

5.250%, 10/01/2025 (A)

     647       641  

4.750%, 06/15/2029 (A)

     3,805       3,515  

4.250%, 02/01/2027 (A)

     579       548  

LD Holdings Group

               

6.125%, 04/01/2028 (A)

     970       728  

LPL Holdings

               

4.625%, 11/15/2027 (A)

     568       550  

4.375%, 05/15/2031 (A)

     325       298  

Macquarie Airfinance Holdings

               

6.500%, 03/26/2031 (A)

     180       185  

6.400%, 03/26/2029 (A)

     180       183  

Midcap Financial Issuer Trust

               

6.500%, 05/01/2028 (A)

     2,435       2,303  

5.625%, 01/15/2030 (A)

     1,451       1,254  

MPH Acquisition Holdings

               

5.750%, 11/01/2028 (A)

     414       223  

5.500%, 09/01/2028 (A)

     271       204  

Nationstar Mortgage Holdings

               

7.125%, 02/01/2032 (A)

     140       141  

6.000%, 01/15/2027 (A)

     60       59  

5.750%, 11/15/2031 (A)

     275       259  

5.500%, 08/15/2028 (A)

     2,346       2,254  

5.125%, 12/15/2030 (A)

     143       131  

Navient

               

5.500%, 03/15/2029

    150       137  

Navient MTN

               

5.625%, 08/01/2033

    1,440       1,150  

OneMain Finance

               

9.000%, 01/15/2029

    404       426  

7.875%, 03/15/2030

    1,515       1,562  

7.500%, 05/15/2031

    1,430       1,447  

7.125%, 03/15/2026

    193       196  

5.375%, 11/15/2029

    3,270       3,067  

4.000%, 09/15/2030

    1,399       1,201  

3.875%, 09/15/2028

    253       227  

3.500%, 01/15/2027

    995       932  

Osaic Holdings

               

10.750%, 08/01/2027 (A)

     3,647       3,755  

Panther Escrow Issuer

               

7.125%, 06/01/2031 (A)

     2,976       3,010  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

PennyMac Financial Services

               

7.875%, 12/15/2029 (A)

   $ 1,484     $ 1,530  

5.750%, 09/15/2031 (A)

     2,871       2,689  

4.250%, 02/15/2029 (A)

     1,665       1,514  

PRA Group

               

8.375%, 02/01/2028 (A)

     1,675       1,670  

Rithm Capital

               

8.000%, 04/01/2029 (A)

     858       833  

Rocket Mortgage

               

4.000%, 10/15/2033 (A)

     32       27  

3.625%, 03/01/2029 (A)

     977       886  

2.875%, 10/15/2026 (A)

     185       173  

Sabre GLBL

               

11.250%, 12/15/2027 (A)

     3,925       3,815  

Starwood Property Trust

               

7.250%, 04/01/2029 (A)

     1,628       1,645  

4.375%, 01/15/2027 (A)

     883       836  

UniCredit

               

5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(D)

     875       854  

United Wholesale Mortgage

               

5.500%, 11/15/2025 (A)

     347       344  

VFH Parent

               

7.500%, 06/15/2031 (A)

     1,104       1,109  
                 
              94,576  
                 

Health Care — 6.8%

        

Acadia Healthcare

               

5.000%, 04/15/2029 (A)

     1,338       1,271  

AHP Health Partners

               

5.750%, 07/15/2029 (A)

     251       238  

Akumin

               

9.000%, 08/01/2027 (A)

     2,020       1,672  

8.000%, 08/01/2028 (A)(B)

     915       702  

AthenaHealth Group

               

6.500%, 02/15/2030 (A)

     1,899       1,748  

Avantor Funding

               

4.625%, 07/15/2028 (A)

     564       537  

Bausch + Lomb

               

8.375%, 10/01/2028 (A)

     855       875  

Bausch Health

               

5.750%, 08/15/2027 (A)

     220       175  

5.500%, 11/01/2025 (A)

     1,562       1,455  

5.250%, 01/30/2030 (A)

     75       35  

5.250%, 02/15/2031 (A)

     193       90  

5.000%, 01/30/2028 (A)

     215       111  

5.000%, 02/15/2029 (A)

     445       213  

4.875%, 06/01/2028 (A)

     485       363  

Bausch Health Americas

               

9.250%, 04/01/2026 (A)

     390       351  

8.500%, 01/31/2027 (A)

     444       306  

Charles River Laboratories International

               

4.250%, 05/01/2028 (A)

     1,633       1,542  

 

 

 

SEI Institutional Managed Trust

 

151

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.000%, 03/15/2031 (A)

   $ 930     $ 829  

CHS

               

10.875%, 01/15/2032 (A)

     2,416       2,514  

8.000%, 12/15/2027 (A)

     2,370       2,350  

6.125%, 04/01/2030 (A)

     1,467       1,027  

6.000%, 01/15/2029 (A)

     260       229  

5.625%, 03/15/2027 (A)

     1,757       1,636  

5.250%, 05/15/2030 (A)

     307       253  

4.750%, 02/15/2031 (A)

     278       219  

Concentra Escrow Issuer

               

6.875%, 07/15/2032 (A)

     660       669  

DaVita

               

4.625%, 06/01/2030 (A)

     1,640       1,482  

3.750%, 02/15/2031 (A)

     1,138       971  

Embecta

               

6.750%, 02/15/2030 (A)

     1,475       1,282  

5.000%, 02/15/2030 (A)

     395       325  

Emergent BioSolutions

               

3.875%, 08/15/2028 (A)

     307       200  

Encompass Health

               

4.625%, 04/01/2031

    450       413  

4.500%, 02/01/2028

    440       419  

Endo

               

9.500%, 12/31/2049 (E)

     1,406       –  

6.125%, 12/31/2049 (E)

     1,485       –  

6.000%, 12/31/2049 (E)

     1,302       39  

%, 04/01/2027 (E)(F)

     1,373       –  

Endo Finance Holdings

               

8.500%, 04/15/2031 (A)

     1,458       1,505  

Envision Healthcare Corp

               

8.750%, 10/15/2026 (B)(E)

     1,825       –  

Fortrea Holdings

               

7.500%, 07/01/2030 (A)

     440       437  

Global Medical Response

               

10.000%, 10/31/2028 (A)

     4,864       4,744  

Grifols

               

4.750%, 10/15/2028 (A)

     2,088       1,802  

HCA

               

3.500%, 09/01/2030

    1,065       961  

Heartland Dental

               

10.500%, 04/30/2028 (A)

     2,516       2,671  

IQVIA

               

6.500%, 05/15/2030 (A)

     1,615       1,639  

5.000%, 10/15/2026 (A)

     805       790  

LifePoint Health

               

11.000%, 10/15/2030 (A)

     1,225       1,350  

9.875%, 08/15/2030 (A)

     369       393  

5.375%, 01/15/2029 (A)

     389       342  

Mallinckrodt International Finance

               

14.750%, 11/14/2028 (A)

     319       347  

Medline Borrower

               

6.250%, 04/01/2029 (A)

     1,857       1,878  

3.875%, 04/01/2029 (A)

     4,814       4,433  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Molina Healthcare

               

4.375%, 06/15/2028 (A)

   $ 1,166     $ 1,098  

3.875%, 11/15/2030 (A)

     1,295       1,151  

Option Care Health

               

4.375%, 10/31/2029 (A)

     2,725       2,501  

Organon

               

5.125%, 04/30/2031 (A)

     1,742       1,565  

4.125%, 04/30/2028 (A)

     466       433  

Owens & Minor

               

6.625%, 04/01/2030 (A)

     185       168  

4.500%, 03/31/2029 (A)

     397       343  

Prime Security Services Borrower

               

3.375%, 08/31/2027 (A)

     689       638  

Radiology Partners

               

9.781%, 02/15/2030 (A)

     2,047       1,638  

7.775%, 01/31/2029 (A)

     4,520       4,237  

Sotera Health Holdings

               

7.375%, 06/01/2031 (A)

     160       160  

Surgery Center Holdings

               

7.250%, 04/15/2032 (A)

     758       766  

Team Health Holdings

               

13.500%, 06/30/2028 (A)

     249       277  

6.375%, 02/01/2025 (A)

     3,422       3,259  

Tenet Healthcare

               

6.750%, 05/15/2031

    1,042       1,058  

6.250%, 02/01/2027

    1,465       1,464  

6.125%, 06/15/2030

    2,336       2,320  

5.125%, 11/01/2027

    688       673  

4.625%, 06/15/2028

    1,299       1,235  

4.375%, 01/15/2030

    800       742  

4.250%, 06/01/2029

    1,537       1,431  
                 
              76,990  
                 

Industrials — 8.6%

        

AAR Escrow Issuer

               

6.750%, 03/15/2029 (A)

     2,505       2,554  

ACCO Brands

               

4.250%, 03/15/2029 (A)

     545       487  

Allegiant Travel

               

7.250%, 08/15/2027 (A)

     858       817  

Allied Universal Holdco

               

6.625%, 07/15/2026 (A)

     7       7  

4.625%, 06/01/2028 (A)

     1,427       1,301  

Allison Transmission

               

5.875%, 06/01/2029 (A)

     210       207  

4.750%, 10/01/2027 (A)

     1,821       1,759  

3.750%, 01/30/2031 (A)

     255       224  

American Airlines

               

5.750%, 04/20/2029 (A)

     3,661       3,561  

5.500%, 04/20/2026 (A)

     666       661  

American Builders & Contractors Supply

               

4.000%, 01/15/2028 (A)

     1,046       976  

 

 

 

152

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

APi Group DE

               

4.750%, 10/15/2029 (A)

   $ 135     $ 126  

4.125%, 07/15/2029 (A)

     214       195  

Avis Budget Car Rental

               

8.000%, 02/15/2031 (A)

     1,885       1,867  

5.750%, 07/15/2027 (A)

     280       270  

5.375%, 03/01/2029 (A)

     558       511  

4.750%, 04/01/2028 (A)

     60       55  

Bombardier

               

8.750%, 11/15/2030 (A)

     102       110  

7.875%, 04/15/2027 (A)

     180       180  

7.500%, 02/01/2029 (A)

     853       884  

7.250%, 07/01/2031 (A)

     2,079       2,135  

7.000%, 06/01/2032 (A)

     947       960  

Brightline East

               

11.000%, 01/31/2030 (A)

     817       745  

Brink's

               

6.500%, 06/15/2029 (A)

     72       73  

Builders FirstSource

               

6.375%, 06/15/2032 (A)

     246       246  

6.375%, 03/01/2034 (A)

     635       629  

4.250%, 02/01/2032 (A)

     1,518       1,342  

BWX Technologies

               

4.125%, 06/30/2028 (A)

     1,233       1,151  

4.125%, 04/15/2029 (A)

     1,099       1,014  

Camelot Return Merger Sub

               

8.750%, 08/01/2028 (A)

     1,495       1,466  

Chart Industries

               

9.500%, 01/01/2031 (A)

     1,362       1,476  

7.500%, 01/01/2030 (A)

     244       252  

Conduent Business Services

               

6.000%, 11/01/2029 (A)

     310       290  

CoreCivic

               

8.250%, 04/15/2029

    305       315  

CP Atlas Buyer

               

7.000%, 12/01/2028 (A)

     1,454       1,243  

Deluxe

               

8.000%, 06/01/2029 (A)

     885       830  

EMRLD Borrower

               

6.750%, 07/15/2031 (A)

     83       84  

6.625%, 12/15/2030 (A)

     3,750       3,779  

Enviri

               

5.750%, 07/31/2027 (A)

     465       442  

First Student Bidco

               

4.000%, 07/31/2029 (A)

     15       13  

Fortress Transportation and Infrastructure Investors

               

7.000%, 05/01/2031 (A)

     735       751  

Garda World Security

               

9.500%, 11/01/2027 (A)

     320       321  

6.000%, 06/01/2029 (A)

     242       221  

Gates

               

6.875%, 07/01/2029 (A)

     879       894  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

GEO Group

               

8.625%, 04/15/2029 (A)

   $ 150     $ 154  

GFL Environmental

               

5.125%, 12/15/2026 (A)

     335       332  

4.750%, 06/15/2029 (A)

     891       841  

4.375%, 08/15/2029 (A)

     146       135  

4.000%, 08/01/2028 (A)

     694       645  

3.500%, 09/01/2028 (A)

     1,415       1,304  

Global Infrastructure Solutions

               

7.500%, 04/15/2032 (A)

     175       172  

5.625%, 06/01/2029 (A)

     332       312  

GrafTech Global Enterprises

               

9.875%, 12/15/2028 (A)

     828       610  

Griffon

               

5.750%, 03/01/2028

    500       482  

H&E Equipment Services

               

3.875%, 12/15/2028 (A)

     2,285       2,062  

Hawaiian Brand Intellectual Property

               

5.750%, 01/20/2026 (A)

     1,776       1,690  

Herc Holdings

               

6.625%, 06/15/2029 (A)

     156       158  

Hertz

               

12.625%, 07/15/2029 (A)

     445       460  

5.000%, 12/01/2029 (A)

     663       407  

4.625%, 12/01/2026 (A)

     272       198  

Hertz (Escrow Security)

               

7.125%, 08/01/2026 (A)(B)

     465       42  

6.000%, 01/15/2028 (A)(B)

     450       40  

5.500%, 10/15/2024 (A)(B)

     559       20  

Icahn Enterprises

               

9.000%, 06/15/2030 (A)

     930       925  

6.250%, 05/15/2026

    883       876  

5.250%, 05/15/2027

    1,145       1,075  

JELD-WEN

               

4.875%, 12/15/2027 (A)

     250       236  

4.625%, 12/15/2025 (A)

     145       142  

Korn Ferry

               

4.625%, 12/15/2027 (A)

     2,197       2,092  

Madison IAQ

               

5.875%, 06/30/2029 (A)

     1,689       1,572  

4.125%, 06/30/2028 (A)

     175       163  

MasTec

               

4.500%, 08/15/2028 (A)

     433       413  

Masterbrand

               

7.000%, 07/15/2032 (A)

     53       54  

Mileage Plus Holdings

               

6.500%, 06/20/2027 (A)

     1,058       1,060  

Miter Brands Acquisition Holdco

               

6.750%, 04/01/2032 (A)

     832       838  

MIWD Holdco II

               

5.500%, 02/01/2030 (A)

     221       204  

Moog

               

4.250%, 12/15/2027 (A)

     800       757  

 

 

 

SEI Institutional Managed Trust

 

153

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Pitney Bowes

               

7.250%, 03/15/2029 (A)

   $ 2,160     $ 1,941  

6.875%, 03/15/2027 (A)

     150       141  

Prime Security Services Borrower

               

5.750%, 04/15/2026 (A)

     1,194       1,185  

Regal Rexnord

               

6.300%, 02/15/2030

    127       130  

6.050%, 04/15/2028

    300       303  

Ritchie Bros Holdings

               

7.750%, 03/15/2031 (A)

     715       747  

6.750%, 03/15/2028 (A)

     780       794  

Science Applications International

               

4.875%, 04/01/2028 (A)

     1,596       1,523  

Sensata Technologies

               

6.625%, 07/15/2032 (A)

     235       237  

4.000%, 04/15/2029 (A)

     1,380       1,267  

3.750%, 02/15/2031 (A)

     20       17  

Signature Aviation US Holdings

               

4.000%, 03/01/2028 (A)

     1,133       1,017  

Spirit AeroSystems

               

9.750%, 11/15/2030 (A)

     828       913  

9.375%, 11/30/2029 (A)

     175       189  

Spirit Loyalty Cayman

               

8.000%, 09/20/2025 (A)

     2,338       1,707  

SS&C Technologies

               

6.500%, 06/01/2032 (A)

     599       604  

5.500%, 09/30/2027 (A)

     622       613  

Standard Industries

               

5.000%, 02/15/2027 (A)

     1,901       1,848  

4.750%, 01/15/2028 (A)

     798       759  

4.375%, 07/15/2030 (A)

     2,281       2,061  

3.375%, 01/15/2031 (A)

     88       74  

Terex

               

5.000%, 05/15/2029 (A)

     335       318  

TK Elevator US Newco

               

5.250%, 07/15/2027 (A)

     1,548       1,500  

TransDigm

               

7.125%, 12/01/2031 (A)

     2,420       2,494  

6.875%, 12/15/2030 (A)

     680       694  

6.750%, 08/15/2028 (A)

     1,485       1,503  

6.625%, 03/01/2032 (A)

     1,278       1,291  

6.375%, 03/01/2029 (A)

     373       375  

TriNet Group

               

7.125%, 08/15/2031 (A)

     172       175  

Triumph Group

               

9.000%, 03/15/2028 (A)

     92       96  

Uber Technologies

               

7.500%, 09/15/2027 (A)

     140       143  

4.500%, 08/15/2029 (A)

     144       137  

United Airlines

               

4.625%, 04/15/2029 (A)

     2,763       2,573  

4.375%, 04/15/2026 (A)

     291       281  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

United Rentals North America

               

6.125%, 03/15/2034 (A)

   $ 176     $ 175  

5.250%, 01/15/2030

    1,070       1,037  

4.000%, 07/15/2030

    1,435       1,298  

VistaJet Malta Finance

               

9.500%, 06/01/2028 (A)

     1,750       1,534  

6.375%, 02/01/2030 (A)

     2,506       1,969  

Wesco Aircraft Holdings

               

13.125%, 11/15/2027 (A)(B)

     100       4  

9.000%, 11/15/2026 (A)(B)

     599       210  

WESCO Distribution

               

7.250%, 06/15/2028 (A)

     483       492  

6.625%, 03/15/2032 (A)

     120       121  

6.375%, 03/15/2029 (A)

     330       331  

Williams Scotsman

               

7.375%, 10/01/2031 (A)

     1,485       1,528  

6.625%, 06/15/2029 (A)

     78       79  

Wrangler Holdco

               

6.625%, 04/01/2032 (A)

     78       78  

XPO

               

7.125%, 02/01/2032 (A)

     130       133  
                 
              96,534  
                 

Information Technology — 3.9%

        

Ahead DB Holdings

               

6.625%, 05/01/2028 (A)

     1,314       1,244  

ams-OSRAM

               

12.250%, 03/30/2029 (A)

     190       197  

Arches Buyer

               

6.125%, 12/01/2028 (A)

     1,867       1,549  

4.250%, 06/01/2028 (A)

     1,050       937  

Ciena

               

4.000%, 01/31/2030 (A)

     1,140       1,030  

Clarivate Science Holdings

               

4.875%, 07/01/2029 (A)

     189       175  

Cloud Software Group

               

8.250%, 06/30/2032 (A)

     2,365       2,410  

6.500%, 03/31/2029 (A)

     2,171       2,085  

Coherent

               

5.000%, 12/15/2029 (A)

     2,775       2,626  

CommScope

               

8.250%, 03/01/2027 (A)

     510       242  

7.125%, 07/01/2028 (A)

     645       265  

6.000%, 03/01/2026 (A)

     2,520       2,211  

4.750%, 09/01/2029 (A)

     1,287       891  

CommScope Technologies

               

6.000%, 06/15/2025 (A)

     1,991       1,622  

5.000%, 03/15/2027 (A)

     200       83  

Elastic

               

4.125%, 07/15/2029 (A)

     1,468       1,340  

Entegris

               

5.950%, 06/15/2030 (A)

     467       462  

4.375%, 04/15/2028 (A)

     182       172  

 

 

 

154

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.625%, 05/01/2029 (A)

   $ 786     $ 705  

Entegris Escrow

               

4.750%, 04/15/2029 (A)

     2,544       2,434  

EquipmentShare.com

               

9.000%, 05/15/2028 (A)

     437       451  

8.625%, 05/15/2032 (A)

     52       54  

Go Daddy Operating

               

3.500%, 03/01/2029 (A)

     920       831  

Imola Merger

               

4.750%, 05/15/2029 (A)

     233       218  

Insight Enterprises

               

6.625%, 05/15/2032 (A)

     65       66  

McAfee

               

7.375%, 02/15/2030 (A)

     2,267       2,094  

MicroStrategy

               

6.125%, 06/15/2028 (A)

     2,009       1,947  

NCR Atleos

               

9.500%, 04/01/2029 (A)

     419       453  

NCR Voyix

               

5.125%, 04/15/2029 (A)

     328       309  

5.000%, 10/01/2028 (A)

     252       238  

Newfold Digital Holdings Group

               

11.750%, 10/15/2028 (A)

     539       558  

6.000%, 02/15/2029 (A)

     404       292  

ON Semiconductor

               

3.875%, 09/01/2028 (A)

     2,703       2,495  

Open Text

               

6.900%, 12/01/2027 (A)

     1,916       1,989  

Open Text Holdings

               

4.125%, 02/15/2030 (A)

     2,342       2,112  

RingCentral

               

8.500%, 08/15/2030 (A)

     209       218  

Rocket Software

               

9.000%, 11/28/2028 (A)

     605       615  

Seagate HDD Cayman

               

8.500%, 07/15/2031

    355       382  

8.250%, 12/15/2029

    572       614  

3.375%, 07/15/2031

    1,341       1,076  

Synaptics

               

4.000%, 06/15/2029 (A)

     1,959       1,775  

Viasat

               

7.500%, 05/30/2031 (A)

     1,360       904  

6.500%, 07/15/2028 (A)

     2,140       1,620  

Xerox Holdings

               

8.875%, 11/30/2029 (A)

     165       157  
                 
              44,148  
                 

Materials — 7.4%

        

ARD Finance

               

6.500% cash/0% PIK, 06/30/2027 (A)

     828       205  

Ardagh Packaging Finance

               

5.250%, 08/15/2027 (A)

     3,483       2,161  

4.125%, 08/15/2026 (A)

     435       377  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

ASP Unifrax Holdings

               

5.250%, 09/30/2028 (A)

   $ 2,325     $ 1,273  

ATI

               

7.250%, 08/15/2030

    147       152  

5.875%, 12/01/2027

    174       172  

5.125%, 10/01/2031

    80       74  

4.875%, 10/01/2029

    160       149  

Axalta Coating Systems

               

3.375%, 02/15/2029 (A)

     970       868  

Axalta Coating Systems Dutch Holding B BV

               

7.250%, 02/15/2031 (A)

     1,812       1,882  

Baffinland Iron Mines

               

8.750%, 07/15/2026 (A)

     3,355       3,021  

Ball

               

6.000%, 06/15/2029

    1,168       1,174  

3.125%, 09/15/2031

    2,490       2,106  

2.875%, 08/15/2030

    1,751       1,488  

Big River Steel

               

6.625%, 01/31/2029 (A)

     298       299  

Carpenter Technology

               

7.625%, 03/15/2030

    60       62  

6.375%, 07/15/2028

    184       184  

CF Industries

               

5.150%, 03/15/2034

    1,619       1,553  

Chemours

               

5.750%, 11/15/2028 (A)

     1,854       1,712  

4.625%, 11/15/2029 (A)

     1,208       1,040  

Cleveland-Cliffs Inc

               

7.000%, 03/15/2032 (A)

     850       840  

6.750%, 04/15/2030 (A)

     154       152  

4.625%, 03/01/2029 (A)

     213       202  

Clydesdale Acquisition Holdings

               

8.750%, 04/15/2030 (A)

     772       756  

Compass Minerals International

               

6.750%, 12/01/2027 (A)

     2,157       2,061  

Cornerstone Chemical

               

10.250%, 09/01/2027 (A)(B)(C)(E)

     343       343  

15.000%, 12/06/2028 (E)

     2,990       2,990  

CVR Partners

               

6.125%, 06/15/2028 (A)

     1,097       1,054  

Domtar

               

6.750%, 10/01/2028 (A)

     2,605       2,323  

Element Solutions

               

3.875%, 09/01/2028 (A)

     447       411  

ERO Copper

               

6.500%, 02/15/2030 (A)

     1,605       1,558  

First Quantum Minerals

               

9.375%, 03/01/2029 (A)

     200       209  

8.625%, 06/01/2031 (A)

     1,600       1,597  

6.875%, 10/15/2027 (A)

     1,449       1,416  

FMG Resources August 2006 PTY

               

4.500%, 09/15/2027 (A)

     772       738  

 

 

 

SEI Institutional Managed Trust

 

155

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Freeport-McMoRan

               

5.450%, 03/15/2043

  $ 550     $ 522  

5.400%, 11/14/2034

    925       910  

Graham Packaging

               

7.125%, 08/15/2028 (A)

     185       175  

INEOS Finance

               

7.500%, 04/15/2029 (A)

     303       306  

6.750%, 05/15/2028 (A)

     200       200  

INEOS Quattro Finance 2

               

9.625%, 03/15/2029 (A)

     200       212  

Innophos Holdings

               

9.375%, 02/15/2028 (A)

     2,970       2,525  

LABL

               

10.500%, 07/15/2027 (A)

     1,171       1,146  

6.750%, 07/15/2026 (A)

     1,177       1,162  

Mauser Packaging Solutions Holding

               

9.250%, 04/15/2027 (A)

     500       500  

7.875%, 04/15/2027 (A)

     1,055       1,076  

Methanex

               

5.250%, 12/15/2029

    695       670  

5.125%, 10/15/2027

    1,361       1,313  

Mineral Resources MTN

               

8.500%, 05/01/2030 (A)

     1,170       1,211  

Mountain Province Diamonds

               

9.000%, 12/15/2025 (A)(C)(E)

     1,989       1,943  

Neiman Marcus Group (Escrow Security)

               

8.750% cash/0% PIK, 10/15/2022 (A)(B)(E)

     762       26  

8.000%, 10/15/2022 (A)(B)(E)

     820       29  

NMG Holding

               

7.125%, 04/01/2026 (A)

     630       622  

Northwest Acquisitions ULC

               

7.125%, 11/01/2022 (A)(B)(E)

     2,115       –  

NOVA Chemicals

               

9.000%, 02/15/2030 (A)

     1,015       1,071  

8.500%, 11/15/2028 (A)

     133       141  

5.250%, 06/01/2027 (A)

     295       282  

5.000%, 05/01/2025 (A)

     70       69  

4.250%, 05/15/2029 (A)

     213       188  

Novelis

               

4.750%, 01/30/2030 (A)

     280       260  

3.250%, 11/15/2026 (A)

     171       161  

OCI

               

6.700%, 03/16/2033 (A)

     1,034       1,021  

4.625%, 10/15/2025 (A)

     330       324  

OI European Group BV

               

4.750%, 02/15/2030 (A)

     1,250       1,143  

Olympus Water US Holding

               

9.750%, 11/15/2028 (A)

     1,438       1,521  

Owens-Brockway Glass Container

               

6.625%, 05/13/2027 (A)

     63       63  

Polar US Borrower

               

6.750%, 05/15/2026 (A)

     1,239       347  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Rain Carbon

               

12.250%, 09/01/2029 (A)

   $ 1,950     $ 2,099  

Rain CII Carbon

               

7.250%, 04/01/2025 (A)

     33       32  

SCIH Salt Holdings

               

6.625%, 05/01/2029 (A)

     1,845       1,733  

4.875%, 05/01/2028 (A)

     195       181  

Scotts Miracle-Gro

               

4.500%, 10/15/2029

    420       384  

4.375%, 02/01/2032

    212       183  

4.000%, 04/01/2031

    470       405  

Sealed Air

               

6.500%, 07/15/2032 (A)

     1,105       1,099  

6.125%, 02/01/2028 (A)

     1,593       1,589  

Smyrna Ready Mix Concrete

               

8.875%, 11/15/2031 (A)

     660       700  

6.000%, 11/01/2028 (A)

     790       772  

Summit Materials

               

7.250%, 01/15/2031 (A)

     609       631  

5.250%, 01/15/2029 (A)

     1,340       1,291  

Tacora Resources

               

13.000%, 07/03/2024 (A)(B)(C)(E)

     127       127  

8.250%, 05/15/2026 (A)(B)(C)

     870       428  

Taseko Mines

               

8.250%, 05/01/2030 (A)

     1,272       1,301  

Trident TPI Holdings

               

12.750%, 12/31/2028 (A)

     877       958  

TriMas

               

4.125%, 04/15/2029 (A)

     294       269  

Trinseo Materials Operating

               

5.375%, 09/01/2025 (A)

     104       85  

5.125%, 04/01/2029 (A)

     266       104  

Trivium Packaging Finance BV

               

8.500%, 08/15/2027 (A)

     1,665       1,652  

5.500%, 08/15/2026 (A)

     1,299       1,273  

Tronox

               

4.625%, 03/15/2029 (A)

     4,878       4,403  

WR Grace Holdings

               

5.625%, 08/15/2029 (A)

     4,281       3,946  

4.875%, 06/15/2027 (A)

     310       299  
                 
              83,685  
                 

Real Estate — 2.1%

        

Anywhere Real Estate Group

               

5.250%, 04/15/2030 (A)

     372       222  

Brookfield Property REIT

               

5.750%, 05/15/2026 (A)

     45       44  

4.500%, 04/01/2027 (A)

     4,364       4,062  

Diversified Healthcare Trust

               

4.750%, 02/15/2028

    1,150       947  

4.375%, 03/01/2031

    2,955       2,153  

Iron Mountain

               

7.000%, 02/15/2029 (A)

     1,078       1,097  

 

 

 

156

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.250%, 03/15/2028 (A)

   $ 756     $ 731  

5.250%, 07/15/2030 (A)

     865       822  

5.000%, 07/15/2028 (A)

     294       282  

4.875%, 09/15/2029 (A)

     1,876       1,768  

4.500%, 02/15/2031 (A)

     20       18  

Outfront Media Capital

               

7.375%, 02/15/2031 (A)

     1,577       1,641  

4.625%, 03/15/2030 (A)

     370       333  

Park Intermediate Holdings

               

4.875%, 05/15/2029 (A)

     1,090       1,022  

RHP Hotel Properties

               

7.250%, 07/15/2028 (A)

     77       80  

6.500%, 04/01/2032 (A)

     206       206  

4.750%, 10/15/2027

    663       638  

4.500%, 02/15/2029 (A)

     529       496  

Service Properties Trust

               

8.625%, 11/15/2031 (A)

     883       921  

5.500%, 12/15/2027

    460       427  

4.950%, 02/15/2027

    1,520       1,381  

4.375%, 02/15/2030

    2,135       1,508  

3.950%, 01/15/2028

    215       180  

Uniti Group

               

10.500%, 02/15/2028 (A)

     587       575  

6.000%, 01/15/2030 (A)

     836       506  

VICI Properties

               

4.625%, 06/15/2025 (A)

     261       258  

4.625%, 12/01/2029 (A)

     153       145  

4.500%, 09/01/2026 (A)

     125       121  

3.750%, 02/15/2027 (A)

     910       864  
                 
              23,448  
                 

Utilities — 2.4%

        

AmeriGas Partners

               

9.375%, 06/01/2028 (A)

     147       151  

5.875%, 08/20/2026

    125       121  

5.750%, 05/20/2027

    110       104  

Calpine

               

5.000%, 02/01/2031 (A)

     180       168  

4.625%, 02/01/2029 (A)

     907       841  

4.500%, 02/15/2028 (A)

     3,273       3,110  

NextEra Energy Operating Partners

               

7.250%, 01/15/2029 (A)

     1,481       1,519  

4.250%, 07/15/2024 (A)

     2,658       2,654  

NRG Energy

               

10.250%, H15T5Y + 5.920%(A)(D)(G)

     1,223       1,338  

7.000%, 03/15/2033 (A)

     264       279  

5.250%, 06/15/2029 (A)

     350       336  

3.875%, 02/15/2032 (A)

     33       28  

3.625%, 02/15/2031 (A)

     2,716       2,329  

3.375%, 02/15/2029 (A)

     145       129  

Pattern Energy Operations

               

4.500%, 08/15/2028 (A)

     1,659       1,536  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

PG&E

               

5.250%, 07/01/2030

  $ 1,552     $ 1,482  

5.000%, 07/01/2028

    294       283  

Pike

               

8.625%, 01/31/2031 (A)

     71       75  

5.500%, 09/01/2028 (A)

     202       194  

Talen Energy Supply

               

8.625%, 06/01/2030 (A)

     1,430       1,525  

Vistra

               

8.000%, H15T5Y + 6.930%(A)(D)(G)

     2,999       3,024  

7.000%, H15T5Y + 5.740%(A)(D)(G)

     250       248  

Vistra Operations

               

7.750%, 10/15/2031 (A)

     370       385  

6.875%, 04/15/2032 (A)

     995       1,010  

5.625%, 02/15/2027 (A)

     215       211  

5.000%, 07/31/2027 (A)

     1,426       1,380  

4.375%, 05/01/2029 (A)

     2,412       2,246  

4.300%, 07/15/2029 (A)

     375       354  
                 
              27,060  
                 

Total Corporate Obligations

                

(Cost $927,023) ($ Thousands)

             850,250  
                 
                 
                 

LOAN PARTICIPATIONS — 11.1%

AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien

                

10.336%, CME Term SOFR + 4.750%, 04/20/2028 (D)

     458       473  

Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien

                

10.330%, CME Term SOFR + 5.000%, 08/18/2028 (D)

     904       908  

ACProducts Holdings, Inc., Initial Term Loan, 1st Lien

                

9.846%, CME Term SOFR + 4.250%, 05/17/2028 (D)

     326       275  

Adient Global Holding Ltd., Term B-2 Loan

                

8.094%, CME Term SOFR + 2.750%, 01/31/2031 (D)

     180       181  

Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien

                

9.585%, CME Term SOFR + 4.250%, 02/01/2031 (D)

     210       210  

Ahead DB Holdings, LLC, Term B Loan, 1st Lien

                

9.159%, CME Term SOFR + 3.750%, 02/01/2031 (D)

     99       99  

Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien

                

12.834%, CME Term SOFR + 7.320%, 10/10/2025 (D)

     922       918  

 

 

 

SEI Institutional Managed Trust

 

157

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien

                

7.944%, CME Term SOFR + 2.500%, 02/04/2028 (D)

   $ 496     $ 497  

Alvogen Pharma US, Inc., June 2022 Loan, 1st Lien

                

12.985%, CME Term SOFR + 7.500%, 06/30/2025 (D)

     1,651       1,503  

AmWINS Group, Inc., Term Loan, 1st Lien

                

7.708%, CME Term SOFR + 2.250%, 02/19/2028 (D)

     425       424  

Applied Systems, Inc., Initial Term Loan (2024), 1st Lien

                

8.835%, CME Term SOFR + 3.500%, 02/24/2031 (D)(H)

     1,575       1,586  

Asurion, LLC, New B-8 Term Loan, 1st Lien

                

8.708%, CME Term SOFR + 3.250%, 12/23/2026 (D)

     681       675  

Avaya Inc., Initial Term Loan, 1st Lien

                

6.844%, CME Term SOFR + 1.500%, 08/01/2028 (D)(H)

     4,263       3,663  

AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien

                

8.694%, CME Term SOFR + 3.250%, 03/03/2025 (D)

     723       716  

AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien

                

9.944%, CME Term SOFR + 4.500%, 10/15/2026 (D)

     102       102  

Bally's Corporation, Term B Facility Loan, 1st Lien

                

8.836%, CME Term SOFR + 3.250%, 10/02/2028 (D)

     843       799  

BYJU's Alpha, Inc., Initial Term Loan

                

15.500%, CME Term SOFR + 6.000%, 11/24/2026 (B)(D)

     2,767       588  

BYJU's Alpha, Inc., Term Loan, 1st Lien

                

%, 04/24/2026 (F)

     24       24  

Cablevision Lightpath LLC, Initial Term Loan

                

8.693%, CME Term SOFR + 3.250%, 11/30/2027 (D)

     832       788  

Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien

                

8.097%, CME Term SOFR + 2.750%, 02/06/2031 (D)

     2,575       2,573  

Carestream Health, Inc., Term Loan, 1st Lien

                

12.909%, CME Term SOFR + 7.500%, 09/30/2027 (D)

     1,391       1,229  

Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien

                

9.609%, CME Term SOFR + 4.000%, 01/29/2027 (D)(H)

     1,093       673  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien

                

9.359%, CME Term SOFR + 3.750%, 01/29/2027 (D)

   $ 958     $ 590  

Cedar Fair, L.P., Initial Term B Loan, 1st Lien

                

7.329%, CME Term SOFR + 2.000%, 05/01/2031 (D)

     465       464  

Claire's Stores, Inc., Initial Term Loan, 1st Lien

                

11.944%, CME Term SOFR + 6.500%, 12/18/2026 (D)

     1,093       998  

Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan

                

9.444%, CME Term SOFR + 4.000%, 08/23/2028 (D)

     32       32  

Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan, 1st Lien

                

9.335%, CME Term SOFR + 4.000%, 03/30/2029 (D)

     1,003       1,001  

Cloud Software Group, Inc., Third Amendment Term Loan, 1st Lien

                

9.835%, CME Term SOFR + 4.500%, 03/21/2031 (D)

     700       701  

ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien

                

10.596%, CME Term SOFR + 5.000%, 09/18/2026 (D)(H)

     771       773  

CMG Media Corporation, 2021 Term B Loan, 1st Lien

                

8.935%, CME Term SOFR + 3.500%, 12/17/2026 (D)

     325       257  

Conair Holdings LLC, Initial Term Loan, 1st Lien

                

9.208%, CME Term SOFR + 3.750%, 05/17/2028 (D)(H)

     219       218  

Consolidated Communications, Inc., Term B-1 Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 10/02/2027 (D)

     1,470       1,399  

Copeland, Term Loan, 1st Lien

                

%, 06/18/2031 (F)

     137       137  

CP Atlas Buyer, Inc., Term B Loan, 1st Lien

                

9.194%, CME Term SOFR + 3.750%, 11/23/2027 (D)

     673       656  

CPI Holdco B, LLC, Initial Term Loan, 1st Lien

                

7.344%, CME Term SOFR + 2.000%, 05/17/2031 (D)

     630       629  

CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien

                

9.829%, CME Term SOFR + 4.500%, 01/18/2028 (D)

     99       95  

 

 

 

158

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Curia Global, Inc., 2021 Term Loan, 1st Lien

                

9.179%, CME Term SOFR + 3.750%, 08/30/2026 (D)

   $ 4     $ 3  

9.177%, CME Term SOFR + 3.750%, 08/30/2026 (D)

     927       872  

DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien

                

9.346%, CME Term SOFR + 3.750%, 10/04/2028 (D)

     338       336  

Diamond Sports Group LLC, Dip Term Loan

                

10.167%, 12/02/2024

    277       384  

DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien

                

10.458%, CME Term SOFR + 5.000%, 08/02/2027 (D)

     221       221  

Dominion Diamond, 1st Lien

                

10.000%, 06/30/2026 (E)

     785       785  

East Valley Tourist Development Authority , Term Loan, 1st Lien

                

12.944%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E)

     2,457       2,403  

Endo Finance Holdings, Inc., Initial Term Loan, 1st Lien

                

9.826%, CME Term SOFR + 4.500%, 04/23/2031 (D)

     795       794  

Envision Healthcare Operating, Inc., Initial Term Loan

                

13.578%, CME Term SOFR + 8.250%, 12/30/2027 (D)

     787       781  

Enviva Inc., Initial Note

                

13.325%, CME Term SOFR + 8.000%, 12/13/2024 (D)

     291       334  

Enviva Inc., Term Loan A1 DDTL

                

13.346%, CME Term SOFR + 8.000%, 12/13/2024 (D)

     194       223  

Enviva, Inc.

                

%, 06/30/2027 (D)(F)

     2       —  

Enviva, Inc., Term Loan B1

                

10.579%, 12/13/2024

    484       5  

Enviva, Inc., Term Loan, 1st Lien

                

10.250%, CME Term SOFR + 2.750%, 06/30/2027 (D)(E)

     607       613  

7.914%, CME Term SOFR + 2.750%, 06/30/2027 (D)(E)

     22       22  

Epic Crude Services, LP, Term Loan, 1st Lien

                

10.609%, CME Term SOFR + 5.000%, 03/02/2026 (D)

     892       892  

eResearchTechnology, Inc., Tranche B-1 Term Loan, 1st Lien

                

9.344%, CME Term SOFR + 4.000%, 02/04/2027 (D)

     1,443       1,449  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

First Student Bidco Inc., Initial Term B Loan, 1st Lien

                

8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D)

   $ 239     $ 239  

First Student Bidco Inc., Initial Term C Loan, 1st Lien

                

8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D)

     73       73  

First Student Bidco Inc., TLB-2 Loan, 1st Lien

                

8.435%, CME Term SOFR + 3.000%, 07/21/2028 (D)

     251       251  

Fitness International, LLC, Term B Loan

                

10.579%, CME Term SOFR + 5.250%, 02/05/2029 (D)

     680       683  

Freeport LNG Investments, LLLP, 1st Lien

                

8.586%, 11/16/2026 (H)

     1,674       1,664  

Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien

                

9.086%, CME Term SOFR + 3.500%, 12/21/2028 (D)

     681       680  

Gainwell Acquisition Corp., Term B Loan, 1st Lien

                

9.435%, CME Term SOFR + 4.000%, 10/01/2027 (D)

     776       751  

GatesAir, Term Loan

                

16.684%, 08/01/2027 (C)(E)

     1,154       1,154  

Genesys Cloud Services Holdings I, LLC, 2024 Incremental Dollar Term Loan, 1st Lien

                

9.208%, CME Term SOFR + 3.750%, 12/01/2027 (D)

     833       838  

Genesys Cloud Services Holdings I, LLC, 2024 Incremental No. 2 Dollar Term Loan, 1st Lien

                

8.844%, CME Term SOFR + 3.500%, 12/01/2027 (D)

     276       277  

GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien

                

8.944%, CME Term SOFR + 3.500%, 10/31/2028 (D)

     1,587       1,595  

Global Medical Response Inc., Extended Term Loan

                

10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D)(E)

     3,940       3,809  

Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien

                

8.458%, CME Term SOFR + 3.000%, 08/04/2027 (D)

     336       336  

Grant Thornton Advisors LLC, Initial Term Loan, 1st Lien

                

8.597%, CME Term SOFR + 3.250%, 06/02/2031 (D)

     350       351  

 

 

 

SEI Institutional Managed Trust

 

159

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien

                

7.444%, CME Term SOFR + 2.000%, 11/15/2027 (D)

   $ 935     $ 919  

Gulf Finance, LLC, Term Loan, 1st Lien

                

11.691%, CME Term SOFR + 6.250%, 08/25/2026 (D)

     856       860  

Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien

                

10.458%, CME Term SOFR + 5.000%, 12/15/2026 (D)

     495       500  

Hertz Corporation, The, Initial Term B Loan, 1st Lien

                

8.859%, CME Term SOFR + 3.250%, 06/30/2028 (D)

     590       533  

Hertz Corporation, The, Initial Term C Loan, 1st Lien

                

8.859%, CME Term SOFR + 3.250%, 06/30/2028 (D)

     114       103  

HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien

                

8.844%, CME Term SOFR + 3.500%, 02/15/2031 (D)

     1,210       1,212  

J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien

                

9.458%, CME Term SOFR + 4.000%, 04/26/2028 (D)

     889       887  

J.C. Penney Corporation Inc., Term Loan, 1st Lien

                

5.250%, 06/21/2024 (B)(D)(E)

     2,253       —  

Johnstone Supply, LLC, Initial Term Loan, 1st Lien

                

8.328%, CME Term SOFR + 3.000%, 06/09/2031 (D)

     785       786  

Journey Personal Care Corp., Initial Term Loan, 1st Lien

                

9.694%, CME Term SOFR + 4.250%, 03/01/2028 (D)

     1,661       1,653  

Jump Financial, LLC, Term Loan, 1st Lien

                

10.096%, CME Term SOFR + 4.500%, 08/07/2028 (D)

     3,153       3,142  

LABL, Inc., Initial Dollar Term Loan, 1st Lien

                

10.444%, CME Term SOFR + 5.000%, 10/29/2028 (D)(H)

     981       967  

Lannett Takeback Exit Term Loan, 1st Lien

                

2.000%, 06/16/2030 (E)

     574       574  

Libbey Glass LLC, Incremental Term Loan, 1st Lien

                

11.974%, CME Term SOFR + 6.500%, 11/22/2027 (D)

     1,740       1,724  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien

                

9.591%, CME Term SOFR + 4.000%, 01/15/2026 (D)

   $ 465     $ 466  

LifeScan Global Corporation, Initial Term Loan, 1st Lien

                

11.926%, CME Term SOFR + 6.500%, 12/31/2026 (D)

     8,082       3,724  

Lightstone Holdco LLC, Extended Term B Loan, 1st Lien

                

11.080%, CME Term SOFR + 5.750%, 01/29/2027 (D)

     1,600       1,572  

Lightstone Holdco LLC, Extended Term C Loan, 1st Lien

                

11.080%, CME Term SOFR + 5.750%, 01/29/2027 (D)

     91       89  

LSF9 Atlantis Holdings, LLC, First Amendment Incremental Term Loan, 1st Lien

                

11.835%, CME Term SOFR + 6.500%, 03/31/2029 (D)(E)

     1,021       1,032  

Madison IAQ, LLC, Initial Term Loan, 1st Lien

                

8.094%, CME Term SOFR + 2.750%, 06/21/2028 (D)

     304       304  

Magenta Buyer LLC, Initial Term Loan, 1st Lien

                

10.591%, CME Term SOFR + 5.000%, 07/27/2028 (D)(H)

     5,780       3,189  

Magnite, Inc., Initial Term Loan

                

9.836%, CME Term SOFR + 4.500%, 02/06/2031 (D)

     1,670       1,675  

Mavenir Systems, Inc., Initial Term Loan, 1st Lien

                

11.086%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E)

     523       387  

10.348%, CME Term SOFR + 4.750%, 08/18/2028 (D)

     5,053       3,745  

Medline Borrower, LP, Refinancing Term Loan, 1st Lien

                

8.094%, CME Term SOFR + 2.750%, 10/23/2028 (D)

     673       674  

MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien

                

9.594%, CME Term SOFR + 4.250%, 05/03/2028 (D)

     681       680  

MI Windows and Doors, LLC, 2024 Incremental Term Loan, 1st Lien

                

8.844%, CME Term SOFR + 3.500%, 03/28/2031 (D)(H)

     135       136  

Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien

                

10.744%, CME Term SOFR + 5.250%, 06/21/2027 (D)

     1,229       1,253  

 

 

 

160

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien

                

7.828%, CME Term SOFR + 2.500%, 08/17/2029 (D)

   $ 627     $ 627  

MLN US HoldCo LLC, Term B Loan, 1st Lien

                

9.947%, CME Term SOFR + 4.500%, 11/30/2025 (D)

     647       54  

Mountaineer Merger Corp., Initial Term Loan, 1st Lien

                

12.588%, CME Term SOFR + 7.000%, 10/26/2028 (D)

     1,951       1,537  

MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien

                

9.859%, CME Term SOFR + 4.250%, 09/01/2028 (D)

     232       192  

Naked Juice LLC, Initial Loan, 2nd Lien

                

11.435%, CME Term SOFR + 6.000%, 01/24/2030 (D)

     1,997       1,593  

NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien

                

9.458%, CME Term SOFR + 4.000%, 08/19/2026 (D)(E)(H)

     143       135  

NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien

                

8.708%, CME Term SOFR + 3.250%, 08/19/2026 (D)(H)

     1,423       1,340  

Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien

                

10.406%, CME Term SOFR + 5.000%, 04/11/2029 (D)

     1,172       1,101  

Nexus Buyer LLC, Initial Term Loan, 2nd Lien

                

11.694%, CME Term SOFR + 6.250%, 11/05/2029 (D)

     1,167       1,160  

Obra TL, 1st Lien

                

0.000%, 06/21/2029 (E)(F)

     1,088       1,055  

Osaic Holdings, Inc., Term B-3 Loan, 1st Lien

                

9.344%, CME Term SOFR + 4.000%, 08/17/2028 (D)(H)

     805       807  

Ovation Parent, Inc., Initial Term Loan, 1st Lien

                

8.835%, CME Term SOFR + 3.500%, 04/21/2031 (D)(H)

     485       487  

Packaging Coordinators Midco, Inc., 2024 Replacement Term Loan, 1st Lien

                

8.585%, CME Term SOFR + 3.250%, 11/30/2027 (D)

     632       634  

Pactiv Evergreen Inc., Tranche B-4 U.S. Term Loan

                

7.825%, CME Term SOFR + 2.500%, 09/24/2028 (D)

     829       829  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Parexel International Inc., Initial Term Loan, 1st Lien

                

8.708%, CME Term SOFR + 3.250%, 11/15/2028 (D)

   $ 224     $ 225  

Park River Holdings Inc., Initial Term Loan, 1st Lien

                

8.810%, CME Term SOFR + 3.250%, 12/28/2027 (D)

     124       121  

Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien

                

8.846%, CME Term SOFR + 3.250%, 03/03/2028 (D)

     433       399  

Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien

                

9.328%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E)

     –       —  

Premier Brands Group Holdings LLC, Initial Loan, 1st Lien

                

15.430%, CME Term SOFR + 10.000%, 03/20/2026 (C)(D)

     936       800  

Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien

                

8.524%, CME Term SOFR + 3.197%, 10/02/2028 (D)(H)

     68       59  

Quest Software US Holdings Inc., Initial Term Loan, 1st Lien

                

9.730%, CME Term SOFR + 4.250%, 02/01/2029 (D)

     870       643  

Radiology Partners, Inc., Term B Loan, 1st Lien

                

9.088%, CME Term SOFR + 3.500%, 01/31/2029 (D)(H)

     937       886  

Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien

                

10.094%, CME Term SOFR + 4.750%, 11/28/2028 (D)

     175       175  

Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 12/17/2027 (D)

     –       —  

Schenectady International Group, Inc., Initial Term Loan

                

10.178%, CME Term SOFR + 4.750%, 10/15/2025 (D)

     1,477       1,165  

Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien

                

12.924%, CME Term SOFR + 7.500%, 06/29/2028 (D)

     48       38  

Shutterfly, 2nd Lien

                

10.302%, CME Term SOFR + 1.000%, 10/01/2027 (D)

     171       147  

 

 

 

SEI Institutional Managed Trust

 

161

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Sinclair Television Group, Inc., Term B-3 Loan

                

8.591%, CME Term SOFR + 3.000%, 04/01/2028 (D)

   $ 555     $ 388  

SPX Flow, Inc., 2024 Refinancing Term Loan, 1st Lien

                

8.844%, CME Term SOFR + 3.500%, 04/05/2029 (D)

     141       142  

Star Parent, Inc., Term Loan, 1st Lien

                

9.085%, CME Term SOFR + 3.750%, 09/27/2030 (D)

     115       115  

Station Casinos LLC, Term B Facility, 1st Lien

                

7.594%, CME Term SOFR + 2.250%, 03/14/2031 (D)(H)

     2,012       2,010  

Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien

                

10.094%, CME Term SOFR + 4.750%, 03/15/2030 (D)(H)

     584       583  

Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien

                

8.821%, CME Term SOFR + 3.500%, 12/19/2030 (D)

     1,665       1,667  

SWF Holdings I Corp., Initial Term Loan, 1st Lien

                

9.458%, CME Term SOFR + 4.000%, 10/06/2028 (D)

     685       585  

Team Health Holdings, Inc., Extended Term Loan, 1st Lien

                

10.580%, CME Term SOFR + 5.250%, 03/02/2027 (D)(H)

     5,495       5,102  

Topgolf, Term Loan, 1st Lien

                

8.329%, CME Term SOFR + 3.000%, 03/15/2030 (D)(H)

     110       110  

TortoiseEcofin, Term Loan, 1st Lien

                

8.942%, 10/27/2028

    200       196  

Traverse Midstream Partners LLC, Advance, 1st Lien

                

8.830%, CME Term SOFR + 3.500%, 02/16/2028 (D)

     968       969  

Triton Water Holdings, Inc., Initial Term Loan, 1st Lien

                

8.846%, CME Term SOFR + 3.250%, 03/31/2028 (D)

     201       201  

U.S. Renal Care, Inc., Closing Date Term Loan

                

10.444%, CME Term SOFR + 5.000%, 06/20/2028 (D)

     65       57  

U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien

                

10.444%, CME Term SOFR + 5.000%, 06/20/2028 (D)

     333       290  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

UKG Inc., 2024 Refinancing Term Loan, 1st Lien

                

8.576%, CME Term SOFR + 3.250%, 02/10/2031 (D)(H)

   $ 1,770     $ 1,776  

Venator Materials PLC, Term Loan, 1st Lien

                

15.299%, 10/12/2028

    259       257  

Venator, Term Loan, 1st Lien

                

15.328%, 01/16/2026

    71       71  

VeriFone Systems, Inc., Initial Term Loan, 1st Lien

                

9.598%, CME Term SOFR + 4.000%, 08/20/2025 (D)(H)

     1,561       1,274  

Vestis Corporation , Term B-1 Loan, 1st Lien

                

7.577%, CME Term SOFR + 2.250%, 02/22/2031 (D)

     1,540       1,531  

WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien

                

14.679%, CME Term SOFR + 9.250%, 06/30/2028 (D)

     1,615       1,639  

WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien

                

11.335%, CME Term SOFR + 5.750%, 06/22/2026 (D)

     507       508  

WEC US Holdings Ltd., Initial Term Loan, 1st Lien

                

8.094%, CME Term SOFR + 2.750%, 01/27/2031 (D)(H)

     1,900       1,901  

Wellful Inc., Initial Term Loan, 1st Lien

                

11.708%, CME Term SOFR + 6.250%, 04/21/2027 (D)(H)

     1,270       795  

WestJet Loyalty LP, Initial Term Loan, 1st Lien

                

9.048%, CME Term SOFR + 3.750%, 02/14/2031 (D)(H)

     1,665       1,672  

White Cap Supply Holdings, LLC, Tranche C Term Loan

                

8.594%, CME Term SOFR + 3.250%, 10/19/2029 (D)

     429       429  

WW International, Inc., Initial Term Loan

                

8.958%, CME Term SOFR + 3.500%, 04/13/2028 (D)

     125       46  

Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien

                

9.571%, CME Term SOFR + 4.000%, 10/02/2028 (B)(D)

     3,603       545  

Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien

                

8.094%, CME Term SOFR + 2.750%, 09/28/2029 (D)

     1,000       999  
                 
                 

Total Loan Participations

                

(Cost $135,164) ($ Thousands)

             124,525  
                 
                 

 

 

 

162

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES — 7.4%

Other Asset-Backed Securities — 7.4%

        
         

Ares XXXIV CLO, Ser 2020-2A, Cl FR

                

14.179%, TSFR3M + 8.862%, 04/17/2033 (A)(D)

   $ 1,446     $ 1,416  

Battalion CLO VII, Ser 2014-7A, Cl SUB

                

0.000%, 07/17/2028 (A)(D)(E)(F)

     4,490       –  

Battalion CLO VIII, Ser 2015-8A, Cl SUB

                

0.000%, 07/18/2030 (A)(D)(E)(F)

     3,390       966  

Battalion CLO X, Ser 2016-10A, Cl SUB

                

0.000%, 01/25/2035 (A)(D)(E)(F)

     4,450       2,492  

Battalion CLO XI, Ser 2017-11A, Cl SUB

                

0.000%, 04/24/2034 (A)(D)(E)(F)

     5,857       2,870  

Battalion CLO XII, Ser 2018-12A, Cl SUB

                

0.000%, 05/17/2031 (A)(D)(E)(F)

     4,663       1,049  

Battalion CLO XIV, Ser 2019-14A

                

0.000%, 04/20/2032 (D)(E)(F)

     3,427       1,851  

Battalion CLO XVI, Ser 2019-16A, Cl SUB

                

0.000%, 12/19/2032 (A)(D)(E)(F)

     2,128       1,000  

Battalion CLO XX, Ser 2021-20A

                

0.000%, 07/15/2034 (D)(E)(F)

     4,839       2,637  

Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB

                

0.000%, 07/20/2029 (A)(D)(E)(F)

     2,531       104  

Benefit Street Partners CLO V-B

                

0.000%, 04/20/2031 (E)(F)

     13,726       5,175  

Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR

                

13.132%, TSFR3M + 7.800%, 07/20/2037 (A)(D)

     100       96  

Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB

                

0.000%, 10/18/2029 (A)(D)(E)(F)

     7,502       3,309  

Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB

                

0.000%, 07/18/2027 (D)(E)(F)

     6,715       26  

Benefit Street Partners CLO VIII

                

0.000%, 01/20/2028 (E)(F)

     6,720       1,419  

Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB

                

0.000%, 04/20/2034 (A)(D)(E)(F)

     7,631       4,615  

Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB

                

0.000%, 04/20/2031 (A)(D)(E)(F)

     3,809       1,434  

Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB

                

0.000%, 10/15/2034 (A)(D)(E)(F)

     3,486       2,453  

Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB

                

0.000%, 07/15/2034 (A)(D)(E)(F)

     2,261       1,859  

Benefit Street Partners CLO XXIII, Ser 2021-23A

                

0.000%, 04/25/2034 (E)(F)

     3,157       2,128  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Cathedral Lake CLO III, Ser 2015-3A, Cl SUB

                

0.000%, 01/15/2026 (A)(D)(E)(F)

   $ 2,725     $ 572  

Cathedral Lake V, Ser 2018-5A, Cl SUB

                

0.000%, 10/21/2030 (A)(D)(E)(F)

     3,139       471  

Great Lakes CLO, Ser 2015-1A, Cl ER

                

12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(D)

     3,253       3,208  

Great Lakes CLO, Ser 2015-1A, Cl FR

                

15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(D)

     1,198       1,106  

Great Lakes CLO, Ser 2015-1A, Cl SUB

                

0.000%, 01/16/2030 (A)(D)(E)(F)

     4,519       2,151  

Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB

                

0.000%, 10/20/2033 (A)(D)(E)(F)

     2,484       1,341  

Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB

                

0.000%, 07/20/2033 (A)(D)(E)(F)

     651       484  

Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB

                

0.000%, 04/18/2030 (A)(D)(E)(F)

     1,169       12  

LCM CLO, Ser 31A

                

0.000%, 01/20/2032 (E)(F)

     1,115       556  

Lockwood Grove CLO, Ser 2014-1A, Cl SUB

                

0.000%, 01/25/2030 (A)(D)(E)(F)

     3,797       570  

Lockwood Grove CLO, Ser 2018-1A, Cl ERR

                

11.435%, TSFR3M + 6.112%, 01/25/2030 (A)(D)

     2,499       2,184  

Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB

                

0.000%, 10/17/2030 (A)(D)(E)(F)

     3,640       1,347  

Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41

                

0.000%, 04/15/2034 (E)(F)

     1,924       1,178  

Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39

                

0.000%, 01/20/2032 (E)(F)

     3,294       2,112  

Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC

                

0.000%, 04/20/2033 (A)(D)(E)(F)

     1,095       581  

Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN

                

0.114%, 04/20/2033 (A)(D)(E)

     14       8  

NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB

                

0.000%, 04/20/2030 (A)(D)(E)(F)

     7,983       1,668  

OCP CLO, Ser 2017-14A, Cl SUB

                

0.000%, 11/20/2030 (A)(D)(E)(F)

     1,655       662  

OCP CLO, Ser 2020-19A, Cl SUB

                

0.000%, 10/20/2034 (A)(D)(E)(F)

     1,224       875  

OCP CLO, Ser 2021-21A

                

0.000%, 07/20/2034 (E)(F)

     4,413       2,619  

TCP Whitney CLO, Ser 2017-1I, Cl SUB

                

0.000%, 08/20/2029 (D)(E)(F)

     9,085       5,208  

 

 

 

SEI Institutional Managed Trust

 

163

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

TCW CLO, Ser 2017-1A, Cl SUB

                

0.000%, 10/29/2034 (A)(D)(E)(F)

   $ 4,194     $ 2,013  

TCW CLO, Ser 2018-1A, Cl SUB

                

0.000%, 04/25/2031 (A)(D)(E)(F)

     2,978       1,083  

TCW CLO, Ser 2019-2A, Cl SUB

                

0.000%, 10/20/2032 (A)(D)(E)(F)

     3,528       2,082  

TCW CLO, Ser 2020-1

                

0.000%, 04/20/2028 (E)(F)

     5,352       2,783  

Venture CLO, Ser 2018-35A, Cl SUB

                

0.000%, 10/22/2031 (A)(D)(E)(F)

     11,892       2,497  

Venture XXV CLO, Ser 2016-25A, Cl SUB

                

0.000%, 04/20/2029 (A)(D)(E)(F)

     2,030       193  

Venture XXVI CLO, Ser 2017-26A, Cl SUB

                

0.000%, 01/20/2029 (A)(D)(E)(F)

     1,609       89  

Venture XXVIII CLO, Ser 2017-28A, Cl SUB

                

0.000%, 07/20/2030 (A)(D)(E)(F)

     3,228       323  

Voya CLO, Ser 2020-2

                

0.000%, 07/19/2034 (E)(F)

     3,959       2,948  

Wind River CLO, Ser 2021-3

                

0.000%, 07/20/2033 (E)(F)

     6,577       3,486  
                 
                 

Total Asset-Backed Securities

                

(Cost $27,040) ($ Thousands)

             83,309  
                 
   


Shares

          

COMMON STOCK — 1.6%

21st Century Oncology Private Company *(E)

     15,311       255  

Air Methods *(E)

     2,219       129  

Aquity Holdings Inc *(E)

     85,745       13  

Arctic Canadian Diamond Company Ltd *(E)

     1,054       182  

AVAYA Inc *(C)(E)

     127,790       831  

Burgundy Diamond Mines Ltd *(C)

     2,083,693       251  

Carestream Health Holdings Inc *(C)(E)

     69,956       1,175  

CHC Group LLC *

     399       —  

Chesapeake Energy Corp

    3,418       281  

Clear Channel Outdoor Holdings Inc, Cl A *

     39,771       56  

Copper Property CTL Pass Through Trust (E)

     103,694       945  

Cornerstone Chemical *(E)

     162,678       3,073  

Endo *

     36,543       1,010  

Envision Healthcare Corp *

     174,150       1,807  

Frontier Communications Parent Inc *

     7,827       205  

Guitar Center *(C)(E)

     13,905       1,688  

Gulfport Energy Corp *

     1,056       159  

Gymboree Holding Corp *(C)(E)

     40,312       —  

iHeartMedia Inc *

     8,286       9  

Intelsat Jackson Holdings *(E)

     26,351       1,001  

Lannett *(C)(E)

     93,813       199  

Mallinckrodt PLC *(E)

     4,647       252  

Medical Card Systems *(E)

     284,758       89  

Monitronics International *(E)

     5,065       81  

MYT Holding LLC, Ser B *(E)

     274,755       96  

National CineMedia Inc *

     14,231       62  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Neiman Marcus Group *(E)

     6,554     $ 885  

Nine West FKA Premier Brands *(E)

     92,548       116  

Parker Drilling Co *(E)

     79,089       1,028  

Quad/Graphics Inc

    54       —  

SandRidge Energy Inc

    20       —  

Serta Simmons Bedding *

     11,559       75  

SSB Equipment Company *(E)

     11,559       —  

Venator Materials PLC *

     453       344  

VICI Properties Inc, Cl A ‡

     31,678       907  

WeWork Inc (E)

     84,062       991  

Windstream Services *

     23,081       291  
                 

Total Common Stock

               

(Cost $26,107) ($ Thousands)

             18,486  
                 

PREFERRED STOCK — 1.0%

Benefit Street Partners CLO IV, 0.000% *(E)(I)

     6,657,000       3,595  

Benefit Street Partners CLO IX, 0.000% *(E)(I)

     2,293,000       825  

Claire's Stores, 0.000% *(E)(G)

     905       927  

FHLMC, 5.919% (D)(G)

     16,903       115  

FNMA, 0.000% *(D)(G)

     24,650       183  

Foresight, 0.000% *(E)(G)

     32,601       407  

Guitar Center, 0.000% *(C)(E)(G)

     365       34  

Gulfport Energy Corp cash/0% PIK, 10.000% (E)(G)

     28       302  

MYT Holding LLC, 10.000%

    325,766       210  

Osaic Financial Services, 6.500%

    65,290       1,263  

Qurate Retail, 8.000%

    6,998       294  

Syniverse, 0.000% *(C)(E)(G)

     3,438,050       3,335  

Tortoise Investment, 0.000% *(F)

     63,242       50  
                 

Total Preferred Stock

               

(Cost $8,025) ($ Thousands)

             11,540  
   

Face Amount
(Thousands)

          

CONVERTIBLE BONDS — 0.6%

Authentic Brands

                

5.000%, 09/01/2029(C)(E)

   $ 273       273  

Chesapeake Energy Corp (Escrow Security)

                

5.500%, 09/15/2026(B)

     100       2  

Coinbase Global

                

0.500%, 06/01/2026

     276       284  

DISH Network

                

0.000%, 12/15/2025(I)

     1,470       1,081  

3.375%, 08/15/2026

     465       288  

JetBlue Airways

                

0.500%, 04/01/2026

     1,152       1,011  

Liberty Interactive

                

4.000%, 11/15/2029

     122       41  

3.750%, 02/15/2030

     3,602       1,225  

 

 

 

164

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CONVERTIBLE BONDS (continued)

Multiplan

                

6.000%, 10/15/2027(A)

   $ 589     $ 409  

North Sea Natural Resources

                

0.000%, 01/23/2028(E)(F)

     570       57  

0.000%, 01/23/2028(E)(F)

     82       8  

0.000%, 01/23/2028(E)(F)

     40       4  

Silver Airways LLC

                

15.000%, 12/31/2027(E)

     3,982       1,605  

15.000%, 01/07/2028(E)

     655       655  

13.000% cash/0% PIK, 01/07/2028(E)

     90       90  
                 

Total Convertible Bonds

                

(Cost $10,882) ($ Thousands)

             7,033  
                 
                 
      Number of
Warrants		          

WARRANTS — 0.1%

Air Methods

                

Strike Price $– *‡‡(E)

     19,546       452  

Guitar Center, Expires 12/22/2070

                

Strike Price $100.00 *(C)(E)

     3,680       199  

Guitar Center, Expires 12/22/2070

                

Strike Price $160.00 *(C)(E)

     3,681       111  

Intelsat Jackson Holdings

                

Strike Price $– *‡‡(C)(E)

     4       –  

Neiman Marcus Group

                

Strike Price $– *‡‡(E)

     3,938       52  

Silver Airways LLC

                

Strike Price $– *‡‡(E)

     1       –  

Tacora Resources

                

Strike Price $– *‡‡(C)(E)

     3,398,032       –  

Windstream

                

Strike Price $– *‡‡(E)

     104       1  
                 
                 

Total Warrants

                

(Cost $646) ($ Thousands)

             815  
                 
                 
   


Shares

          

CASH EQUIVALENT — 2.4%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     26,957,413       26,957  

Total Cash Equivalent

                

(Cost $26,957) ($ Thousands)

             26,957  

Total Investments in Securities — 99.6%

                

(Cost $1,161,844) ($ Thousands)

  $ 1,122,915  
                 
                 

 

 

Percentages are based on Net Assets of $1,127,832 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated 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 June 30, 2024, the value of these securities amounted to $776,378 ($ Thousands), representing 68.8% 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 June 30, 2024 was $13,136 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.

(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)

Level 3 security in accordance with fair value hierarchy.

(F)

No interest rate available.

(G)

Perpetual security with no stated maturity date.

(H)

Unsettled bank loan. Interest rate may not be available.

(I)

Zero coupon security.

 

 

 

SEI Institutional Managed Trust

 

165

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

High Yield Bond Fund (Concluded)

 

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized
Depreciation
(Thousands)

  

Barclays PLC

     09/12/24       AUD       637       USD       421     $ (5 )
                                                 

 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Liquidity Fund, LP

  $ 1     $ 73     $ (74 )   $ —     $ —     $ —     $ —     $ —  

SEI Daily Income Trust, Government Fund,
Institutional Class

     13,031       461,282       (447,356 )     —       —       26,957       1,249       —  

Totals

  $ 13,032     $ 461,355     $ (447,430 )   $ –     $ —     $ 26,957     $ 1,249     $ —  

 

A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2024, is as follows:
 

Description

  

Face Amount ($ Thousands)/ Number of Shares/

Number of Warrants

    

Acquisition Date

    

Cost ($ Thousands)

    

Market Value
($ Thousands)

  

Corporate Obligations

                                

Audacy Capital

   $ 3,784       3/12/2021     $ 3,170     $ 132  

Audacy Capital

     1,717       4/24/2019       1,113       60  

Chesapeake Energy Corp

     2,515       2/12/2021       –       53  

Cornerstone Chemical

     343       3/15/2023       357       343  

Mountain Province Diamonds

     1,989       12/16/2022       1,958       1,943  

Tacora Resources

     127       5/24/2023       127       127  

Tacora Resources

     870       5/7/2021       912       428  

Loan Participations

                                

GatesAir, Term Loan

     1,154       8/9/2022       1,131       1,154  

Premier Brands Group Holdings LLC, Initial Loan, 1st Lien

     936       3/21/2019       889       800  

Common Stock

                                

AVAYA Inc

     127,790       5/5/2023       1,894       831  

Burgundy Diamond Mines Ltd

     2,083,693       7/21/2023       347       251  

Carestream Health Holdings Inc

     69,956       9/30/2022       1,343       1,175  

Guitar Center

     13,905       1/8/2021       1,762       1,688  

Gymboree Holding Corp

     40,312       10/2/2017       672       –  

Lannett

     93,813       7/6/2023       53       199  

Preferred Stock

                                

Guitar Center

     365       1/8/2021       34       34  

Syniverse

     3,438,050       5/13/2022       3,384       3,335  

Convertible Bond

                                

Authentic Brands

   $ 273       9/21/2023       8       273  

Warrants

                                

Guitar Center

     3,680       1/8/2021       197       199  

Guitar Center

     3,681       1/8/2021       132       111  

Intelsat Jackson Holdings

     4       3/3/2022       –       –  

Tacora Resources

     3,398,032       5/24/2023       –       –  
                    $ 19,483     $ 13,136  

 

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

 

See “Glossary” for abbreviations.

 

 

166

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Conservative Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER — 59.8%

Communication Services — 0.9%

        

AT&T

                

5.475%, 07/02/2024 (A)

   $ 6,000     $ 5,996  
                 
                 
                 

Consumer Discretionary — 3.7%

        

American Honda Finance

                

5.477%, 07/11/2024 (A)

     6,000       5,988  

Hyundai Capital America

                

5.543%, 07/17/2024 (A)

     6,000       5,983  

Marriott International

                

5.498%, 07/08/2024 (A)

     6,000       5,991  

VW Credit

                

5.588%, 07/29/2024 (A)

     6,000       5,971  
                 
              23,933  
                 

Consumer Staples — 0.9%

        

Keurig Dr Pepper

                

5.535%, 07/25/2024 (A)

     6,000       5,975  
                 
                 
                 

Financials — 50.6%

        

Alinghi Funding

                

5.516%, 10/04/2024 (A)

     4,000       3,942  

5.508%, 11/20/2024 (A)

     3,000       2,935  

ANZ Group Holdings

                

5.698%, 08/29/2024 (A)

     2,000       1,982  

Aquitaine Funding

                

5.506%, 07/31/2024 (A)

     8,000       7,960  

5.365%, 09/03/2024 (A)

     4,000       3,960  

5.240%, 07/11/2024 (A)

     5,000       4,990  

Australia & New Zealand Banking Group

                

5.863%, 07/30/2024 (A)(B)

     1,000       995  

5.419%, 12/16/2024 (A)

     3,500       3,412  

5.071%, 01/06/2025 (A)

     2,000       1,944  

Autobahn Funding

                

5.401%, 08/01/2024 (A)

     4,000       3,980  

5.351%, 07/12/2024 (A)

     10,000       9,979  

Bank of America Securities

                

5.544%, 06/06/2025 (A)

     2,000       1,901  

Bank of Montreal

                

5.718%, 11/07/2024 (A)

     2,000       1,961  

5.403%, 07/26/2024 (A)

     2,000       1,992  

5.400%, 03/31/2025 (A)

     2,000       1,920  

Bank of New York Mellon

                

5.680%, 05/09/2025 (A)

     2,000       2,000  

Bay Square Funding

                

5.570%, 10/01/2024 (A)

     6,000       6,001  

5.313%, 07/02/2024 (A)

     12,200       12,193  

Bedford Row Funding

                

5.356%, 07/02/2024 (A)

     5,000       4,997  

BPCE

                

5.443%, 09/09/2024 (A)

     5,000       4,946  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER (continued)

Brighthouse Financial

                

5.443%, 08/12/2024 (A)

   $ 3,500     $ 3,476  

Britannia Funding

                

5.519%, 08/08/2024 (A)

     5,000       4,969  

5.473%, 09/11/2024 (A)

     9,000       8,898  

5.443%, 08/20/2024 (A)

     6,000       5,952  

CDP Financial

                

5.760%, 07/23/2024 (A)

     3,000       2,989  

Columbia Funding

                

5.525%, 12/09/2024 (A)

     3,500       3,414  

5.383%, 07/10/2024 (A)

     10,000       9,982  

5.340%, 08/01/2024 (A)

     2,000       1,990  

Commonwealth Bank of Australia

                

5.530%, 11/07/2024 (A)

     1,000       1,000  

Concord Minutemen Capital

                

5.518%, 10/17/2024 (A)

     3,000       2,950  

DBS Bank

                

5.374%, 07/26/2024 (A)

     5,000       4,979  

DNB Bank

                

5.525%, 12/05/2024 (A)

     2,500       2,442  

5.417%, 09/19/2024 (A)

     3,000       2,963  

5.384%, 04/01/2025 (A)

     2,500       2,400  

5.173%, 01/22/2025 (A)

     2,000       1,940  

Federation des Caisses Desjardins

                

5.408%, 09/12/2024 (A)

     10,000       9,887  

Fiserv

                

5.493%, 07/23/2024 (A)

     6,000       5,977  

ING US Funding

                

5.829%, 07/01/2024 (A)

     1,000       1,000  

5.640%, 02/10/2025 (A)

     1,550       1,550  

5.502%, 10/02/2024 (A)

     3,000       2,957  

Ionic Funding

                

5.517%, 07/26/2024 (A)

     5,000       4,979  

5.244%, 07/29/2024 (A)

     2,500       2,488  

5.241%, 07/02/2024 (A)

     8,500       8,495  

Korea Development Bank

                

5.511%, 11/07/2024 (A)

     2,000       1,961  

5.490%, 10/29/2024 (A)

     4,000       3,927  

Landesbank Baden-Wuerttemberg

                

5.342%, 07/01/2024 (A)

     20,000       19,991  

Liberty Street Funding

                

5.489%, 01/06/2025 (A)

     2,500       2,429  

5.360%, 07/08/2024 (A)

     4,000       3,994  

Lime Funding

                

5.346%, 07/03/2024 (A)

     5,000       4,996  

Lloyds Bank

                

5.426%, 08/21/2024 (A)

     10,000       9,919  

Longship Funding

                

5.355%, 07/03/2024 (A)

     2,000       1,998  

Mackinac Funding

                

5.414%, 09/04/2024 (A)

     2,000       1,980  

Macquarie Bank

                

5.610%, 02/18/2025 (A)

     1,500       1,500  

 

 

 

SEI Institutional Managed Trust

 

167

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Conservative Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER (continued)

5.510%, 08/16/2024 (A)

   $ 3,000     $ 3,001  

5.486%, 01/21/2025 (A)

     2,500       2,423  

5.474%, 07/29/2024 (A)

     4,500       4,479  

5.325%, 02/07/2025 (A)

     2,200       2,127  

Mainbeach Funding

                

5.356%, 07/02/2024 (A)

     4,000       3,997  

5.356%, 07/03/2024 (A)

     3,000       2,998  

Mizuho Bank

                

5.450%, 09/10/2024 (A)

     3,500       3,461  

National Australia Bank

                

5.520%, 10/21/2024 (A)

     2,500       2,500  

5.292%, 10/04/2024 (A)

     2,900       2,858  

National Bank of Canada

                

5.196%, 01/22/2025 (A)

     2,000       1,939  

Nieuw Amsterdam Receivables

                

5.329%, 07/10/2024 (A)

     1,750       1,747  

Overwatch Alpha Funding

                

5.342%, 07/01/2024 (A)

     15,000       14,993  

Overwatch Bravo Funding

                

5.358%, 07/01/2024 (A)

     6,000       5,997  

5.356%, 07/05/2024 (A)

     5,000       4,995  

Paradelle Funding

                

5.479%, 06/06/2025 (A)

     3,500       3,326  

PPL Capital Funding

                

5.442%, 07/09/2024 (A)

     6,000       5,990  

Royal Bank of Canada

                

5.801%, 11/06/2024 (A)

     2,000       1,961  

5.580%, 02/18/2025 (A)

     2,000       2,000  

Starbird Funding

                

5.520%, 10/07/2024 (A)

     2,700       2,700  

Svenska Handelsbanken

                

5.442%, 10/21/2024 (A)

     3,000       2,950  

United Overseas Bank

                

5.511%, 10/24/2024 (A)

     6,500       6,500  

Versailles Commercial Paper

                

5.297%, 10/11/2024 (A)

     2,000       1,969  

5.087%, 09/04/2024 (A)

     2,000       1,979  

Westpac Banking

                

5.785%, 09/12/2024 (A)

     2,000       1,978  

5.691%, 11/14/2024 (A)

     2,000       1,959  

5.690%, 11/07/2024 (A)

     1,500       1,471  

Westpac Securities

                

5.479%, 05/16/2025 (A)

     2,000       1,907  
                 
              328,567  
                 

Industrials — 0.6%

        

ST Engineering

                

5.326%, 07/02/2024 (A)

     4,000       3,998  
                 
                 
                 

Information Technology — 1.3%

        

Accenture Capital

                

5.500%, 07/15/2024 (A)

     8,500       8,479  
                 
                 
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER (continued)

Real Estate — 1.0%

        

Regency Markets No 1

                

5.383%, 07/12/2024 (A)

   $ 6,500     $ 6,486  
                 
                 
                 

Utilities — 0.8%

        

Brookfield Infrastructure

                

5.823%, 07/17/2024 (A)

     5,250       5,235  
                 
                 
                 

Total Commercial Paper

        

(Cost $388,853) ($ Thousands)

     388,669  
                 
                 
                 

CORPORATE OBLIGATIONS — 1.2%

Consumer Discretionary — 0.6%

        

Jets Stadium Development

               

5.920%, 04/01/2047 (B)(C)

     3,800       3,800  
                 
                 
                 

Consumer Staples — 0.1%

        

PepsiCo

               

5.789%, SOFRINDX + 0.400%, 11/12/2024 (C)

     1,185       1,186  
                 
                 
                 

Financials — 0.5%

        

ANZ New Zealand International

               

5.961%, SOFRRATE + 0.600%, 02/18/2025 (B)(C)

     2,202       2,205  

Wells Fargo Bank

               

5.980%, SOFRRATE + 0.640%, 07/17/2024 (C)

     1,000       1,000  
                 
              3,205  
                 

Total Corporate Obligations

                

(Cost $8,190) ($ Thousands)

             8,191  
                 
                 
                 

U.S. TREASURY OBLIGATION — 0.1%

U.S. Treasury Note

               

5.479%, USBMMY3M + 0.169%, 04/30/2025 (C)

     500       500  
                 

Total U.S. Treasury Obligation

                

(Cost $500) ($ Thousands)

     500  
                 
                 
                 

CERTIFICATES OF DEPOSIT — 22.7%

Bank of America

               

6.000%, 08/21/2024

    1,000       1,000  

5.950%, 07/15/2024

    1,000       1,000  

5.750%, 11/14/2024

    2,500       2,500  

5.550%, 07/02/2024

    5,000       5,000  

5.380%, 07/25/2024

    3,000       3,000  

5.340%, 07/05/2024

    3,000       3,000  

 

 

 

168

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Conservative Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CERTIFICATES OF DEPOSIT (continued)

5.220%, 02/06/2025

  $ 1,839     $ 1,836  

0.000%, 11/14/2024

    4,000       4,000  

Bank of Montreal IL

               

5.600%, 11/29/2024

    2,000       2,000  

5.500%, 06/11/2025

    2,000       2,001  

Bank of Nova Scotia

               

5.800%, 11/08/2024

    1,500       1,500  

Barclays Bank

               

5.730%, 10/04/2024

    1,250       1,251  

5.400%, 10/01/2024

    1,000       999  

BMO

               

5.500%, 12/06/2024

    2,000       1,999  

BNP Paribas NY

               

5.720%, 08/19/2024

    1,000       1,000  

5.280%, 12/31/2024

    1,500       1,498  

5.230%, 12/18/2024

    3,000       3,000  

BPCE

               

5.580%, 08/01/2024

    3,000       3,001  

Canadian Imperial Bank of Commerce NY

               

5.170%, 02/07/2025

    2,500       2,495  

Citibank

               

5.920%, 07/22/2024

    2,500       2,500  

Commonwealth Bank of Australia

               

5.700%, 11/27/2024

    1,500       1,500  

5.630%, 01/31/2025

    2,000       2,001  

Credit Agricole Corporate and Investment Bank

               

5.410%, 07/01/2024

    1,500       1,500  

Credit Industriel et Commercial

               

5.500%, 05/12/2025

    2,000       2,001  

HSBC Bank

               

5.990%, 07/25/2024 (B)

     2,000       2,001  

Korea Development Bank

               

5.580%, 10/17/2024

    6,000       6,002  

Lloyds Bank

               

5.690%, 02/14/2025

    2,000       2,002  

Mitsubishi UFJ Trust and Banking

               

5.520%, 09/05/2024

    1,500       1,500  

5.330%, 07/02/2024

    13,000       13,000  

Mizuho Bank

               

5.590%, 11/06/2024

    3,500       3,501  

Natixis NY

               

5.520%, 09/10/2024

    3,500       3,501  

Nordea Bank Abp

               

5.810%, 07/24/2024

    2,000       2,001  

Podium Funding Trust

               

5.520%, 08/08/2024

    2,500       2,500  

Raobank

               

5.270%, 02/05/2025

    2,300       2,300  

Ridgefield Funding

               

5.500%, 09/03/2024

    10,000       10,000  

Royal Bank of Canada

               

5.960%, 09/19/2024

    1,500       1,501  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CERTIFICATES OF DEPOSIT (continued)

Sumitomo Mitsu Banking

               

5.560%, 09/27/2024

  $ 2,000     $ 2,001  

5.550%, 07/23/2024

    2,000       2,000  

5.510%, 08/06/2024

    6,000       6,000  

5.510%, 08/13/2024

    3,500       3,500  

5.500%, 08/28/2024

    2,500       2,500  

Sumitomo Mitsu Trust Bank

               

5.510%, 09/05/2024

    3,000       3,000  

Sumitomo Mitsui Trust Bank

               

5.610%, 07/08/2024

    3,000       3,000  

5.520%, 08/01/2024

    6,000       6,001  

Svenska Handelsbanken

               

5.610%, 02/05/2025

    2,500       2,501  

Toronto-Dominion Bank

               

6.000%, 10/02/2024

    2,000       2,001  

5.330%, 03/18/2025

    2,500       2,498  

UBS

               

5.646%, 02/05/2025

    2,000       2,000  

Wells Fargo Bank

               

5.180%, 02/07/2025

    3,000       2,995  

Westpac Banking

               

5.640%, 01/31/2025

    1,000       1,001  

5.400%, 06/06/2025

    3,300       3,301  

5.250%, 01/22/2025

    2,000       1,997  

Total Certificates of Deposit

        

(Cost $147,687) ($ Thousands)

     147,687  
                 
                 
                 

REPURCHASE AGREEMENTS(D) — 16.4%

Bank of America Securities

                

5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $80,435,712 (collateralized by various GNMA obligations, ranging in par value $716,188 - $61,754,303, 2.000% - 4.000%, 10/20/2044 - 5/20/2052; with total market value $82,008,001)

    80,400       80,400  

Goldman Sachs & Co

                

5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $20,008,883 (collateralized by various GNMA obligations, ranging in par value $413,151 - $7,181,672, 2.500% - 6.749%, 1/20/2041 - 5/20/2072; with total market value $20,400,001)

    20,000       20,000  

 

 

 

SEI Institutional Managed Trust

 

169

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Conservative Income Fund (Concluded)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

REPURCHASE AGREEMENTS(D) (continued)

TD Securities

                

5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $6,002,664 (collateralized by U.S. Treasury obligations, ranging in par value $3,208,900 - $3,532,400, 0.750% - 1.625%, 3/31/2026 - 8/15/2029; with total market value $6,120,008)

  $ 6,000     $ 6,000  
                 

Total Repurchase Agreements

                

(Cost $106,400) ($ Thousands)

             106,400  
                 
                 

Total Investments in Securities — 100.2%

                

(Cost $651,630) ($ Thousands)

  $ 651,447  
                 
                 

 

 

Percentages are based on Net Assets of $650,166 ($ Thousands).

(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 June 30, 2024, the value of these securities amounted to $9,001 ($ Thousands), representing 1.4% of the Net Assets of the Fund.

(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)

Tri-Party Repurchase Agreement.

 

See “Glossary” for abbreviations.

 

 

 

170

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Free Conservative Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS — 90.5%

Alabama — 1.7%

        

Mobile, Industrial Development Board, RB

               

2.920%, 06/01/2034 (A)

   $ 2,900     $ 2,900  
                 
                 

Arizona — 0.9%

        

Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB

               

3.950%, 09/01/2035 (A)(B)

     1,500       1,500  
                 
                 

California — 1.5%

        

Los Angeles, RB

               

5.000%, 06/26/2025

    2,500       2,537  
                 
                 

Colorado — 8.2%

        

Colorado Springs, Utilities System Revenue, Ser C-REMK, RB

               

3.900%, 11/01/2028 (A)

     5,655       5,655  

Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser D, RB

               

2.600%, 05/15/2064 (A)

     1,000       1,000  

Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB

               

3.880%, 05/15/2062 (A)

     4,500       4,500  

Denver City & County, Ser B, GO

               

5.000%, 08/01/2024

    3,000       3,003  
                 
              14,158  
                 

Connecticut — 0.6%

        

Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser B-3, RB

               

3.850%, 11/15/2048 (A)

     1,025       1,025  
                 
                 

District of Columbia — 0.9%

        

District of Columbia, MedStar Health, Ser A, RB

               

2.650%, 08/15/2038 (A)(B)

     1,500       1,500  

Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB

               

3.930%, 10/01/2053 (A)(B)(C)

     95       95  
                 
              1,595  
                 

Florida — 4.9%

        

Escambia County, Solid Waste Disposal, Florida Power & Light, RB

               

2.550%, 04/01/2039 (A)

     300       300  

Lucie County, Florida Power & Light Project, Ser R, RB

               

4.050%, 09/01/2028 (A)

     7,050       7,050  

Pinellas County, Housing Finance Authority, Bayside Court, RB, FHLMC

               

3.880%, 10/01/2048 (A)(B)

     1,070       1,070  
                 
              8,420  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

Idaho — 0.8%

        

Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB

               

4.370%, 09/01/2044 (A)

   $ 1,400     $ 1,400  
                 
                 

Indiana — 1.0%

        

Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB

               

4.030%, 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

               

4.040%, 12/01/2041 (A)(B)(C)

     7,500       7,500  

Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC

               

3.850%, 01/01/2047 (A)

     900       900  

Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB

               

3.970%, 09/01/2036 (A)

     1,600       1,600  
                 
              10,000  
                 

Louisiana — 1.5%

        

Louisiana State, Public Facilities Authority, Louisiana Children's Medical Center Project, RB

               

3.830%, 09/01/2057 (A)(B)

     1,100       1,100  

Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB

               

4.070%, 11/01/2040 (A)

     1,500       1,500  
                 
              2,600  
                 

Maryland — 0.6%

        

Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB

               

3.910%, 02/01/2041 (A)

     1,070       1,070  
                 
                 

Massachusetts — 5.6%

        

Massachusetts State, Development Finance Agency, Boston Children's Hospital, RB

               

2.550%, 03/01/2048 (A)(B)

     7,500       7,500  

Sharon, GO

               

4.500%, 02/27/2025

    2,000       2,011  
                 
              9,511  
                 

Michigan — 0.8%

        

Central Michigan University, Ser A, RB

               

3.940%, 10/01/2032 (A)(B)

     1,300       1,300  

 

 

 

SEI Institutional Managed Trust

 

171

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Free Conservative Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

Walled Lake, Consolidated School District, GO, Q-SBLF

               

5.000%, 05/01/2025

  $ 110     $ 111  
                 
              1,411  
                 

Mississippi — 1.9%

        

Mississippi State, Business Finance, Chevron USA Project, Ser A, RB

               

2.720%, 12/01/2030 (A)

     200       200  

Mississippi State, Business Finance, Chevron USA Project, Ser F, RB

               

2.720%, 12/01/2030 (A)

     1,335       1,335  

Mississippi State, Business Finance, Chevron USA Project, Ser K, RB

               

2.700%, 11/01/2035 (A)

     300       300  

Mississippi State, Development Bank, Jackson County, Industrial Water System Project, RB

               

2.720%, 12/01/2039 (A)

     1,425       1,425  
                 
              3,260  
                 

Missouri — 3.9%

        

Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB

               

4.410%, 04/15/2034 (A)(B)

     3,300       3,300  

RBC Municipal Products Trust, Ser C-16, RB

               

3.930%, 09/01/2039 (A)(B)(C)

     3,500       3,500  
                 
              6,800  
                 

New Hampshire — 1.2%

        

National Finance Authority, New Hampshire State, Health Care Facilities, Novant Health, RB

               

2.700%, 11/01/2064 (A)(B)

     500       500  

New Hampshire State, Housing Finance Authority, Ser D, RB, GNMA/FNMA/FHLMC

               

3.580%, 07/01/2056 (A)

     1,550       1,550  
                 
              2,050  
                 

New Jersey — 11.4%

        

Bordentown, GO

               

4.500%, 04/01/2025

    2,000       2,010  

Cranford, GO

               

5.000%, 08/22/2024

    1,560       1,562  

Essex County, Improvement Authority, Family Court Building Project, RB

               

5.000%, 06/18/2025

    2,215       2,244  

Hudson County, Improvement Authority, Local Unit Loan Program, RB

               

5.000%, 07/24/2024

    1,000       1,001  

Jersey City, Municipal Utilities Authority, Sewer Project, Ser B, RB

               

5.000%, 05/01/2025

    1,050       1,059  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

Little Falls, GO

               

5.000%, 12/13/2024

  $ 6,154     $ 6,179  

Pemberton, GO

               

4.500%, 05/27/2025

    1,000       1,007  

Plainsboro, GO

               

5.000%, 07/25/2024

    3,000       3,002  

Pompton Lakes, GO

               

4.500%, 06/06/2025

    1,500       1,510  
                 
              19,574  
                 

New York — 13.1%

        

Lafayette, Central School District, GO

               

4.500%, 06/20/2025

    3,000       3,024  

Metropolitan Transportation Authority, Ser B-REMK, RB

               

2.550%, 11/15/2046 (A)(B)

     1,800       1,800  

New York City, Municipal Water Finance Authority, RB

               

4.900%, 06/15/2049

    4,600       4,600  

New York City, Sub-Ser A-3, GO

               

2.550%, 10/01/2040 (A)(B)

     1,280       1,280  

New York City, Sub-Ser G-6, GO

               

2.600%, 04/01/2042 (A)(B)

     1,000       1,000  

New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB

               

3.890%, 11/01/2041 (A)(B)

     2,000       2,000  

New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB

               

2.650%, 11/01/2044 (A)

     1,500       1,500  

New York City, Water & Sewer System, RB

               

2.550%, 06/15/2039 (A)

     1,300       1,300  

New York State, Housing Finance Agency, Ser A, RB

               

3.950%, 11/01/2050 (A)(B)

     2,500       2,500  

Palmyra-Macedon, Central School District, GO

               

4.500%, 06/17/2025

    1,000       1,006  

Union-Endicott, Central School District, GO

               

4.500%, 06/27/2025

    1,200       1,208  

Webutuck, Central School District, GO

               

4.500%, 06/20/2025

    1,300       1,308  
                 
              22,526  
                 

Ohio — 0.8%

        

Ohio State, Infrastructure Improvement, Ser A, GO

               

5.000%, 03/01/2025

    1,335       1,350  
                 
                 

 

 

 

172

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Free Conservative Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

Oklahoma — 0.2%

        

Oklahoma State, Industries Authority, Educational Facilities Lease, Oklahoma City Public Schools Project, RB

               

5.000%, 04/01/2025

  $ 375     $ 379  
                 
                 

Pennsylvania — 0.7%

        

Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC

               

2.900%, 11/15/2029 (A)

     150       150  

Pennsylvania State, Turnpike Commission, RB

               

3.950%, 12/01/2038 (A)(B)

     1,100       1,100  
                 
              1,250  
                 

South Carolina — 4.4%

        

South Carolina State, Jobs-Economic Development Authority, RB, FHLB

               

3.900%, 03/01/2063 (A)(B)

     3,000       3,000  

South Carolina State, Public Service Authority, Ser A, RB

               

4.030%, 01/01/2036 (A)(B)

     4,100       4,100  

Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM

               

4.000%, 12/01/2055 (A)(C)

     500       500  
                 
              7,600  
                 

South Dakota — 2.9%

        

South Dakota State, Housing Development Authority, RB

               

3.900%, 11/01/2046 (A)

     2,200       2,200  

South Dakota State, Housing Development Authority, Ser A, RB

               

3.900%, 11/01/2062 (A)

     2,815       2,815  
                 
              5,015  
                 

Tennessee — 0.2%

        

Clarksville, Public Building Authority, Pooled Financing, RB

               

3.980%, 06/01/2029 (A)(B)

     280       280  
                 
                 

Texas — 9.1%

        

Bowie County, Industrial Development Corporation, Texarkana Newspapers, RB

               

2.760%, 11/01/2025 (A)(B)

     1,000       1,000  

Houston, Combined Utility System Revenue, Ser C-, RB

               

3.930%, 05/15/2034 (A)(B)

     2,100       2,100  

Midland, Independent School District, GO, PSF-GTD

               

5.000%, 02/15/2025

    1,065       1,076  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MUNICIPAL BONDS (continued)

Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB

               

3.900%, 03/01/2039 (A)

   $ 5,300     $ 5,300  

Texas State, University System, Board of Regents, RB

               

5.000%, 03/15/2025

    770       778  

Texas State, Veterans Bonds, GO

               

3.910%, 12/01/2046 (A)

     1,700       1,700  

Texas State, Veterans Bonds, Ser B, GO

               

4.000%, 12/01/2042 (A)

     2,000       2,000  

Texas State, Veterans Bonds, Ser B-REMK, GO

               

4.000%, 12/01/2043 (A)

     1,750       1,750  
                 
              15,704  
                 

Utah — 1.1%

        

Utah State, Water Finance Agency, Ser B-2-REMK, RB

               

3.950%, 10/01/2035 (A)

     1,955       1,955  
                 
                 

Virginia — 1.1%

        

Fairfax County, Industrial Development Authority, Inova Health System Project, RB

               

3.900%, 05/15/2042 (A)

     1,955       1,955  
                 
                 

Washington — 0.9%

        

Washington State, Housing Finance Commission, Ser VR, RB

               

3.850%, 12/01/2046 (A)

     1,585       1,585  
                 
                 

West Virginia — 0.6%

        

West Virginia State, Hospital Finance Authority, West Virginia University, RB

               

3.880%, 06/01/2034 (A)(B)

     980       980  
                 
                 

Wisconsin — 2.2%

        

Wisconsin State, Housing & Economic Development Authority, Ser B, RB

               

3.850%, 03/01/2041 (A)

     2,320       2,320  

Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA

               

3.850%, 03/01/2038 (A)

     1,400       1,400  
                 
              3,720  
                 
                 

Total Municipal Bonds

                

(Cost $155,899) ($ Thousands)

             155,880  
                 
                 
                 

TAX-EXEMPT COMMERCIAL PAPER — 12.8%

Dallas-Fort Worth, International Airport

                

4.000%, 07/02/2024

    1,000       1,000  

 

 

 

SEI Institutional Managed Trust

 

173

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Tax-Free Conservative Income Fund (Concluded)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

TAX-EXEMPT COMMERCIAL PAPER (continued)

El Paso, Water & Sewer

                

3.900%, 09/10/2024

  $ 900     $ 900  

3.900%, 09/17/2024

    900       900  

Lincoln, Electric System

                

3.550%, 08/15/2024

    3,000       3,000  

Lower Colorado, River Authority

                

3.750%, 07/30/2024

    2,000       2,000  

Omaha, Public Power District

                

3.700%, 10/08/2024

    2,000       2,000  

San Antonio, Electric & Gas

                

3.750%, 09/20/2024

    5,000       5,000  

University of California

                

3.550%, 07/15/2024

    1,100       1,100  

University of Texas

                

3.600%, 07/11/2024

    3,000       3,000  

3.480%, 10/18/2024

    1,200       1,200  

3.450%, 09/20/2024

    2,000       2,000  
                 
                 
                 

Total Tax-Exempt Commercial Paper

        

(Cost $22,097) ($ Thousands)

     22,100  
                 
                 

Total Investments in Securities — 103.3%

                

(Cost $177,996) ($ Thousands)

  $ 177,980  
                 
                 

 

 

Percentages are based on Net Assets of $172,249 ($ 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 June 30, 2024, the value of these securities amounted to $13,365 ($ Thousands), representing 7.8% of the Net Assets of the Fund.

 

See “Glossary” for abbreviations.

 

 

174

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Real Return Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS — 99.7%

U.S. Treasury Inflation Protected Securities

               

3.875%, 04/15/2029

  $ 10,885     $ 11,756  

3.625%, 04/15/2028

    9,049       9,509  

2.500%, 01/15/2029

    8,510       8,659  

2.375%, 01/15/2027

    9,400       9,394  

2.375%, 10/15/2028

    24,574       24,895  

2.125%, 04/15/2029

    13,409       13,425  

2.000%, 01/15/2026

    9,727       9,607  

1.750%, 01/15/2028

    8,823       8,682  

1.625%, 10/15/2027

    23,807       23,419  

1.250%, 04/15/2028

    23,506       22,701  

0.875%, 01/15/2029

    16,442       15,576  

0.750%, 07/15/2028

    19,138       18,185  

0.625%, 01/15/2026

    20,601       19,930  

0.500%, 01/15/2028

    21,552       20,308  

0.375%, 07/15/2025

    24,531       23,914  

0.375%, 01/15/2027

    19,122       18,176  

0.375%, 07/15/2027

    21,102       20,025  

0.125%, 10/15/2025

    21,723       21,005  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS (continued)

0.125%, 04/15/2026

  $ 16,730     $ 15,982  

0.125%, 07/15/2026

    20,550       19,644  

0.125%, 10/15/2026

    23,230       22,110  

0.125%, 04/15/2027

    23,733       22,329  
         

Total U.S. Treasury Obligations

        

(Cost $387,431) ($ Thousands)

     379,231  
                 
                 
   


Shares

          

CASH EQUIVALENT — 0.0%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     82,890       83  

Total Cash Equivalent

                

(Cost $83) ($ Thousands)

             83  

Total Investments in Securities — 99.7%

                

(Cost $387,514) ($ Thousands)

  $ 379,314  
                 
                 

 

 

Percentages are based on Net Assets of $380,398 ($ Thousands).

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

 

 
 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Daily Income Trust, Government Fund,
Institutional Class

   $ 1,547     $ 32,259     $ (33,723 )   $ —     $ —     $ 83     $ 40     $ —  

 

                                                                

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

175

 

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† — 79.3%
                 

Communication Services — 7.4%

        

Alphabet Inc, Cl A

    83,196     $ 15,154  

Alphabet Inc, Cl C

    69,211       12,695  

AT&T Inc

    101,154       1,933  

Charter Communications Inc, Cl A *

     1,343       401  

Comcast Corp, Cl A

    55,454       2,172  

Electronic Arts Inc

    3,525       491  

Fox Corp, Cl A

    3,371       116  

Fox Corp, Cl B

    1,866       60  

Interpublic Group of Cos Inc/The

    5,527       161  

Live Nation Entertainment Inc *

     2,107       198  

Match Group Inc *

     3,706       113  

Meta Platforms Inc, Cl A

    31,025       15,643  

Netflix Inc *

     6,109       4,123  

News Corp, Cl A

    5,662       156  

News Corp, Cl B

    2,017       57  

Omnicom Group Inc

    2,843       255  

Paramount Global, Cl B

    6,771       70  

Take-Two Interactive Software Inc, Cl A *

     2,221       345  

T-Mobile US Inc

    7,371       1,299  

Verizon Communications Inc

    59,486       2,453  

Walt Disney Co/The

    25,816       2,563  

Warner Bros Discovery Inc *

     32,464       242  
                 
              60,700  

Consumer Discretionary — 7.9%

        

Airbnb Inc, Cl A *

     6,300       955  

Amazon.com Inc, Cl A *

     129,720       25,068  

Aptiv PLC *

     3,972       280  

AutoZone Inc *

     259       768  

Bath & Body Works Inc

    3,429       134  

Best Buy Co Inc

    2,830       238  

Booking Holdings Inc

    485       1,921  

BorgWarner Inc

    3,437       111  

Caesars Entertainment Inc *

     3,254       129  

CarMax Inc *

     2,345       172  

Carnival Corp *

     14,426       270  

Chipotle Mexican Grill Inc, Cl A *

     20,000       1,253  

Darden Restaurants Inc

    1,742       264  

Deckers Outdoor Corp *

     350       339  

Domino's Pizza Inc

    484       250  

DR Horton Inc

    4,197       591  

eBay Inc

    7,168       385  

Etsy Inc *

     1,791       106  

Expedia Group Inc *

     1,812       228  

Ford Motor Co

    55,108       691  

Garmin Ltd

    2,200       358  

General Motors Co

    16,162       751  

Genuine Parts Co

    2,025       280  

Hasbro Inc

    1,909       112  

Hilton Worldwide Holdings Inc

    3,586       782  

Home Depot Inc/The

    14,049       4,836  

Las Vegas Sands Corp

    5,319       235  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Lennar Corp, Cl A

    3,490     $ 523  

LKQ Corp

    3,816       159  

Lowe's Cos Inc

    8,083       1,782  

Lululemon Athletica Inc *

     1,600       478  

Marriott International Inc/MD, Cl A

    3,423       828  

McDonald's Corp

    10,237       2,609  

MGM Resorts International *

     3,542       157  

Mohawk Industries Inc *

     720       82  

NIKE Inc, Cl B

    17,184       1,295  

Norwegian Cruise Line Holdings Ltd *

     6,214       117  

NVR Inc *

     49       372  

O'Reilly Automotive Inc *

     818       864  

Pool Corp

    516       159  

PulteGroup Inc

    3,073       338  

Ralph Lauren Corp, Cl A

    528       92  

Ross Stores Inc

    4,826       701  

Royal Caribbean Cruises Ltd *

     3,366       537  

Starbucks Corp

    16,026       1,248  

Tapestry Inc

    3,153       135  

Tesla Inc *

     39,215       7,760  

TJX Cos Inc/The

    16,110       1,774  

Tractor Supply Co

    1,524       411  

Ulta Beauty Inc *

     673       260  

Wynn Resorts Ltd

    1,345       120  

Yum! Brands Inc

    4,060       538  
                 
              64,846  

Consumer Staples — 4.6%

        

Altria Group Inc

    24,316       1,108  

Archer-Daniels-Midland Co

    7,021       424  

Brown-Forman Corp, Cl B

    2,660       115  

Bunge Global

    2,100       224  

Campbell Soup Co

    2,834       128  

Church & Dwight Co Inc

    3,485       361  

Clorox Co/The

    1,835       250  

Coca-Cola Co/The

    55,004       3,501  

Colgate-Palmolive Co

    11,621       1,128  

Conagra Brands Inc

    6,863       195  

Constellation Brands Inc, Cl A

    2,228       573  

Costco Wholesale Corp

    6,277       5,335  

Dollar General Corp

    3,171       419  

Dollar Tree Inc *

     2,996       320  

Estee Lauder Cos Inc/The, Cl A

    3,370       359  

General Mills Inc

    7,990       505  

Hershey Co/The

    2,076       382  

Hormel Foods Corp

    4,023       123  

J M Smucker Co/The

    1,530       167  

Kellanova

    3,819       220  

Kenvue Inc

    25,274       459  

Keurig Dr Pepper Inc

    14,892       497  

Kimberly-Clark Corp

    4,779       660  

Kraft Heinz Co/The

    11,193       361  

Kroger Co/The

    9,288       464  

Lamb Weston Holdings Inc

    2,101       177  

 

 

 

176

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

McCormick & Co Inc/MD

    3,580     $ 254  

Molson Coors Beverage Co, Cl B

    2,695       137  

Mondelez International Inc, Cl A

    19,048       1,247  

Monster Beverage Corp *

     10,044       502  

PepsiCo Inc

    19,458       3,209  

Philip Morris International Inc

    21,958       2,225  

Procter & Gamble Co/The

    33,302       5,492  

Sysco Corp, Cl A

    7,211       515  

Target Corp, Cl A

    6,626       981  

Tyson Foods Inc, Cl A

    4,075       233  

Walgreens Boots Alliance Inc

    10,224       124  

Walmart Inc

    60,597       4,103  
                 
              37,477  

Energy — 2.9%

        

APA Corp

    4,452       131  

Baker Hughes Co, Cl A

    14,068       495  

Chevron Corp

    24,274       3,797  

ConocoPhillips

    16,649       1,904  

Coterra Energy Inc

    10,741       286  

Devon Energy Corp

    9,195       436  

Diamondback Energy Inc, Cl A

    2,523       505  

EOG Resources Inc

    8,199       1,032  

EQT Corp

    5,900       218  

Exxon Mobil Corp

    63,534       7,314  

Halliburton Co

    12,578       425  

Hess Corp

    3,996       590  

Kinder Morgan Inc

    27,698       550  

Marathon Oil Corp

    8,159       234  

Marathon Petroleum Corp

    4,987       865  

Occidental Petroleum Corp

    9,515       600  

ONEOK Inc

    8,306       677  

Phillips 66

    5,985       845  

Schlumberger NV, Cl A

    20,178       952  

Targa Resources Corp

    3,200       412  

Valero Energy Corp

    4,624       725  

Williams Cos Inc/The

    17,429       741  
                 
              23,734  

Financials — 9.9%

        

Aflac Inc

    7,321       654  

Allstate Corp/The

    3,690       589  

American Express Co

    8,097       1,875  

American International Group Inc

    9,419       699  

Ameriprise Financial Inc

    1,423       608  

Aon PLC, Cl A

    3,076       903  

Arch Capital Group Ltd *

     5,325       537  

Arthur J Gallagher & Co

    3,019       783  

Assurant Inc

    743       124  

Bank of America Corp

    96,400       3,834  

Bank of New York Mellon Corp/The

    10,713       642  

Berkshire Hathaway Inc, Cl B *

     25,630       10,426  

BlackRock Inc

    1,961       1,544  

Blackstone Inc, Cl A

    10,200       1,263  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Brown & Brown Inc

    3,439     $ 307  

Capital One Financial Corp

    5,498       761  

Cboe Global Markets Inc

    1,527       260  

Charles Schwab Corp/The

    21,016       1,549  

Chubb Ltd

    5,693       1,452  

Cincinnati Financial Corp

    2,303       272  

Citigroup Inc

    26,920       1,708  

Citizens Financial Group Inc

    6,508       234  

CME Group Inc, Cl A

    5,072       997  

Corpay Inc *

     1,044       278  

Discover Financial Services

    3,608       472  

Everest Group Ltd

    573       218  

Eversource Energy

    5,101       289  

FactSet Research Systems Inc

    524       214  

Fidelity National Information Services Inc, Cl B

    7,885       594  

Fifth Third Bancorp

    9,719       355  

Fiserv Inc, Cl A *

     8,277       1,234  

Franklin Resources Inc

    4,243       95  

Global Payments Inc

    3,609       349  

Globe Life Inc

    1,200       99  

Goldman Sachs Group Inc/The

    4,555       2,060  

Hartford Financial Services Group Inc/The

    4,299       432  

Huntington Bancshares Inc/OH

    20,762       274  

Intercontinental Exchange Inc

    8,208       1,124  

Invesco Ltd

    6,878       103  

Jack Henry & Associates Inc

    1,050       174  

JPMorgan Chase & Co

    40,698       8,232  

KeyCorp

    13,712       195  

KKR & Co Inc

    9,450       994  

Loews Corp

    2,555       191  

M&T Bank Corp

    2,376       360  

MarketAxess Holdings Inc

    553       111  

Marsh & McLennan Cos Inc

    6,915       1,457  

Mastercard Inc, Cl A

    11,620       5,126  

MetLife Inc

    8,461       594  

Moody's Corp

    2,212       931  

Morgan Stanley

    17,728       1,723  

MSCI Inc, Cl A

    1,099       529  

Nasdaq Inc, Cl A

    4,891       295  

Northern Trust Corp

    3,022       254  

PayPal Holdings Inc *

     14,809       859  

PNC Financial Services Group Inc/The

    5,581       868  

Principal Financial Group Inc, Cl A

    3,067       241  

Progressive Corp/The

    8,268       1,717  

Prudential Financial Inc

    5,060       593  

Raymond James Financial Inc

    2,693       333  

Regions Financial Corp

    12,984       260  

S&P Global Inc

    4,561       2,034  

Synchrony Financial

    5,844       276  

T Rowe Price Group Inc

    3,189       368  

Travelers Cos Inc/The

    3,204       651  

Truist Financial Corp

    19,148       744  

 

 

 

SEI Institutional Managed Trust

 

177

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

US Bancorp

    21,970     $ 872  

Visa Inc, Cl A

    22,318       5,858  

W R Berkley Corp

    2,957       232  

Wells Fargo & Co

    49,361       2,932  

Willis Towers Watson PLC

    1,438       377  
                 
              80,592  

Health Care — 9.3%

        

Abbott Laboratories

    24,553       2,551  

AbbVie Inc

    24,992       4,287  

Agilent Technologies Inc

    4,209       546  

Align Technology Inc *

     998       241  

Amgen Inc, Cl A

    7,554       2,360  

Baxter International Inc

    7,349       246  

Becton Dickinson & Co

    4,058       948  

Biogen Inc *

     2,036       472  

Bio-Rad Laboratories Inc, Cl A *

     333       91  

Bio-Techne Corp

    2,192       157  

Boston Scientific Corp *

     20,684       1,593  

Bristol-Myers Squibb Co

    28,810       1,196  

Cardinal Health Inc

    3,523       346  

Catalent Inc *

     2,577       145  

Cencora Inc, Cl A

    2,299       518  

Centene Corp *

     7,682       509  

Charles River Laboratories International Inc *

     765       158  

Cigna Group/The

    4,004       1,324  

Cooper

    2,864       250  

CVS Health Corp

    17,747       1,048  

Danaher Corp, Cl A

    9,262       2,314  

DaVita Inc *

     715       99  

Dexcom Inc *

     5,566       631  

Edwards Lifesciences Corp, Cl A *

     8,551       790  

Elevance Health Inc

    3,316       1,797  

Eli Lilly & Co

    11,274       10,207  

GE HealthCare Technologies Inc

    5,943       463  

Gilead Sciences Inc

    17,655       1,211  

HCA Healthcare Inc

    2,753       885  

Henry Schein Inc *

     1,849       119  

Hologic Inc *

     3,329       247  

Humana Inc

    1,715       641  

IDEXX Laboratories Inc *

     1,143       557  

Incyte Corp *

     2,671       162  

Insulet Corp *

     1,000       202  

Intuitive Surgical Inc *

     4,982       2,216  

IQVIA Holdings Inc *

     2,615       553  

Johnson & Johnson

    34,054       4,977  

Labcorp Holdings

    1,153       235  

McKesson Corp

    1,808       1,056  

Medtronic PLC

    18,787       1,479  

Merck & Co Inc

    35,811       4,433  

Mettler-Toledo International Inc *

     310       433  

Moderna Inc *

     4,781       568  

Molina Healthcare Inc *

     860       256  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Pfizer Inc

    79,822     $ 2,233  

Quest Diagnostics Inc

    1,596       218  

Regeneron Pharmaceuticals Inc *

     1,501       1,578  

ResMed Inc

    2,064       395  

Revvity Inc

    1,783       187  

Solventum *

     2,079       110  

STERIS PLC

    1,374       302  

Stryker Corp

    4,812       1,637  

Teleflex Inc

    700       147  

Thermo Fisher Scientific Inc

    5,399       2,986  

UnitedHealth Group Inc

    13,037       6,639  

Universal Health Services Inc, Cl B

    892       165  

Vertex Pharmaceuticals Inc *

     3,595       1,685  

Viatris Inc, Cl W

    17,483       186  

Waters Corp *

     846       245  

West Pharmaceutical Services Inc

    1,029       339  

Zimmer Biomet Holdings Inc

    2,923       317  

Zoetis Inc, Cl A

    6,517       1,130  
                 
              76,016  

Industrials — 6.5%

        

3M Co

    7,917       809  

A O Smith Corp

    1,710       140  

Allegion plc

    1,233       146  

American Airlines Group Inc *

     9,781       111  

AMETEK Inc

    3,310       552  

Automatic Data Processing Inc

    5,792       1,382  

Axon Enterprise Inc *

     1,000       294  

Boeing Co/The *

     8,087       1,472  

Broadridge Financial Solutions Inc

    1,634       322  

Builders FirstSource Inc *

     1,800       249  

Carrier Global Corp

    11,842       747  

Caterpillar Inc, Cl A

    6,938       2,311  

CH Robinson Worldwide Inc

    1,698       150  

Cintas Corp

    1,198       839  

Copart Inc *

     12,510       678  

CSX Corp

    27,714       927  

Cummins Inc

    1,928       534  

Dayforce *

     2,306       114  

Deere & Co

    3,652       1,364  

Delta Air Lines Inc, Cl A

    8,987       426  

Dover Corp

    1,941       350  

Eaton Corp PLC

    5,692       1,785  

Emerson Electric Co

    8,220       906  

Equifax Inc

    1,765       428  

Expeditors International of Washington Inc

    2,092       261  

Fastenal Co, Cl A

    8,231       517  

FedEx Corp

    3,195       958  

Fortive Corp

    4,970       368  

GE Vernova *

     3,846       660  

Generac Holdings Inc *

     883       117  

General Dynamics Corp

    3,164       918  

General Electric Co

    15,382       2,445  

Honeywell International Inc

    9,232       1,971  

 

 

 

178

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Howmet Aerospace Inc

    5,632     $ 437  

Hubbell Inc, Cl B

    750       274  

Huntington Ingalls Industries Inc, Cl A

    573       141  

IDEX Corp

    1,048       211  

Illinois Tool Works Inc

    3,863       915  

Ingersoll Rand Inc

    5,779       525  

Jacobs Solutions Inc

    1,832       256  

JB Hunt Transport Services Inc

    1,187       190  

Johnson Controls International PLC

    9,535       634  

L3Harris Technologies Inc

    2,687       603  

Leidos Holdings Inc

    1,904       278  

Lockheed Martin Corp

    3,023       1,412  

Masco Corp

    3,259       217  

Nordson Corp

    763       177  

Norfolk Southern Corp

    3,171       681  

Northrop Grumman Corp

    1,961       855  

Old Dominion Freight Line Inc, Cl A

    2,526       446  

Otis Worldwide Corp

    5,835       562  

PACCAR Inc

    7,350       757  

Parker-Hannifin Corp, Cl A

    1,786       903  

Paychex Inc

    4,591       544  

Paycom Software Inc

    687       98  

Pentair PLC

    2,364       181  

Quanta Services Inc

    2,083       529  

Republic Services Inc

    2,898       563  

Rockwell Automation Inc

    1,655       456  

Rollins Inc

    4,020       196  

RTX Corp

    18,731       1,880  

Snap-on Inc

    718       188  

Southwest Airlines Co, Cl A

    8,527       244  

Stanley Black & Decker Inc

    2,199       176  

Textron Inc

    2,686       231  

Trane Technologies PLC

    3,237       1,065  

TransDigm Group Inc

    787       1,005  

Uber Technologies Inc *

     29,100       2,115  

Union Pacific Corp

    8,585       1,942  

United Airlines Holdings Inc *

     4,578       223  

United Parcel Service Inc, Cl B

    10,176       1,393  

United Rentals Inc

    918       594  

Veralto

    3,120       298  

Verisk Analytics Inc, Cl A

    2,015       543  

Waste Management Inc

    5,187       1,107  

Westinghouse Air Brake Technologies Corp

    2,562       405  

WW Grainger Inc

    625       564  

Xylem Inc/NY

    3,466       470  
                 
              52,735  

Information Technology — 25.6%

        

Accenture PLC, Cl A

    8,853       2,686  

Adobe Inc *

     6,338       3,521  

Advanced Micro Devices Inc *

     22,858       3,708  

Akamai Technologies Inc *

     2,163       195  

Amphenol Corp, Cl A

    17,150       1,155  

Analog Devices Inc

    7,020       1,602  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

ANSYS Inc *

     1,240     $ 399  

Apple Inc

    204,159       43,000  

Applied Materials Inc

    11,792       2,783  

Arista Networks Inc *

     3,600       1,262  

Autodesk Inc, Cl A *

     3,010       745  

Broadcom Inc

    6,161       9,892  

Cadence Design Systems Inc *

     3,864       1,189  

CDW Corp/DE

    1,878       420  

Cisco Systems Inc

    57,480       2,731  

Cognizant Technology Solutions Corp, Cl A

    7,207       490  

Corning Inc, Cl B

    10,834       421  

Crowdstrike Holdings Inc, Cl A *

     3,250       1,245  

Enphase Energy Inc *

     1,988       198  

EPAM Systems Inc *

     818       154  

F5 Inc, Cl A *

     849       146  

Fair Isaac Corp *

     350       521  

First Solar Inc *

     1,500       338  

Fortinet Inc *

     9,100       548  

Gartner Inc *

     1,071       481  

Gen Digital Inc

    8,009       200  

GoDaddy Inc, Cl A *

     2,000       279  

Hewlett Packard Enterprise Co

    18,524       392  

HP Inc

    12,521       439  

Intel Corp

    59,762       1,851  

International Business Machines Corp

    12,928       2,236  

Intuit Inc

    3,922       2,578  

Jabil Inc

    1,700       185  

Juniper Networks Inc

    4,454       162  

Keysight Technologies Inc *

     2,487       340  

KLA Corp

    1,910       1,575  

Lam Research Corp

    1,827       1,946  

Microchip Technology Inc

    7,639       699  

Micron Technology Inc

    15,644       2,058  

Microsoft Corp

    105,206       47,022  

Monolithic Power Systems Inc

    670       551  

Motorola Solutions Inc

    2,314       893  

NetApp Inc

    2,976       383  

NVIDIA Corp

    348,430       43,045  

ON Semiconductor Corp *

     6,199       425  

Oracle Corp, Cl B

    22,517       3,179  

Palo Alto Networks Inc *

     4,500       1,526  

PTC Inc *

     1,728       314  

Qorvo Inc *

     1,431       166  

QUALCOMM Inc

    15,803       3,148  

Roper Technologies Inc

    1,523       858  

Salesforce Inc

    13,728       3,529  

Seagate Technology Holdings PLC

    2,805       290  

ServiceNow Inc *

     2,907       2,287  

Skyworks Solutions Inc

    2,246       239  

Super Micro Computer Inc *

     700       574  

Synopsys Inc *

     2,141       1,274  

TE Connectivity Ltd

    4,361       656  

Teledyne Technologies Inc *

     690       268  

 

 

 

SEI Institutional Managed Trust

 

179

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Teradyne Inc

    2,188     $ 324  

Texas Instruments Inc

    12,904       2,510  

Trimble Inc *

     3,478       195  

Tyler Technologies Inc *

     609       306  

VeriSign Inc *

     1,212       216  

Western Digital Corp *

     4,624       350  

Zebra Technologies Corp, Cl A *

     677       209  
                 
              209,507  

Materials — 1.7%

        

Air Products and Chemicals Inc

    3,119       805  

Albemarle Corp

    1,690       161  

Amcor PLC

    21,272       208  

Avery Dennison Corp

    1,119       245  

Ball Corp

    4,590       276  

Celanese Corp, Cl A

    1,426       192  

CF Industries Holdings Inc

    2,736       203  

Corteva Inc

    9,904       534  

Dow Inc

    10,017       531  

DuPont de Nemours Inc

    6,045       487  

Eastman Chemical Co

    1,610       158  

Ecolab Inc

    3,610       859  

FMC Corp

    1,862       107  

Freeport-McMoRan Inc, Cl B

    20,312       987  

International Flavors & Fragrances Inc

    3,682       351  

International Paper Co

    5,008       216  

Linde PLC

    6,820       2,993  

LyondellBasell Industries NV, Cl A

    3,575       342  

Martin Marietta Materials Inc, Cl A

    892       483  

Mosaic Co/The

    4,756       137  

Newmont Corp

    16,555       693  

Nucor Corp

    3,462       547  

Packaging Corp of America

    1,235       226  

PPG Industries Inc

    3,389       427  

Sherwin-Williams Co/The, Cl A

    3,341       997  

Steel Dynamics Inc

    2,101       272  

Vulcan Materials Co

    1,831       455  

Westrock Co

    3,812       192  
                 
              14,084  

Real Estate — 1.7%

        

Alexandria Real Estate Equities Inc ‡

     2,295       268  

American Tower Corp, Cl A ‡

     6,627       1,288  

AvalonBay Communities Inc ‡

     2,045       423  

BXP Inc ‡

     2,111       130  

Camden Property Trust ‡

     1,600       175  

CBRE Group Inc, Cl A *

     4,183       373  

CoStar Group Inc *

     5,809       431  

Crown Castle Inc ‡

     6,263       612  

Digital Realty Trust Inc, Cl A ‡

     4,541       690  

Equinix Inc ‡

     1,311       992  

Equity Residential ‡

     4,909       340  

Essex Property Trust Inc ‡

     915       249  

Extra Space Storage Inc ‡

     3,041       473  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Federal Realty Investment Trust ‡

     1,052     $ 106  

Healthpeak Properties Inc ‡

     9,961       195  

Host Hotels & Resorts Inc ‡

     10,123       182  

Invitation Homes Inc ‡

     8,500       305  

Iron Mountain Inc ‡

     4,178       374  

Kimco Realty Corp ‡

     9,674       188  

Mid-America Apartment Communities Inc ‡

     1,639       234  

Prologis Inc ‡

     13,037       1,464  

Public Storage ‡

     2,269       653  

Realty Income Corp ‡

     11,874       627  

Regency Centers Corp ‡

     2,294       143  

SBA Communications Corp, Cl A ‡

     1,481       291  

Simon Property Group Inc ‡

     4,702       714  

UDR Inc ‡

     4,295       177  

Ventas Inc ‡

     5,837       299  

VICI Properties Inc, Cl A ‡

     14,556       417  

Welltower Inc ‡

     8,491       885  

Weyerhaeuser Co ‡

     10,405       295  
                 
              13,993  

Utilities — 1.8%

        

AES Corp/The

    9,455       166  

Alliant Energy Corp

    3,529       180  

Ameren Corp

    3,729       265  

American Electric Power Co Inc

    7,548       662  

American Water Works Co Inc

    2,823       365  

Atmos Energy Corp

    2,107       246  

CenterPoint Energy Inc

    9,182       285  

CMS Energy Corp

    4,187       249  

Consolidated Edison Inc

    4,828       432  

Constellation Energy Corp

    4,460       893  

Dominion Energy Inc

    11,948       585  

DTE Energy Co

    2,995       333  

Duke Energy Corp

    10,885       1,091  

Edison International

    5,527       397  

Entergy Corp

    3,047       326  

Evergy Inc

    3,143       167  

Exelon Corp

    14,309       495  

FirstEnergy Corp

    7,273       278  

NextEra Energy Inc

    29,021       2,055  

NiSource Inc

    6,044       174  

NRG Energy Inc

    2,946       229  

PG&E Corp

    30,527       533  

Pinnacle West Capital Corp

    1,617       124  

PPL Corp

    10,744       297  

Public Service Enterprise Group Inc

    7,040       519  

Sempra

    9,022       686  

Southern Co/The

    15,385       1,193  

Vistra Corp

    4,700       404  

WEC Energy Group Inc

    4,579       359  

 

 

 

180

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK†† (continued)

Xcel Energy Inc

    7,959     $ 425  
                 
              14,413  

Total Common Stock

               

(Cost $241,272) ($ Thousands)

             648,097  
                 

FOREIGN COMMON STOCK — 0.1%
                 

China — 0.1%

        

NXP Semiconductors NV

    3,615       973  
                 
                 
                 

Total Foreign Common Stock

               

(Cost $731) ($ Thousands)

             973  
                 

CASH EQUIVALENT — 0.9%

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     7,523,395       7,523  

Total Cash Equivalent

                

(Cost $7,523) ($ Thousands)

             7,523  

 

             

Description

  

   

Market Value
($ Thousands)

  

PURCHASED OPTIONS — 0.7%

Total Purchased Options

               

(Cost $5,059) ($ Thousands)

           $ 5,587  
                 
                 

PURCHASED SWAPTIONS — 0.8%

Total Purchased Swaptions

               

(Cost $2,933) ($ Thousands)

             5,920  
                 

Total Investments in Securities — 81.8%

                

(Cost $257,518) ($ Thousands)

  $ 668,100  
                 
                 

WRITTEN OPTIONS — (0.2)%

Total Written Options

               

(Premiums Received $1,215) ($ Thousands)

           $ (1,703 )
                 
                 

WRITTEN SWAPTIONS — (0.4)%

Total Written Swaptions

               

(Premiums Received $1,107) ($ Thousands)

           $ (2,941 )
                 
                 

 

 
 

A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows:
 

Description

  

Number of Contracts

    

Notional Amount
(Thousands)

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED OPTIONS — 0.7%

                                

Put Options

                                

SXP OTC EP Unlisted Option

     17,644     $ 81,162     $ 4,600.00       7/20/2024     $ 17  
                                         
                                         
                                         

Call Options

             –                       –  

EUR PUT/USD CALL

     202,000,000       212,100       1.05       10/19/2024       1,220  

USD CALL/JPY PUT

     150,000,000       23,400,000       156.00       7/20/2024       4,264  

USD CALL/JPY PUT

     150,000,000       24,900,000       166.00       7/20/2024       86  
                                         
              48,512,100                       5,570  
                                         
                                         

Total Purchased Options

           $ 48,593,262                     $ 5,587  

WRITTEN OPTIONS — (0.2)%

                                

Put Options

                                        

SXP OTC EP Unlisted Option

     (17,644)     $ (72,340 )     4,100.00       07/20/2024     $ (8 )
                                         
                                         
                                         

Call Options

                                        

USD CALL/JPY PUT

     (300,000,000)       (48,300,000 )     161.00       07/20/2024       (1,695 )
                                         
                                         
                                         

Total Written Options

           $ (48,372,340 )                   $ (1,703 )
                                         
                                         

 

 

 

SEI Institutional Managed Trust

 

181

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Continued)

 

 

A list of open exchange traded swaptions held by the Fund at June 30, 2024 is as follows:

 

Description

  

Counterparty

    

Number of Contracts/ Notional Amount

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED SWAPTIONS — 0.7%

                        

Call Swaptions

                                

Swaption Payer

     BOAML     $ 800,000,000     $ 0.12       05/17/2025     $ 1,187  
                                         

Put Swaptions

                                

Swaption Payer

     BOAML     $ 461,000,000       4.27       07/20/2024     $ 3,395  

Swaption Payer

     BOAML       207,450,000       4.36       07/20/2024       1,338  
              668,450,000                       4,733  

Total Purchased Swaptions

           $ 1,468,450,000                     $ 5,920  

WRITTEN SWAPTIONS — (0.4)%

                        

Put Swaptions

                                

Swaption Payer

     BOAML     $ (922,000,000 )     4.82       07/20/2024     $ (2,107 )

Swaption Payer

     BOAML       (414,900,000 )     4.91       07/20/2024       (646 )
              (1,336,900,000 )                     (2,753 )

Call Swaptions

                                

Swaption Payer

     BOAML     $ (800,000,000 )     0.87       05/17/2025     $ (188 )

Total Written Swaptions

           $ (2,136,900,000 )                   $ (2,941 )

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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^

     589       Sep-2024     $ 163,359     $ 162,609     $ (750 )
                    $ 163,359     $ 162,609     $ (750 )

 

A list of open centrally cleared swap agreements held by the Fund at June 30, 2024 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%^

     CPI       Annually       2/27/2033       USD       103,200     $ 3,742     $ –     $ 3,742  

FIXED 0.280960%

     FLOATING (MUTKCALM Index)       Annually       05/15/2026       JPY       102,200,000       1,723       –       1,723  

0.29283%

     JPY UNSECURED OVERNIGHT CALL RATE TONAR       Annually       05/15/2026       JPY       81,000,000       1,306       –       1,306  

SOFR

     3.41%       Annually       12/11/2028       USD       399,757       (1,682 )     –       (1,682 )

3.432%

     SOFR       Annually       12/11/2056       USD       42,027       775       –       775  

3.707%

     SOFR       Annually       03/05/2034       USD       160,000       297       –       297  

FIXED 3.726%

     FLOATING: USD-SOFR-OIS COMPOUND       Annually       06/18/3034       USD       76,000       125       –       125  

FIXED 3.745%

     FLOATING: USD-SOFR-OIS COMPOUND       Annually       06/11/2034       USD       80,000       72       –       72  

4.161% FIXED

     SOFR       Annually       11/02/2056       USD       84,588       (8,457 )     –       (8,457 )

4.35% FIXED

     SOFR       Annually       11/02/2031       USD       330,000       9,024       –       9,024  
                                            $ 6,925     $ –     $ 6,925  

 

 

 

182

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Dynamic Asset Allocation Fund (Concluded)

 

 

A list of open OTC swap agreements held by the Fund at June 30, 2024 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^

     +BCOMTR/0.075 %     3-MONTH T-BILL RATE + 7.5 BPS       BCOMTR       Annually       09/13/2024       USD       34,133     $ (808 )   $ –     $ (808 )
                                                            $ (808 )   $ –     $ (808 )

 

  

 

Percentages are based on Net Assets of $817,117 ($ Thousands).

^

Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of June 30, 2024.

*

Non-income producing security.

 

**

The rate reported is the 7-day effective yield as of June 30, 2024.

†

Investment in Affiliated Security.

††

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

‡

Real Estate Investment Trust.

 

 
 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Daily Income Trust, Government Fund,
Institutional Class

   $ 2,779     $ 147,088     $ (142,344 )   $ —     $ —     $ 7,523     $ 227     $ —  

 

                                                                

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

183

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS — 27.7%

Communication Services — 1.7%

        

Altice France

               

5.500%, 10/15/2029 (A)

   $ 130     $ 86  

Audacy Capital

               

6.750%, 03/31/2029 (A)(B)(C)

     335       12  

6.500%, 05/01/2027 (A)(B)(C)

     220       7  

Beasley Mezzanine Holdings

               

8.625%, 02/01/2026 (A)

     900       531  

CCO Holdings

               

4.250%, 02/01/2031 (A)

     125       102  

Charter Communications Operating

               

3.950%, 06/30/2062

    155       92  

DISH DBS

               

7.750%, 07/01/2026

    135       84  

7.375%, 07/01/2028

    30       13  

5.750%, 12/01/2028 (A)

     170       118  

5.250%, 12/01/2026 (A)

     205       161  

5.125%, 06/01/2029

    220       87  

Gray Television

               

10.500%, 07/15/2029 (A)

     195       196  

5.375%, 11/15/2031 (A)

     370       210  

4.750%, 10/15/2030 (A)

     495       297  

Level 3 Financing

               

11.000%, 11/15/2029 (A)

     74       76  

10.750%, 12/15/2030 (A)

     290       289  

10.500%, 05/15/2030 (A)

     56       55  

4.500%, 04/01/2030 (A)

     150       82  

3.875%, 10/15/2030 (A)

     105       55  

3.750%, 07/15/2029 (A)

     145       45  

3.625%, 01/15/2029

    5       1  

Lumen Technologies

               

4.125%, 04/15/2029 (A)

     119       77  

4.125%, 04/15/2030 (A)

     119       75  

Spanish Broadcasting System

               

9.750%, 03/01/2026 (A)

     610       364  

Stagwell Global

               

5.625%, 08/15/2029 (A)

     592       547  

Urban One

               

7.375%, 02/01/2028 (A)

     705       542  

Vmed O2 UK Financing I

               

4.250%, 01/31/2031 (A)

     170       141  

Zayo Group Holdings Inc

               

4.000%, 03/01/2027 (A)

     310       248  
                 
              4,593  
                 

Consumer Discretionary — 6.6%

        

Academy

               

6.000%, 11/15/2027 (A)

     328       323  

Altice Financing

               

5.750%, 08/15/2029 (A)

     215       156  

Bath & Body Works

               

7.600%, 07/15/2037

    5       5  

6.750%, 07/01/2036

    235       234  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

BCPE Ulysses Intermediate

               

7.750%, 04/01/2027 (A)

   $ 703     $ 685  

Brookfield Residential Properties

               

5.000%, 06/15/2029 (A)

     20       18  

4.875%, 02/15/2030 (A)

     210       188  

Caesars Entertainment

               

7.000%, 02/15/2030 (A)

     130       133  

Carnival

               

10.500%, 06/01/2030 (A)

     486       528  

6.000%, 05/01/2029 (A)

     165       163  

4.000%, 08/01/2028 (A)

     130       122  

Carnival Holdings Bermuda

               

10.375%, 05/01/2028 (A)

     397       430  

CEC Entertainment

               

6.750%, 05/01/2026 (A)

     811       804  

Clarios Global

               

6.750%, 05/15/2025 (A)

     755       755  

6.250%, 05/15/2026 (A)

     764       763  

CMG Media

               

8.875%, 12/15/2027 (A)

     670       382  

CSC Holdings

               

7.500%, 04/01/2028 (A)

     135       72  

Dave & Buster's

               

7.625%, 11/01/2025 (A)

     1,698       1,707  

Diamond Sports Group

               

6.625%, 08/15/2027 (A)(B)

     312       6  

5.375%, 08/15/2026 (A)(B)

     480       10  

Empire Resorts

               

7.750%, 11/01/2026 (A)

     470       440  

Garrett Motion Holdings

               

7.750%, 05/31/2032 (A)

     774       784  

GrubHub Holdings

               

5.500%, 07/01/2027 (A)

     345       313  

Hilton Domestic Operating

               

4.000%, 05/01/2031 (A)

     200       179  

IRB Holding

               

7.000%, 06/15/2025 (A)

     154       154  

Jacobs Entertainment

               

6.750%, 02/15/2029 (A)

     310       288  

Liberty Interactive

               

8.250%, 02/01/2030

    745       349  

Life Time

               

8.000%, 04/15/2026 (A)

     1,032       1,044  

5.750%, 01/15/2026 (A)

     1,761       1,753  

McGraw-Hill Education

               

5.750%, 08/01/2028 (A)

     130       125  

MGM Resorts International

               

6.500%, 04/15/2032

    327       326  

Monitronics International (Escrow Security)

               

9.125%, 04/01/2020 (B)(D)

     495       –  

NCL

               

7.750%, 02/15/2029 (A)

     461       479  

5.875%, 03/15/2026 (A)

     366       362  

 

 

 

184

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.625%, 12/15/2024 (A)

   $ 1,733     $ 1,713  

Newell Brands

               

4.875%, 06/01/2025

    566       559  

QVC

               

4.750%, 02/15/2027

    270       228  

4.375%, 09/01/2028

    95       69  

StoneMor

               

8.500%, 05/15/2029 (A)

     415       344  

Studio City Finance

               

5.000%, 01/15/2029 (A)

     215       189  

Sugarhouse HSP Gaming Prop Mezz

               

5.875%, 05/15/2025 (A)

     312       310  

SWF Escrow Issuer

               

6.500%, 10/01/2029 (A)

     80       43  

Victoria's Secret

               

4.625%, 07/15/2029 (A)

     225       187  

White Capital Parent

               

8.250%cash/0% PIK, 03/15/2026 (A)

     238       238  

WW International

               

4.500%, 04/15/2029 (A)

     225       87  

Wynn Macau

               

5.125%, 12/15/2029 (A)

     150       136  

Wynn Resorts Finance

               

7.125%, 02/15/2031 (A)

     150       156  

Yum! Brands

               

5.375%, 04/01/2032

    160       154  
                 
              18,493  
                 

Consumer Staples — 1.0%

        

Albertsons

               

4.875%, 02/15/2030 (A)

     60       57  

B&G Foods

               

8.000%, 09/15/2028 (A)

     178       181  

5.250%, 04/01/2025

    1,028       1,019  

Herbalife Nutrition

               

7.875%, 09/01/2025 (A)

     510       501  

HLF Financing Sarl

               

12.250%, 04/15/2029 (A)

     341       340  

New Albertsons

               

8.700%, 05/01/2030

    200       222  

8.000%, 05/01/2031

    40       43  

Post Holdings

               

5.625%, 01/15/2028 (A)

     145       143  

Rite Aid

               

8.000%, 10/18/2024 (A)(B)

     78       34  

8.000%, 11/15/2026 (A)(B)

     342       150  

7.500%, 07/01/2025 (A)(B)

     75       31  

0.000%, 10/18/2024 (A)(B)(D)(E)(F)

     27       26  
                 
              2,747  
                 

Energy — 4.0%

        

Athabasca Oil

               

9.750%, 11/01/2026 (A)

     274       287  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Baytex Energy

               

7.375%, 03/15/2032 (A)

   $ 140     $ 142  

Blue Racer Midstream

               

7.250%, 07/15/2032 (A)

     85       87  

7.000%, 07/15/2029 (A)

     85       87  

6.625%, 07/15/2026 (A)

     810       810  

Chesapeake Energy Corp

               

7.500%, 10/01/2026 (C)(D)

     170       4  

7.000%, 10/01/2024 (D)

     55       1  

Civitas Resources

               

8.625%, 11/01/2030 (A)

     135       145  

Crescent Energy Finance

               

7.375%, 01/15/2033 (A)

     607       608  

Encino Acquisition Partners Holdings

               

8.750%, 05/01/2031 (A)

     534       557  

Genesis Energy

               

8.000%, 01/15/2027

    145       148  

7.875%, 05/15/2032

    110       111  

7.750%, 02/01/2028

    25       26  

Greenfire Resources

               

12.000%, 10/01/2028 (A)

     110       117  

Howard Midstream Energy Partners

               

7.375%, 07/15/2032 (A)

     125       127  

Nabors Industries

               

7.250%, 01/15/2026 (A)

     1,736       1,761  

New Fortress Energy

               

8.750%, 03/15/2029 (A)

     140       128  

NGL Energy Operating

               

8.125%, 02/15/2029 (A)

     515       525  

Permian Resources Operating

               

8.000%, 04/15/2027 (A)

     1,940       1,983  

SM Energy

               

6.625%, 01/15/2027

    635       632  

5.625%, 06/01/2025

    1,935       1,927  

Transocean

               

8.500%, 05/15/2031 (A)

     237       237  

8.250%, 05/15/2029 (A)

     237       237  

8.000%, 02/01/2027 (A)

     91       91  

7.500%, 04/15/2031

    95       89  

Venture Global Calcasieu Pass

               

4.125%, 08/15/2031 (A)

     170       153  
                 
              11,020  
                 

Financials — 1.9%

        

Arsenal AIC Parent

               

11.500%, 10/01/2031 (A)

     561       628  

Champions Financing

               

8.750%, 02/15/2029 (A)

     1,232       1,263  

CPI CG

               

10.000%, 07/15/2029 (A)

     145       150  

8.625%, 03/15/2026 (A)

     315       322  

Finance of America Funding

               

7.875%, 11/15/2025 (A)

     680       531  

 

 

 

SEI Institutional Managed Trust

 

185

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Freedom Mortgage

               

12.000%, 10/01/2028 (A)

   $ 90     $ 97  

6.625%, 01/15/2027 (A)

     230       222  

Freedom Mortgage Holdings

               

9.250%, 02/01/2029 (A)

     55       55  

Ladder Capital Finance Holdings LLLP

               

4.750%, 06/15/2029 (A)

     155       143  

4.250%, 02/01/2027 (A)

     195       185  

LD Holdings Group

               

6.125%, 04/01/2028 (A)

     235       176  

Midcap Financial Issuer Trust

               

6.500%, 05/01/2028 (A)

     210       199  

5.625%, 01/15/2030 (A)

     155       134  

Navient

               

5.500%, 03/15/2029

    60       55  

Navient MTN

               

5.625%, 08/01/2033

    130       104  

OneMain Finance

               

7.500%, 05/15/2031

    65       66  

3.875%, 09/15/2028

    305       273  

PennyMac Financial Services

               

5.750%, 09/15/2031 (A)

     285       267  

4.250%, 02/15/2029 (A)

     150       136  

Sabre GLBL

               

11.250%, 12/15/2027 (A)

     169       164  

Starwood Property Trust

               

3.625%, 07/15/2026 (A)

     220       207  
                 
              5,377  
                 

Health Care — 2.9%

        

Akumin

               

9.000%, 08/01/2027 (A)

     425       351  

8.000%, 08/01/2028 (A)(B)

     155       119  

CHS

               

10.875%, 01/15/2032 (A)

     900       937  

DaVita

               

3.750%, 02/15/2031 (A)

     150       128  

Embecta

               

6.750%, 02/15/2030 (A)

     235       204  

5.000%, 02/15/2030 (A)

     70       58  

Emergent BioSolutions

               

3.875%, 08/15/2028 (A)

     952       619  

Endo

               

9.500%, 12/31/2049 (D)

     194       –  

6.125%, 12/31/2049 (D)

     165       –  

6.000%, 12/31/2049 (D)

     193       6  

5.875%, 12/31/2049

    85       –  

0.000%, 04/01/2027 (D)(F)

     85       –  

Envision Healthcare Corp

               

8.750%, 10/15/2026 (B)(D)

     145       –  

Global Medical Response

               

10.000%, 10/31/2028 (A)

     824       804  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

LifePoint Health

               

10.000%, 06/01/2032 (A)

   $ 1,313     $ 1,342  

Medline Borrower

               

3.875%, 04/01/2029 (A)

     130       120  

Molina Healthcare

               

4.375%, 06/15/2028 (A)

     175       165  

3.875%, 11/15/2030 (A)

     60       53  

Radiology Partners

               

9.781%, 02/15/2030 (A)

     322       257  

7.775%, 01/31/2029 (A)

     519       487  

Select Medical

               

6.250%, 08/15/2026 (A)

     1,966       1,976  

Team Health Holdings

               

13.500%, 06/30/2028 (A)

     127       141  

6.375%, 02/01/2025 (A)

     155       148  

Tenet Healthcare

               

6.750%, 05/15/2031

    15       15  

6.125%, 06/15/2030

    90       89  

4.375%, 01/15/2030

    170       158  
                 
              8,177  
                 

Industrials — 4.6%

        

Allied Universal Holdco

               

9.750%, 07/15/2027 (A)

     1,283       1,275  

7.875%, 02/15/2031 (A)

     266       267  

6.000%, 06/01/2029 (A)

     409       358  

American Airlines Group

               

3.750%, 03/01/2025 (A)

     662       651  

Artera Services

               

8.500%, 02/15/2031 (A)

     874       900  

Builders FirstSource

               

4.250%, 02/01/2032 (A)

     140       124  

Cargo Aircraft Management

               

4.750%, 02/01/2028 (A)

     111       103  

Cimpress

               

7.000%, 06/15/2026

    474       474  

Delta Air Lines

               

7.000%, 05/01/2025 (A)

     1,388       1,399  

Garda World Security

               

9.500%, 11/01/2027 (A)

     971       975  

6.000%, 06/01/2029 (A)

     274       250  

GFL Environmental

               

3.750%, 08/01/2025 (A)

     155       153  

3.500%, 09/01/2028 (A)

     169       156  

Icahn Enterprises

               

9.000%, 06/15/2030 (A)

     150       149  

JELD-WEN

               

4.625%, 12/15/2025 (A)

     728       715  

Miter Brands Acquisition Holdco

               

6.750%, 04/01/2032 (A)

     160       161  

Park-Ohio Industries

               

6.625%, 04/15/2027

    644       620  

 

 

 

186

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Pitney Bowes

               

7.250%, 03/15/2029 (A)

   $ 185     $ 166  

6.875%, 03/15/2027 (A)

     125       118  

TransDigm

               

7.125%, 12/01/2031 (A)

     903       930  

6.375%, 03/01/2029 (A)

     156       157  

Uber Technologies

               

8.000%, 11/01/2026 (A)

     1,332       1,344  

United Airlines

               

4.625%, 04/15/2029 (A)

     150       140  

United Rentals North America

               

4.000%, 07/15/2030

    150       136  

Waste Pro USA

               

5.500%, 02/15/2026 (A)

     713       703  

Wrangler Holdco

               

6.625%, 04/01/2032 (A)

     379       377  
                 
              12,801  
                 

Information Technology — 1.7%

        

Banff Merger Sub

               

8.375%, 09/01/2026

  EUR 752       804  

CDW

               

4.125%, 05/01/2025

  $ 209       205  

Cloud Software Group, Strike Price Fixed

               

8.250%, 06/30/2032 (A)

     1,342       1,368  

6.500%, 03/31/2029 (A)

     397       381  

Coherent

               

5.000%, 12/15/2029 (A)

     145       137  

CommScope

               

8.250%, 03/01/2027 (A)

     45       21  

7.125%, 07/01/2028 (A)

     425       175  

6.000%, 03/01/2026 (A)

     150       132  

CommScope Technologies

               

6.000%, 06/15/2025 (A)

     61       50  

5.000%, 03/15/2027 (A)

     35       14  

Rocket Software

               

9.000%, 11/28/2028 (A)

     434       441  

6.500%, 02/15/2029 (A)

     556       485  

Sabre GLBL

               

8.625%, 06/01/2027 (A)

     317       292  

Viasat

               

7.500%, 05/30/2031 (A)

     245       163  

6.500%, 07/15/2028 (A)

     85       64  
                 
              4,732  
                 

Materials — 1.3%

        

Axalta Coating Systems

               

3.375%, 02/15/2029 (A)

     150       134  

Baffinland Iron Mines

               

8.750%, 07/15/2026 (A)

     585       527  

Cleveland-Cliffs Inc

               

7.000%, 03/15/2032 (A)

     145       143  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Clydesdale Acquisition Holdings

               

8.750%, 04/15/2030 (A)

   $ 436     $ 427  

Cornerstone Chemical

               

10.250%, 09/01/2027 (A)(B)(C)(D)

     56       56  

15.000%, 12/06/2028 (D)

     487       487  

Domtar

               

6.750%, 10/01/2028 (A)

     360       321  

First Quantum Minerals

               

9.375%, 03/01/2029 (A)

     50       52  

8.625%, 06/01/2031 (A)

     150       150  

Innophos Holdings

               

9.375%, 02/15/2028 (A)

     355       302  

Iris Holdings

               

8.750%, 02/15/2026 (A)

     5       4  

Mountain Province Diamonds

               

9.000%, 12/15/2025 (A)(C)(D)

     223       218  

Northwest Acquisitions ULC

               

7.125%, 11/01/2022 (A)(B)(D)

     460       –  

Rain Carbon

               

12.250%, 09/01/2029 (A)

     280       301  

Rain CII Carbon

               

7.250%, 04/01/2025 (A)

     6       6  

Tacora Resources

               

13.000%, 07/03/2024 (A)(B)(C)(D)

     23       24  

8.250%, 05/15/2026 (A)(B)(C)

     175       86  

Tronox

               

4.625%, 03/15/2029 (A)

     355       320  
                 
              3,558  
                 

Real Estate — 0.7%

        

Diversified Healthcare Trust

               

4.750%, 02/15/2028

    100       82  

4.375%, 03/01/2031

    715       521  

Service Properties Trust

               

5.500%, 12/15/2027

    255       237  

4.375%, 02/15/2030

    95       67  

3.950%, 01/15/2028

    40       34  

VICI Properties

               

4.625%, 06/15/2025 (A)

     641       632  

3.500%, 02/15/2025 (A)

     454       448  
                 
              2,021  
                 

Utilities — 1.3%

        

Vistra Operations

               

5.625%, 02/15/2027 (A)

     90       88  

5.500%, 09/01/2026 (A)

     55       54  

5.125%, 05/13/2025 (A)

     536       533  

3.550%, 07/15/2024 (A)

     2,941       2,938  
                 
              3,613  
                 

Total Corporate Obligations

                

(Cost $82,081) ($ Thousands)

             77,132  
                 
                 

 

 

 

SEI Institutional Managed Trust

 

187

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 24.3%
                 

Communication Services — 2.9%

        

AVAYA Inc *(C)(D)

     14,995     $ 98  

Comcast Corp, Cl A

    15,839       620  

Endeavor Group Holdings, Cl A

    47,616       1,287  

ROBLOX Corp, Cl A *

     51,257       1,907  

Snap Inc, Cl A *

     37,359       621  

TKO Group Holdings Inc, Cl A

    31,959       3,451  

Windstream Services *

     11,015       139  
                 
              8,123  

Consumer Discretionary — 3.2%

        

ADT Inc

    12,944       98  

Aquity Holdings Inc *(D)

     3,945       1  

Caesars Entertainment Inc *

     2,534       101  

Dick's Sporting Goods Inc

    4,251       913  

Everi Holdings Inc *

     17,395       146  

Golden Entertainment Inc

    5,445       169  

Guitar Center *(C)(D)

     2,167       263  

Las Vegas Sands Corp

    14,051       622  

Monitronics International *(D)

     443       7  

Penn Entertainment Inc *

     119,155       2,306  

Rent the Runway, Cl A *

     –       —  

RH *

     6,682       1,633  

Sabre Corp *

     133,461       356  

Shake Shack Inc, Cl A *

     16,068       1,446  

VF Corp

    44,404       600  

WeWork Inc (D)

     13,016       154  
                 
              8,815  

Energy — 2.0%

        

Diamondback Energy Inc, Cl A

    12,288       2,460  

Nabors Industries Ltd *

     713       51  

Parker Drilling Co *(D)

     4,414       57  

San Juan Basin Royalty Trust

    187,303       761  

Transocean Ltd *

     397,223       2,125  
                 
              5,454  

Financials — 0.3%

        

Copper Property CTL Pass Through Trust (D)

     16,286       148  

LendingTree Inc *

     3,314       138  

Marqeta Inc, Cl A *

     47,477       260  

New York Community Bancorp Inc

    80,011       258  

Oscar Health Inc, Cl A *

     9,272       147  
                 
              951  

Health Care — 0.5%

        

Carestream Health Holdings Inc *(C)(D)

     5,876       99  

CONMED Corp

    3,344       232  

Endo *

     3,937       109  

Envision Healthcare Corp *

     28,581       297  

GRAIL Inc *

     4,377       67  

Integra LifeSciences Holdings Corp *

     8,410       245  

Iovance Biotherapeutics Inc *

     4,545       36  

Lannett *(C)(D)

     15,243       32  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Pacira BioSciences Inc *

     8,482     $ 243  
                 
              1,360  

Industrials — 0.4%

        

Vestis Corp

    96,662       1,182  
                 
                 

Information Technology — 5.2%

        

Applied Optoelectronics Inc *

     23,425       194  

Bit Digital Inc *

     26,500       84  

Calix Inc *

     25,158       891  

Ciena Corp *

     19,044       918  

Corning Inc, Cl B

    25,598       994  

Dynatrace Inc *

     6,945       311  

Entegris Inc

    16,729       2,265  

Freshworks Inc, Cl A *

     75,348       956  

Infinera Corp *

     168,974       1,029  

Sprinklr Inc, Cl A *

     186,061       1,790  

Terawulf Inc *

     25,600       114  

Unity Software Inc *

     15,353       250  

Vishay Intertechnology Inc

    106,986       2,386  

Workday Inc, Cl A *

     1,382       309  

Zoom Video Communications Inc, Cl A *

     32,673       1,934  
                 
              14,425  

Materials — 6.0%

        

Alcoa Corp

    58,220       2,316  

Arctic Canadian Diamond Company Ltd *(D)

     228       39  

ATI Inc *

     40,818       2,263  

Century Aluminum Co *

     147,152       2,465  

Constellium, Cl A *

     117,340       2,212  

Cornerstone Chemical *(D)

     26,482       500  

Freeport-McMoRan Inc, Cl B

    48,836       2,373  

Libbey Glass Inc. *

     1,227       6  

Materion Corp

    21,835       2,361  

Olin Corp

    45,083       2,126  
                 
              16,661  

Real Estate — 2.5%

        

Healthcare Realty Trust Inc, Cl A ‡

     94,463       1,557  

Kimco Realty Corp ‡

     170,216       3,312  

Park Hotels & Resorts Inc ‡

     146,520       2,195  
                 
              7,064  

Utilities — 1.3%

        

CMS Energy Corp

    20,209       1,203  

Consolidated Edison Inc

    12,917       1,155  

PPL Corp

    44,418       1,228  
                 
              3,586  

Total Common Stock

               

(Cost $65,792) ($ Thousands)

             67,621  
                 

REGISTERED INVESTMENT COMPANIES — 20.8%

Merger Fund , Cl I *

     3,379,483       57,688  

Sprott Physical Uranium Trust *

     18,067       335  

 

 

 

188

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

REGISTERED INVESTMENT COMPANIES (continued)
                 

Total Registered Investment Companies

               

(Cost $55,684) ($ Thousands)

           $ 58,023  
                 
                 
               
   

Face Amount
(Thousands)

          

LOAN PARTICIPATIONS — 4.9%

Acrisure, LLC, Term Loan, 1st Lien

                

8.944%, Syn LIBOR + 3.500%, 02/15/2027 (E)

   $ 193       193  

Arctic Canadian Diamond Company, Ltd, Term Loan, 1st Lien

                

10.000%, 06/30/2026 (D)

     170       170  

Asurion, LLC, Term B-9 Loan, 1st Lien

                

8.708%, 07/31/2027 (E)

     171       168  

Avaya Inc., Initial Term Loan, 1st Lien

                

6.844%, CME Term SOFR + 1.500%, 08/01/2028 (E)(G)

     655       563  

BCP V Everise Acquisition LLC, Term B Loan, 1st Lien

                

11.335%, 12/14/2029 (D)(E)

     320       314  

BL Spencer, Term Loan B, 1st Lien

                

0.000%, 06/25/2031 (F)

     330       329  

Carestream Health, Inc., Term Loan, 1st Lien

                

12.909%, CME Term SOFR + 7.500%, 09/30/2027 (E)

     650       574  

Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien

                

9.609%, CME Term SOFR + 4.000%, 01/29/2027 (E)(G)

     163       100  

Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien

                

9.359%, CME Term SOFR + 3.750%, 01/29/2027 (E)

     197       121  

CMG Media Corporation, 2021 Term B Loan, 1st Lien

                

8.935%, CME Term SOFR + 3.500%, 12/17/2026 (E)

     119       94  

Coopers Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien

                

11.958%, CME Term SOFR + 0.050%, 10/31/2026 (E)

     232       224  

Diamond Sports Group, LLC, Dip Term Loan, 1st Lien

                

10.167%, 12/02/2024

    44       61  

East Valley Tourist Development Authority , Term Loan, 1st Lien

                

12.944%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E)

     153       150  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Envision Healthcare Operating, Inc., Initial Term Loan

                

13.578%, CME Term SOFR + 8.250%, 12/30/2027 (E)

   $ 512     $ 508  

Epic Y-Grade, Term B Loan, 1st Lien

                

11.058%, 06/29/2029

    296       295  

Flynn Canada Ltd. (Flynn America LP), Initial Term Loan, 1st Lien

                

9.958%, 07/31/2028

    188       185  

Global Medical Response Inc., Extended Term Loan, 1st Lien

                

10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D)(E)

     931       900  

Goodnight Water Solutions Holdings, LLC, Initial Term Loan, 1st Lien

                

10.593%, 06/04/2029 (E)

     202       201  

Hubbard Radio, Term Loan B-EXT, 1st Lien

                

0.000%, 09/30/2027 (F)

     222       176  

J.C. Penney Corporation Inc., Term Loan, 1st Lien

                

5.250%, 06/21/2024 (B)(D)(E)

     378       —  

Lannett Takeback Exit Term Loan, 1st Lien

                

2.000%, 06/16/2030 (D)

     93       93  

Libbey Glass LLC, Incremental Term Loan, 1st Lien

                

11.974%, CME Term SOFR + 6.500%, 11/22/2027 (E)

     445       441  

LifeScan Global Corporation, Initial Term Loan, 1st Lien

                

11.926%, CME Term SOFR + 6.500%, 12/31/2026 (E)

     1,778       820  

LifeScan Global Corporation, Initial Term Loan, 2nd Lien

                

14.926%, CME Term SOFR + 9.500%, 03/31/2027 (E)

     85       5  

Mad Engine Term Loan, 1st Lien

                

12.564%, 07/15/2027

    220       166  

Magenta Buyer, LLC, Initial Term Loan, 1st Lien

                

10.591%, CME Term SOFR + 5.000%, 07/27/2028 (E)

     1,175       648  

Matrix Parent, Inc., Initial Term Loan, 1st Lien

                

10.459%, CME Term SOFR + 5.000%, 03/01/2029 (E)

     609       207  

Mavenir Systems, Inc., Initial Term Loan, 1st Lien

                

11.086%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E)

     77       57  

10.348%, CME Term SOFR + 4.750%, 08/18/2028 (E)

     877       651  

Max US Bidco Inc., Initial Term Loan, 1st Lien

                

10.344%, 10/02/2030

    165       156  

 

 

 

SEI Institutional Managed Trust

 

189

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Mountaineer Merger Corp., Initial Term Loan, 1st Lien

                

12.588%, CME Term SOFR + 7.000%, 10/26/2028 (E)

   $ 421     $ 331  

Obra TL, 1st Lien

                

0.000%, 06/21/2029 (D)(F)

     325       315  

Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien

                

8.846%, CME Term SOFR + 3.250%, 03/03/2028 (E)

     161       148  

Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien

                

13.609%, CME Term SOFR + 8.000%, 03/22/2026 (D)(E)

     199       198  

Pixelle Specialty, 1st Lien

                

11.830%, 05/19/2028

    238       201  

Pixelle, 1st Lien

                

7.000%, 06/11/2025

    14       14  

Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien

                

9.328%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E)

     –       —  

Premier Brands Group Holdings LLC, Initial Loan, 1st Lien

                

15.430%, CME Term SOFR + 10.000%, 03/20/2026 (C)(E)

     221       189  

Procera Networks, Inc., Initial Term Loan, 1st Lien

                

10.153%, CME Term SOFR + 4.500%, 10/31/2025 (D)(E)

     474       66  

Quest Software US Holdings Inc., Initial Term Loan, 1st Lien

                

9.730%, CME Term SOFR + 4.250%, 02/01/2029 (E)

     407       301  

Radiology Partners, Inc., Term B Loan, 1st Lien

                

9.088%, CME Term SOFR + 3.500%, 01/31/2029 (E)(G)

     144       136  

Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 12/17/2027 (E)

     85       76  

Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 12/17/2027 (E)

     133       119  

Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien

                

9.694%, CME Term SOFR + 4.250%, 06/30/2028 (E)

     230       207  

SS&C Technologies Holdings, Inc., Term B-8 Loan, 1st Lien

                

7.344%, 05/09/2031 (E)

     171       171  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

SWF Holdings I Corp., Initial Term Loan, 1st Lien

                

9.458%, CME Term SOFR + 4.000%, 10/06/2028 (E)

   $ 139     $ 118  

Syniverse Holdings, LLC, Initial Term Loan, 1st Lien

                

12.335%, CME Term SOFR + 7.000%, 05/13/2027 (E)

     120       117  

Team Health Holdings, Inc., Extended Term Loan, 1st Lien

                

10.580%, CME Term SOFR + 5.250%, 03/02/2027 (E)(G)

     925       859  

Tenneco Inc., Term B Loan, 1st Lien

                

10.426%, 11/17/2028 (E)

     268       257  

Upstream Newco, Inc., August 2021 Incremental Term Loan, 1st Lien

                

9.841%, 11/20/2026

    20       18  

WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien

                

14.679%, CME Term SOFR + 9.250%, 06/30/2028 (E)

     269       273  

Wellful Inc., Initial Term Loan, 1st Lien

                

11.708%, CME Term SOFR + 6.250%, 04/21/2027 (E)(G)

     570       357  

WW International, Inc, Initial Term Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 04/13/2028 (E)

     80       30  

Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien

                

9.571%, CME Term SOFR + 4.000%, 10/02/2028 (B)(E)

     843       128  

Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien

                

8.458%, CME Term SOFR + 3.000%, 03/09/2027 (E)

     409       355  
                 
                 

Total Loan Participations

                

(Cost $16,061) ($ Thousands)

             13,554  
                 
                 
   


Shares

          

FOREIGN COMMON STOCK — 4.3%
                 

Australia — 1.0%

        

Burgundy Diamond Mines Ltd *(C)

     450,932       54  

Lynas Rare Earths *

     218,303       865  

South32 Ltd

    749,498       1,832  
                 
              2,751  
                 

Belgium — 0.2%

        

X-Fab Silicon Foundries *

     95,718       613  
                 
                 
                 

 

 

 

190

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Canada — 2.2%

        

Air Canada, Cl A *

     9,047     $ 118  

Greenfire Resources *

     13,725       93  

Greenfire Resources Restricted *(C)

     13,407       91  

Hudbay Minerals

    268,307       2,428  

NexGen Energy *

     143,981       1,005  

West Fraser Timber Co Ltd, Cl O

    31,022       2,382  
                 
              6,117  
                 

Monaco — 0.9%

        

Scorpio Tankers Inc

    29,603       2,406  
                 
                 
                 

Norway — 0.0%

        

OKEA

    65,649       149  
                 
                 
                 

Total Foreign Common Stock

               

(Cost $12,379) ($ Thousands)

             12,036  
               
   

Face Amount
(Thousands)

          

U.S. TREASURY OBLIGATIONS — 0.5%

U.S. Treasury Bill

               

5.301%, 09/26/2024 (H)

   $ 1,000       987  

U.S. Treasury Notes

               

4.500%, 05/31/2029

    428       431  
         

Total U.S. Treasury Obligations

        

(Cost $1,416) ($ Thousands)

     1,418  
                 
                 
                 

MORTGAGE-BACKED SECURITIES — 0.2%

Non-Agency Mortgage-Backed Obligations — 0.2%

        

BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D

                

9.666%, TSFR1M + 4.337%, 06/15/2027(A)(E)

     245       246  

STWD, Ser 2021-FL2, Cl D

                

8.246%, TSFR1M + 2.914%, 04/18/2038(A)(E)

     100       91  

STWD, Ser 2021-FL2, Cl E

                

8.996%, TSFR1M + 3.664%, 04/18/2038(A)(E)

     100       89  

TRTX, Ser 2021-FL4, Cl D

                

9.043%, TSFR1M + 3.714%, 03/15/2038(A)(E)

     100       92  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

TRTX, Ser 2021-FL4, Cl E

                

9.793%, TSFR1M + 4.464%, 03/15/2038(A)(E)

   $ 100     $ 91  
                 
                 
              609  

Total Mortgage-Backed Securities

                

(Cost $644) ($ Thousands)

             609  
                 
                 
                 

CONVERTIBLE BONDS — 0.2%

Authentic Brands

                

5.000%, 09/01/2029(C)(D)

     32       32  

Liberty Interactive

                

4.000%, 11/15/2029

     89       30  

3.750%, 02/15/2030

     578       197  

North Sea Natural Resources

                

0.000%, 01/23/2028(D)(F)

     94       9  

0.000%, 01/23/2028(D)(F)

     15       2  

0.000%, 01/23/2028(D)(F)

     7       1  

Silver Airways LLC

                

15.000%, 12/31/2027(D)

     762       307  
                 

Total Convertible Bonds

                

(Cost $1,191) ($ Thousands)

             578  
                 
                 
   


Shares

          

PREFERRED STOCK — 0.2%
                 

Consumer Discretionary — 0.0%

        

Guitar Center *(C)(D)(F)

     39       4  
                 
                 

Information Technology — 0.2%

        

Syniverse *(C)(D)(F)

     560,381       543  
                 
                 

Total Preferred Stock

               

(Cost $555) ($ Thousands)

             547  
                 
      Number of
Warrants		          

WARRANTS — 0.0%

Greenfire RES, Expires 09/20/2028

                

Strike Price $– *

     1,088       2  

Guitar Center, Expires 12/22/2070

                

Strike Price $100.00 *(C)(D)

     574       31  

Guitar Center, Expires 12/22/2070

                

Strike Price $160.00 *(C)(D)

     574       17  

Silver Airways LLC

                

Strike Price $– *‡‡(D)

     –       –  

Tacora Resources

                

Strike Price $– *‡‡(C)(D)

     614,882       –  
                 
                 

Total Warrants

                

(Cost $52) ($ Thousands)

             50  
                 
                 

 

 

 

SEI Institutional Managed Trust

 

191

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

CASH EQUIVALENTS — 10.8%

Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class

                

5.140%**

     948,046     $ 948  

SEI Daily Income Trust, Government Fund, Institutional Class

                

5.160%**†

     29,101,054       29,101  
                 

Total Cash Equivalents

                

(Cost $30,049) ($ Thousands)

             30,049  
                 

PURCHASED OPTIONS — 0.0%

Total Purchased Options

               

(Cost $52) ($ Thousands)

             14  
                 

Total Investments in Securities — 93.9%

                

(Cost $265,956) ($ Thousands)

  $ 261,631  
                 
                 
                 
                 

COMMON STOCK SOLD SHORT— (7.4)%

Communication Services — (0.8)%

        

Alphabet Inc, Cl A

    (1,659 )     (302 )

Meta Platforms Inc, Cl A

    (909 )     (459 )

Pinterest Inc, Cl A *

     (10,456 )     (461 )

Yelp Inc, Cl A *

     (24,471 )     (904 )
                 
                 
              (2,126 )
                 

Consumer Discretionary — (1.5)%

        

Brinker International Inc *

     (8,263 )     (598 )

Caleres Inc

    (26,131 )     (878 )

Cheesecake Factory Inc/The

    (7,606 )     (299 )

iRobot *

     (73,448 )     (669 )

McDonald's Corp

    (2,830 )     (721 )

Red Rock Resorts Inc, Cl A

    (8,435 )     (464 )

Ulta Beauty Inc *

     (1,594 )     (615 )
                 
                 
              (4,244 )
                 

Consumer Staples — (0.1)%

        

Nu Skin Enterprises Inc, Cl A

    (39,149 )     (413 )
                 
                 
                 
                 

Energy — (0.2)%

        

Exxon Mobil Corp

    (2,677 )     (308 )

Range Resources Corp

    (8,585 )     (288 )
                 
                 
              (596 )
                 

Financials — (1.9)%

        

Affirm Holdings Inc, Cl A *

     (30,701 )     (927 )

Bank of America Corp

    (15,956 )     (635 )

Capital One Financial Corp

    (2,124 )     (294 )

Evercore Inc, Cl A

    (2,317 )     (483 )

Goldman Sachs Group Inc/The

    (1,364 )     (617 )

Pinnacle Financial Partners Inc

    (5,557 )     (445 )

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Runway Growth Finance

    (51,435 )   $ (605 )

Synchrony Financial

    (6,630 )     (313 )

TriplePoint Venture Growth BDC

    (74,879 )     (601 )

Upstart Holdings Inc *

     (16,384 )     (386 )
                 
                 
              (5,306 )
                 

Industrials — (1.7)%

        

ArcBest Corp

    (5,572 )     (597 )

Armstrong World Industries Inc

    (1,340 )     (152 )

Caterpillar Inc, Cl A

    (2,322 )     (773 )

Cintas Corp

    (432 )     (303 )

Expeditors International of Washington Inc

    (7,013 )     (875 )

Matson Inc

    (7,213 )     (945 )

Plug Power Inc *

     (87,242 )     (203 )

Terex Corp

    (2,595 )     (142 )

United Rentals Inc

    (1,195 )     (773 )
                 
                 
              (4,763 )
                 

Information Technology — (0.3)%

        

Xerox Holdings Corp

    (64,330 )     (747 )
                 
                 
                 
                 

Materials — (0.4)%

        

Nucor Corp

    (1,815 )     (287 )

PureCycle Technologies *

     (66,396 )     (393 )

Steel Dynamics Inc

    (2,377 )     (308 )
                 
                 
              (988 )
                 

Real Estate — (0.5)%

        

Lamar Advertising Co, Cl A

    (11,164 )     (1,334 )
                 
                 
                 
                 

Total Common Stock Sold Short

                

(Proceeds $20,194) ($ Thousands)

             (20,517 )
                 
                 
               
   

Face Amount
(Thousands)

          

CORPORATE OBLIGATIONS SOLD SHORT — (3.5)%

Communication Services — (0.3)%

        

CCO Holdings

                

6.375%, 09/01/2029 (A)

   $ (200 )     (190 )

5.000%, 02/01/2028 (A)

     (304 )     (284 )

4.750%, 03/01/2030 (A)

     (300 )     (260 )
              (734 )

Consumer Discretionary — (0.8)%

        

Caesars Entertainment

                

4.625%, 10/15/2029 (A)

     (810 )     (743 )

Dana

                

5.625%, 06/15/2028

    (335 )     (325 )

Hanesbrands

                

9.000%, 02/15/2031 (A)

     (575 )     (602 )

 

 

 

192

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS SOLD SHORT (continued)

Newell Brands

                

6.625%, 09/15/2029

  $ (155 )   $ (152 )

6.375%, 09/15/2027

    (155 )     (153 )

Tempur Sealy International

                

4.000%, 04/15/2029 (A)

     (245 )     (221 )

3.875%, 10/15/2031 (A)

     (115 )     (96 )
              (2,292 )

Energy — (0.1)%

        

Nabors Industries

                

9.125%, 01/31/2030 (A)

     (294 )     (305 )
                 

Health Care — (0.2)%

        

Fortrea Holdings

                

7.500%, 07/01/2030 (A)

     (568 )     (564 )
                 

Industrials — (1.1)%

        

3M MTN

                

3.375%, 03/01/2029

    (479 )     (444 )

ACCO Brands

                

4.250%, 03/15/2029 (A)

     (355 )     (318 )

Alta Equipment Group

                

9.000%, 06/01/2029 (A)

     (415 )     (385 )

CoreLogic

                

4.500%, 05/01/2028 (A)

     (345 )     (313 )

Husky Injection Molding Systems

                

9.000%, 02/15/2029 (A)

     (470 )     (487 )

Madison IAQ

                

5.875%, 06/30/2029 (A)

     (200 )     (186 )

4.125%, 06/30/2028 (A)

     (202 )     (188 )

Rand Parent

                

8.500%, 02/15/2030 (A)

     (205 )     (208 )

Windsor Holdings III

                

8.500%, 06/15/2030 (A)

     (604 )     (630 )
              (3,159 )

Materials — (0.6)%

        

Compass Minerals International

                

6.750%, 12/01/2027 (A)

     (549 )     (525 )

SCIH Salt Holdings

                

6.625%, 05/01/2029 (A)

     (305 )     (286 )

4.875%, 05/01/2028 (A)

     (570 )     (530 )

Scotts Miracle-Gro

                

4.500%, 10/15/2029

    (378 )     (345 )
              (1,686 )

Real Estate — (0.4)%

        

Service Properties Trust

                

8.375%, 06/15/2029

    (770 )     (757 )

4.950%, 02/15/2027

    (210 )     (191 )
              (948 )

Total Corporate Obligations Sold Short

                

(Proceeds $9,584) ($ Thousands)

             (9,688 )
                 
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK SOLD SHORT— (1.0)%

Germany — (0.4)%

        

Demant *

     (24,004 )   $ (1,053 )
                 
                 
                 
                 

Switzerland — (0.5)%

        

Logitech International

    (13,023 )     (1,262 )

On Holding, Cl A *

     (7,819 )     (303 )
                 
                 
              (1,565 )
                 

Thailand — (0.1)%

        

Fabrinet *

     (1,247 )     (306 )
                 
                 
                 
                 

Total Foreign Common Stock Sold Short

                

(Proceeds $2,521) ($ Thousands)

             (2,924 )
                 
                 
                 

REGISTERED INVESTMENT COMPANIES — (0.9)%

iShares Russell 2000 ETF

    (5,988 )     (1,215 )

SPDR S&P 500 ETF Trust

    (2,279 )     (1,240 )
                 

Total Registered Investment Companies

               

(Proceeds $2,438) ($ Thousands)

             (2,455 )
                 
                 
   

Face Amount
(Thousands)

          

U.S. TREASURY OBLIGATION SOLD SHORT — (0.5)%

U.S. Treasury Notes

                

4.500%, 05/31/2029

  $ (1,392 )     (1,401 )
                 

Total U.S. Treasury Obligation Sold Short

                

(Proceeds $1,393) ($ Thousands)

     (1,401 )
                 
                 

Total Investments Sold Short — (13.3)%

                

(Proceeds $36,130) ($ Thousands)

  $ (36,985 )
                 
                 

WRITTEN OPTIONS — (0.0)%

Total Written Options

               

(Premiums Received $14) ($ Thousands)

           $ (2 )
                 
                 

 

 

 

SEI Institutional Managed Trust

 

193

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Continued)

 

 

A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows:
 

Description

  

Number of Contracts

    

Notional Amount
(Thousands)

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED OPTIONS — 0.0%

                                

Put Options

                                

New Fortress Energy Inc

     38     $ 83     $ 21.00       7/20/2024     $ 3  

New Fortress Energy Inc

     33       73       19.00       8/17/2024       3  

New Fortress Energy Inc

     24       53       18.00       8/17/2024       2  

S&P 500 Index

     3       1,638       5,000.00       8/17/2024       3  

S&P 500 Index

     3       1,638       5,050.00       7/20/2024       1  

Tesla Inc

     25       495       110.00       10/19/2024       2  

Tesla Inc

     8       158       135.00       8/17/2024       –  
                                         
                                         
                                         

Total Purchased Options

           $ 4,138                     $ 14  

WRITTEN OPTIONS — 0.0%

                                

Put Options

                                        

S&P 500 Index

     (3)     $ (1,638 )     4,750.00       07/20/2024     $ –  

S&P 500 Index

     (3)       (1,638 )     4,700.00       08/17/2024       (1 )

Tesla Inc

     (8)       (158 )     95.00       08/17/2024       –  

Tesla Inc

     (25)       (495 )     80.00       10/19/2024       (1 )
                                         
                                         
                                         

Total Written Options

           $ (3,929 )                   $ (2 )
                                         
                                         

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     07/25/24       EUR       101       USD       109     $ 1  

Barclays PLC

     07/25/24       GBP       105       USD       131       (1 )

Barclays PLC

     07/25/24       USD       109       EUR       101       —  

Barclays PLC

     07/25/24       USD       134       GBP       105       (1 )

Barclays PLC

     09/12/24       AUD       138       USD       91       (1 )

BNYMellon

     09/18/24       USD       43       CAD       58       —  

BNYMellon

     09/18/24       CAD       216       USD       158       —  

BNYMellon

     09/18/24       EUR       764       USD       831       8  
                                            $ 6  

 

A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, 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)

  

CDX.HY.42 500

     5.00%       Quarterly       06/20/2029     $ 930     $ (59 )   $ (61 )   $ 2  

CDX.IG.42 100

     1.00%       Quarterly       06/20/2029       13,863       (286 )     (286 )     –  

CDX.IG.42 100

     1.00%       Quarterly       06/20/2029       1,392       (29 )     (30 )     1  

CDX.IG.42 100

     1.00%       Quarterly       06/20/2029       1,130       (23 )     (25 )     2  

TOL 100

     1.00%       Quarterly       06/20/2029       651       (2 )     (1 )     (1 )

TOL 100

     1.00%       Quarterly       06/20/2029       326       (1 )     –       (1 )

TOL 100

     1.00%       Quarterly       06/20/2029       656       (3 )     (1 )     (2 )
                                    $ (403 )   $ (404 )   $ 1  

 

 

 

194

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Strategy Alternative Fund (Concluded)

 

 

Percentages are based on Net Assets of $278,727 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2024.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

†

Investment in Affiliated Security.

(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 June 30, 2024, the value of these securities amounted to $60,474 ($ Thousands), representing 21.7% 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 June 30, 2024 was $1,860 ($ Thousands) and represented 0.7% 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)

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.

(F)

No interest rate available.

(G)

Unsettled bank loan. Interest rate may not be available.

(H)

Interest rate represents the security's effective yield at the time of purchase.

 

 
 

 

The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
 

Security Description

  

Value
9/30/2023

    

Purchases
at Cost

    

Proceeds
from Sales

    

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value
6/30/2024

    

Income

    

Capital Gains

  

SEI Daily Income Trust, Government Fund,
Institutional Class

   $ 92,197     $ 344,118     $ (407,214 )   $ —     $ —     $ 29,101     $ 2,167     $ —  

 

                                                                

 

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

 

A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2024, is as follows:
 

Description

  

Face Amount ($ Thousands)/ Shares/ Number of Warrants

    

Acquisition Date

    

Cost ($ Thousands)

    

Market Value
($ Thousands)

  

Corporate Obligations

                                

Audacy Capital

   $ 335       3/12/2021     $ 236     $ 12  

Audacy Capital

     220       4/24/2019       140       7  

Chesapeake Energy Corp

     170       2/12/2021       –       4  

Cornerstone Chemical

     56       3/15/2023       58       56  

Mountain Province Diamonds

     223       12/16/2022       219       218  

Tacora Resources

     23       5/24/2023       23       24  

Tacora Resources

     175       5/7/2021       188       86  

Common Stock

                                

AVAYA Inc

     14,995       5/5/2023       224       98  

Carestream Health Holdings Inc

     5,876       9/30/2022       113       99  

Guitar Center

     2,167       1/8/2021       275       263  

Lannett

     15,243       7/6/2023       9       32  

Loan Participations

                                

Premier Brands Group Holdings LLC, Initial Loan, 1st Lien

     221       3/21/2019       199       189  

Foreign Common Stock

                                

Burgundy Diamond Mines Ltd

     450,932       7/21/2023       75       54  

Greenfire Resources Restricted

     13,407       9/21/2023       135       91  

Convertible Bond

                                

Authentic Brands

     32       9/21/2023       1       32  

Preferred Stock

                                

Guitar Center

     39       1/8/2021       4       4  

Syniverse

     560,381       5/13/2022       551       543  

Warrant

                                

Guitar Center

     1,148       1/8/2021       52       48  

Tacora Resources

     614,882       5/24/2023       –       –  
                    $ 2,502     $ 1,860  

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

195

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Liquid Alternative Fund

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     267       Dec-2025     $ 64,170     $ 64,100     $ (70 )

AUD USD Currency

     182       Sep-2024       12,134       12,163       29  

CAD Currency

     126       Sep-2024       9,212       9,223       11  

Euro FX

     171       Sep-2024       23,044       22,983       (61 )

MSCI EAFE Index

     327       Sep-2024       38,195       38,312       117  

MSCI Emerging Markets

     342       Sep-2024       18,470       18,608       138  

NASDAQ 100 Index E-MINI

     35       Sep-2024       13,936       13,948       12  

Russell 2000 Index E-MINI

     59       Sep-2024       5,976       6,091       115  

S&P Mid Cap 400 Index E-MINI

     36       Sep-2024       10,531       10,649       118  

U.S. Dollar Index

     446       Sep-2024       46,481       47,073       592  
                      242,149       243,150       1,001  

Short Contracts

                                        

Japanese Yen

     (640)       Sep-2024     $ (51,687 )   $ (50,340 )   $ 1,347  

S&P 500 Index E-MINI

     (46)       Sep-2024       (12,760 )     (12,699 )     61  

U.S. 10-Year Treasury Note

     (344)       Sep-2024       (37,397 )     (37,834 )     (437 )

U.S. Long Treasury Bond

     (389)       Sep-2024       (45,137 )     (46,024 )     (887 )
                      (146,981 )     (146,897 )     84  
                    $ 95,168     $ 96,253     $ 1,085  

 

Percentages are based on Net Assets of $208,447 ($ Thousands).

 

See “Glossary” for abbreviations.

 

 

196

 

SEI Institutional Managed Trust

 

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS — 48.3%

U.S. Treasury Bills

               

5.303%, 11/14/2024 ^(A)

   $ 136,194     $ 133,540  

5.300%, 08/15/2024 ^(A)

     68,325       67,877  

5.293%, 09/12/2024 ^(A)

     35,000       34,628  

5.278%, 12/12/2024 ^(A)

     2,919       2,851  

5.277%, 12/26/2024 ^(A)

     27,021       26,338  

5.267%, 09/19/2024 (A)

     80,000       79,073  

5.256%, 10/10/2024 ^(A)

     22,045       21,724  

5.177%, 08/08/2024 ^(A)

     53,729       53,432  

0.000%, 12/05/2024 (A)

     90,000       87,984  

U.S. Treasury Inflation Protected Securities

               

2.375%, 10/15/2028

    9,827       9,956  

2.125%, 04/15/2029

    5,373       5,379  

1.750%, 01/15/2034

    7,854       7,621  

1.375%, 07/15/2033

    11,047       10,431  

1.375%, 02/15/2044

    673       576  

1.250%, 04/15/2028

    12,649       12,216  

1.125%, 01/15/2033

    6,316       5,843  

1.000%, 02/15/2046

    1,191       929  

1.000%, 02/15/2049

    3,738       2,838  

0.750%, 07/15/2028

    4,372       4,154  

0.750%, 02/15/2045

    999       748  

0.625%, 07/15/2032

    11,979       10,740  

0.625%, 02/15/2043

    682       512  

0.500%, 01/15/2028

    2,542       2,396  

0.375%, 07/15/2025

    2,644       2,578  

0.375%, 01/15/2027

    2,596       2,468  

0.250%, 01/15/2025

    662       648  

0.250%, 07/15/2029

    2,452       2,251  

0.250%, 02/15/2050

    366       223  

0.125%, 07/15/2024

    2,641       2,639  

0.125%, 10/15/2025

    2,417       2,337  

0.125%, 04/15/2026

    2,391       2,284  

0.125%, 07/15/2026

    1,308       1,250  

0.125%, 07/15/2030

    11,985       10,723  

0.125%, 01/15/2031

    11,924       10,525  

0.125%, 07/15/2031

    12,518       10,991  

0.125%, 01/15/2032

    13,121       11,359  
         

Total U.S. Treasury Obligations

        

(Cost $647,358) ($ Thousands)

     642,062  
                 
                 
                 

SOVEREIGN DEBT — 11.5%
                 

Deutsche Bundesrepublik Inflation Linked Bond

                

0.500%, 04/15/2030

   EUR 10,871       11,631  

0.100%, 04/15/2026

     2,145       2,242  

0.100%, 04/15/2033

     6,611       6,877  

0.100%, 04/15/2046

     1,535       1,507  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

SOVEREIGN DEBT (continued)

French Republic Government Bond OAT

                

3.400%, 07/25/2029(B)

   EUR 751     $ 892  

1.800%, 07/25/2040(B)

     718       833  

0.700%, 07/25/2030(B)

     3,608       3,816  

0.100%, 03/01/2026(B)

     1,140       1,194  

0.100%, 03/01/2028(B)

     2,397       2,452  

0.100%, 03/01/2029(B)

     18,458       18,945  

0.100%, 07/25/2031(B)

     9,570       9,663  

0.100%, 03/01/2032(B)

     6,746       6,708  

0.100%, 03/01/2036(B)

     8,664       8,207  

0.100%, 07/25/2038(B)

     1,175       1,082  

0.100%, 07/25/2047(B)

     1,422       1,179  

Italy Buoni Poliennali Del Tesoro

                

2.550%, 09/15/2041(B)

     1,077       1,194  

2.350%, 09/15/2024(B)

     1,261       1,351  

2.350%, 09/15/2035(B)

     1,125       1,240  

1.300%, 05/15/2028(B)

     618       652  

1.250%, 09/15/2032(B)

     2,507       2,565  

0.650%, 05/15/2026

     295       309  

0.400%, 05/15/2030(B)

     1,797       1,776  

0.150%, 05/15/2051(B)

     601       388  

Korea International Bond

                

2.750%, 01/19/2027^

   $ 1,000       950  

United Kingdom Gilt Inflation Linked

                

4.125%, 07/22/2030

   GBP 500       2,158  

2.500%, 07/17/2024

     340       1,658  

2.000%, 01/26/2035

     932       2,890  

1.250%, 11/22/2032

     6,738       9,055  

1.250%, 11/22/2055

     1,602       1,969  

0.750%, 11/22/2033

     3,103       3,976  

0.750%, 03/22/2034

     8,123       10,356  

0.250%, 03/22/2052

     1,909       1,785  

0.125%, 03/22/2026

     2,236       2,797  

0.125%, 08/10/2028

     3,861       4,837  

0.125%, 03/22/2029

     6,486       8,079  

0.125%, 08/10/2031

     3,934       4,891  

0.125%, 03/22/2044

     794       802  

0.125%, 03/22/2046

     2,987       2,915  

0.125%, 08/10/2048

     2,802       2,645  

0.125%, 03/22/2058

     4,514       3,853  

0.125%, 11/22/2065

     813       653  

0.125%, 03/22/2068

     771       609  
                 

Total Sovereign Debt

        

(Cost $166,314) ($ Thousands)

     153,581  
                 
                 
   


Shares

          

FOREIGN COMMON STOCK — 3.8%
                 

Australia — 0.1%

        

Ampol Ltd

    3,171       68  

APA Group

    26,821       143  

Aristocrat Leisure Ltd

    3,212       107  

ASX Ltd

    1,383       55  

 

 

 

SEI Institutional Managed Trust

 

197

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Aurizon Holdings Ltd

    21,309     $ 52  

BlueScope Steel Ltd

    3,194       44  

Brambles Ltd

    4,589       44  

Cochlear Ltd

    247       55  

Coles Group Ltd

    12,289       140  

Computershare Ltd

    681       12  

CSL Ltd

    81       16  

Dexus ‡

     7,723       33  

Endeavour Group Ltd/Australia

    7,582       26  

Glencore PLC

    9,290       53  

Goodman Group ‡

     501       12  

Insurance Australia Group Ltd

    20,132       96  

Lottery Corp Ltd/The

    30,312       103  

Origin Energy Ltd

    9,571       69  

Qantas Airways Ltd *

     8,953       35  

Ramsay Health Care Ltd

    2,924       93  

Rio Tinto PLC

    1,750       115  

Santos Ltd

    15,287       78  

Suncorp Group Ltd

    7,008       81  

Telstra Group Ltd, Cl B

    45,924       111  

Vicinity Ltd ‡

     25,145       31  

Washington H Soul Pattinson & Co Ltd

    771       17  

Westpac Banking Corp

    1,983       36  

Woodside Energy Group Ltd

    2,545       48  

Woolworths Group Ltd

    6,248       141  

Xero Ltd *

     943       86  
                 
              2,000  
                 

Austria — 0.1%

        

Erste Group Bank AG

    3,074       146  

OMV AG

    5,000       218  

Verbund AG

    3,687       291  

voestalpine AG

    7,681       207  
                 
              862  
                 

Belgium — 0.1%

        

Ageas SA/NV

    1,537       70  

Anheuser-Busch InBev SA/NV

    1,386       80  

Argenx SE *

     312       137  

D'ieteren Group

    920       195  

Elia Group SA/NV

    2,353       221  

Lotus Bakeries

    4       41  

Syensqo SA

    1,000       90  

UCB SA, Cl A

    1,076       160  

Umicore SA

    2,473       37  
                 
              1,031  
                 

Brazil — 0.0%

        

Yara International ASA

    560       16  
                 
                 
                 

Canada — 0.3%

        

Agnico Eagle Mines Ltd

    1,381       90  

Alimentation Couche-Tard Inc

    481       27  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

AltaGas Ltd

    1,810     $ 41  

ARC Resources Ltd

    6,202       111  

Bank of Nova Scotia/The, Cl C

    1,239       57  

Barrick Gold Corp

    806       13  

Brookfield Asset Management Ltd, Cl A

    336       13  

Brookfield Corp, Cl A

    1,346       56  

Cameco Corp

    2,338       115  

Canadian Natural Resources Ltd

    1,904       68  

Canadian Pacific Kansas City Ltd

    398       31  

Canadian Tire Corp Ltd, Cl A

    894       89  

Canadian Utilities Ltd, Cl A

    4,850       105  

CCL Industries Inc, Cl B

    2,082       109  

CGI Inc, Cl A *

     844       84  

Constellation Software Inc/Canada

    28       81  

Dollarama Inc

    691       63  

Empire Co Ltd, Cl A

    4,984       127  

Enbridge Inc

    4,791       170  

Fairfax Financial Holdings Ltd

    25       28  

First Quantum Minerals Ltd (Canada)

    2,143       28  

FirstService Corp

    514       78  

Franco-Nevada Corp

    892       106  

George Weston Ltd

    427       61  

Hydro One Ltd

    936       27  

iA Financial Corp Inc

    1,313       82  

IGM Financial Inc

    1,781       49  

Imperial Oil Ltd

    2,660       181  

Keyera Corp

    3,731       103  

Kinross Gold Corp

    5,596       47  

Loblaw Cos Ltd

    548       64  

Magna International Inc, Cl A

    1,520       64  

Manulife Financial Corp

    3,345       89  

Metro Inc/CN, Cl A

    956       53  

Northland Power Inc

    5,821       100  

Nutrien Ltd

    1,332       68  

Open Text Corp

    2,952       89  

Parkland Corp

    2,823       79  

Pembina Pipeline Corp, Cl Common Subs. Receipt

    4,545       169  

Quebecor Inc, Cl B

    3,150       67  

RB Global Inc

    674       51  

Royal Bank of Canada

    1,147       122  

Saputo Inc

    4,704       106  

Shopify Inc, Cl A *

     272       18  

Suncor Energy Inc

    5,194       198  

TC Energy Corp

    4,836       183  

Teck Resources Ltd, Cl B

    778       37  

Toronto-Dominion Bank/The

    1,857       102  

Tourmaline Oil Corp

    3,283       149  

Wheaton Precious Metals Corp

    696       37  
                 
              4,085  
                 

China — 0.0%

        

Sands China Ltd *

     36,800       77  

 

 

 

198

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Wilmar International Ltd

    138,500     $ 317  
                 
              394  
                 

Denmark — 0.1%

        

AP Moller - Maersk A/S, Cl A

    13       22  

Carlsberg AS, Cl B

    1,522       183  

Danske Bank A/S

    4,024       120  

DSV A/S

    121       18  

Novo Nordisk A/S, Cl B

    498       72  

Novonesis (Novozymes) B, Cl B

    5,393       330  

Orsted AS *

     4,143       221  

Pandora A/S

    852       129  

Tryg A/S

    2,801       61  
                 
              1,156  
                 

Finland — 0.1%

        

Elisa Oyj

    4,930       226  

Fortum Oyj

    14,020       205  

Kesko Oyj, Cl B

    6,378       112  

Kone Oyj, Cl B

    1,311       65  

Neste Oyj

    6,098       109  

Nokia Oyj

    50,517       193  

Orion Oyj, Cl B

    5,601       239  

Stora Enso Oyj, Cl R

    1,698       23  

UPM-Kymmene Oyj, Cl V

    408       14  

Wartsila OYJ Abp

    4,133       80  
                 
              1,266  
                 

France — 0.2%

        

Accor SA

    1,293       53  

Aeroports de Paris SA, Cl A

    373       45  

Air Liquide SA

    959       166  

Arkema SA

    736       64  

BioMerieux

    1,345       128  

Bollore SE

    12,211       72  

Bouygues SA

    1,360       44  

Capgemini SE

    565       112  

Carrefour SA

    6,251       88  

Cie Generale des Etablissements Michelin SCA

    1,899       74  

Danone SA

    1,033       63  

Dassault Systemes SE

    3,662       139  

Edenred SE

    1,730       73  

Eiffage SA

    687       63  

Engie SA

    13,694       196  

Eurazeo SE

    468       37  

Euronext NV

    536       50  

Gecina SA ‡

     323       30  

Getlink SE

    4,624       77  

Hermes International SCA

    44       101  

Ipsen SA

    736       90  

Kering SA

    119       43  

La Francaise des Jeux SAEM

    1,007       34  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

L'Oreal SA

    44     $ 19  

LVMH Moet Hennessy Louis Vuitton SE

    84       64  

Orange SA

    20,582       206  

Pernod Ricard SA

    584       79  

Publicis Groupe SA

    663       71  

Remy Cointreau SA

    674       56  

Renault SA

    1,557       80  

Sanofi SA

    1,063       102  

Sartorius Stedim Biotech

    359       59  

Sodexo SA

    477       43  

STMicroelectronics NV

    2,074       82  

Teleperformance SE

    223       24  

Thales SA, Cl A

    220       35  

TotalEnergies SE

    5,627       376  

Unibail-Rodamco-Westfield ‡

     187       15  

Veolia Environnement SA

    3,097       93  

Vinci SA

    720       76  

Vivendi SE

    7,724       81  
                 
              3,403  
                 

Germany — 0.2%

        

adidas AG

    198       47  

Allianz SE

    347       96  

BASF SE

    930       45  

Bayerische Motoren Werke AG

    600       57  

Bechtle AG

    2,372       112  

Beiersdorf AG

    1,148       168  

Brenntag SE

    810       55  

Carl Zeiss Meditec AG

    84       6  

Commerzbank AG

    866       13  

Covestro AG *

     333       20  

Deutsche Boerse AG

    198       41  

Deutsche Telekom AG

    6,455       162  

E.ON SE

    15,120       199  

Fresenius Medical Care AG

    725       28  

Heidelberg Materials AG

    141       15  

Henkel AG & Co KGaA

    2,041       161  

Infineon Technologies AG

    2,515       92  

Knorr-Bremse AG

    603       46  

Merck KGaA

    510       85  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    274       137  

Puma SE

    744       34  

QIAGEN NV

    1,194       49  

Rheinmetall AG

    95       48  

RWE AG

    3,800       130  

Scout24 SE

    3,437       262  

Siemens Healthineers AG

    519       30  

Symrise AG, Cl A

    1,058       130  

Vonovia SE

    1,664       47  

Zalando SE *

     1,399       33  
                 
              2,348  
                 

 

 

 

SEI Institutional Managed Trust

 

199

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Hong Kong — 0.1%

        

AIA Group Ltd

    6,600     $ 45  

CK Asset Holdings Ltd

    5,931       22  

CK Hutchison Holdings Ltd

    18,208       87  

CK Infrastructure Holdings Ltd

    18,000       102  

Futu Holdings Ltd ADR *

     279       18  

Galaxy Entertainment Group Ltd

    23,000       107  

HKT Trust & HKT Ltd

    406,000       456  

Hong Kong & China Gas Co Ltd

    187,999       143  

Power Assets Holdings Ltd

    15,974       87  

Sino Land Co Ltd

    28,000       29  

SITC International Holdings Co Ltd

    6,000       16  

Swire Properties Ltd

    18,400       29  

Techtronic Industries Co Ltd

    4,001       46  

WH Group Ltd

    655,829       432  

Wharf Holdings

    25,000       70  
                 
              1,689  
                 

Ireland — 0.0%

        

AIB Group PLC

    21,728       115  

Bank of Ireland Group PLC

    12,097       127  

Kerry Group PLC, Cl A

    2,791       226  

Kingspan Group PLC

    2,219       189  
                 
              657  
                 

Israel — 0.0%

        

Azrieli Group Ltd

    746       44  

Check Point Software Technologies Ltd *

     104       17  

Elbit Systems Ltd

    1,573       275  

ICL Group Ltd

    38,589       166  

Nice Ltd *

     111       19  

Teva Pharmaceutical Industries Ltd ADR *

     16,269       264  

Wix.com Ltd *

     264       42  
                 
              827  
                 

Italy — 0.1%

        

Amplifon SpA

    633       23  

Davide Campari-Milano NV

    21,442       203  

DiaSorin SpA

    130       13  

Eni SpA

    3,134       48  

FinecoBank Banca Fineco SpA

    4,628       69  

Infrastrutture Wireless Italiane SpA

    10,607       111  

Nexi SpA *

     2,656       16  

Poste Italiane SpA

    8,102       103  

Prysmian SpA

    1,571       97  

Recordati Industria Chimica e Farmaceutica SpA

    2,099       110  

Snam SpA

    6,697       30  

Telecom Italia SpA/Milano *

     322,664       77  

Terna - Rete Elettrica Nazionale

    19,352       150  
                 
              1,050  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Japan — 1.0%

        

Advantest Corp

    800     $ 32  

Aeon Co Ltd, Cl H

    5,400       115  

Aisin Corp

    1,500       49  

Ajinomoto Co Inc

    1,000       35  

ANA Holdings Inc

    3,500       65  

Asahi Group Holdings Ltd

    2,400       85  

Astellas Pharma Inc

    8,200       81  

Bandai Namco Holdings Inc

    4,500       88  

Brother Industries Ltd

    9,300       164  

Canon Inc

    5,200       141  

Capcom Co Ltd

    8,200       155  

Central Japan Railway Co

    3,000       65  

Chiba Bank Ltd/The, Cl B

    7,300       65  

Chubu Electric Power Co Inc

    24,700       292  

Chugai Pharmaceutical Co Ltd

    2,500       89  

Concordia Financial Group Ltd

    15,100       89  

Dai Nippon Printing Co Ltd

    3,300       111  

Daifuku Co Ltd

    2,100       39  

Dai-ichi Life Holdings Inc

    2,300       61  

Daiichi Sankyo Co Ltd

    3,800       130  

Daito Trust Construction Co Ltd

    900       93  

Daiwa House Industry Co Ltd

    1,300       33  

Dentsu Group Inc

    7,800       197  

Disco Corp

    100       38  

East Japan Railway Co

    3,600       60  

Eisai Co Ltd

    2,000       82  

ENEOS Holdings Inc

    64,000       329  

Fast Retailing Co Ltd

    2       1  

FUJIFILM Holdings Corp

    6,300       147  

Fujitsu Ltd

    5,000       78  

Hankyu Hanshin Holdings Inc

    3,600       96  

Hitachi Construction Machinery Co Ltd

    1,300       35  

Honda Motor Co Ltd

    6,100       65  

Hoya Corp

    800       93  

Ibiden Co Ltd

    1,500       61  

Idemitsu Kosan Co Ltd

    43,790       284  

Inpex Corp

    17,200       253  

Isuzu Motors

    9,200       122  

Japan Airlines Co Ltd

    5,500       87  

Japan Post Bank Co Ltd

    1,400       13  

Japan Real Estate Investment Corp ‡

     12       38  

Japan Tobacco Inc

    6,700       181  

JFE Holdings Inc

    5,400       78  

Kansai Electric Power Co Inc/The

    15,400       259  

Kao Corp

    2,400       97  

KDDI Corp

    10,000       264  

Kikkoman Corp

    14,600       169  

Kintetsu Group Holdings Co Ltd

    4,000       87  

Kirin Holdings Co Ltd

    8,900       115  

Kobe Bussan Co Ltd

    4,100       91  

Koito Manufacturing Co Ltd

    900       12  

Komatsu Ltd

    1,200       35  

 

 

 

200

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Konami Group Corp

    2,400     $ 173  

Kubota Corp

    3,100       43  

Kyocera Corp

    12,000       138  

Kyowa Kirin Co Ltd

    6,400       109  

Lasertec Corp

    200       45  

LY Corp

    39,800       96  

M3 Inc

    3,400       32  

Marubeni Corp

    2,000       37  

MatsukiyoCocokara & Co

    3,300       47  

Mazda Motor

    7,800       75  

MEIJI Holdings Co Ltd

    4,800       104  

Mitsubishi Chemical Group Corp, Cl B

    11,400       63  

Mitsubishi Heavy Industries

    5,300       57  

Mitsui Fudosan Co Ltd

    7,500       68  

MonotaRO Co Ltd

    3,800       45  

NEC Corp

    900       74  

Nexon Co Ltd

    5,300       98  

Nintendo Co Ltd

    3,040       162  

Nippon Building Fund Inc ‡

     13       46  

Nippon Paint Holdings Co Ltd

    5,400       35  

Nippon Prologis REIT Inc ‡

     40       62  

Nippon Sanso Holdings Corp

    2,600       77  

Nippon Steel Corp

    2,100       44  

Nippon Telegraph & Telephone Corp

    126,300       119  

Nippon Yusen KK

    1,200       35  

Nissan Chemical Corp

    2,400       76  

Nissan Motor Co Ltd

    4,600       16  

Nissin Foods Holdings Co Ltd

    6,000       152  

Nitori Holdings Co Ltd

    600       63  

Nitto Denko

    300       24  

Nomura Holdings Inc

    12,000       69  

Nomura Real Estate Holdings Inc

    700       18  

Nomura Real Estate Master Fund Inc ‡

     44       39  

Nomura Research Institute Ltd

    2,400       67  

NTT Data Group Corp

    5,300       78  

Obic Co Ltd

    500       64  

Olympus Corp

    3,600       58  

Omron Corp, Cl JP

    1,100       38  

Ono Pharmaceutical Co Ltd

    7,100       97  

Oracle Corp Japan

    1,500       104  

Oriental Land Co Ltd/Japan

    3,000       84  

ORIX Corp

    500       11  

Osaka Gas Co Ltd

    21,100       465  

Otsuka Corp

    6,200       119  

Otsuka Holdings Co Ltd

    3,200       135  

Pan Pacific International Holdings Corp

    1,900       44  

Panasonic Holdings Corp

    10,200       84  

Rakuten Group Inc *

     7,600       39  

Renesas Electronics Corp

    1,800       34  

Ricoh Co Ltd

    6,500       56  

Rohm Co Ltd

    3,500       47  

SBI Holdings Inc

    2,400       61  

SCREEN Holdings Co Ltd

    400       36  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

SCSK Corp

    4,600     $ 92  

Secom Co Ltd

    1,100       65  

Seiko Epson Corp

    2,400       37  

Seven & i Holdings Co Ltd

    4,600       56  

SG Holdings Co Ltd

    8,000       74  

Shimadzu Corp

    2,300       58  

Shimano Inc

    400       62  

Shin-Etsu Chemical Co Ltd, Cl A

    1,500       58  

Shionogi & Co Ltd

    2,200       86  

Shiseido Co Ltd

    1,900       54  

Shizuoka Financial Group Inc

    12,000       115  

SoftBank Corp

    18,300       223  

SoftBank Group Corp

    1,200       78  

Sompo Holdings Inc

    600       13  

Sony Group Corp

    800       68  

Subaru Corp

    3,700       78  

SUMCO Corp

    4,600       66  

Sumitomo Metal Mining Co Ltd

    1,000       30  

Suntory Beverage & Food Ltd

    1,600       57  

Sysmex Corp

    3,000       48  

T&D Holdings Inc

    4,600       80  

Taisei Corp

    1,900       70  

Takeda Pharmaceutical Co Ltd

    4,318       112  

TDK Corp

    1,900       117  

Terumo Corp

    5,600       92  

TIS Inc

    3,900       76  

Toho Co Ltd/Tokyo

    4,200       123  

Tokio Marine Holdings Inc

    400       15  

Tokyo Electric Power Co Holdings Inc *

     30,700       165  

Tokyo Gas Co Ltd

    20,400       438  

Tokyu Corp

    7,000       77  

Toray Industries Inc

    10,000       47  

Toyota Industries Corp

    700       59  

Toyota Motor Corp

    400       8  

Trend Micro Inc/Japan

    800       32  

Unicharm Corp

    2,100       67  

West Japan Railway Co

    6,800       127  

Yakult Honsha Co Ltd

    4,200       75  

Yamato Holdings Co Ltd

    4,800       53  

Yaskawa Electric Corp

    1,400       50  

Yokogawa Electric Corp

    3,700       89  

ZOZO Inc

    1,800       45  
                 
              13,041  
                 

Jordan — 0.0%

        

Hikma Pharmaceuticals PLC

    6,315       151  
                 
                 
                 

Luxembourg — 0.0%

        

Eurofins Scientific SE

    1,650       82  
                 
                 
                 

Netherlands — 0.1%

        

ABN AMRO Bank NV GDR

    1,050       17  

Adyen NV *

     10       12  

 

 

 

SEI Institutional Managed Trust

 

201

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Aegon Ltd

    14,434     $ 89  

Akzo Nobel NV

    725       44  

ArcelorMittal SA

    2,187       50  

ASM International NV

    48       37  

ASML Holding NV

    39       40  

BE Semiconductor Industries NV

    181       30  

DSM-Firmenich AG

    490       56  

Heineken NV

    97       10  

ING Groep NV

    949       16  

Koninklijke Ahold Delhaize NV

    1,403       42  

Koninklijke KPN NV

    43,321       166  

Koninklijke Philips NV *

     10,297       260  

OCI NV

    1,649       40  

Prosus NV

    5,442       194  

Randstad NV

    360       16  

Universal Music Group NV

    2,634       79  

Wolters Kluwer NV

    188       31  
                 
              1,229  
                 

New Zealand — 0.1%

        

Auckland International Airport Ltd

    38,429       179  

Fisher & Paykel Healthcare Corp Ltd

    8,480       155  

Mercury NZ Ltd

    14,943       60  

Meridian Energy Ltd

    20,866       80  

Spark New Zealand Ltd

    141,542       359  
                 
              833  
                 

Norway — 0.1%

        

Aker BP ASA

    3,843       98  

Equinor ASA

    6,962       199  

Gjensidige Forsikring ASA

    3,339       60  

Kongsberg Gruppen ASA

    3,303       270  

Mowi ASA

    1,394       23  

Norsk Hydro ASA

    9,750       61  

Orkla ASA

    5,215       43  

Telenor ASA

    13,859       158  
                 
              912  
                 

Portugal — 0.1%

        

EDP - Energias de Portugal SA

    56,709       213  

Galp Energia SGPS SA

    26,968       570  

Jeronimo Martins SGPS SA

    13,817       270  
                 
              1,053  
                 

Singapore — 0.1%

        

CapitaLand Ascendas REIT ‡

     28,900       54  

CapitaLand Investment Ltd/Singapore

    15,100       30  

Genting Singapore Ltd

    255,800       163  

Jardine Matheson Holdings Ltd

    464       16  

Oversea-Chinese Banking Corp Ltd

    4,100       44  

Sea Ltd ADR *

     1,760       126  

Sembcorp Industries Ltd

    70,100       249  

Singapore Exchange Ltd

    7,100       50  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Singapore Technologies Engineering Ltd

    26,600     $ 85  

Singapore Telecommunications Ltd

    84,900       172  
                 
              989  
                 

South Korea — 0.0%

        

Delivery Hero SE, Cl A *

     1,113       26  
                 
                 
                 

Spain — 0.1%

        

Acciona SA

    69       8  

ACS Actividades de Construccion y Servicios SA

    893       39  

Aena SME SA

    179       36  

Amadeus IT Group SA, Cl A

    799       53  

CaixaBank SA

    13,416       71  

Cellnex Telecom SA

    1,288       42  

EDP Renovaveis SA

    11,970       167  

Endesa SA

    1,229       23  

Grifols SA *

     16,406       138  

Iberdrola SA

    1,071       14  

Industria de Diseno Textil SA

    1,828       91  

Repsol SA, Cl A

    25,048       396  

Telefonica SA

    41,335       175  
                 
              1,253  
                 

Sweden — 0.1%

        

Atlas Copco AB, Cl A

    1,380       26  

Boliden AB

    2,335       75  

Epiroc AB, Cl A

    1,094       22  

EQT AB

    941       28  

Essity AB, Cl B

    6,820       175  

Evolution AB

    165       17  

Getinge AB, Cl B

    3,429       58  

Hexagon AB, Cl B

    10,325       117  

Holmen AB, Cl B

    259       10  

Nibe Industrier AB, Cl B

    3,304       14  

Sagax AB, Cl B

    501       13  

Skandinaviska Enskilda Banken AB, Cl A

    5,484       81  

SKF AB, Cl B

    1,337       27  

Svenska Cellulosa AB SCA, Cl B

    1,231       18  

Svenska Handelsbanken AB, Cl A

    7,194       69  

Swedish Orphan Biovitrum AB *

     5,208       139  

Tele2 AB, Cl B

    7,288       73  

Telefonaktiebolaget LM Ericsson, Cl B

    24,467       152  

Telia Co AB

    26,853       72  
                 
              1,186  
                 

Switzerland — 0.3%

        

ABB Ltd

    876       49  

Adecco Group AG

    1,187       39  

Alcon Inc

    637       57  

Avolta AG

    1,679       65  

Bachem Holding AG, Cl B

    604       55  

Baloise Holding AG

    496       87  

 

 

 

202

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Barry Callebaut AG

    104     $ 169  

BKW AG

    3,038       485  

Chocoladefabriken Lindt & Spruengli AG

    1       116  

Cie Financiere Richemont SA, Cl A

    745       116  

Clariant AG

    5,826       92  

Givaudan SA

    26       123  

Holcim AG

    578       51  

Logitech International SA

    2,356       228  

Lonza Group AG

    52       28  

Nestle SA

    1,850       189  

Novartis AG

    1,266       136  

Partners Group Holding AG

    14       18  

Roche Holding AG

    484       148  

Sandoz Group AG

    2,798       101  

Schindler Holding AG

    179       45  

SGS SA

    1,025       91  

SIG Group AG

    4,394       81  

Sika AG

    195       56  

Sonova Holding AG

    126       39  

Straumann Holding AG

    152       19  

Swatch Group AG/The, Cl B

    251       51  

Swiss Life Holding AG

    180       132  

Swiss Prime Site AG

    588       56  

Swisscom AG

    741       417  

Temenos AG

    2,148       148  

UBS Group AG

    1,036       31  

VAT Group AG

    78       44  

Zurich Insurance Group AG

    87       46  
                 
              3,608  
                 

United Kingdom — 0.4%

        

Admiral Group PLC

    334       11  

Antofagasta PLC

    1,413       38  

Associated British Foods PLC

    4,483       140  

AstraZeneca PLC

    1,035       162  

Auto Trader Group PLC

    6,193       63  

BAE Systems PLC

    3,296       55  

Barratt Developments PLC

    6,905       41  

Berkeley Group Holdings PLC

    1,223       71  

BP PLC

    42,110       253  

British American Tobacco PLC

    1,522       47  

BT Group PLC, Cl A

    104,801       186  

Bunzl PLC

    3,000       114  

Burberry Group PLC

    2,683       30  

Centrica PLC

    72,174       123  

Coca-Cola HBC AG

    653       22  

Compass Group PLC

    3,169       87  

DCC PLC

    732       51  

Diageo PLC

    2,888       91  

Endeavour Mining PLC

    3,666       78  

Experian PLC

    1,157       54  

Flutter Entertainment PLC *

     109       20  

GSK PLC

    4,891       95  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Haleon PLC

    10,105     $ 41  

Halma PLC

    6,025       206  

Hargreaves Lansdown PLC

    4,638       66  

Imperial Brands PLC

    5,956       152  

Informa PLC

    8,891       96  

InterContinental Hotels Group PLC

    861       91  

Kingfisher PLC

    15,739       49  

Land Securities Group PLC ‡

     4,420       35  

London Stock Exchange Group PLC

    585       69  

Mondi PLC

    5,292       102  

National Grid PLC

    4,637       52  

NMC Health PLC

    12,179       —  

Pearson PLC

    2,878       36  

Persimmon PLC

    2,512       43  

Phoenix Group Holdings PLC

    7,887       52  

Prudential PLC

    1,980       18  

Reckitt Benckiser Group PLC

    506       27  

RELX PLC

    3,034       140  

Rentokil Initial PLC

    12,011       70  

Rolls-Royce Holdings PLC *

     4,996       29  

Sage Group PLC/The

    14,355       198  

Segro PLC ‡

     3,917       44  

Severn Trent PLC

    3,984       120  

Shell PLC

    10,804       387  

Smith & Nephew PLC

    9,612       119  

Smiths Group PLC

    3,056       66  

Smurfit Kappa Group PLC

    6,239       278  

SSE PLC

    6,499       147  

Taylor Wimpey PLC

    28,947       52  

Tesco PLC

    17,126       66  

United Utilities Group PLC, Cl B

    4,423       55  

Vodafone Group PLC

    157,079       139  

Whitbread PLC

    1,289       48  

WPP PLC

    6,268       57  
                 
              4,982  
                 

Total Foreign Common Stock

               

(Cost $45,705) ($ Thousands)

             50,129  
                 

EXCHANGE TRADED FUND — 1.0%
                 

iShares iBoxx $ Investment Grade Corporate Bond ETF

    130,327       13,961  
                 
                 
                 

Total Exchange Traded Fund

               

(Cost $14,921) ($ Thousands)

             13,961  

 

 

 

SEI Institutional Managed Trust

 

203

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 0.0%
                 

Consumer Discretionary — 0.0%

        

Global-e Online Ltd, Cl E *

     5,075     $ 184  
                 
                 

Information Technology — 0.0%

        

CyberArk Software Ltd *

     138       38  

Monday.com Ltd *

     126       30  
                 
              68  

Total Common Stock

               

(Cost $228) ($ Thousands)

             252  
               
   

Face Amount
(Thousands)

          

CORPORATE OBLIGATION — 0.0%^

Financials — 0.0%

        

Landwirtschaftliche Rentenbank

               

2.000%, 01/13/2025 ^

   $ 250       245  
                 
                 
                 

Total Corporate Obligation

                

(Cost $250) ($ Thousands)

             245  
                 
                 
               
   


Shares

          

PREFERRED STOCK — 0.0%
                 

Consumer Discretionary — 0.0%

        

Porsche Automobil Holding SE (C)

     646       29  
                 
                 

Health Care — 0.0%

        

Sartorius AG (C)

     58       14  
                 
                 

Total Preferred Stock

               

(Cost $61) ($ Thousands)

             43  
                 
      Number of
Rights		          

RIGHTS — 0.0%

Amplifon Spa, Expires 07/12/2024 *

     633       –  

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 — 64.6%

                

(Cost $874,837) ($ Thousands)

  $ 860,273  
                 
                 

 

 

204

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     1,476       Sep-2024     $ 111,711     $ 111,951     $ (176 )

Australian 3-Year Bond

     182       Sep-2024       12,797       12,818       (46 )

Brent Crude^

     18       Jul-2024       1,493       1,530       37  

Brent Crude^

     244       Aug-2024       19,768       20,542       774  

Canadian 10-Year Bond

     372       Sep-2024       32,449       32,642       233  

Canadian 10-Year Bond

     150       Sep-2024       13,237       13,163       (81 )

Coffee C^

     49       Sep-2024       3,943       4,167       224  

Coffee C^

     59       Sep-2024       5,024       5,018       (6 )

Copper^

     68       Sep-2024       8,128       7,465       (663 )

Corn^

     407       Sep-2024       9,456       8,292       (1,164 )

Cotton No. 2^

     119       Dec-2024       4,373       4,326       (47 )

DAX Index

     19       Sep-2024       9,342       9,369       46  

Euro STOXX 50

     334       Sep-2024       17,704       17,633       (47 )

Euro-Bobl

     404       Sep-2024       50,551       50,417       393  

Euro-BTP

     208       Sep-2024       26,168       25,701       (189 )

Euro-Bund 10-Year Bond

     374       Sep-2024       52,900       52,759       335  

Euro-Buxl

     96       Sep-2024       13,354       13,399       185  

Euro-OAT

     135       Sep-2024       18,088       17,814       (113 )

Euro-Schatz

     53       Sep-2024       6,004       6,004       (2 )

Feeder Cattle^

     7       Sep-2024       913       909       (4 )

Feeder Cattle^

     52       Aug-2024       6,548       6,742       194  

FTSE 100 Index

     319       Sep-2024       33,180       33,114       46  

FTSE MIB Index

     79       Sep-2024       14,167       14,150       8  

FTSE Taiwan Index

     72       Jul-2024       5,527       5,554       27  

FTSE/JSE Top 40 Index

     19       Sep-2024       763       767       5  

Gasoline^

     85       Aug-2024       8,655       8,821       166  

Gold^

     12       Dec-2024       2,849       2,863       14  

Gold^

     222       Aug-2024       53,261       51,939       (1,322 )

Hang Seng Index

     145       Jul-2024       16,518       16,372       (148 )

IBEX

     172       Jul-2024       20,327       20,049       (236 )

IFSC Nifty50 Index

     297       Jul-2024       14,133       14,339       206  

Japanese 10-Year Bond

     23       Sep-2024       20,794       20,427       (74 )

Japanese 10-Year Bond

     101       Sep-2024       91,972       89,698       2  

Japanese 10-Year Government Bond E-MINI

     9       Sep-2024       820       799       (1 )

KC HRW Wheat^

     8       Sep-2024       250       234       (16 )

KOSPI 200 Index

     76       Sep-2024       5,107       5,334       223  

Lean Hogs^

     77       Aug-2024       2,815       2,758       (57 )

Live Cattle^

     124       Oct-2024       9,142       9,170       28  

Live Cattle^

     73       Aug-2024       5,114       5,415       301  

LME Copper^

     49       Sep-2024       11,867       11,750       (117 )

LME Lead^

     45       Sep-2024       2,464       2,508       44  

LME Nickel^

     51       Sep-2024       5,990       5,286       (704 )

LME Primary Aluminum^

     299       Sep-2024       19,316       18,864       (452 )

LME Zinc^

     110       Sep-2024       8,208       8,073       (135 )

LME Zinc^

     60       Sep-2024       4,268       4,403       135  

Long Gilt 10-Year Bond

     795       Sep-2024       98,031       98,054       709  

Low Sulphur Gasoil^

     79       Sep-2024       6,100       6,194       94  

Low Sulphur Gasoil^

     106       Aug-2024       8,002       8,310       308  

Natural Gas^

     485       Aug-2024       13,086       12,600       (486 )

Natural Gas^

     41       Jul-2024       1,190       1,066       (124 )

NY Harbor ULSD^

     92       Aug-2024       9,717       9,849       132  

NYMEX Cocoa^

     101       Dec-2024       6,616       6,657       41  

NYMEX Cocoa^

     24       Sep-2024       2,164       1,856       (308 )

OMX Stockholm 30

     644       Jul-2024       15,730       15,676       49  

Platinum^

     3       Apr-2025       47       48       1  

 

 

 

SEI Institutional Managed Trust

 

205

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Russell 2000 Index E-MINI

     214       Sep-2024     $ 22,069     $ 22,096     $ 27  

Russell 2000 Index E-MINI

     159       Sep-2024       16,533       16,417       (116 )

S&P 500 Index E-MINI

     1,190       Sep-2024       327,100       328,529       1,429  

S&P Mid Cap 400 Index E-MINI

     59       Sep-2024       17,530       17,453       (77 )

S&P TSX 60 Index

     77       Sep-2024       14,520       14,749       144  

Silver^

     124       Sep-2024       18,463       18,327       (136 )

Soybean^

     168       Nov-2024       9,911       9,273       (638 )

Soybean Meal^

     313       Dec-2024       11,047       10,501       (546 )

Soybean Oil^

     252       Dec-2024       6,654       6,622       (32 )

SPI 200 Index

     109       Sep-2024       13,852       14,145       112  

Sugar No. 11^

     466       Sep-2024       9,769       10,594       825  

TOPIX Index

     228       Sep-2024       40,405       39,835       407  

U.S. 2-Year Treasury Note

     756       Sep-2024       154,144       154,390       246  

U.S. 5-Year Treasury Note

     1,413       Sep-2024       149,995       150,595       600  

U.S. 10-Year Treasury Note

     1,263       Sep-2024       138,035       138,910       875  

U.S. Long Treasury Bond

     599       Sep-2024       70,402       70,869       467  

U.S. Ultra Long Treasury Bond

     176       Sep-2024       21,961       22,060       99  

Wheat^

     233       Sep-2024       7,480       6,681       (799 )

WTI Crude Oil^

     215       Aug-2024       17,082       17,338       256  

WTI Crude Oil^

     40       Jul-2024       3,123       3,261       138  
                      2,012,216       2,008,303       1,523  

Short Contracts

                                        

AUD Currency

     (224)       Sep-2024     $ (14,848 )   $ (14,970 )   $ (122 )

British Pound

     (248)       Sep-2024       (19,768 )     (19,606 )     162  

CAC40 10 Euro Index

     (78)       Jul-2024       (6,359 )     (6,264 )     87  

CAD Currency

     (294)       Sep-2024       (21,426 )     (21,521 )     (95 )

Copper^

     (4)       Sep-2024       (439 )     (439 )     –  

DAX Index

     (9)       Sep-2024       (4,427 )     (4,438 )     (20 )

Euro FX

     (147)       Sep-2024       (19,830 )     (19,757 )     73  

FTSE KLCI

     (6)       Jul-2024       (101 )     (102 )     (1 )

Gasoline^

     (10)       Jul-2024       (1,038 )     (1,051 )     (13 )

Hang Seng China Enterprises Index

     (5)       Jul-2024       (204 )     (200 )     4  

Japanese Yen

     (216)       Sep-2024       (17,448 )     (16,989 )     459  

LME Nickel^

     (1)       Sep-2024       (104 )     (104 )     –  

Mexican Bolsa Index

     (7)       Sep-2024       (205 )     (205 )     2  

MSCI Singapore Index

     (73)       Jul-2024       (1,691 )     (1,705 )     (13 )

NY Harbor ULSD^

     (6)       Jul-2024       (643 )     (638 )     5  

S&P TSX 60 Index

     (35)       Sep-2024       (6,659 )     (6,704 )     (24 )

SET 50

     (99)       Sep-2024       (437 )     (434 )     3  

SPI 200 Index

     (63)       Sep-2024       (8,048 )     (8,175 )     (49 )

Swiss Franc

     (133)       Sep-2024       (18,736 )     (18,675 )     61  
                      (142,411 )     (141,977 )     519  
                    $ 1,869,805     $ 1,866,326     $ 2,042  

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     08/29/24       GBP       25,400       USD       32,129     $ 11  

BNYMellon

     07/30/24       AUD       2,750       USD       1,830       (7 )

BNYMellon

     07/30/24       CAD       5,580       USD       4,084       3  

Brown Brothers Harriman

     07/30/24       EUR       62       USD       66       —  

Brown Brothers Harriman

     07/30/24       JPY       8,107       USD       51       —  

Citigroup

     09/18/24       USD       1       SGD       2       —  

Citigroup

     09/18/24       USD       174       ILS       649       (1 )

Citigroup

     09/18/24       USD       183       IDR       2,977,778       (1 )

 

 

 

206

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Citigroup

     09/18/24       USD       137       COP       578,223     $ —  

Citigroup

     09/18/24       USD       247       COP       983,861       (13 )

Citigroup

     09/18/24       USD       406       PLN       1,604       (7 )

Citigroup

     09/18/24       USD       141       THB       5,143       —  

Citigroup

     09/18/24       USD       355       THB       12,857       (2 )

Citigroup

     09/18/24       THB       500       USD       14       —  

Citigroup

     09/18/24       USD       262       TWD       8,500       —  

Citigroup

     09/18/24       USD       1,663       TWD       53,500       (9 )

Citigroup

     09/18/24       PLN       1,366       USD       346       6  

Citigroup

     09/18/24       PLN       953       USD       235       (2 )

Citigroup

     09/18/24       ILS       2,954       USD       802       15  

Citigroup

     09/18/24       SGD       3,512       USD       2,617       15  

Citigroup

     09/18/24       USD       3,852       CZK       87,532       (97 )

Citigroup

     09/18/24       BRL       5,658       USD       1,053       42  

Citigroup

     09/18/24       USD       5,864       HUF       2,115,496       (134 )

Citigroup

     09/18/24       USD       6,200       EUR       5,724       (43 )

Citigroup

     09/18/24       TWD       6,000       USD       186       1  

Citigroup

     09/18/24       TWD       500       USD       15       —  

Citigroup

     09/18/24       USD       7,301       GBP       5,724       (62 )

Citigroup

     09/18/24       USD       280       BRL       1,570       —  

Citigroup

     09/18/24       USD       7,926       BRL       42,047       (421 )

Citigroup

     09/18/24       USD       8,571       ZAR       162,879       296  

Citigroup

     09/18/24       USD       2,375       ZAR       43,500       (7 )

Citigroup

     09/18/24       GBP       17,358       USD       22,173       221  

Citigroup

     09/18/24       HUF       20,000       USD       54       —  

Citigroup

     09/18/24       USD       17,416       INR       1,457,250       25  

Citigroup

     09/18/24       USD       2,794       INR       232,875       (7 )

Citigroup

     09/18/24       USD       211       MXN       4,000       5  

Citigroup

     09/18/24       USD       21,970       MXN       380,203       (1,436 )

Citigroup

     09/18/24       ZAR       41,875       USD       2,208       (72 )

Citigroup

     09/18/24       CZK       35,000       USD       1,541       40  

Citigroup

     09/18/24       CZK       17,000       USD       726       (3 )

Citigroup

     09/18/24       PHP       7,500       USD       129       —  

Citigroup

     09/18/24       PHP       52,500       USD       894       (4 )

Citigroup

     09/18/24       EUR       63,070       USD       68,801       951  

Citigroup

     09/18/24       EUR       2,523       USD       2,710       (4 )

Citigroup

     09/18/24       MXN       50,500       USD       2,794       67  

Citigroup

     09/18/24       MXN       24,500       USD       1,309       (15 )

Citigroup

     09/18/24       INR       105,000       USD       1,254       (3 )

Citigroup

     09/19/24       CNH       2,082       USD       288       1  

Citigroup

     09/19/24       CNH       15       USD       2       —  

Citigroup

     09/19/24       USD       689       KRW       950,000       3  

Citigroup

     09/19/24       USD       3,758       KRW       5,128,881       (19 )

Citigroup

     09/19/24       USD       7,466       CNH       53,795       (50 )

Citigroup

     09/19/24       KRW       850,000       USD       626       6  

Citigroup

     09/23/24       USD       1,492       CLP       1,359,371       (52 )

Citigroup

     09/23/24       CLP       556,250       USD       603       13  

Citigroup

     09/23/24       CLP       150,000       USD       158       (1 )

JPMorgan Chase Bank

     09/18/24       USD       1       SGD       2       —  

JPMorgan Chase Bank

     09/18/24       USD       174       ILS       649       (1 )

 

 

 

SEI Institutional Managed Trust

 

207

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     09/18/24       USD       183       IDR       2,977,778     $ (1 )

JPMorgan Chase Bank

     09/18/24       USD       137       COP       578,223       1  

JPMorgan Chase Bank

     09/18/24       USD       247       COP       983,861       (12 )

JPMorgan Chase Bank

     09/18/24       USD       406       PLN       1,604       (7 )

JPMorgan Chase Bank

     09/18/24       USD       141       THB       5,143       1  

JPMorgan Chase Bank

     09/18/24       USD       355       THB       12,857       (2 )

JPMorgan Chase Bank

     09/18/24       THB       500       USD       14       —  

JPMorgan Chase Bank

     09/18/24       USD       1,368       EUR       1,265       (7 )

JPMorgan Chase Bank

     09/18/24       USD       262       TWD       8,500       1  

JPMorgan Chase Bank

     09/18/24       USD       1,663       TWD       53,500       (9 )

JPMorgan Chase Bank

     09/18/24       PLN       1,366       USD       346       7  

JPMorgan Chase Bank

     09/18/24       PLN       953       USD       235       (1 )

JPMorgan Chase Bank

     09/18/24       ILS       2,954       USD       802       15  

JPMorgan Chase Bank

     09/18/24       SGD       3,512       USD       2,617       15  

JPMorgan Chase Bank

     09/18/24       USD       3,852       CZK       87,532       (97 )

JPMorgan Chase Bank

     09/18/24       BRL       5,658       USD       1,053       43  

JPMorgan Chase Bank

     09/18/24       USD       5,864       HUF       2,115,496       (134 )

JPMorgan Chase Bank

     09/18/24       TWD       6,000       USD       186       1  

JPMorgan Chase Bank

     09/18/24       TWD       500       USD       15       —  

JPMorgan Chase Bank

     09/18/24       USD       279       BRL       1,570       1  

JPMorgan Chase Bank

     09/18/24       USD       7,925       BRL       42,047       (421 )

JPMorgan Chase Bank

     09/18/24       USD       8,571       ZAR       162,879       297  

JPMorgan Chase Bank

     09/18/24       USD       2,375       ZAR       43,500       (6 )

JPMorgan Chase Bank

     09/18/24       GBP       15,198       USD       19,411       191  

JPMorgan Chase Bank

     09/18/24       HUF       20,000       USD       54       —  

JPMorgan Chase Bank

     09/18/24       USD       17,416       INR       1,457,250       25  

JPMorgan Chase Bank

     09/18/24       USD       2,794       INR       232,875       (7 )

JPMorgan Chase Bank

     09/18/24       USD       211       MXN       4,000       5  

JPMorgan Chase Bank

     09/18/24       USD       21,970       MXN       380,203       (1,435 )

JPMorgan Chase Bank

     09/18/24       ZAR       41,875       USD       2,208       (71 )

JPMorgan Chase Bank

     09/18/24       CZK       35,000       USD       1,541       40  

JPMorgan Chase Bank

     09/18/24       CZK       17,000       USD       726       (3 )

JPMorgan Chase Bank

     09/18/24       PHP       7,500       USD       129       1  

JPMorgan Chase Bank

     09/18/24       PHP       52,500       USD       894       (4 )

JPMorgan Chase Bank

     09/18/24       EUR       61,279       USD       66,844       922  

JPMorgan Chase Bank

     09/18/24       EUR       620       USD       666       —  

JPMorgan Chase Bank

     09/18/24       MXN       50,500       USD       2,794       67  

JPMorgan Chase Bank

     09/18/24       MXN       24,500       USD       1,309       (15 )

JPMorgan Chase Bank

     09/18/24       INR       105,000       USD       1,254       (3 )

JPMorgan Chase Bank

     09/19/24       CNH       2,082       USD       288       2  

JPMorgan Chase Bank

     09/19/24       CNH       15       USD       2       —  

JPMorgan Chase Bank

     09/19/24       USD       689       KRW       950,000       4  

JPMorgan Chase Bank

     09/19/24       USD       3,758       KRW       5,128,881       (19 )

JPMorgan Chase Bank

     09/19/24       USD       7,466       CNH       53,795       (49 )

JPMorgan Chase Bank

     09/19/24       KRW       850,000       USD       626       6  

JPMorgan Chase Bank

     09/23/24       USD       1,492       CLP       1,359,371       (52 )

JPMorgan Chase Bank

     09/23/24       CLP       556,250       USD       603       14  

JPMorgan Chase Bank

     09/23/24       CLP       150,000       USD       158       —  

State Street

     07/30/24       CHF       3,280       USD       3,685       20  

State Street

     07/30/24       GBP       4,020       USD       5,100       18  

 

 

 

208

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

State Street

     07/30/24       HKD       13,710       USD       1,758     $ —  

State Street

     07/30/24       EUR       13,820       USD       14,829       (1 )

State Street

     07/30/24       JPY       2,089,420       USD       13,169       117  

State Street

     08/29/24       EUR       40,000       USD       42,915       (75 )
                                            $ (1,369 )

 

A list of open OTC swap agreements held by the Fund at June 30, 2024, is as follows:

 

Total Return Swaps

Counterparty

  

Reference Entity/ Obligation

    

Fund Pays

    

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount ($ Thousands)

    

Value
($ Thousands)

    

Upfront Payments
($ Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
($ Thousands)

  

Bank of America

     TAIEX FUTURES INDEX       NEGATIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       7/20/2024       TWD     $ 9,533     $ 9,775     $ –     $ 242  

JPMorgan Chase

     AEX INDEX       NEGATIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       7/22/2024       EUR       799       794       –       (5 )

Bank of America

     HSCEI FUTURES INDEX       POSITIVE PRICE RETURN    

ASSET RETURN

    

At Maturity

       7/30/2024       HKD       9,373       9,228       –       (144 )

JPMorgan Chase

     HSCEI FUTURES INDEX       POSITIVE PRICE RETURN    

ASSET RETURN

    

At Maturity

       7/30/2024       HKD       11,064       10,873       –       (190 )

Bank of America

     BOVESPA INDEX       POSITIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       8/17/2024       BRL       4,783       4,805       –       22  

Bank of America

     KOSPI 200 INDEX       NEGATIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       9/15/2024       KRW       2,623       2,737       –       113  

JPMorgan Chase

     KOSPI 200 INDEX       NEGATIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       9/15/2024       KRW       5,197       5,403       –       206  

Citigroup

     MSCI INTERNATIONAL SOUTH AFRICA    

ASSET RETURN

       JIBA1M INDEX       Monthly       09/18/2024       ZAR       27,684       (67 )     –       (67 )

Citigroup

     MSCI THAILAND NET    

ASSET RETURN

       NDEUTHF INDEX       Monthly       09/18/2024       USD       944       11       –       11  

Citigroup

     MSCI INTERNATIONAL SINGAPORE    

ASSET RETURN

       SIBCSORA INDEX       Monthly       09/18/2024       SGD       2,189       (13 )     –       (13 )

Citigroup

     MSCI TAIWAN NET       NDEUSTW INDEX    

ASSET RETURN

       Monthly       09/18/2024       USD       (379 )     19       –       19  

Citigroup

     MSCI INTERNATIONAL MEXICO    

ASSET RETURN

       MXIBTIIE INDEX       Monthly       09/18/2024       MXN       9,301       3       –       3  

Bank of America

     TEL AVIV 35       TELBOR01 INDEX    

ASSET RETURN

       Monthly       09/18/2024       ILS       (1,432 )     (3 )     –       (3 )

Citigroup

     MSCI INTERNATIONAL SPAIN       ESTRON INDEX    

ASSET RETURN

       Monthly       09/18/2024       EUR       (2,570 )     (72 )     –       (72 )

Citigroup

     MSCI INTERNATIONAL NETHERLANDS    

ASSET RETURN

       ESTRON INDEX       Monthly       09/18/2024       EUR       547       12       –       12  

Citigroup

     MSCI INTERNATIONAL GERMANY    

ASSET RETURN

       ESTRON INDEX       Monthly       09/18/2024       EUR       231       4       –       4  

Citigroup

     MSCI INTERNATIONAL FRANCE    

ASSET RETURN

       ESTRON INDEX       Monthly       09/18/2024       EUR       1,577       1,695       –       1,695  

Citigroup

     MSCI INTERNATIONAL SWITZERLAND       SSARON INDEX    

ASSET RETURN

       Monthly       09/18/2024       CHF       (2,216 )     (38 )     –       (38 )

Citigroup

     MSCI INTERNATIONAL CANADA NET    

ASSET RETURN

       CAONREPO INDEX       Monthly       09/18/2024       CAD       7,249       25       –       25  

Citigroup

     MSCI INTERNATIONAL SWEDEN       STBB1M INDEX    

ASSET RETURN

       Monthly       09/18/2024       SEK       (12,478 )     (29 )     –       (29 )

Citigroup

     MSCI INTERNATIONAL BRAZIL NET INDEX       BZDIOVRA INDEX    

ASSET RETURN

       Monthly       09/18/2024       BRL       (13,149 )     79       –       79  

Citigroup

     MSCI INTERNATIONAL HONG KONG       HIHD01M INDEX    

ASSET RETURN

       Monthly       09/19/2024       HKD       (3,635 )     (18 )     –       (18 )

Bank of America

     FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX       POSITIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       9/22/2024       ZAR       (66 )     (68 )     –       (1 )

Bank of America

     SWISS MARKET INDEX       NEGATIVE PRICE RETURN       POSITVE PRICE RETURN    

At Maturity

       9/23/2024       CHF       14,704       14,450       –       (254 )

Bank of America

     WIG 20 INDEX       NEGATIVE PRICE RETURN       POSITIVE PRICE RETURN    

At Maturity

       9/23/2024       PLN       (243 )     (254 )     –       (11 )
                                                            $ 59,351     $ –     $ 1,586  

 

 

 

SEI Institutional Managed Trust

 

209

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Accumulation Fund (Concluded)

 

 

Percentages are based on Net Assets of $1,330,704 ($ Thousands).

*

Non-income producing security.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

^

Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2024.

(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 June 30, 2024, the value of these securities amounted to $65,733 ($ Thousands), representing 4.9% of the Net Assets of the Fund.

(C)

No interest rate available.

 

 

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

 

See “Glossary” for abbreviations.

 

 

 

210

 

SEI Institutional Managed Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS — 38.7%

Communication Services — 2.5%

        

Altice France

               

5.500%, 10/15/2029 (A)

   $ 1,319     $ 869  

Altice France Holding

               

10.500%, 05/15/2027 (A)

     920       367  

AMC Entertainment Holdings

               

7.500%, 02/15/2029 (A)

     120       81  

AMC Networks

               

10.250%, 01/15/2029 (A)

     190       187  

ANGI Group

               

3.875%, 08/15/2028 (A)

     507       436  

AT&T

               

3.500%, 06/01/2041

    330       252  

2.750%, 06/01/2031

    355       304  

2.550%, 12/01/2033

    1,338       1,064  

Bharti Airtel

               

3.250%, 06/03/2031 (A)

     1,160       1,019  

CCO Holdings

               

4.750%, 02/01/2032 (A)

     1,140       934  

4.250%, 02/01/2031 (A)

     280       228  

Charter Communications Operating

               

5.125%, 07/01/2049

    150       115  

4.908%, 07/23/2025

    690       683  

3.750%, 02/15/2028

    610       567  

Cinemark USA

               

5.250%, 07/15/2028 (A)

     364       348  

Clear Channel Outdoor Holdings

               

7.875%, 04/01/2030 (A)

     610       614  

5.125%, 08/15/2027 (A)

     150       143  

DISH DBS

               

5.875%, 11/15/2024

    190       181  

5.750%, 12/01/2028 (A)

     110       76  

5.250%, 12/01/2026 (A)

     465       367  

Hughes Satellite Systems

               

6.625%, 08/01/2026

    360       168  

iHeartCommunications

               

8.375%, 05/01/2027

    590       218  

6.375%, 05/01/2026

    70       54  

IHS Holding

               

6.250%, 11/29/2028 (A)

     350       313  

Millicom International Cellular

               

6.250%, 03/25/2029 (A)

     297       286  

4.500%, 04/27/2031 (A)

     219       188  

Nexstar Media

               

5.625%, 07/15/2027 (A)

     160       152  

Sinclair Television Group

               

5.125%, 02/15/2027 (A)

     100       88  

Sirius XM Radio

               

4.000%, 07/15/2028 (A)

     805       727  

T-Mobile USA

               

4.500%, 04/15/2050

    1,416       1,183  

Townsquare Media

               

6.875%, 02/01/2026 (A)

     632       622  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Turk Telekomunikasyon

               

7.375%, 05/20/2029 (A)

   $ 500     $ 502  

Ziff Davis

               

4.625%, 10/15/2030 (A)

     310       280  

ZipRecruiter

               

5.000%, 01/15/2030 (A)

     210       183  
                 
              13,799  
                 

Consumer Discretionary — 4.7%

        

Allen Media

               

10.500%, 02/15/2028 (A)

     370       162  

Altice Financing

               

5.000%, 01/15/2028 (A)

     335       255  

Asbury Automotive Group

               

5.000%, 02/15/2032 (A)

     195       176  

4.625%, 11/15/2029 (A)

     360       333  

Caesars Entertainment

               

6.500%, 02/15/2032 (A)

     200       201  

CalAtlantic Group

               

5.250%, 06/01/2026

    330       311  

Carnival

               

7.000%, 08/15/2029 (A)

     145       150  

4.000%, 08/01/2028 (A)

     290       273  

Carnival Holdings Bermuda

               

10.375%, 05/01/2028 (A)

     430       465  

Carriage Services

               

4.250%, 05/15/2029 (A)

     180       161  

Cirsa Finance International Sarl

               

6.500%, 03/15/2029 (A)

   EUR 131       145  

Cougar JV Subsidiary

               

8.000%, 05/15/2032 (A)

   $ 618       639  

CSC Holdings

               

11.750%, 01/31/2029 (A)

     1,240       1,057  

5.375%, 02/01/2028 (A)

     430       327  

4.125%, 12/01/2030 (A)

     300       194  

Diamond Sports Group

               

6.625%, 08/15/2027 (A)(B)

     500       10  

5.375%, 08/15/2026 (A)(B)

     330       7  

DirecTV Financing

               

8.875%, 02/01/2030 (A)

     180       176  

5.875%, 08/15/2027 (A)

     915       861  

DISH Network

               

11.750%, 11/15/2027 (A)

     530       520  

Empire Communities

               

9.750%, 05/01/2029 (A)

     140       142  

Foot Locker

               

4.000%, 10/01/2029 (A)

     370       308  

Ford Motor

               

3.250%, 02/12/2032

    861       712  

Ford Motor Credit

               

5.850%, 05/17/2027

    343       343  

4.950%, 05/28/2027

    1,019       995  

 

 

 

SEI Institutional Managed Trust

 

211

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Foundation Building Materials

               

6.000%, 03/01/2029 (A)

   $ 625     $ 555  

Full House Resorts

               

8.250%, 02/15/2028 (A)

     270       259  

General Motors

               

5.950%, 04/01/2049

    36       35  

General Motors Financial

               

5.650%, 01/17/2029

    165       166  

Getty Images

               

9.750%, 03/01/2027 (A)

     540       541  

Global Auto Holdings

               

8.750%, 01/15/2032 (A)

     260       249  

Hilton Grand Vacations Borrower Escrow

               

5.000%, 06/01/2029 (A)

     710       662  

Historic TW

               

8.300%, 01/15/2036 (C)

     310       321  

Hyundai Capital America

               

6.200%, 09/21/2030 (A)

     735       764  

KB Home

               

7.250%, 07/15/2030

    380       391  

LCM Investments Holdings II

               

4.875%, 05/01/2029 (A)

     845       790  

MajorDrive Holdings IV

               

6.375%, 06/01/2029 (A)

     740       697  

Marks & Spencer

               

7.125%, 12/01/2037 (A)

     120       127  

Match Group Holdings II

               

5.625%, 02/15/2029 (A)

     155       149  

3.625%, 10/01/2031 (A)

     115       97  

McClatchy

               

11.000%, 07/15/2027 (A)

     242       265  

Mclaren Finance

               

7.500%, 08/01/2026 (A)

     380       330  

Melco Resorts Finance

               

7.625%, 04/17/2032 (A)

     525       520  

5.375%, 12/04/2029 (A)

     20       18  

MercadoLibre

               

3.125%, 01/14/2031

    240       203  

Michaels

               

5.250%, 05/01/2028 (A)

     160       128  

Mohegan Tribal Gaming Authority

               

8.000%, 02/01/2026 (A)

     166       157  

NCL

               

8.125%, 01/15/2029 (A)

     230       241  

5.875%, 03/15/2026 (A)

     180       178  

Newell Brands

               

6.375%, 09/15/2027

    70       69  

5.700%, 04/01/2026

    300       296  

PECF USS Intermediate Holding III

               

8.000%, 11/15/2029 (A)

     230       97  

Penske Automotive Group

               

3.750%, 06/15/2029

    593       535  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Phinia

               

6.750%, 04/15/2029 (A)

   $ 250     $ 254  

PM General Purchaser

               

9.500%, 10/01/2028 (A)

     440       450  

QVC

               

4.450%, 02/15/2025

    20       20  

Royal Caribbean Cruises

               

9.250%, 01/15/2029 (A)

     50       53  

8.250%, 01/15/2029 (A)

     170       180  

6.250%, 03/15/2032 (A)

     325       328  

4.250%, 07/01/2026 (A)

     210       203  

Sally Holdings

               

6.750%, 03/01/2032

    150       148  

Sands China

               

5.400%, 08/08/2028

    240       235  

3.250%, 08/08/2031

    200       168  

2.850%, 03/08/2029

    200       176  

SeaWorld Parks & Entertainment

               

5.250%, 08/15/2029 (A)

     622       588  

Specialty Building Products Holdings

               

6.375%, 09/30/2026 (A)

     445       437  

TKC Holdings

               

10.500%, 05/15/2029 (A)

     60       59  

6.875%, 05/15/2028 (A)

     370       359  

TopBuild

               

4.125%, 02/15/2032 (A)

     80       70  

TUI Cruises GmbH

               

6.500%, 05/15/2026 (A)

   EUR 339       368  

Viking Cruises

               

9.125%, 07/15/2031 (A)

   $ 570       617  

VOC Escrow

               

5.000%, 02/15/2028 (A)

     400       388  

VZ Secured Financing BV

               

5.000%, 01/15/2032 (A)

     485       414  

Wand NewCo 3

               

7.625%, 01/30/2032 (A)

     15       15  

Wheel Bidco

               

6.750%, 07/15/2026 (A)

   GBP 310       333  

Winnebago Industries

               

6.250%, 07/15/2028 (A)

   $ 460       452  

WW International

               

4.500%, 04/15/2029 (A)

     260       100  

Wynn Macau

               

4.875%, 10/01/2024 (A)

     400       398  

Wynn Resorts Finance

               

7.125%, 02/15/2031 (A)

     320       332  

Yum! Brands

               

4.750%, 01/15/2030 (A)

     79       75  

ZF North America Capital

               

6.875%, 04/23/2032 (A)

     310       320  
                 
              25,303  
                 

 

 

 

212

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Consumer Staples — 0.5%

        

Constellation Brands

               

3.150%, 08/01/2029

  $ 560     $ 508  

H-Food Holdings

               

8.500%, 06/01/2026 (A)

     1,090       76  

Kraft Heinz Foods

               

4.375%, 06/01/2046

    1,561       1,270  

Kronos Acquisition Holdings

               

8.250%, 06/30/2031 (A)

     100       100  

Simmons Foods

               

4.625%, 03/01/2029 (A)

     60       53  

Triton Water Holdings

               

6.250%, 04/01/2029 (A)

     70       67  

United Natural Foods

               

6.750%, 10/15/2028 (A)

     420       379  

US Foods

               

4.750%, 02/15/2029 (A)

     461       437  
                 
              2,890  
                 

Energy — 5.9%

        

Antero Midstream Partners

               

6.625%, 02/01/2032 (A)

     455       459  

Berry Petroleum

               

7.000%, 02/15/2026 (A)

     270       266  

Blue Racer Midstream

               

7.250%, 07/15/2032 (A)

     350       360  

7.000%, 07/15/2029 (A)

     130       132  

Buckeye Partners

               

6.875%, 07/01/2029 (A)

     430       432  

Chord Energy Corp

               

6.375%, 06/01/2026 (A)

     430       430  

Civitas Resources

               

8.375%, 07/01/2028 (A)

     245       257  

5.000%, 10/15/2026 (A)

     335       326  

CNX Midstream Partners

               

4.750%, 04/15/2030 (A)

     300       270  

CNX Resources

               

7.250%, 03/01/2032 (A)

     220       224  

Columbia Pipelines Operating

               

6.036%, 11/15/2033 (A)

     595       608  

CQP Holdco

               

5.500%, 06/15/2031 (A)

     689       653  

Crescent Energy Finance

               

9.250%, 02/15/2028 (A)

     230       243  

7.625%, 04/01/2032 (A)

     60       61  

7.375%, 01/15/2033 (A)

     705       707  

Ecopetrol

               

8.375%, 01/19/2036

    340       334  

6.875%, 04/29/2030

    810       778  

Energy Transfer

               

7.125%, H15T5Y + 5.306%(D)(E)

     50       50  

6.625%, US0003M + 4.155%(D)(E)

     50       48  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

EnLink Midstream Partners

               

9.711%, TSFR3M + 4.372%(D)(E)

   $ 669     $ 663  

EQM Midstream Partners

               

7.500%, 06/01/2030 (A)

     160       171  

Genesis Energy

               

7.875%, 05/15/2032

    495       500  

Global Partners

               

6.875%, 01/15/2029

    380       376  

Hilcorp Energy I

               

8.375%, 11/01/2033 (A)

     350       373  

Howard Midstream Energy Partners

               

8.875%, 07/15/2028 (A)

     640       677  

7.375%, 07/15/2032 (A)

     415       422  

KazMunayGas National JSC

               

4.750%, 04/19/2027 (A)

     200       193  

Kinetik Holdings

               

5.875%, 06/15/2030 (A)

     545       537  

Kodiak Gas Services

               

7.250%, 02/15/2029 (A)

     618       634  

Marathon Petroleum

               

3.800%, 04/01/2028

    305       291  

Matador Resources

               

6.875%, 04/15/2028 (A)

     540       548  

6.500%, 04/15/2032 (A)

     260       260  

MEG Energy

               

7.125%, 02/01/2027 (A)

     102       103  

MPLX

               

4.800%, 02/15/2029

    230       225  

Nabors Industries

               

7.375%, 05/15/2027 (A)

     790       804  

7.250%, 01/15/2026 (A)

     70       71  

Noble Finance II

               

8.000%, 04/15/2030 (A)

     460       479  

Northern Oil & Gas

               

8.125%, 03/01/2028 (A)

     250       253  

NuStar Logistics

               

6.375%, 10/01/2030

    475       483  

Occidental Petroleum

               

7.950%, 06/15/2039

    600       692  

7.150%, 05/15/2028

    190       200  

6.625%, 09/01/2030

    650       682  

6.450%, 09/15/2036

    230       240  

4.400%, 08/15/2049

    20       15  

ONEOK

               

6.350%, 01/15/2031

    305       319  

Pan American Energy

               

8.500%, 04/30/2032 (A)

     350       367  

Permian Resources Operating

               

9.875%, 07/15/2031 (A)

     490       542  

7.000%, 01/15/2032 (A)

     200       206  

5.875%, 07/01/2029 (A)

     210       207  

Petrobras Global Finance BV

               

5.299%, 01/27/2025

    290       289  

 

 

 

SEI Institutional Managed Trust

 

213

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Petroleos de Venezuela

               

6.000%, 05/16/2024 (B)

   $ 3,790     $ 455  

6.000%, 11/15/2026 (B)

     1,110       132  

5.500%, 04/12/2037 (B)

     130       15  

5.375%, 04/12/2027 (B)

     2,570       301  

Petroleos Mexicanos

               

7.690%, 01/23/2050

    406       293  

6.950%, 01/28/2060

    207       137  

6.490%, 01/23/2027

    73       70  

5.350%, 02/12/2028

    180       162  

4.500%, 01/23/2026

    40       38  

Petroleos Mexicanos MTN

               

6.750%, 09/21/2047

    16       11  

Plains All American Pipeline

               

9.694%, TSFR3M + 4.372%(D)(E)

     560       558  

Prairie Acquiror

               

9.000%, 08/01/2029 (A)

     665       685  

Puma International Financing

               

7.750%, 04/25/2029 (A)

     350       353  

QazaqGaz NC JSC

               

4.375%, 09/26/2027 (A)

     300       281  

Range Resources

               

8.250%, 01/15/2029

    250       259  

4.750%, 02/15/2030 (A)

     380       357  

Rockies Express Pipeline

               

7.500%, 07/15/2038 (A)

     90       92  

6.875%, 04/15/2040 (A)

     60       57  

Shelf Drilling Holdings

               

9.625%, 04/15/2029 (A)

     350       335  

SilverBow Resources

               

13.089%, TSFR3M + 7.750%, 12/15/2028 (A)(D)

     1,423       1,489  

Sitio Royalties Operating Partnership

               

7.875%, 11/01/2028 (A)

     410       424  

Southwestern Energy

               

8.375%, 09/15/2028

    160       165  

4.750%, 02/01/2032

    865       796  

Summit Midstream Holdings

               

10.000%, 10/15/2025 (A)(C)

     140       144  

Sunoco

               

7.250%, 05/01/2032 (A)

     230       238  

7.000%, 05/01/2029 (A)

     300       307  

Tallgrass Energy Partners

               

7.375%, 02/15/2029 (A)

     365       367  

6.000%, 12/31/2030 (A)

     165       154  

TechnipFMC

               

6.500%, 02/01/2026 (A)

     740       738  

Teck Resources

               

3.900%, 07/15/2030

    230       213  

Transocean

               

8.750%, 02/15/2030 (A)

     63       66  

8.500%, 05/15/2031 (A)

     120       120  

8.250%, 05/15/2029 (A)

     120       121  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Transocean Poseidon

               

6.875%, 02/01/2027 (A)

   $ 240     $ 239  

Transocean Titan Financing

               

8.375%, 02/01/2028 (A)

     190       196  

USA Compression Partners

               

7.125%, 03/15/2029 (A)

     440       443  

Venture Global Calcasieu Pass

               

6.250%, 01/15/2030 (A)

     400       406  

4.125%, 08/15/2031 (A)

     200       179  

Venture Global LNG

               

9.875%, 02/01/2032 (A)

     220       239  

8.125%, 06/01/2028 (A)

     750       773  

Western Midstream Operating

               

5.450%, 04/01/2044

    730       658  

5.300%, 03/01/2048

    150       129  

YPF

               

8.500%, 07/28/2025 (A)

     200       197  

6.950%, 07/21/2027 (A)

     380       344  
                 
              32,196  
                 

Financials — 10.3%

        

Accelerate360 Holdings

               

8.000%, 03/01/2028 (A)

     1,154       1,187  

Acrisure

               

8.250%, 02/01/2029 (A)

     180       181  

6.000%, 08/01/2029 (A)

     645       595  

4.250%, 02/15/2029 (A)

     430       391  

AG Issuer

               

6.250%, 03/01/2028 (A)

     786       769  

AG TTMT Escrow Issuer

               

8.625%, 09/30/2027 (A)

     90       93  

Alliant Holdings Intermediate

               

6.750%, 10/15/2027 (A)

     420       414  

Ally Financial

               

4.700%, H15T7Y + 3.481%(D)(E)

     1,235       989  

American International Group

               

3.400%, 06/30/2030

    215       195  

Aviation Capital Group

               

1.950%, 01/30/2026 (A)

     330       310  

Avolon Holdings Funding

               

4.250%, 04/15/2026 (A)

     90       88  

2.875%, 02/15/2025 (A)

     1,170       1,146  

B3 - Brasil Bolsa Balcao

               

4.125%, 09/20/2031 (A)

     300       263  

Banco do Brasil

               

8.748%, H15T10Y + 4.398%(D)(E)

     349       356  

Banco Mercantil del Norte

               

7.500%, H15T10Y + 5.470%(A)(D)(E)

     570       553  

6.750%, H15T5Y + 4.967%(A)(D)(E)

     420       418  

5.875%, H15T5Y + 4.643%(A)(D)(E)

     1,340       1,257  

Banco Santander

               

6.921%, 08/08/2033

    600       626  

4.250%, 04/11/2027

    200       194  

 

 

 

214

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.306%, 06/27/2029

  $ 400     $ 365  

2.746%, 05/28/2025

    600       585  

Bank of America

               

6.250%, TSFR3M + 3.967%(D)(E)

     140       139  

5.202%, SOFRRATE + 1.630%, 04/25/2029 (D)

     995       994  

3.419%, TSFR3M + 1.302%, 12/20/2028 (D)

     1,975       1,857  

Bank of America MTN

               

5.015%, SOFRRATE + 2.160%, 07/22/2033 (D)

     525       513  

3.824%, TSFR3M + 1.837%, 01/20/2028 (D)

     1,425       1,374  

Bank of New York Mellon MTN

               

4.596%, SOFRRATE + 1.755%, 07/26/2030 (D)

     75       73  

Bank of Nova Scotia

               

8.000%, H15T5Y + 4.017%, 01/27/2084 (D)

     300       310  

Barclays

               

7.125%, GUKG5 + 6.579%(D)(E)

   GBP 700       877  

2.852%, SOFRRATE + 2.714%, 05/07/2026 (D)

   $ 725       707  

BNP Paribas

               

7.750%, H15T5Y + 4.899%(A)(D)(E)

     270       272  

BPCE

               

4.625%, 09/12/2028 (A)

     250       242  

2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(D)

     375       303  

BroadStreet Partners

               

5.875%, 04/15/2029 (A)

     840       784  

Burford Capital Global Finance

               

9.250%, 07/01/2031 (A)

     370       389  

Citigroup

               

9.007%, TSFR3M + 3.685%(D)(E)

     1,170       1,167  

4.910%, SOFRRATE + 2.086%, 05/24/2033 (D)

     535       514  

4.125%, 07/25/2028

    1,360       1,306  

4.000%, H15T5Y + 3.597%(D)(E)

     250       239  

Cooperatieve Rabobank UA

               

4.625%, EUSA5 + 4.098%(D)(E)

   EUR 800       840  

Credit Agricole

               

8.125%, USSW5 + 6.185%(A)(D)(E)

   $ 300       304  

Deutsche Bank

               

6.000%, H15T5Y + 4.524%(D)(E)

     200       189  

First Horizon National

               

4.000%, 05/26/2025

    585       574  

FirstCash

               

5.625%, 01/01/2030 (A)

     140       133  

Freedom Mortgage

               

6.625%, 01/15/2027 (A)

     710       686  

Freedom Mortgage Holdings

               

9.250%, 02/01/2029 (A)

     240       240  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Global Aircraft Leasing

               

6.500%cash/0% PIK, 09/15/2024 (A)

   $ 406     $ 391  

HSBC Holdings

               

4.950%, 03/31/2030

    226       222  

1.645%, SOFRRATE + 1.538%, 04/18/2026 (D)

     1,000       968  

HUB International

               

7.375%, 01/31/2032 (A)

     300       304  

Inter-American Development Bank MTN

               

7.350%, 10/06/2030

  INR 116,000       1,401  

Intercontinental Exchange

               

2.100%, 06/15/2030

  $ 750       638  

Intesa Sanpaolo

               

7.800%, 11/28/2053 (A)

     530       583  

Intesa Sanpaolo MTN

               

5.710%, 01/15/2026 (A)

     330       327  

Itau Unibanco Holding

               

4.625%, H15T5Y + 3.222%(A)(D)(E)

     720       702  

Jane Street Group

               

7.125%, 04/30/2031 (A)

     300       308  

JPMorgan Chase

               

4.912%, SOFRRATE + 2.080%, 07/25/2033 (D)

     530       515  

4.323%, SOFRRATE + 1.560%, 04/26/2028 (D)

     1,870       1,824  

2.956%, TSFR3M + 2.515%, 05/13/2031 (D)

     230       202  

Ladder Capital Finance Holdings LLLP

               

7.000%, 07/15/2031 (A)

     440       444  

Lloyds Banking Group

               

8.500%, GUKG5 + 5.143%(D)(E)

   GBP 240       310  

M&T Bank

               

5.053%, SOFRRATE + 1.850%, 01/27/2034 (D)

   $ 495       458  

Macquarie Airfinance Holdings

               

8.125%, 03/30/2029 (A)

     360       381  

6.400%, 03/26/2029 (A)

     65       66  

Midcap Financial Issuer Trust

               

6.500%, 05/01/2028 (A)

     612       579  

Morgan Stanley

               

4.210%, SOFRRATE + 1.610%, 04/20/2028 (D)

     1,820       1,768  

Morgan Stanley MTN

               

5.164%, SOFRRATE + 1.590%, 04/20/2029 (D)

     815       812  

4.889%, SOFRRATE + 2.076%, 07/20/2033 (D)

     525       506  

3.950%, 04/23/2027

    565       546  

1.794%, SOFRRATE + 1.034%, 02/13/2032 (D)

     585       470  

MPH Acquisition Holdings

               

5.750%, 11/01/2028 (A)

     70       38  

 

 

 

SEI Institutional Managed Trust

 

215

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Nationstar Mortgage Holdings

               

5.500%, 08/15/2028 (A)

   $ 185     $ 178  

Nationwide Building Society

               

3.960%, US0003M + 1.855%, 07/18/2030 (A)(D)

     450       416  

NatWest Group

               

4.500%, GUKG5 + 3.992%(D)(E)

   GBP 760       846  

3.754%, H15T5Y + 2.100%, 11/01/2029 (D)

   $ 225       223  

Navient

               

9.375%, 07/25/2030

    420       442  

5.500%, 03/15/2029

    329       300  

Oxford Finance

               

6.375%, 02/01/2027 (A)

     330       318  

PNC Financial Services Group

               

6.200%, H15T5Y + 3.238%(D)(E)

     1,260       1,255  

Rocket Mortgage

               

3.625%, 03/01/2029 (A)

     360       327  

Saga

               

5.500%, 07/15/2026

  GBP 260       310  

Starwood Property Trust

               

7.250%, 04/01/2029 (A)

   $ 160       162  

State Street

               

6.700%, H15T5Y + 2.613%(D)(E)

     100       101  

StoneX Group

               

7.875%, 03/01/2031 (A)

     445       459  

Toronto-Dominion Bank

               

8.125%, H15T5Y + 4.075%, 10/31/2082 (D)

     200       207  

Truist Financial

               

4.800%, H15T5Y + 3.003%(D)(E)

     1,025       1,007  

UBS Group

               

9.250%, H15T5Y + 4.745%(A)(D)(E)

     480       517  

7.750%, USISSO05 + 4.160%(A)(D)(E)

     270       275  

4.550%, 04/17/2026

    802       788  

3.875%, H15T5Y + 3.098%(A)(D)(E)

     1,232       1,137  

3.869%, US0003M + 1.410%, 01/12/2029 (A)(D)

     600       566  

2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(D)

     340       278  

UniCredit MTN

               

7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(D)

     260       265  

5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(D)

     240       225  

United Wholesale Mortgage

               

5.500%, 04/15/2029 (A)

     451       428  

USI

               

7.500%, 01/15/2032 (A)

     230       234  

VFH Parent

               

7.500%, 06/15/2031 (A)

     285       286  

Wells Fargo

               

7.625%, H15T5Y + 3.606%(D)(E)

     500       532  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

5.875%(D)(E)

   $ 495     $ 493  

Wells Fargo MTN

               

4.897%, SOFRRATE + 2.100%, 07/25/2033 (D)

     1,155       1,111  

4.100%, 06/03/2026

    1,475       1,437  

Yapi ve Kredi Bankasi

               

9.250%, H15T5Y + 5.278%, 01/17/2034 (A)(D)

     340       348  
                 
              56,235  
                 

Health Care — 2.8%

        

AdaptHealth

               

6.125%, 08/01/2028 (A)

     475       453  

5.125%, 03/01/2030 (A)

     265       232  

4.625%, 08/01/2029 (A)

     205       178  

Akumin

               

9.000%, 08/01/2027 (A)

     750       621  

Amgen

               

5.250%, 03/02/2033

    840       837  

APX Group

               

5.750%, 07/15/2029 (A)

     711       682  

AthenaHealth Group

               

6.500%, 02/15/2030 (A)

     865       796  

Bausch Health

               

7.000%, 01/15/2028 (A)

     130       70  

5.500%, 11/01/2025 (A)

     310       289  

5.000%, 02/15/2029 (A)

     390       187  

Bayer US Finance II

               

4.375%, 12/15/2028 (A)

     300       285  

4.250%, 12/15/2025 (A)

     500       489  

Becton Dickinson

               

2.823%, 05/20/2030

    585       517  

CAB SELAS

               

3.375%, 02/01/2028 (A)

   EUR 325       311  

CHS

               

10.875%, 01/15/2032 (A)

   $ 330       344  

6.125%, 04/01/2030 (A)

     470       329  

5.625%, 03/15/2027 (A)

     750       698  

CVS Health

               

4.300%, 03/25/2028

    890       860  

3.750%, 04/01/2030

    550       506  

DaVita

               

3.750%, 02/15/2031 (A)

     759       647  

Endo Finance Holdings

               

8.500%, 04/15/2031 (A)

     170       175  

HCA

               

7.500%, 11/06/2033

    120       133  

LifePoint Health

               

9.875%, 08/15/2030 (A)

     380       405  

5.375%, 01/15/2029 (A)

     830       730  

Medline Borrower

               

6.250%, 04/01/2029 (A)

     200       202  

5.250%, 10/01/2029 (A)

     860       821  

 

 

 

216

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.875%, 04/01/2029 (A)

   $ 810     $ 746  

Option Care Health

               

4.375%, 10/31/2029 (A)

     280       257  

Sotera Health Holdings

               

7.375%, 06/01/2031 (A)

     410       411  

Tenet Healthcare

               

6.125%, 06/15/2030

    311       309  

Teva Pharmaceutical Finance Netherlands III BV

               

4.100%, 10/01/2046

    700       489  

US Renal Care

               

10.625%, 06/28/2028 (A)

     151       131  

Verisure Holding

               

3.250%, 02/15/2027 (A)

   EUR 375       386  

Zoetis

               

2.000%, 05/15/2030

  $ 1,030       867  
                 
              15,393  
                 

Industrials — 6.5%

        

Adani Ports & Special Economic Zone

               

4.000%, 07/30/2027

    1,825       1,686  

Advanced Drainage Systems

               

6.375%, 06/15/2030 (A)

     250       251  

AerCap Holdings

               

5.875%, H15T5Y + 4.535%, 10/10/2079 (D)

     150       149  

Aeropuerto Internacional de Tocumen

               

5.125%, 08/11/2061 (A)

     520       382  

4.000%, 08/11/2041 (A)

     640       481  

Aeropuertos Dominicanos Siglo XXI

               

6.750%, 03/30/2029 (A)

     350       359  

Air Canada

               

3.875%, 08/15/2026 (A)

     210       200  

Air Lease MTN

               

3.750%, 06/01/2026

    560       541  

American Airlines

               

8.500%, 05/15/2029 (A)

     250       260  

5.750%, 04/20/2029 (A)

     511       497  

5.500%, 04/20/2026 (A)

     111       110  

American Airlines Pass-Through Trust

               

4.950%, 02/15/2025

    76       75  

American News

               

8.500%cash/0% PIK, 09/01/2026 (A)

     1,073       1,197  

APi Group DE

               

4.125%, 07/15/2029 (A)

     906       824  

Arcosa

               

4.375%, 04/15/2029 (A)

     355       330  

BCPE Empire Holdings

               

7.625%, 05/01/2027 (A)

     430       417  

Boeing

               

5.805%, 05/01/2050

    330       297  

5.150%, 05/01/2030

    140       135  

3.450%, 11/01/2028

    355       321  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

3.250%, 03/01/2028

  $ 395     $ 360  

Bombardier

               

7.875%, 04/15/2027 (A)

     162       162  

7.000%, 06/01/2032 (A)

     280       284  

Builders FirstSource

               

4.250%, 02/01/2032 (A)

     130       115  

Cargo Aircraft Management

               

4.750%, 02/01/2028 (A)

     225       209  

Carriage Purchaser

               

7.875%, 10/15/2029 (A)

     400       369  

CoreCivic

               

8.250%, 04/15/2029

    40       41  

4.750%, 10/15/2027

    570       536  

Cornerstone Building Brands

               

6.125%, 01/15/2029 (A)

     397       326  

Dealer Tire

               

8.000%, 02/01/2028 (A)

     1,224       1,181  

DP World MTN

               

5.625%, 09/25/2048 (A)

     250       237  

Esab

               

6.250%, 04/15/2029 (A)

     130       131  

Garda World Security

               

7.750%, 02/15/2028 (A)

     175       178  

Gatwick Airport Finance

               

4.375%, 04/07/2026

  GBP 510       624  

GEO Group

               

10.250%, 04/15/2031 (A)

   $ 430       450  

8.625%, 04/15/2029 (A)

     290       297  

GFL Environmental

               

6.750%, 01/15/2031 (A)

     390       398  

4.750%, 06/15/2029 (A)

     60       56  

4.000%, 08/01/2028 (A)

     713       663  

Global Infrastructure Solutions

               

7.500%, 04/15/2032 (A)

     320       314  

5.625%, 06/01/2029 (A)

     620       584  

GYP Holdings III

               

4.625%, 05/01/2029 (A)

     335       310  

H&E Equipment Services

               

3.875%, 12/15/2028 (A)

     180       162  

Hillenbrand

               

6.250%, 02/15/2029

    217       218  

3.750%, 03/01/2031

    414       360  

Husky Injection Molding Systems

               

9.000%, 02/15/2029 (A)

     590       611  

JB Poindexter

               

8.750%, 12/15/2031 (A)

     140       145  

Johnson Controls International

               

4.900%, 12/01/2032

    140       137  

Madison IAQ

               

5.875%, 06/30/2029 (A)

     330       307  

Mexico City Airport Trust

               

5.500%, 10/31/2046

    200       166  

5.500%, 07/31/2047

    892       738  

 

 

 

SEI Institutional Managed Trust

 

217

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

4.250%, 10/31/2026 (A)

   $ 210     $ 202  

3.875%, 04/30/2028 (A)

     1,190       1,120  

MHP Lux

               

6.950%, 04/03/2026

    984       817  

MV24 Capital BV

               

6.748%, 06/01/2034

    1,963       1,875  

Otis Worldwide

               

2.565%, 02/15/2030

    1,335       1,172  

Railworks Holdings

               

8.250%, 11/15/2028 (A)

     350       356  

Rand Parent

               

8.500%, 02/15/2030 (A)

     590       597  

Regal Rexnord

               

6.300%, 02/15/2030

    535       547  

RR Donnelley & Sons

               

9.750%, 07/31/2028 (A)

     230       250  

RXO

               

7.500%, 11/15/2027 (A)

     365       374  

Spirit AeroSystems

               

9.750%, 11/15/2030 (A)

     525       579  

Spirit Loyalty Cayman

               

8.000%, 09/20/2025 (A)

     693       506  

Standard Industries

               

4.375%, 07/15/2030 (A)

     455       411  

Stanley Black & Decker

               

4.250%, 11/15/2028

    610       589  

TK Elevator Holdco GmbH

               

7.625%, 07/15/2028 (A)

     1,146       1,137  

TK Elevator US Newco

               

5.250%, 07/15/2027 (A)

     380       368  

TransDigm

               

7.125%, 12/01/2031 (A)

     15       15  

6.750%, 08/15/2028 (A)

     380       385  

6.625%, 03/01/2032 (A)

     500       505  

5.500%, 11/15/2027

    680       668  

4.875%, 05/01/2029

    479       449  

4.625%, 01/15/2029

    95       88  

Triumph Group

               

9.000%, 03/15/2028 (A)

     282       296  

Tutor Perini

               

11.875%, 04/30/2029 (A)

     300       323  

United Rentals North America

               

6.125%, 03/15/2034 (A)

     20       20  

6.000%, 12/15/2029 (A)

     310       311  

5.250%, 01/15/2030

    70       68  

Vertiv Group

               

4.125%, 11/15/2028 (A)

     250       233  

VistaJet Malta Finance

               

7.875%, 05/01/2027 (A)

     1,250       1,103  

VT Topco

               

8.500%, 08/15/2030 (A)

     455       478  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

XPO

               

7.125%, 02/01/2032 (A)

   $ 270     $ 277  
                 
              35,300  
                 

Information Technology — 2.4%

        

Broadcom

               

3.500%, 02/15/2041 (A)

     495       379  

3.469%, 04/15/2034 (A)

     165       141  

3.419%, 04/15/2033 (A)

     1,080       931  

3.187%, 11/15/2036 (A)

     53       42  

Castle US Holding

               

9.500%, 02/15/2028 (A)

     1,334       627  

Central Parent

               

7.250%, 06/15/2029 (A)

     220       219  

Clarivate Science Holdings

               

4.875%, 07/01/2029 (A)

     656       609  

Cloud Software Group

               

8.250%, 06/30/2032 (A)

     660       673  

CommScope

               

4.750%, 09/01/2029 (A)

     300       208  

Dell International

               

6.020%, 06/15/2026

    1,017       1,028  

5.300%, 10/01/2029

    75       75  

Elastic

               

4.125%, 07/15/2029 (A)

     485       443  

EquipmentShare.com

               

8.625%, 05/15/2032 (A)

     200       207  

Gen Digital

               

7.125%, 09/30/2030 (A)

     280       287  

Imola Merger

               

4.750%, 05/15/2029 (A)

     494       462  

ION Trading Technologies Sarl

               

9.500%, 05/30/2029 (A)

     200       204  

McAfee

               

7.375%, 02/15/2030 (A)

     650       601  

MEGlobal Canada ULC MTN

               

5.875%, 05/18/2030 (A)

     260       262  

NXP BV

               

3.400%, 05/01/2030

    215       195  

Oracle

               

6.250%, 11/09/2032

    2,035       2,154  

2.950%, 04/01/2030

    98       87  

2.875%, 03/25/2031

    510       440  

Prosus MTN

               

4.027%, 08/03/2050 (A)

     560       378  

3.061%, 07/13/2031 (A)

     300       248  

SNF Group

               

3.375%, 03/15/2030 (A)

     310       267  

Sprint Capital

               

8.750%, 03/15/2032

    480       577  

TeamSystem

               

3.500%, 02/15/2028 (A)

   EUR 300       305  

 

 

 

218

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

United Group BV

               

4.625%, 08/15/2028 (A)

   EUR 450     $ 465  

Vericast

               

12.500%, 12/15/2027 (A)

   $ 60       70  

11.000%, 09/15/2026 (A)

     240       257  

Virtusa

               

7.125%, 12/15/2028 (A)

     190       175  
                 
              13,016  
                 

Materials — 1.4%

        

Anglo American Capital

               

5.625%, 04/01/2030 (A)

     500       503  

AngloGold Ashanti Holdings

               

3.750%, 10/01/2030

    730       637  

ARD Finance

               

6.500%cash/0% PIK, 06/30/2027 (A)

     1,065       264  

Ardagh Metal Packaging Finance USA

               

6.000%, 06/15/2027 (A)

     210       206  

Ardagh Packaging Finance

               

5.250%, 08/15/2027 (A)

     509       316  

Avient

               

7.125%, 08/01/2030 (A)

     355       362  

Axalta Coating Systems

               

3.375%, 02/15/2029 (A)

     642       574  

Berry Global

               

1.570%, 01/15/2026

    305       287  

Chemours

               

4.625%, 11/15/2029 (A)

     455       392  

First Quantum Minerals

               

9.375%, 03/01/2029 (A)

     510       533  

6.875%, 10/15/2027 (A)

     200       195  

Freeport-McMoRan

               

5.450%, 03/15/2043

    70       67  

Huntsman International

               

4.500%, 05/01/2029

    355       336  

Ingevity

               

3.875%, 11/01/2028 (A)

     515       467  

Newmont

               

3.250%, 05/13/2030 (A)

     150       135  

OCP

               

6.750%, 05/02/2034 (A)

     330       339  

Olympus Water US Holding

               

7.250%, 06/15/2031 (A)

     365       363  

Sasol Financing USA

               

5.500%, 03/18/2031

    240       202  

Scotts Miracle-Gro

               

4.000%, 04/01/2031

    586       506  

Smyrna Ready Mix Concrete

               

8.875%, 11/15/2031 (A)

     250       265  

Suzano Austria GmbH

               

3.125%, 01/15/2032

    290       237  

Vale Overseas

               

6.250%, 08/10/2026

    180       183  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

WR Grace Holdings

               

5.625%, 08/15/2029 (A)

   $ 475     $ 438  
                 
              7,807  
                 

Real Estate — 0.7%

        

Agree

               

2.900%, 10/01/2030

    165       142  

Alexandria Real Estate Equities

               

3.375%, 08/15/2031

    355       313  

CoStar Group

               

2.800%, 07/15/2030 (A)

     585       495  

Cushman & Wakefield US Borrower

               

8.875%, 09/01/2031 (A)

     260       273  

Essex Portfolio

               

3.000%, 01/15/2030

    370       329  

Five Point Operating

               

10.500%, 11/15/2024 (A)(C)

     128       131  

MPT Operating Partnership

               

5.250%, 08/01/2026

    90       82  

5.000%, 10/15/2027

    310       256  

Prologis

               

1.750%, 07/01/2030

    280       232  

Realty Income

               

3.200%, 01/15/2027

    559       529  

2.850%, 12/15/2032

    355       293  

WP Carey

               

4.250%, 10/01/2026

    650       633  
                 
              3,708  
                 

Utilities — 1.0%

        

Alliant Energy Finance

               

4.250%, 06/15/2028 (A)

     115       110  

American Electric Power

               

2.300%, 03/01/2030

    280       239  

Berkshire Hathaway Energy

               

4.250%, 10/15/2050

    165       129  

Edison International

               

5.375%, H15T5Y + 4.698%(D)(E)

     510       497  

Eskom Holdings SOC MTN

               

6.350%, 08/10/2028

    300       291  

NiSource

               

3.600%, 05/01/2030

    50       46  

Pike

               

8.625%, 01/31/2031 (A)

     50       53  

5.500%, 09/01/2028 (A)

     693       665  

Sempra

               

3.400%, 02/01/2028

    1,005       945  

Southern California Edison

               

4.200%, 03/01/2029

    420       402  

Sunnova Energy

               

5.875%, 09/01/2026 (A)

     370       288  

TransAlta

               

7.750%, 11/15/2029

    280       292  

 

 

 

SEI Institutional Managed Trust

 

219

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

6.500%, 03/15/2040

  $ 150     $ 149  

Vistra Operations

               

6.875%, 04/15/2032 (A)

     200       203  

3.550%, 07/15/2024 (A)

     1,120       1,119  
                 
              5,428  
                 

Total Corporate Obligations

                

(Cost $227,269) ($ Thousands)

             211,075  
                 
                 
                 

ASSET-BACKED SECURITIES — 12.9%

Automotive — 2.5%

        
         

Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl E

                

7.917%, 05/17/2032(A)

     1,000       1,000  

American Credit Acceptance Receivables Trust, Ser 2022-1, Cl D

                

2.460%, 03/13/2028(A)

     1,000       981  

Carmax Select Receivables Trust, Ser 2024-A, Cl D

                

6.270%, 12/16/2030

     1,000       997  

Exeter Automobile Receivables Trust, Ser 2024-3A, Cl D

                

5.980%, 09/16/2030

     1,000       1,002  

Exeter Automobile Receivables Trust, Ser 2024-3A, Cl E

                

7.840%, 10/15/2031(A)

     1,156       1,161  

FCCU Auto Receivables Trust, Ser 2024-1A, Cl B

                

5.710%, 07/15/2030(A)

     1,000       1,002  

FCCU Auto Receivables Trust, Ser 2024-1A, Cl C

                

6.000%, 10/15/2030(A)

     1,000       1,001  

FCCU Auto Receivables Trust, Ser 2024-1A, Cl D

                

6.780%, 07/15/2032(A)

     1,000       1,002  

LAD Auto Receivables Trust, Ser 2024-2A, Cl D

                

6.370%, 10/15/2031(A)

     1,200       1,203  

SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl C

                

5.540%, 02/20/2032(A)

     1,000       1,002  

Tricolor Auto Securitization Trust, Ser 2024-1A, Cl A

                

6.610%, 10/15/2027(A)

     988       990  

Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A

                

6.360%, 12/15/2027(A)

     1,000       1,001  

Tricolor Auto Securitization Trust, Ser 2024-2A, Cl B

                

6.570%, 02/15/2028(A)

     1,000       1,003  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Tricolor Auto Securitization Trust, Ser 2024-2A, Cl C

                

6.930%, 04/17/2028(A)

   $ 250     $ 251  
              13,596  
                 

Other Asset-Backed Securities — 10.4%

        
         

Affirm Asset Securitization, Ser 2024-A, Cl 1B

                

5.930%, 02/15/2029(A)

     2,000       1,990  

Affirm Asset Securitization, Ser 2024-A, Cl 1C

                

6.160%, 02/15/2029(A)

     2,000       1,994  

AMMC CLO, Ser 2024-30A, Cl D

                

9.791%, TSFR3M + 4.500%, 01/15/2037(A)(D)

     250       254  

Apidos CLO XXII, Ser 2020-22A, Cl DR

                

12.336%, TSFR3M + 7.012%, 04/20/2031(A)(D)

     1,380       1,371  

Apidos Loan Fund, Ser 2024-1A, Cl D

                

8.520%, TSFR3M + 3.200%, 04/25/2035(A)(D)

     200       199  

Applebee's Funding, Ser 2023-1A, Cl A2

                

7.824%, 03/05/2053(A)

     530       548  

Bayview Opportunity Master Fund VII, Ser 2024-EDU1, Cl C

                

7.135%, SOFR30A + 1.800%, 06/25/2047(A)(D)

     1,139       1,144  

Birch Grove CLO, Ser 2024-19A, Cl D1RR

                

9.172%, TSFR3M + 3.850%, 07/17/2037(A)(D)

     220       220  

Buckhorn Park CLO, Ser 2021-1A, Cl DR

                

8.689%, TSFR3M + 3.362%, 07/18/2034(A)(D)

     400       399  

Canyon Capital CLO, Ser 2021-1A, Cl E

                

12.000%, TSFR3M + 6.672%, 04/15/2034(A)(D)

     280       271  

Capital Automotive REIT, Ser 2024-2A, Cl A2

                

5.250%, 05/15/2054(A)

     1,000       968  

CARS-DB7, Ser 2023-1A, Cl B

                

7.750%, 09/15/2053(A)

     1,300       1,312  

CIFC Funding, Ser 2024-3A, Cl D1R

                

9.025%, TSFR3M + 3.700%, 04/20/2037(A)(D)

     210       212  

College Ave Student Loans, Ser 2024-B, Cl A1A

                

5.690%, 08/25/2054(A)

     1,000       1,005  

College Ave Student Loans, Ser 2024-B, Cl B

                

6.080%, 08/25/2054(A)

     1,000       1,005  

CQS US CLO, Ser 2021-1A, Cl D1

                

9.136%, TSFR3M + 3.812%, 01/20/2035(A)(D)

     1,850       1,837  

 

 

 

220

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3

                

11.986%, TSFR3M + 6.662%, 04/20/2034(A)(D)

   $ 330     $ 325  

Eaton Vance CLO, Ser 2021-2A, Cl ER

                

12.090%, TSFR3M + 6.762%, 01/15/2035(A)(D)

     500       504  

Fortress Credit BSL XII, Ser 2021-4A, Cl E

                

12.720%, TSFR3M + 7.392%, 10/15/2034(A)(D)

     250       239  

Frontier Issuer, Ser 2024-1, Cl A2

                

6.190%, 06/20/2054(A)

     1,000       1,001  

Frontier Issuer, Ser 2024-1, Cl B

                

7.020%, 06/20/2054(A)

     1,000       998  

GBX Leasing, Ser 2023-1A, Cl A

                

6.420%, 11/20/2053(A)

     989       1,004  

Goldentree Loan Management US CLO, Ser 2018-3A, Cl D

                

8.436%, TSFR3M + 3.112%, 04/20/2030(A)(D)

     500       502  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B

                

2.940%, 01/20/2049(A)

     89       68  

Greystone CRE Notes, Ser 2024-HC3, Cl D

                

10.661%, TSFR1M + 5.333%, 03/15/2041(A)(D)

     250       249  

Halsey Point CLO I, Ser 2019-1A, Cl F

                

13.786%, TSFR3M + 8.462%, 01/20/2033(A)(D)

     290       275  

Hayfin US XV, Ser 2024-15A, Cl D1

                

9.597%, TSFR3M + 4.260%, 04/28/2037(A)(D)

     300       298  

Hilton Grand Vacations Trust, Ser 2024-2A, Cl B

                

5.650%, 03/25/2038(A)

     978       983  

Hilton Grand Vacations Trust, Ser 2024-2A, Cl C

                

5.990%, 03/25/2038(A)

     978       983  

Hilton Grand Vacations Trust, Ser 2024-2A, Cl D

                

6.910%, 03/25/2038(A)

     978       983  

HINNT, Ser 2024-A, Cl D

                

7.000%, 03/15/2043(A)

     937       910  

Marlette Funding Trust, Ser 2024-1A, Cl B

                

6.070%, 07/17/2034(A)

     1,000       1,004  

Mountain View CLO XVI, Ser 2024-1A, Cl DR

                

9.519%, TSFR3M + 4.190%, 04/15/2034(A)(D)

     460       454  

MVW, Ser 2020-1A, Cl A

                

1.740%, 10/20/2037(A)

     1,275       1,201  

Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A

                

0.940%, 07/15/2069(A)

     1,096       963  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A

                

0.970%, 12/16/2069(A)

   $ 1,159     $ 1,008  

Navient Private Education Refi Loan Trust, Ser 2024-A, Cl A

                

5.660%, 10/15/2072(A)

     1,000       1,004  

Navient Private Education Refi Loan Trust, Ser 2024-A, Cl B

                

6.070%, 10/15/2072(A)

     1,000       1,014  

NBC Funding, Ser 2024-1A, Cl A2

                

6.750%, 07/30/2054(A)

     1,000       1,013  

Neuberger Berman Loan Advisers CLO, Ser 2021-33A, Cl DR

                

8.489%, TSFR3M + 3.162%, 10/16/2033(A)(D)

     500       496  

Neuberger Berman Loan Advisers CLO, Ser 2021-44A, Cl E

                

11.589%, TSFR3M + 6.262%, 10/16/2034(A)(D)

     490       486  

Ocean Trails CLO IX, Ser 2021-9A, Cl DR

                

9.340%, TSFR3M + 4.012%, 10/15/2034(A)(D)

     500       498  

Ocean Trails CLO XIV, Ser 2023-14A, Cl A1

                

7.325%, TSFR3M + 2.000%, 01/20/2035(A)(D)

     650       652  

OCP CLO, Ser 2024-27A, Cl DR

                

8.674%, TSFR3M + 3.350%, 07/16/2035(A)(D)

     360       358  

Octagon Investment Partners 32, Ser 2017-1A, Cl D

                

8.990%, TSFR3M + 3.662%, 07/15/2029(A)(D)

     250       249  

Octane Receivables Trust, Ser 2024-1A, Cl C

                

5.820%, 05/20/2030(A)

     1,000       997  

Octane Receivables Trust, Ser 2024-2A, Cl C

                

5.900%, 07/20/2032(A)

     1,000       1,001  

OZLM XI, Ser 2017-11A, Cl BR

                

7.891%, TSFR3M + 2.562%, 10/30/2030(A)(D)

     600       599  

Pagaya AI Debt Trust, Ser 2023-8, Cl A

                

7.299%, 06/16/2031(A)

     852       862  

Pagaya AI Debt Trust, Ser 2023-8, Cl B

                

7.958%, 06/16/2031(A)

     999       1,014  

Palmer Square Loan Funding, Ser 2024-3A, Cl CR

                

8.329%, TSFR3M + 3.000%, 04/15/2031(A)(D)

     430       429  

Parallel, Ser 2020-1A, Cl CR

                

7.586%, TSFR3M + 2.262%, 07/20/2029(A)(D)

     750       748  

Peace Park CLO, Ser 2021-1A, Cl E

                

11.586%, TSFR3M + 6.262%, 10/20/2034(A)(D)

     400       401  

 

 

 

SEI Institutional Managed Trust

 

221

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Planet Fitness Master Issuer, Ser 2024-1A, Cl A2I

                

5.765%, 06/05/2054(A)

   $ 1,000     $ 997  

PVOne, Ser 2023-1A, Cl A

                

7.250%, 07/16/2035(A)

     604       599  

Rad CLO, Ser 2023-22A, Cl B

                

8.042%, TSFR3M + 2.670%, 01/20/2037(A)(D)

     950       956  

Rockford Tower CLO, Ser 2023-1A, Cl C

                

8.551%, TSFR3M + 3.200%, 01/20/2036(A)(D)

     800       804  

Sculptor CLO XXVI, Ser 2021-26A, Cl E

                

12.836%, TSFR3M + 7.512%, 07/20/2034(A)(D)

     450       449  

Signal Rail I, Ser 2024-1A, Cl A

                

5.670%, 05/17/2054(A)

     1,000       1,009  

Signal Rail I, Ser 2024-1A, Cl B

                

6.110%, 05/17/2054(A)

     1,000       1,009  

SMB Private Education Loan Trust, Ser 2021-A, Cl D1

                

3.860%, 01/15/2053(A)

     298       257  

SMB Private Education Loan Trust, Ser 2024-C, Cl A1A

                

5.500%, 06/17/2052(A)

     986       994  

Store Master Funding I-VII XIV XIX XX XXIV, Ser 2023-1A, Cl A2

                

6.920%, 06/20/2053(A)

     1,095       1,110  

Stream Innovations Issuer Trust, Ser 2024-1A, Cl A

                

6.270%, 07/15/2044(A)

     1,000       1,000  

Subway Funding, Ser 2024-1A, Cl A2I

                

6.028%, 07/30/2054(A)

     1,000       1,008  

Subway Funding, Ser 2024-1A, Cl A2II

                

6.268%, 07/30/2054(A)

     1,000       1,015  

Sunnova Helios II, Ser 2019-AA, Cl C

                

5.320%, 06/20/2046(A)

     384       308  

Sunnova Hestia II Issuer, Ser 2024-GRID1, Cl 1A

                

5.630%, 07/20/2051(A)

     1,000       1,001  

Sunrun Atlas Issuer, Ser 2019-2, Cl A

                

3.610%, 02/01/2055(A)

     372       339  

Textainer Marine Containers VII, Ser 2021-2A, Cl A

                

2.230%, 04/20/2046(A)

     1,120       1,002  

Trinitas CLO XXVI, Ser 2024-26A, Cl C

                

8.275%, TSFR3M + 2.950%, 01/20/2035(A)(D)

     430       430  

Triumph Rail Holdings, Ser 2021-2, Cl A

                

2.150%, 06/19/2051(A)

     861       784  

Voya CLO, Ser 2021-3A, Cl DR

                

12.536%, TSFR3M + 7.212%, 04/20/2034(A)(D)

     260       259  

VR Funding, Ser 2020-1A, Cl B

                

4.220%, 11/15/2050(A)

     200       185  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Whitebox CLO IV, Ser 2023-4A, Cl A1

                

7.475%, TSFR3M + 2.150%, 04/20/2036(A)(D)

   $ 770     $ 774  

Whitehorse XII, Ser 2018-12A, Cl D

                

9.240%, TSFR3M + 3.912%, 10/15/2031(A)(D)

     250       248  
              57,039  
                 

Total Asset-Backed Securities

                

(Cost $70,556) ($ Thousands)

             70,635  
                 
                 

MORTGAGE-BACKED SECURITIES — 10.7%

Agency Mortgage-Backed Obligations — 1.0%

        

FHLMC

                

6.000%, 12/01/2052

     73       74  

FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO

                

4.000%, 09/25/2050

     501       102  

FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO

                

3.000%, 08/25/2050

     437       74  

FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1

                

10.135%, SOFR30A + 4.800%, 10/25/2050(A)(D)

     210       240  

FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1

                

8.335%, SOFR30A + 3.000%, 12/25/2050(A)(D)

     630       683  

FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2

                

7.135%, SOFR30A + 1.800%, 01/25/2051(A)(D)

     110       111  

FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1

                

8.385%, SOFR30A + 3.050%, 01/25/2034(A)(D)

     590       631  

FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl B1

                

10.085%, SOFR30A + 4.750%, 02/25/2042(A)(D)

     510       544  

FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2

                

9.085%, SOFR30A + 3.750%, 02/25/2042(A)(D)

     500       525  

FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A

                

7.535%, SOFR30A + 2.200%, 05/25/2042(A)(D)

     457       464  

FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO

                

0.150%, 05/25/2045(D)

     1,147       92  

FNMA REMIC CMO, Ser 2017-104, Cl SB, IO

                

0.700%, 01/25/2048(D)

     808       84  

 

 

 

222

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FNMA REMIC CMO, Ser 2020-62, Cl GI, IO

                

4.000%, 06/25/2048

   $ 895     $ 180  

GNMA REMIC CMO, Ser 2010-9, Cl XD, IO

                

1.157%, 01/16/2040(D)

     904       99  

GNMA REMIC CMO, Ser 2013-124, Cl CS, IO

                

0.597%, 08/20/2043(D)

     97       9  

GNMA REMIC CMO, Ser 2015-111, Cl IM, IO

                

4.000%, 08/20/2045

     1,108       166  

GNMA REMIC CMO, Ser 2016-109, Cl IH, IO

                

4.000%, 10/20/2045

     627       97  

GNMA REMIC CMO, Ser 2016-27, Cl IA, IO

                

4.000%, 06/20/2045

     240       28  

GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO

                

0.207%, 07/20/2047(D)

     971       76  

GNMA REMIC CMO, Ser 2018-122, Cl SE, IO

                

0.747%, 09/20/2048(D)

     371       36  

GNMA REMIC CMO, Ser 2018-122, Cl HS, IO

                

0.747%, 09/20/2048(D)

     268       31  

GNMA REMIC CMO, Ser 2018-124, Cl SN, IO

                

0.747%, 09/20/2048(D)

     1,227       134  

GNMA REMIC CMO, Ser 2018-67, Cl PS, IO

                

0.747%, 05/20/2048(D)

     1,156       115  

GNMA REMIC CMO, Ser 2018-7, Cl DS, IO

                

0.247%, 01/20/2048(D)

     2,205       184  

GNMA REMIC CMO, Ser 2019-1, Cl SN, IO

                

0.597%, 01/20/2049(D)

     192       18  

GNMA REMIC CMO, Ser 2019-110, Cl SD, IO

                

0.647%, 09/20/2049(D)

     542       52  

GNMA REMIC CMO, Ser 2019-110, Cl SE, IO

                

0.647%, 09/20/2049(D)

     706       72  

GNMA REMIC CMO, Ser 2019-151, Cl NI, IO

                

3.500%, 10/20/2049

     1,755       293  

GNMA REMIC CMO, Ser 2019-6, Cl SA, IO

                

0.597%, 01/20/2049(D)

     153       14  

GNMA REMIC CMO, Ser 2019-78, Cl SE, IO

                

0.647%, 06/20/2049(D)

     123       12  

GNMA REMIC CMO, Ser 2020-78, Cl DI, IO

                

4.000%, 06/20/2050

     656       136  
                 
                 
              5,376  

Non-Agency Mortgage-Backed Obligations — 9.7%

        

280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D

                

7.164%, TSFR1M + 1.836%, 09/15/2034(A)(D)

     280       255  

A&D Mortgage Trust, Ser 2024-NQM3, Cl A1

                

6.451%, 07/25/2069(A)(C)

     1,000       1,002  

ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1

                

6.390%, TSFR1M + 1.044%, 11/25/2034(D)

     261       258  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Alternative Loan Trust, Ser 2005-81, Cl A1

                

6.020%, TSFR1M + 0.674%, 02/25/2037(D)

   $ 415     $ 331  

BANK, Ser 2022-BNK43, Cl D

                

3.000%, 08/15/2055(A)

     234       162  

BANK, Ser 2022-BNK44, Cl D

                

4.000%, 11/15/2032(A)(D)

     600       455  

BANK, Ser 2023-BNK46, Cl XA, IO

                

0.749%, 08/15/2056(D)

     3,407       134  

Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO

                

1.150%, 05/15/2052(D)

     10,236       349  

Benchmark Mortgage Trust, Ser 2023-V3, Cl D

                

4.000%, 07/15/2056(A)

     500       413  

BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F

                

10.764%, TSFR1M + 5.436%, 02/15/2039(A)(D)

     480       465  

BRAVO Residential Funding Trust, Ser 2022-NQM2, Cl A1

                

4.272%, 11/25/2061(A)(D)

     1,074       1,040  

BRAVO Residential Funding Trust, Ser 2022-R1, Cl A

                

3.125%, 01/29/2070(A)(C)

     637       600  

BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J

                

9.334%, TSFR1M + 4.004%, 10/15/2038(A)(D)

     352       343  

BX Trust, Ser 2021-ARIA, Cl E

                

7.688%, TSFR1M + 2.359%, 10/15/2036(A)(D)

     550       539  

BX Trust, Ser 2021-SDMF, Cl F

                

7.381%, TSFR1M + 2.051%, 09/15/2034(A)(D)

     297       285  

BX Trust, Ser 2024-CNYN, Cl D

                

8.019%, TSFR1M + 2.690%, 04/15/2029(A)(D)

     537       531  

CAFL Issuer, Ser 2023-RTL1, Cl A1

                

7.553%, 12/28/2030(A)(C)

     520       523  

CFK Trust, Ser 2020-MF2, Cl E

                

3.573%, 03/15/2039(A)(D)

     250       179  

Citigroup Commercial Mortgage Trust, Ser 2015-GC33, Cl B

                

4.727%, 09/10/2058(D)

     300       277  

Connecticut Avenue Securities Trust, Ser 2018-C01, Cl 1B1

                

9.000%, SOFR30A + 3.664%, 07/25/2030(D)

     570       612  

Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1

                

9.550%, SOFR30A + 4.214%, 07/25/2039(A)(D)

     450       471  

 

 

 

SEI Institutional Managed Trust

 

223

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1

                

8.435%, SOFR30A + 3.100%, 10/25/2041(A)(D)

   $ 1,020     $ 1,050  

Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1

                

8.085%, SOFR30A + 2.750%, 12/25/2041(A)(D)

     680       694  

Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2

                

8.335%, SOFR30A + 3.000%, 04/25/2042(A)(D)

     386       400  

Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1B1

                

10.885%, SOFR30A + 5.550%, 01/25/2043(A)(D)

     300       332  

CSMC Trust, Ser 2014-USA, Cl E

                

4.373%, 09/15/2037(A)

     320       182  

CSMC Trust, Ser 2017-RPL1, Cl M2

                

2.973%, 07/25/2057(A)(D)

     1,190       885  

Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1

                

5.095%, 05/25/2065(A)(D)

     600       616  

ELM Trust, Ser 2024-ELM, Cl D15

                

6.674%, 06/10/2039(A)(D)

     1,000       1,001  

ELM Trust, Ser 2024-ELM, Cl B15

                

5.995%, 06/10/2039(A)(D)

     1,000       1,001  

ELM Trust, Ser 2024-ELM, Cl C15

                

6.189%, 06/10/2039(A)(D)

     1,000       1,001  

ELM Trust, Ser 2024-ELM, Cl A15

                

5.801%, 06/10/2039(A)(D)

     1,000       1,001  

FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl B

                

7.795%, 11/10/2039(A)(D)

     380       394  

GCAT Trust, Ser 2024-INV2, Cl A14

                

6.000%, 06/25/2054(A)(D)

     1,000       988  

GS Mortgage Securities II Trust, Ser 2024-70P, Cl E

                

9.263%, 03/10/2041(A)(D)

     400       401  

GS Mortgage Securities Trust, Ser 2015-GC30, Cl C

                

4.203%, 05/10/2050(D)

     240       219  

GS Mortgage Securities Trust, Ser 2015-GC32, Cl D

                

3.345%, 07/10/2048

     380       343  

GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G

                

10.076%, TSFR1M + 4.747%, 11/15/2032(A)(D)

     500       492  

GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C

                

9.626%, TSFR1M + 4.297%, 09/15/2031(A)(D)

     1,754       331  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F

                

8.845%, TSFR1M + 3.514%, 12/15/2036(A)(D)

   $ 595     $ 565  

Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl M1

                

6.560%, 10/25/2056(D)

     1,000       998  

Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl A

                

6.164%, 10/25/2056

     1,000       1,000  

Impac CMB Trust, Ser 2005-4, Cl 1M1

                

6.105%, TSFR1M + 0.544%, 05/25/2035(D)

     493       442  

Imperial Fund Mortgage Trust, Ser 2022-NQM4, Cl A2

                

5.040%, 06/25/2067(A)(C)

     854       841  

JP Morgan Mortgage Trust, Ser 2024-5, Cl A9A

                

6.000%, 11/25/2054(A)(D)

     1,000       984  

JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-JP1, Cl C

                

4.879%, 01/15/2049(D)

     80       71  

JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL

                

8.467%, TSFR1M + 3.139%, 07/05/2033(A)(D)

     910       601  

Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2

                

6.844%, 10/25/2066(A)(C)

     679       682  

Morgan Stanley Capital I Trust, Ser 2015-BS8, Cl C

                

4.710%, 12/15/2048(D)

     190       170  

Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B

                

5.748%, 06/26/2036(A)(C)

     165       149  

MSWF Commercial Mortgage Trust, Ser 2023-2, Cl C

                

7.252%, 12/15/2056(D)

     290       301  

Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10

                

8.700%, SOFR30A + 3.364%, 10/25/2049(A)(D)

     486       486  

Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10

                

9.200%, SOFR30A + 3.864%, 03/25/2050(A)(D)

     471       472  

New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1

                

6.510%, TSFR1M + 1.164%, 01/25/2048(A)(D)

     228       224  

Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1

                

3.074%, TSFR1M + 0.544%, 03/26/2036(A)(D)

     149       141  

 

 

 

224

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

OBX Trust, Ser 2024-NQM8, Cl A3

                

6.588%, 05/25/2064(A)(C)

   $ 992     $ 995  

OBX Trust, Ser 2024-NQM8, Cl A2

                

6.436%, 05/25/2064(A)(C)

     992       994  

PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A

                

9.149%, SOFR30A + 3.814%, 11/27/2031(A)(D)

     152       152  

PRKCM Trust, Ser 2023-AFC1, Cl A3

                

7.304%, 02/25/2058(A)(C)

     247       244  

PRKCM Trust, Ser 2024-HOME1, Cl A3

                

6.785%, 05/25/2059(A)(C)

     1,000       1,004  

PRKCM Trust, Ser 2024-HOME1, Cl M1

                

6.861%, 05/25/2059(A)(D)

     1,000       1,006  

PRKCM Trust, Ser 2024-HOME1, Cl B1

                

7.736%, 05/25/2059(A)(D)

     1,000       992  

RALI Series Trust, Ser 2007-QO2, Cl A1

                

5.610%, TSFR1M + 0.264%, 02/25/2047(D)

     788       263  

Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M

                

4.250%, 11/25/2059(A)(D)

     830       770  

Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M

                

4.250%, 05/25/2060(A)(D)

     640       592  

Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M

                

4.500%, 11/25/2061(A)(D)

     320       256  

SMRT, Ser 2022-MINI, Cl D

                

7.279%, TSFR1M + 1.950%, 01/15/2039(A)(D)

     550       539  

Soho Trust, Ser 2021-SOHO, Cl D

                

2.787%, 08/10/2038(A)(D)

     440       253  

Starwood Mortgage Residential Trust, Ser 2021-3, Cl A2

                

1.395%, 06/25/2056(A)(D)

     975       816  

Starwood Mortgage Residential Trust, Ser 2022-1, Cl A1

                

2.447%, 12/25/2066(A)(D)

     997       866  

Starwood Mortgage Residential Trust, Ser 2022-3, Cl A1

                

4.161%, 03/25/2067(A)(D)

     858       819  

Towd Point Mortgage Trust, Ser 2019-4, Cl B1B

                

3.500%, 10/25/2059(A)(D)

     640       499  

Towd Point Mortgage Trust, Ser 2024-CES3, Cl A1

                

6.290%, 05/25/2064(A)(D)

     1,000       1,004  

Towd Point Mortgage Trust, Ser 2024-CES3, Cl A2

                

6.413%, 05/25/2064(A)(D)

     1,000       1,005  

Trust, Ser 2023-MIC, Cl B

                

9.863%, 12/05/2038(A)(D)

     270       288  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Unlock HEA Trust, Ser 2024-1, Cl A

                

7.000%, 04/25/2039(A)

   $ 1,092     $ 1,075  

Velocity Commercial Capital Loan Trust, Ser 2019-3, Cl M5

                

4.730%, 10/25/2049(A)(D)

     1,368       1,083  

Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl A

                

6.650%, 06/25/2054(A)(D)

     1,000       1,023  

Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl M1

                

6.870%, 06/25/2054(A)(D)

     1,000       1,006  

Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl M2

                

7.230%, 06/25/2054(A)(D)

     1,000       1,005  

Verus Securitization Trust, Ser 2022-INV1, Cl B1

                

5.834%, 08/25/2067(A)(D)

     321       305  

Verus Securitization Trust, Ser 2023-8, Cl A3

                

6.968%, 12/25/2068(A)(C)

     311       313  

Verus Securitization Trust, Ser 2024-1, Cl A3

                

6.118%, 01/25/2069(A)(C)

     633       629  

Verus Securitization Trust, Ser 2024-4, Cl A3

                

6.674%, 06/25/2069(A)(C)

     1,000       1,004  

Verus Securitization Trust, Ser 2024-4, Cl A2

                

6.572%, 06/25/2069(A)(C)

     1,000       1,005  

Verus Securitization Trust, Ser 2024-4, Cl B1

                

7.643%, 06/25/2069(A)(D)

     360       360  

Vista Point Securitization Trust, Ser 2024-CES1, Cl M1

                

7.482%, 05/25/2054(A)(C)

     1,000       1,008  

WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2

                

4.356%, 12/25/2036(D)

     453       383  

Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B

                

3.959%, 12/15/2047

     390       383  

Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1

                

6.578%, 04/25/2036(D)

     280       259  
                 
                 
              52,880  

Total Mortgage-Backed Securities

                

(Cost $60,051) ($ Thousands)

             58,256  
                 
                 
   


Shares

          

COMMON STOCK — 10.4%
                 

Communication Services — 0.6%

        

4imprint Group PLC

    1,567       116  

Freenet AG

    7,110       189  

iHeartMedia Inc *

     168,843       184  

Intelsat Jackson Holdings *(F)

     22,561       857  

 

 

 

SEI Institutional Managed Trust

 

225

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Verizon Communications Inc

    49,970     $ 2,061  
                 
              3,407  

Consumer Discretionary — 0.5%

        

Best Buy Co Inc

    11,005       927  

Bosideng International Holdings Ltd

    183,920       115  

McDonald's Corp

    1,109       283  

Restaurant Brands International Inc

    17,937       1,264  
                 
              2,589  

Consumer Staples — 2.3%

        

Altria Group Inc

    45,401       2,068  

Clorox Co/The

    5,600       764  

Coca-Cola Co/The

    28,995       1,846  

Colgate-Palmolive Co

    1,237       120  

Flowers Foods Inc

    10,839       241  

General Mills Inc

    20,018       1,266  

Kimberly-Clark Corp

    12,398       1,714  

Mondelez International Inc, Cl A

    2,052       134  

PepsiCo Inc

    10,058       1,659  

Philip Morris International Inc

    17,026       1,725  

Procter & Gamble Co/The

    3,592       592  

Vector Group Ltd

    6,784       72  
                 
              12,201  

Energy — 1.6%

        

Chevron Corp

    9,666       1,512  

Chord Energy Corp

    2,163       363  

Civitas Resources Inc

    3,555       245  

Diamondback Energy Inc, Cl A

    7,303       1,462  

DT Midstream Inc

    4,865       346  

Enbridge Inc

    35,158       1,251  

Gaztransport Et Technigaz SA

    1,884       246  

International Seaways Inc

    1,872       111  

Noble Corp PLC

    7,982       356  

Peyto Exploration & Development Corp, Cl Common Subs. Receipt

    10,308       110  

Summit Midstream Partners LP *

     24,250       862  

Williams Cos Inc/The

    41,679       1,771  
                 
              8,635  

Financials — 1.6%

        

American Financial Group Inc/OH

    4,029       496  

Aviva PLC

    137,502       828  

Bank Mandiri Persero Tbk PT

    1,846,204       693  

Bank OZK

    5,526       227  

CME Group Inc, Cl A

    8,803       1,731  

Cohen & Steers Inc

    1,416       103  

DBS Group Holdings Ltd

    62,482       1,650  

Federated Hermes Inc, Cl B

    4,518       149  

Independent Bank Corp

    2,215       112  

Malayan Banking Bhd

    284,010       600  

OneMain Holdings Inc, Cl A

    5,990       290  

Schroders PLC

    45,634       210  

TBC Bank Group PLC

    2,816       91  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Victory Capital Holdings Inc, Cl A

    1,734     $ 83  

Westpac Banking Corp

    77,004       1,400  
                 
              8,663  

Health Care — 1.9%

        

AbbVie Inc

    12,277       2,106  

Amgen Inc, Cl A

    4,853       1,516  

Bristol-Myers Squibb Co

    31,318       1,301  

Gilead Sciences Inc

    19,811       1,359  

Johnson & Johnson

    13,700       2,002  

Medtronic PLC

    14,066       1,107  

Merck & Co Inc

    3,836       475  

Roche Holding AG

    1,858       566  
                 
              10,432  

Industrials — 0.6%

        

Aena SME SA

    3,863       778  

Automatic Data Processing Inc

    645       154  

COMSYS Holdings Corp

    6,029       116  

Illinois Tool Works Inc

    417       99  

MSC Industrial Direct Co Inc, Cl A

    2,443       194  

PACCAR Inc

    15,962       1,643  

Societe BIC SA

    1,198       71  

Watsco Inc

    687       318  
                 
              3,373  

Information Technology — 0.5%

        

Cisco Systems Inc

    26,711       1,269  

Qlik, Cl A *(F)

     56       88  

Qlik, Cl B *

     13,812       —  

Texas Instruments Inc

    7,708       1,499  
                 
              2,856  

Materials — 0.3%

        

Arctic Canadian Diamond Company Ltd *(F)

     824       142  

LyondellBasell Industries NV, Cl A

    13,537       1,295  

Sonoco Products Co

    4,872       247  
                 
              1,684  

Real Estate — 0.5%

        

Apple Hospitality REIT Inc ‡

     11,976       174  

Essential Properties Realty Trust Inc ‡

     8,712       241  

Gaming and Leisure Properties Inc ‡

     14,040       635  

Innovative Industrial Properties Inc, Cl A ‡

     1,511       165  

VICI Properties Inc, Cl A ‡

     51,010       1,461  
                 
              2,676  

Total Common Stock

               

(Cost $52,816) ($ Thousands)

             56,516  

 

 

 

226

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS — 8.9%

19th Holdings Golf, LLC, Initial Term Loan, 1st Lien

                

8.678%, CME Term SOFR + 3.000%, 02/07/2029 (D)

   $ 454     $ 448  

Accession Risk Management Group, Inc, 2023 Delayed Draw Term Loan, 1st Lien

                

11.347%, 11/01/2029

    31       31  

11.326%, 11/01/2029

    22       22  

Accession Risk Management Group, Inc, Term Loan, 1st Lien

                

11.347%, 11/01/2029

    100       100  

11.330%, 11/01/2029

    92       91  

11.302%, 11/01/2029

    46       45  

10.997%, 11/01/2029

    40       40  

10.980%, 11/01/2029

    170       169  

10.952%, 11/01/2029

    105       104  

Acrisure, LLC, Term Loan, 1st Lien

                

9.829%, 11/11/2030 (D)

     335       336  

8.944%, Syn LIBOR + 3.500%, 02/15/2027 (D)

     106       106  

ADS Tactical, Inc, Term Loan, 1st Lien

                

11.194%, 03/19/2026 (D)

     928       929  

Allen Media, LLC, Initial Term Loan, 1st Lien

                

10.959%, 02/10/2027 (D)

     702       520  

Allied Universal Holdco, LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien

                

9.194%, CME Term SOFR + 3.750%, 05/12/2028 (D)

     552       550  

Allwyn Entertainment, Term Loan, 1st Lien

                

0.000%, 05/30/2031 (G)

     230       230  

Alterra Mountain Company, Term B-4 Loan, 1st Lien

                

8.579%, 08/17/2028

    271       271  

AmaWaterways, Term Loan, 1st Lien

                

8.829%, 05/01/2031 (D)

     200       200  

Amentum Goverment Services Holdings, LLC, Term Loan, 1st Lien

                

9.344%, 02/15/2029 (D)

     204       205  

Apollo Commercial Real Estate Finance, Inc, Initial Term Loan, 1st Lien

                

8.194%, 05/15/2026 (D)

     19       19  

Apollo Commercial Real Estate Finance, Inc, Term B-1 Loan, 1st Lien

                

8.944%, CME Term SOFR + 3.500%, 03/11/2028 (D)

     317       305  

Aquen Island Holdings, Inc, Initial Term Loan, 1st Lien

                

8.958%, 08/02/2028 (D)

     455       455  

Arcis Golf, LLC, Term Loan, 1st Lien

                

9.193%, 11/24/2028

    688       688  

Arctic Canadian Diamond Company, Ltd, Term Loan, 1st Lien

                

10.000%, 06/30/2026 (F)

     814       815  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Assured Partners, Term Loan, 1st Lien

                

8.829%, 02/14/2031

  $ 300     $ 301  

Asurion, LLC, Term B-4 Loan, 2nd Lien

                

10.708%, 01/20/2029 (D)

     200       184  

Asurion, LLC, Term B-9 Loan, 1st Lien

                

8.708%, 07/31/2027 (D)

     245       241  

Autokiniton Group, Term Loan, 1st Lien

                

9.444%, 04/06/2028

    214       215  

B.C., ULC, Term B-6 Loan, 1st Lien

                

7.079%, 09/20/2030

    220       219  

BHN Merger, Term Loan, 1st Lien

                

10.329%, 03/12/2029 (D)

     260       260  

Blackstone Mortgage Trust, Inc, Initial Term Loan, 1st Lien

                

2.342%, 04/23/2026

    360       353  

Bleriot US Bidco, Inc, Term Loan, 1st Lien

                

9.571%, 10/31/2030

    225       226  

Brown Group Holdings, LLC, Initial Term Loan, 1st Lien

                

8.179%, CME Term SOFR + 2.750%, 06/07/2028 (D)

     220       219  

Caesars Entertainment, Inc, Incremental Term B-1 Loan, 1st Lien

                

8.097%, CME Term SOFR + 2.750%, 02/06/2031 (D)

     520       520  

Caesars Entertainment, Inc, Term B Loan, 1st Lien

                

8.097%, 02/06/2030 (D)

     218       218  

Cardinal Parent, Inc, Initial Term Loan, 1st Lien

                

9.519%, CME Term SOFR + 4.500%, 11/12/2027 (D)

     542       507  

CBS Radio/Entercom Media, Term Loan, 1st Lien

                

11.444%, 08/19/2024

    43       43  

Chariot Buyer, LLC, Initial Term Loan, 1st Lien

                

8.694%, 11/03/2028 (D)

     562       561  

Chromalloy Corp, Term Loan, 1st Lien

                

9.058%, 03/27/2031

    170       170  

Citadel Securities, LP, Term Loan, 1st Lien

                

7.579%, 07/29/2030 (D)

     501       502  

Clarios Global, LP, Term Loan, 1st Lien

                

8.329%, 05/06/2030 (D)

     219       219  

Clark Equipment Company, Term B Loan, 1st Lien

                

7.902%, 04/20/2029 (D)

     86       86  

Cloudera, Inc, Initial Term Loan, 2nd Lien

                

11.429%, 10/08/2029 (D)

     140       138  

Community Brands, Term Loan, 1st Lien

                

0.000%, 06/13/2029 (F)(G)

     140       139  

Copeland, Term Loan, 1st Lien

                

0.000%, 06/18/2031 (G)

     50       50  

 

 

 

SEI Institutional Managed Trust

 

227

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Cotiviti Holdings, Inc, Term Loan, 1st Lien

                

8.579%, 05/01/2031 (D)

   $ 380     $ 378  

CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien

                

10.477%, 02/20/2029 (D)

     230       229  

DCert Buyer, Inc, First Amendment Refinancing Loan, 2nd Lien

                

12.329%, CME Term SOFR + 7.000%, 02/19/2029 (D)

     490       434  

DCert Buyer, Inc, Initial Term Loan, 1st Lien

                

9.329%, CME Term SOFR + 4.000%, 10/16/2026 (D)

     610       594  

Diamond Sports Group, LLC, Dip Term Loan, 1st Lien

                

10.167%, 12/02/2024

    46       64  

DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien

                

10.458%, CME Term SOFR + 5.000%, 08/02/2027 (D)

     357       357  

Drake Software/Taxwell, Term Loan, 1st Lien

                

0.000%, 06/17/2031 (G)

     800       792  

DS Parent, Term Loan, 1st Lien

                

10.835%, 01/31/2031

    620       617  

Energize Holdco, LLC, Initial Term Loan, 1st Lien

                

9.194%, 12/08/2028 (D)

     1,166       1,167  

Engineered Machinery Holdings, Inc, Incremental Amendment No. 4 Term Loan, 1st Lien

                

7.652%, EURIBOR + 3.750%, 05/21/2028 (D)

     317       339  

Engineered Machinery Holdings, Inc, Incremental Amendment No. 5 Term Loan, 1st Lien

                

9.346%, 05/19/2028 (D)

     707       709  

Entercom Media Corp, Term B-2 Loan, 1st Lien

                

8.091%, CME Term SOFR + 2.500%, 11/18/2024 (D)

     1,140       536  

Epic Y-Grade, Term B Loan, 1st Lien

                

11.058%, 06/29/2029

    875       873  

EyeCare Partners, Second Out Term Loan, 1st Lien

                

10.037%, 11/30/2028

    657       400  

EyeCare Partners, Third Out Term Loan, 1st Lien

                

0.000%, 11/30/2028 (G)

     65       11  

First Brands Group, LLC, Incremental Term Loan, 1st Lien

                

10.591%, 03/30/2027

    539       535  

First Brands Group, LLC, Term Loan, 1st Lien

                

10.591%, CME Term SOFR + 5.000%, 03/30/2027 (D)

     575       570  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

First Brands Group, LLC, Term Loan, 2nd Lien

                

14.141%, 03/30/2028

  $ 1,200     $ 1,155  

First Eagle, Term Loan, 1st Lien

                

8.330%, 02/22/2029

    180       179  

Flutter Financing, Term Loan, 1st Lien

                

7.559%, 11/25/2030 (D)

     458       458  

Focus Financial Partners, LLC, Term Loan, 1st Lien

                

8.079%, 06/30/2028

    312       312  

7.829%, 06/30/2028

    276       275  

Four Seasons Holdings, Inc, Term Loan, 1st Lien

                

7.329%, 11/30/2029

    170       170  

Gainwell Acquisition Corp, Term B Loan, 1st Lien

                

9.435%, CME Term SOFR + 4.000%, 10/01/2027 (D)

     1,459       1,411  

Garda World Security Corporation, Term Loan, 1st Lien

                

9.594%, 02/01/2029

    399       401  

Genesee & Wyoming, Inc, Initial Term Loan, 1st Lien

                

7.301%, 04/10/2031

    230       230  

Getty Images, Inc, Initial Dollar Term Loan, 1st Lien

                

9.909%, CME Term SOFR + 4.500%, 02/19/2026 (D)

     334       334  

Global Medical Response Inc., Extended Term Loan, 1st Lien

                

10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D)

     525       508  

Global Tel Link Corporation, Term Loan, 1st Lien

                

9.679%, CME Term SOFR + 0.040%, 11/29/2025 (D)

     164       162  

Gray Television, Inc, Term D Loan, 1st Lien

                

8.444%, 12/01/2028

    376       338  

0.000%, 05/23/2029 (G)

     110       105  

GTCR, LLC, Initial Term Loan, 1st Lien

                

8.309%, 01/31/2031 (D)

     320       320  

Harbor Freight Tools, Term Loan, 1st Lien

                

7.828%, 06/05/2031 (D)

     280       279  

Icebox Holdco III, Inc, Initial Term Loan, 1st Lien

                

9.071%, 12/22/2028

    760       761  

Icebox Holdco III, Inc, Initial Term Loan, 2nd Lien

                

12.321%, 12/21/2029

    225       227  

Indy US Holdco, LLC, Term Loan, 1st Lien

                

0.000%, 03/06/2028 (G)

     210       210  

Isolved, Inc, Term B-1 Loan, 1st Lien

                

8.829%, 10/15/2030

    320       321  

 

 

 

228

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Jane Street Group, Term Loan, 1st Lien

                

7.944%, 01/26/2028 (D)

   $ 514     $ 513  

Jazz Pharmaceuticals, PLC, Term B-1 Loan, 1st Lien

                

8.444%, 05/05/2028

    201       202  

Johnstone Supply, LLC, Initial Term Loan, 1st Lien

                

8.328%, CME Term SOFR + 3.000%, 06/09/2031 (D)

     90       90  

Knight Health Holdings, LLC, Term B Loan, 1st Lien

                

10.694%, 12/23/2028

    127       59  

LABL, Inc, Initial Dollar Term Loan, 1st Lien

                

10.444%, CME Term SOFR + 5.000%, 10/29/2028 (D)

     385       380  

Learsfield Communications, LLC, Term Loan, 1st Lien

                

10.829%, 06/30/2028

    627       629  

Lids Holdings, Inc, Initial Term Loan, 1st Lien

                

10.994%, 12/14/2026

    690       688  

Lifepoint Health, Inc, Term Loan, 1st Lien

                

10.056%, 11/16/2028 (D)

     758       761  

9.329%, 05/09/2031

    100       100  

Lorca Co-Borrower, LLC, Term B Loan, 1st Lien

                

0.000%, 04/17/2031 (G)

     110       110  

Loyalty Ventures, Inc, Term B Loan, 1st Lien

                

13.750%, 11/03/2027 (B)

     829       6  

LRS Holdings, LLC, Intial Term Loan, 1st Lien

                

9.694%, 08/31/2028

    406       365  

LTR Intermediate, Term B Loan, 1st Lien

                

9.944%, 05/05/2028

    310       304  

Magenta Buyer, LLC, Initial Term Loan, 1st Lien

                

10.591%, CME Term SOFR + 5.000%, 07/27/2028 (D)

     412       227  

Medline Borrower, LP, Refinancing Term Loan, 1st Lien

                

8.094%, CME Term SOFR + 2.750%, 10/23/2028 (D)

     330       330  

MH Sub I, LLC (Micro Holding Corp), 2023 May Incremental Term Loan, 1st Lien

                

9.594%, CME Term SOFR + 4.250%, 05/03/2028 (D)

     319       319  

Mitchell International, Term Loan, 1st Lien

                

8.579%, 06/06/2031

    420       416  

Modena Buyer, LLC, Term Loan, 1st Lien

                

0.000%, 04/18/2031 (G)

     420       409  

MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien

                

9.859%, CME Term SOFR + 4.250%, 09/01/2028 (D)

     258       213  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

MRI Software, LLC, Term Loan, 1st Lien

                

10.902%, 02/10/2027

  $ 534     $ 526  

Neptune BidCo US, Inc, Term A Loan, 1st Lien

                

10.156%, 10/11/2028 (D)

     782       733  

Nexus Buyer, LLC, Term Loan, 1st Lien

                

9.844%, 12/13/2028 (D)

     610       610  

Osaic Holdings, Inc, Term B-3 Loan, 1st Lien

                

9.344%, CME Term SOFR + 4.000%, 08/17/2028 (D)

     249       250  

Osmosis Buyer Limited, Delayed Term Loan, 1st Lien

                

9.579%, 07/31/2028

    242       242  

9.579%, 07/31/2028

    28       28  

PDS HoldCo Inc, Delayed Draw Term Loan, 1st Lien

                

10.109%, 08/18/2028

    469       326  

Peer Holdings III B.V., Term B4 Loan, 1st Lien

                

8.559%, 10/28/2030

    440       440  

Peer Holdings III B.V., Term B5 Loan, 1st Lien

                

8.329%, 06/23/2031

    190       190  

Peraton Corp, Term B Loan, 1st Lien

                

9.194%, CME Term SOFR + 3.750%, 02/01/2028 (D)

     379       379  

Phoenix Guarantor, Term B-4 Loan, 1st Lien

                

8.579%, 02/21/2031

    226       225  

Planview Parent, Inc, 2024-A Incremental Term Loan, 1st Lien

                

9.085%, 12/17/2027

    551       550  

Polyconcept, Initial Term Loan, 1st Lien

                

10.802%, 05/18/2029

    411       401  

Pretium PKG Holdings, Inc, Term A Loan, 1st Lien

                

9.827%, CME Term SOFR + 5.000%, 10/02/2028 (D)

     786       807  

Project Alpha Intermediate Holding, Inc, 2024 Refinancing Term Loan, 1st Lien

                

9.072%, 10/28/2030

    230       231  

Redstone HoldCo 2, LP, Initial Term Loan, 1st Lien

                

10.208%, CME Term SOFR + 4.750%, 04/27/2028 (D)

     354       315  

Ryan, LLC, Initial Term Loan, 1st Lien

                

8.828%, 11/14/2030

    620       622  

Sedgwick Claims Management Services, Inc (Lightning Cayman Merger Sub, Ltd.), 2023 Term Loan, 1st Lien

                

9.079%, 02/24/2028

    227       227  

Sedgwick Claims Management Services, Inc (Lightning Cayman Merger Sub, Ltd.), Term Loan, 1st Lien

                

0.000%, 06/27/2031 (G)

     40       40  

 

 

 

SEI Institutional Managed Trust

 

229

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

SkyMiles IP Ltd. (Delta Air Lines, Inc), Initial Term Loan, 1st Lien

                

9.075%, CME Term SOFR + 3.750%, 10/20/2027 (D)

   $ 206     $ 211  

Soltera Health Holdings, LLC, Term B Loan, 1st Lien

                

8.578%, 05/23/2031

    430       429  

Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien

                

11.429%, 06/19/2026

    958       957  

Tanzania Private, Term B Loan, 1st Lien

                

0.000%, 04/30/2031 (F)(G)

     270       267  

Team Services, LLC, Initial Term B Loan, Lien 1

                

0.000%, 12/20/2027 (G)

     60       59  

The GEO Group, Inc, Term Loan, 1st Lien

                

10.570%, 04/13/2029

    230       234  

The Michaels Companies, Inc, Term B Loan, 1st Lien

                

9.821%, LIBOR + 4.250%, 04/15/2028 (D)

     99       89  

Triton Water Holdings, Inc, Initial Term Loan, 1st Lien

                

8.846%, CME Term SOFR + 3.250%, 03/31/2028 (D)

     518       518  

Triton Water Holdings, Inc, Term B Loan, 1st Lien

                

9.302%, 03/31/2028 (D)

     339       340  

UFC Holdings, LLC, Term Loan, 1st Lien

                

8.336%, 04/29/2026

    334       335  

United Airlines, Term B Loan, 1st Lien

                

8.094%, 02/22/2031

    350       350  

Univision Communications, Inc, Term Loan, 1st Lien

                

8.944%, 01/23/2029

    40       40  

UST Global, Inc, Initial Term Loan, 1st Lien

                

8.942%, 11/20/2028

    230       230  

Virgin Media Bristol, LLC, N Facility, 1st Lien

                

7.943%, CME Term SOFR + 2.500%, 01/31/2028 (D)

     685       654  

Virgin Media Bristol, LLC, Y Facility, 1st Lien

                

8.656%, 03/31/2031 (D)

     340       320  

Virtusa Corporation, Term B Loan, 1st Lien

                

9.194%, 02/11/2028

    906       907  

8.092%, 06/13/2031

    240       239  

WIN Waste Innovations Holdings, Inc, Initial Term Loan, 1st Lien

                

8.194%, LIBOR + 2.750%, 03/24/2028 (D)

     100       93  

WW International, Inc, Initial Term Loan, 1st Lien

                

8.958%, CME Term SOFR + 3.500%, 04/13/2028 (D)

     80       30  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

LOAN PARTICIPATIONS (continued)

Wwex Uni TopCo Holdings, LLC, Initial Term Loan, 1st Lien

                

9.571%, 07/26/2028 (D)

   $ 243     $ 244  
                 
                 

Total Loan Participations

                

(Cost $50,724) ($ Thousands)

             48,620  
                 
                 
                 

SOVEREIGN DEBT — 8.2%
                 

Abu Dhabi Government International Bond MTN

                

3.875%, 04/16/2050(A)

     1,430       1,137  

Angolan Government International Bond

                

9.375%, 05/08/2048

     200       167  

9.125%, 11/26/2049(A)

     1,170       959  

8.750%, 04/14/2032(A)

     210       186  

8.000%, 11/26/2029(A)

     220       198  

Argentine Republic Government International Bond

                

3.625%, 07/09/2024(C)

     1,246       521  

1.000%, 07/09/2029

     262       150  

0.750%, 07/09/2030(C)

     2,610       1,470  

0.500%, 07/09/2029

   EUR 6       3  

Bahrain Government International Bond MTN

                

5.625%, 05/18/2034(A)

   $ 740       665  

Benin Government International Bond

                

4.875%, 01/19/2032(A)

   EUR 1,280       1,147  

Brazil Government International Bond

                

5.333%, 02/15/2028

   $ 80       78  

Brazil Notas do Tesouro Nacional, Ser F

                

10.000%, 01/01/2031

   BRL 3,679       600  

Colombia Government International Bond

                

4.125%, 05/15/2051

   $ 630       376  

3.125%, 04/15/2031

     530       417  

3.000%, 01/30/2030

     730       597  

Cordoba Government International Bond

                

6.990%, 06/01/2027(A)(C)

     226       193  

Country Garden Holdings

                

8.000%, 01/27/2024(B)

     200       15  

Dominican Republic International Bond

                

7.450%, 04/30/2044

     600       628  

6.850%, 01/27/2045

     460       453  

6.500%, 02/15/2048(A)

     1,270       1,201  

4.875%, 09/23/2032

     260       233  

4.500%, 01/30/2030

     550       499  

Ecuador Government International Bond

                

2.500%, 07/31/2024(A)(C)

     1,128       512  

0.000%, 07/31/2030(A)(H)

     329       157  

 

 

 

230

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

SOVEREIGN DEBT (continued)

Egypt Government International Bond

                

8.875%, 05/29/2050(A)

   $ 710     $ 539  

8.700%, 03/01/2049(A)

     320       241  

8.500%, 01/31/2047

     450       333  

5.875%, 02/16/2031

     430       334  

El Salvador Government International Bond

                

9.250%, 04/17/2030(A)

     170       151  

Ethiopia International Bond

                

6.625%, 12/11/2024(B)

     210       151  

Guatemala Government Bond

                

6.125%, 06/01/2050(A)

     530       481  

4.900%, 06/01/2030(A)

     280       265  

4.875%, 02/13/2028

     590       567  

Indonesia Government International Bond

                

2.850%, 02/14/2030

     900       798  

1.100%, 03/12/2033

   EUR 400       340  

Iraq Government International Bond

                

5.800%, 01/15/2028

   $ 140       131  

Ivory Coast Government International Bond

                

7.625%, 01/30/2033(A)

     620       601  

6.625%, 03/22/2048

   EUR 320       267  

5.250%, 03/22/2030

     390       380  

4.875%, 01/30/2032(A)

     1,210       1,085  

Jamaica Government International Bond

                

9.625%, 11/03/2030

   JMD 30,000       203  

7.875%, 07/28/2045

   $ 740       866  

Jordan Government International Bond

                

7.750%, 01/15/2028(A)

     300       297  

Mexican Bonos

                

8.500%, 05/31/2029

   MXN 5,950       306  

7.750%, 11/23/2034

     41,410       1,953  

5.750%, 03/05/2026

     9,770       495  

Mexico Government International Bond

                

6.000%, 05/07/2036

   $ 290       282  

3.771%, 05/24/2061

     520       318  

2.659%, 05/24/2031

     720       591  

Morocco Government International Bond

                

3.000%, 12/15/2032(A)

     730       587  

National Bank of Uzbekistan

                

4.850%, 10/21/2025

     200       192  

Nigeria Government International Bond

                

8.747%, 01/21/2031

     1,280       1,183  

7.696%, 02/23/2038(A)

     690       535  

Oman Government International Bond

                

6.250%, 01/25/2031(A)

     773       795  

Pakistan Government International Bond MTN

                

6.000%, 04/08/2026(A)

     340       307  

Paraguay Government International Bond

                

6.100%, 08/11/2044

     300       289  

5.600%, 03/13/2048

     480       431  

5.400%, 03/30/2050(A)

     320       279  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

SOVEREIGN DEBT (continued)

Perusahaan Penerbit SBSN Indonesia III MTN

                

4.450%, 02/20/2029(A)

   $ 330     $ 320  

Provincia de Buenos Aires Government Bond MTN

                

6.375%, 09/01/2037(A)(C)

     1,828       752  

Qatar Government International Bond

                

5.103%, 04/23/2048(A)

     620       604  

4.817%, 03/14/2049(A)

     690       645  

4.625%, 06/02/2046

     280       256  

4.400%, 04/16/2050(A)

     450       394  

Republic of Kenya Government International Bond

                

9.750%, 02/16/2031(A)

     540       518  

Romanian Government International Bond

                

7.125%, 01/17/2033

     550       579  

6.375%, 01/30/2034

     500       502  

3.375%, 01/28/2050(A)

   EUR 90       64  

2.875%, 05/26/2028

     650       656  

2.875%, 03/11/2029

     1,290       1,282  

2.124%, 07/16/2031(A)

     250       216  

Saudi Government International Bond MTN

                

4.500%, 04/22/2060(A)

   $ 1,070       867  

3.250%, 10/22/2030(A)

     430       386  

South Africa Government International Bond

                

5.650%, 09/27/2047

     950       717  

4.850%, 09/27/2027

     890       854  

4.300%, 10/12/2028

     200       184  

Sri Lanka Government International Bond

                

7.550%, 03/28/2030(A)(B)

     710       409  

6.850%, 11/03/2025(B)

     570       335  

6.750%, 04/18/2028(A)(B)

     360       211  

Turkey Government International Bond

                

6.875%, 03/17/2036

     60       56  

6.500%, 09/20/2033

     900       845  

4.250%, 04/14/2026

     530       510  

Turkiye Government International Bond

                

7.625%, 04/26/2029

     560       571  

6.000%, 01/14/2041

     1,980       1,644  

Ukraine Government International Bond

                

9.750%, 11/01/2030(A)(B)

     640       204  

8.994%, 02/01/2026(B)

     280       90  

7.750%, 09/01/2025(B)

     910       288  

7.750%, 09/01/2029(B)

     250       78  

7.253%, 03/15/2035(A)(B)

     420       121  

Uruguay Government International Bond

                

3.875%, 07/02/2040

   UYU 6,307       169  

 

 

 

SEI Institutional Managed Trust

 

231

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

SOVEREIGN DEBT (continued)

Uzbekistan Government International Bond MTN

                

3.700%, 11/25/2030(A)

   $ 460     $ 378  
                 

Total Sovereign Debt

        

(Cost $53,185) ($ Thousands)

     44,840  
                 
                 
   


Shares

          

FOREIGN COMMON STOCK — 5.4%
                 

Australia — 0.0%

        

Premier Investments Ltd

    4,897       102  
                 
                 
                 

Canada — 0.6%

        

BCE Inc

    4,069       132  

Canadian Natural Resources Ltd

    42,002       1,496  

Great-West Lifeco Inc

    14,862       433  

Pembina Pipeline Corp, Cl Common Subs. Receipt

    30,275       1,123  
                 
              3,184  
                 

France — 0.2%

        

La Francaise des Jeux SAEM

    5,369       183  

Sanofi SA

    12,140       1,170  
                 
              1,353  
                 

Germany — 0.3%

        

Mercedes-Benz Group AG

    23,096       1,598  
                 
                 
                 

Hong Kong — 0.6%

        

China CITIC Bank Corp Ltd, Cl H

    489,770       314  

China Construction Bank Corp, Cl H

    2,476,157       1,830  

CK Infrastructure Holdings Ltd

    34,145       193  

HKT Trust & HKT Ltd

    197,586       222  

Power Assets Holdings Ltd

    26,603       144  

SITC International Holdings Co Ltd

    71,531       194  

Want Want China Holdings Ltd

    274,457       166  
                 
              3,063  
                 

India — 0.2%

        

Bajaj Auto Ltd

    499       57  

HCL Technologies Ltd

    50,333       881  
                 
              938  
                 

Indonesia — 0.2%

        

Bank Rakyat Indonesia Persero Tbk PT

    3,056,137       859  
                 
                 
                 

Italy — 0.4%

        

Azimut Holding SpA

    5,958       140  

Generali

    59,767       1,492  

Italgas SpA

    25,503       126  

Poste Italiane SpA

    28,394       362  
                 
              2,120  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Japan — 0.4%

        

Japan Tobacco Inc

    57,222     $ 1,547  

SoftBank Corp

    15,573       190  

USS Co Ltd

    22,224       187  

Yamato Kogyo Co Ltd

    1,949       95  
                 
              2,019  
                 

Malaysia — 0.0%

        

Petronas Dagangan Bhd

    15,538       58  

Petronas Gas Bhd

    43,248       163  
                 
              221  
                 

Netherlands — 0.1%

        

Koninklijke KPN NV

    184,001       706  
                 
                 
                 

New Zealand — 0.0%

        

Spark New Zealand Ltd

    102,378       260  
                 
                 
                 

Singapore — 0.3%

        

ComfortDelGro Corp Ltd

    114,449       113  

Oversea-Chinese Banking Corp Ltd

    168,280       1,792  
                 
              1,905  
                 

South Korea — 0.1%

        

KT&G Corp

    5,369       344  
                 
                 
                 

Spain — 0.4%

        

Cia de Distribucion Integral Logista Holdings SA

    3,662       104  

Enagas SA

    13,317       198  

Industria de Diseno Textil SA

    40,479       2,011  

Mapfre SA

    47,313       109  
                 
              2,422  
                 

Switzerland — 0.5%

        

Novartis AG

    14,483       1,550  

Roche Holding AG

    3,477       965  
                 
              2,515  
                 

Taiwan — 0.7%

        

Chunghwa Telecom Co Ltd

    204,369       791  

Far EasTone Telecommunications Co Ltd

    81,995       212  

MediaTek Inc

    48,792       2,106  

Novatek Microelectronics Corp

    32,550       608  
                 
              3,717  
                 

United Kingdom — 0.4%

        

Games Workshop Group PLC

    1,821       246  

Hargreaves Lansdown PLC

    19,337       277  

Imperial Brands PLC

    49,536       1,267  

OSB Group PLC

    22,742       123  

Pagegroup PLC

    17,876       96  

 

 

 

232

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Taylor Wimpey PLC

    186,486     $ 335  
                 
              2,344  
                 

Total Foreign Common Stock

               

(Cost $26,004) ($ Thousands)

             29,670  
               
   

Face Amount
(Thousands)

          

U.S. TREASURY OBLIGATIONS — 1.9%

U.S. Treasury Bills

               

5.292%, 07/30/2024 (I)

   $ 6,900       6,871  

5.273%, 08/08/2024 (I)

     3,500       3,480  
         

Total U.S. Treasury Obligations

        

(Cost $10,352) ($ Thousands)

     10,351  
                 
                 
                 

CONVERTIBLE BONDS — 0.4%

Alarm.com Holdings

                

0.000%, 01/15/2026(H)

     57       52  

DISH Network

                

0.000%, 12/15/2025(H)

     1,370       1,007  

DraftKings Holdings

                

0.000%, 03/15/2028(H)

     680       563  

Gannett

                

6.000%, 12/01/2027(A)

     240       258  

Multiplan

                

6.000%, 10/15/2027(A)

     420       292  
                 

Total Convertible Bonds

                

(Cost $2,226) ($ Thousands)

             2,172  
                 
                 
                 

COMMERCIAL PAPER — 0.2%

VW Credit

                

5.597%, 07/19/2024 (I)

     1,000       997  
                 
                 
                 

Total Commercial Paper

                

(Cost $997) ($ Thousands)

     997  
                 
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

PREFERRED STOCK — 0.1%
                 

Energy — 0.1%

        

Equitrans Midstream Corp, 13.730% (E)

     14,041     $ 305  
                 
                 

Total Preferred Stock

               

(Cost $311) ($ Thousands)

             305  
               
   

Face Amount
(Thousands)

          

MUNICIPAL BOND — 0.0%

Illinois — 0.0%

        

Illinois State, Build America Bonds, GO

               

7.350%, 07/01/2035

  $ 193       207  
                 
                 

Total Municipal Bond

                
                 

(Cost $211) ($ Thousands)

             207  
                 
                 
                 
      Number of
Warrants		          

WARRANTS — 0.0%

Noble Corp PLC, Expires 02/04/2028

                

Strike Price $19.27 *

     2,787       69  

Noble Corp PLC, Expires 02/04/2028

                

Strike Price $23.13 *

     2,787       58  
                 
                 

Total Warrants

                

(Cost $13) ($ Thousands)

             127  
                 
                 
   

         

PURCHASED SWAPTION — 0.0%

Total Purchased Swaption

               

(Cost $17) ($ Thousands)

             16  
                 

Total Investments in Securities — 97.8%

                

(Cost $554,732) ($ Thousands)

  $ 533,787  
                 
                 

WRITTEN SWAPTION — (0.0)%

Total Written Swaption

               

(Premiums Received $17) ($ Thousands)

           $ (15 )
                 
                 

 

 
 

A list of over the counter swaption contracts for the Fund at June 30, 2024, is as follows:

 

Description

  

Counterparty

    

Number of Contracts/ Notional Amount

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED SWAPTION — 0.0%

                        

Put Swaptions

                                

Swaption

     Bank of America Merrill Lynch     $ 6,000,000     $ 60.00       11/16/2024     $ 16  
                                         

WRITTEN SWAPTION — 0.0%

                        

Put Swaptions

                                

Swaption

     Bank of America Merrill Lynch     $ (12,000,000 )     80.00       11/16/2024     $ (15 )

 

  

 

SEI Institutional Managed Trust

 

233

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

A list of the open futures contracts held by the Fund at June 30, 2024, 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

     39       Mar-2025     $ 9,421     $ 9,277     $ (144 )

Australian 10-Year Bond

     14       Sep-2024       1,066       1,062       (2 )

Euro-Bobl

     4       Sep-2024       502       499       4  

Euro-Bund 10-Year Bond

     36       Sep-2024       5,097       5,078       53  

ICE 3-Month SONIA

     28       Sep-2024       8,404       8,393       41  

ICE 3-Month SONIA

     1       Mar-2025       303       302       2  

Long Gilt 10-Year Bond

     29       Sep-2024       3,571       3,577       27  

U.S. 2-Year Treasury Note

     366       Sep-2024       74,621       74,744       123  

U.S. 5-Year Treasury Note

     111       Sep-2024       11,779       11,830       51  

U.S. 10-Year Treasury Note

     140       Sep-2024       15,341       15,398       57  

U.S. Long Treasury Bond

     20       Sep-2024       2,363       2,366       3  

U.S. Ultra Long Treasury Bond

     52       Sep-2024       6,462       6,518       56  

Ultra 10-Year U.S. Treasury Note

     67       Sep-2024       7,533       7,606       73  
                      146,463       146,650       344  

Short Contracts

                                        

U.S. 5-Year Treasury Note

     (89)       Sep-2024     $ (9,506 )   $ (9,486 )   $ 20  

U.S. Long Treasury Bond

     (12)       Sep-2024       (1,427 )     (1,419 )     8  

Ultra 10-Year U.S. Treasury Note

     (70)       Sep-2024       (7,896 )     (7,947 )     (51 )
                      (18,829 )     (18,852 )     (23 )
                    $ 127,634     $ 127,798     $ 321  

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Bank of America

     07/02/24       GBP       1,004       USD       1,269     $ (1 )

Barclays PLC

     07/30/24       USD       170       EUR       156       (2 )

BNP Paribas

     07/19/24       USD       89       JPY       13,317       (6 )

BNP Paribas

     07/19/24       USD       247       EUR       230       (1 )

BNP Paribas

     07/19/24       USD       531       CAD       730       3  

BNP Paribas

     07/19/24       CAD       620       USD       455       2  

BNP Paribas

     07/19/24       CHF       210       USD       235       —  

BNP Paribas

     07/19/24       CHF       440       USD       487       (4 )

BNP Paribas

     07/19/24       USD       1,063       NOK       11,607       28  

BNP Paribas

     07/19/24       NOK       430       USD       40       —  

BNP Paribas

     07/19/24       NOK       3,270       USD       307       (1 )

Citigroup

     07/02/24       USD       172       BRL       920       (6 )

Citigroup

     07/02/24       BRL       950       USD       185       14  

Citigroup

     07/18/24       USD       130       INR       10,910       —  

Citigroup

     07/19/24       EUR       400       USD       431       2  

Citigroup

     07/19/24       USD       780       EUR       730       3  

Citigroup

     07/19/24       USD       762       EUR       703       (7 )

Citigroup

     07/19/24       USD       1,570       GBP       1,254       14  

Citigroup

     07/19/24       AUD       140       USD       94       —  

Citigroup

     07/19/24       AUD       2,252       USD       1,490       (14 )

Citigroup

     07/19/24       USD       3,214       AUD       4,918       72  

Citigroup

     07/19/24       GBP       4,378       USD       5,490       (44 )

Citigroup

     07/19/24       JPY       13,320       USD       86       3  

Goldman Sachs

     07/02/24       USD       185       BRL       970       (11 )

Goldman Sachs

     07/02/24       BRL       2,092       USD       386       10  

Goldman Sachs

     07/19/24       USD       767       CHF       695       8  

 

 

 

234

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     07/19/24       CAD       1,036       USD       761     $ 3  

Goldman Sachs

     07/19/24       CHF       830       USD       927       2  

Goldman Sachs

     07/19/24       CHF       580       USD       641       (6 )

Goldman Sachs

     07/19/24       EUR       3,378       USD       3,610       (13 )

Goldman Sachs

     07/19/24       NOK       7,908       USD       733       (10 )

Goldman Sachs

     07/19/24       MXN       15,273       USD       845       12  

Goldman Sachs

     08/02/24       USD       160       BRL       877       (3 )

JPMorgan Chase Bank

     07/19/24       USD       10       NZD       16       —  

JPMorgan Chase Bank

     07/19/24       AUD       200       USD       134       —  

JPMorgan Chase Bank

     07/19/24       USD       282       CNH       2,033       (3 )

JPMorgan Chase Bank

     07/19/24       USD       1,548       MXN       26,560       (100 )

JPMorgan Chase Bank

     07/19/24       CNH       7,937       USD       1,099       10  

JPMorgan Chase Bank

     07/19/24       MXN       11,843       USD       710       64  

Morgan Stanley

     07/02/24       USD       219       BRL       1,152       (11 )

Morgan Stanley

     07/02/24       USD       376       GBP       295       (3 )

Morgan Stanley

     07/19/24       USD       165       MXN       2,850       (10 )

Morgan Stanley

     07/19/24       USD       194       EUR       179       (2 )

Morgan Stanley

     07/19/24       CAD       201       USD       148       1  

Morgan Stanley

     07/19/24       USD       820       CAD       1,130       6  

Morgan Stanley

     07/19/24       USD       974       GBP       775       6  

Morgan Stanley

     07/19/24       MXN       1,374       USD       81       6  

Morgan Stanley

     07/19/24       USD       2,752       BRL       14,090       (221 )

Morgan Stanley

     07/19/24       BRL       4,231       USD       817       57  

Morgan Stanley

     07/30/24       USD       296       EUR       275       (1 )

State Street

     09/27/24       GBP       695       USD       879       —  

UBS

     07/30/24       USD       1,375       EUR       1,274       (8 )

UBS

     07/30/24       EUR       9,667       USD       10,455       80  
                                            $ (82 )

 

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2024 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-DAIGR@100BP5.1Y

     1.00%       Quarterly       12/20/2024     $ 1,290     $ (5 )   $ (2 )   $ (3 )

CDS-GM@500BP4.9Y

     5.00%       Quarterly       06/20/2026       760       (67 )     (58 )     (9 )

CDS-GM@500BP5.3Y

     5.00%       Quarterly       06/20/2029       690       (115 )     (117 )     2  

CDS-RIG@100BP5.2Y

     1.00%       Quarterly       06/20/2029       420       52       50       2  
                                    $ (135 )   $ (127 )   $ (8 )

 

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.HY.4206/29@500

     5.00%       Quarterly       06/20/2029     $ 652     $ 41     $ 43     $ (2 )

CDS-F@500BP5.3Y

     5.00%       Quarterly       06/20/2029       690       101       101       –  

CDS-F@500BPS 4.9Y

     5.00%       Quarterly       06/20/2026       760       63       43       20  

CDS-NA.IG.4206/29@100

     1.00%       Quarterly       06/20/2029       325       7       7       –  

CDS-NBR@100BP5.2Y

     1.00%       Quarterly       06/20/2029       420       (73 )     (69 )     (4 )

CDS-VW@100BP5.1Y

     1.00%       Quarterly       12/20/2024       1,290       4       1       3  

CDX.NA.HY.34-VERSION 1 INDEX

     5.00%       Quarterly       06/25/2025       6,092       206       (46 )     252  

 

 

 

SEI Institutional Managed Trust

 

235

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Continued)

 

 

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.IG.33-Version 1 INDEX

     1.00%       Quarterly       12/20/2024     $ 2,375     $ 10     $ 6     $ 4  

CDX.NA.IG.41-V1

     1.00%       Quarterly       12/20/2028       8,505       181       138       43  

CHILEAN GOVT 3.24% 06 FEB 2028

     1.00%       Quarterly       06/20/2029       210       4       4       –  

GENERAL ELECTRIC COMPANY

     1.00%       Quarterly       06/20/2026       1,175       20       7       13  

PERUVIAN GOVT 8.75% 21 NOV 2033

     1.00%       Quarterly       06/20/2029       980       10       15       (5 )

PHILIPPINO GOVT 9.5% 02 FEB 2030

     1.00%       Quarterly       06/20/2029       390       5       7       (2 )
                                    $ 579     $ 257     $ 322  

 

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)

  

10.25%

     CETIP       Monthly       01/02/2029       BRL       10,730     $ 117     $ 69     $ 48  

11.50%

     CETIP       Monthly       01/02/2029       BRL       3,830       15       (3 )     18  

CETIP

     9.75%       Monthly       01/02/2026       BRL       1,030       4       3       1  

CETIP

     12.06%       Monthly       01/02/2025       BRL       5,500       (6 )     59       (65 )

CETIP

     12.064%       Monthly       01/02/2025       BRL       6,480       7       69       (62 )

CETIP

     10.85%       Monthly       01/02/2026       BRL       22,250       (31 )     34       (65 )

10.2861%

     CETIP       Monthly       01/04/2027       BRL       4,470       24       –       24  

11.23%

     CETIP       Monthly       01/04/2027       BRL       5,470       (14 )     8       (22 )

CLICP

     4.5%       Semi-Annually       06/21/2026       CLP       266,170       (4 )     (3 )     (1 )

5.0%

     CLICP       Semi-Annually       06/21/2034       CLP       82,660       3       2       1  

9.25%

     MXIBTIIE       Monthly       09/06/2034       MXN       7,390       2       9       (7 )

10.0%

     MXIBTIIE       Monthly       09/16/2026       MXN       27,850       1       10       (9 )

TIIE

     7.2%       Monthly       07/17/2024       MXN       365,383       (46 )     –       (46 )

CNRR007

     1.75%       Quarterly       09/18/2026       CNY       8,640       (1 )     (2 )     1  

2.0%

     CNRR007       Quarterly       09/18/2029       CNY       11,290       (5 )     3       (8 )

4.25%

     PRIB06M       Annually       09/18/2026       CZK       24,830       –       (6 )     6  

PRIB06M

     4.0%       Semi-Annually       09/18/2034       CZK       6,940       3       –       3  

2.5%

     EUR006M       Annually       09/18/2027       EUR       2,030       27       28       (1 )

2.5%

     EUR006M       Annually       09/18/2029       EUR       980       16       15       1  

2.5%

     EUR006M       Annually       09/18/2031       EUR       2,850       56       52       4  

2.5%

     EUR006M       Annually       09/18/2034       EUR       660       19       17       2  

2.5%

     EUR006M       Annually       09/18/2044       EUR       330       14       12       2  

2.5%

     EUR006M       Annually       09/18/2054       EUR       260       2       –       2  

3.5%

     SONIO       Annually       09/18/2034       GBP       390       13       13       –  

6.5%

     IN00O/N       Semi-Annually       09/18/2026       INR       103,400       (1 )     –       (1 )

6.5%

     IN00O/N       Semi-Annually       09/18/2029       INR       76,020       (7 )     (2 )     (5 )

KWCDC

     3.25%       Quarterly       09/19/2034       KRW       660,670       5       (2 )     7  

WIBR6M

     5.5%       Semi-Annually       09/18/2034       PLN       1,400       10       7       3  

5.5%

     WIBR6M       Annually       09/18/2026       PLN       5,910       (7 )     (4 )     (3 )

3.75%

     SOFRRATE       Annually       09/18/2034       USD       300       2       1       1  

SOFRATE

     3.696%       Annually       09/26/2028       USD       27,240       13       (28 )     41  

3.782%

     SOFRATE       Annually       09/22/2036       USD       6,140       (8 )     69       (77 )

SOFRATE

     3.35%       Annually       10/26/2027       USD       31,190       (267 )     (36 )     (231 )

3.24%

     SOFRATE       Annually       10/26/2035       USD       7,100       296       141       155  

JIBA3M

     10.0%       Quarterly       09/18/2034       ZAR       6,490       16       9       7  
                                            $ 268     $ 544     $ (276 )

 

A list of open OTC swap agreements held by the Fund at June 30, 2024, 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

     0.23%       CETIP       Annually       01/02/2029       BRL       23,190     $ (209 )   $ –     $ (209 )

 

 

 

236

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Income Fund (Concluded)

 

 

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)

  

JPMorgan Chase

     JPEIFNTR INDEX       SOFRATE    

ASSET RETURN

       Quarterly       08/01/2024       USD       1,062     $ (25 )   $ –     $ (25 )
                                                            $ (25 )   $ –     $ (25 )

 

 

 

Percentages are based on Net Assets of $545,914 ($ Thousands).

*

Non-income producing security.

‡

Real Estate Investment Trust.

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $185,420 ($ Thousands), representing 34.0% of the Net Assets of the Fund.

(B)

Security is in default on interest payment.

(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)

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)

Level 3 security in accordance with fair value hierarchy.

(G)

No interest rate available.

(H)

Zero coupon security.

(I)

Interest rate represents the security's effective yield at the time of purchase.

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

237

 

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS — 63.7%

U.S. Treasury Bills ^

                

5.297%, 11/14/2024 (A)

   $ 7,000     $ 6,864  

5.296%, 10/24/2024 (A)

     3,000       2,950  

5.292%, 11/07/2024 (A)

     6,500       6,380  

5.289%, 07/25/2024 (A)

     800       797  

5.289%, 10/17/2024 (A)

     6,000       5,906  

5.272%, 10/10/2024 (A)

     6,000       5,913  

5.265%, 11/21/2024 (A)

     6,000       5,877  

5.246%, 10/31/2024 (A)

     4,500       4,421  

5.242%, 09/26/2024 (A)

     8,000       7,899  

5.231%, 09/05/2024 (A)

     3,500       3,467  

5.213%, 10/03/2024 (A)

     6,000       5,919  

U.S. Treasury Inflation Protected Securities

               

0.750%, 07/15/2028

    67,417       64,062  

0.375%, 07/15/2027

    158,299       150,218  

0.250%, 07/15/2029

    14,758       13,551  

0.125%, 07/15/2026

    45,818       43,798  

U.S. Treasury Notes ^

                

5.555%, USBMMY3M + 0.245%, 01/31/2026 (B)

     9,600       9,615  

5.510%, USBMMY3M + 0.200%, 01/31/2025 (B)

     7,200       7,207  

5.480%, USBMMY3M + 0.170%, 10/31/2025 (B)

     6,800       6,805  

5.479%, USBMMY3M + 0.169%, 04/30/2025 (B)

     7,100       7,104  

5.460%, USBMMY3M + 0.150%, 04/30/2026 (B)

     700       700  

5.450%, USBMMY3M + 0.140%, 10/31/2024 (B)

     6,200       6,202  

5.435%, USBMMY3M + 0.125%, 07/31/2025 (B)

     4,200       4,201  

5.347%, USBMMY3M + 0.037%, 07/31/2024 (B)

     2,800       2,800  

5.000%, 08/31/2025

    900       899  

4.875%, 05/31/2026

    600       601  

4.750%, 07/31/2025

    1,000       997  

4.625%, 02/28/2025

    400       398  

4.500%, 04/15/2027

    500       499  

4.375%, 08/15/2026

    700       695  

4.000%, 02/15/2026

    600       592  
         

Total U.S. Treasury Obligations

        

(Cost $380,916) ($ Thousands)

     377,337  
                 
                 
   


Shares

          

COMMON STOCK — 28.6%
                 

Communication Services — 2.4%

        

Alphabet Inc, Cl A

    10,337       1,883  

Alphabet Inc, Cl C

    8,767       1,608  

AT&T Inc (C)

     87,812       1,678  

Cogent Communications Holdings Inc

    527       30  

Electronic Arts Inc

    1,355       189  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Frontier Communications Parent Inc *

     3,226     $ 84  

GCI Liberty Inc *

     1,700       —  

Globalstar Inc *

     17,800       20  

Gogo Inc *

     1,300       13  

Iridium Communications Inc

    1,267       34  

Liberty Media Corp-Liberty Formula One, Cl C *

     980       70  

Live Nation Entertainment Inc *

     693       65  

Lumen Technologies Inc *

     18,871       21  

Madison Square Garden Sports Corp *

     56       11  

Match Group Inc *

     615       19  

Meta Platforms Inc, Cl A

    3,816       1,924  

Netflix Inc *

     2,210       1,491  

Pinterest Inc, Cl A *

     908       40  

ROBLOX Corp, Cl A *

     2,082       77  

Roku Inc, Cl A *

     864       52  

Shenandoah Telecommunications Co

    1,000       16  

Spotify Technology SA *

     694       218  

Take-Two Interactive Software Inc, Cl A *

     826       128  

Telephone and Data Systems Inc

    1,500       31  

TKO Group Holdings Inc, Cl A

    400       43  

T-Mobile US Inc

    6,003       1,058  

Verizon Communications Inc

    51,616       2,129  

Walt Disney Co/The

    9,659       959  

Warner Bros Discovery Inc *(C)

     12,521       93  
                 
              13,984  

Consumer Staples — 7.1%

        

Albertsons Cos Inc, Cl A

    5,637       111  

Altria Group Inc (C)

     26,266       1,196  

Andersons Inc/The

    700       35  

Archer-Daniels-Midland Co

    7,960       481  

BellRing Brands Inc *

     2,089       119  

BJ's Wholesale Club Holdings Inc *

     2,046       180  

Boston Beer Co Inc/The, Cl A *

     129       39  

Brown-Forman Corp, Cl A

    805       36  

Brown-Forman Corp, Cl B

    2,502       108  

Bunge Global SA

    2,200       235  

Cal-Maine Foods Inc

    823       50  

Campbell Soup Co

    3,111       141  

Casey's General Stores Inc

    536       205  

Celsius Holdings Inc *

     2,041       117  

Central Garden & Pet Co, Cl A *

     1,000       33  

Chefs' Warehouse Inc/The *

     278       11  

Church & Dwight Co Inc

    3,672       381  

Clorox Co/The

    1,847       252  

Coca-Cola Co/The (C)

     57,276       3,646  

Coca-Cola Consolidated Inc

    62       67  

Colgate-Palmolive Co

    12,067       1,171  

Conagra Brands Inc

    6,926       197  

Constellation Brands Inc, Cl A

    2,421       623  

Costco Wholesale Corp (C)

     6,529       5,550  

Coty Inc, Cl A *

     5,808       58  

Darling Ingredients Inc *

     2,633       97  

 

 

 

238

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Dollar General Corp

    3,279     $ 434  

Dollar Tree Inc *

     3,035       324  

Edgewell Personal Care Co

    821       33  

elf Beauty Inc *

     804       169  

Energizer Holdings Inc

    1,506       45  

Estee Lauder Cos Inc/The, Cl A

    3,378       359  

Flowers Foods Inc

    3,342       74  

Freshpet Inc *

     740       96  

General Mills Inc

    8,349       528  

Grocery Outlet Holding Corp *

     1,388       31  

Herbalife Ltd *

     1,741       18  

Hershey Co/The

    2,253       414  

Hormel Foods Corp

    4,519       138  

Ingles Markets Inc, Cl A

    244       17  

Ingredion Inc

    896       103  

Inter Parfums Inc

    162       19  

J & J Snack Foods Corp

    289       47  

J M Smucker Co/The

    1,600       174  

John B Sanfilippo & Son Inc

    45       4  

Kellanova

    3,926       226  

Kenvue Inc

    28,600       520  

Keurig Dr Pepper Inc

    14,331       479  

Kimberly-Clark Corp

    5,020       694  

Kraft Heinz Co/The

    11,762       379  

Kroger Co/The

    9,810       490  

Lamb Weston Holdings Inc

    2,118       178  

Lancaster Colony Corp

    244       46  

McCormick & Co Inc/MD

    3,685       261  

MGP Ingredients Inc

    172       13  

Molson Coors Beverage Co, Cl B

    2,572       131  

Mondelez International Inc, Cl A

    19,997       1,309  

Monster Beverage Corp *

     10,937       546  

National Beverage Corp, Cl A

    144       7  

Nu Skin Enterprises Inc, Cl A

    1,000       11  

PepsiCo Inc (C)

     20,260       3,342  

Performance Food Group Co *

     2,438       161  

Philip Morris International Inc (C)

     22,821       2,312  

Pilgrim's Pride Corp *

     745       29  

Post Holdings Inc *

     815       85  

PriceSmart Inc

    400       32  

Primo Water Corp

    1,959       43  

Procter & Gamble Co/The (C)

     34,622       5,710  

Reynolds Consumer Products Inc

    1,125       31  

Simply Good Foods Co/The *

     1,631       59  

Spectrum Brands Holdings Inc

    378       33  

Sprouts Farmers Market Inc *

     1,618       135  

Sysco Corp, Cl A

    7,285       520  

Target Corp, Cl A

    6,758       1,000  

TreeHouse Foods Inc *

     904       33  

Tyson Foods Inc, Cl A (C)

     4,205       240  

United Natural Foods Inc *

     1,213       16  

Universal Corp/VA

    297       14  

US Foods Holding Corp *

     3,438       182  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Utz Brands Inc

    503     $ 8  

Vector Group Ltd

    1,726       18  

Vita Coco Co Inc/The *

     966       27  

Vital Farms Inc *

     938       44  

Walgreens Boots Alliance Inc

    10,946       132  

Walmart Inc (C)

     62,971       4,264  

WD-40 Co

    257       56  

Weis Markets Inc

    430       27  

WK Kellogg Co

    1,163       19  
                 
              42,028  

Energy — 6.9%

        

Antero Midstream Corp

    6,643       98  

Antero Resources Corp *

     5,484       179  

APA Corp

    7,891       232  

Archrock Inc

    3,190       64  

Baker Hughes Co, Cl A

    20,456       719  

Berry Corp

    3,100       20  

Bristow Group Inc *

     800       27  

Cactus Inc, Cl A

    1,604       85  

California Resources Corp

    1,438       76  

Centrus Energy Corp, Cl A *

     300       13  

ChampionX Corp

    4,367       145  

Cheniere Energy Inc

    4,909       858  

Chesapeake Energy Corp

    2,612       215  

Chevron Corp (C)

     35,373       5,533  

Chord Energy Corp

    892       149  

Civitas Resources Inc

    1,758       121  

Clean Energy Fuels Corp *

     5,002       13  

CNX Resources Corp *

     3,732       91  

Comstock Resources Inc

    2,287       24  

ConocoPhillips (C)

     24,761       2,832  

CONSOL Energy Inc

    615       63  

Core Laboratories

    900       18  

Coterra Energy Inc

    15,288       408  

Crescent Energy, Cl A

    1,600       19  

CVR Energy Inc

    330       9  

Delek US Holdings Inc

    1,529       38  

Devon Energy Corp

    13,128       622  

DHT Holdings Inc

    3,600       42  

Diamond Offshore Drilling *

     1,465       23  

Diamondback Energy Inc, Cl A

    3,654       731  

Dorian LPG Ltd

    593       25  

Dril-Quip Inc *

     1,031       19  

DT Midstream Inc

    2,081       148  

Energy Fuels Inc/Canada *

     4,600       28  

EOG Resources Inc

    12,043       1,516  

EQT Corp

    7,318       271  

Equitrans Midstream Corp

    9,070       118  

Expro Group Holdings NV *

     2,400       55  

Exxon Mobil Corp (C)

     93,331       10,744  

Green Plains Inc *

     1,400       22  

Gulfport Energy Corp *

     164       25  

Halliburton Co

    18,402       622  

 

 

 

SEI Institutional Managed Trust

 

239

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Helix Energy Solutions Group Inc *

     3,440     $ 41  

Helmerich & Payne Inc

    2,114       76  

Hess Corp

    5,693       840  

HF Sinclair Corp

    3,443       184  

International Seaways Inc

    672       40  

Kinder Morgan Inc

    40,110       797  

Kinetik Holdings, Cl A

    500       21  

Liberty Energy Inc, Cl A

    3,093       65  

Magnolia Oil & Gas Corp, Cl A

    3,507       89  

Marathon Oil Corp

    11,958       343  

Marathon Petroleum Corp (C)

     7,536       1,307  

Matador Resources Co

    2,152       128  

Murphy Oil Corp

    3,199       132  

Nabors Industries Ltd *

     494       35  

New Fortress Energy Inc, Cl A

    1,810       40  

Newpark Resources Inc, Cl A *

     3,000       25  

Noble Corp PLC

    2,579       115  

Nordic American Tankers Ltd

    7,200       29  

Northern Oil & Gas Inc

    1,722       64  

NOV Inc

    8,380       159  

Occidental Petroleum Corp

    14,079       887  

Oceaneering International Inc, Cl A *

     1,660       39  

ONEOK Inc

    11,927       973  

Ovintiv Inc

    5,134       241  

Par Pacific Holdings Inc *

     1,614       41  

Patterson-UTI Energy Inc

    7,317       76  

PBF Energy Inc, Cl A

    2,318       107  

Peabody Energy Corp

    2,841       63  

Permian Resources Corp, Cl A

    9,436       152  

Phillips 66

    9,012       1,272  

ProPetro Holding Corp *

     3,200       28  

Range Resources Corp

    4,871       163  

REX American Resources Corp *

     327       15  

SandRidge Energy Inc

    1,300       17  

Schlumberger NV, Cl A

    29,196       1,377  

Select Water Solutions Inc, Cl A

    651       7  

SilverBow Resources Inc *

     700       26  

Sitio Royalties Corp, Cl A

    2,300       54  

SM Energy Co

    2,557       110  

Southwestern Energy Co *

     21,373       144  

Talos Energy Inc *

     2,600       31  

Targa Resources Corp

    4,527       583  

Texas Pacific Land Corp

    369       271  

Tidewater Inc *

     969       92  

Uranium Energy *

     9,782       59  

US Silica Holdings Inc *

     2,100       32  

VAALCO Energy Inc

    4,100       26  

Valaris *

     1,119       83  

Valero Energy Corp (C)

     6,955       1,090  

Vital Energy *

     438       20  

Vitesse Energy Inc

    1,000       24  

Weatherford International PLC *

     1,397       171  

Williams Cos Inc/The

    24,982       1,062  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

World Kinect Corp

    961     $ 25  
                 
              40,951  

Health Care — 5.8%

        

10X Genomics Inc, Cl A *

     859       17  

Abbott Laboratories

    9,646       1,002  

AbbVie Inc

    10,291       1,765  

Acadia Healthcare Co Inc, Cl A *

     630       43  

ACADIA Pharmaceuticals Inc *

     1,368       22  

Agilent Technologies Inc

    1,578       205  

Align Technology Inc *

     466       112  

Alkermes PLC *

     624       15  

Alnylam Pharmaceuticals Inc *

     735       179  

Amedisys Inc *

     244       22  

Amgen Inc, Cl A (C)

     3,141       981  

Amicus Therapeutics Inc *

     2,000       20  

AMN Healthcare Services Inc *

     330       17  

Amphastar Pharmaceuticals Inc *

     300       12  

Apellis Pharmaceuticals Inc *

     667       26  

Arrowhead Pharmaceuticals Inc *

     530       14  

Avantor Inc *

     4,305       91  

Axonics Inc *

     316       21  

Axsome Therapeutics Inc *

     300       24  

Azenta Inc *

     500       26  

Baxter International Inc (C)

     3,104       104  

Becton Dickinson & Co

    1,647       385  

Biogen Inc *

     851       197  

Biohaven Ltd *

     524       18  

BioMarin Pharmaceutical Inc *

     917       75  

Bio-Rad Laboratories Inc, Cl A *

     142       39  

Bio-Techne Corp

    800       57  

Blueprint Medicines Corp *

     389       42  

Boston Scientific Corp *

     7,994       616  

Bridgebio Pharma Inc *

     700       18  

Bristol-Myers Squibb Co

    11,226       466  

Bruker Corp

    410       26  

Cardinal Health Inc

    1,493       147  

Catalent Inc *

     956       54  

Cencora Inc, Cl A

    944       213  

Centene Corp *

     3,043       202  

Cerevel Therapeutics Holdings Inc *

     607       25  

Certara Inc *

     1,200       17  

Charles River Laboratories International Inc *

     256       53  

Chemed Corp

    80       43  

Cigna Group/The

    1,563       517  

CONMED Corp

    159       11  

Cooper Cos Inc/The

    1,118       98  

Corcept Therapeutics Inc *

     800       26  

Crinetics Pharmaceuticals Inc *

     500       22  

CVS Health Corp

    7,286       430  

Cytokinetics Inc *

     767       42  

Danaher Corp, Cl A

    3,749       937  

DaVita Inc *

     285       39  

 

 

 

240

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Denali Therapeutics Inc *

     876     $ 20  

DENTSPLY SIRONA Inc

    1,315       33  

Dexcom Inc *

     2,125       241  

Doximity Inc, Cl A *

     297       8  

Dynavax Technologies Corp *

     1,400       16  

Edwards Lifesciences Corp, Cl A *

     4,569       422  

Elanco Animal Health Inc *

     3,057       44  

Elevance Health Inc

    1,302       705  

Eli Lilly & Co

    4,735       4,287  

Encompass Health Corp

    577       49  

Enovis Corp *

     89       4  

Ensign Group Inc/The

    243       30  

Envista Holdings Corp *

     1,312       22  

Evolent Health Inc, Cl A *

     900       17  

Exact Sciences Corp *

     1,267       54  

Exelixis Inc *

     1,535       34  

Fortrea Holdings Inc *

     500       12  

GE HealthCare Technologies Inc

    2,289       178  

Gilead Sciences Inc (C)

     6,867       471  

Glaukos Corp *

     300       35  

Globus Medical Inc, Cl A *

     616       42  

GRAIL Inc *

     165       3  

Guardant Health Inc *

     1,000       29  

Haemonetics Corp *

     158       13  

Halozyme Therapeutics Inc *

     837       44  

HCA Healthcare Inc

    1,132       364  

HealthEquity Inc *

     544       47  

Henry Schein Inc *

     773       50  

Hims & Hers Health Inc *

     2,139       43  

Hologic Inc *

     1,450       108  

Humana Inc

    698       261  

ICON PLC *

     437       137  

Ideaya Biosciences Inc *

     933       33  

IDEXX Laboratories Inc *

     436       212  

Illumina Inc *

     987       103  

Inari Medical *

     438       21  

Incyte Corp *

     1,138       69  

Insmed Inc *

     978       66  

Inspire Medical Systems Inc *

     203       27  

Insulet Corp *

     462       93  

Integer Holdings Corp *

     165       19  

Integra LifeSciences Holdings Corp *

     462       13  

Intellia Therapeutics *

     968       22  

Intra-Cellular Therapies Inc, Cl A *

     567       39  

Intuitive Surgical Inc *

     1,996       888  

Ionis Pharmaceuticals Inc *

     841       40  

Iovance Biotherapeutics Inc *

     2,168       17  

IQVIA Holdings Inc *

     965       204  

iRhythm Technologies Inc *

     262       28  

Jazz Pharmaceuticals PLC *

     367       39  

Johnson & Johnson

    13,347       1,951  

Krystal Biotech Inc *

     200       37  

Labcorp Holdings Inc

    506       103  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Lantheus Holdings Inc *

     298     $ 24  

LivaNova PLC *

     414       23  

Madrigal Pharmaceuticals Inc *

     43       12  

Masimo Corp *

     338       43  

McKesson Corp

    728       425  

Medpace Holdings Inc *

     166       68  

Medtronic PLC

    7,248       570  

Merck & Co Inc

    14,268       1,766  

Merit Medical Systems Inc *

     444       38  

Mettler-Toledo International Inc *

     124       173  

Mirati Therapeutics *

     600       —  

Moderna Inc *

     1,849       220  

Molina Healthcare Inc *

     301       89  

Natera Inc *

     559       61  

Neogen Corp, Cl B *

     1,762       28  

Neurocrine Biosciences Inc *

     478       66  

Omnicell Inc *

     500       14  

Option Care Health Inc *

     1,055       29  

Organon & Co

    1,600       33  

Pacira BioSciences Inc *

     527       15  

Patterson Cos Inc

    900       22  

Penumbra Inc *

     187       34  

Perrigo Co PLC

    900       23  

Pfizer Inc

    32,128       899  

Premier Inc, Cl A

    1,400       26  

Prestige Consumer Healthcare Inc, Cl A *

     315       22  

Privia Health Group Inc *

     1,100       19  

PROCEPT BioRobotics Corp *

     848       52  

Progyny Inc *

     716       20  

PTC Therapeutics Inc *

     2,026       62  

QIAGEN NV

    953       39  

Quest Diagnostics Inc

    574       79  

QuidelOrtho Corp *

     400       13  

R1 RCM Inc *

     1,448       18  

RadNet Inc *

     251       15  

Regeneron Pharmaceuticals Inc *

     576       605  

Repligen Corp *

     337       42  

ResMed Inc

    772       148  

REVOLUTION Medicines Inc *

     855       33  

Revvity Inc

    669       70  

Roivant Sciences Ltd *

     2,000       21  

Royalty Pharma PLC, Cl A

    2,476       65  

Sarepta Therapeutics Inc *

     597       94  

Select Medical Holdings Corp

    800       28  

Solventum Corp *

     804       43  

Sotera Health Co *

     1,200       14  

SpringWorks Therapeutics Inc *

     271       10  

STERIS PLC

    572       126  

Stryker Corp

    1,970       670  

Tandem Diabetes Care Inc *

     919       37  

Teladoc Health Inc *

     1,010       10  

Teleflex Inc

    322       68  

Tenet Healthcare Corp *

     554       74  

 

 

 

SEI Institutional Managed Trust

 

241

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Thermo Fisher Scientific Inc

    2,200     $ 1,217  

TransMedics Group Inc *

     170       26  

Twist Bioscience Corp *

     39       2  

Ultragenyx Pharmaceutical Inc *

     500       21  

United Therapeutics Corp *

     291       93  

UnitedHealth Group Inc (C)

     5,149       2,622  

Universal Health Services Inc, Cl B

    288       53  

Vaxcyte Inc *

     425       32  

Veeva Systems Inc, Cl A *

     768       141  

Vertex Pharmaceuticals Inc *

     1,445       677  

Viatris Inc, Cl W

    7,201       77  

Viking Therapeutics Inc *

     707       37  

Waters Corp *

     324       94  

West Pharmaceutical Services Inc

    383       126  

Xencor Inc *

     72       1  

Zimmer Biomet Holdings Inc

    1,139       124  

Zoetis Inc, Cl A

    2,618       454  
                 
              34,375  

Information Technology — 2.1%

        

Accenture PLC, Cl A

    1,329       403  

Adobe Inc *

     964       536  

Akamai Technologies Inc *

     400       36  

Amdocs Ltd

    208       16  

ANSYS Inc *

     203       65  

AppLovin Corp, Cl A *

     329       27  

Atlassian Corp, Cl A *

     308       54  

Autodesk Inc, Cl A *

     424       105  

Bentley Systems Inc, Cl B

    500       25  

BILL Holdings Inc *

     249       13  

Cadence Design Systems Inc *

     572       176  

Cloudflare Inc, Cl A *

     632       52  

Cognizant Technology Solutions Corp, Cl A

    1,254       85  

Confluent Inc, Cl A *

     600       18  

Crowdstrike Holdings Inc, Cl A *

     466       179  

Datadog Inc, Cl A *

     559       73  

DocuSign Inc, Cl A *

     653       35  

DXC Technology Co *

     800       15  

Dynatrace Inc *

     616       28  

Elastic NV *

     300       34  

EPAM Systems Inc *

     131       25  

Fair Isaac Corp *

     57       85  

Five9 Inc *

     300       13  

Fortinet Inc *

     1,569       95  

Gartner Inc *

     159       71  

Gen Digital Inc

    1,074       27  

Globant SA *

     100       18  

GoDaddy Inc, Cl A *

     235       33  

Guidewire Software Inc, Cl Z *

     128       18  

HubSpot Inc *

     81       48  

International Business Machines Corp

    1,941       336  

Intuit Inc

    619       407  

Manhattan Associates Inc *

     82       20  

Microsoft Corp (C)

     15,646       6,993  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

MicroStrategy Inc, Cl A *

     34     $ 47  

MongoDB Inc, Cl A *

     182       45  

Nutanix Inc, Cl A *

     339       19  

Okta Inc, Cl A *

     416       39  

Oracle Corp, Cl B

    3,144       444  

Palantir Technologies Inc, Cl A *

     3,949       100  

Palo Alto Networks Inc *

     623       211  

PTC Inc *

     238       43  

Roper Technologies Inc

    235       132  

Salesforce Inc

    2,013       518  

ServiceNow Inc *

     466       367  

Snowflake Inc, Cl A *

     698       94  

Synopsys Inc *

     320       190  

Twilio Inc, Cl A *

     500       28  

Tyler Technologies Inc *

     71       36  

UiPath Inc, Cl A *

     1,200       15  

Unity Software Inc *

     650       11  

VeriSign Inc *

     214       38  

Workday Inc, Cl A *

     439       98  

Zoom Video Communications Inc, Cl A *

     390       23  

Zscaler Inc *

     260       50  
                 
              12,712  

Real Estate — 2.9%

        

Acadia Realty Trust ‡

     1,911       34  

Agree Realty Corp ‡

     1,225       76  

Alexander & Baldwin Inc ‡

     1,640       28  

Alexandria Real Estate Equities Inc ‡

     2,269       265  

American Assets Trust Inc ‡

     984       22  

American Homes 4 Rent, Cl A ‡

     4,045       150  

American Tower Corp, Cl A ‡

     6,013       1,169  

Americold Realty Trust Inc ‡

     3,912       100  

Apartment Investment and Management Co, Cl A *‡

     3,000       25  

Apple Hospitality REIT Inc ‡

     3,676       53  

Armada Hoffler Properties Inc ‡

     136       2  

AvalonBay Communities Inc ‡

     1,775       367  

Brixmor Property Group Inc ‡

     3,877       90  

Broadstone Net Lease Inc, Cl A ‡

     2,601       41  

BXP Inc ‡

     1,896       117  

Camden Property Trust ‡

     1,276       139  

CareTrust REIT Inc ‡

     1,850       46  

CBRE Group Inc, Cl A *

     3,862       344  

Centerspace ‡

     271       18  

Community Healthcare Trust Inc ‡

     600       14  

Compass, Cl A *‡

     9,679       35  

COPT Defense Properties ‡

     1,245       31  

CoStar Group Inc *

     5,268       391  

Cousins Properties Inc ‡

     2,006       46  

Crown Castle Inc ‡

     5,562       543  

CubeSmart ‡

     2,662       120  

Cushman & Wakefield PLC *

     2,803       29  

DiamondRock Hospitality Co ‡

     2,869       24  

Digital Realty Trust Inc, Cl A ‡

     3,934       598  

 

 

 

242

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

DigitalBridge Group

    2,616     $ 36  

Douglas Emmett Inc ‡

     2,051       27  

Easterly Government Properties Inc, Cl A ‡

     1,801       22  

EastGroup Properties Inc ‡

     583       99  

Elme Communities ‡

     1,907       30  

Empire State Realty Trust Inc, Cl A ‡

     941       9  

EPR Properties, Cl A ‡

     936       39  

Equinix Inc ‡

     1,223       925  

Equity Commonwealth *‡

     1,656       32  

Equity LifeStyle Properties Inc ‡

     2,484       162  

Equity Residential ‡

     4,628       321  

Essential Properties Realty Trust Inc ‡

     2,157       60  

Essex Property Trust Inc ‡

     780       212  

eXp World Holdings Inc

    1,000       11  

Extra Space Storage Inc ‡

     2,713       422  

Federal Realty Investment Trust ‡

     1,085       110  

First Industrial Realty Trust Inc ‡

     1,736       82  

Four Corners Property Trust Inc ‡

     1,654       41  

Gaming and Leisure Properties Inc ‡

     3,454       156  

Getty Realty Corp ‡

     963       26  

Global Net Lease Inc ‡

     2,522       19  

Healthcare Realty Trust Inc, Cl A ‡

     5,038       83  

Healthpeak Properties Inc ‡

     9,498       186  

Highwoods Properties Inc ‡

     1,522       40  

Host Hotels & Resorts Inc ‡

     8,724       157  

Howard Hughes Holdings Inc *

     413       27  

Hudson Pacific Properties Inc ‡

     3,395       16  

Independence Realty Trust Inc ‡

     3,070       58  

Innovative Industrial Properties Inc, Cl A ‡

     353       39  

InvenTrust Properties Corp ‡

     1,081       27  

Invitation Homes Inc ‡

     8,220       295  

Iron Mountain Inc ‡

     3,586       321  

JBG SMITH Properties ‡

     1,501       23  

Jones Lang LaSalle Inc *

     606       124  

Kennedy-Wilson Holdings Inc

    2,200       21  

Kilroy Realty Corp ‡

     1,574       49  

Kimco Realty Corp ‡

     9,020       176  

Kite Realty Group Trust ‡

     3,200       72  

Lamar Advertising Co, Cl A ‡

     1,222       146  

LTC Properties Inc ‡

     365       13  

LXP Industrial Trust, Cl B ‡

     4,162       38  

Macerich Co/The ‡

     2,863       44  

Medical Properties Trust Inc ‡

     8,448       36  

Mid-America Apartment Communities Inc ‡

     1,424       203  

National Health Investors Inc ‡

     646       44  

National Storage Affiliates Trust ‡

     723       30  

NETSTREIT Corp ‡

     1,678       27  

Newmark Group Inc, Cl A

    2,845       29  

NNN REIT Inc ‡

     2,595       111  

Omega Healthcare Investors Inc ‡

     3,087       106  

Opendoor Technologies Inc *

     6,500       12  

Outfront Media Inc ‡

     1,938       28  

Park Hotels & Resorts Inc ‡

     3,265       49  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Pebblebrook Hotel Trust ‡

     2,088     $ 29  

Phillips Edison & Co Inc ‡

     1,658       54  

Piedmont Office Realty Trust Inc, Cl A ‡

     2,800       20  

PotlatchDeltic Corp ‡

     1,143       45  

Prologis Inc ‡

     12,254       1,376  

Public Storage ‡

     2,015       580  

Rayonier Inc ‡

     2,143       62  

Realty Income Corp ‡

     10,617       561  

Regency Centers Corp ‡

     2,195       137  

Retail Opportunity Investments Corp ‡

     1,322       16  

Rexford Industrial Realty Inc ‡

     2,618       117  

RLJ Lodging Trust ‡

     3,289       32  

Ryman Hospitality Properties Inc ‡

     752       75  

Sabra Health Care REIT Inc ‡

     2,235       34  

SBA Communications Corp, Cl A ‡

     1,322       260  

Service Properties Trust ‡

     3,812       20  

Simon Property Group Inc ‡

     4,197       637  

SITE Centers Corp ‡

     2,268       33  

SL Green Realty Corp ‡

     768       44  

St Joe Co/The

    700       38  

STAG Industrial Inc ‡

     2,599       94  

Sun Communities Inc ‡

     1,500       181  

Sunstone Hotel Investors Inc ‡

     4,086       43  

Tanger Inc ‡

     1,256       34  

Terreno Realty Corp ‡

     1,221       72  

UDR Inc ‡

     4,002       165  

Uniti Group Inc ‡

     3,500       10  

Urban Edge Properties ‡

     2,241       41  

Ventas Inc ‡

     4,977       255  

Veris Residential Inc ‡

     1,108       17  

VICI Properties Inc, Cl A ‡

     13,030       373  

Vornado Realty Trust ‡

     2,531       67  

Welltower Inc ‡

     7,154       746  

Weyerhaeuser Co ‡

     9,009       256  

WP Carey Inc ‡

     2,577       142  

Xenia Hotels & Resorts Inc ‡

     1,562       22  

Zillow Group Inc, Cl A *

     876       39  

Zillow Group Inc, Cl C *

     2,272       105  
                 
              17,220  

Utilities — 1.4%

        

AES Corp/The

    4,517       79  

ALLETE Inc

    292       18  

Alliant Energy Corp

    1,997       102  

Ameren Corp

    1,961       140  

American Electric Power Co Inc

    3,671       322  

American States Water Co

    438       32  

American Water Works Co Inc

    1,450       187  

Atmos Energy Corp

    1,083       126  

Avangrid Inc

    163       6  

Avista Corp

    876       30  

Black Hills Corp, Cl A

    352       19  

Brookfield Renewable Corp, Cl A

    955       27  

California Water Service Group, Cl A

    357       17  

 

 

 

SEI Institutional Managed Trust

 

243

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CenterPoint Energy Inc

    4,690     $ 145  

Chesapeake Utilities Corp

    200       21  

Clearway Energy Inc, Cl C

    983       24  

CMS Energy Corp

    2,109       126  

Consolidated Edison Inc

    2,337       209  

Constellation Energy Corp

    2,324       465  

Dominion Energy Inc

    5,828       286  

DTE Energy Co

    1,539       171  

Duke Energy Corp

    5,376       539  

Edison International

    2,742       197  

Entergy Corp

    1,475       158  

Essential Utilities Inc

    1,820       68  

Evergy Inc

    1,376       73  

Eversource Energy

    2,272       129  

Exelon Corp

    6,931       240  

FirstEnergy Corp

    3,796       145  

Hawaiian Electric Industries Inc

    1,410       13  

IDACORP Inc, Cl A

    442       41  

MGE Energy Inc

    425       32  

National Fuel Gas Co

    862       47  

New Jersey Resources Corp

    445       19  

NextEra Energy Inc

    14,316       1,014  

NiSource Inc

    2,680       77  

Northwestern Energy Group

    312       16  

NRG Energy Inc

    1,597       124  

OGE Energy Corp

    1,237       44  

ONE Gas Inc

    343       22  

Ormat Technologies Inc

    400       29  

Otter Tail Corp

    200       18  

PG&E Corp

    14,201       248  

Pinnacle West Capital Corp

    948       72  

PNM Resources Inc

    791       29  

Portland General Electric Co

    857       37  

PPL Corp

    4,845       134  

Public Service Enterprise Group Inc

    3,456       255  

Sempra

    4,393       334  

SJW Group

    210       11  

Southern Co/The

    7,598       589  

Southwest Gas Holdings Inc

    387       27  

Spire Inc

    419       26  

UGI Corp

    1,840       42  

Vistra Corp

    2,548       219  

WEC Energy Group Inc

    2,088       164  

Xcel Energy Inc

    4,052       216  
                 
              8,000  

Total Common Stock

               

(Cost $83,625) ($ Thousands)

             169,270  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS — 8.0%

Communication Services — 0.2%

        

Altice France

               

3.375%, 01/15/2028

  EUR 117     $ 88  

AT&T

               

5.400%, 02/15/2034

  $ 147       147  

4.500%, 05/15/2035

    106       98  

2.250%, 02/01/2032

    8       6  

Charter Communications Operating

               

2.250%, 01/15/2029

    166       142  

DISH DBS

               

5.250%, 12/01/2026 (D)

     1,007       794  
                 
              1,275  
                 

Consumer Discretionary — 1.0%

        

Caesars Entertainment

               

7.000%, 02/15/2030 (D)

     220       225  

Cox Communications

               

5.700%, 06/15/2033 (D)

     127       126  

ERAC USA Finance

               

4.900%, 05/01/2033 (D)

     99       96  

4.600%, 05/01/2028 (D)

     278       274  

Ford Motor

               

3.250%, 02/12/2032

    434       359  

Ford Motor Credit

               

7.350%, 11/04/2027

    204       213  

General Motors Financial

               

5.750%, 02/08/2031

    478       479  

Globo Comunicacao e Participacoes

               

4.875%, 01/22/2030 (D)

     413       366  

Harley-Davidson Financial Services

               

3.050%, 02/14/2027 (D)

     700       657  

Hasbro

               

6.050%, 05/14/2034

    114       114  

Hilton Domestic Operating

               

5.875%, 04/01/2029 (D)

     378       378  

Hyundai Capital America

               

6.100%, 09/21/2028 (D)

     223       229  

5.275%, 06/24/2027 (D)

     84       84  

5.250%, 01/08/2027 (D)

     127       126  

Las Vegas Sands

               

3.900%, 08/08/2029

    705       645  

LKQ

               

6.250%, 06/15/2033

    138       142  

Marriott International

               

5.750%, 05/01/2025

    68       68  

5.300%, 05/15/2034

    140       137  

4.900%, 04/15/2029

    309       306  

MDC Holdings

               

6.000%, 01/15/2043

    389       409  

Tapestry

               

7.700%, 11/27/2030

    9       9  

Time Warner Cable

               

4.500%, 09/15/2042

    330       242  

 

 

 

244

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Wynn Macau

               

5.625%, 08/26/2028 (D)

   $ 348     $ 326  
                 
              6,010  
                 

Consumer Staples — 0.6%

        

Altria Group

               

3.400%, 05/06/2030

    745       674  

Cargill

               

5.125%, 10/11/2032 (D)

     239       238  

Cencosud

               

5.950%, 05/28/2031 (D)

     200       201  

General Mills

               

4.700%, 01/30/2027

    134       132  

Imperial Brands Finance MTN

               

5.875%, 07/01/2034 (D)

     446       437  

JBS USA LUX

               

6.750%, 03/15/2034 (D)

     286       303  

Philip Morris International

               

5.625%, 11/17/2029

    110       112  

5.375%, 02/15/2033

    549       545  

4.875%, 02/13/2026

    582       578  

Pilgrim's Pride

               

6.875%, 05/15/2034

    335       357  

Tyson Foods

               

5.700%, 03/15/2034

    129       129  

Virgolino de Oliveira Finance

               

10.500%, 01/28/2018 (D)(E)

     660       –  
                 
              3,706  
                 

Energy — 0.7%

        

Continental Resources

               

2.268%, 11/15/2026 (D)

     1,050       975  

Ecopetrol

               

8.625%, 01/19/2029

    512       539  

Energy Transfer

               

5.600%, 09/01/2034

    450       447  

Oleoducto Central

               

4.000%, 07/14/2027 (D)

     221       205  

ONEOK

               

6.050%, 09/01/2033

    203       209  

ONEOK Partners

               

6.125%, 02/01/2041

    63       63  

Ovintiv

               

6.500%, 02/01/2038

    49       50  

6.250%, 07/15/2033

    107       110  

Plains All American Pipeline

               

5.700%, 09/15/2034

    447       443  

Var Energi

               

8.000%, 11/15/2032 (D)

     403       451  

7.500%, 01/15/2028 (D)

     314       330  
                 
              3,822  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Financials — 3.5%

        

ABN AMRO Bank MTN

               

4.750%, 07/28/2025 (D)

   $ 269     $ 265  

Ally Financial

               

6.992%, SOFRRATE + 3.260%, 06/13/2029 (B)

     259       269  

American Express

               

5.098%, SOFRRATE + 1.000%, 02/16/2028 (B)

     474       472  

Athene Global Funding

               

5.620%, 05/08/2026 (D)

     183       183  

5.583%, 01/09/2029 (D)

     21       21  

2.717%, 01/07/2029 (D)

     59       53  

2.550%, 11/19/2030 (D)

     36       30  

1.985%, 08/19/2028 (D)

     155       135  

Aviation Capital Group

               

6.375%, 07/15/2030 (D)

     33       34  

5.500%, 12/15/2024 (D)

     352       351  

4.875%, 10/01/2025 (D)

     182       179  

4.125%, 08/01/2025 (D)

     6       6  

3.500%, 11/01/2027 (D)

     139       130  

1.950%, 01/30/2026 (D)

     480       452  

1.950%, 09/20/2026 (D)

     153       141  

Banco Bilbao Vizcaya Argentaria

               

7.883%, H15T1Y + 3.300%, 11/15/2034 (B)

     200       218  

Banco de Credito del Peru S.A. MTN

               

3.125%, H15T5Y + 3.000%, 07/01/2030 (B)(D)

     755       726  

Banco Santander

               

9.625%, H15T5Y + 5.298%(B)(F)

     200       222  

6.921%, 08/08/2033

    400       417  

Bank of America

               

2.687%, SOFRRATE + 1.320%, 04/22/2032 (B)

     259       219  

Bank of America MTN

               

2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)

     484       410  

Bank of Ireland Group

               

5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D)

     212       211  

Barclays

               

5.674%, SOFRRATE + 1.490%, 03/12/2028 (B)

     216       216  

Block

               

6.500%, 05/15/2032 (D)

     242       245  

BNP Paribas

               

7.375%, USSW5 + 5.150%(B)(F)

     200       200  

5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D)

     474       472  

BPCE

               

6.508%, H15T1Y + 2.791%, 01/18/2035 (B)(D)

     483       484  

 

 

 

SEI Institutional Managed Trust

 

245

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

CaixaBank

               

6.684%, SOFRRATE + 2.080%, 09/13/2027 (B)(D)

   $ 343     $ 350  

6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D)

     200       200  

Capital One Financial

               

6.377%, SOFRRATE + 2.860%, 06/08/2034 (B)

     486       499  

Charles Schwab

               

4.000%, H15T5Y + 3.168%(B)(F)

     756       709  

Citigroup

               

7.625%, H15T5Y + 3.211%(B)(F)

     16       16  

4.000%, H15T5Y + 3.597%(B)(F)

     359       344  

2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)

     584       487  

Credit Agricole MTN

               

6.251%, SOFRRATE + 2.670%, 01/10/2035 (B)(D)

     324       326  

Deutsche Bank NY

               

7.146%, SOFRRATE + 2.520%, 07/13/2027 (B)

     177       181  

3.961%, SOFRRATE + 2.581%, 11/26/2025 (B)

     315       313  

2.129%, SOFRRATE + 1.870%, 11/24/2026 (B)

     347       329  

Discover Bank

               

5.974%, USISOA05 + 1.730%, 08/09/2028 (B)

     475       474  

Goldman Sachs Group

               

8.461%, TSFR3M + 3.136%(B)(F)

     122       122  

4.125%, H15T5Y + 2.949%(B)(F)

     328       307  

2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)

     38       31  

2.615%, SOFRRATE + 1.281%, 04/22/2032 (B)

     542       456  

HSBC Holdings

               

5.597%, SOFRRATE + 1.060%, 05/17/2028 (B)

     453       455  

Intesa Sanpaolo

               

7.200%, 11/28/2033 (D)

     327       350  

JPMorgan Chase

               

2.963%, SOFRRATE + 1.260%, 01/25/2033 (B)

     769       656  

Lloyds Banking Group

               

7.500%, USISDA05 + 4.496%(B)(F)

     735       735  

5.462%, H15T1Y + 1.375%, 01/05/2028 (B)

     324       323  

4.976%, H15T1Y + 2.300%, 08/11/2033 (B)

     404       386  

Morgan Stanley

               

0.406%, 10/29/2027 (B)

   EUR 480       478  

Morgan Stanley MTN

               

2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)

   $ 3       2  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Nationwide Building Society MTN

               

2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)

   $ 319     $ 299  

NatWest Group

               

3.032%, H15T5Y + 2.350%, 11/28/2035 (B)

     208       174  

OEC Finance

               

7.125%, 12/26/2046 (D)

     324       21  

PNC Financial Services Group

               

8.648%, TSFR3M + 3.302%(B)(F)

     174       175  

Principal Life Global Funding II

               

5.100%, 01/25/2029 (D)

     311       309  

S&P Global

               

4.250%, 05/01/2029

    166       161  

Santander Holdings USA

               

2.490%, SOFRRATE + 1.249%, 01/06/2028 (B)

     22       20  

Societe Generale

               

5.519%, H15T1Y + 1.500%, 01/19/2028 (B)(D)

     482       476  

Standard Chartered

               

6.000%, H15T5Y + 5.661%(B)(D)(F)

     552       544  

3.971%, H15T1Y + 1.650%, 03/30/2026 (B)(D)

     239       236  

Svenska Handelsbanken

               

4.750%, H15T5Y + 4.048%(B)(F)

     800       688  

Swiss Re Finance Luxembourg

               

5.000%, H15T5Y + 3.582%, 04/02/2049 (B)

     200       192  

Swiss RE Subordinated Finance

               

5.698%, TSFR3M + 1.813%, 04/05/2035 (B)(D)

     200       197  

UBS Group

               

9.250%, H15T5Y + 4.758%(B)(D)(F)

     301       337  

UniCredit

               

2.569%, H15T1Y + 2.300%, 09/22/2026 (B)(D)

     519       498  

Wells Fargo

               

3.900%, H15T5Y + 3.453%(B)(F)

     327       313  

Wells Fargo MTN

               

3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)

     754       654  
                 
              20,584  
                 

Health Care — 0.1%

        

CVS Health

               

5.700%, 06/01/2034

    324       323  

Organon & Co

               

2.875%, 04/30/2028

  EUR 200       202  
                 
              525  
                 

Industrials — 0.8%

        

APCOA Parking Holdings GmbH

               

4.625%, 01/15/2027

    237       248  

 

 

 

246

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Boeing

               

6.528%, 05/01/2034 (D)

   $ 160     $ 164  

6.298%, 05/01/2029 (D)

     120       122  

5.150%, 05/01/2030

    56       54  

3.625%, 02/01/2031

    61       53  

3.250%, 02/01/2028

    62       57  

Delta Air Lines

               

4.750%, 10/20/2028 (D)

     475       462  

4.500%, 10/20/2025 (D)

     204       202  

Embraer Netherlands Finance BV

               

5.400%, 02/01/2027

    670       665  

ENA Master Trust

               

4.000%, 05/19/2048 (D)

     272       193  

Flowserve

               

2.800%, 01/15/2032

    246       202  

Honeywell International

               

4.125%, 11/02/2034

  EUR 810       887  

Lima Metro Line 2 Finance

               

5.875%, 07/05/2034

  $ 193       190  

4.350%, 04/05/2036 (D)

     191       174  

Odebrecht Holdco Finance

               

0.000%, 09/10/2058 (D)(G)

     294       –  

Regal Rexnord

               

6.050%, 02/15/2026

    789       791  

Westinghouse Air Brake Technologies

               

3.200%, 06/15/2025

    141       138  
                 
              4,602  
                 

Information Technology — 0.3%

        

Broadcom

               

4.926%, 05/15/2037 (D)

     535       503  

3.137%, 11/15/2035 (D)

     154       124  

NXP BV

               

5.550%, 12/01/2028

    317       321  

Tencent Holdings MTN

               

3.240%, 06/03/2050 (D)

     439       287  

TSMC Arizona

               

3.875%, 04/22/2027

    406       392  

Western Digital

               

2.850%, 02/01/2029

    157       136  
                 
              1,763  
                 

Materials — 0.1%

        

Freeport Indonesia MTN

               

4.763%, 04/14/2027 (D)

     243       238  

Glencore Funding

               

6.500%, 10/06/2033 (D)

     56       58  

5.338%, 04/04/2027 (D)

     402       401  

Volcan Cia Minera SAA

               

4.375%, 02/11/2026 (D)

     81       63  
                 
              760  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

CORPORATE OBLIGATIONS (continued)

Real Estate — 0.1%

        

American Tower

               

5.200%, 02/15/2029

  $ 212     $ 211  

3.650%, 03/15/2027

    130       125  
                 
              336  
                 

Utilities — 0.6%

        

AES Panama Generation Holdings SRL

               

4.375%, 05/31/2030 (D)

     293       255  

Alexander Funding Trust II

               

7.467%, 07/31/2028 (D)

     104       110  

American Electric Power

               

6.950%, H15T5Y + 2.675%, 12/15/2054 (B)

     275       274  

Comision Federal de Electricidad

               

4.688%, 05/15/2029 (D)

     268       251  

Duke Energy Carolinas NC Storm Funding

               

2.617%, 07/01/2041

    403       313  

Electricite de France

               

9.125%, H15T5Y + 5.411%(B)(D)(F)

     238       259  

Enel Finance International

               

5.500%, 06/26/2034 (D)

     446       435  

Engie Energia Chile

               

6.375%, 04/17/2034 (D)

     200       202  

3.400%, 01/28/2030

    390       339  

NextEra Energy Capital Holdings

               

6.700%, H15T5Y + 2.364%, 09/01/2054 (B)

     52       52  

Niagara Mohawk Power

               

5.290%, 01/17/2034 (D)

     146       142  

NRG Energy

               

7.000%, 03/15/2033 (D)

     421       444  

Pacific Gas and Electric

               

5.550%, 05/15/2029

    73       73  

Terraform Global Operating

               

6.125%, 03/01/2026 (D)

     74       73  

Vistra

               

7.000%, H15T5Y + 5.740%(B)(D)(F)

     286       283  

Vistra Operations

               

6.950%, 10/15/2033 (D)

     199       213  
                 
              3,718  
                 

Total Corporate Obligations

                

(Cost $49,017) ($ Thousands)

             47,101  
                 
                 
                 

MORTGAGE-BACKED SECURITIES — 4.3%

Agency Mortgage-Backed Obligations — 0.8%

        

FHLMC CMO, Ser 2017-4693, Cl SL, IO

                

0.703%, 06/15/2047(B)

     930       119  

FHLMC CMO, Ser 2020-4981, Cl HS, IO

                

0.650%, 06/25/2050(B)

     1,835       160  

 

 

 

SEI Institutional Managed Trust

 

247

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A

                

7.435%, SOFR30A + 2.100%, 04/25/2043(B)(D)

   $ 326     $ 334  

FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2

                

6.835%, SOFR30A + 1.500%, 10/25/2041(B)(D)

     1,079       1,085  

FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A

                

7.535%, SOFR30A + 2.200%, 05/25/2042(B)(D)

     443       451  

FNMA

                

3.000%, 02/01/2052

     2,036       1,752  

FNMA CMO, Ser 2014-78, Cl SE, IO

                

0.650%, 12/25/2044(B)

     689       71  

FNMA CMO, Ser 2016-77, Cl DS, IO

                

0.550%, 10/25/2046(B)

     684       70  

FNMA CMO, Ser 2017-62, Cl AS, IO

                

0.700%, 08/25/2047(B)

     770       86  

FNMA CMO, Ser 2017-97, Cl LS, IO

                

0.750%, 12/25/2047(B)

     1,082       135  

GNMA CMO, Ser 2017-122, Cl SA, IO

                

0.747%, 08/20/2047(B)

     570       67  

GNMA CMO, Ser 2017-134, Cl SE, IO

                

0.747%, 09/20/2047(B)

     477       47  
                 
                 
              4,377  

Non-Agency Mortgage-Backed Obligations — 3.5%

        

Alternative Loan Trust, Ser 2005-20CB, Cl 3A6

                

5.500%, 07/25/2035

     41       28  

Alternative Loan Trust, Ser 2006-24CB, Cl A16

                

5.750%, 08/25/2036

     227       119  

Alternative Loan Trust, Ser 2006-J1, Cl 1A13

                

5.500%, 02/25/2036

     90       61  

AREIT Trust, Ser 2022-CRE6, Cl A

                

6.583%, SOFR30A + 1.250%, 01/20/2037(B)(D)

     1,109       1,102  

BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D

                

3.652%, 03/10/2037(B)(D)

     365       295  

BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF

                

6.376%, TSFR1M + 1.047%, 11/15/2033(B)(D)

     1,610       1,605  

BBCMS Mortgage Trust, Ser 2020-BID, Cl A

                

7.584%, TSFR1M + 2.254%, 10/15/2037(B)(D)

     779       778  

BFLD Trust, Ser 2021-FPM, Cl A

                

7.044%, TSFR1M + 1.714%, 06/15/2038(B)(D)

     1,189       1,189  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D

                

7.275%, TSFR1M + 1.946%, 04/15/2034(B)(D)

   $ 162     $ 158  

BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E

                

7.525%, TSFR1M + 2.196%, 04/15/2034(B)(D)

     656       639  

Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17

                

6.000%, 07/25/2037

     89       39  

CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8

                

6.000%, 05/25/2036

     119       52  

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(B)(D)

     550       508  

Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2

                

6.985%, SOFR30A + 1.650%, 12/25/2041(B)(D)

     319       321  

Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2

                

7.235%, SOFR30A + 1.900%, 12/25/2041(B)(D)

     1,023       1,035  

Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2

                

8.835%, SOFR30A + 3.500%, 03/25/2042(B)(D)

     838       882  

Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2

                

8.435%, SOFR30A + 3.100%, 03/25/2042(B)(D)

     211       220  

Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1

                

7.635%, SOFR30A + 2.300%, 01/25/2043(B)(D)

     365       374  

Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1

                

7.635%, SOFR30A + 2.300%, 05/25/2043(B)(D)

     697       716  

Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1

                

7.235%, SOFR30A + 1.900%, 06/25/2043(B)(D)

     629       637  

Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2

                

5.840%, TSFR1M + 0.494%, 12/25/2036(B)

     315       100  

 

 

 

248

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1

                

7.335%, SOFR30A + 2.000%, 01/25/2051(B)(D)

   $ 65     $ 64  

FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2

                

6.985%, SOFR30A + 1.650%, 01/25/2034(B)(D)

     159       160  

FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2

                

7.135%, SOFR30A + 1.800%, 11/25/2041(B)(D)

     1,042       1,053  

FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2

                

7.685%, SOFR30A + 2.350%, 12/25/2041(B)(D)

     668       676  

FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A

                

6.335%, SOFR30A + 1.000%, 01/25/2042(B)(D)

     341       341  

FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B

                

7.185%, SOFR30A + 1.850%, 01/25/2042(B)(D)

     542       548  

FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A

                

8.285%, SOFR30A + 2.950%, 06/25/2042(B)(D)

     548       563  

FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A

                

7.835%, SOFR30A + 2.500%, 03/25/2052(B)(D)

     742       755  

FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A

                

7.435%, SOFR30A + 2.100%, 03/25/2043(B)(D)

     420       427  

FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A

                

7.335%, SOFR30A + 2.000%, 05/25/2043(B)(D)

     632       642  

FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2

                

11.150%, SOFR30A + 5.814%, 04/25/2028(B)

     78       82  

FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2

                

8.300%, SOFR30A + 2.964%, 11/25/2029(B)

     353       363  

FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2

                

7.335%, SOFR30A + 2.000%, 11/25/2041(B)(D)

     469       473  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

GS Mortgage Securities Trust, Ser 2011-GC5, Cl D

                

5.296%, 08/10/2044(B)(D)

   $ 13     $ 6  

GS Mortgage Securities Trust, Ser 2021-1, Cl A-1

                

2.638%, 08/17/2026

     26       24  

2.435%, 08/17/2026

     769       735  

1.433%, 08/17/2026

     293       282  

HomeBanc Mortgage Trust, Ser 2005-1, Cl A1

                

5.960%, TSFR1M + 0.614%, 03/25/2035(B)

     47       36  

JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO

                

0.826%, 09/15/2047(B)

     8,220       –  

JPMorgan Chase Bank, Ser 2019-CL1, Cl M3

                

7.560%, TSFR1M + 2.214%, 04/25/2047(B)(D)

     83       83  

LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ

                

5.452%, 09/15/2039(B)

     125       48  

LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2

                

2.579%, 03/10/2049(D)

     163       158  

Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A

                

6.908%, TSFR1M + 1.579%, 07/15/2036(B)(D)

     266       248  

Neighborly Issuer, Ser 2023-1A, Cl A2

                

7.308%, 01/30/2053(D)

     772       778  

PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A

                

9.210%, TSFR1M + 3.864%, 05/30/2025(B)(D)

     248       248  

PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A

                

9.149%, SOFR30A + 3.814%, 11/27/2031(B)(D)

     27       27  

PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A

                

8.799%, SOFR30A + 3.464%, 02/25/2025(B)(D)

     95       95  

Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C

                

4.537%, 11/15/2049(B)

     925       842  

Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2

                

10.950%, SOFR30A + 5.614%, 11/25/2025(B)(D)

     30       32  

 

 

 

SEI Institutional Managed Trust

 

249

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2

                

10.700%, SOFR30A + 5.364%, 11/25/2025(B)(D)

   $ 131     $ 135  
                 
                 
              20,807  

Total Mortgage-Backed Securities

                

(Cost $26,619) ($ Thousands)

             25,184  
                 
                 
                 

ASSET-BACKED SECURITIES — 4.2%

Automotive — 1.6%

        
         

ACM Auto Trust, Ser 2024-1A, Cl A

                

7.710%, 01/21/2031(D)

     380       381  

American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B

                

6.090%, 11/12/2027(D)

     897       899  

Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A

                

5.840%, 10/19/2026

     330       330  

Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A

                

5.440%, 02/22/2028(D)

     554       554  

Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B

                

6.120%, 04/20/2028(D)

     424       427  

Carvana Auto Receivables Trust, Ser 2021-N3, Cl C

                

1.020%, 06/12/2028

     64       61  

Carvana Auto Receivables Trust, Ser 2021-N4, Cl D

                

2.300%, 09/11/2028

     189       182  

Carvana Auto Receivables Trust, Ser 2021-P4, Cl D

                

2.610%, 09/11/2028

     441       399  

CPS Auto Receivables Trust, Ser 2022-A, Cl C

                

2.170%, 04/16/2029(D)

     518       511  

FHF Trust, Ser 2021-2A, Cl A

                

0.830%, 12/15/2026(D)

     57       56  

FHF Trust, Ser 2023-1A, Cl A2

                

6.570%, 06/15/2028(D)

     274       276  

Flagship Credit Auto Trust, Ser 2023-2, Cl A2

                

5.760%, 04/15/2027(D)

     361       361  

Ford Credit Auto Owner Trust, Ser 2021-1, Cl D

                

2.310%, 10/17/2033(D)

     605       561  

Hertz Vehicle Financing III, Ser 2022-1A, Cl C

                

2.630%, 06/25/2026(D)

     620       599  

 

             

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(D)

   $ 19     $ 19  

LAD Auto Receivables Trust, Ser 2022-1A, Cl A

                

5.210%, 06/15/2027(D)

     252       252  

Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2

                

6.920%, 08/15/2028(D)

     888       895  

Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2

                

7.090%, 10/16/2028(D)

     363       366  

Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A

                

5.380%, 11/25/2030(D)

     327       325  

Research-Driven Pagaya Motor Trust, Ser 2024-1A, Cl A

                

7.090%, 06/25/2032(D)

     303       304  

Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B

                

5.281%, 05/15/2032(D)

     217       216  

Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B

                

5.721%, 08/16/2032(D)

     157       157  

Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B

                

6.451%, 12/15/2032(D)

     282       283  

Tesla Auto Lease Trust, Ser 2024-A, Cl A3

                

5.300%, 06/21/2027(D)

     253       252  

Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A

                

6.360%, 12/15/2027(D)

     330       330  

United Auto Credit Securitization Trust, Ser 2024-1, Cl A

                

6.170%, 08/10/2026(D)

     106       106  

Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A

                

5.870%, 07/15/2026(D)

     278       278  
              9,380  
                 

Credit Cards — 0.1%

        
         

Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1

                

6.050%, 07/15/2027(D)

     473       472  
                 
                 

Other Asset-Backed Securities — 2.5%

        
         

AB Issuer, Ser 2021-1, Cl A2

                

3.734%, 07/30/2051(D)

     821       727  

Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A

                

1.070%, 08/15/2025(D)

     2       1  

 

 

 

250

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A

                

1.170%, 11/16/2026(D)

   $ 25     $ 24  

Affirm Asset Securitization Trust, Ser 2022-X1, Cl A

                

1.750%, 02/15/2027(D)

     14       14  

Affirm Asset Securitization Trust, Ser 2024-X1, Cl A

                

6.270%, 05/15/2029(D)

     430       431  

AGL CLO 12, Ser 2021-12A, Cl A1

                

6.746%, TSFR3M + 1.422%, 07/20/2034(B)(D)

     970       971  

Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2

                

5.300%, 06/21/2028(D)

     197       197  

Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B

                

2.080%, 02/15/2027(D)

     169       168  

Balboa Bay Loan Funding, Ser 2021-1A, Cl A

                

6.786%, TSFR3M + 1.462%, 07/20/2034(B)(D)

     589       589  

Bellemeade Re, Ser 2022-2, Cl M1A

                

9.335%, SOFR30A + 4.000%, 09/27/2032(B)(D)

     978       1,003  

Cajun Global, Ser 2021-1, Cl A2

                

3.931%, 11/20/2051(D)

     179       163  

College Ave Student Loans, Ser 2021-C, Cl B

                

2.720%, 07/26/2055(D)

     186       164  

Dext ABS, Ser 2023-1, Cl A2

                

5.990%, 03/15/2032(D)

     765       762  

Diamond Issuer, Ser 2021-1A, Cl A

                

2.305%, 11/20/2051(D)

     839       757  

Eagle RE, Ser 2023-1, Cl M1A

                

7.335%, SOFR30A + 2.000%, 09/26/2033(B)(D)

     511       515  

GCI Funding I, Ser 2021-1, Cl A

                

2.380%, 06/18/2046(D)

     240       213  

Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR

                

6.656%, TSFR3M + 1.332%, 04/20/2034(B)(D)

     651       652  

Hardee's Funding, Ser 2018-1A, Cl A23

                

5.710%, 06/20/2048(D)

     377       359  

Hardee's Funding, Ser 2020-1A, Cl A2

                

3.981%, 12/20/2050(D)

     262       239  

HFX, Ser 2017-1A

                

3.622%, 03/15/2035

     830       820  

Magnetite XXVI, Ser 2021-26A, Cl A1R

                

6.705%, TSFR3M + 1.382%, 07/25/2034(B)(D)

     1,127       1,130  

Marlette Funding Trust, Ser 2024-1A, Cl A

                

5.950%, 07/17/2034(D)

     282       282  

MVW, Ser 2021-2A, Cl B

                

1.830%, 05/20/2039(D)

     198       183  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX

                

1.630%, 04/20/2062(D)

   $ 160     $ 146  

Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A

                

6.689%, TSFR3M + 1.362%, 07/16/2035(B)(D)

     1,141       1,143  

Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A

                

6.709%, TSFR3M + 1.392%, 07/17/2035(B)(D)

     690       692  

NMEF Funding, Ser 2022-B, Cl A2

                

6.070%, 06/15/2029(D)

     183       184  

OCP CLO, Ser 2021-18A, Cl AR

                

6.676%, TSFR3M + 1.352%, 07/20/2032(B)(D)

     849       850  

Octane Receivables Trust, Ser 2021-2A, Cl B

                

2.020%, 09/20/2028(D)

     636       608  

Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A

                

6.278%, 10/15/2031(D)

     425       425  

Pagaya AI Debt Trust, Ser 2024-3, Cl A

                

6.258%, 10/15/2031(D)

     440       440  

SMB Private Education Loan Trust, Ser 2021-E, Cl A1A

                

1.680%, 02/15/2051(D)

     328       300  
              15,152  
                 

Total Asset-Backed Securities

                

(Cost $25,538) ($ Thousands)

             25,004  
                 
                 

U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.8%

FFCB^

                

5.570%, SOFRRATE + 0.170%, 01/23/2025(B)

     2,100       2,102  

FHLB^

                

5.560%, SOFRRATE + 0.160%, 07/10/2025(B)

     800       801  

5.540%, SOFRRATE + 0.140%, 04/21/2025(B)

     1,000       1,000  

5.410%, SOFRRATE + 0.010%, 11/25/2024(B)

     600       600  

0.620%, 02/26/2026

     200       186  

FHLMC^

                

5.150%, 01/27/2026

     1,200       1,199  

4.200%, 08/28/2025

     700       693  

 

 

 

SEI Institutional Managed Trust

 

251

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)

FNMA^

                

5.060%, 02/07/2025

   $ 700     $ 699  

3.875%, 08/28/2024

     800       797  

0.625%, 04/22/2025

     1,300       1,254  

0.500%, 06/17/2025

     1,500       1,435  
                 
                 
         

Total U.S. Government Agency Obligations

        

(Cost $10,899) ($ Thousands)

     10,766  
                 
                 
                 

SOVEREIGN DEBT — 0.5%
                 

Aegea Finance Sarl

                

6.750%, 05/20/2029

     223       217  

Colombia Government International Bond

                

3.125%, 04/15/2031

     225       177  

Dominican Republic International Bond

                

4.875%, 09/23/2032(D)

     416       372  

Magyar Export-Import Bank ZRT

                

6.125%, 12/04/2027(D)

     753       755  

NatWest Group

                

8.125%, H15T5Y + 3.752%, 06/30/2172(B)(F)

     212       214  

Prosus

                

3.680%, 01/21/2030

     343       305  

3.061%, 07/13/2031

     746       618  

Trust Fibra Uno

                

5.250%, 01/30/2026

     462       451  
                 

Total Sovereign Debt

        

(Cost $3,180) ($ Thousands)

     3,109  
                 
                 
   


Shares

          

FOREIGN COMMON STOCK — 0.1%
                 

Cameroon — 0.0%

        

Golar LNG Ltd

    1,836       58  
                 
                 
                 

Canada — 0.0%

        

Brookfield Infrastructure Corp, Cl A

    1,090       36  

Encore Energy *

     6,032       24  

Teekay Tankers Ltd, Cl A

    348       24  
                 
              84  
                 

Ghana — 0.0%

        

Kosmos Energy Ltd *

     9,707       54  
                 
                 
                 

Ireland — 0.0%

        

Ardmore Shipping Corp

    1,400       32  
                 
                 
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK (continued)

Mexico — 0.0%

        

Borr Drilling Ltd

    3,781     $ 24  
                 
                 
                 

Monaco — 0.0%

        

Scorpio Tankers Inc

    858       70  
                 
                 
                 

Norway — 0.0%

        

FLEX LNG

    616       17  

Seadrill *

     980       50  

SFL Corp Ltd

    3,000       42  
                 
              109  
                 

Puerto Rico — 0.0%

        

Liberty Latin America Ltd, Cl C *

     2,200       21  
                 
                 
                 

United Kingdom — 0.1%

        

TechnipFMC PLC

    8,651       226  
                 
                 
                 

Total Foreign Common Stock

               

(Cost $442) ($ Thousands)

             678  
                 
      Number of
Rights		          

RIGHTS — 0.0%

Novartis AG *‡‡

     800       –  

Abiomed Inc *‡‡

     408       –  

Total Rights

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

PURCHASED OPTIONS — 0.0%

Total Purchased Options

               

(Cost $117) ($ Thousands)

             116  
                 

Total Investments in Securities — 111.2%

                

(Cost $580,353) ($ Thousands)

  $ 658,565  
                 
                 
                 
                 

COMMON STOCK SOLD SHORT— (13.0)%

Communication Services — (0.6)%

        

Cable One Inc

    (61 )     (21 )

Charter Communications Inc, Cl A *

     (1,017 )     (304 )

Comcast Corp, Cl A

    (41,064 )     (1,608 )

EchoStar Corp, Cl A *

     (1,638 )     (29 )

Fox Corp, Cl A

    (2,683 )     (92 )

Fox Corp, Cl B

    (1,400 )     (45 )

Interpublic Group of Cos Inc/The

    (3,805 )     (111 )

Liberty Broadband Corp, Cl C *

     (1,134 )     (62 )

Liberty Media Corp-Liberty SiriusXM *

     (1,794 )     (40 )

Liberty Media Corp-Liberty SiriusXM, Cl A *

     (800 )     (18 )

Magnite *

     (2,080 )     (28 )

New York Times Co/The, Cl A

    (1,681 )     (86 )

 

 

 

252

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

News Corp, Cl A

    (3,620 )   $ (100 )

News Corp, Cl B

    (1,600 )     (45 )

Nexstar Media Group Inc, Cl A

    (318 )     (53 )

Omnicom Group Inc

    (2,144 )     (192 )

Paramount Global, Cl B

    (5,214 )     (54 )

Scholastic Corp, Cl B

    (500 )     (18 )

TEGNA Inc

    (2,300 )     (32 )

Trade Desk Inc/The, Cl A *

     (4,391 )     (429 )
                 
                 
              (3,367 )
                 

Consumer Discretionary — (8.5)%

        

Abercrombie & Fitch Co, Cl A *

     (400 )     (71 )

Academy Sports & Outdoors Inc

    (520 )     (28 )

Acushnet Holdings Corp

    (537 )     (34 )

Adient PLC *

     (3,617 )     (89 )

ADT Inc

    (4,200 )     (32 )

Adtalem Global Education Inc *

     (600 )     (41 )

Advance Auto Parts Inc

    (596 )     (38 )

Airbnb Inc, Cl A *

     (4,695 )     (712 )

Amazon.com Inc, Cl A *

     (23,893 )     (4,617 )

American Axle & Manufacturing Holdings Inc *

     (5,130 )     (36 )

American Eagle Outfitters Inc

    (1,700 )     (34 )

Aptiv PLC *

     (11,297 )     (796 )

Aramark

    (2,829 )     (96 )

Asbury Automotive Group Inc *

     (191 )     (44 )

AutoNation Inc *

     (226 )     (36 )

AutoZone Inc *

     (129 )     (382 )

Bath & Body Works Inc

    (1,761 )     (69 )

Beazer Homes USA Inc, Cl A *

     (400 )     (11 )

Best Buy Co Inc

    (1,324 )     (112 )

Birkenstock Holding PLC *

     (805 )     (44 )

Bloomin' Brands Inc

    (799 )     (15 )

Booking Holdings Inc

    (402 )     (1,593 )

Boot Barn Holdings Inc *

     (210 )     (27 )

BorgWarner Inc

    (9,809 )     (316 )

Boyd Gaming Corp

    (1,116 )     (61 )

Bright Horizons Family Solutions Inc *

     (679 )     (75 )

Brinker International Inc *

     (600 )     (43 )

Brunswick Corp/DE

    (1,586 )     (115 )

Burlington Stores Inc *

     (487 )     (117 )

Caesars Entertainment Inc *

     (2,311 )     (92 )

Capri Holdings Ltd *

     (2,667 )     (88 )

CarMax Inc *

     (1,261 )     (92 )

Carnival Corp *

     (11,145 )     (209 )

Carter's Inc

    (900 )     (56 )

Carvana Co, Cl A *

     (691 )     (89 )

Cava Group Inc *

     (669 )     (62 )

Cavco Industries Inc *

     (168 )     (58 )

Century Communities Inc

    (637 )     (52 )

Cheesecake Factory Inc/The

    (762 )     (30 )

Chegg Inc *

     (1,979 )     (6 )

Chipotle Mexican Grill Inc, Cl A *

     (15,600 )     (977 )

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Choice Hotels International Inc

    (480 )   $ (57 )

Churchill Downs Inc

    (874 )     (122 )

Columbia Sportswear Co

    (816 )     (65 )

Coursera Inc *

     (1,329 )     (10 )

Cracker Barrel Old Country Store Inc

    (450 )     (19 )

Crocs Inc *

     (1,383 )     (202 )

Dana Inc

    (5,131 )     (62 )

Darden Restaurants Inc

    (1,411 )     (213 )

Dave & Buster's Entertainment Inc *

     (346 )     (14 )

Deckers Outdoor Corp *

     (584 )     (565 )

Dick's Sporting Goods Inc

    (399 )     (86 )

Domino's Pizza Inc

    (419 )     (216 )

DoorDash Inc, Cl A *

     (3,515 )     (382 )

Dorman Products Inc *

     (1,016 )     (93 )

DR Horton Inc

    (6,916 )     (975 )

DraftKings Inc, Cl A *

     (4,854 )     (185 )

Dream Finders Homes, Cl A *

     (738 )     (19 )

Duolingo Inc, Cl A *

     (342 )     (71 )

eBay Inc

    (3,779 )     (203 )

Ethan Allen Interiors Inc

    (700 )     (20 )

Etsy Inc *

     (760 )     (45 )

Everi Holdings Inc *

     (1,600 )     (13 )

Expedia Group Inc *

     (1,575 )     (198 )

Figs Inc, Cl A *

     (2,600 )     (14 )

Five Below Inc *

     (467 )     (51 )

Floor & Decor Holdings Inc, Cl A *

     (824 )     (82 )

Foot Locker Inc, Cl A

    (732 )     (18 )

Ford Motor Co

    (163,829 )     (2,054 )

Fox Factory Holding Corp *

     (1,634 )     (79 )

Frontdoor Inc *

     (957 )     (32 )

GameStop Corp, Cl A *

     (2,452 )     (61 )

Gap Inc/The

    (1,700 )     (41 )

Garmin Ltd

    (3,575 )     (582 )

General Motors Co

    (48,786 )     (2,267 )

Gentex Corp

    (9,915 )     (334 )

Gentherm Inc *

     (1,414 )     (70 )

Genuine Parts Co

    (1,002 )     (139 )

G-III Apparel Group Ltd *

     (576 )     (16 )

Goodyear Tire & Rubber Co/The *

     (11,004 )     (125 )

Graham Holdings Co, Cl B

    (54 )     (38 )

Grand Canyon Education Inc *

     (361 )     (50 )

Green Brick Partners Inc *

     (800 )     (46 )

Group 1 Automotive Inc

    (139 )     (41 )

H&R Block Inc

    (1,772 )     (96 )

Hanesbrands Inc *

     (9,071 )     (45 )

Harley-Davidson Inc, Cl A

    (5,019 )     (168 )

Hasbro Inc

    (2,879 )     (168 )

Helen of Troy Ltd *

     (624 )     (58 )

Hilton Grand Vacations Inc *

     (754 )     (30 )

Hilton Worldwide Holdings Inc

    (3,104 )     (677 )

Home Depot Inc/The

    (7,537 )     (2,595 )

Hovnanian Enterprises Inc, Cl A *

     (165 )     (23 )

Hyatt Hotels Corp, Cl A

    (583 )     (89 )

 

 

 

SEI Institutional Managed Trust

 

253

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Installed Building Products Inc

    (537 )   $ (110 )

International Game Technology PLC

    (1,133 )     (23 )

Jack in the Box Inc

    (227 )     (12 )

KB Home

    (1,508 )     (106 )

Kohl's Corp

    (989 )     (23 )

Kontoor Brands Inc

    (1,286 )     (85 )

Las Vegas Sands Corp

    (4,425 )     (196 )

Laureate Education Inc, Cl A

    (1,900 )     (28 )

La-Z-Boy Inc, Cl Z

    (1,311 )     (49 )

LCI Industries

    (1,040 )     (107 )

Lear Corp

    (2,492 )     (285 )

Leggett & Platt Inc

    (2,775 )     (32 )

Lennar Corp, Cl A

    (5,534 )     (829 )

Lennar Corp, Cl B

    (392 )     (55 )

LGI Homes Inc *

     (526 )     (47 )

Light & Wonder Inc, Cl A *

     (939 )     (98 )

Lithia Motors Inc, Cl A

    (209 )     (53 )

LKQ Corp

    (2,024 )     (84 )

Lowe's Cos Inc

    (4,388 )     (967 )

Lucid Group Inc *

     (28,470 )     (74 )

Lululemon Athletica Inc *

     (2,542 )     (759 )

Luminar Technologies, Cl A *

     (13,917 )     (21 )

M/I Homes Inc *

     (607 )     (74 )

Macy's Inc

    (1,709 )     (33 )

Malibu Boats Inc, Cl A *

     (590 )     (21 )

Marriott International Inc/MD, Cl A

    (2,916 )     (705 )

Marriott Vacations Worldwide Corp

    (521 )     (45 )

Mattel Inc *

     (7,444 )     (121 )

McDonald's Corp

    (8,389 )     (2,138 )

Meritage Homes Corp

    (798 )     (129 )

MGM Resorts International *

     (3,131 )     (139 )

Modine Manufacturing Co *

     (2,070 )     (207 )

Mohawk Industries Inc *

     (1,179 )     (134 )

Murphy USA Inc

    (144 )     (68 )

National Vision Holdings Inc *

     (1,000 )     (13 )

Newell Brands Inc, Cl B

    (9,893 )     (63 )

NIKE Inc, Cl B

    (27,034 )     (2,038 )

Nordstrom Inc

    (1,378 )     (29 )

Norwegian Cruise Line Holdings Ltd *

     (5,001 )     (94 )

NVR Inc *

     (70 )     (531 )

Ollie's Bargain Outlet Holdings Inc *

     (333 )     (33 )

OneSpaWorld Holdings Ltd *

     (1,651 )     (25 )

O'Reilly Automotive Inc *

     (451 )     (476 )

Oxford Industries Inc, Cl A

    (326 )     (33 )

Papa John's International Inc, Cl A

    (358 )     (17 )

Patrick Industries Inc

    (917 )     (100 )

Peloton Interactive Inc, Cl A *

     (7,260 )     (25 )

Penn Entertainment Inc *

     (1,527 )     (30 )

Penske Automotive Group Inc, Cl A

    (200 )     (30 )

Perdoceo Education Corp

    (1,300 )     (28 )

Phinia Inc

    (1,810 )     (71 )

Planet Fitness Inc, Cl A *

     (1,114 )     (82 )

Polaris Inc

    (1,378 )     (108 )

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Pool Corp

    (293 )   $ (90 )

PulteGroup Inc

    (4,894 )     (539 )

PVH Corp

    (1,368 )     (145 )

QuantumScape Corp, Cl A *

     (13,339 )     (66 )

Ralph Lauren Corp, Cl A

    (911 )     (159 )

Red Rock Resorts Inc, Cl A

    (435 )     (24 )

RH *

     (131 )     (32 )

Rivian Automotive Inc, Cl A *

     (27,285 )     (366 )

Ross Stores Inc

    (2,435 )     (354 )

Royal Caribbean Cruises Ltd *

     (2,653 )     (423 )

Sabre Corp *

     (5,100 )     (14 )

Service Corp International/US

    (1,738 )     (124 )

Shake Shack Inc, Cl A *

     (446 )     (40 )

Signet Jewelers Ltd

    (409 )     (37 )

Six Flags Entertainment Corp *

     (800 )     (26 )

Skechers USA Inc, Cl A *

     (2,994 )     (207 )

Skyline Champion Corp *

     (1,326 )     (90 )

Smith & Wesson Brands Inc

    (1,500 )     (21 )

Sonos Inc *

     (3,329 )     (49 )

Standard Motor Products Inc

    (716 )     (20 )

Starbucks Corp

    (12,844 )     (1,000 )

Steven Madden Ltd

    (1,736 )     (73 )

Stoneridge Inc *

     (1,000 )     (16 )

Strategic Education Inc

    (150 )     (17 )

Stride Inc *

     (600 )     (42 )

Sturm Ruger & Co Inc

    (600 )     (25 )

Sweetgreen Inc, Cl A *

     (1,087 )     (33 )

Tapestry Inc

    (5,067 )     (217 )

Taylor Morrison Home Corp, Cl A *

     (2,177 )     (121 )

Tempur Sealy International Inc

    (3,707 )     (175 )

Tesla Inc *

     (23,673 )     (4,684 )

Texas Roadhouse Inc, Cl A

    (714 )     (123 )

Thor Industries Inc

    (2,243 )     (210 )

TJX Cos Inc/The

    (8,890 )     (979 )

Toll Brothers Inc

    (2,388 )     (275 )

TopBuild Corp *

     (701 )     (270 )

Topgolf Callaway Brands Corp *

     (3,851 )     (59 )

Tractor Supply Co

    (845 )     (228 )

Travel + Leisure Co

    (741 )     (33 )

Tri Pointe Homes Inc *

     (2,431 )     (91 )

Ulta Beauty Inc *

     (338 )     (130 )

Under Armour Inc, Cl A *

     (5,429 )     (36 )

Under Armour Inc, Cl C *

     (5,319 )     (35 )

United Parks & Resorts *

     (580 )     (31 )

Urban Outfitters Inc *

     (300 )     (12 )

Vail Resorts Inc

    (497 )     (90 )

Valvoline Inc *

     (1,272 )     (55 )

VF Corp

    (7,451 )     (101 )

Victoria's Secret & Co *

     (400 )     (7 )

Vista Outdoor Inc *

     (1,476 )     (56 )

Visteon Corp *

     (1,273 )     (136 )

Vizio Holding, Cl A *

     (2,471 )     (27 )

Wayfair Inc, Cl A *

     (700 )     (37 )

 

 

 

254

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Wendy's Co/The

    (2,615 )   $ (44 )

Whirlpool Corp

    (1,357 )     (139 )

Williams-Sonoma Inc

    (494 )     (139 )

Wingstop Inc, Cl A

    (304 )     (128 )

Winnebago Industries Inc

    (1,063 )     (58 )

Wolverine World Wide Inc

    (1,809 )     (24 )

Worthington Industries Inc

    (789 )     (37 )

Wyndham Hotels & Resorts Inc

    (907 )     (67 )

Wynn Resorts Ltd

    (1,168 )     (105 )

XPEL Inc *

     (815 )     (29 )

YETI Holdings Inc *

     (1,954 )     (75 )

Yum! Brands Inc

    (3,234 )     (428 )
                 
                 
              (50,625 )
                 

Information Technology — (2.5)%

        

Advanced Micro Devices Inc *

     (2,504 )     (406 )

Amphenol Corp, Cl A

    (1,805 )     (122 )

Analog Devices Inc

    (780 )     (178 )

Apple Inc

    (21,929 )     (4,619 )

Applied Materials Inc

    (1,320 )     (312 )

Arista Networks Inc *

     (364 )     (128 )

Arrow Electronics Inc, Cl A *

     (113 )     (14 )

Avnet Inc

    (27 )     (1 )

Broadcom Inc

    (674 )     (1,082 )

CDW Corp/DE

    (253 )     (57 )

Ciena Corp *

     (300 )     (15 )

Cirrus Logic Inc *

     (76 )     (10 )

Cisco Systems Inc

    (7,425 )     (353 )

Cognex Corp

    (158 )     (7 )

Corning Inc, Cl B

    (1,646 )     (64 )

Enphase Energy Inc *

     (314 )     (31 )

Entegris Inc

    (238 )     (32 )

F5 Inc, Cl A *

     (48 )     (8 )

First Solar Inc *

     (210 )     (47 )

GLOBALFOUNDRIES Inc *

     (360 )     (18 )

Hewlett Packard Enterprise Co

    (1,755 )     (37 )

HP Inc

    (1,610 )     (56 )

Intel Corp

    (6,593 )     (204 )

Jabil Inc

    (104 )     (11 )

Juniper Networks Inc

    (322 )     (12 )

Keysight Technologies Inc *

     (350 )     (48 )

KLA Corp

    (220 )     (181 )

Lam Research Corp

    (207 )     (220 )

Lattice Semiconductor Corp *

     (266 )     (15 )

Marvell Technology Inc

    (1,531 )     (107 )

Microchip Technology Inc

    (764 )     (70 )

Micron Technology Inc

    (1,708 )     (225 )

MKS Instruments Inc

    (17 )     (2 )

Monolithic Power Systems Inc

    (63 )     (52 )

Motorola Solutions Inc

    (255 )     (99 )

NetApp Inc

    (420 )     (54 )

Novanta Inc *

     (100 )     (16 )

NVIDIA Corp

    (37,124 )     (4,586 )

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

ON Semiconductor Corp *

     (630 )   $ (43 )

Onto Innovation Inc *

     (141 )     (31 )

Pure Storage Inc, Cl A *

     (330 )     (21 )

Qorvo Inc *

     (292 )     (34 )

QUALCOMM Inc

    (1,791 )     (357 )

Rambus Inc *

     (300 )     (18 )

Skyworks Solutions Inc

    (231 )     (25 )

Super Micro Computer Inc *

     (96 )     (79 )

Teledyne Technologies Inc *

     (99 )     (38 )

Teradyne Inc

    (286 )     (42 )

Texas Instruments Inc

    (1,573 )     (306 )

Trimble Inc *

     (391 )     (22 )

Western Digital Corp *

     (448 )     (34 )

Zebra Technologies Corp, Cl A *

     (109 )     (34 )
                 
                 
              (14,583 )
                 

Materials — (1.4)%

        

Air Products and Chemicals Inc

    (1,399 )     (361 )

Albemarle Corp

    (705 )     (67 )

Alcoa Corp

    (1,325 )     (53 )

Alpha Metallurgical Resources Inc

    (114 )     (32 )

Amcor PLC

    (9,470 )     (93 )

AptarGroup Inc

    (522 )     (74 )

Arcadium Lithium PLC *

     (7,848 )     (26 )

Arch Resources Inc

    (157 )     (24 )

Ashland Inc

    (400 )     (38 )

ATI Inc *

     (664 )     (37 )

Avery Dennison Corp

    (481 )     (105 )

Avient Corp

    (346 )     (15 )

Axalta Coating Systems Ltd *

     (1,579 )     (54 )

Balchem Corp

    (300 )     (46 )

Ball Corp

    (2,120 )     (127 )

Berry Global Group Inc

    (924 )     (54 )

Cabot Corp

    (249 )     (23 )

Carpenter Technology Corp

    (268 )     (29 )

Celanese Corp, Cl A

    (551 )     (74 )

CF Industries Holdings Inc

    (1,147 )     (85 )

Chemours Co/The

    (712 )     (16 )

Cleveland-Cliffs Inc *

     (3,021 )     (46 )

Commercial Metals Co, Cl A

    (902 )     (50 )

Constellium, Cl A *

     (300 )     (6 )

Corteva Inc

    (4,331 )     (234 )

Crown Holdings Inc

    (803 )     (60 )

Dow Inc

    (4,642 )     (246 )

DuPont de Nemours Inc

    (2,803 )     (226 )

Eagle Materials Inc

    (207 )     (45 )

Eastman Chemical Co

    (919 )     (90 )

Ecolab Inc

    (1,579 )     (376 )

Element Solutions Inc

    (1,724 )     (47 )

FMC Corp

    (773 )     (44 )

Freeport-McMoRan Inc, Cl B

    (9,084 )     (441 )

Graphic Packaging Holding Co

    (2,044 )     (54 )

HB Fuller Co

    (459 )     (35 )

 

 

 

SEI Institutional Managed Trust

 

255

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK SOLD SHORT (continued)

Hecla Mining Co

    (5,000 )   $ (24 )

Huntsman Corp

    (466 )     (11 )

Ingevity Corp *

     (74 )     (3 )

Innospec Inc

    (204 )     (25 )

International Flavors & Fragrances Inc

    (1,506 )     (143 )

International Paper Co

    (2,395 )     (103 )

Knife River Corp *

     (400 )     (28 )

Linde PLC

    (3,119 )     (1,369 )

Louisiana-Pacific Corp

    (529 )     (44 )

LyondellBasell Industries NV, Cl A

    (1,635 )     (156 )

Martin Marietta Materials Inc, Cl A

    (381 )     (206 )

Materion Corp

    (200 )     (22 )

Minerals Technologies Inc

    (344 )     (29 )

Mosaic Co/The

    (2,365 )     (68 )

NewMarket Corp

    (47 )     (24 )

Newmont Corp

    (7,550 )     (316 )

Nucor Corp

    (1,613 )     (255 )

O-I Glass Inc, Cl I *

     (1,336 )     (15 )

Olin Corp

    (753 )     (36 )

Packaging Corp of America

    (617 )     (113 )

PPG Industries Inc

    (1,469 )     (185 )

Quaker Chemical Corp

    (58 )     (10 )

Reliance Inc

    (397 )     (113 )

Royal Gold Inc, Cl A

    (441 )     (55 )

RPM International Inc

    (835 )     (90 )

Scotts Miracle-Gro Co/The, Cl A

    (382 )     (25 )

Sealed Air Corp

    (1,187 )     (41 )

Sensient Technologies Corp

    (200 )     (15 )

Sherwin-Williams Co/The, Cl A

    (1,555 )     (464 )

Silgan Holdings Inc

    (357 )     (15 )

Sonoco Products Co

    (800 )     (41 )

Steel Dynamics Inc

    (962 )     (125 )

Summit Materials Inc, Cl A *

     (1,097 )     (40 )

Sylvamo Corp

    (360 )     (25 )

Tronox Holdings

    (1,296 )     (20 )

United States Steel Corp

    (1,781 )     (67 )

Vulcan Materials Co

    (865 )     (215 )

Warrior Met Coal Inc

    (158 )     (10 )

Westlake Corp

    (110 )     (16 )

Westrock Co

    (1,607 )     (81 )
                 
                 
              (8,076 )
                 

Total Common Stock Sold Short

                

(Proceeds $77,770) ($ Thousands)

             (76,651 )
                 
                 
                 

FOREIGN COMMON STOCK SOLD SHORT— 0.0%

Mexico — (0.0)%

        

Southern Copper Corp

    (592 )     (64 )
                 
                 
                 
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

FOREIGN COMMON STOCK SOLD SHORT (continued)

South Korea — (0.0)%

        

Coupang Inc, Cl A *

     (8,658 )   $ (181 )
                 
                 
                 
                 

Thailand — (0.0)%

        

Fabrinet *

     (100 )     (25 )
                 
                 
                 
                 

Total Foreign Common Stock Sold Short

                

(Proceeds $222) ($ Thousands)

             (270 )
                 
                 

Total Investments Sold Short — (13.0)%

                

(Proceeds $77,992) ($ Thousands)

  $ (76,921 )
                 
                 

WRITTEN OPTIONS — (0.0)%

Total Written Options

               

(Premiums Received $46) ($ Thousands)

           $ (46 )
                 
                 

 

 

 

256

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

 

A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows:
 

Description

  

Number of Contracts

    

Notional Amount
(Thousands)

    

Exercise Price

    

Expiration Date

    

Value
(Thousands)

  

PURCHASED OPTIONS — 0.0%

                                

Put Options

                                

September 2024, Nickel LME Future^

     6     $ 576     $ 16,000.00       9/21/2024     $ 7  
                                         
                                         
                                         

Call Options

             –                       –  

September 2024, LEAD LME Spot Option^

     55       3,163       2,300.00       9/21/2024       63  

September 2024, Nickel LME Future^

     18       2,052       19,000.00       9/21/2024       27  

August 2024, Silver Futures^

     21       3,412       32.50       7/20/2024       17  

August 2024, Silver Futures^

     21       4,463       42.50       7/20/2024       2  
                                         
              13,090                       109  
                                         
                                         

Total Purchased Options

           $ 13,666                     $ 116  

WRITTEN OPTIONS — 0.0%

                                

Put Options

                                        

September 2024, LEAD LME Spot Option^

     (11 )   $ (605 )     2,200.00       09/21/2024     $ (18 )
                                         
                                         
                                         

Call Options

                                        

September 2024, LEAD LME Spot Option^

     (55 )     (3,438 )     2,500.00       09/21/2024       (14 )

September 2024, Nickel LME Future^

     (18 )     (2,268 )     21,000.00       09/21/2024       (8 )

August 2024, Silver Futures^

     (42 )     (7,875 )     37.50       07/20/2024       (6 )
                                         
              (13,581 )                     (28 )
                                         
                                         

Total Written Options

           $ (14,186 )                   $ (46 )
                                         
                                         

 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Long Contracts

                                        

Brent Crude^

     11       Sep-2024     $ 864     $ 918     $ 54  

Brent Crude^

     12       Jul-2024       983       1,020       37  

Brent Crude^

     23       Jan-2025       1,814       1,871       57  

Brent Crude^

     56       Sep-2024       4,776       4,760       (16 )

Brent Crude^

     11       Nov-2024       917       906       (11 )

Coffee C^

     24       Dec-2024       2,027       2,021       (6 )

Coffee C^

     10       Dec-2024       749       842       93  

Coffee C^

     7       Sep-2024       538       595       57  

Coffee C^

     10       Mar-2025       782       835       53  

Coffee C^

     24       Sep-2024       2,047       2,041       (6 )

Copper^

     13       Mar-2025       1,489       1,442       (47 )

Copper^

     13       Dec-2024       1,400       1,434       34  

Copper^

     38       Sep-2024       4,553       4,172       (381 )

Copper^

     8       Sep-2024       857       879       22  

Corn^

     55       Dec-2024       1,299       1,157       (142 )

Corn^

     22       Sep-2024       507       448       (59 )

Corn^

     54       Mar-2025       1,321       1,174       (147 )

Cotton No. 2^

     7       Dec-2024       261       255       (6 )

Cotton No. 2^

     17       Mar-2025       631       632       1  

Feeder Cattle^

     4       Aug-2024       524       519       (5 )

Gasoline^

     3       Oct-2024       274       280       6  

Gasoline^

     6       Dec-2024       543       547       4  

Gasoline^

     3       Feb-2025       266       275       9  

Gasoline^

     37       Sep-2024       3,767       3,840       73  

 

 

 

SEI Institutional Managed Trust

 

257

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Gold^

     16       Mar-2025     $ 3,864     $ 3,854     $ (10 )

Gold^

     6       Aug-2024       1,285       1,403       118  

Gold^

     16       Dec-2024       3,523       3,817       294  

Gold^

     27       Aug-2024       6,474       6,317       (157 )

KC HRW Wheat^

     13       Mar-2025       458       401       (57 )

KC HRW Wheat^

     13       Dec-2024       410       392       (18 )

KC HRW Wheat^

     35       Sep-2024       1,156       1,026       (130 )

Lean Hogs^

     105       Oct-2024       3,283       3,181       (102 )

Lean Hogs^

     9       Dec-2024       285       252       (33 )

Lean Hogs^

     18       Feb-2025       562       537       (25 )

Lean Hogs^

     13       Aug-2024       466       465       (1 )

Live Cattle^

     13       Oct-2024       963       962       (1 )

Live Cattle^

     11       Mar-2025       823       826       3  

Live Cattle^

     8       Aug-2024       562       594       32  

Live Cattle^

     6       Oct-2024       443       444       1  

Live Cattle^

     6       Dec-2024       429       446       17  

LME Copper^

     2       Oct-2024       491       481       (10 )

LME Lead^

     2       Mar-2025       110       113       3  

LME Lead^

     4       Jan-2025       230       226       (4 )

LME Lead^

     4       Sep-2024       217       223       6  

LME Lead^

     2       Nov-2024       109       112       3  

LME Nickel^

     3       Nov-2024       335       314       (21 )

LME Nickel^

     16       Sep-2024       1,695       1,658       (37 )

LME Nickel^

     1       Sep-2024       99       104       5  

LME Nickel^

     3       Mar-2025       333       320       (13 )

LME Nickel^

     6       Jan-2025       684       634       (50 )

LME Primary Aluminum^

     8       Nov-2024       466       511       45  

LME Primary Aluminum^

     4       Sep-2024       240       252       12  

LME Primary Aluminum^

     16       Jan-2025       1,031       1,029       (2 )

LME Primary Aluminum^

     8       Mar-2025       528       519       (9 )

LME Primary Aluminum^

     5       Sep-2024       334       315       (19 )

LME Zinc^

     56       Sep-2024       4,112       4,110       (2 )

LME Zinc^

     9       Jan-2025       649       667       18  

LME Zinc^

     4       Mar-2025       286       298       12  

LME Zinc^

     5       Sep-2024       343       367       24  

LME Zinc^

     4       Nov-2024       263       295       32  

Low Sulphur Gasoil^

     4       Mar-2025       293       306       13  

Low Sulphur Gasoil^

     4       Nov-2024       305       312       7  

Low Sulphur Gasoil^

     9       Jan-2025       687       693       6  

Low Sulphur Gasoil^

     75       Sep-2024       5,668       5,880       212  

Natural Gas^

     259       Aug-2024       7,338       6,729       (609 )

Natural Gas^

     29       Feb-2025       1,022       944       (78 )

Natural Gas^

     49       Dec-2024       1,868       1,873       5  

Natural Gas^

     30       Oct-2024       901       925       24  

NY Harbor ULSD^

     2       Oct-2024       215       215       –  

NY Harbor ULSD^

     4       Aug-2024       414       428       14  

NY Harbor ULSD^

     2       Feb-2025       207       213       6  

NY Harbor ULSD^

     5       Dec-2024       528       536       8  

NYMEX Cocoa^

     9       Sep-2024       717       695       (22 )

NYMEX Cocoa^

     88       Dec-2024       6,607       5,800       (807 )

Palladium^

     8       Sep-2024       781       782       1  

Platinum^

     21       Oct-2024       1,075       1,065       (10 )

Silver^

     9       Mar-2025       1,351       1,369       18  

Silver^

     21       Sep-2024       3,149       3,103       (46 )

Silver^

     4       Sep-2024       494       591       97  

Silver^

     9       Dec-2024       1,265       1,349       84  

Soybean^

     10       Nov-2024       586       552       (34 )

Soybean^

     14       Mar-2025       815       786       (29 )

Soybean^

     29       Jan-2025       1,731       1,621       (110 )

 

 

 

258

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Soybean Meal^

     29       Jan-2025     $ 1,040     $ 976     $ (64 )

Soybean Meal^

     15       Mar-2025       529       506       (23 )

Soybean Meal^

     64       Dec-2024       2,261       2,147       (114 )

Soybean Oil^

     36       Jan-2025       997       946       (51 )

Soybean Oil^

     24       Dec-2024       653       631       (22 )

Soybean Oil^

     18       Mar-2025       479       474       (5 )

Sugar No. 11^

     37       Sep-2024       787       841       54  

Sugar No. 11^

     53       Feb-2025       1,207       1,222       15  

U.S. 5-Year Treasury Note

     288       Sep-2024       30,479       30,695       216  

Wheat^

     6       Sep-2024       186       172       (14 )

Wheat^

     20       Mar-2025       699       615       (84 )

Wheat^

     8       Sep-2024       226       230       4  

Wheat^

     20       Dec-2024       628       597       (31 )

WTI Crude Oil^

     68       Oct-2024       5,263       5,372       109  

WTI Crude Oil^

     57       Aug-2024       4,420       4,596       176  

WTI Crude Oil^

     12       Feb-2025       889       920       31  

WTI Crude Oil^

     24       Dec-2024       1,855       1,866       11  
                      161,345       159,901       (1,444 )

Short Contracts

                                        

Cotton No. 2^

     (16)       Dec-2024     $ (584 )   $ (582 )   $ 2  

Feeder Cattle^

     (19)       Aug-2024       (2,399 )     (2,464 )     (65 )

LME Lead^

     (42)       Sep-2024       (2,384 )     (2,340 )     44  

MSCI EAFE Index

     (74)       Sep-2024       (8,737 )     (8,670 )     67  

NY Harbor ULSD^

     (18)       Aug-2024       (1,909 )     (1,927 )     (18 )

NYMEX Cocoa^

     (72)       Sep-2024       (6,306 )     (5,566 )     740  

S&P 500 Index E-MINI

     (65)       Sep-2024       (17,851 )     (17,945 )     (94 )

Sugar No. 11^

     (42)       Sep-2024       (895 )     (955 )     (60 )

U.S. 2-Year Treasury Note

     (74)       Sep-2024       (15,071 )     (15,112 )     (41 )

U.S. Ultra Long Treasury Bond

     (11)       Sep-2024       (1,345 )     (1,378 )     (33 )

Ultra 10-Year U.S. Treasury Note

     (70)       Sep-2024       (7,865 )     (7,947 )     (82 )
                      (65,346 )     (64,886 )     460  
                    $ 95,999     $ 95,015     $ (984 )

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     08/08/24       EUR       1,622       USD       1,747     $ 6  
                                                 

 

A list of open OTC swap agreements held by the Fund at June 30, 2024, are 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
Appreciation
(Depreciation)
(Thousands)

  

Deutsche Bank

     CMBX-BBB--364870       3.00%       Monthly       12/31/2049     $ 19     $ (2 )   $ —     $ (2 )

Goldman Sachs

     CMBX-BBB--407892       3.00%       Monthly       05/11/2063       86       (11 )     (7 )     (4 )

Goldman Sachs

     CMBX-BBB--408196       3.00%       Monthly       05/11/2063       7       (1 )     —       (1 )

Goldman Sachs

     CMBX-BBB--408197       3.00%       Monthly       05/11/2063       14       (2 )     (1 )     (1 )

Goldman Sachs

     CMBX-BBB--408481       3.00%       Monthly       05/11/2063       14       (2 )     (1 )     (1 )

Goldman Sachs

     CMBX-BBB--408891       3.00%       Monthly       05/11/2063       29       (4 )     (3 )     (1 )

Deutsche Bank

     CMBX-BBB--409304       3.00%       Monthly       05/11/2063       15       (2 )     (1 )     (1 )

Deutsche Bank

     CMBX-BBB--409425       3.00%       Monthly       05/11/2063       89       (12 )     (10 )     (2 )

Deutsche Bank

     CMBX-BBB--410332       3.00%       Monthly       05/11/2063       50       (7 )     (5 )     (2 )

Deutsche Bank

     CMBX-BBB--410410       3.00%       Monthly       05/11/2063       50       (7 )     (5 )     (2 )

Citigroup

     CMBX-BBB--413146       3.00%       Monthly       05/11/2063       15       (2 )     (1 )     (1 )

Citigroup

     CMBX-BBB--413312       3.00%       Monthly       05/11/2063       13       (2 )     (1 )     (1 )

 

 

 

SEI Institutional Managed Trust

 

259

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Continued)

 

 

Counterparty

  

Reference Entity/ Obligation

    

Receive Rate

    

Payment Frequency

    

Termination Date

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     CMBX-BBB--416265       3.00%       Monthly       05/11/2063     $ 99     $ (13 )   $ (9 )   $ (4 )

Citigroup

     CMBX-BBB--434583       3.00%       Monthly       05/11/2063       2       —       —       —  

Citigroup

     CMBX-BBB--465843       3.00%       Monthly       05/11/2063       17       (6 )     (2 )     (4 )

Citigroup

     CMBX-BBB--468788       3.00%       Monthly       05/11/2063       12       (2 )     (1 )     (1 )

Citigroup

     CMBX-BBB--468793       3.00%       Monthly       05/11/2063       15       (2 )     (2 )     —  

Citigroup

     CMBX-BBB--469138       3.00%       Monthly       05/11/2063       14       (2 )     (2 )     —  

Citigroup

     CMBX-BBB--469653       3.00%       Monthly       05/11/2063       3       —       —       —  

Credit Suisse

     CMBX-BBB--470792       3.00%       Monthly       05/11/2063       1       —       —       —  

Citigroup

     CMBX-BBB--489133       3.00%       Monthly       05/11/2063       27       (4 )     (3 )     (1 )

Citigroup

     CMBX-BBB--489134       3.00%       Monthly       05/11/2063       8       (1 )     —       (1 )

Citigroup

     CMBX-BBB--499059       3.00%       Monthly       05/11/2063       9       (1 )     —       (1 )
                                            $ (85 )   $ (54 )   $ (31 )

 

 

A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, are 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)

  

CDX-NAHYS42V1-5Y

     5.00%       Quarterly       06/20/2029     $ 4,970     $ (312 )   $ (320 )   $ 8  

ITRAXX-AUSTRALIAS41

     1.00%       Quarterly       06/20/2029       14,530       (186 )     (225 )     39  

MALAYSIA

     1.00%       Quarterly       06/20/2029       18,090       (440 )     (443 )     3  
                                    $ (938 )   $ (988 )   $ 50  

 

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-NAIGS42V1-5Y

     1.00%       Quarterly       06/20/2029     $ 7,415     $ 153     $ 153     $ –  

CDX-NAIGS42V1-5Y

     1.00%       Quarterly       06/20/2029       7,115       146       151       (5 )
                                    $ 299     $ 304     $ (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)

  

3.146%

     CPI       Annually       01/15/2027       USD       6,000     $ 1,067     $ –     $ 1,067  

1.4725%

     SOFR       Annually       11/09/2026       USD       1,490       100       92       8  

1.455%

     SOFR       Annually       11/08/2026       USD       1,490       100       93       7  

1.3945%

     SOFR       Annually       05/21/2031       USD       18,720       2,875       2,553       322  

1.98%

     SOFR       Annually       07/12/2027       USD       1,075       70       55       15  

2.28%

     SOFR       Annually       05/18/2025       USD       2,820       69       52       17  

1.27%

     SOFR       Annually       09/27/2029       USD       2,230       289       235       54  

1.965%

     SOFR       Annually       06/04/2029       USD       4,220       391       298       93  

0.316%

     SOFR       Annually       06/05/2027       USD       15,800       1,731       1,488       243  

2.21%

     SOFR       Annually       04/04/2027       USD       10,400       579       438       141  

1.33%

     SOFR       Annually       10/25/2026       USD       6,110       421       345       76  

1.92%

     SOFR       Annually       08/04/2025       USD       2,717       89       68       21  

2.51%

     SOFR       Annually       06/09/2025       USD       1,710       40       30       10  

1.8%

     SOFR       Annually       04/21/2025       USD       2,760       73       58       15  

2.4%

     SOFR       Annually       11/10/2035       USD       1,190       165       105       60  
                                            $ 8,059     $ 5,910     $ 2,149  

 

 

 

260

 

SEI Institutional Managed Trust

 

 

 

 

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Inflation Managed Fund (Concluded)

 

 
 

As of June 30, 2024, the open Reverse Repurchase Agreements held by the Fund are listed below:

  
       
 

Multi-Asset Inflation Managed Fund

  
 

Principal Amount ($ Thousands)

   

Counterparty

    

Rate

    

Value ($ Thousands)

  
  $ (25,795 )  

Chase Securities

       5.40 %   $ (25,795 )
    (7,605 )  

Chase Securities

       5.41 %     (7,605 )
    (17,307 )  

Chase Securities

       5.45 %     (17,307 )
    (8,120 )  

Chase Securities

       5.46 %     (8,120 )
    (11,033 )  

Chase Securities

       5.46 %     (11,033 )
    (6,399 )  

Chase Securities

       5.49 %     (6,399 )
                          $ (76,259 )

 

 

Percentages are based on Net Assets of $592,066 ($ Thousands).

^

Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2024.

*

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)

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)

Security, or portion thereof, has been pledged as collateral on securities sold short. The total

market value of such securities as of June 30, 2024 was $60,709 ($ Thousands).

(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 June 30, 2024, the value of these securities amounted to $64,920 ($ Thousands), representing 11.0% of the Net Assets of the Fund.

(E)

Security is in default on interest payment.

(F)

Perpetual security with no stated maturity date.

(G)

Zero coupon security.

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

261

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS — 44.7%

U.S. Treasury Bills

               

5.325%, 07/25/2024 (A)

   $ 86,000     $ 85,700  

5.312%, 07/11/2024 (A)

     18,400       18,373  

5.312%, 08/01/2024 (A)

     44,600       44,398  

U.S. Treasury Inflation Protected Securities

               

3.875%, 04/15/2029

    534       577  

3.625%, 04/15/2028

    2,362       2,482  

3.375%, 04/15/2032

    592       647  

2.500%, 01/15/2029

    2,467       2,510  

2.375%, 01/15/2027

    721       721  

2.375%, 10/15/2028

    2,476       2,509  

2.125%, 04/15/2029

    2,516       2,519  

2.000%, 01/15/2026

    3,832       3,784  

1.750%, 01/15/2028

    4,753       4,677  

1.750%, 01/15/2034

    4,234       4,108  

1.625%, 10/15/2027

    2,110       2,076  

1.375%, 07/15/2033

    3,505       3,309  

1.250%, 04/15/2028

    3,658       3,533  

1.125%, 01/15/2033

    3,633       3,361  

0.875%, 01/15/2029

    1,086       1,029  

0.750%, 07/15/2028

    2,301       2,187  

0.625%, 01/15/2026

    3,504       3,390  

0.625%, 07/15/2032

    3,949       3,540  

0.500%, 01/15/2028

    1,758       1,656  

0.375%, 07/15/2025

    2,900       2,827  

0.375%, 01/15/2027

    1,086       1,033  

0.375%, 07/15/2027

    2,417       2,294  

0.250%, 07/15/2029

    2,200       2,020  

0.125%, 10/15/2025

    1,147       1,109  

0.125%, 10/15/2025

    616       596  

0.125%, 04/15/2026

    2,111       2,016  

0.125%, 07/15/2026

    2,974       2,843  

0.125%, 10/15/2026

    2,631       2,504  

0.125%, 04/15/2027

    2,428       2,285  

0.125%, 01/15/2030

    3,255       2,930  

0.125%, 07/15/2030

    2,976       2,662  

0.125%, 01/15/2031

    3,864       3,410  

0.125%, 07/15/2031

    3,888       3,414  

0.125%, 01/15/2032

    2,892       2,503  
         

Total U.S. Treasury Obligations

        

(Cost $231,553) ($ Thousands)

     231,532  
                 
                 
                 

COMMERCIAL PAPER — 36.7%

Consumer Discretionary — 3.9%

        

American Honda Financial Corp

                

5.572%, 09/10/2024 (A)

     4,650       4,597  

Aviation Capital Group LLC

                

5.828%, 07/10/2024 (A)

     4,850       4,841  

5.800%, 07/05/2024 (A)

     5,200       5,194  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER (continued)

Parker-Hannifin Corp

                

5.463%, 07/25/2024 (A)

     5,350     $ 5,328  
                 
              19,960  
                 

Energy — 3.2%

        

Enbridge US Inc

                

5.546%, 07/15/2024 (A)

     5,750       5,735  

Waste Management Inc

                

5.505%, 07/11/2024 (A)

     5,900       5,888  

WGL Holdings Inc

                

5.919%, 07/15/2024 (A)

     4,750       4,738  
                 
              16,361  
                 

Financials — 20.1%

        

Bank Of Montreal

                

5.397%, 07/30/2024 (A)

     2,800       2,787  

Barclays Bank

                

5.454%, 08/23/2024 (A)

     10,000       9,916  

China Construction Bank Corp

                

5.312%, 07/01/2024 (A)

     8,500       8,496  

Corporacion Andina De Fomento

                

5.416%, 07/19/2024 (A)

     9,250       9,221  

5.412%, 07/02/2024 (A)

     1,000       1,000  

Danske Bank

                

5.383%, 07/29/2024 (A)

     9,950       9,904  

Enel Finance America LLC

                

5.653%, 09/16/2024 (A)

     8,750       8,642  

General Motors Financial

                

5.709%, 07/30/2024 (A)

   $ 5,250       5,224  

Hyundai Capital America

                

5.604%, 07/12/2024 (A)

     6,950       6,935  

5.595%, 08/14/2024 (A)

     3,100       3,078  

Intesa Sanpaolo

                

5.726%, 08/21/2024 (A)

     10,000       9,914  

Macquarie

                

5.412%, 08/12/2024 (A)

     9,050       8,989  

Sumitomo Mitsui Banking Corporation

                

5.446%, 07/05/2024 (A)

     10,250       10,239  

VW Credit Inc

                

5.566%, 07/09/2024 (A)

     10,000       9,983  
                 
              104,328  
                 

Information Technology — 2.5%

        

Fiserv Inc

                

5.473%, 07/22/2024 (A)

     2,790       2,780  

5.473%, 07/24/2024 (A)

     7,250       7,221  

Jabil Inc

                

5.941%, 07/05/2024 (A)

     3,100       3,096  
                 
              13,097  
                 

 

 

 

262

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

COMMERCIAL PAPER (continued)

Materials — 1.7%

        

BASF

                

5.537%, 07/30/2024 (A)

     9,100     $ 9,056  
                 
                 
                 

Transportation — 1.0%

        

TransCanada PipeLines Ltd

                

5.572%, 07/01/2024 (A)

     5,200       5,197  
                 
                 
                 

Utilities — 4.3%

        

Brookfield Infrastructure

                

5.968%, 07/09/2024 (A)

     10,000       9,984  

ENGIE

                

5.400%, 08/05/2024 (A)

     2,800       2,784  

Oglethorpe Power

                

5.552%, 07/12/2024 (A)

     8,450       8,432  

5.524%, 07/25/2024 (A)

     950       946  
                 
              22,146  
                 

Total Commercial Paper

        

(Cost $190,234) ($ Thousands)

     190,145  
                 
                 
                 

SOVEREIGN DEBT — 13.4%
                 

Japan Treasury Discount Bill

                

0.000%, 08/26/2024

   JPY 11,134,000       69,213  
                 

Total Sovereign Debt

                
                 

(Cost $70,986) ($ Thousands)

     69,213  
                 
                 
                 

U.S. GOVERNMENT AGENCY OBLIGATION — 1.0%

FHLB

                

4.500%, 03/10/2028

   $ 5,160       5,154  
                 

Total U.S. Government Agency Obligation

                

(Cost $5,273) ($ Thousands)

     5,154  
                 
                 
   


Shares

          

EXCHANGE TRADED FUNDS — 0.9%
                 

Vanguard Intermediate-Term Corporate Bond ETF

    429       34  

Vanguard Long-Term Corporate Bond ETF

    90       7  

Vanguard Mortgage-Backed Securities ETF

    101,609       4,613  
                 
                 

Total Exchange Traded Funds

               

(Cost $4,615) ($ Thousands)

             4,654  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 0.2%
                 

Consumer Discretionary — 0.0%

        

Amazon.com Inc, Cl A *

     1,445     $ 279  
                 
                 

Information Technology — 0.2%

        

Apple Inc

    1,108       234  

Microsoft Corp

    533       238  

NVIDIA Corp

    2,880       356  
                 
              828  

Total Common Stock

               

(Cost $909) ($ Thousands)

             1,107  

Total Investments in Securities — 96.9%

                

(Cost $503,570) ($ Thousands)

  $ 501,805  
                 
                 

 

 

 

SEI Institutional Managed Trust

 

263

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value
(Thousands)

    

Unrealized Appreciation
(Depreciation)(Thousands)

  

Long Contracts

                                        

Amsterdam Index

     12       Jul-2024     $ 2,384     $ 2,382     $ (2 )

Australian 10-Year Bond

     116       Sep-2024       8,837       8,798       (90 )

CAC40 10 Euro Index

     20       Jul-2024       1,623       1,606       (17 )

Canadian 10-Year Bond

     114       Sep-2024       9,990       10,003       5  

DAX Index

     4       Sep-2024       1,957       1,972       15  

Euro STOXX 50

     23       Sep-2024       1,221       1,215       (4 )

Euro-Buxl

     22       Sep-2024       3,035       3,071       70  

Euro-OAT

     19       Sep-2024       2,544       2,506       (21 )

FTSE 100 Index

     38       Sep-2024       3,950       3,944       7  

FTSE MIB Index

     7       Sep-2024       1,241       1,254       13  

IBEX

     11       Jul-2024       1,284       1,283       (1 )

Long Gilt 10-Year Bond

     10       Sep-2024       1,246       1,233       (6 )

Long Gilt 10-Year Bond

     43       Sep-2024       5,313       5,303       25  

MSCI EAFE Index

     141       Sep-2024       16,640       16,520       (120 )

MSCI Emerging Markets

     337       Sep-2024       18,244       18,336       92  

NASDAQ 100 Index E-MINI

     21       Sep-2024       8,383       8,370       (13 )

Nikkei 225 Index

     195       Sep-2024       4,864       4,798       52  

OMX Stockholm 30

     50       Jul-2024       1,219       1,218       6  

Russell 2000 Index E-MINI

     31       Sep-2024       3,148       3,201       53  

S&P 500 Index E-MINI

     153       Sep-2024       42,041       42,240       199  

S&P Mid Cap 400 Index E-MINI

     12       Sep-2024       3,580       3,549       (31 )

S&P TSX 60 Index

     33       Sep-2024       6,257       6,321       44  

SPI 200 Index

     107       Sep-2024       13,603       13,884       116  

TOPIX Index

     11       Sep-2024       1,938       1,922       19  

U.S. 5-Year Treasury Note

     258       Sep-2024       27,397       27,498       101  

U.S. 10-Year Treasury Note

     184       Sep-2024       20,130       20,238       108  

U.S. Long Treasury Bond

     23       Sep-2024       2,703       2,721       18  

U.S. Ultra Long Treasury Bond

     30       Sep-2024       3,750       3,760       10  
                      218,522       219,146       648  

Short Contracts

                                        

FTSE 100 Index

     (27)       Sep-2024     $ (2,826 )   $ (2,803 )   $ 14  

Japanese 10-Year Bond

     (6)       Sep-2024       (5,518 )     (5,328 )     23  

SPI 200 Index

     (27)       Sep-2024       (3,469 )     (3,504 )     (7 )
                      (11,813 )     (11,635 )     30  
                    $ 206,709     $ 207,511     $ 678  

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows:
 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Bank of America

     07/19/24       USD       1,135       NOK       12,445     $ 35  

Bank of America

     07/19/24       COP       1,523,902       USD       386       20  

Bank of America

     07/25/24       USD       767       NZD       1,257       (1 )

Bank of America

     07/25/24       PHP       11,216       USD       194       2  

Bank of America

     08/23/24       TWD       10,348       USD       318       (1 )

Bank of America

     08/28/24       JPY       11,153,000       USD       72,148       2,151  

Barclays PLC

     07/02/24       USD       1,134       BRL       5,852       (81 )

Barclays PLC

     07/18/24       KRW       428,820       USD       310       (2 )

Barclays PLC

     07/19/24       COP       1,155,230       USD       278       —  

Barclays PLC

     07/19/24       IDR       8,252,768       USD       516       11  

Barclays PLC

     07/25/24       USD       874       PHP       49,965       (19 )

Barclays PLC

     07/25/24       NZD       2,925       USD       1,794       12  

 

 

 

264

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     07/25/24       PHP       54,288       USD       946     $ 17  

Barclays PLC

     08/08/24       EUR       858       CHF       827       5  

Barclays PLC

     08/16/24       USD       781       JPY       119,704       (31 )

Barclays PLC

     08/21/24       USD       1,030       MYR       4,907       13  

Barclays PLC

     08/21/24       MYR       6,415       USD       1,357       (6 )

BNP Paribas

     07/02/24       BRL       1,054       USD       195       5  

BNP Paribas

     07/19/24       USD       307       CLP       282,162       (8 )

BNP Paribas

     07/19/24       COP       899,063       USD       233       17  

BNP Paribas

     07/25/24       USD       697       NZD       1,129       (10 )

Brown Brothers Harriman

     07/11/24       EUR       317       HUF       122,232       (8 )

Brown Brothers Harriman

     07/11/24       PLN       312       USD       78       —  

Brown Brothers Harriman

     07/11/24       PLN       616       USD       153       —  

Brown Brothers Harriman

     07/11/24       PLN       967       EUR       226       1  

Brown Brothers Harriman

     07/11/24       USD       317       CZK       7,534       5  

Brown Brothers Harriman

     07/11/24       USD       687       CZK       15,611       (19 )

Brown Brothers Harriman

     07/11/24       USD       620       PLN       2,519       7  

Brown Brothers Harriman

     07/11/24       USD       965       PLN       3,832       (12 )

Brown Brothers Harriman

     07/11/24       USD       1,835       HUF       682,018       15  

Brown Brothers Harriman

     07/11/24       USD       906       HUF       329,614       (12 )

Brown Brothers Harriman

     07/11/24       CZK       22,923       USD       996       15  

Brown Brothers Harriman

     07/11/24       CZK       19,754       USD       836       (10 )

Brown Brothers Harriman

     07/11/24       HUF       26,012       USD       73       3  

Brown Brothers Harriman

     07/11/24       HUF       172,517       USD       466       (2 )

Brown Brothers Harriman

     07/12/24       USD       105       THB       3,858       —  

Brown Brothers Harriman

     07/12/24       USD       1,263       THB       46,142       (4 )

Brown Brothers Harriman

     07/12/24       THB       56,385       USD       1,542       4  

Brown Brothers Harriman

     07/12/24       THB       28,095       USD       765       (1 )

Brown Brothers Harriman

     07/19/24       USD       955       NOK       10,425       24  

Brown Brothers Harriman

     07/19/24       USD       250       NOK       2,643       (2 )

Brown Brothers Harriman

     07/19/24       USD       1,093       SEK       11,783       21  

Brown Brothers Harriman

     07/19/24       USD       734       SEK       7,705       (5 )

Brown Brothers Harriman

     07/19/24       NOK       8,462       USD       801       6  

Brown Brothers Harriman

     07/19/24       NOK       4,403       USD       398       (16 )

Brown Brothers Harriman

     07/19/24       SEK       4,987       USD       478       6  

Brown Brothers Harriman

     07/19/24       SEK       32,567       USD       3,013       (66 )

Brown Brothers Harriman

     07/23/24       USD       913       CNH       6,636       (2 )

Brown Brothers Harriman

     07/23/24       CNH       3,511       USD       486       4  

Brown Brothers Harriman

     07/25/24       USD       84       MXN       1,580       2  

Brown Brothers Harriman

     07/25/24       NZD       142       USD       87       —  

Brown Brothers Harriman

     07/25/24       SGD       456       USD       340       3  

Brown Brothers Harriman

     07/25/24       USD       1,532       NZD       2,499       (9 )

Brown Brothers Harriman

     07/25/24       MXN       16,454       USD       976       79  

Brown Brothers Harriman

     08/08/24       EUR       586       CHF       561       (2 )

Brown Brothers Harriman

     08/08/24       EUR       888       USD       957       3  

Brown Brothers Harriman

     08/08/24       USD       448       EUR       419       2  

Brown Brothers Harriman

     08/08/24       USD       467       EUR       434       (1 )

Brown Brothers Harriman

     08/08/24       USD       820       CHF       742       10  

Brown Brothers Harriman

     08/08/24       USD       608       CHF       540       (3 )

Brown Brothers Harriman

     08/08/24       CHF       876       USD       987       7  

Brown Brothers Harriman

     08/08/24       CHF       892       USD       996       (2 )

 

 

 

SEI Institutional Managed Trust

 

265

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Brown Brothers Harriman

     08/16/24       USD       2,248       JPY       350,392     $ (53 )

Brown Brothers Harriman

     08/16/24       JPY       24,995       USD       161       4  

Brown Brothers Harriman

     08/22/24       USD       616       ZAR       11,445       8  

Brown Brothers Harriman

     08/22/24       ZAR       10,211       USD       561       4  

Brown Brothers Harriman

     08/22/24       ZAR       9,057       USD       493       (2 )

Brown Brothers Harriman

     08/23/24       USD       156       CAD       215       1  

Brown Brothers Harriman

     08/23/24       CAD       887       USD       649       —  

Brown Brothers Harriman

     08/29/24       GBP       488       USD       619       2  

Brown Brothers Harriman

     08/29/24       USD       590       GBP       465       (2 )

Brown Brothers Harriman

     09/19/24       USD       175       AUD       263       —  

Deutsche Bank

     07/02/24       USD       309       BRL       1,629       (15 )

Deutsche Bank

     07/11/24       PLN       2,322       USD       586       9  

Deutsche Bank

     07/11/24       HUF       282,112       USD       781       15  

Deutsche Bank

     07/18/24       KRW       187,779       USD       136       —  

Deutsche Bank

     07/19/24       USD       287       PEN       1,087       (3 )

Deutsche Bank

     07/19/24       USD       906       COP       3,578,195       (45 )

Deutsche Bank

     07/19/24       USD       109       IDR       1,790,731       —  

Deutsche Bank

     07/19/24       USD       988       IDR       15,777,392       (24 )

Deutsche Bank

     07/19/24       USD       1,308       SEK       13,645       (18 )

Deutsche Bank

     07/19/24       PEN       2,044       USD       541       7  

Deutsche Bank

     07/19/24       COP       583,748       USD       148       7  

Deutsche Bank

     07/19/24       IDR       25,261,745       USD       1,575       31  

Deutsche Bank

     07/25/24       USD       101       PHP       5,931       1  

Deutsche Bank

     07/25/24       MXN       9,990       USD       550       6  

Deutsche Bank

     08/02/24       USD       880       BRL       4,798       (19 )

Deutsche Bank

     08/02/24       BRL       5,184       USD       951       21  

Deutsche Bank

     08/08/24       USD       530       CHF       475       1  

Deutsche Bank

     08/08/24       EUR       651       USD       701       2  

Deutsche Bank

     08/08/24       USD       2,305       EUR       2,141       (6 )

Deutsche Bank

     08/16/24       USD       663       JPY       104,441       (9 )

Deutsche Bank

     08/16/24       JPY       384,790       USD       2,492       81  

Deutsche Bank

     08/23/24       TWD       18,112       USD       565       5  

Goldman Sachs

     07/02/24       USD       169       BRL       918       (4 )

Goldman Sachs

     07/02/24       BRL       4,742       USD       908       54  

Goldman Sachs

     07/18/24       USD       340       KRW       467,986       —  

Goldman Sachs

     07/18/24       KRW       581,434       USD       428       5  

Goldman Sachs

     07/19/24       USD       165       CLP       150,823       (6 )

Goldman Sachs

     07/19/24       USD       86       COP       360,174       —  

Goldman Sachs

     07/19/24       USD       214       COP       838,609       (13 )

Goldman Sachs

     07/19/24       EUR       804       SEK       9,116       —  

Goldman Sachs

     07/19/24       PEN       2,182       USD       581       11  

Goldman Sachs

     07/19/24       USD       2,952       IDR       47,895,189       (25 )

Goldman Sachs

     07/19/24       SEK       16,370       USD       1,554       7  

Goldman Sachs

     07/19/24       CLP       63,587       USD       69       2  

Goldman Sachs

     07/19/24       IDR       19,119,006       USD       1,183       14  

Goldman Sachs

     07/25/24       USD       1,625       MXN       27,203       (143 )

Goldman Sachs

     07/25/24       USD       116       PHP       6,780       —  

Goldman Sachs

     07/25/24       USD       2,095       PHP       119,516       (51 )

Goldman Sachs

     07/25/24       PHP       94,859       USD       1,663       40  

Goldman Sachs

     08/08/24       EUR       1,277       USD       1,366       (5 )

 

 

 

266

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     08/16/24       USD       570       JPY       88,648     $ (15 )

Goldman Sachs

     08/16/24       JPY       91,254       USD       595       23  

Goldman Sachs

     08/21/24       USD       2,047       MYR       9,694       13  

Goldman Sachs

     08/21/24       USD       3,840       MYR       18,022       (11 )

Goldman Sachs

     08/21/24       MYR       15,500       USD       3,314       21  

Goldman Sachs

     08/21/24       MYR       3,039       USD       638       (8 )

Goldman Sachs

     08/23/24       USD       511       TWD       16,440       (4 )

Goldman Sachs

     08/23/24       USD       3,899       CAD       5,362       25  

Goldman Sachs

     08/23/24       CAD       4,025       USD       2,927       (19 )

Goldman Sachs

     08/23/24       TWD       17,671       USD       545       —  

Goldman Sachs

     09/18/24       CNY       5,857       USD       824       3  

HSBC

     07/19/24       USD       497       IDR       7,913,115       (14 )

HSBC

     07/19/24       CLP       386,367       USD       426       17  

HSBC

     08/16/24       JPY       138,287       USD       878       12  

JPMorgan Chase Bank

     07/11/24       CZK       12,394       USD       533       2  

JPMorgan Chase Bank

     07/18/24       USD       652       KRW       896,371       (1 )

JPMorgan Chase Bank

     07/19/24       PEN       1,102       USD       295       8  

JPMorgan Chase Bank

     07/19/24       SEK       7,825       USD       716       (24 )

JPMorgan Chase Bank

     07/19/24       CLP       94,648       USD       105       4  

JPMorgan Chase Bank

     07/19/24       COP       957,829       USD       241       10  

JPMorgan Chase Bank

     07/19/24       IDR       2,293,745       USD       141       1  

JPMorgan Chase Bank

     07/23/24       CNH       4,069       USD       564       6  

JPMorgan Chase Bank

     08/23/24       USD       544       CAD       742       (1 )

JPMorgan Chase Bank

     09/13/24       USD       534       INR       44,690       1  

JPMorgan Chase Bank

     09/13/24       INR       87,974       USD       1,051       (2 )

Merrill Lynch

     07/02/24       USD       175       BRL       920       (9 )

Merrill Lynch

     07/02/24       BRL       2,788       USD       522       20  

Merrill Lynch

     07/18/24       USD       183       KRW       253,189       1  

Merrill Lynch

     07/18/24       KRW       439,019       USD       318       (1 )

Merrill Lynch

     07/19/24       USD       132       CLP       117,470       (7 )

Merrill Lynch

     07/19/24       USD       232       COP       957,829       (1 )

Merrill Lynch

     07/19/24       USD       802       NOK       8,549       2  

Merrill Lynch

     07/19/24       USD       1,006       IDR       16,201,616       (16 )

Merrill Lynch

     07/19/24       USD       1,657       SEK       18,015       46  

Merrill Lynch

     07/19/24       NOK       21,205       USD       1,934       (59 )

Merrill Lynch

     07/19/24       COP       254,861       USD       66       5  

Merrill Lynch

     07/19/24       IDR       25,441,296       USD       1,560       6  

Merrill Lynch

     07/23/24       CNH       15,892       USD       2,202       20  

Merrill Lynch

     07/25/24       USD       389       PHP       22,960       3  

Merrill Lynch

     07/25/24       USD       189       PHP       10,806       (4 )

Merrill Lynch

     07/25/24       USD       3,554       NZD       5,796       (24 )

Merrill Lynch

     07/25/24       NZD       3,801       USD       2,320       5  

Merrill Lynch

     07/25/24       PHP       47,739       USD       823       7  

Merrill Lynch

     07/25/24       PHP       14,813       USD       252       (2 )

Merrill Lynch

     08/02/24       USD       227       BRL       1,263       (1 )

Merrill Lynch

     09/13/24       USD       1,658       INR       138,835       4  

Morgan Stanley

     07/02/24       BRL       1,121       USD       207       5  

Morgan Stanley

     07/11/24       HUF       653,563       USD       1,757       (17 )

Morgan Stanley

     07/18/24       USD       989       KRW       1,351,857       (6 )

Morgan Stanley

     07/18/24       KRW       5,633       USD       4       —  

 

 

 

SEI Institutional Managed Trust

 

267

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Morgan Stanley

     07/18/24       KRW       278,351       USD       203     $ 1  

Morgan Stanley

     07/19/24       USD       693       PEN       2,571       (21 )

Morgan Stanley

     07/19/24       USD       1,758       CLP       1,640,756       (20 )

Morgan Stanley

     07/19/24       CLP       1,454,114       USD       1,558       18  

Morgan Stanley

     07/25/24       USD       333       PHP       19,550       1  

Morgan Stanley

     07/25/24       USD       86       PHP       5,010       —  

Morgan Stanley

     08/08/24       CHF       1,779       USD       1,977       (12 )

Morgan Stanley

     08/16/24       JPY       83,345       USD       535       13  

Morgan Stanley

     08/21/24       USD       1,340       MYR       6,283       (5 )

Morgan Stanley

     08/21/24       MYR       2,167       USD       461       1  

Morgan Stanley

     08/21/24       MYR       2,901       USD       618       1  

Morgan Stanley

     08/21/24       MYR       1,894       USD       398       (5 )

Morgan Stanley

     08/23/24       USD       3,323       TWD       105,887       (53 )

Morgan Stanley

     08/23/24       TWD       64,022       USD       2,009       32  

Morgan Stanley

     08/29/24       GBP       988       USD       1,254       4  

Morgan Stanley

     08/29/24       USD       2,165       GBP       1,707       (6 )

Morgan Stanley

     09/19/24       USD       2,601       AUD       3,909       15  

Morgan Stanley

     09/19/24       AUD       2,699       USD       1,796       (10 )
                                            $ 2,043  

 

A list of the open OTC swap agreements held by the Fund at June 30, 2024, is as follows:

 

Total Return Swaps

Counterparty

  

Reference Entity/ Obligation

    

Fund Pays

    

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional
Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/
Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     Pay Gold EQ Index       Goldman Sachs Weekly TY Volatility Carry Strategy       Negative Index Return       Quarterly       08/22/2024       USD       2,134     $ 97     $ –     $ 97  

Goldman Sachs

     Pay Gold EQ Index       Goldman Sachs Weekly TY Volatility Carry Strategy       Negative Index Return       Quarterly       08/22/2024       USD       1,095       18       –       18  
                                                            $ 115     $ –     $ 115  

 

 

 

268

 

SEI Institutional Managed Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2024

Multi-Asset Capital Stability Fund (Concluded)

 

 

 

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2024, 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.S42.V1-5Y

     5.00%       Quarterly       06/20/2029     $ 7,310     $ 464     $ 490     $ (26 )

CDX.NA.IG.S42.V1-5Y

     1.00%       Quarterly       06/20/2029       6,070       125       131       (6 )

ITRAXX.XOVER.S39.V1-5Y

     5.00%       Quarterly       06/20/2028       1,283       113       96       17  
                                    $ 702     $ 717     $ (15 )

 

Interest Rate Swaps

Fund Pays

  

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

3-MONTH NZD - BKBM

     4.5675       Quarterly       05/10/2034       NZD       280     $ 1     $ –     $ 1  

3-MONTH NZD - BKBM

     4.371%       Quarterly       06/18/2034       NZD       1,310       (8 )     –       (8 )

6-MONTH AUD - BBSW

     4.2965%       Semi-Annually       06/17/2034       AUD       1,380       (17 )     –       (17 )

3-MONTH NZD - BKBM

     4.6%       Quarterly       06/12/2034       NZD       1,570       8       –       8  

6-MONTH AUD - BBSW

     4.496%       Semi-Annually       06/12/2034       AUD       1,740       (3 )     –       (3 )

3-MONTH NZD - BKBM

     4.47%       Quarterly       05/21/2034       NZD       1,530       (2 )     –       (2 )

6-MONTH AUD - BBSW

     4.429%       Semi-Annually       05/20/2034       AUD       1,620       (9 )     –       (9 )

3-MONTH NZD - BKBM

     4.595       Quarterly       05/14/2034       NZD       340       2       –       2  

6-MONTH AUD - BBSW

     4.559       Semi-Annually       05/13/2034       AUD       370       –       –       –  

3-MONTH NZD - BKBM

     4.401%       Quarterly       06/26/2034       NZD       1,000       (5 )     –       (5 )

6-MONTH AUD - BBSW

     4.524       Semi-Annually       05/09/2034       AUD       290       –       –       –  

3-MONTH NZD - BKBM

     4.3625%       Quarterly       03/12/2034       NZD       1,460       (9 )     –       (9 )

3-MONTH AUD - BBSW

     4.2255%       Semi-Annually       03/11/2034       AUD       1,560       (25 )     –       (25 )

6-MONTH AUD - BBSW

     4.3965%       Semi-Annually       06/25/2034       AUD       1,060       (8 )     –       (8 )

3-MONTH NZD - BKBM

     4.7725       Quarterly       12/04/2033       NZD       160       2       –       2  

6-MONTH AUD - BBSW

     4.7295       Semi-Annually       12/01/2033       AUD       210       2       –       2  

6-MONTH AUD - BBSW

     4.5395       Semi-Annually       12/13/2033       AUD       1,790       2       –       2  

3-MONTH NZD - BKBM

     4.7175       Quarterly       12/14/2033       NZD       1,690       18       –       18  

6-MONTH AUD - BBSW

     4.178       Semi-Annually       12/28/2033       AUD       1,040       (19 )     –       (19 )

3-MONTH NZD - BKBM

     4.178       Quarterly       12/29/2033       NZD       1,020       (15 )     –       (15 )
                                                    $ (85 )   $ –     $ (85 )

 

 

Percentages are based on Net Assets of $517,974 ($ Thousands).

*

Non-income producing security.

(A)

Interest rate represents the security's effective yield at the time of purchase.

 

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Managed Trust

 

269

 

 

 

 

 

Glossary (abbreviations which may be used in the preceding Schedules of Investments):

June 30, 2024 (Unaudited)

 

 

Portfolio Abbreviations

ABS — Asset-Backed Security

ACWI — All Country World Index

ADR — American Depositary Receipt

AID — Agency for International Development

BUBOR— Budapest Interbank Offered Rate

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

COP— Certificate of Participation

CMBX — Commercial Mortgage-Backed Index

CVR — Contingent Value Rights

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

ESG — Environmental, Social and Governance

ETF — Exchange-Traded Fund

FBIL — Financial Benchmarks India Pvt. Ltd.

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GDR — Global Depositary Receipt

GMAC — General Motors Acceptance Corporation

IBEX— Spanish Stock Exchange Index

JIBAR— Johannesburg Interbank Agreed Rate

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

LTD — Limited

MIBOR — Mumbai InterBank Overnight Rate

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN - TIIE — Mexico Interbank 28-Day Interest Rate

NVDR — Non-Voting Depository Receipt

OTC — Over The Counter

PJSC — Public Joint-Stock Company

PRIBOR— Prague Interbank Offered Rate

Ser — Series

SOFR — Secured Overnight Financing Rate

WIBOR— Warsaw Interbank Offered Rate
 

 

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
 

 

 

 

270

 

SEI Institutional Managed Trust