SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 99.0%
Communication Services — 7.0%
Alphabet Inc, Cl A *		5,914	$	14,441
Alphabet Inc, Cl C *		12,269		30,750
AT&T Inc		291,893		8,401
Comcast Corp, Cl A		149,626		8,532
Facebook Inc, Cl A *		111,416		38,740
Fox Corp		14,250		529
Genius Sports *		70,245		1,319
Live Nation Entertainment Inc *		29,670		2,599
Netflix Inc *		14,652		7,739
Omnicom Group Inc		20,792		1,663
Pinterest Inc, Cl A *		125,262		9,889
Roku Inc, Cl A *		9,327		4,283
Snap Inc, Cl A *		55,074		3,753
TEGNA Inc		131,810		2,473
T-Mobile US Inc *		52,721		7,636
Verizon Communications Inc		303,447		17,002
ViacomCBS Inc, Cl B		8,440		381
				160,130
Consumer Discretionary — 12.0%
Advance Auto Parts Inc		35,133		7,207
Amazon.com Inc, Cl A *		15,389		52,941
Best Buy Co Inc		38,681		4,447
BorgWarner Inc		232,983		11,309
Carnival Corp *		59,440		1,567
Carvana Co, Cl A *		10,021		3,025
Dick’s Sporting Goods Inc		67,490		6,762
Dillard’s Inc, Cl A (A)		14,199		2,568
Dollar General Corp		55,742		12,062
DR Horton Inc		43,190		3,903
DraftKings Inc, Cl A *(A)		70,301		3,668
eBay Inc		149,096		10,468
Expedia Group Inc *		22,431		3,672
Foot Locker Inc, Cl A		34,571		2,131
Ford Motor Co *		152,816		2,271
General Motors Co *		233,504		13,817
Goodyear Tire & Rubber Co/The *		38,367		658
Harley-Davidson Inc, Cl A		49,267		2,257
Kohl’s Corp		42,557		2,345
Lear Corp		26,627		4,667
Lennar Corp, Cl A		6,546		650
Lithia Motors Inc, Cl A		11,987		4,119
Lowe’s Cos Inc		94,558		18,341
Lululemon Athletica Inc *		1,320		482
Macy’s Inc *		26,831		509
Magna International Inc, Cl A		63,868		5,917
MGM Resorts International		67,002		2,858
NIKE Inc, Cl B		89,870		13,884
O’Reilly Automotive Inc *		17,020		9,637
PulteGroup Inc		221,714		12,099
Ralph Lauren Corp, Cl A		25,909		3,052

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Ross Stores Inc		132,001	$	16,368
Starbucks Corp		75,737		8,468
Target Corp, Cl A		44,663		10,797
Thor Industries Inc		14,319		1,618
Travel + Leisure Co		43,982		2,615
Ulta Beauty Inc *		7,485		2,588
Whirlpool Corp		27,260		5,943
				271,690
Consumer Staples — 6.3%
Altria Group Inc		157,178		7,494
Coca-Cola Co/The		128,168		6,935
Conagra Brands Inc		268,905		9,783
Ingredion Inc		89,406		8,091
J M Smucker Co/The		94,533		12,248
Kraft Heinz Co/The		32,618		1,330
Kroger Co/The		523,188		20,044
Molson Coors Beverage Co, Cl B *		106,032		5,693
Monster Beverage Corp *		6,188		565
PepsiCo Inc		72,540		10,748
Philip Morris International Inc		153,747		15,238
Pilgrim’s Pride Corp *		84,795		1,881
Sysco Corp, Cl A		108,606		8,444
TreeHouse Foods Inc *		35,339		1,573
Tyson Foods Inc, Cl A		115,368		8,510
Unilever PLC ADR		296,756		17,360
US Foods Holding Corp *		96,057		3,685
Walgreens Boots Alliance Inc		64,874		3,413
				143,035
Energy — 2.4%
Baker Hughes Co, Cl A		273,379		6,252
BP PLC ADR		129,247		3,415
Canadian Natural Resources Ltd		150,828		5,472
Chevron Corp		105,309		11,030
ConocoPhillips		84,193		5,127
Devon Energy Corp		136,912		3,997
EOG Resources Inc		8,171		682
HollyFrontier Corp		82,039		2,699
Marathon Petroleum Corp		117,717		7,113
Phillips 66		43,327		3,718
Valero Energy Corp		54,263		4,237
				53,742
Financials — 15.7%
Aflac Inc		117,508		6,306
Allstate Corp/The		4,514		589
American Express Co		81,181		13,414
American International Group Inc		133,417		6,351
Ameriprise Financial Inc		25,172		6,265
Annaly Capital Management Inc ‡		155,101		1,377
Assured Guaranty Ltd		10,168		483
Banco Santander SA ADR *		455,630		1,782

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Bank of America Corp		634,005	$	26,140
Bank of New York Mellon Corp/The		19,244		986
Berkshire Hathaway Inc, Cl B *		90,725		25,214
Capital One Financial Corp		159,690		24,702
Charles Schwab Corp/The		193,070		14,057
Citigroup Inc		226,874		16,051
Citizens Financial Group Inc		118,947		5,456
CME Group Inc		12,109		2,575
Comerica Inc		64,368		4,592
Discover Financial Services		32,032		3,789
Essent Group Ltd		25,116		1,129
Everest Re Group Ltd		1,843		465
Fifth Third Bancorp		162,339		6,206
First Republic Bank/CA		110,830		20,744
Goldman Sachs Group Inc/The		3,354		1,273
Hartford Financial Services Group Inc/The		89,538		5,549
JPMorgan Chase & Co		63,451		9,869
KeyCorp		134,532		2,778
KKR & Co Inc		55,247		3,273
Lincoln National Corp		13,729		863
Markel Corp *		12,806		15,197
Marsh & McLennan Cos Inc		95,694		13,462
MFA Financial Inc ‡		1,013,242		4,651
Moody’s Corp		39,148		14,186
Morgan Stanley		87,931		8,062
New York Community Bancorp Inc		68,696		757
Popular Inc		60,934		4,573
Progressive Corp/The		28,322		2,782
Radian Group Inc		51,568		1,147
Regions Financial Corp		247,865		5,002
S&P Global Inc		34,162		14,022
Signature Bank/New York NY, Cl B		5,473		1,344
SLM Corp		302,734		6,339
State Street Corp		145,548		11,976
Synchrony Financial		19,687		955
Two Harbors Investment Corp ‡		71,080		537
US Bancorp		323,806		18,447
Voya Financial Inc		62,675		3,855
Wells Fargo & Co		177,012		8,017
Willis Towers Watson PLC		22,727		5,228
Zions Bancorp NA		69,765		3,688
				356,505
Health Care — 14.1%
AbbVie Inc		51,700		5,823
Alexion Pharmaceuticals Inc *		52,829		9,705
Align Technology Inc *		5,401		3,300
AmerisourceBergen Corp, Cl A		102,530		11,739
Amgen Inc, Cl A		75,930		18,508
AstraZeneca PLC ADR (A)		32,144		1,925
Biogen Inc *		12,098		4,189
Bristol-Myers Squibb Co		155,447		10,387

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Cardinal Health Inc		41,579	$	2,374
CVS Health Corp		227,837		19,011
Danaher Corp, Cl A		49,288		13,227
DaVita Inc *		25,364		3,055
Dexcom Inc *		5,669		2,421
Gilead Sciences Inc		34,934		2,406
GlaxoSmithKline PLC ADR		38,428		1,530
Guardant Health Inc *		16,601		2,062
HCA Healthcare Inc		38,639		7,988
Hill-Rom Holdings Inc		9,975		1,133
Humana Inc		30,880		13,671
IDEXX Laboratories Inc *		1,527		964
Intra-Cellular Therapies Inc, Cl A *		30,697		1,253
Jazz Pharmaceuticals PLC *		41,757		7,418
Johnson & Johnson		218,454		35,988
McKesson Corp		27,209		5,203
Medtronic PLC		115,198		14,299
Merck & Co Inc		226,508		17,616
Mettler-Toledo International Inc *		9,725		13,472
Organon *		22,650		685
PerkinElmer Inc		77,292		11,935
Pfizer Inc		232,923		9,121
Regeneron Pharmaceuticals Inc *		11,069		6,182
Teleflex Inc		23,221		9,330
Thermo Fisher Scientific Inc		7,387		3,726
UnitedHealth Group Inc		59,831		23,959
Vertex Pharmaceuticals Inc *		33,550		6,765
Viatris Inc, Cl W *		133,392		1,906
Zimmer Biomet Holdings Inc		97,355		15,657
				319,933
Industrials — 9.0%
AerCap Holdings NV *		33,505		1,716
AGCO Corp		49,960		6,514
Allison Transmission Holdings Inc		48,690		1,935
American Airlines Group Inc *		27,189		577
AMETEK Inc		41,010		5,475
Cintas Corp		13,785		5,266
CSX Corp		220,527		7,074
Cummins Inc		35,938		8,762
Delta Air Lines Inc, Cl A *		24,730		1,070
Emerson Electric Co		62,041		5,971
Fastenal Co, Cl A		8,504		442
FedEx Corp		30,116		8,984
Fortive Corp		149,524		10,428
General Electric Co		564,740		7,601
Honeywell International Inc		131,627		28,872
Huntington Ingalls Industries Inc, Cl A		16,114		3,396
L3Harris Technologies Inc		30,106		6,507
ManpowerGroup Inc		29,203		3,473
MasTec Inc *		31,740		3,368
Oshkosh Corp		8,732		1,088

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Owens Corning		15,863	$	1,553
Parker-Hannifin Corp, Cl A		25,151		7,724
Rockwell Automation Inc		44,334		12,680
Roper Technologies Inc		21,548		10,132
Snap-on Inc		6,442		1,440
Stanley Black & Decker Inc		49,630		10,174
Textron Inc		87,866		6,043
Timken Co/The		72,653		5,855
TransDigm Group Inc *		14,130		9,146
Uber Technologies Inc *		59,601		2,987
Union Pacific Corp		11,599		2,551
United Airlines Holdings Inc *		18,153		949
WW Grainger Inc		33,540		14,691
				204,444
Information Technology — 23.3%
Adobe Inc *		62,259		36,461
Amdocs Ltd		9,111		705
Amphenol Corp, Cl A		57,830		3,956
Apple Inc		412,476		56,493
Applied Materials Inc		146,722		20,893
Arista Networks Inc *		20,749		7,518
Arrow Electronics Inc, Cl A *		5,863		667
Automatic Data Processing Inc		26,457		5,255
Cadence Design Systems Inc *		7,937		1,086
Ceridian HCM Holding Inc *		14,780		1,418
Cisco Systems Inc/Delaware		151,519		8,030
Cognizant Technology Solutions Corp, Cl A		22,603		1,566
Crowdstrike Holdings Inc, Cl A *		7,972		2,004
DXC Technology Co *		56,856		2,214
Fiserv Inc, Cl A *		52,051		5,564
Five9 Inc *		22,833		4,187
Global Payments Inc		105,906		19,862
Hewlett Packard Enterprise Co		262,573		3,828
HP Inc		130,088		3,927
Intel Corp		198,156		11,124
International Business Machines Corp		24,273		3,558
Intuit Inc		66,296		32,496
Jabil Inc		9,951		578
Juniper Networks Inc		17,648		483
KLA Corp		43,998		14,265
Lam Research Corp		12,973		8,442
Marvell Technology		96,726		5,642
Microchip Technology Inc		160,193		23,987
Micron Technology Inc *		43,534		3,700
Microsoft Corp		258,137		69,929
Motorola Solutions Inc		48,407		10,497
NVIDIA Corp		11,071		8,858
NXP Semiconductors NV		68,668		14,126
Oracle Corp, Cl B		105,989		8,250
PayPal Holdings Inc *		77,005		22,445
QUALCOMM Inc		143,364		20,491

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
RingCentral Inc, Cl A *		8,890	$	2,583
salesforce.com *		72,508		17,712
SAP SE ADR (A)		74,822		10,510
Seagate Technology Holdings		72,055		6,336
Taiwan Semiconductor Manufacturing Co Ltd ADR		35,094		4,217
Twilio Inc, Cl A *		1,457		574
VeriSign Inc *		2,032		463
Visa Inc, Cl A		139,382		32,590
Vishay Intertechnology Inc		103,407		2,332
Vontier		182,456		5,944
Xerox Holdings Corp		45,344		1,065
				528,831
Materials — 4.5%
Air Products and Chemicals Inc		74,126		21,325
Alcoa Corp *		68,618		2,528
AptarGroup Inc		49,426		6,961
Arconic Corp *		21,346		760
Berry Global Group Inc *		13,761		898
Cabot Corp		16,587		944
Celanese Corp, Cl A		51,684		7,835
Corteva Inc		103,970		4,611
Crown Holdings Inc		53,051		5,422
DuPont de Nemours Inc		38,689		2,995
Eastman Chemical Co		64,275		7,504
Ecolab Inc		10,292		2,120
FMC Corp		59,890		6,480
Huntsman Corp		207,685		5,508
International Flavors & Fragrances Inc		40,642		6,072
International Paper Co		60,502		3,709
Linde PLC		18,242		5,274
LyondellBasell Industries NV, Cl A		14,567		1,499
Newmont Corp		63,436		4,021
O-I Glass Inc, Cl I *		27,518		449
Reliance Steel & Aluminum Co		17,345		2,617
Steel Dynamics Inc		16,498		983
Valvoline Inc		32,475		1,054
Westrock Co		24,453		1,302
				102,871
Real Estate — 2.1%
American Tower Corp, Cl A ‡		55,725		15,053
Cousins Properties Inc ‡		21,114		777
Crown Castle International Corp ‡		50,122		9,779
Diversified Healthcare Trust ‡		1,034,161		4,323
Equity Commonwealth *‡		199,850		5,236
Gaming and Leisure Properties Inc ‡		62,136		2,879
Omega Healthcare Investors Inc ‡		54,474		1,977
Ryman Hospitality Properties Inc *‡		25,432		2,008
Sabra Health Care Inc ‡		74,458		1,355
Service Properties Trust ‡		113,517		1,430

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
VEREIT Inc ‡		71,832	$	3,299
				48,116
Utilities — 2.6%
Exelon Corp		126,203		5,592
FirstEnergy Corp		156,616		5,828
MDU Resources Group Inc		97,537		3,057
NextEra Energy Inc		202,557		14,843
NiSource Inc		324,536		7,951
NRG Energy Inc		98,598		3,974
PPL Corp		252,418		7,060
UGI Corp		141,971		6,575
Vistra Corp		199,157		3,694
				58,574
Total Common Stock (Cost $1,276,522) ($ Thousands)				2,247,871

Description	Shares		Market Value         ($ Thousands)
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
0.030% **†(B)		19,063,779	$	19,072
Total Affiliated Partnership (Cost $19,065) ($ Thousands)				19,072
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		22,246,491		22,246
Total Cash Equivalent (Cost $22,246) ($ Thousands)				22,246
Total Investments in Securities — 100.9% (Cost $1,317,833) ($ Thousands)			$	2,289,189

A list of the open futures contracts held by the Fund at June 30, 2021, 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		66		Sep-2021	$	13,712	$	14,152	$	440
S&P Mid Cap 400 Index E-MINI		3		Sep-2021		805		808		3
					$	14,517	$	14,960	$	443

Percentages are based on Net Assets of $2,269,746 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $17,452 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $19,072 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		2,247,871		–		–		2,247,871
Affiliated Partnership		–		19,072		–		19,072
Cash Equivalent		22,246		–		–		22,246
Total Investments in Securities		2,270,117		19,072		–		2,289,189
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		443		–		–		443
Total Other Financial Instruments		443		–		–		443

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain/   (Loss)	Change in Unrealized Appreciation/   (Depreciation)	Value   6/30/21	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$ 14,838	$  98,613	$ (94,379)	$ 2	$ (2)	$ 19,072	19,063,779	$ 123	$  —
SEI Daily Income Trust, Government Fund, Cl F	15,549	382,016	(375,319)	—	—	22,246	22,246,491	1	—
Totals	$ 30,387	$ 480,629	$ (469,698)	$ 2	$ (2)	$ 41,318		$ 124	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Value Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.0%
Communication Services — 6.0%
AT&T Inc		1,031,235	$	29,679
BCE Inc (A)		294,510		14,525
Comcast Corp, Cl A		189,923		10,830
Facebook Inc, Cl A *		12,932		4,497
Fox Corp		114,572		4,254
Omnicom Group Inc		123,622		9,888
TEGNA Inc		136,100		2,553
T-Mobile US Inc *		29,158		4,223
Verizon Communications Inc		209,421		11,734
ViacomCBS Inc, Cl B		30,558		1,381
				93,564
Consumer Discretionary — 8.1%
Best Buy Co Inc		63,535		7,305
Carnival Corp *		89,490		2,359
Dick’s Sporting Goods Inc		34,338		3,440
Dillard’s Inc, Cl A		12,276		2,220
DR Horton Inc		13,719		1,240
eBay Inc		41,518		2,915
Foot Locker Inc, Cl A		38,308		2,361
Ford Motor Co *		192,027		2,854
General Motors Co *		277,968		16,447
Genuine Parts Co		126,900		16,049
Goodyear Tire & Rubber Co/The *		72,101		1,237
Lear Corp		16,198		2,839
Lowe’s Cos Inc		52,552		10,193
Magna International Inc, Cl A		24,736		2,292
PulteGroup Inc		213,438		11,647
Target Corp, Cl A		133,750		32,333
Thor Industries Inc		16,327		1,845
Ulta Beauty Inc *		6,995		2,419
Whirlpool Corp		18,500		4,033
				126,028
Consumer Staples — 8.1%
Altria Group Inc		177,401		8,459
Conagra Brands Inc		53,132		1,933
Diageo PLC ADR		39,610		7,593
Ingredion Inc		76,832		6,953
J M Smucker Co/The		15,971		2,069
Kimberly-Clark Corp		76,164		10,189
Kraft Heinz Co/The		56,221		2,293
Kroger Co/The		462,904		17,734
Molson Coors Beverage Co, Cl B *		117,961		6,333
Philip Morris International Inc		185,286		18,364
Pilgrim’s Pride Corp *		32,561		722
Procter & Gamble Co/The		30,290		4,087
TreeHouse Foods Inc *		52,965		2,358
Tyson Foods Inc, Cl A		159,297		11,750
Unilever PLC ADR		172,247		10,076
Walgreens Boots Alliance Inc		220,812		11,617

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Walmart Inc		22,876	$	3,226
				125,756
Energy — 4.8%
BP PLC ADR		124,070		3,278
Canadian Natural Resources Ltd		133,180		4,832
Chevron Corp		193,503		20,268
ConocoPhillips		250,305		15,243
Devon Energy Corp		91,094		2,659
Exxon Mobil Corp		193,469		12,204
HollyFrontier Corp		71,368		2,348
Marathon Petroleum Corp		82,495		4,984
Phillips 66		48,225		4,139
Valero Energy Corp		60,065		4,690
				74,645
Financials — 21.0%
Aflac Inc		88,114		4,728
Allstate Corp/The		34,766		4,535
American Financial Group Inc/OH		21,126		2,635
Ameriprise Financial Inc		29,427		7,324
Annaly Capital Management Inc ‡		586,787		5,211
Assured Guaranty Ltd		17,298		821
Banco Santander SA ADR *		752,254		2,941
Bank of America Corp		657,400		27,105
Bank of New York Mellon Corp/The		201,580		10,327
Berkshire Hathaway Inc, Cl B *		43,288		12,031
Capital One Financial Corp		28,002		4,332
Chubb Ltd		94,141		14,963
Citigroup Inc		538,848		38,123
Citizens Financial Group Inc		139,869		6,416
Comerica Inc		47,951		3,421
Discover Financial Services		41,455		4,904
Essent Group Ltd		27,172		1,221
Everest Re Group Ltd		4,347		1,095
Fifth Third Bancorp		113,014		4,320
First American Financial Corp		17,689		1,103
Goldman Sachs Group Inc/The		7,938		3,013
Hartford Financial Services Group Inc/The		40,505		2,510
JPMorgan Chase & Co		183,961		28,613
KeyCorp		125,944		2,601
KKR & Co Inc		30,397		1,801
Lincoln National Corp		28,550		1,794
MetLife Inc		85,353		5,108
Morgan Stanley		308,898		28,323
New York Community Bancorp Inc		220,784		2,433
Popular Inc		58,412		4,384
Principal Financial Group Inc, Cl A		11,117		702
Prudential Financial Inc		60,510		6,200
Radian Group Inc		35,327		786
Regions Financial Corp		201,984		4,076
SLM Corp		315,938		6,616
State Street Corp		47,517		3,910

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Value Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Synchrony Financial		153,808	$	7,463
T Rowe Price Group Inc		19,622		3,884
Travelers Cos Inc/The		50,275		7,527
Truist Financial Corp		211,571		11,742
Two Harbors Investment Corp ‡(A)		381,659		2,885
Unum Group		45,942		1,305
Voya Financial Inc		105,231		6,472
Wells Fargo & Co		468,761		21,230
Zions Bancorp NA		94,921		5,017
				327,951
Health Care — 14.5%
AbbVie Inc		48,279		5,438
Alexion Pharmaceuticals Inc *		48,525		8,915
Amgen Inc, Cl A		17,618		4,294
AstraZeneca PLC ADR (A)		35,244		2,111
Biogen Inc *		9,284		3,215
Bristol-Myers Squibb Co		125,800		8,406
Cardinal Health Inc		114,070		6,512
CVS Health Corp		184,663		15,408
DaVita Inc *		26,959		3,247
Eli Lilly and Co		48,685		11,174
Gilead Sciences Inc		70,005		4,821
GlaxoSmithKline PLC ADR		51,781		2,062
Haemonetics Corp *		38,245		2,549
HCA Healthcare Inc		32,017		6,619
Hill-Rom Holdings Inc		25,638		2,912
Hologic Inc *		12,949		864
Intra-Cellular Therapies Inc, Cl A *		53,056		2,166
Jazz Pharmaceuticals PLC *		45,866		8,148
Johnson & Johnson		178,474		29,402
McKesson Corp		48,325		9,242
Medtronic PLC		137,535		17,072
Merck & Co Inc		251,611		19,568
Novartis AG ADR		152,220		13,889
Organon *		25,161		761
Pfizer Inc		736,707		28,849
Regeneron Pharmaceuticals Inc *		5,078		2,836
Viatris Inc, Cl W *		220,985		3,158
Zimmer Biomet Holdings Inc		21,263		3,419
				227,057
Industrials — 10.9%
3M Co		61,376		12,191
AerCap Holdings NV *		59,010		3,022
AGCO Corp		40,664		5,302
Allison Transmission Holdings Inc		68,559		2,724
American Airlines Group Inc *		41,207		874
Cummins Inc		46,257		11,278
Delta Air Lines Inc, Cl A *		55,046		2,381
FedEx Corp		27,070		8,076
General Dynamics Corp		71,841		13,525
Huntington Ingalls Industries Inc, Cl A		16,362		3,448

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Johnson Controls International PLC		384,598	$	26,395
L3Harris Technologies Inc		7,044		1,522
ManpowerGroup Inc		43,444		5,166
MasTec Inc *		25,526		2,708
Northrop Grumman Corp		5,494		1,997
Oshkosh Corp		17,457		2,176
Owens Corning		23,991		2,349
PACCAR Inc		21,482		1,917
Raytheon Technologies Corp		209,293		17,855
Siemens AG ADR		197,944		15,764
Snap-on Inc		17,803		3,978
Textron Inc		90,821		6,246
Timken Co/The		50,058		4,034
United Airlines Holdings Inc *		38,723		2,025
United Parcel Service Inc, Cl B		64,682		13,452
				170,405
Information Technology — 10.2%
Amdocs Ltd		68,616		5,308
Applied Materials Inc		59,039		8,407
Arista Networks Inc *		14,478		5,246
Arrow Electronics Inc, Cl A *		43,920		4,999
Broadcom Inc		21,055		10,040
Cisco Systems Inc/Delaware		349,960		18,548
Cognizant Technology Solutions Corp, Cl A		96,344		6,673
DXC Technology Co *		48,030		1,870
Hewlett Packard Enterprise Co		260,289		3,795
HP Inc		402,947		12,165
Intel Corp		539,621		30,294
International Business Machines Corp		35,900		5,263
Jabil Inc		51,212		2,976
Juniper Networks Inc		133,873		3,661
Lam Research Corp		5,429		3,533
Marvell Technology		69,040		4,027
Micron Technology Inc *		60,094		5,107
Microsoft Corp		39,275		10,640
Oracle Corp, Cl B		77,414		6,026
Seagate Technology Holdings		48,818		4,293
Vishay Intertechnology Inc		27,120		611
Vontier		98,879		3,221
Xerox Holdings Corp		94,367		2,217
				158,920
Materials — 5.7%
Alcoa Corp *		56,337		2,075
Berry Global Group Inc *		26,280		1,714
Cabot Corp		38,287		2,180
Celanese Corp, Cl A		40,278		6,106
Corteva Inc		106,423		4,720
Crown Holdings Inc		50,076		5,118
Dow Inc		153,907		9,739
DuPont de Nemours Inc		42,979		3,327
Eastman Chemical Co		85,196		9,947

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Value Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Huntsman Corp		239,010	$	6,339
International Paper Co		111,708		6,849
LyondellBasell Industries NV, Cl A		37,839		3,892
Newmont Corp		65,781		4,169
O-I Glass Inc, Cl I *		82,301		1,344
PPG Industries Inc		18,326		3,111
Reliance Steel & Aluminum Co		38,172		5,760
Steel Dynamics Inc		118,601		7,069
Valvoline Inc		55,305		1,795
Westrock Co		60,481		3,219
				88,473
Real Estate — 3.8%
Equity Commonwealth *‡		187,452		4,911
Gaming and Leisure Properties Inc ‡		79,272		3,673
Healthpeak Properties Inc ‡		438,057		14,583
Omega Healthcare Investors Inc ‡		93,552		3,395
Ryman Hospitality Properties Inc *‡		44,976		3,551
Sabra Health Care Inc ‡		130,592		2,377
VEREIT Inc ‡		116,162		5,335
VICI Properties Inc ‡		207,659		6,442
Welltower Inc ‡		187,210		15,557
				59,824
Utilities — 4.9%
Duke Energy Corp		113,055		11,161
Exelon Corp		230,315		10,205
FirstEnergy Corp		97,676		3,635
MDU Resources Group Inc		182,361		5,715
NextEra Energy Inc		278,378		20,400

Description	Shares		Market Value           ($ Thousands)
COMMON STOCK (continued)
NiSource Inc		252,521	$	6,187
NRG Energy Inc		67,689		2,728
PPL Corp		248,841		6,960
UGI Corp		119,307		5,525
Vistra Corp		185,517		3,441
				75,957
Total Common Stock (Cost $1,009,904) ($ Thousands)				1,528,580
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
0.030% **†(B)		13,807,207		13,808
Total Affiliated Partnership (Cost $13,810) ($ Thousands)				13,808
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		28,927,224		28,927
Total Cash Equivalent (Cost $28,927) ($ Thousands)				28,927
Total Investments in Securities — 100.7% (Cost $1,052,641) ($ Thousands)			$	1,571,315

A list of the open futures contracts held by the Fund at June 30, 2021, 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		56		Sep-2021	$	11,863	$	12,008	$	145
S&P Mid Cap 400 Index E-MINI		44		Sep-2021		11,955		11,846		(109	)
					$	23,818	$	23,854	$	36

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Value Fund (Concluded)

Percentages are based on Net Assets of $1,560,271 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

† Investment in Affiliated Security.

‡ Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $12,721 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $13,808 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,528,580			–		–		1,528,580
Affiliated Partnership		–			13,808		–		13,808
Cash Equivalent		28,927			–		–		28,927
Total Investments in Securities		1,557,507			13,808		–		1,571,315
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		145			–		–		145
Unrealized (Depreciation)		(109	)		–		–		(109	)
Total Other Financial Instruments		36			–		–		36

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain/   (Loss)	Change in Unrealized Appreciation/   (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$ 2,813	$ 106,885	$ (95,889)	$ (2)	$ 1	$ 13,808	13,807,207	$ 78	$  —
SEI Daily Income Trust, Government Fund, Cl F	13,611	213,990	(198,674)	—	—	28,927	28,927,224	1	—
Totals	$ 16,424	$ 320,875	$ (294,563)	$ (2)	$ 1	$ 42,735		$ 79	$ —

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Growth Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.9%
Communication Services — 12.9%
Alphabet Inc, Cl A *		17,738	$	43,312
Alphabet Inc, Cl C *		17,131		42,936
Facebook Inc, Cl A *		164,387		57,159
Genius Sports *(A)		409,263		7,682
IAC *		961		148
Interpublic Group of Cos Inc/The		10,780		350
Live Nation Entertainment Inc *		110,139		9,647
Netflix Inc *		11,718		6,190
News Corp, Cl A		13,708		353
Pinterest Inc, Cl A *		215,363		17,003
Roku Inc, Cl A *		36,049		16,556
Sea Ltd ADR *		33,940		9,320
Snap Inc, Cl A *		103,130		7,027
T-Mobile US Inc *		112,916		16,354
				234,037
Consumer Discretionary — 15.8%
Amazon.com Inc, Cl A *		31,870		109,638
AutoZone Inc *		13,698		20,440
Best Buy Co Inc		2,740		315
BRP Inc		42,222		3,309
Carvana Co, Cl A *		16,875		5,093
DraftKings Inc, Cl A *(A)		93,380		4,872
eBay Inc		8,896		625
Etsy Inc *		39,429		8,116
Expedia Group Inc *		57,180		9,361
General Motors Co *		5,870		347
Home Depot Inc/The		29,535		9,418
L Brands Inc		30,675		2,210
Lennar Corp, Cl A		111,324		11,060
Lithia Motors Inc, Cl A		41,472		14,251
Lowe’s Cos Inc		92,133		17,871
Lululemon Athletica Inc *		1,043		381
MGM Resorts International		240,923		10,275
Mohawk Industries Inc *		1,873		360
NIKE Inc, Cl B		106,051		16,384
Qurate Retail Inc *		27,626		362
Starbucks Corp		109,077		12,196
Target Corp, Cl A		2,202		532
Tesla Inc *		21,221		14,424
TJX Cos Inc/The		201,293		13,571
Williams-Sonoma Inc		2,240		358
				285,769
Consumer Staples — 4.1%
Altria Group Inc		15,856		756
Casey’s General Stores Inc		28,791		5,604
Colgate-Palmolive Co		151,490		12,324
Estee Lauder Cos Inc/The, Cl A		2,523		803
Herbalife Nutrition Ltd *		9,043		477
Kroger Co/The		70,592		2,704

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Monster Beverage Corp *		40,771	$	3,724
Nu Skin Enterprises Inc, Cl A		38,652		2,190
PepsiCo Inc		141,767		21,006
Procter & Gamble Co/The		65,257		8,805
Spectrum Brands Holdings Inc		8,682		738
Sprouts Farmers Market Inc *		67,618		1,680
US Foods Holding Corp *		364,551		13,984
				74,795
Energy — 0.1%
ConocoPhillips		21,877		1,332
Financials — 6.2%
BlackRock Inc		6,328		5,537
CME Group Inc		71,815		15,274
Discover Financial Services		2,960		350
FactSet Research Systems Inc		17,423		5,847
Moody’s Corp		62,893		22,791
Morgan Stanley		35,523		3,257
MSCI Inc, Cl A		33,429		17,820
PacWest Bancorp		147,923		6,088
S&P Global Inc		34,598		14,201
Santander Consumer USA Holdings Inc		9,663		351
Signature Bank/New York NY, Cl B		29,080		7,143
SLM Corp		18,077		379
SVB Financial Group, Cl B *		7,121		3,962
T Rowe Price Group Inc		8,121		1,608
US Bancorp		120,988		6,893
				111,501
Health Care — 8.9%
Abbott Laboratories		63,753		7,391
Align Technology Inc *		21,610		13,204
Becton Dickinson and Co		36,625		8,907
Catalent Inc *		59,709		6,456
Cerner Corp		4,215		329
Danaher Corp, Cl A		99,177		26,615
DaVita Inc *		2,862		345
Dexcom Inc *		5,094		2,175
Guardant Health Inc *		4,734		588
Humana Inc		744		329
IDEXX Laboratories Inc *		3,010		1,901
Johnson & Johnson		88,455		14,572
Medtronic PLC		70,489		8,750
Mettler-Toledo International Inc *		8,161		11,306
Regeneron Pharmaceuticals Inc *		643		359
Stryker Corp		18,849		4,896
Teleflex Inc		8,552		3,436
UnitedHealth Group Inc		117,712		47,136

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Veeva Systems Inc, Cl A *		7,738	$	2,406
				161,101
Industrials — 7.4%
A O Smith Corp		4,977		359
AGCO Corp		10,495		1,368
AMETEK Inc		3,514		469
Boeing Co/The *		10,439		2,501
Carrier Global Corp		307,241		14,932
Cintas Corp		17,860		6,822
CoStar Group Inc *		19,600		1,623
Deere & Co		7,483		2,639
Eaton Corp PLC		51,820		7,679
Graco Inc		135,851		10,284
Lockheed Martin Corp		21,360		8,082
ManpowerGroup Inc		2,987		355
Middleby Corp/The *		82,741		14,336
Otis Worldwide Corp		108,620		8,882
Robert Half International Inc		3,979		354
Rockwell Automation Inc		1,754		502
Tetra Tech Inc		25,041		3,056
Textron Inc		88,481		6,085
Trane Technologies PLC		77,716		14,310
TransDigm Group Inc *		18,838		12,194
Uber Technologies Inc *		91,587		4,590
Union Pacific Corp		54,750		12,041
				133,463
Information Technology — 41.0%
Adobe Inc *		81,146		47,522
Analog Devices Inc		90,581		15,594
Apple Inc		874,381		119,755
Applied Materials Inc		301,144		42,883
Autodesk Inc, Cl A *		1,172		342
Broadcom Inc		33,429		15,940
Cadence Design Systems Inc *		23,763		3,251
Ceridian HCM Holding Inc *		56,414		5,411
Crowdstrike Holdings Inc, Cl A *		31,781		7,987
Dropbox Inc, Cl A *		17,033		516
EPAM Systems Inc *		18,381		9,392
F5 Networks Inc, Cl A *		1,869		349
Fiserv Inc, Cl A *		74,142		7,925
Five9 Inc *		56,191		10,305
Fortinet Inc *		14,108		3,360
HP Inc		120,795		3,647
Intuit Inc		56,484		27,687
KLA Corp		8,071		2,617
Lam Research Corp		4,374		2,846
Manhattan Associates Inc *		26,208		3,796
Mastercard Inc, Cl A		93,136		34,003
Microsoft Corp		640,364		173,475
Monolithic Power Systems Inc		1,140		426
NetApp Inc		5,151		421

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NVIDIA Corp		46,381	$	37,110
NXP Semiconductors NV		54,514		11,215
Oracle Corp, Cl B		215,412		16,768
PayPal Holdings Inc *		148,411		43,259
Qorvo Inc *		16,463		3,221
QUALCOMM Inc		71,272		10,187
RingCentral Inc, Cl A *		11,518		3,347
salesforce.com *		67,204		16,416
ServiceNow Inc *		10,944		6,014
Taiwan Semiconductor Manufacturing Co Ltd ADR		78,862		9,476
Twilio Inc, Cl A *		2,060		812
VeriSign Inc *		2,983		679
Visa Inc, Cl A		191,735		44,832
				742,786
Materials — 2.5%
Ecolab Inc		3,850		793
Freeport-McMoRan Inc, Cl B		217,648		8,077
International Paper Co		24,177		1,482
Linde PLC		26,887		7,773
Mosaic Co/The		119,384		3,809
Nucor Corp		8,314		798
Reliance Steel & Aluminum Co		2,334		352
Scotts Miracle-Gro Co/The, Cl A		20,570		3,948
Sherwin-Williams Co/The, Cl A		68,472		18,655
				45,687
Total Common Stock (Cost $781,934) ($ Thousands)				1,790,471
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, L.P.
0.030% **†(B)		12,549,800		12,552
Total Affiliated Partnership (Cost $12,552) ($ Thousands)				12,552
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		20,879,857		20,880
Total Cash Equivalent (Cost $20,880) ($ Thousands)				20,880
Total Investments in Securities — 100.7% (Cost $815,366) ($ Thousands)			$	1,823,903

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Growth Fund (Concluded)

A list of the open futures contracts held by the Fund at June 30, 2021, 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		38		Sep-2021	$	16,487	$	16,726	$	239

Percentages are based on Net Assets of $1,811,068 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $12,313 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $12,552 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,790,471		–		–		1,790,471
Affiliated Partnership		–		12,552		–		12,552
Cash Equivalent		20,880		–		–		20,880
Total Investments in Securities		1,811,351		12,552		–		1,823,903
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		239		–		–		239
Total Other Financial Instruments		239		–		–		239

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 9,033	$ 83,111	$ (79,595)	$ 1	$ 2	$ 12,552	12,549,800	$ 6	$ —
SEI Daily Income Trust, Government Fund, Cl F	15,424	212,275	(206,819)	—	—	20,880	20,879,857	1	—
Totals	$ 24,457	$ 295,386	$ (286,414)	$ 1	$ 2	$ 33,432		$ 7	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.8%
Communication Services — 10.5%
Activision Blizzard Inc		19,708	$	1,881
Alphabet Inc, Cl A *		7,641		18,658
Alphabet Inc, Cl C *		7,202		18,050
Altice USA Inc, Cl A *		5,800		198
AT&T Inc		181,691		5,229
Cable One Inc		138		264
Charter Communications Inc, Cl A *		3,308		2,387
Comcast Corp, Cl A		115,860		6,606
Discovery Inc, Cl A *(A)		4,000		123
Discovery Inc, Cl C *		8,012		232
DISH Network Corp, Cl A *		6,411		268
Electronic Arts Inc		7,406		1,065
Facebook Inc, Cl A *		60,926		21,185
Fox Corp		12,931		472
IAC *		1,920		296
Interpublic Group of Cos Inc/The		10,100		328
Liberty Broadband Corp, Cl A *		600		101
Liberty Broadband Corp, Cl C *		3,763		653
Liberty Media Corp-Liberty Formula One, Cl A *		700		30
Liberty Media Corp-Liberty Formula One, Cl C *		5,100		246
Liberty Media Corp-Liberty SiriusXM *		6,698		311
Live Nation Entertainment Inc *		3,690		323
Lumen Technologies Inc		27,995		380
Madison Square Garden Sports Corp *		453		78
Match Group Inc *		6,783		1,094
Netflix Inc *		10,973		5,796
New York Times Co/The, Cl A		4,100		179
News Corp, Cl A		9,900		255
News Corp, Cl B		3,200		78
Nexstar Media Group Inc, Cl A		1,100		163
Omnicom Group Inc		5,526		442
Pinterest Inc, Cl A *		13,800		1,089
Playtika Holding Corp *		1,800		43
Roku Inc, Cl A *		2,900		1,332
Sirius XM Holdings Inc (A)		19,618		128
Skillz, Cl A *(A)		7,400		161
Spotify Technology SA *		3,460		953
Take-Two Interactive Software Inc, Cl A *		2,987		529
T-Mobile US Inc *		14,859		2,152
TripAdvisor Inc *		2,600		105
Twitter Inc *		20,080		1,382
Verizon Communications Inc		105,273		5,898
ViacomCBS Inc		219		11
ViacomCBS Inc, Cl B		14,392		650
Vimeo *		3,117		153
Walt Disney Co/The *		46,058		8,096
World Wrestling Entertainment Inc, Cl A		1,200		69
Zillow Group Inc, Cl A *		1,500		184

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Zillow Group Inc, Cl C *		4,100	$	501
Zynga Inc, Cl A *		23,300		248
				111,055
Consumer Discretionary — 12.1%
Advance Auto Parts Inc		1,675		344
Amazon.com Inc, Cl A *		11,042		37,986
Aptiv PLC *		6,953		1,094
Aramark		5,791		216
AutoNation Inc *		1,500		142
AutoZone Inc *		559		834
Best Buy Co Inc		6,280		722
Booking Holdings Inc *		1,047		2,291
BorgWarner Inc		6,300		306
Boyd Gaming Corp *		2,100		129
Bright Horizons Family Solutions Inc *		1,600		235
Brunswick Corp/DE		2,000		199
Burlington Stores Inc *		1,653		532
Caesars Entertainment Inc *		5,000		519
Capri Holdings Ltd *		3,700		212
CarMax Inc *		4,200		542
Carnival Corp *		21,427		565
Carter’s Inc		1,100		113
Carvana Co, Cl A *		1,900		573
Chegg Inc *		3,300		274
Chipotle Mexican Grill Inc, Cl A *		715		1,109
Choice Hotels International Inc		928		110
Churchill Downs Inc		900		178
Columbia Sportswear Co		1,000		98
Darden Restaurants Inc		3,333		487
Deckers Outdoor Corp *		700		269
Dick’s Sporting Goods Inc		1,592		160
Dollar General Corp		5,996		1,297
Dollar Tree Inc *		6,018		599
Domino’s Pizza Inc		971		453
DoorDash, Cl A *		2,100		374
DR Horton Inc		8,538		772
DraftKings Inc, Cl A *		7,700		402
eBay Inc		17,306		1,215
Etsy Inc *		3,200		659
Expedia Group Inc *		3,543		580
Five Below Inc *		1,383		267
Floor & Decor Holdings Inc, Cl A *		2,400		254
Foot Locker Inc, Cl A		2,700		166
Ford Motor Co *		100,485		1,493
frontdoor Inc *		2,210		110
GameStop Corp, Cl A *		1,500		321
Gap Inc/The		4,600		155
Garmin Ltd		3,900		564
General Motors Co *		34,691		2,053
Gentex Corp		6,235		206
Genuine Parts Co		3,676		465

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Grand Canyon Education Inc *		1,200	$	108
H&R Block Inc		4,900		115
Hanesbrands Inc		9,000		168
Harley-Davidson Inc, Cl A		3,900		179
Hasbro Inc		3,302		312
Hayward Holdings *		1,000		26
Hilton Worldwide Holdings Inc *		7,084		854
Home Depot Inc/The		27,327		8,714
Hyatt Hotels Corp, Cl A *		894		69
Kohl’s Corp		4,025		222
L Brands Inc		5,900		425
Las Vegas Sands Corp *		8,546		450
Lear Corp		1,550		272
Leggett & Platt Inc		3,400		176
Lennar Corp, Cl A		6,989		694
Lennar Corp, Cl B		450		37
Leslie’s Inc *		2,700		74
Lithia Motors Inc, Cl A		700		241
LKQ Corp *		6,689		329
Lowe’s Cos Inc		18,259		3,542
Lululemon Athletica Inc *		2,930		1,069
Marriott International Inc/MD, Cl A *		6,955		950
Marriott Vacations Worldwide Corp *		1,000		159
Mattel Inc *		9,000		181
McDonald’s Corp		19,042		4,399
MGM Resorts International		10,253		437
Mohawk Industries Inc *		1,502		289
Newell Brands Inc, Cl B		10,070		277
NIKE Inc, Cl B		31,543		4,873
Nordstrom Inc *		2,700		99
Norwegian Cruise Line Holdings Ltd *		9,363		275
NVR Inc *		84		418
Ollie’s Bargain Outlet Holdings Inc *		1,400		118
O’Reilly Automotive Inc *		1,799		1,019
Peloton Interactive Inc, Cl A *		6,600		819
Penn National Gaming Inc *		3,900		298
Penske Automotive Group Inc, Cl A		800		60
Petco Health & Wellness Co Inc, Cl A *		2,000		45
Planet Fitness Inc, Cl A *		2,100		158
Polaris Inc		1,531		210
Pool Corp		977		448
PulteGroup Inc		6,900		377
PVH Corp *		1,849		199
QuantumScape, Cl A *		2,900		85
Qurate Retail Inc *		9,765		128
Ralph Lauren Corp, Cl A		1,236		146
RH *		400		272
Ross Stores Inc		9,044		1,121
Royal Caribbean Cruises Ltd *		5,523		471
Service Corp International/US		4,300		230
Six Flags Entertainment Corp *		1,900		82
Skechers USA Inc, Cl A *		3,453		172

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Starbucks Corp		30,162	$	3,372
Tapestry Inc *		7,108		309
Target Corp, Cl A		12,569		3,039
Tempur Sealy International Inc		4,900		192
Terminix Global Holdings Inc *		3,400		162
Tesla Inc *		19,735		13,414
Thor Industries Inc		1,400		158
TJX Cos Inc/The		31,044		2,093
Toll Brothers Inc		2,900		168
TopBuild Corp *		800		158
Tractor Supply Co		2,937		546
Travel + Leisure Co		2,163		129
Ulta Beauty Inc *		1,381		478
Under Armour Inc, Cl A *		4,715		100
Under Armour Inc, Cl C *		5,100		95
Vail Resorts Inc *		970		307
VF Corp		8,328		683
Vroom Inc *		2,700		113
Wayfair Inc, Cl A *		1,875		592
Wendy’s Co/The		4,600		108
Whirlpool Corp		1,538		335
Williams-Sonoma Inc		2,000		319
Wyndham Hotels & Resorts Inc		2,363		171
Wynn Resorts Ltd *		2,715		332
YETI Holdings Inc *		2,200		202
Yum China Holdings Inc		10,285		681
Yum! Brands Inc		7,809		898
				128,689
Consumer Staples — 5.4%
Albertsons Cos Inc		4,100		81
Altria Group Inc		46,650		2,224
Archer-Daniels-Midland Co		14,371		871
Beyond Meat Inc *		1,400		220
Boston Beer Co Inc/The, Cl A *		229		234
Brown-Forman Corp, Cl A		1,140		80
Brown-Forman Corp, Cl B		4,622		346
Bunge Ltd		3,500		273
Campbell Soup Co		5,000		228
Casey’s General Stores Inc		996		194
Church & Dwight Co Inc		6,410		546
Clorox Co/The		3,271		588
Coca-Cola Co/The		98,724		5,342
Colgate-Palmolive Co		21,079		1,715
Conagra Brands Inc		12,549		456
Constellation Brands Inc, Cl A		4,154		972
Costco Wholesale Corp		11,183		4,425
Coty Inc, Cl A *		7,739		72
Darling Ingredients Inc *		4,100		277
Estee Lauder Cos Inc/The, Cl A		5,875		1,869
Flowers Foods Inc		4,900		119
Freshpet Inc *		1,000		163

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
General Mills Inc		15,761	$	960
Grocery Outlet Holding Corp *		1,900		66
Hain Celestial Group Inc/The *		2,100		84
Herbalife Nutrition Ltd *		2,274		120
Hershey Co/The		3,810		664
Hormel Foods Corp		7,137		341
Ingredion Inc		1,710		155
J M Smucker Co/The		2,854		370
Kellogg Co		6,585		424
Keurig Dr Pepper Inc		18,185		641
Kimberly-Clark Corp		8,426		1,127
Kraft Heinz Co/The		16,749		683
Kroger Co/The		19,488		747
Lamb Weston Holdings Inc		3,800		306
McCormick & Co Inc/MD		6,382		564
Molson Coors Beverage Co, Cl B *		4,595		247
Mondelez International Inc, Cl A		35,125		2,193
Monster Beverage Corp *		9,539		871
PepsiCo Inc		35,099		5,201
Philip Morris International Inc		39,637		3,928
Pilgrim’s Pride Corp *		1,300		29
Post Holdings Inc *		1,507		163
Procter & Gamble Co/The		61,853		8,346
Reynolds Consumer Products Inc		1,200		36
Seaboard Corp		6		23
Spectrum Brands Holdings Inc		1,057		90
Sysco Corp, Cl A		12,463		969
Tyson Foods Inc, Cl A		7,371		544
US Foods Holding Corp *		5,597		215
Walgreens Boots Alliance Inc		18,741		986
Walmart Inc		36,442		5,139
				57,527
Energy — 2.7%
Antero Midstream Corp		7,200		75
APA		9,700		210
Baker Hughes Co, Cl A		18,602		425
Cabot Oil & Gas Corp		9,800		171
Cheniere Energy Inc *		5,973		518
Chevron Corp		49,147		5,148
Cimarex Energy Co		2,544		184
ConocoPhillips		34,006		2,071
Continental Resources Inc/OK, Cl A		1,800		68
Devon Energy Corp		16,961		495
Diamondback Energy Inc, Cl A		4,329		406
EOG Resources Inc		15,015		1,253
EQT Corp *		6,967		155
Exxon Mobil Corp		107,584		6,786
Halliburton Co		22,745		526
Hess Corp		7,100		620
HollyFrontier Corp		3,800		125
Kinder Morgan Inc		50,234		916

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Marathon Oil Corp		20,292	$	276
Marathon Petroleum Corp		16,712		1,010
New Fortress Energy Inc, Cl A		700		27
NOV Inc *		10,000		153
Occidental Petroleum Corp		21,523		673
ONEOK Inc		11,461		638
Phillips 66		11,262		966
Pioneer Natural Resources Co		5,413		880
Schlumberger NV, Cl A		35,773		1,145
Targa Resources Corp		5,800		258
Texas Pacific Land Corp		149		238
Valero Energy Corp		10,522		822
Williams Cos Inc/The		31,473		836
				28,074
Financials — 11.4%
Affiliated Managers Group Inc		1,133		175
Aflac Inc		17,046		915
AGNC Investment Corp ‡		13,728		232
Alleghany Corp *		354		236
Allstate Corp/The		7,580		989
Ally Financial Inc		9,558		476
American Express Co		16,481		2,723
American Financial Group Inc/OH		1,843		230
American International Group Inc		22,203		1,057
Ameriprise Financial Inc		3,075		765
Annaly Capital Management Inc ‡		36,074		320
Aon PLC, Cl A		5,682		1,357
Apollo Global Management Inc, Cl A		4,400		274
Arch Capital Group Ltd *		10,089		393
Ares Management Corp, Cl A		3,500		223
Arthur J Gallagher & Co		5,166		724
Assurant Inc		1,500		234
Assured Guaranty Ltd		2,014		96
Athene Holding Ltd, Cl A *		2,900		196
Axis Capital Holdings Ltd		2,123		104
Bank of America Corp		191,576		7,899
Bank of Hawaii Corp		1,048		88
Bank of New York Mellon Corp/The		20,585		1,055
Bank OZK		3,200		135
Berkshire Hathaway Inc, Cl B *		47,670		13,248
BlackRock Inc		3,631		3,177
Blackstone Group Inc/The, Cl A		17,200		1,671
BOK Financial Corp		800		69
Brighthouse Financial Inc *		2,300		105
Brown & Brown Inc		6,000		319
Capital One Financial Corp		11,278		1,744
Carlyle Group Inc/The		4,100		191
Cboe Global Markets Inc		2,800		333
CBRE Group Inc, Cl A *		8,600		737
Charles Schwab Corp/The		39,516		2,877
Chubb Ltd		11,257		1,789

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Cincinnati Financial Corp		3,900	$	455
Citigroup Inc		52,585		3,720
Citizens Financial Group Inc		10,959		503
CME Group Inc		9,156		1,947
CNA Financial Corp		852		39
Comerica Inc		3,553		253
Commerce Bancshares Inc/MO		2,743		205
Credit Acceptance Corp, Cl A *		217		98
Cullen/Frost Bankers Inc		1,414		158
Discover Financial Services		7,920		937
East West Bancorp Inc		3,600		258
Equitable Holdings Inc		10,300		314
Erie Indemnity Co, Cl A		600		116
Evercore Inc, Cl A		983		138
Everest Re Group Ltd		1,009		254
FactSet Research Systems Inc		936		314
Fidelity National Financial Inc		7,110		309
Fifth Third Bancorp		18,500		707
First American Financial Corp		2,900		181
First Citizens BancShares Inc/NC, Cl A		149		124
First Hawaiian Inc		3,200		91
First Horizon Corp		14,000		242
First Republic Bank/CA		4,431		829
FNB Corp/PA		8,200		101
Franklin Resources Inc		7,000		224
Globe Life Inc		2,701		257
GoHealth Inc, Cl A *		900		10
Goldman Sachs Group Inc/The		8,397		3,187
Hanover Insurance Group Inc/The, Cl A		989		134
Hartford Financial Services Group Inc/The		9,159		568
Howard Hughes Corp/The *		963		94
Huntington Bancshares Inc/OH		37,438		534
Interactive Brokers Group Inc, Cl A		1,821		120
Intercontinental Exchange Inc		14,312		1,699
Invesco Ltd		8,462		226
Janus Henderson Group PLC		4,300		167
Jefferies Financial Group Inc		5,700		195
Jones Lang LaSalle Inc *		1,303		255
JPMorgan Chase & Co		76,366		11,878
Kemper Corp, Cl A		1,555		115
KeyCorp		24,888		514
KKR & Co Inc		14,100		835
Lazard Ltd, Cl A (B)		2,500		113
Lemonade Inc *(A)		859		94
Lincoln National Corp		5,077		319
Loews Corp		5,789		316
LPL Financial Holdings Inc		2,000		270
M&T Bank Corp		3,278		476
Markel Corp *		350		415
MarketAxess Holdings Inc		948		439
Marsh & McLennan Cos Inc		13,095		1,842
Mercury General Corp		800		52

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
MetLife Inc		18,415	$	1,102
MGIC Investment Corp		8,400		114
Moody’s Corp		4,188		1,518
Morgan Stanley		35,047		3,213
Morningstar Inc, Cl A		500		129
MSCI Inc, Cl A		2,063		1,100
Nasdaq Inc, Cl A		3,000		527
New Residential Investment Corp ‡		12,040		128
New York Community Bancorp Inc		11,300		125
Northern Trust Corp		4,950		572
Old Republic International Corp		7,300		182
OneMain Holdings Inc, Cl A		2,081		125
PacWest Bancorp		3,000		123
People’s United Financial Inc		10,624		182
Pinnacle Financial Partners Inc		1,900		168
PNC Financial Services Group Inc/The		10,777		2,056
Popular Inc		2,100		158
Primerica Inc		981		150
Principal Financial Group Inc, Cl A		6,934		438
Progressive Corp/The		15,107		1,484
Prosperity Bancshares Inc		2,300		165
Prudential Financial Inc		10,226		1,048
Raymond James Financial Inc		3,170		412
Regions Financial Corp		24,612		497
Reinsurance Group of America Inc, Cl A		1,724		197
RenaissanceRe Holdings Ltd		1,275		190
Rocket Cos Inc, Cl A *		2,900		56
S&P Global Inc		6,120		2,512
Santander Consumer USA Holdings Inc		1,800		65
SEI Investments Co †		2,900		180
Signature Bank/New York NY, Cl B		1,478		363
SLM Corp		9,540		200
Starwood Property Trust Inc ‡		7,200		188
State Street Corp		9,109		749
Sterling Bancorp/DE		4,900		121
Stifel Financial Corp		2,600		169
SVB Financial Group, Cl B *		1,364		759
Synchrony Financial		14,956		726
Synovus Financial Corp		3,800		167
T Rowe Price Group Inc		5,871		1,162
TFS Financial Corp		1,417		29
Tradeweb Markets Inc, Cl A		2,600		220
Travelers Cos Inc/The		6,508		974
Truist Financial Corp		33,684		1,869
Umpqua Holdings Corp		5,419		100
Unum Group		5,175		147
Upstart Holdings Inc *		400		50
US Bancorp		33,880		1,930
UWM Holdings		1,100		9
Virtu Financial Inc, Cl A		1,700		47
Voya Financial Inc		3,200		197
W R Berkley Corp		3,600		268

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Webster Financial Corp		2,300	$	123
Wells Fargo & Co		105,191		4,764
Western Alliance Bancorp		2,500		232
White Mountains Insurance Group Ltd		95		109
Willis Towers Watson PLC		3,286		756
Wintrust Financial Corp		1,400		106
Zions Bancorp NA		4,100		217
				120,464
Health Care — 12.9%
10X Genomics Inc, Cl A *		2,100		411
Abbott Laboratories		44,186		5,122
AbbVie Inc		44,961		5,064
ABIOMED Inc *		1,148		358
Acadia Healthcare Co Inc, Cl A *		2,200		138
Acceleron Pharma Inc *		1,300		163
Adaptive Biotechnologies Corp *		2,700		110
Agilent Technologies Inc		7,879		1,165
agilon health *		1,300		53
Alexion Pharmaceuticals Inc *		5,501		1,011
Align Technology Inc *		2,002		1,223
Alnylam Pharmaceuticals Inc *		2,974		504
Amedisys Inc *		800		196
AmerisourceBergen Corp, Cl A		3,795		434
Amgen Inc, Cl A		14,532		3,542
Anthem Inc		6,225		2,377
Avantor Inc *		14,620		519
Baxter International Inc		12,765		1,028
Becton Dickinson and Co		7,453		1,812
Biogen Inc *		3,815		1,321
BioMarin Pharmaceutical Inc *		4,637		387
Bio-Rad Laboratories Inc, Cl A *		544		350
Bio-Techne Corp		1,018		458
Boston Scientific Corp *		35,496		1,518
Bristol-Myers Squibb Co		56,842		3,798
Bruker Corp		2,600		198
Cardinal Health Inc		7,500		428
Catalent Inc *		4,223		457
Centene Corp *		14,795		1,079
Cerner Corp		7,800		610
Certara Inc *		1,100		31
Change Healthcare Inc *		6,035		139
Charles River Laboratories International Inc *		1,258		465
Chemed Corp		415		197
Cigna Corp		8,644		2,049
Cooper Cos Inc/The, Cl A		1,254		497
CureVac *(A)		1,300		96
CVS Health Corp		33,436		2,790
Danaher Corp, Cl A		16,142		4,332
DaVita Inc *		1,900		229
DENTSPLY SIRONA Inc		5,600		354

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Dexcom Inc *		2,397	$	1,024
Edwards Lifesciences Corp, Cl A *		15,947		1,652
Elanco Animal Health Inc *		11,677		405
Eli Lilly and Co		21,605		4,959
Encompass Health Corp		2,500		195
Envista Holdings Corp *		4,100		177
Exact Sciences Corp *		4,300		535
Exelixis Inc *		7,800		142
Gilead Sciences Inc		31,600		2,176
Globus Medical Inc, Cl A *		1,900		147
Guardant Health Inc *		2,100		261
HCA Healthcare Inc		6,549		1,354
Henry Schein Inc *		3,647		271
Hill-Rom Holdings Inc		1,750		199
Hologic Inc *		6,600		440
Horizon Therapeutics PLC *		5,500		515
Humana Inc		3,275		1,450
ICU Medical Inc *		459		94
IDEXX Laboratories Inc *		2,105		1,329
Illumina Inc *		3,685		1,744
Incyte Corp *		4,743		399
Insulet Corp *		1,719		472
Integra LifeSciences Holdings Corp *		1,800		123
Intuitive Surgical Inc *		2,993		2,752
Ionis Pharmaceuticals Inc *		3,400		136
Iovance Biotherapeutics Inc *		3,400		88
IQVIA Holdings Inc *		4,916		1,191
Jazz Pharmaceuticals PLC *		1,521		270
Johnson & Johnson		66,925		11,025
Laboratory Corp of America Holdings *		2,500		690
Maravai LifeSciences Holdings Inc, Cl A *		2,200		92
Masimo Corp *		1,200		291
McKesson Corp		4,140		792
Medtronic PLC		33,903		4,208
Merck & Co Inc		64,402		5,009
Mettler-Toledo International Inc *		593		821
Mirati Therapeutics Inc *		1,000		162
Moderna Inc *		8,500		1,997
Molina Healthcare Inc *		1,495		378
Natera Inc *		2,000		227
Nektar Therapeutics, Cl A *		4,500		77
Neurocrine Biosciences Inc *		2,384		232
Novavax Inc *		1,900		403
Novocure Ltd *		2,600		577
Oak Street Health Inc *		2,600		152
Organon *		6,470		196
Penumbra Inc *		800		219
PerkinElmer Inc		2,900		448
Perrigo Co PLC		3,493		160
Pfizer Inc		141,821		5,554
PPD Inc *		4,126		190
Premier Inc, Cl A		3,000		104

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
QIAGEN NV *		5,800	$	281
Quest Diagnostics Inc		3,500		462
Quidel Corp *		1,000		128
Regeneron Pharmaceuticals Inc *		2,517		1,406
Repligen Corp *		1,350		269
ResMed Inc		3,653		901
Royalty Pharma PLC, Cl A		8,200		336
Sage Therapeutics Inc *		1,300		74
Sarepta Therapeutics Inc *		1,900		148
Seagen Inc *		3,261		515
Signify Health Inc, Cl A *		500		15
Sotera Health Co *		2,000		48
STERIS PLC		2,500		516
Stryker Corp		8,899		2,311
Syneos Health Inc, Cl A *		2,559		229
Tandem Diabetes Care Inc *		1,562		152
Teladoc Health Inc *		3,710		617
Teleflex Inc		1,194		480
Thermo Fisher Scientific Inc		9,981		5,035
Ultragenyx Pharmaceutical Inc *		1,600		153
United Therapeutics Corp *		1,132		203
UnitedHealth Group Inc		23,885		9,564
Universal Health Services Inc, Cl B		1,875		275
Veeva Systems Inc, Cl A *		3,518		1,094
Vertex Pharmaceuticals Inc *		6,711		1,353
Viatris Inc, Cl W *		30,930		442
Waters Corp *		1,554		537
West Pharmaceutical Services Inc		1,890		679
Zimmer Biomet Holdings Inc		5,322		856
Zoetis Inc, Cl A		11,959		2,229
				136,825
Industrials — 8.9%
3M Co		14,695		2,919
A O Smith Corp		3,400		245
Acuity Brands Inc		878		164
ADT Inc		4,000		43
Advanced Drainage Systems Inc		1,400		163
AECOM *		3,600		228
AGCO Corp		1,600		209
Air Lease Corp, Cl A		2,800		117
Alaska Air Group Inc *		3,100		187
Allegion PLC		2,350		327
Allison Transmission Holdings Inc		2,800		111
AMERCO *		210		124
American Airlines Group Inc *		15,772		335
AMETEK Inc		5,883		785
Armstrong World Industries Inc		1,200		129
Axon Enterprise Inc *		1,600		283
AZEK Co Inc/The, Cl A *		2,800		119
Boeing Co/The *		13,488		3,231
Builders FirstSource Inc *		5,200		222

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
BWX Technologies Inc, Cl W		2,400	$	139
Carlisle Cos Inc		1,324		253
Carrier Global Corp		22,352		1,086
Caterpillar Inc, Cl A		13,991		3,045
CH Robinson Worldwide Inc		3,455		324
ChargePoint Holdings *		3,200		111
Cintas Corp		2,265		865
Clarivate Analytics PLC *		10,400		286
Clean Harbors Inc *		1,300		121
Colfax Corp *		2,900		133
Copa Holdings SA, Cl A *		833		63
Copart Inc *		5,260		693
CoStar Group Inc *		10,000		828
Crane Co, Cl A		1,200		111
CSX Corp		57,030		1,830
Cummins Inc		3,774		920
Curtiss-Wright Corp		1,100		131
Deere & Co		7,242		2,554
Delta Air Lines Inc, Cl A *		16,521		715
Donaldson Co Inc, Cl A		3,200		203
Dover Corp		3,687		555
Driven Brands Holdings Inc *		900		28
Dun & Bradstreet Holdings Inc *		3,500		75
Eaton Corp PLC		10,111		1,498
Emerson Electric Co		15,343		1,477
Equifax Inc		3,069		735
Expeditors International of Washington Inc		4,400		557
Fastenal Co, Cl A		14,787		769
FedEx Corp		6,289		1,876
Flowserve Corp		3,400		137
Fortive Corp		8,259		576
Fortune Brands Home & Security Inc		3,561		355
FTI Consulting Inc *		952		130
Gates Industrial Corp PLC *		1,600		29
Generac Holdings Inc *		1,600		664
General Dynamics Corp		6,510		1,226
General Electric Co		220,361		2,966
Graco Inc		4,200		318
HEICO Corp		1,150		160
HEICO Corp, Cl A		2,000		248
Hexcel Corp, Cl A *		2,100		131
Honeywell International Inc		17,687		3,880
Howmet Aerospace Inc *		10,300		355
Hubbell Inc, Cl B		1,405		263
Huntington Ingalls Industries Inc, Cl A		1,027		216
IAA Inc *		3,400		185
IDEX Corp		1,903		419
IHS Markit Ltd		9,456		1,065
Illinois Tool Works Inc		7,989		1,786
Ingersoll Rand Inc *		9,549		466
ITT Inc		2,248		206
Jacobs Engineering Group Inc		3,395		453

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
JB Hunt Transport Services Inc		2,169	$	353
JetBlue Airways Corp *		8,197		138
Johnson Controls International PLC		17,890		1,228
Kansas City Southern		2,280		646
Kirby Corp *		1,500		91
Knight-Swift Transportation Holdings Inc, Cl A		4,027		183
L3Harris Technologies Inc		5,145		1,112
Landstar System Inc		946		149
Lennox International Inc		835		293
Lincoln Electric Holdings Inc		1,500		198
Lockheed Martin Corp		6,292		2,381
Lyft Inc, Cl A *		7,100		429
ManpowerGroup Inc		1,488		177
Masco Corp		6,600		389
MasTec Inc *		1,400		149
Mercury Systems Inc *		1,400		93
Middleby Corp/The *		1,383		240
MSA Safety Inc		900		149
MSC Industrial Direct Co Inc, Cl A		1,179		106
Nielsen Holdings PLC		9,100		225
Nordson Corp		1,443		317
Norfolk Southern Corp		6,434		1,708
Northrop Grumman Corp		3,829		1,392
nVent Electric PLC		4,000		125
Old Dominion Freight Line Inc, Cl A		2,526		641
Oshkosh Corp		1,800		224
Otis Worldwide Corp		10,926		893
Owens Corning		2,760		270
PACCAR Inc		8,755		781
Parker-Hannifin Corp, Cl A		3,306		1,015
Pentair PLC		4,200		283
Plug Power Inc *		12,600		431
Quanta Services Inc		3,500		317
Raytheon Technologies Corp		38,240		3,262
Regal Beloit Corp		1,100		147
Republic Services Inc		5,400		594
Robert Half International Inc		2,800		249
Rockwell Automation Inc		3,003		859
Rollins Inc		5,700		195
Roper Technologies Inc		2,672		1,256
Ryder System Inc		1,300		97
Schneider National Inc, Cl B		1,500		33
Sensata Technologies Holding PLC *		3,900		226
Shoals Technologies Group Inc, Cl A *		2,294		81
SiteOne Landscape Supply Inc *		1,100		186
Snap-on Inc		1,419		317
Southwest Airlines Co, Cl A *		15,244		809
Spirit AeroSystems Holdings Inc, Cl A		2,700		127
Stanley Black & Decker Inc		4,025		825
Stericycle Inc, Cl A *		2,300		165
Sunrun Inc *		5,000		279

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Teledyne Technologies Inc *		1,150	$	482
Textron Inc		5,838		401
Timken Co/The		1,600		129
Toro Co/The		2,800		308
Trane Technologies PLC		6,196		1,141
TransDigm Group Inc *		1,342		869
TransUnion		4,900		538
Trex Co Inc *		3,000		307
TuSimple Holdings, Cl A *		900		64
Uber Technologies Inc *		40,650		2,037
Union Pacific Corp		16,913		3,720
United Airlines Holdings Inc *		7,973		417
United Parcel Service Inc, Cl B		18,524		3,852
United Rentals Inc *		1,849		590
Univar Solutions Inc *		4,300		105
Valmont Industries Inc		500		118
Verisk Analytics Inc, Cl A		4,095		715
Vertiv Holdings Co, Cl A		6,100		167
Virgin Galactic Holdings Inc *(A)		3,628		167
Waste Management Inc		10,905		1,528
Watsco Inc		776		222
Westinghouse Air Brake Technologies Corp		4,666		384
Woodward Inc		1,497		184
WW Grainger Inc		1,111		487
XPO Logistics Inc *		2,333		326
Xylem Inc/NY		4,638		556
				94,803
Information Technology — 27.3%
Accenture PLC, Cl A		16,150		4,761
Adobe Inc *		12,129		7,103
Advanced Micro Devices Inc *		30,952		2,907
Akamai Technologies Inc *		4,100		478
Allegro MicroSystems Inc *		1,300		36
Alliance Data Systems Corp		1,176		123
Alteryx Inc, Cl A *		1,400		120
Amdocs Ltd		3,300		255
Amphenol Corp, Cl A		15,032		1,028
Analog Devices Inc		9,354		1,610
Anaplan Inc *		3,400		181
ANSYS Inc *		2,148		745
Apple Inc		399,361		54,696
Applied Materials Inc		23,097		3,289
Arista Networks Inc *		1,483		537
Arrow Electronics Inc, Cl A *		1,931		220
Aspen Technology Inc *		1,742		240
Atlassian Corp PLC, Cl A *		3,343		859
Autodesk Inc, Cl A *		5,682		1,659
Automatic Data Processing Inc		10,679		2,121
Avalara Inc *		2,143		347
Avnet Inc		2,500		100
Bentley Systems, Cl B		3,400		220

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Bill.com Holdings Inc *		1,900	$	348
Black Knight Inc *		3,900		304
Booz Allen Hamilton Holding Corp, Cl A		3,440		293
Broadcom Inc		10,091		4,812
Broadridge Financial Solutions Inc		2,981		482
Brooks Automation Inc		1,800		172
C3.ai Inc, Cl A *		400		25
CACI International Inc, Cl A *		592		151
Cadence Design Systems Inc *		7,164		980
CDK Global Inc		3,076		153
CDW Corp/DE		3,645		637
Ceridian HCM Holding Inc *		2,955		283
Ciena Corp *		3,900		222
Cirrus Logic Inc *		1,500		128
Cisco Systems Inc/Delaware		107,357		5,690
Citrix Systems Inc		3,202		376
Cloudflare Inc, Cl A *		6,300		667
Cognex Corp		4,300		361
Cognizant Technology Solutions Corp, Cl A		13,761		953
Coherent Inc *		643		170
CommScope Holding Co Inc *		5,100		109
Concentrix Corp *		1,100		177
Corning Inc, Cl B		19,414		794
Coupa Software Inc *		1,766		463
Cree Inc *		2,830		277
Crowdstrike Holdings Inc, Cl A *		4,000		1,005
Datadog Inc, Cl A *		5,700		593
Datto Holding Corp *		500		14
Dell Technologies Inc, Cl C *		6,727		670
DocuSign Inc, Cl A *		4,820		1,348
Dolby Laboratories Inc, Cl A		1,653		162
DoubleVerify Holdings *		400		17
Dropbox Inc, Cl A *		7,700		233
Duck Creek Technologies Inc *		1,900		83
DXC Technology Co *		6,481		252
Dynatrace Inc *		4,700		275
Elastic NV *		1,700		248
Enphase Energy Inc *		3,300		606
Entegris Inc		3,500		430
EPAM Systems Inc *		1,353		691
Euronet Worldwide Inc *		1,300		176
Everbridge Inc *		900		122
F5 Networks Inc, Cl A *		1,641		306
Fair Isaac Corp *		719		361
Fastly Inc, Cl A *(A)		2,700		161
Fidelity National Information Services Inc, Cl B		15,572		2,206
FireEye Inc *		5,600		113
First Solar Inc *		2,400		217
Fiserv Inc, Cl A *		15,228		1,628
Five9 Inc *		1,600		293
FleetCor Technologies Inc *		2,120		543

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Fortinet Inc *		3,434	$	818
Gartner Inc *		2,125		515
Genpact Ltd		4,900		223
Global Payments Inc		7,377		1,383
Globant SA *		1,000		219
GoDaddy Inc, Cl A *		4,325		376
Guidewire Software Inc, Cl Z *		2,182		246
Hewlett Packard Enterprise Co		33,007		481
HP Inc		30,965		935
HubSpot Inc *		1,143		666
Intel Corp		102,776		5,770
International Business Machines Corp		22,585		3,311
Intuit Inc		6,501		3,187
IPG Photonics Corp *		933		197
Jabil Inc		3,800		221
Jack Henry & Associates Inc		1,954		320
Jamf Holding Corp *		1,290		43
Juniper Networks Inc		8,400		230
Keysight Technologies Inc *		4,832		746
KLA Corp		3,893		1,262
Lam Research Corp		3,590		2,336
Leidos Holdings Inc		3,500		354
Littelfuse Inc		600		153
Lumentum Holdings Inc *		1,900		156
Manhattan Associates Inc *		1,605		232
Marvell Technology		20,059		1,170
Mastercard Inc, Cl A		22,229		8,116
Maxim Integrated Products Inc *		6,858		723
McAfee Corp, Cl A		800		22
Medallia Inc *		2,200		74
Microchip Technology Inc		6,461		967
Micron Technology Inc *		28,709		2,440
Microsoft Corp		191,760		51,948
MKS Instruments Inc		1,400		249
MongoDB Inc, Cl A *		1,368		495
Monolithic Power Systems Inc		1,135		424
Motorola Solutions Inc		4,336		940
National Instruments Corp		3,327		141
nCino Inc *		1,200		72
NCR Corp *		3,223		147
NetApp Inc		5,700		466
New Relic Inc *		1,400		94
NortonLifeLock Inc		14,101		384
Nuance Communications Inc *		7,300		397
Nutanix Inc, Cl A *		4,859		186
NVIDIA Corp		15,215		12,174
NXP Semiconductors NV		6,900		1,419
Okta Inc, Cl A *		3,138		768
ON Semiconductor Corp *		10,600		406
Opendoor Technologies *		8,700		154
Oracle Corp, Cl B		43,905		3,418
Palantir Technologies, Cl A *		40,900		1,078

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Palo Alto Networks Inc *		2,461	$	913
Paychex Inc		8,290		890
Paycom Software Inc *		1,216		442
Paylocity Holding Corp *		1,000		191
PayPal Holdings Inc *		29,852		8,701
Paysafe *(A)		7,800		94
Pegasystems Inc		1,000		139
Proofpoint Inc *		1,500		261
PTC Inc *		2,665		376
Pure Storage Inc, Cl A *		6,300		123
Qorvo Inc *		2,968		581
QUALCOMM Inc		28,717		4,104
RingCentral Inc, Cl A *		1,978		575
Sabre Corp *		7,900		99
salesforce.com Inc *		22,501		5,496
Science Applications International Corp		1,500		132
ServiceNow Inc *		5,023		2,760
Shift4 Payments, Cl A *		1,100		103
Skyworks Solutions Inc		4,226		810
Slack Technologies Inc, Cl A *		12,700		563
Smartsheet Inc, Cl A *		2,900		210
Snowflake, Cl A *		3,000		725
SolarWinds Corp *		1,100		19
Splunk Inc *		4,182		605
Square Inc, Cl A *		9,853		2,402
SS&C Technologies Holdings Inc		5,800		418
StoneCo Ltd, Cl A *		5,300		355
Switch Inc, Cl A		2,200		46
SYNNEX Corp		1,100		134
Synopsys Inc *		3,903		1,076
Teradata Corp *		2,697		135
Teradyne Inc		4,254		570
Texas Instruments Inc		23,526		4,524
Trade Desk Inc/The, Cl A *		10,610		821
Trimble Inc *		6,400		524
Twilio Inc, Cl A *		4,062		1,601
Tyler Technologies Inc *		1,060		480
Ubiquiti Inc		169		53
Unity Software Inc *		3,753		412
Universal Display Corp		1,142		254
VeriSign Inc *		2,608		594
Viasat Inc *		1,600		80
Visa Inc, Cl A		42,966		10,046
VMware Inc, Cl A *(A)		2,094		335
Vontier		3,963		129
Western Digital Corp *		7,892		562
Western Union Co/The		10,700		246
WEX Inc *		1,095		212
Wix.com Ltd *		1,300		378
Workday Inc, Cl A *		4,597		1,098
Xerox Holdings Corp		4,300		101
Xilinx Inc *		6,286		909

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Zebra Technologies Corp, Cl A *		1,347	$	713
Zendesk Inc *		2,952		426
Zoom Video Communications Inc, Cl A *		5,400		2,090
Zscaler Inc *		1,900		411
				289,714
Materials — 2.4%
Air Products and Chemicals Inc		5,615		1,615
Albemarle Corp		2,956		498
Alcoa Corp *		4,700		173
Amcor PLC		40,400		463
AptarGroup Inc		1,700		239
Ardagh Group SA, Cl A		500		12
Ashland Global Holdings Inc		1,400		123
Avery Dennison Corp		2,123		446
Axalta Coating Systems Ltd *		5,400		165
Ball Corp		8,235		667
Berry Global Group Inc *		3,477		227
Celanese Corp, Cl A		2,938		445
CF Industries Holdings Inc		5,437		280
Chemours Co/The		4,200		146
Cleveland-Cliffs Inc *		11,500		248
Corteva Inc		18,734		831
Crown Holdings Inc		3,300		337
Diversey Holdings *		1,300		23
Dow Inc		19,175		1,213
DuPont de Nemours Inc		13,838		1,071
Eagle Materials Inc		1,059		151
Eastman Chemical Co		3,532		412
Ecolab Inc		6,446		1,328
Element Solutions Inc		5,400		126
FMC Corp		3,310		358
Freeport-McMoRan Inc, Cl B		37,502		1,392
Graphic Packaging Holding Co		6,800		123
Huntsman Corp		5,105		135
International Flavors & Fragrances Inc		6,449		963
International Paper Co		10,091		619
Louisiana-Pacific Corp		2,600		157
LyondellBasell Industries NV, Cl A		6,661		685
Martin Marietta Materials Inc, Cl A		1,575		554
Mosaic Co/The		8,900		284
NewMarket Corp		182		59
Newmont Corp		20,770		1,316
Nucor Corp		7,741		743
Olin Corp		3,700		171
Packaging Corp of America		2,427		329
PPG Industries Inc		6,130		1,041
Reliance Steel & Aluminum Co		1,687		255
Royal Gold Inc, Cl A		1,647		188
RPM International Inc		3,300		293
Scotts Miracle-Gro Co/The, Cl A		1,077		207
Sealed Air Corp		4,000		237

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Sherwin-Williams Co/The, Cl A		6,142	$	1,673
Silgan Holdings Inc		2,030		84
Sonoco Products Co		2,600		174
Southern Copper Corp		2,100		135
Steel Dynamics Inc		5,149		307
United States Steel Corp		6,700		161
Valvoline Inc		4,600		149
Vulcan Materials Co		3,439		599
W R Grace & Co *		1,400		97
Westlake Chemical Corp		832		75
Westrock Co		6,700		357
				25,159
Real Estate — 2.9%
Alexandria Real Estate Equities Inc ‡		3,689		671
American Campus Communities Inc ‡		3,600		168
American Homes 4 Rent, Cl A ‡		7,100		276
American Tower Corp, Cl A ‡		11,391		3,077
Americold Realty Trust ‡		6,100		231
Apartment Income Corp ‡		3,865		183
AvalonBay Communities Inc ‡		3,628		757
Boston Properties Inc ‡		4,062		465
Brixmor Property Group Inc ‡		7,600		174
Brookfield Property Inc, Cl A ‡		827		16
Camden Property Trust ‡		2,400		318
CoreSite Realty Corp ‡		1,000		135
Cousins Properties Inc ‡		3,800		140
Crown Castle International Corp ‡		10,821		2,111
CubeSmart ‡		5,000		232
CyrusOne Inc ‡		3,054		218
Digital Realty Trust Inc, Cl A ‡		7,164		1,078
Douglas Emmett Inc ‡		4,300		145
Duke Realty Corp ‡		9,500		450
EPR Properties, Cl A *‡		1,900		100
Equinix Inc ‡		2,275		1,826
Equity LifeStyle Properties Inc ‡		4,500		334
Equity Residential ‡		9,483		730
Essex Property Trust Inc ‡		1,617		485
Extra Space Storage Inc ‡		3,300		541
Federal Realty Investment Trust ‡		1,946		228
First Industrial Realty Trust Inc ‡		3,300		172
Gaming and Leisure Properties Inc ‡		5,610		260
Healthcare Trust of America Inc, Cl A ‡		5,700		152
Healthpeak Properties Inc ‡		13,970		465
Highwoods Properties Inc ‡		2,578		116
Host Hotels & Resorts Inc *‡		18,102		309
Hudson Pacific Properties Inc ‡		3,800		106
Invitation Homes Inc ‡		14,400		537
Iron Mountain Inc ‡		7,300		309
JBG SMITH Properties ‡		3,100		98
Kilroy Realty Corp ‡		3,000		209
Kimco Realty Corp ‡		10,600		221

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Lamar Advertising Co, Cl A ‡		2,200	$	230
Life Storage Inc ‡		1,900		204
Medical Properties Trust Inc ‡		14,835		298
Mid-America Apartment Communities Inc ‡		2,900		488
National Retail Properties Inc ‡		4,500		211
Omega Healthcare Investors Inc ‡		6,045		219
Park Hotels & Resorts Inc *‡		6,000		124
Prologis Inc ‡		18,520		2,214
Public Storage ‡		3,910		1,176
Rayonier Inc ‡		3,400		122
Realty Income Corp ‡		9,681		646
Regency Centers Corp ‡		4,300		275
Rexford Industrial Realty Inc ‡		3,300		188
SBA Communications Corp, Cl A ‡		2,837		904
Simon Property Group Inc ‡		8,435		1,101
SL Green Realty ‡		1,832		147
Spirit Realty Capital Inc ‡		2,878		138
STORE Capital Corp ‡		6,200		214
Sun Communities Inc ‡		2,700		463
UDR Inc ‡		7,600		372
Ventas Inc ‡		9,590		548
VEREIT Inc ‡		5,540		254
VICI Properties Inc ‡		13,694		425
Vornado Realty Trust ‡		4,600		215
Weingarten Realty Investors ‡		3,200		103
Welltower Inc ‡		10,800		897
Weyerhaeuser Co ‡		19,397		668
WP Carey Inc ‡		4,490		335
				31,222
Utilities — 2.3%
AES Corp/The		17,000		443
Alliant Energy Corp		6,421		358
Ameren Corp		6,325		506
American Electric Power Co Inc		12,829		1,085
American Water Works Co Inc		4,727		729
Atmos Energy Corp		3,266		314
Avangrid Inc		1,400		72
Brookfield Renewable, Cl A		3,200		134
CenterPoint Energy Inc		14,655		359
CMS Energy Corp		7,310		432
Consolidated Edison Inc		8,839		634
Dominion Energy Inc		20,302		1,494
DTE Energy Co		5,013		650
Duke Energy Corp		19,452		1,920
Edison International		9,193		532
Entergy Corp		5,189		517
Essential Utilities Inc		5,800		265
Evergy Inc		5,817		352
Eversource Energy		8,898		714
Exelon Corp		25,139		1,114
FirstEnergy Corp		13,900		517

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Hawaiian Electric Industries Inc		2,800	$	118
IDACORP Inc, Cl A		1,300		127
MDU Resources Group Inc		5,000		157
National Fuel Gas Co		2,200		115
NextEra Energy Inc		49,935		3,659
NiSource Inc		9,800		240
NRG Energy Inc		6,400		258
OGE Energy Corp		5,200		175
PG&E Corp *		38,006		387
Pinnacle West Capital Corp		2,900		238
PPL Corp		20,003		560
Public Service Enterprise Group Inc		13,080		781
Sempra Energy		7,814		1,035
Southern Co/The		27,262		1,650
UGI Corp		5,430		251
Vistra Corp		12,469		231
WEC Energy Group Inc		8,184		728
Xcel Energy Inc		13,590		895
				24,746
Total Common Stock (Cost $720,011) ($ Thousands)				1,048,278
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.030% **†(C)		643,754		644
Total Affiliated Partnership (Cost $644) ($ Thousands)				644
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		11,476,294		11,476
Total Cash Equivalent (Cost $11,476) ($ Thousands)				11,476
Total Investments in Securities — 100.0% (Cost $732,131) ($ Thousands)			$	1,060,398

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Large Cap Index Fund (Concluded)

A list of the open futures contracts held by the Fund at June 30, 2021 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		55		Sep-2021	$	11,647	$	11,794	$	147
S&P Mid Cap 400 Index E-MINI		3		Sep-2021		812		808		(4)
					$	12,459	$	12,602	$	143

Percentages are based on Net Assets of $1,060,362 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $1,291 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $113 ($ Thousands), or 0.0% of the Net Assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $644 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,048,278			–		–		1,048,278
Affiliated Partnership		–			644		–		644
Cash Equivalent		11,476			–		–		11,476
Total Investments in Securities		1,059,754			644		–		1,060,398
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		147			–		–		147
Unrealized Depreciation		(4	)		–		–		(4	)
Total Other Financial Instruments		143			–		–		143

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Investment Co	$     127	$       24	$            —	$ —	$ 29	$      180	2,900	$  2	$  —
SEI Liquidity Fund, L.P.	924	4,298	(4,578)	—	—	644	643,754	7	—
SEI Daily Income Trust, Government Fund, Cl F	14,553	137,381	(140,458)	—	—	11,476	11,476,294	1	—
Totals	$15,604	$141,703	$  (145,036)	$ —	$ 29	$ 12,300		$ 10	$  —

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

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Large Cap Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 5.7%
Alphabet Inc, Cl A *		26,214	$	64,009
Alphabet Inc, Cl C *		22,848		57,264
AT&T Inc		308,751		8,886
BCE Inc (A)		440,518		21,726
Charter Communications Inc, Cl A *		14,857		10,719
Comcast Corp, Cl A		121,805		6,945
Electronic Arts Inc		48,975		7,044
Facebook Inc, Cl A *		135,757		47,204
Lumen Technologies Inc		162,240		2,205
Omnicom Group Inc		97,998		7,839
TEGNA Inc		153,973		2,889
Verizon Communications Inc		144,030		8,070
ViacomCBS Inc, Cl B		300,000		13,560
Walt Disney Co/The *		22,000		3,867
				262,227
Consumer Discretionary — 11.9%
Amazon.com Inc, Cl A *		18,448		63,464
AutoZone Inc *		16,513		24,641
Best Buy Co Inc		186,465		21,440
Booking Holdings Inc *		2,537		5,551
BorgWarner Inc		196,841		9,555
Brinker International Inc *		141,821		8,771
Carnival Corp *		357,842		9,433
Darden Restaurants Inc		3,127		456
Dick’s Sporting Goods Inc		133,982		13,424
Dollar General Corp		222,711		48,192
Domino’s Pizza Inc		16,892		7,880
DR Horton Inc		16,198		1,464
eBay Inc		127,055		8,921
Foot Locker Inc, Cl A		65,687		4,048
General Motors Co *		72,158		4,270
Genuine Parts Co		98,621		12,473
Goodyear Tire & Rubber Co/The *		406,438		6,970
Harley-Davidson Inc, Cl A		88,020		4,033
Home Depot Inc/The		28,380		9,050
L Brands Inc		16,235		1,170
Lear Corp		89,362		15,663
Lowe’s Cos Inc		328,236		63,668
Magna International Inc, Cl A		19,822		1,836
NIKE Inc, Cl B		357,743		55,268
O’Reilly Automotive Inc *		1,906		1,079
PulteGroup Inc		251,522		13,726
Ross Stores Inc		218,925		27,147
Royal Caribbean Cruises Ltd *		71,822		6,125
Starbucks Corp		68,046		7,608
Target Corp, Cl A		185,748		44,903
TJX Cos Inc/The		374,562		25,253
TopBuild Corp *		51,115		10,109
Whirlpool Corp		59,551		12,983

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Yum China Holdings Inc		52,847	$	3,501
				554,075
Consumer Staples — 8.4%
Altria Group Inc		561,690		26,782
Archer-Daniels-Midland Co		50,878		3,083
Coca-Cola Co/The		123,765		6,697
Colgate-Palmolive Co		28,059		2,283
Conagra Brands Inc		429,158		15,613
Constellation Brands Inc, Cl A		10,975		2,567
Costco Wholesale Corp		20,685		8,184
Diageo PLC ADR		73,341		14,059
Estee Lauder Cos Inc/The, Cl A		35,000		11,133
Hershey Co/The		26,426		4,603
Ingredion Inc		43,398		3,927
J M Smucker Co/The		115,422		14,955
Kimberly-Clark Corp		101,362		13,560
Kraft Heinz Co/The		115,076		4,693
Kroger Co/The		924,655		35,423
Lamb Weston Holdings Inc		16,377		1,321
Molson Coors Beverage Co, Cl B *		248,427		13,338
Mondelez International Inc, Cl A		24,475		1,528
Monster Beverage Corp *		55,061		5,030
PepsiCo Inc		209,241		31,003
Philip Morris International Inc		469,703		46,552
Procter & Gamble Co/The		233,806		31,547
Sysco Corp, Cl A		34,252		2,663
TreeHouse Foods Inc *		82,410		3,669
Tyson Foods Inc, Cl A		253,116		18,670
Unilever PLC ADR		731,480		42,792
Walgreens Boots Alliance Inc		303,967		15,992
Walmart Inc		80,528		11,356
				393,023
Energy — 2.7%
BP PLC ADR		82,387		2,177
Cabot Oil & Gas Corp		114,860		2,005
Canadian Natural Resources Ltd		293,668		10,654
Chevron Corp		264,554		27,709
ConocoPhillips		244,083		14,865
Devon Energy Corp		743,505		21,703
Exxon Mobil Corp		129,439		8,165
HollyFrontier Corp		40,846		1,344
Marathon Petroleum Corp		154,884		9,358
Phillips 66		134,090		11,508
Valero Energy Corp		173,346		13,535
				123,023
Financials — 17.7%
Aflac Inc		136,144		7,306
Allstate Corp/The		59,438		7,753
American Financial Group Inc/OH		11,100		1,385
Ameriprise Financial Inc		82,444		20,519

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Assurant Inc		36,000	$	5,622
Assured Guaranty Ltd		31,872		1,513
Bank of America Corp		1,550,747		63,937
Berkshire Hathaway Inc, Cl B *		93,247		25,915
Capital One Financial Corp		43,778		6,772
CBRE Group Inc, Cl A *		41,173		3,530
Charles Schwab Corp/The		175,722		12,794
Chubb Ltd		5,473		870
CIT Group Inc		20,961		1,081
Citigroup Inc		379,987		26,884
Citizens Financial Group Inc		326,590		14,981
CME Group Inc		77,815		16,550
Comerica Inc		244,889		17,470
Discover Financial Services		126,480		14,961
Everest Re Group Ltd		38,172		9,620
FactSet Research Systems Inc		11,209		3,762
Fifth Third Bancorp		589,594		22,540
First Hawaiian Inc		217,387		6,161
First Republic Bank/CA		78,000		14,599
Goldman Sachs Group Inc/The		21,644		8,215
Hartford Financial Services Group Inc/The		66,936		4,148
Intercontinental Exchange Inc		58,438		6,937
JPMorgan Chase & Co		474,451		73,796
KeyCorp		778,006		16,066
KKR & Co Inc		193,080		11,438
Lincoln National Corp		232,070		14,583
Markel Corp *		6,940		8,236
Marsh & McLennan Cos Inc		138,328		19,460
Moody’s Corp		263,689		95,553
Morgan Stanley		311,935		28,601
MSCI Inc, Cl A		91,938		49,010
Navient Corp		263,511		5,094
PNC Financial Services Group Inc/The		46,966		8,959
Popular Inc		125,661		9,431
Progressive Corp/The		44,272		4,348
Prudential Financial Inc		17,700		1,814
Regions Financial Corp		599,114		12,090
S&P Global Inc		18,482		7,586
SLM Corp		230,135		4,819
State Street Corp		149,070		12,265
T Rowe Price Group Inc		24,474		4,845
Travelers Cos Inc/The		119,703		17,921
Truist Financial Corp		231,092		12,825
Two Harbors Investment Corp ‡(A)		687,049		5,194
Unum Group		271,856		7,721
US Bancorp		573,724		32,685
Voya Financial Inc		156,840		9,646
Wells Fargo & Co		92,870		4,206

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Zions Bancorp NA		374,800	$	19,812
				823,829
Health Care — 14.6%
Abbott Laboratories		84,496		9,796
AbbVie Inc		92,048		10,368
Alexion Pharmaceuticals Inc *		57,862		10,630
AmerisourceBergen Corp, Cl A		137,635		15,758
Amgen Inc, Cl A		145,948		35,575
Anthem Inc		10,844		4,140
Baxter International Inc		63,282		5,094
Becton Dickinson and Co		113,758		27,665
Biogen Inc *		35,657		12,347
Bristol-Myers Squibb Co		212,508		14,200
Cardinal Health Inc		72,515		4,140
Centene Corp *		30,902		2,254
Cigna Corp		27,340		6,481
CVS Health Corp		379,134		31,635
DaVita Inc *		31,137		3,750
Edwards Lifesciences Corp, Cl A *		61,914		6,412
Eli Lilly and Co		110,545		25,372
Gilead Sciences Inc		120,443		8,294
HCA Healthcare Inc		109,165		22,569
Horizon Therapeutics PLC *		73,523		6,885
Humana Inc		22,738		10,067
IDEXX Laboratories Inc *		41,683		26,325
Intuitive Surgical Inc *		7,669		7,053
Jazz Pharmaceuticals PLC *		6,090		1,082
Johnson & Johnson		633,113		104,299
McKesson Corp		12,923		2,471
Medtronic PLC		127,025		15,768
Merck & Co Inc		605,640		47,101
Mettler-Toledo International Inc *		28,371		39,303
Novartis AG ADR		180,437		16,463
Novo Nordisk A/S ADR		86,039		7,207
Organon *		60,564		1,833
Pfizer Inc		815,680		31,942
Teleflex Inc		36,000		14,464
United Therapeutics Corp *		38,304		6,872
UnitedHealth Group Inc		167,008		66,877
Veeva Systems Inc, Cl A *		18,537		5,764
Vertex Pharmaceuticals Inc *		4,067		820
Viatris Inc, Cl W *		87,616		1,252
Zoetis Inc, Cl A		63,768		11,884
				682,212
Industrials — 9.2%
3M Co		131,281		26,076
A O Smith Corp		43,114		3,107
AGCO Corp		52,600		6,858
Allison Transmission Holdings Inc		28,724		1,142
Carlisle Cos Inc		6,137		1,175
Carrier Global Corp		357,041		17,352

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Caterpillar Inc, Cl A		32,511	$	7,075
Chart Industries Inc *		52,661		7,705
Cummins Inc		8,214		2,003
Deere & Co		27,326		9,638
Delta Air Lines Inc, Cl A *		128,832		5,573
Eaton Corp PLC		80,365		11,908
FedEx Corp		22,692		6,770
Fortive Corp		96,601		6,737
Graco Inc		542,313		41,053
Honeywell International Inc		61,532		13,497
Huntington Ingalls Industries Inc, Cl A		41,706		8,790
Illinois Tool Works Inc		47,481		10,615
Johnson Controls International PLC		494,338		33,926
L3Harris Technologies Inc		25,220		5,451
Lockheed Martin Corp		15,688		5,936
ManpowerGroup Inc		18,167		2,160
Middleby Corp/The *		100,000		17,326
Northrop Grumman Corp		16,563		6,019
Oshkosh Corp		61,954		7,722
Otis Worldwide Corp		149,373		12,214
PACCAR Inc		43,000		3,838
Raytheon Technologies Corp		247,761		21,136
Robert Half International Inc		25,692		2,286
Roper Technologies Inc		56,426		26,532
Siemens AG ADR		311,780		24,830
Southwest Airlines Co, Cl A *		86,460		4,590
SPX Corp *		148,826		9,090
Stanley Black & Decker Inc		20,000		4,100
Textron Inc		190,528		13,103
Timken Co/The		112,333		9,053
TransDigm Group Inc *		3,103		2,009
United Parcel Service Inc, Cl B		10,520		2,188
Waste Management Inc		18,232		2,554
WW Grainger Inc		64,211		28,124
				431,261
Information Technology — 20.4%
Adobe Inc *		132,912		77,839
Amphenol Corp, Cl A		104,624		7,157
Analog Devices Inc		99,044		17,051
Apple Inc		932,824		127,760
Applied Materials Inc		148,944		21,210
Arista Networks Inc *		26,270		9,518
ASML Holding NV, Cl G		12,522		8,651
Broadcom Inc		17,131		8,169
Cisco Systems Inc/Delaware		498,298		26,410
Citrix Systems Inc		44,716		5,244
Cognizant Technology Solutions Corp, Cl A		8,912		617
Corning Inc, Cl B		234,159		9,577
Crowdstrike Holdings Inc, Cl A *		16,348		4,108
Dropbox Inc, Cl A *		83,470		2,530
F5 Networks Inc, Cl A *		53,596		10,004

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Hewlett Packard Enterprise Co		307,307	$	4,480
HP Inc		480,394		14,503
Intel Corp		571,741		32,098
International Business Machines Corp		6,932		1,016
Intuit Inc		156,005		76,469
Juniper Networks Inc		7,046		193
Keysight Technologies Inc *		96,705		14,932
Lam Research Corp		10,701		6,963
Marvell Technology		208,440		12,158
Mastercard Inc, Cl A		175,853		64,202
Microchip Technology Inc		289,399		43,335
Micron Technology Inc *		156,515		13,301
Microsoft Corp		486,353		131,753
Motorola Solutions Inc		22,111		4,795
NetApp Inc		45,929		3,758
Oracle Corp, Cl B		512,747		39,912
Qorvo Inc *		23,736		4,644
QUALCOMM Inc		67,431		9,638
salesforce.com Inc *		15,984		3,904
SAP SE ADR		7,111		999
Seagate Technology Holdings		112,151		9,862
ServiceNow Inc *		12,689		6,973
Texas Instruments Inc		44,297		8,518
VeriSign Inc *		91,384		20,807
Visa Inc, Cl A		275,684		64,460
Vishay Intertechnology Inc		240,771		5,429
Vontier		27,948		911
Western Digital Corp *		33,750		2,402
Xerox Holdings Corp		253,986		5,966
Zendesk Inc *		29,165		4,210
				948,436
Materials — 5.2%
Air Products and Chemicals Inc		26,733		7,691
Cabot Corp		119,095		6,780
Celanese Corp, Cl A		28,298		4,290
Corteva Inc		64,004		2,839
Domtar Corp *		35,648		1,959
Dow Inc		247,495		15,661
DuPont de Nemours Inc		43,599		3,375
Eastman Chemical Co		165,233		19,291
Ecolab Inc		83,739		17,248
Freeport-McMoRan Inc, Cl B		92,059		3,416
Huntsman Corp		531,983		14,108
Ingevity Corp *		14,131		1,150
International Paper Co		135,045		8,280
Linde PLC		123,959		35,836
LyondellBasell Industries NV, Cl A		74,826		7,697
Newmont Corp		98,126		6,219
O-I Glass Inc, Cl I *		451,358		7,371
Reliance Steel & Aluminum Co		18,766		2,832
Sherwin-Williams Co/The, Cl A		199,665		54,399

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Steel Dynamics Inc		349,887	$	20,853
Westrock Co		27,405		1,458
				242,753
Real Estate — 2.0%
American Tower Corp, Cl A ‡		101,757		27,489
Brandywine Realty Trust ‡		24,300		333
Crown Castle International Corp ‡		40,644		7,930
Diversified Healthcare Trust ‡		636,083		2,659
Equinix Inc ‡		1,986		1,594
Equity Commonwealth *‡		207,840		5,445
Healthpeak Properties Inc ‡		502,660		16,733
Invitation Homes Inc ‡		28,203		1,052
Public Storage ‡		4,106		1,235
SBA Communications Corp, Cl A ‡		25,216		8,036
Service Properties Trust ‡		461,799		5,819
Welltower Inc ‡		146,710		12,191
				90,516
Utilities — 1.3%
Ameren Corp		65,226		5,221
American Electric Power Co Inc		57,553		4,868
Duke Energy Corp		95,212		9,399
Edison International		40,300		2,330
Exelon Corp		317,795		14,082
NextEra Energy Inc		221,528		16,234
PPL Corp		241,001		6,741

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
UGI Corp		29,973	$	1,388
Vistra Corp		40,284		747
				61,010
Total Common Stock (Cost $1,652,612) ($ Thousands)				4,612,365
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
0.030% **†(B)		19,926,967		19,930
Total Affiliated Partnership (Cost $19,931) ($ Thousands)				19,930
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		42,084,636		42,085
Total Cash Equivalent (Cost $42,085) ($ Thousands)				42,085
Total Investments in Securities — 100.4% (Cost $1,714,628) ($ Thousands)			$	4,674,380

A list of the open futures contracts held by the Fund at June 30, 2021, 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		152		Sep-2021	$	32,024	$	32,593	$	569
S&P Mid Cap 400 Index E-MINI		7		Sep-2021		1,863		1,884		21
					$	33,887	$	34,477	$	590

Percentages are based on Net Assets of $4,657,052 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $19,444 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $19,930 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

Ser — Series

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1     ($)		Level 2     ($)		Level 3     ($)		Total     ($)
Common Stock		4,612,365		–		–		4,612,365
Affiliated Partnership		–		19,930		–		19,930
Cash Equivalent		42,085		–		–		42,085
Total Investments in Securities		4,654,450		19,930		–		4,674,380

Other Financial Instruments	Level 1     ($)		Level 2     ($)		Level 3     ($)		Total     ($)
Futures Contracts *
Unrealized Appreciation		590		–		–		590
Total Other Financial Instruments		590		–		–		590

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Large Cap Fund (Concluded)

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	9/30/2020	Purchases at   Cost	Proceeds from  Sales	Realized Gain/ (Loss)	Change in Unrealized   Appreciation/   (Depreciation)	Value   6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 48,578	$ 256,903	$ (285,560)	$ 9	$ —	$ 19,930	19,926,967	$ 63	$ —
SEI Daily Income Trust, Government Fund, Cl F	21,668	433,241	(412,824)	—	—	42,085	42,084,636	2	—
Totals	$ 70,246	$ 690,144	$ (698,384)	$ 9	$ —	$ 62,015		$ 65	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 99.2%
Communication Services — 11.1%
Activision Blizzard Inc		21,190	$	2,022
Alphabet Inc, Cl A *		8,200		20,023
Alphabet Inc, Cl C *		7,760		19,449
AT&T Inc		194,293		5,592
Charter Communications Inc, Cl A *		3,753		2,708
Comcast Corp, Cl A		124,596		7,104
Discovery Inc, Cl A *(A)		4,500		138
Discovery Inc, Cl C *		8,096		235
DISH Network Corp, Cl A *		6,738		282
Electronic Arts Inc		7,778		1,119
Facebook Inc, Cl A *		65,313		22,710
Fox Corp		13,219		482
Interpublic Group of Cos Inc/The		10,601		344
Live Nation Entertainment Inc *		3,900		342
Lumen Technologies Inc		26,970		366
Netflix Inc *		12,069		6,375
News Corp, Cl A		10,675		275
News Corp, Cl B		3,400		83
Omnicom Group Inc		5,904		472
Take-Two Interactive Software Inc, Cl A *		3,100		549
T-Mobile US Inc *		15,900		2,303
Twitter Inc *		21,700		1,493
Verizon Communications Inc		112,796		6,320
ViacomCBS Inc, Cl B		16,121		729
Walt Disney Co/The *		49,493		8,699
				110,214
Consumer Discretionary — 12.2%
Advance Auto Parts Inc		1,800		369
Amazon.com Inc, Cl A *		11,680		40,181
Aptiv PLC *		7,321		1,152
AutoZone Inc *		581		867
Best Buy Co Inc		6,054		696
Booking Holdings Inc *		1,120		2,451
BorgWarner Inc		6,500		315
Caesars Entertainment Inc *		5,700		591
CarMax Inc *		4,400		568
Carnival Corp *		21,984		579
Chipotle Mexican Grill Inc, Cl A *		781		1,211
Darden Restaurants Inc		3,518		514
Dollar General Corp		6,381		1,381
Dollar Tree Inc *		6,254		622
Domino’s Pizza Inc		1,064		496
DR Horton Inc		8,958		810
eBay Inc		17,649		1,239
Etsy Inc *		3,400		700
Expedia Group Inc *		3,755		615
Ford Motor Co *		106,570		1,584
Gap Inc/The		5,731		193
Garmin Ltd		4,105		594
General Motors Co *		34,613		2,048

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Genuine Parts Co		3,936	$	498
Hanesbrands Inc		9,800		183
Hasbro Inc		3,496		330
Hilton Worldwide Holdings Inc *		7,600		917
Home Depot Inc/The		28,924		9,224
L Brands Inc		6,427		463
Las Vegas Sands Corp *		8,900		469
Leggett & Platt Inc		3,559		184
Lennar Corp, Cl A		7,516		747
LKQ Corp *		7,600		374
Lowe’s Cos Inc		19,282		3,740
Marriott International Inc/MD, Cl A *		7,224		986
McDonald’s Corp		20,285		4,686
MGM Resorts International		11,300		482
Mohawk Industries Inc *		1,600		307
Newell Brands Inc, Cl B		10,555		290
NIKE Inc, Cl B		34,723		5,364
Norwegian Cruise Line Holdings Ltd *		9,900		291
NVR Inc *		96		477
O’Reilly Automotive Inc *		1,918		1,086
Penn National Gaming Inc *		4,100		314
Pool Corp		1,100		504
PulteGroup Inc		7,199		393
PVH Corp *		1,959		211
Ralph Lauren Corp, Cl A		1,305		154
Ross Stores Inc		9,736		1,207
Royal Caribbean Cruises Ltd *		6,000		512
Starbucks Corp		32,087		3,588
Tapestry Inc *		7,519		327
Target Corp, Cl A		13,428		3,246
Tesla Inc *		21,034		14,297
TJX Cos Inc/The		32,786		2,210
Tractor Supply Co		3,180		592
Ulta Beauty Inc *		1,447		500
Under Armour Inc, Cl A *		5,305		112
Under Armour Inc, Cl C *		5,149		96
VF Corp		8,765		719
Whirlpool Corp		1,712		373
Wynn Resorts Ltd *		2,900		355
Yum! Brands Inc		8,170		940
				121,524
Consumer Staples — 5.8%
Altria Group Inc		50,373		2,402
Archer-Daniels-Midland Co		15,275		926
Brown-Forman Corp, Cl B		5,065		380
Campbell Soup Co		5,584		254
Church & Dwight Co Inc		6,700		571
Clorox Co/The		3,442		619
Coca-Cola Co/The		105,649		5,717
Colgate-Palmolive Co		22,995		1,871
Conagra Brands Inc		13,265		483

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Constellation Brands Inc, Cl A		4,607	$	1,077
Costco Wholesale Corp		12,036		4,762
Estee Lauder Cos Inc/The, Cl A		6,243		1,986
General Mills Inc		16,686		1,017
Hershey Co/The		4,012		699
Hormel Foods Corp		7,708		368
J M Smucker Co/The		2,953		382
Kellogg Co		6,967		448
Kimberly-Clark Corp		9,203		1,231
Kraft Heinz Co/The		17,808		726
Kroger Co/The		20,536		787
Lamb Weston Holdings Inc		4,000		323
McCormick & Co Inc/MD		6,832		603
Molson Coors Beverage Co, Cl B *		5,251		282
Mondelez International Inc, Cl A		38,220		2,386
Monster Beverage Corp *		10,154		928
PepsiCo Inc		37,659		5,580
Philip Morris International Inc		42,387		4,201
Procter & Gamble Co/The		66,645		8,992
Sysco Corp, Cl A		13,820		1,074
Tyson Foods Inc, Cl A		8,103		598
Walgreens Boots Alliance Inc		19,657		1,034
Walmart Inc		37,356		5,268
				57,975
Energy — 2.8%
APA		10,400		225
Baker Hughes Co, Cl A		20,049		458
Cabot Oil & Gas Corp		11,113		194
Chevron Corp		52,578		5,507
ConocoPhillips		36,690		2,234
Devon Energy Corp		16,313		476
Diamondback Energy Inc, Cl A		5,000		469
EOG Resources Inc		15,946		1,331
Exxon Mobil Corp		115,346		7,276
Halliburton Co		24,342		563
Hess Corp		7,375		644
Kinder Morgan Inc		52,882		964
Marathon Oil Corp		21,456		293
Marathon Petroleum Corp		17,760		1,073
NOV Inc *		10,468		160
Occidental Petroleum Corp		22,862		715
ONEOK Inc		12,109		674
Phillips 66		11,860		1,018
Pioneer Natural Resources Co		6,304		1,025
Schlumberger NV, Cl A		38,100		1,220
Valero Energy Corp		11,221		876
Williams Cos Inc/The		32,969		875
				28,270
Financials — 11.3%
Aflac Inc		17,234		925
Allstate Corp/The		8,159		1,064

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
American Express Co		17,732	$	2,930
American International Group Inc		23,535		1,120
Ameriprise Financial Inc		3,184		792
Aon PLC, Cl A		6,129		1,463
Arthur J Gallagher & Co		5,349		749
Assurant Inc		1,605		251
Bank of America Corp		205,445		8,470
Bank of New York Mellon Corp/The		22,099		1,132
Berkshire Hathaway Inc, Cl B *		51,647		14,354
BlackRock Inc		3,903		3,415
Capital One Financial Corp		12,255		1,896
Cboe Global Markets Inc		2,900		345
CBRE Group Inc, Cl A *		9,209		789
Charles Schwab Corp/The		40,836		2,973
Chubb Ltd		12,239		1,945
Cincinnati Financial Corp		4,083		476
Citigroup Inc		56,251		3,980
Citizens Financial Group Inc		11,500		528
CME Group Inc		9,812		2,087
Comerica Inc		3,792		271
Discover Financial Services		8,330		985
Everest Re Group Ltd		1,037		261
Fifth Third Bancorp		19,411		742
First Republic Bank/CA		4,759		891
Franklin Resources Inc		7,550		241
Globe Life Inc		2,639		251
Goldman Sachs Group Inc/The		9,282		3,523
Hartford Financial Services Group Inc/The		9,786		606
Huntington Bancshares Inc/OH		40,314		575
Intercontinental Exchange Inc		15,305		1,817
Invesco Ltd		10,500		281
JPMorgan Chase & Co		82,449		12,824
KeyCorp		26,383		545
Lincoln National Corp		4,998		314
Loews Corp		6,262		342
M&T Bank Corp		3,525		512
MarketAxess Holdings Inc		1,000		464
Marsh & McLennan Cos Inc		13,859		1,950
MetLife Inc		20,239		1,211
Moody’s Corp		4,363		1,581
Morgan Stanley		40,504		3,714
MSCI Inc, Cl A		2,200		1,173
Nasdaq Inc, Cl A		3,100		545
Northern Trust Corp		5,709		660
People’s United Financial Inc		11,400		195
PNC Financial Services Group Inc/The		11,584		2,210
Principal Financial Group Inc, Cl A		6,957		440
Progressive Corp/The		15,985		1,570
Prudential Financial Inc		10,666		1,093
Raymond James Financial Inc		3,339		434
Regions Financial Corp		26,363		532
S&P Global Inc		6,551		2,689

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
State Street Corp		9,445	$	777
SVB Financial Group, Cl B *		1,500		835
Synchrony Financial		14,863		721
T Rowe Price Group Inc		6,193		1,226
Travelers Cos Inc/The		6,856		1,026
Truist Financial Corp		36,796		2,042
Unum Group		5,661		161
US Bancorp		36,923		2,104
W R Berkley Corp		3,800		283
Wells Fargo & Co		112,615		5,100
Willis Towers Watson PLC		3,521		810
Zions Bancorp NA		4,560		241
				112,452
Health Care — 12.9%
Abbott Laboratories		48,299		5,599
AbbVie Inc		48,150		5,424
ABIOMED Inc *		1,200		375
Agilent Technologies Inc		8,315		1,229
Alexion Pharmaceuticals Inc *		6,000		1,102
Align Technology Inc *		1,978		1,209
AmerisourceBergen Corp, Cl A		3,996		457
Amgen Inc, Cl A		15,622		3,808
Anthem Inc		6,678		2,550
Baxter International Inc		13,735		1,106
Becton Dickinson and Co		7,921		1,926
Biogen Inc *		4,106		1,422
Bio-Rad Laboratories Inc, Cl A *		600		387
Boston Scientific Corp *		38,612		1,651
Bristol-Myers Squibb Co		60,797		4,062
Cardinal Health Inc		7,959		454
Catalent Inc *		4,700		508
Centene Corp *		15,908		1,160
Cerner Corp		8,200		641
Charles River Laboratories International Inc *		1,300		481
Cigna Corp		9,369		2,221
Cooper Cos Inc/The, Cl A		1,357		538
CVS Health Corp		35,776		2,985
Danaher Corp, Cl A		17,284		4,638
DaVita Inc *		1,905		229
DENTSPLY SIRONA Inc		6,009		380
Dexcom Inc *		2,648		1,131
Edwards Lifesciences Corp, Cl A *		16,949		1,755
Eli Lilly and Co		21,663		4,972
Gilead Sciences Inc		34,284		2,361
HCA Healthcare Inc		7,205		1,490
Henry Schein Inc *		3,900		289
Hologic Inc *		7,100		474
Humana Inc		3,514		1,556
IDEXX Laboratories Inc *		2,347		1,482
Illumina Inc *		4,000		1,893

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Incyte Corp *		5,100	$	429
Intuitive Surgical Inc *		3,219		2,960
IQVIA Holdings Inc *		5,200		1,260
Johnson & Johnson		71,676		11,808
Laboratory Corp of America Holdings *		2,663		735
McKesson Corp		4,290		820
Medtronic PLC		36,672		4,552
Merck & Co Inc		68,976		5,364
Mettler-Toledo International Inc *		650		900
Organon *		6,917		209
PerkinElmer Inc		3,040		469
Perrigo Co PLC		3,704		170
Pfizer Inc		151,956		5,951
Quest Diagnostics Inc		3,624		478
Regeneron Pharmaceuticals Inc *		2,871		1,604
ResMed Inc		3,990		984
STERIS PLC		2,689		555
Stryker Corp		8,925		2,318
Teleflex Inc		1,273		512
Thermo Fisher Scientific Inc		10,709		5,402
UnitedHealth Group Inc		25,708		10,295
Universal Health Services Inc, Cl B		2,100		308
Vertex Pharmaceuticals Inc *		7,081		1,428
Viatris Inc, Cl W *		32,757		468
Waters Corp *		1,647		569
West Pharmaceutical Services Inc		2,000		718
Zimmer Biomet Holdings Inc		5,622		904
Zoetis Inc, Cl A		12,946		2,413
				128,528
Industrials — 8.4%
3M Co		15,776		3,134
A O Smith Corp		3,700		267
Alaska Air Group Inc *		3,400		205
Allegion PLC		2,470		344
American Airlines Group Inc *		17,509		371
AMETEK Inc		6,300		841
Boeing Co/The *		14,977		3,588
Carrier Global Corp		22,244		1,081
Caterpillar Inc, Cl A		14,834		3,228
CH Robinson Worldwide Inc		3,705		347
Cintas Corp		2,368		905
Copart Inc *		5,700		751
CSX Corp		61,956		1,988
Cummins Inc		3,998		975
Deere & Co		8,542		3,013
Delta Air Lines Inc, Cl A *		17,513		758
Dover Corp		3,937		593
Eaton Corp PLC		10,808		1,602
Emerson Electric Co		16,415		1,580
Equifax Inc		3,330		798
Expeditors International of Washington Inc		4,661		590

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Fastenal Co, Cl A		15,618	$	812
FedEx Corp		6,665		1,988
Fortive Corp		9,287		648
Fortune Brands Home & Security Inc		3,800		379
Generac Holdings Inc *		1,700		706
General Dynamics Corp		6,259		1,178
General Electric Co		239,509		3,224
Honeywell International Inc		18,877		4,141
Howmet Aerospace Inc *		10,578		365
Huntington Ingalls Industries Inc, Cl A		1,098		231
IDEX Corp		2,100		462
IHS Markit Ltd		10,200		1,149
Illinois Tool Works Inc		7,865		1,758
Ingersoll Rand Inc *		10,233		499
Jacobs Engineering Group Inc		3,504		467
JB Hunt Transport Services Inc		2,251		367
Johnson Controls International PLC		19,599		1,345
Kansas City Southern		2,500		708
L3Harris Technologies Inc		5,609		1,212
Lockheed Martin Corp		6,676		2,526
Masco Corp		7,084		417
Nielsen Holdings PLC		9,700		239
Norfolk Southern Corp		6,830		1,813
Northrop Grumman Corp		4,087		1,485
Old Dominion Freight Line Inc, Cl A		2,600		660
Otis Worldwide Corp		10,922		893
PACCAR Inc		9,467		845
Parker-Hannifin Corp, Cl A		3,471		1,066
Pentair PLC		4,566		308
Quanta Services Inc		3,800		344
Raytheon Technologies Corp		41,351		3,528
Republic Services Inc		5,783		636
Robert Half International Inc		3,132		279
Rockwell Automation Inc		3,130		895
Rollins Inc		6,100		209
Roper Technologies Inc		2,865		1,347
Snap-on Inc		1,453		325
Southwest Airlines Co, Cl A *		16,062		853
Stanley Black & Decker Inc		4,422		906
Teledyne Technologies Inc *		1,251		524
Textron Inc		6,207		427
Trane Technologies PLC		6,504		1,197
TransDigm Group Inc *		1,500		971
Union Pacific Corp		18,074		3,975
United Airlines Holdings Inc *		8,700		455
United Parcel Service Inc, Cl B		19,572		4,070
United Rentals Inc *		2,000		638
Verisk Analytics Inc, Cl A		4,389		767
Waste Management Inc		10,628		1,489
Westinghouse Air Brake Technologies Corp		4,890		402
WW Grainger Inc		1,231		539

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		4,900	$	588
				84,214
Information Technology — 27.2%
Accenture PLC, Cl A		17,311		5,103
Adobe Inc *		13,069		7,654
Advanced Micro Devices Inc *		33,100		3,109
Akamai Technologies Inc *		4,504		525
Amphenol Corp, Cl A		16,318		1,116
Analog Devices Inc		10,071		1,734
ANSYS Inc *		2,400		833
Apple Inc		427,395		58,536
Applied Materials Inc		25,050		3,567
Arista Networks Inc *		1,500		543
Autodesk Inc, Cl A *		5,966		1,741
Automatic Data Processing Inc		11,615		2,307
Broadcom Inc		11,171		5,327
Broadridge Financial Solutions Inc		3,144		508
Cadence Design Systems Inc *		7,600		1,040
CDW Corp/DE		3,800		664
Cisco Systems Inc/Delaware		114,761		6,082
Citrix Systems Inc		3,342		392
Cognizant Technology Solutions Corp, Cl A		14,505		1,005
Corning Inc, Cl B		21,108		863
DXC Technology Co *		6,830		266
Enphase Energy Inc *		3,500		643
F5 Networks Inc, Cl A *		1,628		304
Fidelity National Information Services Inc, Cl B		16,865		2,389
Fiserv Inc, Cl A *		15,920		1,702
FleetCor Technologies Inc *		2,269		581
Fortinet Inc *		3,712		884
Gartner Inc *		2,300		557
Global Payments Inc		8,027		1,505
Hewlett Packard Enterprise Co		35,391		516
HP Inc		32,691		987
Intel Corp		109,997		6,175
International Business Machines Corp		24,348		3,569
Intuit Inc		7,443		3,648
IPG Photonics Corp *		1,000		211
Jack Henry & Associates Inc		2,000		327
Juniper Networks Inc		9,000		246
Keysight Technologies Inc *		5,000		772
KLA Corp		4,177		1,354
Lam Research Corp		3,864		2,514
Leidos Holdings Inc		3,700		374
Mastercard Inc, Cl A		23,836		8,702
Maxim Integrated Products Inc *		7,300		769
Microchip Technology Inc		7,304		1,094
Micron Technology Inc *		30,569		2,598
Microsoft Corp		205,258		55,605
Monolithic Power Systems Inc		1,200		448

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Motorola Solutions Inc		4,589	$	995
NetApp Inc		6,085		498
NortonLifeLock Inc		15,947		434
NVIDIA Corp		17,018		13,616
NXP Semiconductors NV		7,548		1,553
Oracle Corp, Cl B		49,608		3,862
Paychex Inc		8,769		941
Paycom Software Inc *		1,359		494
PayPal Holdings Inc *		32,035		9,337
PTC Inc *		2,900		410
Qorvo Inc *		3,100		606
QUALCOMM Inc		30,754		4,396
salesforce.com Inc *		25,221		6,161
Seagate Technology Holdings		5,500		484
ServiceNow Inc *		5,406		2,971
Skyworks Solutions Inc		4,453		854
Synopsys Inc *		4,107		1,133
TE Connectivity Ltd		9,009		1,218
Teradyne Inc		4,600		616
Texas Instruments Inc		25,103		4,827
Trimble Inc *		6,900		565
Tyler Technologies Inc *		1,100		498
VeriSign Inc *		2,700		615
Visa Inc, Cl A		46,061		10,770
Western Digital Corp *		8,374		596
Western Union Co/The		11,334		260
Xilinx Inc *		6,753		977
Zebra Technologies Corp, Cl A *		1,500		794
				271,870
Materials — 2.6%
Air Products and Chemicals Inc		6,066		1,745
Albemarle Corp		3,200		539
Amcor PLC		42,732		490
Avery Dennison Corp		2,215		466
Ball Corp		8,872		719
Celanese Corp, Cl A		3,052		463
CF Industries Holdings Inc		5,850		301
Corteva Inc		20,273		899
Dow Inc		20,306		1,285
DuPont de Nemours Inc		14,499		1,122
Eastman Chemical Co		3,720		434
Ecolab Inc		6,775		1,395
FMC Corp		3,500		379
Freeport-McMoRan Inc, Cl B		39,809		1,477
International Flavors & Fragrances Inc		6,773		1,012
International Paper Co		10,674		654
Linde PLC		14,157		4,093
LyondellBasell Industries NV, Cl A		7,074		728
Martin Marietta Materials Inc, Cl A		1,719		605
Mosaic Co/The		9,509		303
Newmont Corp		21,825		1,383

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Nucor Corp		8,195	$	786
Packaging Corp of America		2,600		352
PPG Industries Inc		6,442		1,094
Sealed Air Corp		4,128		245
Sherwin-Williams Co/The, Cl A		6,485		1,767
Vulcan Materials Co		3,649		635
Westrock Co		7,284		388
				25,759
Real Estate — 2.5%
Alexandria Real Estate Equities Inc ‡		3,700		673
American Tower Corp, Cl A ‡		12,295		3,321
AvalonBay Communities Inc ‡		3,815		796
Boston Properties Inc ‡		3,900		447
Crown Castle International Corp ‡		11,761		2,295
Digital Realty Trust Inc, Cl A ‡		7,669		1,154
Duke Realty Corp ‡		10,200		483
Equinix Inc ‡		2,439		1,957
Equity Residential ‡		9,344		719
Essex Property Trust Inc ‡		1,800		540
Extra Space Storage Inc ‡		3,645		597
Federal Realty Investment Trust ‡		1,900		223
Healthpeak Properties Inc ‡		14,900		496
Host Hotels & Resorts Inc *‡		19,174		328
Iron Mountain Inc ‡		7,838		332
Kimco Realty Corp ‡		11,613		242
Mid-America Apartment Communities Inc ‡		3,100		522
Prologis Inc ‡		20,220		2,417
Public Storage ‡		4,166		1,253
Realty Income Corp ‡		10,200		681
Regency Centers Corp ‡		4,399		282
SBA Communications Corp, Cl A ‡		2,949		940
Simon Property Group Inc ‡		9,006		1,175
UDR Inc ‡		8,200		402
Ventas Inc ‡		10,232		584
Vornado Realty Trust ‡		4,377		204
Welltower Inc ‡		11,400		947
Weyerhaeuser Co ‡		20,461		704
				24,714
Utilities — 2.4%
AES Corp/The		18,390		479
Alliant Energy Corp		6,900		385
Ameren Corp		6,953		556
American Electric Power Co Inc		13,615		1,152
American Water Works Co Inc		4,900		755
Atmos Energy Corp		3,500		336
CenterPoint Energy Inc		15,185		372
CMS Energy Corp		8,001		473
Consolidated Edison Inc		9,433		676
Dominion Energy Inc		21,968		1,616
DTE Energy Co		5,245		680
Duke Energy Corp		21,016		2,075

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Edison International		10,457	$	605
Entergy Corp		5,526		551
Evergy Inc		6,299		381
Eversource Energy		9,435		757
Exelon Corp		26,655		1,181
FirstEnergy Corp		14,823		552
NextEra Energy Inc		53,380		3,912
NiSource Inc		10,444		256
NRG Energy Inc		6,613		266
Pinnacle West Capital Corp		3,149		258
PPL Corp		20,971		587
Public Service Enterprise Group Inc		13,730		820
Sempra Energy		8,345		1,105
Southern Co/The		28,835		1,745
WEC Energy Group Inc		8,619		767
Xcel Energy Inc		14,636		964
				24,262
Total Common Stock (Cost $261,752) ($ Thousands)				989,782

Description	Shares		Market Value         ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.030% **†(B)		124,738	$	125
Total Affiliated Partnership (Cost $125) ($ Thousands)				125
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		7,540,874		7,541
Total Cash Equivalent (Cost $7,541) ($ Thousands)				7,541
Total Investments in Securities — 99.9% (Cost $269,418) ($ Thousands)			$	997,448

A list of the open futures contracts held by the Fund at June 30, 2021, 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		36		Sep-2021	$	8,046	$	8,149	$	103

Percentages are based on Net Assets of $998,157 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $123 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $125 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		989,782		–		–		989,782
Affiliated Partnership		–		125		–		125
Cash Equivalent		7,541		–		–		7,541
Total Investments in Securities		997,323		125		–		997,448
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		103		–		–		103
Total Other Financial Instruments		103		–		–		103

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

S&P 500 Index Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$    349	$  2,184	$ (2,408)	$ —	$ —	$   125	124,738	$ 3	$ —
SEI Daily Income Trust, Government Fund, Cl F	12,428	65,075	(69,962)	—	—	7,541	7,540,874	1	—
Totals	$ 12,777	$ 67,259	$ (72,370)	$ —	$ —	$ 7,666		$ 4	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 3.4%
Boston Omaha Corp, Cl A *		6,422	$	204
Cable One Inc		914		1,748
Cars.com Inc *		31,960		458
Cinemark Holdings Inc *		222,616		4,886
Cogent Communications Holdings Inc		31,143		2,395
comScore Inc *		41,983		210
Consolidated Communications Holdings Inc *		99,586		875
EverQuote Inc, Cl A *		2,030		66
EW Scripps Co/The, Cl A		38,370		782
Gannett Co Inc *		120,007		659
Hemisphere Media Group Inc, Cl A *		17,492		206
iHeartMedia Inc *		39,000		1,050
Liberty Latin America Ltd, Cl A *		37,990		527
Liberty TripAdvisor Holdings Inc, Cl A *		35,808		146
Lions Gate Entertainment Corp, Cl A *(A)		123,890		2,565
MediaAlpha Inc, Cl A *		8,100		341
MSG Networks Inc *		41,543		606
Nexstar Media Group Inc, Cl A		12,816		1,895
Ooma Inc *		30,733		580
QuinStreet Inc *		66,343		1,233
TEGNA Inc		125,184		2,348
TrueCar Inc *		122,527		692
				24,472
Consumer Discretionary — 17.8%
1-800-Flowers.com Inc, Cl A *		24,760		789
Aaron’s Co Inc/The		60,533		1,936
Abercrombie & Fitch Co, Cl A *		21,183		984
Academy Sports & Outdoors Inc *		43,499		1,794
Advance Auto Parts Inc		7,713		1,582
American Axle & Manufacturing Holdings Inc *		22,340		231
American Eagle Outfitters Inc		81,177		3,047
American Outdoor Brands Inc *		24,944		877
American Public Education Inc *		44,088		1,249
America’s Car-Mart Inc/TX *		6,538		927
Beazer Homes USA Inc, Cl A *		55,497		1,071
Biglari Holdings Inc, Cl B *		2,826		451
Bloomin’ Brands Inc *		76,086		2,065
Bluegreen Vacations Holding, Cl A *		8,188		147
Boot Barn Holdings Inc *		21,237		1,785
Boyd Gaming Corp *		8,177		503
Brinker International Inc *		19,077		1,180
Brunswick Corp/DE		20,682		2,060
Buckle Inc/The		16,590		825
Callaway Golf Co *		40,771		1,375
CarParts.com Inc *		32,128		654
Carriage Services Inc		35,589		1,316
Carter’s Inc		24,334		2,511
Cato Corp/The, Cl A		38,430		648

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Century Communities Inc		12,001	$	799
Children’s Place Inc/The *		8,432		785
Churchill Downs Inc		10,551		2,092
Chuy’s Holdings Inc *		15,843		590
Citi Trends Inc *		3,080		268
Conn’s Inc *		16,114		411
Cooper-Standard Holdings Inc *		48,408		1,404
Core-Mark Holding Co Inc, Cl A		34,404		1,548
Cricut, Cl A *		21,705		925
Crocs Inc *		18,652		2,173
Dave & Buster’s Entertainment Inc *		13,076		531
Del Taco Restaurants Inc		29,400		294
Dick’s Sporting Goods Inc		9,496		951
Domino’s Pizza Inc		3,354		1,565
Dorman Products Inc *		9,002		933
El Pollo Loco Holdings Inc *		71,880		1,315
Ethan Allen Interiors Inc		51,380		1,418
Everi Holdings Inc *		39,500		985
Fiesta Restaurant Group Inc *		33,719		453
Fox Factory Holding Corp *		6,795		1,058
Funko Inc, Cl A *		25,334		539
Genesco Inc *		3,350		213
Golden Entertainment Inc *		18,030		808
Goodyear Tire & Rubber Co/The *		41,019		703
Green Brick Partners Inc *		62,685		1,425
GrowGeneration Corp *		14,786		711
Hamilton Beach Brands Holding Co, Cl A		22,141		493
Harley-Davidson Inc, Cl A		15,985		732
Haverty Furniture Cos Inc		33,759		1,444
Hibbett Sports Inc		9,183		823
Hooker Furniture Corp		31,656		1,097
International Game Technology PLC *		33,790		810
Johnson Outdoors Inc, Cl A		4,981		603
KB Home		31,569		1,285
Kontoor Brands Inc		23,516		1,327
Lifetime Brands Inc		16,985		254
Lithia Motors Inc, Cl A		2,130		732
Lovesac Co/The *		9,370		748
Lumber Liquidators Holdings Inc *		34,472		727
M/I Homes Inc *		12,324		723
Marine Products Corp		10,796		167
MarineMax Inc *		6,850		334
MasterCraft Boat Holdings Inc *		33,290		875
Modine Manufacturing Co *		297,162		4,930
Monro Inc		27,257		1,731
Motorcar Parts of America *		8,030		180
Movado Group Inc		26,653		839
Murphy USA Inc		12,912		1,722
Nautilus Inc *		69,409		1,170
Noodles & Co, Cl A *		23,355		291
OneWater Marine, Cl A *		19,514		820
Oxford Industries Inc, Cl A		15,045		1,487

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Papa John’s International Inc, Cl A		6,250	$	653
Party City Holdco *		73,310		684
Pool Corp		4,092		1,877
Red Rock Resorts Inc, Cl A *		19,450		827
Rent-A-Center Inc/TX		9,311		494
Revolve Group Inc, Cl A *		10,484		722
Rocky Brands Inc		30,356		1,688
Scientific Games Corp, Cl A *		24,000		1,859
SeaWorld Entertainment Inc *		24,917		1,244
Shoe Carnival Inc		17,419		1,247
Shutterstock Inc		31,077		3,051
Signet Jewelers Ltd		22,702		1,834
Skechers USA Inc, Cl A *		12,201		608
Skyline Champion Corp *		33,868		1,805
Sonos Inc *		24,110		849
Sportsman’s Warehouse Holdings Inc *		29,999		533
Steven Madden Ltd		37,957		1,661
Superior Group of Cos Inc		13,017		311
Taylor Morrison Home Corp, Cl A *		72,051		1,904
Tenneco Inc, Cl A *		38,460		743
Texas Roadhouse Inc, Cl A		12,394		1,192
Tilly’s Inc, Cl A *		84,239		1,346
Titan International Inc *		78,426		665
Tractor Supply Co		10,594		1,971
Turtle Beach Corp *		27,150		867
Unifi Inc *		84,174		2,050
Urban Outfitters Inc *		63,231		2,606
Vera Bradley Inc *		204,397		2,532
Vista Outdoor Inc *		42,843		1,983
VOXX International Corp, Cl A *		22,827		320
Wingstop Inc, Cl A		6,674		1,052
Winmark Corp		5,092		978
XPEL Inc *		19,490		1,635
YETI Holdings Inc *		8,255		758
Zumiez Inc *		14,742		722
				126,519
Consumer Staples — 4.8%
Beauty Health *		45,437		763
BellRing Brands, Cl A *		24,184		758
Calavo Growers Inc		18,027		1,143
Cal-Maine Foods Inc		13,589		492
Casey’s General Stores Inc		7,207		1,403
Celsius Holdings Inc *		10,845		825
Central Garden & Pet Co, Cl A *		41,919		2,108
Darling Ingredients Inc *		8,966		605
Duckhorn Portfolio *		33,437		738
elf Beauty Inc *		24,595		667
Energizer Holdings Inc		12,878		554
Hain Celestial Group Inc/The *		12,403		497
Hostess Brands Inc, Cl A *		70,345		1,139
Ingles Markets Inc, Cl A		11,860		691

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Ingredion Inc		19,291	$	1,746
Inter Parfums Inc		10,920		786
Lamb Weston Holdings Inc		16,363		1,320
Landec Corp *		13,789		155
Lifevantage Corp *		52,897		389
Medifast Inc		5,205		1,473
MGP Ingredients Inc		16,526		1,118
Natural Grocers by Vitamin Cottage Inc		51,454		553
Pilgrim’s Pride Corp *		159,061		3,528
Sanderson Farms Inc		13,300		2,500
Seneca Foods Corp, Cl A *		16,222		829
SpartanNash Co		30,485		589
Spectrum Brands Holdings Inc		7,779		661
Tejon Ranch Co *		12,089		184
Tootsie Roll Industries Inc		34,701		1,177
TreeHouse Foods Inc *		39,993		1,780
Turning Point Brands Inc		24,577		1,125
Veru Inc *		38,279		309
Village Super Market Inc, Cl A		22,418		527
Weis Markets Inc		22,994		1,188
				34,320
Energy — 4.4%
Antero Resources Corp *		63,607		956
Berry Corp		32,586		219
Bonanza Creek Energy Inc		8,151		384
Cabot Oil & Gas Corp		70,597		1,233
Cactus Inc, Cl A		36,732		1,349
Callon Petroleum *(A)		13,000		750
ChampionX Corp *		35,109		900
Cimarex Energy Co		41,515		3,008
Comstock Resources *		78,260		522
Delek US Holdings Inc *		203,691		4,404
Denbury *		10,604		814
DHT Holdings Inc		25,270		164
Diamondback Energy Inc, Cl A		26,331		2,472
DMC Global Inc *		8,950		503
Helmerich & Payne Inc		25,702		839
HollyFrontier Corp		17,099		562
Kosmos Energy Ltd *		219,000		758
Magnolia Oil & Gas Corp, Cl A *		52,959		828
National Energy Services Reunited Corp *		20,990		299
Oasis Petroleum Inc		17,121		1,721
Ovintiv Inc		54,689		1,721
PDC Energy Inc, Cl A		26,531		1,215
Range Resources Corp *		54,487		913
RPC Inc *		34,660		172
Scorpio Tankers Inc		17,160		378
Select Energy Services Inc, Cl A *		35,152		212
SFL Corp Ltd		70,350		538
SM Energy Co		29,500		727
Solaris Oilfield Infrastructure Inc, Cl A		17,980		175

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Southwestern Energy Co *		145,344	$	824
Talos Energy Inc *		11,294		177
Texas Pacific Land Corp		340		544
W&T Offshore Inc *		263,280		1,277
				31,558
Financials — 17.8%
Affiliated Managers Group Inc		5,632		868
Amalgamated Financial Corp		21,600		338
Amerant Bancorp Inc, Cl A *		9,566		204
American Equity Investment Life Holding Co		95,399		3,083
Argo Group International Holdings Ltd		27,258		1,413
Arrow Financial Corp		5,962		214
Atlantic Capital Bancshares Inc *		44,103		1,123
B Riley Financial Inc		6,551		495
Banco Latinoamericano de Comercio Exterior SA, Cl E		12,680		195
Bank of Marin Bancorp		10,419		332
Bank of NT Butterfield & Son Ltd/The		49,780		1,765
Bank OZK		47,819		2,016
BankUnited Inc		165,899		7,082
Bridgewater Bancshares Inc *		14,250		230
Byline Bancorp Inc		33,668		762
Cadence BanCorp, Cl A		39,992		835
Capital Bancorp Inc *		11,076		226
Carter Bankshares Inc *		30,510		382
Central Pacific Financial Corp		51,361		1,338
Chimera Investment Corp ‡		127,039		1,913
CNO Financial Group Inc		194,221		4,587
Cohen & Steers Inc		18,528		1,521
Community Financial Corp/The		664		23
Cowen Inc, Cl A		13,554		556
Crawford & Co, Cl A		34,040		309
Curo Group Holdings Corp		12,663		215
Customers Bancorp Inc *		40,810		1,591
Donnelley Financial Solutions Inc *		29,171		963
Dynex Capital Inc ‡		79,004		1,474
Enova International Inc *		9,740		333
Equity Bancshares Inc, Cl A *		5,060		154
EZCORP Inc, Cl A *		62,600		377
FactSet Research Systems Inc		3,873		1,300
Farmers National Banc Corp		21,760		337
FB Financial Corp		18,149		677
Financial Institutions Inc		11,356		341
First Bancshares Inc/The		5,573		209
First Citizens BancShares Inc/NC, Cl A		590		491
First Commonwealth Financial Corp		247,850		3,487
First Community Bankshares Inc		46,338		1,383
First Financial Bankshares Inc, Cl A		16,053		789
First Financial Corp/IN		6,440		263
First Horizon Corp		123,883		2,141
First Internet Bancorp		12,619		391

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
First Midwest Bancorp Inc/IL		114,601	$	2,273
First of Long Island Corp/The		13,501		287
Flushing Financial Corp		26,923		577
FNB Corp/PA		466,148		5,748
Globe Life Inc		11,672		1,112
Greenhill & Co Inc		25,637		399
Greenlight Capital Re Ltd, Cl A *		19,430		178
Hamilton Lane Inc, Cl A		10,584		964
Hanmi Financial Corp		17,010		324
Hanover Insurance Group Inc/The, Cl A		13,039		1,769
HarborOne Bancorp Inc		52,402		751
HBT Financial Inc		23,580		410
HCI Group Inc		10,970		1,091
Hercules Capital Inc, Cl A		97,509		1,663
Heritage Commerce Corp		15,911		177
Heritage Insurance Holdings Inc		18,882		162
Home BancShares Inc/AR		73,485		1,814
HomeTrust Bancshares Inc		13,650		381
Independent Bank Corp/MI		24,130		524
Kemper Corp, Cl A		11,870		877
Kennedy-Wilson Holdings Inc		38,859		772
KKR Real Estate Finance Trust Inc ‡		10,389		225
Macatawa Bank Corp		36,993		324
MarketAxess Holdings Inc		1,857		861
Mercantile Bank Corp		7,970		241
Merchants Bancorp/IN		26,583		1,043
Metropolitan Bank Holding Corp *		7,580		456
MGIC Investment Corp		140,582		1,912
Moelis & Co, Cl A		15,602		888
Morningstar Inc, Cl A		5,024		1,292
Newmark Group Inc, Cl A		200,483		2,408
Nicolet Bankshares Inc *		19,536		1,374
OFG Bancorp		92,725		2,051
OneMain Holdings Inc, Cl A		15,027		900
Oportun Financial Corp *		11,720		235
Oppenheimer Holdings Inc, Cl A		6,256		318
Origin Bancorp Inc		25,566		1,085
Pacific Premier Bancorp Inc		21,068		891
PacWest Bancorp		123,661		5,090
PCSB Financial Corp		19,520		355
Peapack-Gladstone Financial Corp		10,530		327
Peoples Bancorp Inc/OH		30,640		908
Pinnacle Financial Partners Inc		30,455		2,689
Piper Sandler Cos		6,519		845
Premier Financial Corp		28,356		806
Prosperity Bancshares Inc		19,957		1,433
Provident Bancorp Inc		14,136		231
Provident Financial Services Inc		35,371		810
Pzena Investment Management Inc, Cl A		33,840		373
RBB Bancorp		22,380		542
Regional Management Corp		6,593		307
Reliant Bancorp Inc		29,617		821

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Selectquote Inc *		24,194	$	466
ServisFirst Bancshares Inc		12,722		865
Signature Bank/New York NY, Cl B		2,471		607
StepStone Group Inc, Cl A		23,155		796
Sterling Bancorp/DE		101,567		2,518
Stewart Information Services Corp		15,435		875
Towne Bank/Portsmouth VA		28,850		878
Trean Insurance Group Inc *		38,976		588
TriCo Bancshares		16,797		715
TriState Capital Holdings Inc *		15,768		321
UMB Financial Corp		8,792		818
Umpqua Holdings Corp		341,369		6,298
United Community Banks Inc/GA		25,347		811
Universal Insurance Holdings Inc		25,070		348
Univest Financial Corp		66,741		1,760
Virtus Investment Partners Inc		3,365		935
Waterstone Financial Inc		58,405		1,148
Watford Holdings Ltd *		9,962		349
Western Alliance Bancorp		25,348		2,354
WisdomTree Investments Inc		28,390		176
World Acceptance Corp *		1,070		171
				126,817
Health Care — 12.0%
Acadia Healthcare Co Inc, Cl A *		11,894		746
Accuray Inc *		67,774		306
Affimed NV *		140,413		1,193
Agenus Inc *		120,937		664
Agiliti *		25,500		558
Albireo Pharma Inc *		7,140		251
Aldeyra Therapeutics Inc *		45,516		516
AMN Healthcare Services Inc *		8,428		817
Amneal Pharmaceuticals Inc *		31,140		159
AnaptysBio Inc *		56,640		1,469
Anavex Life Sciences *(A)		32,550		744
AngioDynamics *		28,000		760
Anika Therapeutics Inc *		14,643		634
Annovis Bio *		9,863		844
Apellis Pharmaceuticals *		12,710		803
Apollo Endosurgery *		102,286		829
Apyx Medical Corp *		18,488		191
Arcturus Therapeutics Holdings Inc *		4,354		147
Arcutis Biotherapeutics *		7,860		215
Atreca Inc, Cl A *		17,261		147
AtriCure Inc *		11,733		931
Avid Bioservices Inc *		16,236		416
Avidity Biosciences Inc *		30,670		758
Axogen Inc *		6,631		143
BioCryst Pharmaceuticals Inc *		49,759		787
BioDelivery Sciences International Inc *		235,710		844
Biohaven Pharmaceutical Holding Co Ltd *		8,481		823
Black Diamond Therapeutics *		30,610		373

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Catalyst Pharmaceuticals Inc *		84,380	$	485
Cerevel Therapeutics Holdings *		19,400		497
Chemed Corp		2,948		1,399
ChromaDex Corp *		16,094		159
Co-Diagnostics Inc *(A)		149,350		1,232
Computer Programs and Systems Inc *		8,980		298
Cross Country Healthcare Inc *		77,374		1,277
Cutera Inc *		21,525		1,055
CytomX Therapeutics Inc *		24,590		156
CytoSorbents Corp *		22,219		168
Denali Therapeutics Inc *		13,051		1,024
Dicerna Pharmaceuticals Inc *		20,966		782
Dynavax Technologies Corp *		38,581		380
Eagle Pharmaceuticals Inc/DE *		22,234		952
Eargo Inc *		18,715		747
Encompass Health Corp		16,829		1,313
Ensign Group Inc/The		23,664		2,051
Envista Holdings Corp *		37,621		1,626
Forma Therapeutics Holdings Inc *		10,220		254
Generation Bio Co *		15,751		424
Harpoon Therapeutics Inc *		27,736		385
Harvard Bioscience *		57,030		475
HealthStream Inc *		17,680		494
Heska Corp *		7,414		1,703
Hookipa Pharma Inc *		19,504		179
Inari Medical Inc *		2,978		278
Innoviva Inc *		57,855		776
Inovalon Holdings Inc, Cl A *		49,109		1,674
Inspire Medical Systems Inc *		3,527		682
Integra LifeSciences Holdings Corp *		17,320		1,182
Intellia Therapeutics Inc *		13,250		2,145
Intercept Pharmaceuticals *		14,445		288
Intra-Cellular Therapies Inc, Cl A *		17,153		700
Invacare Corp *		25,330		204
iRadimed Corp *		8,441		248
KalVista Pharmaceuticals Inc *		10,334		248
Kiniksa Pharmaceuticals Ltd, Cl A *		11,321		158
LeMaitre Vascular Inc		29,208		1,782
Lexicon Pharmaceuticals Inc *		30,230		139
Marinus Pharmaceuticals Inc *		8,057		145
Medpace Holdings Inc *		5,265		930
MeiraGTx Holdings plc *		24,050		373
Meridian Bioscience Inc *		12,984		288
Mirum Pharmaceuticals Inc *		10,716		185
Mustang Bio Inc *		52,838		175
Myriad Genetics Inc *		29,272		895
Neoleukin Therapeutics Inc *		23,680		219
NuVasive Inc *		13,597		922
Omnicell Inc *		6,408		970
OptimizeRx Corp *		14,202		879
OraSure Technologies Inc *		19,523		198
Organogenesis Holdings Inc, Cl A *		43,174		718

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
ORIC Pharmaceuticals Inc *		11,370	$	201
Ortho Clinical Diagnostics Holdings *		37,795		809
Outset Medical Inc *		6,110		305
Owens & Minor Inc		39,370		1,667
Paratek Pharmaceuticals Inc *		20,629		141
PAVmed *(A)		113,526		727
Praxis Precision Medicines Inc *		9,170		168
Precision BioSciences Inc *		17,514		219
Prestige Consumer Healthcare Inc, Cl A *		29,434		1,534
Privia Health Group *		14,200		630
Progyny Inc *		12,200		720
Protagonist Therapeutics Inc *		18,075		811
Prothena Corp PLC *		37,205		1,913
Pulmonx Corp *		9,529		420
Quest Diagnostics Inc		10,534		1,390
Quotient Ltd *		40,424		147
Radius Health Inc *		23,070		421
RadNet *		23,180		781
RAPT Therapeutics Inc *		25,108		798
Rigel Pharmaceuticals Inc *		142,406		618
Rubius Therapeutics Inc *		23,980		585
Scholar Rock Holding Corp *		7,283		210
Select Medical Holdings Corp		50,805		2,147
Shockwave Medical Inc *		10,818		2,052
SIGA Technologies Inc *		57,085		358
Simulations Plus Inc		5,013		275
Spectrum Pharmaceuticals Inc *		100,256		376
STAAR Surgical Co *		11,223		1,712
Stereotaxis Inc *		73,000		704
STERIS PLC		8,637		1,782
Stoke Therapeutics Inc *		4,864		164
Surgery Partners Inc *		12,395		826
Surmodics Inc *		6,790		368
Sutro Biopharma Inc *		19,117		355
Syndax Pharmaceuticals Inc *		8,823		151
Syros Pharmaceuticals Inc *		80,767		440
Tenet Healthcare Corp *		27,115		1,816
Triple-S Management Corp, Cl B *		27,824		620
Utah Medical Products Inc		1,976		168
Vericel Corp *		10,071		529
Viemed Healthcare Inc *		106,934		765
Y-mAbs Therapeutics Inc *		19,246		651
				85,458
Industrials — 16.8%
ABM Industries Inc		33,605		1,490
ACCO Brands Corp		598,902		5,169
Acuity Brands Inc		4,068		761
Advanced Drainage Systems Inc		5,264		614
Air Lease Corp, Cl A		29,423		1,228
Allied Motion Technologies Inc		5,385		186
Altra Industrial Motion Corp		37,504		2,438

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Applied Industrial Technologies Inc, Cl A		7,496	$	683
ArcBest Corp		11,112		647
Atkore Inc *		10,144		720
Atlas Air Worldwide Holdings Inc *		14,900		1,015
Avis Budget Group Inc *		6,261		488
Badger Meter Inc		14,241		1,397
Beacon Roofing Supply Inc *		13,652		727
Brady Corp, Cl A		12,914		724
Builders FirstSource Inc *		17,780		758
BWX Technologies Inc, Cl W		42,253		2,456
CAI International Inc		34,972		1,958
Carlisle Cos Inc		8,325		1,593
CECO Environmental Corp *		27,821		199
Chart Industries Inc *		3,601		527
CIRCOR International Inc *		19,684		642
Clean Harbors Inc *		19,023		1,772
Cornerstone Building Brands Inc *		89,263		1,623
Costamare Inc		16,994		201
Covenant Logistics Group Inc, Cl A *		26,918		557
CRA International Inc		15,976		1,368
Daseke Inc *		36,214		235
Ducommun Inc *		13,275		724
DXP Enterprises Inc/TX *		23,135		770
EMCOR Group Inc		12,323		1,518
Energy Recovery Inc *		52,147		1,188
Enerpac Tool Group Corp, Cl A		28,842		768
Ennis Inc		32,768		705
EnPro Industries Inc		12,839		1,247
Forward Air Corp		16,090		1,444
Franklin Covey Co *		15,530		502
Franklin Electric Co Inc		10,258		827
Genco Shipping & Trading Ltd		8,204		155
Global Industrial		26,848		986
GMS Inc *		14,500		698
Griffon Corp		25,143		644
Harsco Corp *		45,102		921
HC2 Holdings Inc *		63,610		253
Heidrick & Struggles International Inc		10,869		484
Helios Technologies Inc		11,066		864
Herc Holdings Inc *		8,054		903
Herman Miller Inc		15,364		724
Hexcel Corp, Cl A *		18,806		1,173
Hillenbrand Inc		27,841		1,227
Huntington Ingalls Industries Inc, Cl A		8,132		1,714
Huron Consulting Group Inc *		20,582		1,012
Insteel Industries Inc		10,361		333
ITT Inc		20,776		1,903
JetBlue Airways Corp *		186,860		3,136
John Bean Technologies Corp, Cl A		4,002		571
KBR Inc		13,022		497
Kelly Services Inc, Cl A *		23,127		554
Kforce Inc		13,554		853

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Korn Ferry		44,309	$	3,215
Landstar System Inc		9,028		1,427
Lydall Inc *		4,400		266
Manitowoc Co Inc/The *		12,260		300
ManTech International Corp/VA, Cl A		15,671		1,356
Masonite International Corp *		13,627		1,523
MasTec Inc *		5,377		570
Matson Inc		10,918		699
Mesa Air Group Inc *		18,848		176
Middleby Corp/The *		3,150		546
Miller Industries Inc/TN		5,529		218
Montrose Environmental Group Inc *		13,403		719
MRC Global Inc *		63,240		594
MSC Industrial Direct Co Inc, Cl A		20,482		1,838
MYR Group Inc *		8,921		811
NN, Cl A *		210,203		1,545
Nordson Corp		5,490		1,205
Northwest Pipe Co *		15,641		442
nVent Electric PLC		33,135		1,035
Oshkosh Corp		4,731		590
Park Aerospace Corp		43,210		644
Powell Industries Inc		19,339		599
Quanex Building Products Corp		51,092		1,269
Quest Resource Holding *		14,531		92
Regal Beloit		14,978		2,000
Resideo Technologies Inc *		25,239		757
Resources Connection Inc		25,631		368
REV Group Inc		58,145		912
Rexnord Corp		32,701		1,636
Robert Half International Inc		9,438		840
Rush Enterprises Inc, Cl A		17,885		773
Saia Inc *		4,102		859
Shyft Group Inc/The		27,270		1,020
Simpson Manufacturing Co Inc		6,318		698
SiteOne Landscape Supply Inc *		4,368		739
Snap-on Inc		6,265		1,400
SP Plus Corp *		6,803		208
SPX FLOW Inc		30,696		2,003
Standex International Corp		25,008		2,373
Sterling Construction Co Inc *		16,440		397
Team Inc *		68,433		458
Terex Corp		18,547		883
Tetra Tech Inc		11,965		1,460
Textainer Group Holdings Ltd *		53,594		1,810
Triton International Ltd		14,536		761
TrueBlue Inc *		27,708		779
Tutor Perini Corp *		29,600		410
UFP Industries Inc		25,341		1,884
UniFirst Corp/MA		6,169		1,447
Universal Logistics Holdings Inc		7,080		165
Upwork Inc *		13,237		772
US Xpress Enterprises Inc, Cl A *		16,512		142

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Vectrus Inc *		5,700	$	271
Veritiv Corp *		11,420		701
Vertiv Holdings Co, Cl A		29,480		805
Vicor Corp *		7,129		754
Wabash National Corp		32,734		524
WESCO International Inc *		53,431		5,494
Willdan Group Inc *		7,290		274
				119,930
Information Technology — 13.6%
A10 Networks Inc *		126,823		1,428
Alliance Data Systems Corp		30,369		3,164
Alpha & Omega Semiconductor Ltd *		27,783		844
Arlo Technologies *		25,454		172
Asana, Cl A *		13,932		864
AudioCodes Ltd		46,441		1,537
Avid Technology Inc *		53,200		2,083
Belden Inc		21,127		1,068
BM Technologies Inc *		2,934		36
Brightcove Inc *		70,549		1,012
Broadridge Financial Solutions Inc		8,192		1,323
Brooks Automation Inc		15,489		1,476
CACI International Inc, Cl A *		4,866		1,241
Calix Inc *		31,813		1,511
Cambium Networks Corp *		14,256		689
Casa Systems Inc *		83,836		744
Cass Information Systems Inc		4,310		176
ChannelAdvisor Corp *		15,730		386
CMC Materials Inc		9,037		1,362
Cognex Corp		11,179		940
CommScope Holding Co Inc *		39,288		837
CommVault Systems Inc *		22,524		1,761
Comtech Telecommunications Corp		14,910		360
Cornerstone OnDemand Inc *		14,716		759
Digi International Inc *		18,272		367
Digital Turbine Inc *		9,337		710
Domo Inc, Cl B *		21,971		1,776
DoubleVerify Holdings *		15,000		635
DSP Group Inc *		48,070		711
E2open Parent Holdings *		50,500		577
Echo Global Logistics Inc *		20,879		642
eGain Corp *		24,397		280
EMCORE Corp *		72,278		666
ExlService Holdings Inc *		11,047		1,174
Extreme Networks Inc *		78,624		877
FormFactor Inc *		18,097		660
Hackett Group Inc/The		50,097		903
Harmonic Inc, Cl A *		120,951		1,030
I3 Verticals Inc, Cl A *		4,562		138
Ichor Holdings Ltd *		22,969		1,236
Impinj Inc *		3,652		188
Insight Enterprises Inc *		7,470		747

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
International Money Express Inc *		69,817	$	1,037
J2 Global Inc *		31,146		4,284
Jabil Inc		14,506		843
Jack Henry & Associates Inc		7,047		1,152
Kimball Electronics Inc *		8,329		181
KnowBe4, Cl A *(A)		19,500		610
Kulicke & Soffa Industries Inc		9,200		563
Lattice Semiconductor Corp *		14,647		823
Littelfuse Inc		5,823		1,484
Lumentum Holdings Inc *		14,250		1,169
MACOM Technology Solutions Holdings Inc *		25,074		1,607
Manhattan Associates Inc *		5,599		811
MAXIMUS Inc		15,139		1,332
Mitek Systems Inc *		16,716		322
MoneyGram International Inc *		52,704		531
Napco Security Technologies Inc *		15,801		575
NCR Corp *		55,046		2,511
nLight Inc *		31,195		1,132
Nutanix Inc, Cl A *		20,691		791
Olo, Cl A *		18,300		684
Onto Innovation Inc *		8,655		632
Perficient Inc *		10,346		832
Photronics Inc *		181,883		2,403
Power Integrations Inc		21,042		1,727
QAD Inc, Cl A		4,230		368
Rackspace Technology Inc *(A)		89,433		1,754
Rambus Inc *		32,500		771
Ribbon Communications Inc *		51,660		393
Rimini Street Inc *		102,873		634
Rogers Corp *		11,329		2,275
ScanSource Inc *		6,070		171
SecureWorks Corp, Cl A *		26,424		490
Semtech Corp *		10,858		747
Shift4 Payments, Cl A *		6,200		581
Silicon Motion Technology Corp ADR		68,553		4,394
SMART Global Holdings Inc *		33,331		1,589
Sprout Social Inc, Cl A *		9,073		811
Squarespace *		11,491		683
StarTek Inc *		78,544		560
Super Micro Computer Inc *		76,229		2,682
Switch Inc, Cl A		36,589		772
Synaptics Inc *		5,234		814
SYNNEX Corp		5,402		658
Tenable Holdings Inc *		15,371		636
TTEC Holdings Inc		12,828		1,322
Ultra Clean Holdings Inc *		9,745		523
Universal Display Corp		6,954		1,546
Veeco Instruments Inc *		17,574		422
Viavi Solutions Inc *		101,848		1,799
Vishay Intertechnology Inc		62,287		1,405

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Workiva Inc, Cl A *		7,923	$	882
				96,808
Materials — 5.1%
Alamos Gold Inc, Cl A		74,223		568
Alcoa Corp *		38,077		1,403
American Vanguard Corp, Cl B		14,600		256
Arconic Corp *		22,500		802
Avient Corp		18,007		885
B2Gold Corp		442,895		1,865
Boise Cascade Co		11,970		698
Cabot Corp		27,604		1,572
Century Aluminum Co *		112,366		1,448
Clearwater Paper Corp *		4,665		135
Commercial Metals Co, Cl A		101,115		3,106
Element Solutions Inc		32,526		761
Forterra Inc *		53,049		1,247
Hawkins Inc		5,804		190
HB Fuller Co		10,216		650
Ingevity Corp *		12,631		1,028
Innospec Inc		8,336		755
Kaiser Aluminum Corp		5,436		671
Koppers Holdings Inc *		19,052		616
Livent Corp *		83,344		1,614
Louisiana-Pacific Corp		13,205		796
Materion Corp		9,700		731
O-I Glass Inc, Cl I *		69,294		1,132
Olin Corp		40,906		1,892
Quaker Chemical Corp		5,908		1,401
Ranpak Holdings Corp, Cl A *		18,180		455
Reliance Steel & Aluminum Co		9,159		1,382
Resolute Forest Products Inc *		13,880		169
Ryerson Holding Corp *		49,426		722
Schnitzer Steel Industries Inc, Cl A		30,052		1,474
Sealed Air Corp		13,410		795
Silgan Holdings Inc		18,006		747
Summit Materials Inc, Cl A *		21,983		766
TimkenSteel Corp *		13,600		192
Tredegar Corp		15,620		215
Trinseo SA		14,935		894
Valvoline Inc		67,105		2,178
				36,211
Real Estate — 2.0%
Alexandria Real Estate Equities Inc ‡		4,052		737
American Campus Communities Inc ‡		23,262		1,087
Americold Realty Trust ‡		33,332		1,262
Broadstone Net Lease Inc, Cl A ‡		29,520		691
Columbia Property Trust Inc ‡		59,855		1,041
Corporate Office Properties Trust ‡		27,034		757
DigitalBridge Group *‡		97,106		767
Global Medical REIT Inc ‡		24,160		356
Innovative Industrial Properties Inc, Cl A ‡		8,438		1,612

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Fund (Concluded)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Lexington Realty Trust, Cl B ‡		58,332	$	697
Life Storage Inc ‡		7,400		794
National Storage Affiliates Trust ‡		15,000		758
NexPoint Residential Trust Inc ‡		27,350		1,504
PotlatchDeltic Corp ‡		14,160		753
Retail Value Inc ‡		16,662		362
RPT Realty ‡		61,761		802
				13,980
Utilities — 1.4%
Algonquin Power & Utilities Corp		86,914		1,293
Artesian Resources Corp, Cl A		6,596		243
Black Hills Corp, Cl A		16,324		1,072
Genie Energy Ltd, Cl B *		25,366		160
IDACORP Inc, Cl A		12,824		1,250
Portland General Electric Co		56,766		2,616
Pure Cycle Corp *		31,995		442
Spark Energy Inc, Cl A		42,648		483
Spire Inc		11,871		858
UGI Corp		34,590		1,602
				10,019
Total Common Stock (Cost $519,592) ($ Thousands)				706,092
AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, L.P.
0.030% **†(B)		6,988,799		6,990
Total Affiliated Partnership (Cost $6,988) ($ Thousands)				6,990

Description	Shares		Market Value         ($ Thousands)
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		8,560,256	$	8,560
Total Cash Equivalent (Cost $8,560) ($ Thousands)				8,560
Total Investments in Securities — 101.3% (Cost $535,140) ($ Thousands)			$	721,642

Percentages are based on Net Assets of $712,630 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $7,161 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $6,990 ($ Thousands).

Cl — Class

LP — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

	Level 1		Level 2		Level 3		Total
Investments in Securities	($)		($)		($)		($)
Common Stock		706,092		–		–		706,092
Affiliated Partnership		–		6,990		–		6,990
Cash Equivalent		8,560		–		–		8,560
Total Investments in Securities		714,652		6,990		–		721,642

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$14,415	$71,438	$(78,864)	$1	$—	$6,990	6,988,799	$94	$—
SEI Daily Income Trust, Government Fund, Cl F	9,347	192,218	(193,005)	—	—	8,560	8,560,256	1	—
Totals	$23,762	$263,656	$(271,869)	$1	$—	$15,550		$95	$—

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

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.0%
Communication Services — 4.3%
AMC Networks Inc, Cl A *		21,446	$	1,433
Audacy Inc, Cl A *		82,881		357
Cars.com Inc *		43,257		620
Cinemark Holdings Inc *		136,579		2,998
Entravision Communications Corp, Cl A		16,827		112
EW Scripps Co/The, Cl A		6,466		132
Gray Television Inc		71,199		1,666
Hemisphere Media Group Inc, Cl A *		3,735		44
IDT Corp, Cl B *		5,719		211
John Wiley & Sons Inc, Cl A		49,151		2,958
Lions Gate Entertainment Corp, Cl A *(A)		75,481		1,563
MSG Networks Inc *		39,839		581
Nexstar Media Group Inc, Cl A		34,877		5,158
Saga Communications Inc, Cl A		1,122		24
TEGNA Inc		66,340		1,244
Yelp Inc, Cl A *		5,085		203
				19,304
Consumer Discretionary — 12.8%
Aaron’s Co Inc/The		36,017		1,152
American Axle & Manufacturing Holdings Inc *		83,655		866
American Eagle Outfitters Inc		21,730		815
American Public Education Inc *		4,981		141
Big Lots Inc		21,479		1,418
Biglari Holdings Inc, Cl A *		35		27
Biglari Holdings Inc, Cl B *		323		52
Bloomin’ Brands Inc *		46,565		1,264
Bluegreen Vacations Holding, Cl A *		1,678		30
Brinker International Inc *		11,596		717
Carter’s Inc		11,431		1,179
Citi Trends Inc *		3,238		282
Cooper-Standard Holdings Inc *		29,846		866
Dana Inc		66,669		1,584
Dave & Buster’s Entertainment Inc *		8,166		332
Deckers Outdoor Corp *		1,174		451
Dick’s Sporting Goods Inc		20,556		2,059
Ethan Allen Interiors Inc		18,298		505
Fossil Group Inc *		13,201		189
Genesco Inc *		10,923		696
G-III Apparel Group Ltd *		33,205		1,091
Goodyear Tire & Rubber Co/The *		98,849		1,695
Group 1 Automotive Inc		12,696		1,961
H&R Block Inc		48,130		1,130
Haverty Furniture Cos Inc		31,084		1,329
Helen of Troy Ltd *		5,625		1,283
Hibbett Sports Inc		9,224		827
KB Home		24,606		1,002
Lakeland Industries Inc *		2,716		61
Laureate Education Inc, Cl A *		4,961		72
La-Z-Boy Inc, Cl Z		27,799		1,030

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Lithia Motors Inc, Cl A		13,316	$	4,576
MarineMax Inc *		5,766		281
MDC Holdings Inc		29,035		1,469
Meritage Homes Corp *		26,092		2,455
Modine Manufacturing Co *		190,398		3,159
Movado Group Inc		2,493		78
Murphy USA Inc		6,429		857
Office Depot Inc *		42,058		2,019
OneWater Marine, Cl A *		774		33
Perdoceo Education Corp *		17,797		218
Rent-A-Center Inc/TX		24,786		1,315
Sally Beauty Holdings Inc *		60,620		1,338
Shoe Carnival Inc		2,616		187
Shutterstock Inc		700		69
Skechers USA Inc, Cl A *		7,614		379
Sleep Number Corp *		9,473		1,042
Smith & Wesson Brands Inc		15,614		542
Sonic Automotive Inc, Cl A		27,008		1,208
Sturm Ruger & Co Inc		9,171		825
Taylor Morrison Home Corp, Cl A *		52,040		1,375
Tenneco Inc, Cl A *		14,435		279
Travel + Leisure Co		8,601		511
Tri Pointe Homes Inc *		93,443		2,003
Tupperware Brands Corp *		34,419		817
Urban Outfitters Inc *		29,288		1,207
Vera Bradley Inc *		120,274		1,490
Vista Outdoor Inc *		2,029		94
Williams-Sonoma Inc		5,039		804
Zumiez Inc *		5,709		280
				57,016
Consumer Staples — 3.9%
Coca-Cola Consolidated Inc		2,335		939
Edgewell Personal Care Co		30,663		1,346
Energizer Holdings Inc		18,420		792
Hostess Brands Inc, Cl A *		220,094		3,563
Ingles Markets Inc, Cl A		18,424		1,074
Lifevantage Corp *		5,476		40
Nature’s Sunshine Products Inc *		3,114		54
Nu Skin Enterprises Inc, Cl A		12,482		707
Oil-Dri Corp of America		756		26
Pilgrim’s Pride Corp *		97,648		2,166
Seneca Foods Corp, Cl A *		2,096		107
SpartanNash Co		55,141		1,065
Spectrum Brands Holdings Inc		25,183		2,142
Sprouts Farmers Market Inc *		55,742		1,385
Universal Corp/VA		21,714		1,237
USANA Health Sciences Inc *		2,766		283
Village Super Market Inc, Cl A		16,888		397

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Weis Markets Inc		3,036	$	157
				17,480
Energy — 3.7%
Adams Resources & Energy Inc		246		7
Arch Resources Inc *		5,491		313
Berry Corp		20,192		136
Bristow Group *		1,466		38
Cimarex Energy Co		25,507		1,848
CONSOL Energy Inc *		8,282		153
Delek US Holdings Inc *		124,707		2,696
DHT Holdings Inc		76,462		496
Diamond S Shipping Inc *		8,380		84
Dorian LPG Ltd *		11,812		167
Helix Energy Solutions Group Inc *		31,169		178
HollyFrontier Corp		10,679		351
International Seaways Inc		7,571		145
Nabors Industries Ltd *		1,243		142
National Energy Services Reunited Corp *		60,292		859
Newpark Resources Inc, Cl A *		26,635		92
NexTier Oilfield Solutions Inc *		44,211		210
Overseas Shipholding Group Inc, Cl A *		22,907		48
PDC Energy Inc, Cl A		12,168		557
Pioneer Natural Resources Co		11,434		1,858
Rattler Midstream LP (B)		92,210		1,007
Renewable Energy Group Inc *		3,985		248
Southwestern Energy Co *		174,693		991
Viper Energy Partners LP (B)		70,280		1,323
W&T Offshore Inc *		206,609		1,002
World Fuel Services Corp		41,665		1,322
				16,271
Financials — 26.1%
Affiliated Managers Group Inc		3,491		538
Amalgamated Financial Corp		4,560		71
American Equity Investment Life Holding Co		62,728		2,027
American National Group Inc		6,164		916
Apollo Commercial Real Estate Finance Inc ‡		30,011		479
Arbor Realty Trust Inc ‡		77,000		1,372
Argo Group International Holdings Ltd		16,762		869
Artisan Partners Asset Management Inc, Cl A		11,244		571
Associated Banc-Corp		83,624		1,713
Assured Guaranty Ltd		18,808		893
Axis Capital Holdings Ltd		17,687		867
Banco Latinoamericano de Comercio Exterior SA, Cl E		52,817		812
Bank of Princeton/The		2,005		57
Bank7 Corp		1,539		27
BankFinancial Corp		5,105		58
BankUnited Inc		67,741		2,892
BayCom Corp *		3,759		67

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
BCB Bancorp Inc		4,867	$	65
Berkshire Hills Bancorp Inc		12,746		349
BGC Partners Inc, Cl A		585,020		3,317
BlackRock Capital Investment Corp		90,458		356
Brightsphere Investment Group Inc		40,714		954
C&F Financial Corp		1,817		93
Camden National Corp		23,709		1,132
Capital Bancorp Inc *		2,753		56
Capstar Financial Holdings Inc		4,690		96
Cathay General Bancorp		30,231		1,190
Central Pacific Financial Corp		20,307		529
Chemung Financial Corp		1,186		53
CIT Group Inc		23,427		1,209
CNB Financial Corp/PA		4,166		95
CNO Financial Group Inc		243,828		5,759
Codorus Valley Bancorp Inc		3,374		68
Colony Bankcorp Inc		2,688		48
Columbia Banking System Inc		85,418		3,294
Community Trust Bancorp Inc		11,892		480
CoreCivic Inc *‡		21,375		224
Cowen Inc, Cl A		8,555		351
Customers Bancorp Inc *		12,722		496
Donegal Group Inc, Cl A		1,187		17
Eagle Bancorp Montana Inc		2,129		49
Enova International Inc *		9,734		333
ESSA Bancorp Inc		3,291		54
EZCORP Inc, Cl A *		15,967		96
Federal Agricultural Mortgage Corp, Cl C		15,695		1,552
Federated Hermes Inc, Cl B		31,036		1,053
Financial Institutions Inc		4,718		142
First BanCorp/Puerto Rico		58,282		695
First Bank		5,328		72
First Busey Corp		14,310		353
First Business Financial Services Inc		2,764		75
First Choice Bancorp		3,107		95
First Commonwealth Financial Corp		195,174		2,746
First Foundation Inc		10,392		234
First Guaranty Bancshares Inc		1,617		31
First Horizon Corp		121,966		2,108
First Internet Bancorp		3,094		96
First Merchants Corp		48,693		2,029
First Midwest Bancorp Inc/IL		70,493		1,398
First Northwest Bancorp		3,123		55
First Savings Financial Group Inc		645		47
First United Corp		2,537		44
Flagstar Bancorp Inc		23,385		988
Flushing Financial Corp		52,537		1,126
FNB Corp/PA		243,187		2,998
FS Bancorp Inc		1,184		84
FS KKR Capital Corp		34,292		738
Fulton Financial Corp		71,410		1,127
GAMCO Investors Inc, Cl A		2,021		51

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Genworth Financial Inc, Cl A *		139,567	$	544
Great Southern Bancorp Inc		8,147		439
Greenlight Capital Re Ltd, Cl A *		8,091		74
Hancock Whitney Corp, Cl A		35,776		1,590
Hanmi Financial Corp		32,913		627
Hanover Insurance Group Inc/The, Cl A		6,957		944
HarborOne Bancorp Inc		51,019		732
Hercules Capital Inc, Cl A		55,539		947
Heritage Insurance Holdings Inc		8,399		72
Hilltop Holdings Inc		48,090		1,750
Home Bancorp Inc		1,005		38
HomeStreet Inc		25,460		1,037
Hope Bancorp Inc		110,172		1,562
Howard Hughes Corp/The *		30,077		2,931
Independent Bank Corp/MI		6,425		139
Invesco Mortgage Capital Inc ‡(A)		222,362		867
Investar Holding Corp		3,230		74
Investors Bancorp Inc		142,110		2,026
Landmark Bancorp Inc/Manhattan KS (A)		1,496		40
Level One Bancorp Inc		1,853		51
Limestone Bancorp *		2,263		38
Luther Burbank Corp		5,628		67
MainStreet Bancshares Inc *		2,460		56
Merchants Bancorp/IN		4,611		181
Mercury General Corp		11,954		776
Meridian Corp		1,903		50
Metropolitan Bank Holding Corp *		2,047		123
MFA Financial Inc ‡		113,685		522
MGIC Investment Corp		72,190		982
Mid Penn Bancorp		2,364		65
Midland States Bancorp Inc		6,444		169
MidWestOne Financial Group Inc		4,288		123
Navient Corp		68,345		1,321
New Mountain Finance Corp		39,866		525
New Residential Investment Corp ‡		91,173		966
Newmark Group Inc, Cl A		189,823		2,280
Northeast Bank		2,538		76
Northrim BanCorp Inc		1,803		77
OFG Bancorp		136,038		3,009
Ohio Valley Banc Corp		1,753		43
Old National Bancorp/IN, Cl A		45,782		806
OP Bancorp		4,960		50
Oppenheimer Holdings Inc, Cl A		5,849		297
Orrstown Financial Services Inc		3,388		78
Pacific Premier Bancorp Inc		55,319		2,339
PacWest Bancorp		218,235		8,983
PCB Bancorp		4,031		65
Peapack-Gladstone Financial Corp		5,462		170
PennantPark Investment Corp		70,604		472
PennyMac Mortgage Investment Trust ‡		58,039		1,222
Peoples Bancorp Inc/OH		18,705		554
Peoples Bancorp of North Carolina Inc		1,699		44

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Popular Inc		21,154	$	1,588
PROG Holdings Inc *		8,010		386
Radian Group Inc		53,978		1,201
RBB Bancorp		4,906		119
Republic Bancorp Inc/KY, Cl A		29,288		1,351
Riverview Bancorp Inc		7,831		56
Salisbury Bancorp Inc		926		47
SB Financial Group Inc		2,604		48
Security National Financial Corp, Cl A *		4,185		37
Silvercrest Asset Management Group Inc, Cl A		3,248		49
Simmons First National Corp, Cl A		44,881		1,317
SiriusPoint Ltd *		22,552		227
South Plains Financial Inc		3,343		77
Spirit of Texas Bancshares Inc		4,058		93
Starwood Property Trust Inc ‡		183,684		4,807
Sterling Bancorp Inc/MI *		7,193		33
Stewart Information Services Corp		1,210		69
Synovus Financial Corp		18,466		810
Tiptree Inc		8,692		81
Two Harbors Investment Corp ‡		49,203		372
Umpqua Holdings Corp		197,454		3,643
United Insurance Holdings Corp		7,351		42
Unity Bancorp Inc		2,670		59
Universal Insurance Holdings Inc		22,145		307
Waterstone Financial Inc		6,531		128
Western Asset Mortgage Capital Corp ‡		29,779		97
Western New England Bancorp Inc		7,306		60
Zions Bancorp NA		13,783		729
				115,775
Health Care — 3.5%
Allscripts Healthcare Solutions Inc *		18,048		334
BioDelivery Sciences International Inc *		5,698		21
Catalyst Pharmaceuticals Inc *		27,542		158
Co-Diagnostics Inc *(A)		92,159		760
Coherus Biosciences Inc *		17,272		239
Computer Programs and Systems Inc *		3,722		124
Eagle Pharmaceuticals Inc/DE *		3,058		131
Emergent BioSolutions *		1,719		108
Five Star Senior Living Inc *		7,117		41
FONAR Corp *		1,917		34
Innoviva Inc *		104,393		1,400
Ironwood Pharmaceuticals Inc, Cl A *		69,787		898
Lannett Co Inc *		22,737		106
Ligand Pharmaceuticals Inc *		277		36
ModivCare Inc *		881		150
National HealthCare Corp		3,532		247
NextGen Healthcare Inc *		13,285		221
Orthofix Medical Inc *		3,149		126
Ovid therapeutics *		11,074		43
Owens & Minor Inc		24,113		1,021

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Patterson Cos Inc		16,197	$	492
Prestige Consumer Healthcare Inc, Cl A *		15,877		827
Select Medical Holdings Corp		43,420		1,835
Syneos Health Inc, Cl A *		46,964		4,203
Tenet Healthcare Corp *		8,219		551
Triple-S Management Corp, Cl B *		6,933		154
Vanda Pharmaceuticals Inc *		56,401		1,213
				15,473
Industrials — 15.4%
ABM Industries Inc		8,066		358
ACCO Brands Corp		488,111		4,212
American Woodmark Corp *		7,434		607
Apogee Enterprises Inc		17,491		712
ArcBest Corp		20,623		1,200
Argan Inc		1,066		51
Atkore Inc *		51,217		3,636
Atlas Air Worldwide Holdings Inc *		31,901		2,173
Beacon Roofing Supply Inc *		13		1
BWX Technologies Inc, Cl W		54,291		3,155
Caesarstone Ltd		6,927		102
Colfax Corp *		108,424		4,967
Columbus McKinnon Corp/NY		2,683		129
Costamare Inc		15,768		186
Covenant Logistics Group Inc, Cl A *		451		9
Crane Co, Cl A		12,155		1,123
Deluxe Corp		24,757		1,183
EMCOR Group Inc		12,763		1,572
Encore Wire Corp		1,996		151
Ennis Inc		15,237		328
EnPro Industries Inc		4,405		428
Fluor Corp *		16,945		300
Genco Shipping & Trading Ltd		4,994		94
GMS Inc *		2,168		104
Great Lakes Dredge & Dock Corp *		17,786		260
Greenbrier Cos Inc/The		8,774		382
Hawaiian Holdings Inc *		28,538		695
Heidrick & Struggles International Inc		5,803		259
Herman Miller Inc		27,980		1,319
Hillenbrand Inc		18,961		836
Hub Group Inc, Cl A *		1,102		73
Hurco Cos Inc		1,751		61
Interface Inc, Cl A		44,699		684
JetBlue Airways Corp *		114,744		1,925
Kaman Corp, Cl A		37,701		1,900
KAR Auction Services Inc *		182,945		3,211
Kelly Services Inc, Cl A *		46,532		1,115
Kforce Inc		3,737		235
Kimball International Inc, Cl B		11,455		151
L B Foster Co, Cl A *		3,229		60
MasTec Inc *		16,535		1,754
Meritor Inc *		61,182		1,433

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Mesa Air Group Inc *		10,068	$	94
Miller Industries Inc/TN		2,469		97
Moog Inc, Cl A		14,272		1,200
MRC Global Inc *		9,307		87
Mueller Industries Inc		8,627		374
NN, Cl A *		127,480		937
Northwest Pipe Co *		2,958		84
nVent Electric PLC		20,503		641
Pangaea Logistics Solutions		919		5
Park-Ohio Holdings Corp		11,948		384
Powell Industries Inc		2,790		86
Preformed Line Products Co		972		72
Primoris Services Corp		44,385		1,306
Quanex Building Products Corp		9,039		225
Resources Connection Inc		5,627		81
RR Donnelley & Sons Co *		11,858		74
Rush Enterprises, Cl B		1,900		72
Rush Enterprises Inc, Cl A		20,320		879
Safe Bulkers Inc *		16,916		68
SkyWest Inc *		11,389		491
Steelcase Inc, Cl A		23,159		350
Teledyne Technologies Inc *		5,086		2,130
Timken Co/The		17,212		1,387
Titan Machinery Inc *		5,652		175
TriNet Group Inc *		2,901		210
Trinity Industries Inc (A)		61,491		1,654
Triton International Ltd		28,218		1,477
TrueBlue Inc *		14,818		417
Tutor Perini Corp *		11,956		166
UFP Industries Inc		3,950		294
Vectrus Inc *		5,393		257
Veritiv Corp *		4,087		251
Wabash National Corp		68,457		1,095
Werner Enterprises Inc		15,627		696
WESCO International Inc *		38,913		4,001
XPO Logistics Inc *		25,224		3,529
				68,480
Information Technology — 13.3%
ACI Worldwide Inc *		99,080		3,680
Alliance Data Systems Corp		18,652		1,943
Amkor Technology Inc		128,706		3,047
Avaya Holdings Corp *		29,402		791
Bel Fuse Inc, Cl B		3,696		53
Benchmark Electronics Inc		39,790		1,133
BM Technologies Inc *		1,692		21
Cirrus Logic Inc *		6,944		591
Cognyte Software Ltd *		54,335		1,331
Concentrix Corp *		6,109		982
CSG Systems International Inc		18,254		861
Daktronics Inc *		11,058		73
Diodes Inc *		6,028		481

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Ebix Inc		9,807	$	333
Euronet Worldwide Inc *		16,203		2,193
Information Services Group Inc		11,167		65
Insight Enterprises Inc *		23,475		2,348
J2 Global Inc *		70,717		9,727
Jabil Inc		35,963		2,090
Lumentum Holdings Inc *		8,809		723
Methode Electronics Inc		26,746		1,316
NCR Corp *		47,680		2,175
NETGEAR Inc *		8,231		315
NetScout Systems Inc *		13,917		397
Photronics Inc *		132,174		1,746
Rimini Street Inc *		7,451		46
Sanmina Corp *		59,316		2,311
ScanSource Inc *		19,134		538
Silicon Motion Technology Corp ADR		123,405		7,910
SMART Global Holdings Inc *		1,583		76
Super Micro Computer Inc *		46,852		1,648
Sykes Enterprises Inc *		43,844		2,354
SYNNEX Corp		10,407		1,267
TTM Technologies Inc *		63,471		908
Unisys Corp *		5,249		133
Verint Systems Inc *		62,639		2,823
Vishay Intertechnology Inc		19,800		446
Xperi Holding Corp		9,023		201
				59,076
Materials — 9.0%
AdvanSix Inc *		4,370		130
AgroFresh Solutions *		3,733		8
Alamos Gold Inc, Cl A		46,195		353
Arconic Corp *		21,020		749
Ashland Global Holdings Inc		37,461		3,278
Axalta Coating Systems Ltd *		128,422		3,916
B2Gold Corp		272,441		1,147
Boise Cascade Co		10,848		633
Cabot Corp		22,776		1,297
Century Aluminum Co *		33,420		431
Chemours Co/The		24,097		839
Clearwater Paper Corp *		4,528		131
Commercial Metals Co, Cl A		124,824		3,835
FMC Corp		47,741		5,166
FutureFuel Corp		8,285		79
Greif Inc, Cl A		31,127		1,885
Huntsman Corp		32,816		870
Ingevity Corp *		7,946		646
Koppers Holdings Inc *		27,656		895
Kraton Corp *		20,067		648
Kronos Worldwide Inc		1,434		20
Louisiana-Pacific Corp		13,975		843
Minerals Technologies Inc		1,214		95
O-I Glass Inc, Cl I *		56,722		926

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Resolute Forest Products Inc *		95,647	$	1,167
Schnitzer Steel Industries Inc, Cl A		19,755		969
Schweitzer-Mauduit International Inc		15,795		638
Silgan Holdings Inc		140,939		5,849
Stepan Co		1,534		184
Trecora Resources *		8,121		68
Tredegar Corp		8,099		111
Trinseo SA		15,588		933
Warrior Met Coal Inc		15,515		267
Worthington Industries Inc		12,773		781
				39,787
Real Estate — 5.1%
Acadia Realty Trust ‡		703		15
Alexander & Baldwin Inc ‡		13,244		243
Brandywine Realty Trust ‡		65,176		893
Centerspace ‡		390		31
Chatham Lodging Trust *‡		38,412		494
Corporate Office Properties Trust ‡		27,461		769
CTO Realty Growth ‡		857		46
DiamondRock Hospitality Co *‡		6,801		66
Diversified Healthcare Trust ‡		47,926		200
Franklin Street Properties Corp ‡		86,423		455
Gaming and Leisure Properties Inc ‡		99,937		4,630
Hersha Hospitality Trust, Cl A *‡		34,997		377
Industrial Logistics Properties Trust ‡		28,913		756
Kite Realty Group Trust ‡		50,876		1,120
Lexington Realty Trust, Cl B ‡		3,503		42
Medical Properties Trust Inc ‡		218,611		4,394
New Senior Investment Group Inc ‡		92,603		813
Office Properties Income Trust ‡		26,707		783
Pebblebrook Hotel Trust ‡		4,494		106
Piedmont Office Realty Trust Inc, Cl A ‡		55,998		1,034
PotlatchDeltic Corp ‡		5,603		298
Realogy Holdings Corp *		31,745		578
Retail Properties of America Inc, Cl A ‡		91,635		1,049
Retail Value Inc ‡		4,979		108
RLJ Lodging Trust ‡		19,162		292
RMR Group Inc/The, Cl A ‡		4,732		183
Sabra Health Care Inc ‡		67,030		1,220
Service Properties Trust ‡		30,253		381
Summit Hotel Properties Inc *‡		4,100		38
Sunstone Hotel Investors Inc *‡		8,615		107
Tanger Factory Outlet Centers Inc ‡(A)		51,504		971
Urstadt Biddle Properties Inc, Cl A ‡		4,578		89
Xenia Hotels & Resorts Inc *‡		5,988		112
				22,693
Utilities — 0.9%
Consolidated Water Co Ltd (A)		4,782		56
Genie Energy Ltd, Cl B *		5,932		37
MDU Resources Group Inc		44,415		1,392
National Fuel Gas Co		26,058		1,362

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Value Fund (Concluded)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		7,168	$	330
Southwest Gas Holdings Inc		10,893		721
Spark Energy Inc, Cl A		4,253		48
				3,946
Total Common Stock (Cost $303,557) ($ Thousands)				435,301
AFFILIATED PARTNERSHIP — 1.3%
SEI Liquidity Fund, L.P.
0.030% **†(C)		6,066,906		6,071
Total Affiliated Partnership (Cost $6,068) ($ Thousands)				6,071
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		9,181,958		9,182
Total Cash Equivalent (Cost $9,182) ($ Thousands)				9,182
Total Investments in Securities — 101.4% (Cost $318,807) ($ Thousands)			$	450,554

Percentages are based on Net Assets of $444,274 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $4,643 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $2,330 ($ Thousands), or 0.5% of the net assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $6,071 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		435,301		–		–		435,301
Affiliated Partnership		–		6,071		–		6,071
Cash Equivalent		9,182		–		–		9,182
Total Investments in Securities		444,483		6,071		–		450,554

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain   (Loss)	Change in Unrealized Appreciation   (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$ 7,690	$ 86,175	$ (87,799)	$ 6	$(1)	$ 6,071	6,066,906	$ 75	$ —
SEI Daily Income Trust, Government Fund, Cl F	13,795	63,274	(67,887)	—	—	9,182	9,181,958	1	—
Totals	$ 21,485	$ 149,449	$ (155,686)	$ 6	$ (1)	$ 15,253		$ 76	$ —

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.3%
Communication Services — 1.1%
EW Scripps Co/The, Cl A		32,412	$	661
iHeartMedia Inc *(A)		36,913		994
QuinStreet Inc *		19,230		357
TechTarget Inc *		24,504		1,899
Yelp Inc, Cl A *		13,028		521
ZipRecruiter, Cl A *		20,979		524
				4,956
Consumer Discretionary — 15.7%
1-800-Flowers.com Inc, Cl A *(A)		10,792		344
Abercrombie & Fitch Co, Cl A *(A)		19,015		883
Academy Sports & Outdoors Inc *		30,069		1,240
Acushnet Holdings Corp		1,049		52
AMC Entertainment Holdings, Cl A *(A)		10,722		608
American Eagle Outfitters Inc		31,092		1,167
Asbury Automotive Group Inc *		7,151		1,225
Beazer Homes USA Inc, Cl A *		80,894		1,560
BJ’s Restaurants Inc *		3,357		165
Boot Barn Holdings Inc *		8,903		748
Boyd Gaming Corp *		17,338		1,066
Brinker International Inc *		21,082		1,304
Callaway Golf Co *		27,330		922
Camping World Holdings Inc, Cl A		26,098		1,070
Carter’s Inc (A)		12,470		1,287
Clarus Corp		52,066		1,338
Cooper-Standard Holdings Inc *		30,776		892
Cricut, Cl A *(A)		22,175		945
Crocs Inc *		31,086		3,622
Deckers Outdoor Corp *		4,199		1,613
Del Taco Restaurants Inc (A)		79,145		792
Dick’s Sporting Goods Inc		14,649		1,468
Everi Holdings Inc *		110,512		2,756
Fox Factory Holding Corp *(A)		10,421		1,622
Funko Inc, Cl A *		26,196		557
Grand Canyon Education Inc *		7,384		664
Green Brick Partners Inc *(A)		26,222		596
Hanesbrands Inc (A)		111,290		2,078
Harley-Davidson Inc, Cl A		11,486		526
Haverty Furniture Cos Inc		23,839		1,019
International Game Technology PLC *		25,065		601
Jack in the Box Inc		12,553		1,399
Kontoor Brands Inc		25,094		1,416
Liquidity Services Inc *		4,495		114
Malibu Boats Inc, Cl A *(A)		15,038		1,103
MarineMax Inc *(A)		16,475		803
Matthews International Corp, Cl A		38,840		1,397
Papa John’s International Inc, Cl A		4,256		445
Party City Holdco *		67,565		630
Patrick Industries Inc		13,191		963
Penn National Gaming Inc *		4,184		320
PlayAGS Inc *		157,406		1,558

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Purple Innovation Inc, Cl A *		24,044	$	635
Red Rock Resorts Inc, Cl A *		48,338		2,054
Rent-A-Center Inc/TX		46,539		2,470
Revolve Group Inc, Cl A *(A)		14,747		1,016
RH *		371		252
Sally Beauty Holdings Inc *(A)		176,916		3,905
Scientific Games Corp, Cl A *		5,076		393
SeaWorld Entertainment Inc *		13,653		682
Shake Shack Inc, Cl A *(A)		3,528		378
Shoe Carnival Inc (A)		17,567		1,258
Shutterstock Inc		21,893		2,149
Signet Jewelers Ltd (A)		9,179		742
Skechers USA Inc, Cl A *(A)		80,637		4,018
Skyline Champion Corp *		17,295		922
Sonic Automotive Inc, Cl A (A)		8,437		378
Sonos Inc *		14,398		507
Sportsman’s Warehouse Holdings Inc *		10,313		183
Superior Group of Cos Inc		4,585		110
Taylor Morrison Home Corp, Cl A *		54,657		1,444
Vista Outdoor Inc *(A)		42,250		1,955
Winnebago Industries (A)		3,750		255
XPEL Inc *		9,004		755
YETI Holdings Inc *(A)		5,995		550
Zumiez Inc *		7,615		373
				72,262
Consumer Staples — 1.8%
Beauty Health *		55,463		932
BellRing Brands, Cl A *		48,956		1,534
BJ’s Wholesale Club Holdings Inc *(A)		11,681		556
Celsius Holdings Inc *(A)		14,994		1,141
Central Garden & Pet Co, Cl A *(A)		17,262		877
Duckhorn Portfolio *(A)		22,810		503
J & J Snack Foods Corp (A)		2,457		428
Medifast Inc		3,232		915
Sanderson Farms Inc		3,357		631
USANA Health Sciences Inc *		5,689		582
				8,099
Energy — 3.3%
Antero Resources Corp *		175,143		2,632
Cactus Inc, Cl A		14,309		525
Callon Petroleum *(A)		16,250		937
Denbury *		22,126		1,699
Diamondback Energy Inc, Cl A (A)		7,518		706
Evolution Petroleum Corp		49,290		245
Magnolia Oil & Gas Corp, Cl A *		129,570		2,025
Matador Resources Co (A)		36,864		1,328
Nabors Industries Ltd *(A)		1,620		185
Ovintiv Inc		52,628		1,656
PDC Energy Inc, Cl A (A)		7,769		356
Range Resources Corp *(A)		77,512		1,299
SM Energy Co (A)		39,745		979

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Texas Pacific Land Corp (A)		519	$	830
				15,402
Financials — 7.8%
Arbor Realty Trust Inc ‡(A)		6,247		111
Artisan Partners Asset Management Inc, Cl A		27,890		1,417
Axos Financial Inc *		2,821		131
Banc of California Inc		10,585		186
Banner Corp		19,298		1,046
BCB Bancorp Inc		22,363		301
Build Acquisition *		51,793		515
Cohen & Steers Inc		11,445		940
Cowen Inc, Cl A		34,732		1,426
Customers Bancorp Inc *		21,117		823
Federated Hermes Inc, Cl B (A)		13,105		444
First BanCorp/Puerto Rico		33,863		404
First Bank		21,953		297
First Business Financial Services Inc		22,031		596
First Citizens BancShares Inc/NC, Cl A (A)		629		524
First Financial Bankshares Inc, Cl A (A)		9,805		482
First Foundation Inc		6,467		146
First Internet Bancorp		3,185		99
First Northwest Bancorp		3,953		69
Foley Trasimene Acquisition, Cl A *		99,000		967
Fulton Financial Corp (A)		50,504		797
Hanmi Financial Corp		16,217		309
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡(A)		5,112		287
HBT Financial Inc		9,262		161
Heartland Financial USA Inc		14,877		699
Heritage Financial Corp/WA (A)		11,038		276
HomeStreet Inc		23,557		960
Houlihan Lokey Inc, Cl A (A)		4,474		366
Independent Bank Corp/MI		10,947		238
Mercantile Bank Corp		11,339		342
Meta Financial Group Inc		14,375		728
MGIC Investment Corp		35,410		482
Moelis & Co, Cl A		14,892		847
Mr Cooper Group Inc *		28,034		927
Norwood Financial Corp		8,698		226
OneMain Holdings Inc, Cl A		28,850		1,728
Orrstown Financial Services Inc		23,316		538
PennantPark Investment Corp		153,359		1,024
Piper Sandler Cos		4,552		590
PJT Partners Inc		1,226		88
Prosperity Bancshares Inc		3,217		231
Radian Group Inc		23,326		519
Renasant (A)		8,019		321
Selective Insurance Group Inc (A)		5,665		460
ServisFirst Bancshares Inc (A)		11,355		772
Shore Bancshares Inc		7,077		119

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Signature Bank/New York NY, Cl B		4,499	$	1,105
Stewart Information Services Corp		20,307		1,151
Stifel Financial Corp		8,500		551
Tishman Speyer Innovation II *		63,249		636
Towne Bank/Portsmouth VA (A)		12,724		387
UMB Financial Corp		4,679		435
United Bankshares Inc/WV		34,779		1,269
United Community Banks Inc/GA		19,653		629
Value Creation *(B)(C)(D)		145,600		62
Veritex Holdings Inc		36,693		1,299
Virtus Investment Partners Inc		3,408		947
Warrior Technologies Acquisition *		73,115		736
West BanCorp Inc		10,168		282
WisdomTree Investments Inc		219,583		1,361
				35,809
Health Care — 26.7%
4D Molecular Therapeutics *		31,119		749
Acadia Healthcare Co Inc, Cl A *(A)		24,000		1,506
AdaptHealth Corp, Cl A *		18,554		509
Affimed NV *		82,611		702
Agiliti *(A)		14,699		321
Albireo Pharma Inc *(A)		30,443		1,071
Aldeyra Therapeutics Inc *		42,737		484
Amedisys Inc *		1,188		291
Amicus Therapeutics Inc *		39,073		377
AMN Healthcare Services Inc *		31,024		3,009
Amneal Pharmaceuticals Inc *(A)		79,106		405
Anavex Life Sciences *(A)		34,481		788
AngioDynamics *		18,448		500
Anika Therapeutics Inc *		9,370		406
Annovis Bio *		12,468		1,067
Antares Pharma Inc *		84,886		370
Apellis Pharmaceuticals *		9,384		593
Apria *		8,140		228
Argenx SE ADR *		6,373		1,919
Arvinas Inc *		7,243		558
AtriCure Inc *(A)		10,309		818
Avid Bioservices Inc *(A)		53,723		1,378
Axogen Inc *		60,938		1,317
BioCryst Pharmaceuticals Inc *		66,232		1,047
Biohaven Pharmaceutical Holding Co Ltd *		5,914		574
Blueprint Medicines Corp *		9,105		801
C4 Therapeutics *		15,754		596
Cano Health *		156,788		1,897
Cardiovascular Systems Inc *		34,077		1,453
CareDx Inc *(A)		29,100		2,663
Castle Biosciences Inc *(A)		9,781		717
Catalyst Pharmaceuticals Inc *		79,284		456
Cerevel Therapeutics Holdings *		7,949		204
Codex DNA *		5,421		119
Collegium Pharmaceutical Inc *(A)		34,171		808

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Covetrus Inc *(A)		34,744	$	938
CryoLife Inc *		46,721		1,327
CytomX Therapeutics Inc *		12,255		78
DBV Technologies SA ADR *		96,504		528
Deciphera Pharmaceuticals Inc *		20,278		742
Dicerna Pharmaceuticals Inc *		15,551		580
Dynavax Technologies Corp *		102,292		1,008
Ensign Group Inc/The (A)		25,266		2,190
Evelo Biosciences *(A)		16,311		224
Fate Therapeutics Inc *		5,074		440
Forte Biosciences *(A)		17,909		602
Halozyme Therapeutics Inc *(A)		20,306		922
HealthEquity Inc *(A)		27,113		2,182
Heron Therapeutics Inc *(A)		80,462		1,249
Heska Corp *(A)		2,461		565
ImmunoGen Inc *		43,668		288
Inari Medical Inc *(A)		3,950		368
Inhibrx Inc *(A)		33,689		927
Inovalon Holdings Inc, Cl A *(A)		57,913		1,974
Instil Bio *		24,941		482
Integer Holdings Corp *		14,676		1,382
Intellia Therapeutics Inc *		6,752		1,093
Intra-Cellular Therapies Inc, Cl A *		9,761		398
iRadimed Corp *		40,897		1,203
Ironwood Pharmaceuticals Inc, Cl A *		132,950		1,711
Itamar Medical ADR *		30,025		707
Kiniksa Pharmaceuticals Ltd, Cl A *(A)		33,964		473
Kodiak Sciences Inc *(A)		10,062		936
LeMaitre Vascular Inc		13,350		815
MacroGenics Inc *		38,897		1,045
MannKind Corp *(A)		74,214		404
MEDNAX Inc *(A)		40,671		1,226
Medpace Holdings Inc *		10,606		1,873
Meridian Bioscience Inc *		27,838		617
Merit Medical Systems Inc *(A)		53,682		3,471
Metacrine Inc *		52,751		200
ModivCare Inc *		2,486		423
Natera Inc *		12,339		1,401
Nevro Corp *(A)		6,210		1,030
NextGen Healthcare Inc *		62,757		1,041
Olema Pharmaceuticals *		24,620		689
Omnicell Inc *(A)		20,143		3,051
OptimizeRx Corp *		10,708		663
Organogenesis Holdings Inc, Cl A *		62,866		1,045
ORIC Pharmaceuticals Inc *		28,843		510
Owens & Minor Inc		49,829		2,109
PAVmed *(A)		131,529		842
PMV Pharmaceuticals Inc *		16,455		562
Precigen *(A)		57,428		374
Precision BioSciences Inc *		42,880		537
Prestige Consumer Healthcare Inc, Cl A *		46,329		2,414
Privia Health Group *(A)		23,917		1,061

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Progyny Inc *		10,041	$	592
Protagonist Therapeutics Inc *		13,963		627
Prothena Corp PLC *		16,187		832
Pulmonx Corp *		8,096		357
Puma Biotechnology Inc *		30,153		277
Quidel Corp *(A)		5,476		702
R1 RCM Inc *		18,600		414
Radius Health Inc *(A)		57,192		1,043
RadNet *		15,366		518
RAPT Therapeutics Inc *		9,721		309
Relay Therapeutics Inc *(A)		18,846		690
Renalytix AI PLC ADR *(A)		17,363		536
Repligen Corp *		10,420		2,080
Revance Therapeutics Inc *(A)		35,544		1,054
Rigel Pharmaceuticals Inc *(A)		97,632		424
Rubius Therapeutics Inc *(A)		45,386		1,108
Select Medical Holdings Corp		77,419		3,272
Shockwave Medical Inc *(A)		5,481		1,040
Simulations Plus Inc (A)		2,928		161
Spectrum Pharmaceuticals Inc *(A)		73,999		278
SpringWorks Therapeutics Inc *		12,964		1,068
STAAR Surgical Co *		4,933		752
Stereotaxis Inc *		69,312		668
Surgery Partners Inc *(A)		26,919		1,793
Syneos Health Inc, Cl A *		34,880		3,121
Talis Biomedical *(A)		41,036		453
TCR2 Therapeutics Inc *		43,939		721
Tenet Healthcare Corp *		41,612		2,788
Translate Bio Inc *(A)		36,246		998
Treace Medical Concepts *(A)		15,389		481
Vanda Pharmaceuticals Inc *		98,684		2,123
Varex Imaging Corp *		55,374		1,485
Veracyte Inc *		36,052		1,441
Vericel Corp *(A)		23,716		1,245
Viking Therapeutics Inc *		132,884		796
Vocera Communications Inc *(A)		24,484		976
XBiotech Inc *(A)		18,199		301
Xencor Inc *		20,732		715
Xeris Pharmaceuticals Inc *(A)		110,290		449
				122,309
Industrials — 16.7%
ABM Industries Inc		60,336		2,676
Acuity Brands Inc (A)		2,981		558
Advanced Drainage Systems Inc		9,034		1,053
Applied Industrial Technologies Inc, Cl A		8,255		752
ArcBest Corp (A)		27,403		1,595
Atkore Inc *		23,141		1,643
Atlas Air Worldwide Holdings Inc *		9,101		620
Avis Budget Group Inc *(A)		11,954		931
Beacon Roofing Supply Inc *		24,517		1,305
Brady Corp, Cl A		4,300		241

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Builders FirstSource Inc *		24,915	$	1,063
CAI International Inc		7,128		399
Chart Industries Inc *(A)		5,499		805
Cimpress PLC *(A)		12,495		1,355
Clean Harbors Inc *		28,427		2,648
Cornerstone Building Brands Inc *(A)		11,765		214
Costamare Inc		15,492		183
Covanta Holding Corp		30,548		538
Deluxe Corp (A)		27,381		1,308
EMCOR Group Inc		17,006		2,095
Federal Signal Corp		3,386		136
First Advantage *		54,563		1,086
Forrester Research Inc *		33,855		1,551
Forward Air Corp		18,639		1,673
Franklin Electric Co Inc		7,855		633
GMS Inc *(A)		11,708		564
Graham Corp, Cl A		11,316		156
Griffon Corp		11,632		298
Herc Holdings Inc *(A)		12,239		1,372
Heritage-Crystal Clean Inc *		128,377		3,810
Herman Miller Inc (A)		9,000		424
Hillenbrand Inc		43,972		1,938
Hudson Technologies Inc *		263,111		895
JELD-WEN Holding Inc *		30,708		806
John Bean Technologies Corp, Cl A (A)		15,514		2,213
KBR Inc		21,217		809
Kennametal Inc (A)		16,159		580
Kforce Inc		21,426		1,348
Kirby Corp *		21,197		1,285
Korn Ferry		15,595		1,131
Masonite International Corp *		13,691		1,530
MasTec Inc *		13,146		1,395
Matson Inc (A)		62,466		3,998
Maxar Technologies Inc (A)		2,621		105
Middleby Corp/The *(A)		19,186		3,324
Montrose Environmental Group Inc *		8,354		448
Moog Inc, Cl A		3,628		305
MYR Group Inc *(A)		6,835		621
Oshkosh Corp		8,469		1,056
Primoris Services Corp (A)		37,895		1,115
Quanex Building Products Corp		3,890		97
Ritchie Bros Auctioneers Inc		51,587		3,058
Robert Half International Inc		12,414		1,104
Shyft Group Inc/The		26,330		985
SiteOne Landscape Supply Inc *(A)		2,298		389
SP Plus Corp *		24,173		739
Tennant Co		31,066		2,481
Textainer Group Holdings Ltd *		14,533		491
Titan Machinery Inc *		21,216		656
TriNet Group Inc *		34,630		2,510
Triton International Ltd		25,587		1,339
TrueBlue Inc *		76,729		2,157

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
UFP Industries Inc		6,012	$	447
Vertiv Holdings Co, Cl A		20,986		573
Werner Enterprises Inc		10,913		486
WESCO International Inc *		6,769		696
				76,795
Information Technology — 18.9%
2U Inc *(A)		82,292		3,429
8x8 Inc *		37,603		1,044
A10 Networks Inc *		10,461		118
Actua Corp *(B)(C)		105,055		5
ACV Auctions, Cl A *		15,374		394
Agilysys Inc *		4,002		228
Allegro MicroSystems Inc *		24,026		666
Alpha & Omega Semiconductor Ltd *		26,377		802
American Software Inc/GA, Cl A		49,804		1,094
Arlo Technologies *		34,403		233
Asana, Cl A *		19,514		1,210
Asure Software Inc *(A)		64,719		574
Avid Technology Inc *		32,402		1,269
Benefitfocus Inc *		181,476		2,559
BM Technologies Inc *		460		6
Brooks Automation Inc		7,967		759
Calix Inc *		40,927		1,944
Cerence Inc *(A)		10,222		1,091
ChannelAdvisor Corp *		35,091		860
Cirrus Logic Inc *		4,592		391
Cohu Inc *		10,043		369
CommScope Holding Co Inc *		30,569		651
CommVault Systems *		28,339		2,215
Cornerstone OnDemand Inc *		31,886		1,645
CTS Corp		57,291		2,129
Datto Holding Corp *		16,026		446
Diebold Nixdorf Inc *(A)		50,837		653
Digital Turbine Inc *		24,674		1,876
Diodes Inc *		21,172		1,689
Domo Inc, Cl B *(A)		9,019		729
DoubleVerify Holdings *		20,252		857
E2open Parent Holdings *		28,123		321
Echo Global Logistics Inc *		60,296		1,854
EMCORE Corp *		54,578		503
EVERTEC Inc		17,987		785
ExlService Holdings Inc *(A)		5,012		533
Extreme Networks Inc *		32,111		358
FormFactor Inc *		5,709		208
Ichor Holdings Ltd *		7,381		397
Insight Enterprises Inc *(A)		12,318		1,232
International Money Express Inc *		12,099		180
Itron Inc *		6,583		658
J2 Global Inc *(A)		12,702		1,747
Jabil Inc		10,276		597
KnowBe4, Cl A *		24,311		760

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Kulicke & Soffa Industries Inc (A)		31,840	$	1,949
Latch *		83,804		1,028
Lattice Semiconductor Corp *		8,765		492
MACOM Technology Solutions Holdings Inc *(A)		5,711		366
Manhattan Associates Inc *		9,971		1,444
MAXIMUS Inc (A)		6,746		593
Mimecast Ltd *		45,445		2,411
Model N Inc *		33,091		1,134
Momentive Global *		103,178		2,174
NCR Corp *		12,449		568
NETGEAR Inc *(A)		33,492		1,283
Nutanix Inc, Cl A *		14,811		566
Olo, Cl A *(A)		24,617		920
Onto Innovation Inc *		6,663		487
Perficient Inc *		27,007		2,172
Ping Identity Holding Corp *(A)		25,068		574
Plantronics Inc *		2,532		106
Plexus Corp *		3,552		325
Power Integrations Inc		4,344		356
QAD Inc, Cl A		15,219		1,324
Rambus Inc *		24,805		588
Rimini Street Inc *		88,393		545
Rogers Corp *		6,748		1,355
Sanmina Corp *		47,065		1,834
Shift4 Payments, Cl A *		8,657		811
Sprout Social Inc, Cl A *		9,585		857
SPS Commerce Inc *		3,716		371
Squarespace *		7,410		440
Switch Inc, Cl A		27,390		578
Synaptics Inc *(A)		13,134		2,044
SYNNEX Corp (A)		15,054		1,833
TTEC Holdings Inc		24,039		2,478
Ultra Clean Holdings Inc *		38,440		2,065
Upland Software Inc *(A)		19,518		804
Verint Systems Inc *		9,783		441
Vertex, Cl A *(A)		10,346		227
Viavi Solutions Inc *		85,977		1,518
Vishay Intertechnology Inc (A)		95,491		2,153
Workiva Inc, Cl A *		18,014		2,006
Zuora Inc, Cl A *		84,729		1,462
				86,750
Materials — 4.2%
Alcoa Corp *		20,836		768
Arconic Corp *(A)		23,605		841
Boise Cascade Co (A)		26,892		1,569
Commercial Metals Co, Cl A (A)		45,182		1,388
Element Solutions Inc		22,207		519
Greif Inc, Cl A		8,077		489
Kaiser Aluminum Corp (A)		8,354		1,032
Louisiana-Pacific Corp		51,983		3,134

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Materion Corp		5,922	$	446
Olin Corp		11,371		526
Orion Engineered Carbons *		44,352		842
Ranpak Holdings Corp, Cl A *		93,576		2,342
Schnitzer Steel Industries Inc, Cl A		33,238		1,631
Sealed Air Corp		9,836		583
Summit Materials Inc, Cl A *(A)		15,397		537
Trinseo SA (A)		22,794		1,364
Tronox Holdings		13,898		311
Valvoline Inc		17,508		568
Worthington Industries Inc (A)		6,557		401
				19,291
Real Estate — 1.8%
CareTrust Inc ‡		15,460		359
DigitalBridge Group *‡(A)		68,020		537
Easterly Government Properties Inc ‡(A)		19,409		409
EastGroup Properties Inc ‡		2,315		381
Hersha Hospitality Trust, Cl A *‡		26,306		283
iStar Inc ‡(A)		21,947		455
Life Storage Inc ‡		7,578		814
National Storage Affiliates Trust ‡		10,887		550
PotlatchDeltic Corp ‡		23,649		1,257
RE/MAX Holdings Inc, Cl A ‡		8,866		296
Realogy Holdings Corp *(A)		47,963		874
Safehold Inc ‡(A)		8,307		652
SITE Centers Corp ‡		41,252		621
St Joe Co/The ‡		2,825		126
Tanger Factory Outlet Centers Inc ‡(A)		19,000		358
Uniti Group Inc ‡		9,381		99
				8,071
Utilities — 0.3%
Avista Corp		6,653		284
Otter Tail Corp		8,463		413
Portland General Electric Co		5,192		239
Spire Inc (A)		5,529		400
				1,336
Total Common Stock (Cost $348,964) ($ Thousands)				451,080
AFFILIATED PARTNERSHIP — 26.0%
SEI Liquidity Fund, L.P.
0.030% **†(E)		119,305,345		119,331
Total Affiliated Partnership (Cost $119,328) ($ Thousands)				119,331

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Small Cap Growth Fund (Concluded)

Description	Shares		Market Value         ($ Thousands)
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		7,528,586	$	7,529
Total Cash Equivalent (Cost $7,529) ($ Thousands)				7,529
Total Investments in Securities — 125.9% (Cost $475,821) ($ Thousands)			$	577,940

Percentages are based on Net Assets of $459,027 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $119,992 ($ Thousands).

(B) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2021 was $67 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

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

(D) Securities considered restricted. The total market value of such securities as of June 30, 2021 was $62 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(E) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $119,331 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		451,013		–		67		451,080
Affiliated Partnership		–		119,331		–		119,331
Cash Equivalent		7,529		–		–		7,529
Total Investments in Securities		458,542		119,331		67		577,940

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

For the period ended June 30, 2021, there have been no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$14,256	$221,434	$(116,360)	$—	$—	$119,331	119,305,345	$237	$—
SEI Daily Income Trust, Government Fund, Cl F	5,613	77,971	(76,055)	1	—	7,529	7,528,586	1	—
Totals	$19,869	$299,405	$(192,415)	$1	$—	$126,860		$238	$—

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 4.4%
ATN International Inc		4,814	$	219
Boston Omaha Corp, Cl A *		3,497		111
Cable One Inc		1,150		2,200
Cinemark Holdings Inc *		328,330		7,207
Cogent Communications Holdings Inc		18,392		1,414
Electronic Arts Inc		2,290		329
EW Scripps Co/The, Cl A		26,344		537
IAC *		3,105		479
Interpublic Group of Cos Inc/The		24,754		804
Iridium Communications Inc *		71,000		2,839
John Wiley & Sons Inc, Cl A		51,999		3,129
Lions Gate Entertainment Corp, Cl A *		382,000		7,907
Match Group Inc *		1,449		234
New York Times Co/The, Cl A		19,500		849
Nexstar Media Group Inc, Cl A		68,960		10,198
Ooma Inc *		77,719		1,466
Shenandoah Telecommunications Co		20,536		996
Take-Two Interactive Software Inc, Cl A *		3,431		607
TechTarget Inc *		534		41
TEGNA Inc		60,000		1,126
United States Cellular Corp *		11,940		434
Vimeo *		5,040		247
World Wrestling Entertainment Inc, Cl A		28,861		1,671
Zynga Inc, Cl A *		100,000		1,063
				46,107
Consumer Discretionary — 10.8%
1-800-Flowers.com Inc, Cl A *		20,866		665
Advance Auto Parts Inc		10,274		2,108
American Eagle Outfitters Inc		148,019		5,555
America’s Car-Mart Inc/TX *		5,643		800
Asbury Automotive Group Inc *		3,907		670
At Home Group Inc *		20,854		768
AutoNation Inc *		1,730		164
Bloomin’ Brands Inc *		140,441		3,812
Bright Horizons Family Solutions Inc *		1,538		226
Brinker International Inc *		35,604		2,202
CarParts.com Inc *		26,372		537
Carriage Services Inc		26,433		977
Carter’s Inc		29,132		3,006
Century Communities Inc		15,398		1,025
Children’s Place Inc/The *		15,903		1,480
Churchill Downs Inc		8,184		1,623
Cooper-Standard Holdings Inc *		40,550		1,176
Core-Mark Holding Co Inc, Cl A		14,464		651
Crocs Inc *		5,724		667
Dave & Buster’s Entertainment Inc *		43,840		1,780
Deckers Outdoor Corp *		3,400		1,306
Dorman Products Inc *		2,086		216
Etsy Inc *		25,967		5,345
Golden Entertainment Inc *		21,375		958

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Green Brick Partners Inc *		53,506	$	1,217
Group 1 Automotive Inc		4,472		691
GrowGeneration Corp *		9,921		477
Haverty Furniture Cos Inc		25,532		1,092
Helen of Troy Ltd *		11,676		2,663
Hibbett Sports Inc		17,681		1,585
Inspired Entertainment Inc *		43,346		553
Installed Building Products Inc		4,861		595
Kontoor Brands Inc		16,121		909
LCI Industries		24,809		3,260
Lithia Motors Inc, Cl A		24,454		8,403
LKQ Corp *		49,641		2,443
M/I Homes Inc *		16,042		941
MDC Holdings Inc		3,306		167
Modine Manufacturing Co *		557,125		9,243
Movado Group Inc		11,467		361
Murphy USA Inc		5,255		701
Norwegian Cruise Line Holdings Ltd *		88,916		2,615
Ollie’s Bargain Outlet Holdings Inc *		3,893		327
Oxford Industries Inc, Cl A		16,073		1,589
Pool Corp		22,127		10,149
PulteGroup Inc		506		28
Rent-A-Center Inc/TX		20,036		1,063
Rocky Brands Inc		8,004		445
SeaWorld Entertainment Inc *		18,123		905
Signet Jewelers Ltd		9,535		770
Skechers USA Inc, Cl A *		37,863		1,887
Sonos Inc *		24,186		852
Stamps.com Inc *		2,683		537
Strategic Education Inc		11,851		901
Stride *		41,300		1,327
Taylor Morrison Home Corp, Cl A *		69,500		1,836
Titan International Inc *		94,939		805
Unifi Inc *		37,433		912
Urban Outfitters Inc *		72,105		2,972
Vail Resorts Inc *		9,517		3,012
Vera Bradley Inc *		311,259		3,856
Whirlpool Corp		3,320		724
Williams-Sonoma Inc		7,799		1,245
XPEL Inc *		11,009		923
				112,698
Consumer Staples — 4.8%
BJ’s Wholesale Club Holdings Inc *		24,382		1,160
Boston Beer Co Inc/The, Cl A *		2,028		2,070
Casey’s General Stores Inc		6,437		1,253
Celsius Holdings Inc *		29,350		2,233
Central Garden & Pet Co, Cl A *		39,121		1,889
Coca-Cola Consolidated Inc		2,500		1,005
Darling Ingredients Inc *		40,500		2,734
Flowers Foods Inc		23,770		575
Freshpet Inc *		8,866		1,445

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Grocery Outlet Holding Corp *		11,661	$	404
Hostess Brands Inc, Cl A *		468,657		7,587
Ingles Markets Inc, Cl A		6,621		386
Ingredion Inc		9,898		896
J & J Snack Foods Corp		7,030		1,226
John B Sanfilippo & Son Inc		13,714		1,215
Kroger Co/The		6,156		236
Lancaster Colony Corp		5,300		1,026
Medifast Inc		25,737		7,283
National Beverage Corp, Cl A *		4,024		190
Pilgrim’s Pride Corp *		149,410		3,314
Post Holdings Inc *		7,519		816
PriceSmart Inc		12,923		1,176
Sanderson Farms Inc		7,452		1,401
Seaboard Corp		144		557
Seneca Foods Corp, Cl A *		315		16
Spectrum Brands Holdings Inc		30,246		2,572
Sprouts Farmers Market Inc *		27,834		692
Universal Corp/VA		18,077		1,030
US Foods Holding Corp *		10,313		396
USANA Health Sciences Inc *		7,864		806
Village Super Market Inc, Cl A		15,188		357
WD-40 Co		2,556		655
Weis Markets Inc		27,069		1,398
				49,999
Energy — 2.5%
ChampionX Corp *		42,026		1,078
Cimarex Energy Co		98,294		7,122
Delek US Holdings Inc *		328,319		7,098
Kosmos Energy Ltd *		503,427		1,742
Marathon Petroleum Corp		7,296		441
Ovintiv Inc		38,375		1,208
Pioneer Natural Resources Co		19,058		3,097
Rattler Midstream LP (A)		162,210		1,771
Southwestern Energy Co *		219,203		1,243
Viper Energy Partners LP (A)		105,057		1,978
				26,778
Financials — 18.4%
Affiliated Managers Group Inc		1,488		230
Alleghany Corp *		1,001		668
Allstate Corp/The		1,408		184
Altabancorp		23,776		1,030
A-Mark Precious Metals *		7,917		368
American Equity Investment Life Holding Co		106,222		3,433
American Financial Group Inc/OH		13,674		1,705
Ameriprise Financial Inc		4,701		1,170
AMERISAFE Inc		9,132		545
Arch Capital Group Ltd *		10,008		390
Argo Group International Holdings Ltd		103,605		5,370
Arrow Financial Corp		19,966		718

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Artisan Partners Asset Management Inc, Cl A		10,919	$	555
Assurant Inc		5,558		868
Axos Financial Inc *		48,113		2,232
Bank First		2,745		192
Bank of Marin Bancorp		29,527		942
Bank OZK		55,988		2,360
BankUnited Inc		130,026		5,551
BGC Partners Inc, Cl A		1,099,126		6,232
Brookline Bancorp Inc, Cl A		24,112		360
Cadence BanCorp, Cl A		93,703		1,957
Camden National Corp		18,864		901
Canadian Imperial Bank of Commerce		3,321		378
Capital City Bank Group Inc		86,672		2,235
Citizens & Northern		6,978		171
CNB Financial Corp/PA		11,269		257
CNO Financial Group Inc		289,034		6,827
Cohen & Steers Inc		885		73
Columbia Banking System Inc		136,760		5,273
Columbia Financial Inc *		58,169		1,002
Community Trust Bancorp Inc		27,038		1,092
Customers Bancorp Inc *		26,651		1,039
Diamond Hill Investment Group Inc		2,001		335
Donnelley Financial Solutions Inc *		69,539		2,295
Dynex Capital Inc ‡		45,717		853
Eagle Bancorp Inc		29,167		1,636
Employers Holdings Inc		17,888		766
Everest Re Group Ltd		6,060		1,527
Farmers National Banc Corp		24,544		381
Federated Hermes Inc, Cl B		15,159		514
Financial Institutions Inc		51,330		1,540
First American Financial Corp		23,494		1,465
First Busey Corp		71,493		1,763
First Citizens BancShares Inc/NC, Cl A		775		645
First Commonwealth Financial Corp		316,920		4,459
First Community Bankshares Inc		66,479		1,984
First Horizon Corp		341,595		5,903
First Merchants Corp		77,646		3,236
First Midwest Bancorp Inc/IL		68,601		1,360
Flagstar Bancorp Inc		32,500		1,374
FNB Corp/PA		494,669		6,099
FRP Holdings Inc *		4,575		255
Great Southern Bancorp Inc		13,042		703
Great Western Bancorp Inc		86,378		2,832
Hanover Insurance Group Inc/The, Cl A		25,705		3,487
Hilltop Holdings Inc		20,444		744
HomeStreet Inc		10,400		424
HomeTrust Bancshares Inc		4,975		139
Horace Mann Educators Corp, Cl A		21,962		822
Houlihan Lokey Inc, Cl A		8,726		714
Howard Hughes Corp/The *		51,451		5,014
Huntington Bancshares Inc/OH		199,962		2,853

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		13,095	$	284
Lincoln National Corp		3,278		206
MarketAxess Holdings Inc		350		162
Mercantile Bank Corp		10,589		320
Merchants Bancorp/IN		45,712		1,794
Mercury General Corp		3,404		221
MidWestOne Financial Group Inc		16,411		472
Morgan Stanley		7,661		702
Morningstar Inc, Cl A		5,718		1,470
Newmark Group Inc, Cl A		450,766		5,414
OFG Bancorp		133,441		2,952
Origin Bancorp Inc		25,847		1,097
Pacific Premier Bancorp Inc		114,780		4,854
PacWest Bancorp		433,442		17,840
Park National Corp		1,252		147
PCSB Financial Corp		20,078		365
PennyMac Financial Services Inc		4,681		289
Peoples Bancorp Inc/OH		29,343		869
Piper Sandler Cos		823		107
PJT Partners Inc		16,396		1,170
Popular Inc		11,261		845
Premier Financial Corp		24,116		685
Provident Financial Services Inc		24,819		568
Reinsurance Group of America Inc, Cl A		7,938		905
Reliant Bancorp Inc		40,302		1,118
RenaissanceRe Holdings Ltd		7,345		1,093
Republic Bancorp Inc/KY, Cl A		10,585		488
Safety Insurance Group Inc		7,585		594
Selective Insurance Group Inc		19,688		1,598
ServisFirst Bancshares Inc		26,000		1,767
Sierra Bancorp		20,570		523
Starwood Property Trust Inc ‡		310,592		8,128
Stewart Information Services Corp		21,161		1,200
Stifel Financial Corp		5,705		370
SVB Financial Group, Cl B *		3,773		2,099
Towne Bank/Portsmouth VA		20,000		608
TPG RE Finance Trust Inc ‡		58,414		786
TriCo Bancshares		22,196		945
UMB Financial Corp		5,000		465
UMH Properties ‡		42,338		924
Umpqua Holdings Corp		229,225		4,229
United Community Banks Inc/GA		15,000		480
United Fire Group Inc		67,986		1,885
Univest Financial Corp		85,554		2,256
Virtus Investment Partners Inc		4,899		1,361
Washington Trust Bancorp Inc		11,422		587
Waterstone Financial Inc		85,678		1,684
				191,356
Health Care — 10.7%
ABIOMED Inc *		967		302
Acceleron Pharma Inc *		627		79

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Aerie Pharmaceuticals Inc *		75,660	$	1,211
Akebia Therapeutics Inc *		28,794		109
Akero Therapeutics Inc *		2,796		69
Albireo Pharma Inc *		23,583		830
AmerisourceBergen Corp, Cl A		4,713		540
AMN Healthcare Services Inc *		39,759		3,856
Apollo Endosurgery *		193,308		1,566
Arcus Biosciences Inc *		4,789		131
Ascendis Pharma ADR *		4,000		526
AtriCure Inc *		14,000		1,111
Biohaven Pharmaceutical Holding Co Ltd *		10,000		971
BioMarin Pharmaceutical Inc *		4,059		339
Bio-Techne Corp		3,600		1,621
Bridgebio Pharma Inc *		2,632		160
Catalent Inc *		16,500		1,784
Charles River Laboratories International Inc *		7,525		2,784
Chemed Corp		5,665		2,688
ChromaDex Corp *		42,607		420
Co-Diagnostics Inc *(B)		236,973		1,955
Collegium Pharmaceutical Inc *		55,451		1,311
Computer Programs and Systems Inc *		21,134		702
CorVel Corp *		3,132		421
Cross Country Healthcare Inc *		57,260		945
CryoLife Inc *		680		19
Denali Therapeutics Inc *		19,503		1,530
Durect Corp *		26,038		42
Eagle Pharmaceuticals Inc/DE *		5,937		254
Emergent BioSolutions Inc *		42,789		2,695
Encompass Health Corp		19,928		1,555
Ensign Group Inc/The		4,885		423
Fate Therapeutics Inc *		14,965		1,299
Fulgent Genetics Inc *		1,200		111
Global Blood Therapeutics Inc *		31,243		1,094
Globus Medical Inc, Cl A *		14,804		1,148
Harvard Bioscience *		87,253		727
HealthStream Inc *		21,679		606
Heska Corp *		6,167		1,417
Hill-Rom Holdings Inc		4,708		535
ICON PLC *		7,886		1,630
ICU Medical Inc *		5,669		1,167
IDEXX Laboratories Inc *		458		289
Incyte Corp *		3,300		278
Inovalon Holdings Inc, Cl A *		71,259		2,428
Insmed Inc *		31,452		895
Inspire Medical Systems Inc *		5,312		1,027
Integra LifeSciences Holdings Corp *		20,000		1,365
Iovance Biotherapeutics Inc *		58,028		1,510
Jazz Pharmaceuticals PLC *		16,181		2,875
Karyopharm Therapeutics Inc *		73,936		763
Krystal Biotech Inc *		1,716		117
LeMaitre Vascular Inc		467		28

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
LHC Group Inc *		6,905	$	1,383
Ligand Pharmaceuticals Inc *		28,582		3,750
Masimo Corp *		3,863		937
Medpace Holdings Inc *		9,937		1,755
Mettler-Toledo International Inc *		411		569
ModivCare Inc *		4,264		725
Myriad Genetics Inc *		47,139		1,441
National HealthCare Corp		12,608		881
Natus Medical Inc *		29,663		771
Neogen Corp, Cl B *		8,052		371
NeoGenomics Inc *		18,676		844
Neurocrine Biosciences Inc *		10,038		977
Nevro Corp *		729		121
NextGen Healthcare Inc *		8,065		134
Novocure Ltd *		2,480		550
Omnicell Inc *		1,763		267
OptimizeRx Corp *		10,047		622
Organogenesis Holdings Inc, Cl A *		81,246		1,350
Orthofix Medical Inc *		14,375		577
Owens & Minor Inc		39,047		1,653
Pacira BioSciences Inc *		44,489		2,700
Penumbra Inc *		1,427		391
PerkinElmer Inc		12,707		1,962
Phibro Animal Health Corp, Cl A		32,589		941
Premier Inc, Cl A		80,870		2,813
Prestige Consumer Healthcare Inc, Cl A *		46,904		2,444
Protagonist Therapeutics Inc *		26,630		1,195
Quanterix Corp *		20,327		1,192
R1 RCM Inc *		59,081		1,314
Reata Pharmaceuticals Inc, Cl A *		8,596		1,217
Repligen Corp *		6,804		1,358
Revance Therapeutics Inc *		82,213		2,437
SeaSpine Holdings Corp *		11,657		239
SIGA Technologies Inc *		2,198		14
Simulations Plus Inc		799		44
Spero Therapeutics Inc *		16,852		235
STAAR Surgical Co *		5,000		762
STERIS PLC		1		—
Supernus Pharmaceuticals Inc *		8,694		268
Syneos Health Inc, Cl A *		96,849		8,667
Teleflex Inc		8,291		3,331
Tenet Healthcare Corp *		6,108		409
Translate Bio Inc *		16,743		461
United Therapeutics Corp *		7,055		1,266
UroGen Pharma *(B)		40,897		624
Utah Medical Products Inc		6,164		524
Vir Biotechnology *		7,158		338
West Pharmaceutical Services Inc		1		—

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Y-mAbs Therapeutics Inc *		15,585	$	527
				111,609
Industrials — 15.6%
A O Smith Corp		4,400		317
ACCO Brands Corp		838,705		7,238
Advanced Drainage Systems Inc		16,174		1,885
AECOM *		13,579		860
AeroVironment Inc *		6,958		697
Altra Industrial Motion Corp		11,202		728
Applied Industrial Technologies Inc, Cl A		12,000		1,093
ArcBest Corp		17,512		1,019
Armstrong World Industries Inc		25,821		2,770
Atkore Inc *		38,805		2,755
Atlas Air Worldwide Holdings Inc *		53,933		3,673
Builders FirstSource Inc *		61,574		2,627
BWX Technologies Inc, Cl W		84,376		4,904
CAI International Inc		30,421		1,704
Casella Waste Systems Inc, Cl A *		5,000		317
CBIZ Inc *		2,449		80
Cintas Corp		3,186		1,217
Clean Harbors Inc *		7,022		654
Colfax Corp *		192,422		8,815
CoStar Group Inc *		44,460		3,682
CRA International Inc		11,678		1,000
CSW Industrials Inc		5,365		636
Curtiss-Wright Corp		15,306		1,818
EMCOR Group Inc		19,007		2,341
Ennis Inc		34,657		746
Evoqua Water Technologies Corp *		14,928		504
Exponent Inc		30,000		2,676
Forrester Research Inc *		9,468		434
Franklin Covey Co *		648		21
Franklin Electric Co Inc		10,000		806
FTI Consulting Inc *		10,890		1,488
Global Industrial		4,467		164
Griffon Corp		25,360		650
Helios Technologies Inc		11,524		899
Heritage-Crystal Clean Inc *		29,302		870
Hillenbrand Inc		18,146		800
Hub Group Inc, Cl A *		12,964		855
IAA Inc *		84,934		4,632
ICF International Inc, Cl A		4,655		409
IDEX Corp		4,000		880
JetBlue Airways Corp *		254,146		4,265
Kadant Inc		16,160		2,846
Kaman Corp, Cl A		52,269		2,634
KAR Auction Services Inc *		325,411		5,711
Kelly Services Inc, Cl A *		4,601		110
Kforce Inc		10,057		633
L3Harris Technologies Inc		2,036		440
Landstar System Inc		8,600		1,359

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Macquarie Infrastructure Corp *		18,400	$	704
ManTech International Corp/VA, Cl A		12,947		1,120
Masonite International Corp *		37,876		4,234
Mastech Digital Inc *		4,353		65
Matson Inc		26,632		1,704
Meritor Inc *		39,622		928
MSA Safety Inc		10,698		1,771
MSC Industrial Direct Co Inc, Cl A		3,679		330
MYR Group Inc *		22,025		2,003
National Presto Industries Inc		1,385		141
nVent Electric PLC		20,000		625
Old Dominion Freight Line Inc, Cl A		9,957		2,527
Powell Industries Inc		6,900		214
Primoris Services Corp		31,507		927
Quanex Building Products Corp		8,291		206
Radiant Logistics Inc *		49,017		340
RBC Bearings Inc *		4,000		798
Resideo Technologies Inc *		36,899		1,107
Resources Connection Inc		21,841		314
REV Group Inc		44,261		694
Rexnord Corp		21,000		1,051
Rush Enterprises Inc, Cl A		38,922		1,683
Saia Inc *		7,000		1,466
Schneider National Inc, Cl B		13,231		288
Shyft Group Inc/The		28,592		1,070
Simpson Manufacturing Co Inc		8,867		979
SiteOne Landscape Supply Inc *		3,529		597
SPX FLOW Inc		19,418		1,267
Standex International Corp		5,842		554
Teledyne Technologies Inc *		16,712		6,999
Tetra Tech Inc		27,739		3,385
Textainer Group Holdings Ltd *		56,064		1,893
Toro Co/The		2,800		308
TriMas Corp *		23,190		703
Trinity Industries Inc (B)		142,479		3,831
TrueBlue Inc *		50,000		1,406
UFP Industries Inc		9,396		699
United Rentals Inc *		4,375		1,396
Upwork Inc *		16,655		971
Vicor Corp *		8,907		942
Werner Enterprises Inc		29,446		1,311
WESCO International Inc *		94,612		9,728
Westinghouse Air Brake Technologies Corp		3,600		296
XPO Logistics Inc *		78,605		10,996
				162,233
Information Technology — 19.0%
A10 Networks Inc *		136,224		1,534
ACI Worldwide Inc *		348,764		12,953
Agilysys Inc *		13,470		766
Alliance Data Systems Corp		27,121		2,826
Alpha & Omega Semiconductor Ltd *		39,527		1,201

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Amdocs Ltd		14,000	$	1,083
American Software Inc/GA, Cl A		30,440		668
Amkor Technology Inc		50,512		1,196
ANSYS Inc *		2,600		902
Arista Networks Inc *		2,488		901
Aspen Technology Inc *		25,476		3,504
Avid Technology Inc *		31,265		1,224
Axcelis Technologies Inc *		22,971		928
Brightcove Inc *		18,188		261
Broadridge Financial Solutions Inc		1,700		275
Brooks Automation Inc		754		72
Cadence Design Systems Inc *		12,100		1,655
Calix Inc *		48,212		2,290
Cambium Networks Corp *		23,504		1,136
Cass Information Systems Inc		9,000		367
ChannelAdvisor Corp *		51,607		1,265
Cognyte Software Ltd *		84,053		2,059
CommVault Systems Inc *		26,733		2,090
Conduent Inc *		113,376		850
Cornerstone OnDemand Inc *		28,250		1,457
CSG Systems International Inc		16,561		781
Digital Turbine Inc *		2,588		197
Diodes Inc *		15,000		1,197
Domo Inc, Cl B *		21,980		1,777
Echo Global Logistics Inc *		8,703		267
Enphase Energy Inc *		5,140		944
Entegris Inc		17,705		2,177
EPAM Systems Inc *		5,383		2,750
Euronet Worldwide Inc *		30,399		4,114
EVERTEC Inc		63,730		2,782
ExlService Holdings Inc *		24,383		2,591
Extreme Networks Inc *		44,054		492
Fair Isaac Corp *		2,500		1,257
Five9 Inc *		5,242		961
FormFactor Inc *		600		22
Gartner Inc *		1,518		368
Genpact Ltd		30,604		1,390
Global Payments Inc		1,009		189
Globant SA *		4,500		986
Hackett Group Inc/The		37,239		671
Ichor Holdings Ltd *		16,589		892
II-VI Inc *		15,210		1,104
Insight Enterprises Inc *		21,641		2,164
Intelligent Systems Corp *		358		11
International Money Express Inc *		1,250		19
J2 Global Inc *		211,316		29,067
Lattice Semiconductor Corp *		37,782		2,123
Lumentum Holdings Inc *		21,910		1,797
MACOM Technology Solutions Holdings Inc *		12,485		800
Manhattan Associates Inc *		10,280		1,489
MAXIMUS Inc		35,530		3,126

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
MicroStrategy Inc, Cl A *		726	$	482
Model N Inc *		21,638		742
Monolithic Power Systems Inc		6,335		2,366
National Instruments Corp		370		16
NCR Corp *		132,854		6,059
nLight Inc *		17,550		637
Nuance Communications Inc *		53,148		2,893
NVE Corp		9,565		708
ON Semiconductor Corp *		108,955		4,171
OSI Systems Inc *		184		19
Palo Alto Networks Inc *		786		292
Perficient Inc *		12,505		1,006
Photronics Inc *		204,266		2,698
Power Integrations Inc		20,000		1,641
Progress Software Corp		5,788		268
PTC Inc *		19,109		2,699
QAD Inc, Cl A		5,106		444
Qorvo Inc *		1		—
Qualys Inc *		1,225		123
Rackspace Technology Inc *		51,435		1,009
Radware Ltd *		26,112		804
Rambus Inc *		69,493		1,648
RingCentral Inc, Cl A *		773		225
Science Applications International Corp		10,962		962
Semtech Corp *		69,289		4,767
Shutterstock Inc		21,003		2,062
Silicon Motion Technology Corp ADR		238,588		15,294
SolarWinds Corp *		744		13
SPS Commerce Inc *		16,563		1,654
Super Micro Computer Inc *		159,172		5,600
Sykes Enterprises Inc *		31,637		1,699
Synopsys Inc *		5,999		1,654
Tenable Holdings Inc *		29,500		1,220
Teradyne Inc		11,312		1,515
Trade Desk Inc/The, Cl A *		18,960		1,467
TTEC Holdings Inc		31,473		3,245
Tucows Inc, Cl A *		1,294		104
Tyler Technologies Inc *		4,508		2,039
Verint Systems Inc *		112,718		5,080
Wix.com Ltd *		15,023		4,361
WNS Holdings Ltd ADR *		26,370		2,106
				197,760
Materials — 6.8%
Albemarle Corp		4,500		758
Ashland Global Holdings Inc		55,852		4,887
Avery Dennison Corp		2,472		520
Avient Corp		22,000		1,081
Axalta Coating Systems Ltd *		164,272		5,009
B2Gold Corp		501,613		2,112
Balchem Corp		20,761		2,725
Boise Cascade Co		23,092		1,347

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Century Aluminum Co *		184,374	$	2,376
Chase		10,925		1,121
Commercial Metals Co, Cl A		270,710		8,316
Crown Holdings Inc		4,800		491
Domtar Corp *		39,444		2,168
FMC Corp		102,303		11,069
Fortitude Gold Corp		40,846		280
Hawkins Inc		12,136		397
Hecla Mining Co		131,999		982
Ingevity Corp *		36,000		2,929
Louisiana-Pacific Corp		18,357		1,107
Materion Corp		9,421		710
Myers Industries Inc		28,510		599
NewMarket Corp		5,572		1,794
Novagold Resources Inc *		129,786		1,039
Packaging Corp of America		2,600		352
Resolute Forest Products Inc *		88,838		1,084
Royal Gold Inc, Cl A		8,757		999
Sensient Technologies Corp		18,700		1,619
Silgan Holdings Inc		270,689		11,234
Stepan Co		9,000		1,082
Trinseo SA		15,000		898
				71,085
Real Estate — 3.9%
Camden Property Trust ‡		13,101		1,738
CareTrust Inc ‡		19,035		442
CatchMark Timber Trust Inc, Cl A ‡		108,771		1,273
Centerspace ‡		15,417		1,216
City Office REIT ‡		17,779		221
Community Healthcare Trust Inc ‡		384		18
EastGroup Properties Inc ‡		14,800		2,434
Equity LifeStyle Properties ‡		20,564		1,528
Gaming and Leisure Properties Inc ‡		167,435		7,757
Getty Realty Corp ‡		28,351		883
Gladstone Commercial Corp ‡		33,797		763
Independence Realty Trust ‡		113,415		2,068
Invitation Homes Inc ‡		32,569		1,215
Kite Realty Group Trust ‡		34,895		768
Life Storage Inc ‡		4,650		499
Medical Properties Trust Inc ‡		410,854		8,258
Monmouth Real Estate Investment Corp, Cl A ‡		88,945		1,665
National Health Investors Inc ‡		265		18
National Storage Affiliates Trust ‡		10,689		540
New Senior Investment Group Inc ‡		47,637		418
One Liberty Properties Inc ‡		49,942		1,418
PS Business Parks Inc ‡		6,125		907
RMR Group Inc/The, Cl A ‡		23,159		895
RPT Realty ‡		110,066		1,429
Safehold Inc ‡		19,251		1,511
Spirit Realty Capital Inc ‡		387		19

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Small/Mid Cap Fund (Concluded)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Sun Communities Inc ‡		1,653	$	283
Terreno Realty Corp ‡		15,348		990
Universal Health Realty Income Trust ‡		2,758		170
				41,344
Utilities — 1.3%
Artesian Resources Corp, Cl A		30,081		1,106
Black Hills Corp, Cl A		7,064		464
Chesapeake Utilities Corp		6,037		726
Hawaiian Electric Industries Inc		21,153		894
IDACORP Inc, Cl A		10,909		1,064
MDU Resources Group Inc		14,335		449
MGE Energy Inc		21,134		1,573
Middlesex Water Co		22,660		1,852
NorthWestern Corp		5,270		317
Portland General Electric Co		43,378		1,999
Spire Inc		15,000		1,084
UGI Corp		6,450		299
Unitil Corp		11,188		593
York Water Co/The		18,850		854
				13,274
Total Common Stock (Cost $568,455) ($ Thousands)				1,024,243
AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, L.P.
0.030% **†(C)		6,925,222		6,933
Total Affiliated Partnership (Cost $6,925) ($ Thousands)				6,933

Description	Shares		Market Value         ($ Thousands)
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		19,377,708	$	19,378
Total Cash Equivalent (Cost $19,378) ($ Thousands)				19,378
Total Investments in Securities — 100.7% (Cost $594,758) ($ Thousands)			$	1,050,554

Percentages are based on Net Assets of $1,042,786 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $3,749 ($ Thousands), or 0.4% of the Net Assets of the Fund.

(B) Certain securities or partial positions of certain securities are on loan at June 30, 2021). The total market value of securities on loan at June 30, 2021 was $3,042 ($ Thousands).

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $6,933 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,024,243		–		–		1,024,243
Affiliated Partnership		–		6,933		–		6,933
Cash Equivalent		19,378		–		–		19,378
Total Investments in Securities		1,043,621		6,933		–		1,050,554

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$28,359	$204,456	$(225,890)	$10	$(2)	$6,933	6,925,222	$82	$—
SEI Daily Income Trust, Government Fund, Cl F	18,861	117,731	(117,214)	—	—	19,378	19,377,708	1	—
Totals	$47,220	$322,187	$(343,104)	$10	$(2)	$26,311		$83	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Mid-Cap Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 99.2%
Communication Services — 5.1%
DISH Network Corp, Cl A *		4,273	$	179
IAC *		865		133
Interpublic Group of Cos Inc/The		11,826		384
Liberty Media Corp-Liberty SiriusXM *		7,347		341
Match Group Inc *		2,017		325
News Corp, Cl A		9,142		236
Nexstar Media Group Inc, Cl A		1,542		228
Omnicom Group Inc		2,018		161
Pinterest Inc, Cl A *		4,444		351
Playtika Holding Corp *		9,435		225
Roku Inc, Cl A *		709		326
Spotify Technology SA *		544		150
Take-Two Interactive Software Inc, Cl A *		3,326		589
Twitter Inc *		4,099		282
Zillow Group Inc, Cl C *		1,757		215
Zynga Inc, Cl A *		14,888		158
				4,283
Consumer Discretionary — 15.0%
Advance Auto Parts Inc		729		150
AutoNation Inc *		2,889		274
AutoZone Inc *		519		774
Best Buy Co Inc		1,195		137
BorgWarner Inc		8,767		426
Boyd Gaming Corp *		3,379		208
Caesars Entertainment Inc *		1,352		140
Carnival Corp *		7,085		187
Carter’s Inc		2,971		306
Columbia Sportswear Co		2,553		251
Darden Restaurants Inc		1,472		215
Dick’s Sporting Goods Inc		2,432		244
Dollar General Corp		623		135
Dollar Tree Inc *		6,914		688
Domino’s Pizza Inc		291		136
DR Horton Inc		3,781		342
Etsy Inc *		963		198
Foot Locker Inc, Cl A		3,540		218
frontdoor Inc *		4,546		226
Garmin Ltd		2,062		298
Gentex Corp		4,052		134
Harley-Davidson Inc, Cl A		3,789		174
Hasbro Inc		1,994		189
Kohl’s Corp		2,378		131
L Brands Inc		3,835		276
Lennar Corp, Cl A		1,645		163
Lennar Corp, Cl B		1,851		151
LKQ Corp *		13,006		640
Marriott Vacations Worldwide Corp *		1,718		274
Mohawk Industries Inc *		1,059		204
Newell Brands Inc, Cl B		5,032		138

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Norwegian Cruise Line Holdings Ltd *		4,718	$	139
NVR Inc *		42		209
O’Reilly Automotive Inc *		895		507
Peloton Interactive Inc, Cl A *		2,207		274
Penn National Gaming Inc *		1,731		132
Penske Automotive Group Inc, Cl A		1,968		149
Pool Corp		1,125		516
PulteGroup Inc		7,332		400
PVH Corp *		2,159		232
Qurate Retail Inc		11,862		155
RH *		330		224
Royal Caribbean Cruises Ltd *		2,700		230
Tapestry Inc *		7,022		305
Tempur Sealy International Inc		5,504		216
Tractor Supply Co		1,000		186
Ulta Beauty Inc *		390		135
Wayfair Inc, Cl A *		601		190
Williams-Sonoma Inc		885		141
Wynn Resorts Ltd *		1,056		129
Yum China Holdings Inc		2,000		132
				12,628
Consumer Staples — 4.6%
Campbell Soup Co		2,940		134
Church & Dwight Co Inc		2,802		239
Clorox Co/The		885		159
Conagra Brands Inc		3,770		137
Constellation Brands Inc, Cl A		801		187
Darling Ingredients Inc *		4,555		308
Hain Celestial Group Inc/The *		3,876		156
Herbalife Nutrition Ltd *		5,709		301
Hershey Co/The		2,458		428
Ingredion Inc		3,924		355
Kellogg Co		2,108		136
Lamb Weston Holdings Inc		4,452		359
Spectrum Brands Holdings Inc		1,700		145
TreeHouse Foods Inc *		6,221		277
Tyson Foods Inc, Cl A		5,398		398
US Foods Holding Corp *		4,548		174
				3,893
Energy — 2.5%
Baker Hughes Co, Cl A		5,699		130
Cimarex Energy Co		2,205		160
Diamondback Energy Inc, Cl A		2,676		251
Halliburton Co		7,917		183
Hess Corp		1,807		158
Marathon Petroleum Corp		2,160		131
Pioneer Natural Resources Co		1,787		290
Targa Resources Corp		10,871		483

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Valero Energy Corp		3,997	$	312
				2,098
Financials — 14.7%
Ally Financial Inc		3,311		165
American International Group Inc		4,747		226
Ameriprise Financial Inc		1,396		347
Apollo Global Management Inc, Cl A		2,281		142
Arch Capital Group Ltd *		16,674		649
Cboe Global Markets Inc		3,024		360
Chimera Investment Corp ‡		18,005		271
Citizens Financial Group Inc		2,895		133
Comerica Inc		2,419		173
Discover Financial Services		2,008		238
Everest Re Group Ltd		2,191		552
Fidelity National Financial Inc		7,202		313
First American Financial Corp		7,342		458
Hartford Financial Services Group Inc/The		3,165		196
Huntington Bancshares Inc/OH		14,368		205
Interactive Brokers Group Inc, Cl A		4,699		309
Invesco Ltd		4,983		133
Janus Henderson Group PLC		3,787		147
Lazard Ltd, Cl A (A)		5,672		257
Lincoln National Corp		2,134		134
LPL Financial Holdings Inc		1,918		259
M&T Bank Corp		2,358		343
Morningstar Inc, Cl A		618		159
MSCI Inc, Cl A		292		156
Nasdaq, Cl A		859		151
New York Community Bancorp Inc		12,010		132
Old Republic International Corp		6,118		152
PacWest Bancorp		15,187		625
Pinnacle Financial Partners Inc		3,070		271
Popular Inc		2,306		173
Primerica Inc		1,027		157
Prosperity Bancshares Inc		2,979		214
Raymond James Financial Inc		1,588		206
Regions Financial Corp		13,946		281
Reinsurance Group of America Inc, Cl A		2,778		317
RenaissanceRe Holdings Ltd		915		136
Santander Consumer USA Holdings Inc		4,904		178
Signature Bank/New York NY, Cl B		1,242		305
Starwood Property Trust Inc ‡		7,606		199
Sterling Bancorp/DE		9,528		236
Stifel Financial Corp		10,558		685
Synchrony Financial		9,630		467
T Rowe Price Group Inc		1,015		201
Virtu Financial Inc, Cl A		11,675		323
Western Alliance Bancorp		3,738		347

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Zions Bancorp NA		6,255	$	331
				12,412
Health Care — 11.7%
ABIOMED Inc *		496		155
Agilent Technologies Inc		2,257		334
AmerisourceBergen Corp, Cl A		2,145		246
Avantor Inc *		8,886		315
Cardinal Health Inc		3,898		222
Centene Corp *		6,381		465
Cerner Corp		3,488		273
Charles River Laboratories International
Inc *		589		218
Chemed Corp		843		400
Encompass Health Corp		3,369		263
Envista Holdings Corp *		6,003		259
Hologic Inc *		2,887		193
IDEXX Laboratories Inc *		896		566
IQVIA Holdings Inc *		1,070		259
Jazz Pharmaceuticals PLC *		1,014		180
Laboratory Corp of America Holdings *		1,848		510
Maravai LifeSciences Holdings Inc, Cl A *		6,669		278
McKesson Corp		2,711		518
Mettler-Toledo International Inc *		147		204
Molina Healthcare Inc *		856		217
Neurocrine Biosciences Inc *		1,392		135
Novavax Inc *		830		176
QIAGEN NV *		2,810		136
Quest Diagnostics Inc		1,235		163
Quidel Corp *		1,885		241
Repligen Corp *		1,344		268
ResMed Inc		2,048		505
Royalty Pharma PLC, Cl A		7,248		297
Seagen Inc *		847		134
STERIS PLC		679		140
Teladoc Health Inc *		870		145
Veeva Systems Inc, Cl A *		2,073		645
Viatris Inc, Cl W *		9,852		141
Waters Corp *		920		318
West Pharmaceutical Services Inc		482		173
Zimmer Biomet Holdings Inc		1,215		195
				9,887
Industrials — 11.8%
AECOM *		2,579		163
AerCap Holdings NV *		3,596		184
Allegion PLC		2,213		309
AMETEK Inc		1,297		173
Builders FirstSource Inc *		4,065		173
Carlisle Cos Inc		1,035		198
Carrier Global Corp		2,884		140
CH Robinson Worldwide Inc		1,409		132
Cintas Corp		566		216

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Clean Harbors Inc *		5,272	$	491
Copart Inc *		1,161		153
Dover Corp		2,852		430
Equifax Inc		1,331		319
Expeditors International of Washington Inc		4,675		592
Fastenal Co, Cl A		2,577		134
Fortune Brands Home & Security Inc		2,526		252
HEICO Corp, Cl A		1,225		152
Hexcel Corp, Cl A *		3,451		215
Huntington Ingalls Industries Inc, Cl A		516		109
JB Hunt Transport Services Inc		835		136
Knight-Swift Transportation Holdings Inc, Cl A		2,901		132
Landstar System Inc		1,434		227
ManpowerGroup Inc		2,534		301
Masco Corp		2,302		136
MasTec Inc *		1,286		137
Middleby Corp/The *		867		150
Old Dominion Freight Line Inc, Cl A		1,682		427
Oshkosh Corp		1,311		163
Otis Worldwide Corp		9,295		760
PACCAR Inc		1,515		135
Parker-Hannifin Corp, Cl A		1,780		547
Plug Power Inc *		3,931		134
Regal Beloit		2,867		383
Republic Services Inc		1,849		203
Robert Half International Inc		3,788		337
Rockwell Automation Inc		535		153
Snap-on Inc		732		164
Trane Technologies PLC		851		157
Watsco Inc		545		156
Westinghouse Air Brake Technologies Corp		3,060		252
WW Grainger Inc		479		210
				9,935
Information Technology — 18.9%
Akamai Technologies Inc *		2,406		281
Amdocs Ltd		3,246		251
Anaplan Inc *		2,548		136
Arista Networks Inc *		438		159
Arrow Electronics Inc, Cl A *		1,965		224
Avalara Inc *		985		159
Avnet Inc		3,380		135
Bentley Systems, Cl B		2,264		147
Bill.com Holdings Inc *		1,260		231
BM Technologies Inc *		523		6
Booz Allen Hamilton Holding Corp, Cl A		3,967		338
Cadence Design Systems Inc *		1,050		144
CDW Corp/DE		2,084		364
Citrix Systems Inc		1,466		172
Coupa Software Inc *		644		169
Crowdstrike Holdings Inc, Cl A *		1,262		317

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Datadog Inc, Cl A *		2,621	$	273
DocuSign Inc, Cl A *		1,548		433
Dropbox Inc, Cl A *		7,595		230
Dynatrace Inc *		4,973		290
Enphase Energy Inc *		898		165
EPAM Systems Inc *		631		322
Euronet Worldwide Inc *		927		125
Fair Isaac Corp *		348		175
FleetCor Technologies Inc *		521		133
Fortinet Inc *		2,825		673
Gartner Inc *		1,646		399
GoDaddy Inc, Cl A *		3,188		277
HP Inc		13,887		419
HubSpot Inc *		360		210
Jabil Inc		6,933		403
Jack Henry & Associates Inc		890		145
Keysight Technologies Inc *		925		143
Leidos Holdings Inc		3,497		354
Lumentum Holdings Inc *		1,642		135
Manhattan Associates Inc *		2,345		340
Microchip Technology Inc		2,133		319
Monolithic Power Systems Inc		418		156
Motorola Solutions Inc		3,023		656
NCR Corp *		3,859		176
NetApp Inc		3,629		297
Okta Inc, Cl A *		576		141
Palantir Technologies, Cl A *		13,159		347
Palo Alto Networks Inc *		632		234
Paychex Inc		1,349		145
PTC Inc *		1,559		220
Qorvo Inc *		2,890		565
Rackspace Technology Inc *		11,337		222
Skyworks Solutions Inc		2,609		500
Smartsheet Inc, Cl A *		1,826		132
SolarWinds Corp *		7,872		133
SYNNEX Corp		1,565		191
Synopsys Inc *		717		198
Teradata Corp *		2,987		149
Teradyne Inc		1,411		189
Tyler Technologies Inc *		480		217
Ubiquiti Inc		458		143
Unity Software Inc *		2,295		252
Universal Display Corp		1,633		363
VeriSign Inc *		617		140
Vontier		7,294		238
Western Digital Corp *		2,400		171
Western Union Co/The		5,773		133
WEX Inc *		772		150
Zebra Technologies Corp, Cl A *		304		161

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Mid-Cap Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Zscaler Inc *		729	$	157
				15,972
Materials — 5.8%
Alcoa Corp *		3,794		140
Amcor PLC		15,621		179
Axalta Coating Systems Ltd *		6,950		212
Berry Global Group Inc *		6,162		402
Celanese Corp, Cl A		938		142
CF Industries Holdings Inc		5,855		301
Chemours Co/The		3,869		135
Cleveland-Cliffs Inc *		6,289		135
Crown Holdings Inc		2,684		274
FMC Corp		2,353		255
Livent Corp *		13,172		255
Louisiana-Pacific Corp		4,456		269
LyondellBasell Industries NV, Cl A		3,152		324
Martin Marietta Materials Inc, Cl A		437		154
NewMarket Corp		422		136
Nucor Corp		1,455		139
Olin Corp		2,573		119
Reliance Steel & Aluminum Co		1,935		292
Royal Gold Inc, Cl A		1,207		138
Scotts Miracle-Gro Co/The, Cl A		1,665		319
Sonoco Products Co		2,029		136
Valvoline Inc		14,205		461
				4,917
Real Estate — 5.1%
Alexandria Real Estate Equities Inc ‡		1,655		301
American Campus Communities Inc ‡		4,366		204
AvalonBay Communities Inc ‡		1,000		209
Boston Properties Inc ‡		1,448		166
Digital Realty Trust Inc, Cl A ‡		1,065		160
Essex Property Trust Inc ‡		754		226
Federal Realty Investment Trust ‡		1,510		177
Healthpeak Properties Inc ‡		3,929		131
Highwoods Properties Inc ‡		3,049		138
Host Hotels & Resorts Inc *‡		7,603		130
Kimco Realty Corp ‡		13,802		288
National Retail Properties Inc ‡		2,791		131
Omega Healthcare Investors Inc ‡		10,168		369
Regency Centers Corp ‡		10,153		650
Simon Property Group Inc ‡		1,508		197
Spirit Realty Capital Inc ‡		2,900		139
STORE Capital Corp ‡		4,445		153
Ventas Inc ‡		4,713		269
Welltower Inc ‡		1,752		146
WP Carey Inc ‡		1,816		135
				4,319
Utilities — 4.0%
AES Corp/The		5,398		141

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
CenterPoint Energy Inc		29,946	$	734
DTE Energy Co		1,942		252
Entergy Corp		4,955		494
Evergy Inc		6,546		395
FirstEnergy Corp		3,598		134
IDACORP Inc, Cl A		1,432		140
NiSource Inc		9,491		232
NRG Energy Inc		4,334		175
Pinnacle West Capital Corp		1,693		139
PPL Corp		5,502		154
Spire Inc		2,519		182
UGI Corp		3,148		146
				3,318
Total Common Stock (Cost $77,469) ($ Thousands)				83,662
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		941,178		941
Total Cash Equivalent (Cost $941) ($ Thousands)				941
Total Investments in Securities — 100.3% (Cost $78,410) ($ Thousands)			$	84,603

Percentages are based on Net Assets of $84,360 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $257 ($ Thousands), or 0.3% of the Net Assets of the Fund (See Note 2).

Cl — Class

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

As of June 30, 2021, all of the Fund’s investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Mid-Cap Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain/   (Loss)	Change in Unrealized Appreciation/   (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$   —	$ 1,744	$  (1,744)	$—	$—	$ —	—	$  —	$  —
SEI Daily Income Trust, Government Fund, Cl F	1,119	20,392	(20,570)	—	—	941	941,178	—	—
Totals	$ 1,119	$ 22,136	$ (22,314)	$—	$—	$ 941		$  —	$  —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

U.S. Managed Volatility Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 7.5%
Activision Blizzard Inc		20,099	$	1,918
Alphabet Inc, Cl A *		505		1,233
Alphabet Inc, Cl C *		331		829
AT&T Inc		297,600		8,565
Comcast Corp, Cl A		240,900		13,736
Electronic Arts Inc		14,349		2,064
Gogo Inc *		19,697		224
John Wiley & Sons Inc, Cl A		21,731		1,308
Lions Gate Entertainment Corp, Cl A *		18,053		374
Lions Gate Entertainment Corp, Cl B *		23,764		435
New York Times Co/The, Cl A		29,621		1,290
Omnicom Group Inc		163,441		13,074
Ooma Inc *		7,412		140
Scholastic Corp, Cl B		9,367		355
SK Telecom Co Ltd ADR		138,655		4,355
United States Cellular Corp *		15,966		580
Verizon Communications		393,736		22,061
World Wrestling Entertainment Inc, Cl A		39,857		2,307
				74,848
Consumer Discretionary — 9.0%
Amazon.com Inc, Cl A *		621		2,136
AutoZone Inc *		3,300		4,924
BorgWarner Inc		46,299		2,247
Canadian Tire Corp Ltd, Cl A		23,000		3,643
Dorman Products Inc *		4,564		473
DR Horton Inc		40,000		3,615
eBay Inc		194,674		13,668
frontdoor Inc *		9,996		498
Garmin Ltd		14,242		2,060
Gentex Corp		40,432		1,338
Grand Canyon Education Inc *		32,560		2,929
H&R Block Inc		24,365		572
Honda Motor Co Ltd ADR		145,242		4,674
Murphy USA Inc		4,291		572
NIKE Inc, Cl B		29,591		4,572
Papa John’s International Inc, Cl A		3,306		345
Service Corp International/US		13,355		716
Smith & Wesson Brands Inc		6,508		226
Standard Motor Products Inc		5,724		248
Sturm Ruger & Co Inc		62,054		5,584
Target Corp, Cl A		90,600		21,902
Terminix Global Holdings Inc *		29,528		1,409
Toyota Motor Corp ADR		47,464		8,298
Winmark Corp		503		97
Yum China Holdings Inc		50,872		3,370
				90,116
Consumer Staples — 14.0%
Altria Group Inc		92,900		4,429
BellRing Brands, Cl A *		15,618		489

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Bunge Ltd		14,459	$	1,130
Calavo Growers Inc		1,616		103
Campbell Soup Co		46,746		2,131
Casey’s General Stores Inc		3,886		756
Coca-Cola Co/The		105,116		5,688
Coca-Cola Consolidated Inc		1,416		569
Colgate-Palmolive Co		59,622		4,850
Conagra Brands Inc		287,811		10,471
Costco Wholesale Corp		8,663		3,428
Darling Ingredients Inc *		5,517		372
Flowers Foods Inc		141,500		3,424
Fresh Del Monte Produce Inc		7,591		250
General Mills Inc		164,559		10,027
Hain Celestial Group Inc/The *		8,572		344
Hershey Co/The		37,470		6,527
Hormel Foods Corp		55,337		2,642
Hostess Brands Inc, Cl A *		33,225		538
J & J Snack Foods Corp		2,875		501
J M Smucker Co/The		121,998		15,807
John B Sanfilippo & Son		6,781		601
Kellogg Co		148,945		9,582
Kimberly-Clark Corp		63,200		8,455
Kraft Heinz Co/The		219,400		8,947
Kroger Co/The		385,556		14,771
Lancaster Colony Corp		3,376		653
Medifast Inc		1,044		295
MGP Ingredients Inc		5,043		341
Mondelez International Inc, Cl A		59,782		3,733
Natural Grocers by Vitamin Cottage Inc		18,579		200
PriceSmart Inc		5,602		510
Procter & Gamble Co/The		6,181		834
Sanderson Farms Inc		2,843		534
Seaboard Corp		64		248
Simply Good Foods Co/The *		9,676		353
Tootsie Roll Industries Inc		6,401		217
Tyson Foods Inc, Cl A		121,749		8,980
Universal Corp/VA		10,044		572
USANA Health Sciences Inc *		3,736		383
Vector Group Ltd		33,029		467
Walmart Inc		23,156		3,265
WD-40 Co		1,114		286
Weis Markets Inc		8,441		436
				139,139
Energy — 0.6%
Frontline Ltd (A)		29,023		261
Kinder Morgan Inc		317,300		5,784
RPC Inc *		17,369		86
				6,131
Financials — 10.9%
Aflac Inc		221,967		11,911
Alerus Financial Corp		5,930		172

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Allstate Corp/The		115,300	$	15,040
American Financial Group Inc/OH		23,700		2,956
American National Group Inc		2,079		309
Annaly Capital Management Inc ‡		253,100		2,248
Arbor Realty Trust Inc ‡		17,353		309
Argo Group International Holdings Ltd		7,906		410
Assurant Inc		3,873		605
Bank of New York Mellon Corp/The		198,000		10,144
Berkshire Hathaway Inc, Cl B *		63,317		17,597
BRP Group Inc, Cl A *		6,157		164
Canadian Imperial Bank of Commerce		29,300		3,339
Cboe Global Markets Inc		25,918		3,086
Columbia Financial Inc *		22,200		382
Community Bank System Inc		3,228		244
Dynex Capital Inc ‡		27,889		520
Employers Holdings Inc		9,517		407
Erie Indemnity Co, Cl A		3,066		593
Everest Re Group Ltd		12,673		3,194
GAMCO Investors Inc, Cl A		742		19
Hanover Insurance Group Inc/The, Cl A		30,323		4,113
HarborOne Bancorp Inc		29,632		425
Hartford Financial Services Group Inc/The		69,100		4,282
HCI Group Inc		2,470		245
Houlihan Lokey Inc, Cl A		5,512		451
Kearny Financial Corp/MD		32,983		394
Loblaw Cos Ltd		70,000		4,313
Marsh & McLennan Cos Inc		43,980		6,187
Mercury General Corp		14,266		927
MFA Financial Inc ‡		33,225		152
Morningstar Inc, Cl A		15,774		4,056
MVB Financial Corp		2,615		112
National Bank Holdings Corp, Cl A		11,134		420
NI Holdings Inc *		1,708		32
PCSB Financial Corp		20,853		379
Redwood Trust Inc ‡		25,489		308
Reliant Bancorp Inc		5,536		153
Safeguard Scientifics Inc *		6,077		47
Safety Insurance Group Inc		4,713		369
Stewart Information Services Corp		6,097		346
Tradeweb Markets Inc, Cl A		8,366		707
US Bancorp		96,900		5,520
Waterstone Financial Inc		19,067		375
White Mountains Insurance Group Ltd		800		918
				108,880
Health Care — 15.5%
AbbVie Inc		118,389		13,335
Alkermes PLC *		5,460		134
Amgen Inc, Cl A		42,500		10,360
Amphastar Pharmaceuticals Inc *		18,543		374
Anika Therapeutics Inc *		1,498		65
Baxter International Inc		41,552		3,345

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Biogen Inc *		3,349	$	1,160
Bristol-Myers Squibb Co		251,177		16,784
Cerner Corp		64,130		5,012
Cigna Corp		1,426		338
CVS Health Corp		104,449		8,715
Danaher Corp, Cl A		9,853		2,644
DermTech *		1,956		81
Eagle Pharmaceuticals Inc/DE *		1,032		44
Gilead Sciences Inc		197,775		13,619
Halozyme Therapeutics Inc *		524		24
HealthStream Inc *		7,683		215
Henry Schein Inc *		30,982		2,299
InfuSystem Holdings Inc *		2,116		44
Inogen Inc *		2,932		191
Ironwood Pharmaceuticals Inc, Cl A *		33,544		432
Johnson & Johnson		119,618		19,706
Joint Corp/The *		2,338		196
LeMaitre Vascular Inc		1,350		82
Merck & Co Inc		315,164		24,510
Omnicell Inc *		3,559		539
Organogenesis Holdings Inc, Cl A *		8,843		147
Organon *		31,515		954
Orthofix Medical Inc *		854		34
Pacira BioSciences Inc *		4,675		284
Patterson Cos Inc		11,173		339
Pfizer Inc		467,539		18,309
Phibro Animal Health Corp, Cl A		12,044		348
Premier Inc, Cl A		71,465		2,486
Prestige Consumer Healthcare Inc, Cl A *		8,821		460
QIAGEN NV *		1,824		88
Sanofi ADR		57,200		3,012
Sharps Compliance Corp *		15,974		164
SIGA Technologies Inc *		33,244		209
Stereotaxis Inc *		31,718		306
Vanda Pharmaceuticals Inc *		14,109		303
Viemed Healthcare Inc *		29,309		210
West Pharmaceutical Services Inc		7,083		2,543
XBiotech Inc *(A)		10,257		170
				154,614
Industrials — 11.8%
3M Co		78,970		15,686
Allison Transmission Holdings Inc		133,047		5,287
AZZ Inc		6,861		355
Brink’s Co/The		5,682		437
Carrier Global Corp		66,500		3,232
CBIZ Inc *		14,707		482
CH Robinson Worldwide Inc		47,342		4,434
Cummins Inc		31,600		7,704
Expeditors International of Washington Inc		40,817		5,167
Exponent Inc		2,679		239
Forward Air Corp		5,343		480

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
FTI Consulting Inc *		7,275	$	994
General Dynamics Corp		43,202		8,133
Huntington Ingalls Industries Inc, Cl A		28,285		5,961
JB Hunt Transport Services Inc		9,190		1,497
L3Harris Technologies Inc		24,000		5,188
Landstar System Inc		8,812		1,392
Lindsay Corp		320		53
Lockheed Martin Corp		28,071		10,621
Miller Industries Inc/TN		2,075		82
Northrop Grumman Corp		44,891		16,315
Otis Worldwide Corp		59,558		4,870
Red Violet Inc *(A)		4,150		98
Republic Services Inc		31,300		3,443
Rollins Inc		46,940		1,605
Snap-on Inc		22,300		4,983
Toro Co/The		46,280		5,085
Waste Management Inc		26,200		3,671
Werner Enterprises Inc		9,053		403
WillScot Mobile Mini Holdings, Cl A *		3,826		107
				118,004
Information Technology — 17.4%
A10 Networks Inc *		2,433		27
Amdocs Ltd		283,404		21,924
Amphenol Corp, Cl A		42,206		2,887
Avnet Inc		61,200		2,453
Broadridge Financial Solutions Inc		12,427		2,007
CACI International Inc, Cl A *		17,162		4,378
Canon Inc ADR		130,800		2,960
CDK Global Inc		17,563		873
Cisco Systems Inc/Delaware		359,046		19,029
CommVault Systems Inc *		6,354		497
Cornerstone OnDemand Inc *		10,705		552
CSG Systems International Inc		7,719		364
DocuSign Inc, Cl A *		4,017		1,123
Dropbox Inc, Cl A *		57,402		1,740
F5 Networks Inc, Cl A *		37,360		6,974
Intel Corp		339,000		19,032
InterDigital Inc		649		47
International Business Machines Corp		102,708		15,056
J2 Global Inc *		34,600		4,759
Jack Henry & Associates Inc		4,829		790
Juniper Networks Inc		284,966		7,794
MAXIMUS Inc		5,235		461
Microsoft Corp		11,455		3,103
NortonLifeLock Inc		100,703		2,741
Open Text Corp		57,000		2,898
Oracle Corp, Cl B		312,500		24,325
Progress Software Corp		9,611		444
QAD Inc, Cl A		6,131		534
Sapiens International Corp NV		16,515		434
Seagate Technology Holdings		116,500		10,244

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
SPS Commerce Inc *		4,568	$	456
Tucows Inc, Cl A *(A)		3,808		306
Western Union Co/The		528,830		12,147
				173,359
Materials — 3.8%
AptarGroup Inc		27,257		3,839
Balchem Corp		4,246		557
Berry Global Group Inc *		80,975		5,281
NewMarket Corp		9,153		2,947
Newmont Corp		115,789		7,339
Novagold Resources Inc *		27,096		217
Ranpak Holdings Corp, Cl A *		873		22
Sealed Air Corp		80,978		4,798
Sherwin-Williams Co/The, Cl A		17,294		4,712
Silgan Holdings Inc		93,288		3,872
Sonoco Products Co		58,810		3,934
				37,518
Real Estate — 2.6%
Agree Realty Corp ‡		6,247		441
Brandywine Realty Trust ‡		248,750		3,411
Brookfield Property Inc, Cl A ‡		10,528		199
Easterly Government Properties Inc ‡		8,722		184
Extra Space Storage Inc ‡		12,467		2,042
Healthcare Realty Trust Inc ‡		12,086		365
Iron Mountain Inc ‡		146,700		6,208
PS Business Parks Inc ‡		2,501		370
Public Storage ‡		17,670		5,313
Retail Opportunity Investments Corp ‡		10,431		184
Retail Properties of America Inc, Cl A ‡		7,831		90
RMR Group Inc/The, Cl A ‡		4,139		160
RPT Realty ‡		8,720		113
SITE Centers Corp ‡		8,185		123
Terreno Realty Corp ‡		8,751		565
VEREIT Inc ‡		123,647		5,679
				25,447
Utilities — 4.5%
American States Water Co		1,765		141
Artesian Resources Corp, Cl A		2,902		107
Cadiz Inc *(A)		21,123		287
California Water Service Group, Cl A		5,294		294
Chesapeake Utilities Corp		5,126		617
DTE Energy Co		46,699		6,052
Entergy Corp		66,100		6,590
Evergy Inc		204,537		12,360
Exelon Corp		61,000		2,703
Hawaiian Electric Industries Inc		35,887		1,517
National Fuel Gas Co		78,800		4,117
Northwest Natural Holding Co		1,485		78
ONE Gas Inc		570		42
Portland General Electric Co		194,200		8,949

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Pure Cycle Corp *		15,652	$	216
South Jersey Industries Inc, Cl A		13,846		359
Spark Energy Inc, Cl A (A)		11,425		130
				44,559
Total Common Stock (Cost $729,819) ($ Thousands)				972,615
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.     0.030% **†(B)		1,220,530		1,220
Total Affiliated Partnership (Cost $1,220) ($ Thousands)				1,220
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		23,143,727		23,144
Total Cash Equivalent (Cost $23,144) ($ Thousands)				23,144
Total Investments in Securities — 100.1% (Cost $754,183) ($ Thousands)			$	996,979

A list of the open futures contracts held by the Fund at June 30, 2021, 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		69		Sep-2021	$	14,729	$	14,796	$	67

Percentages are based on Net Assets of $996,463 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $1,226 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $1,220 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		972,615		–		–		972,615
Affiliated Partnership		–		1,220		–		1,220
Cash Equivalent		23,144		–		–		23,144
Total Investments in Securities		995,759		1,220		–		996,979
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts *
Unrealized Appreciation		67		–		–		67
Total Other Financial Instruments		67		–		–		67

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

U.S. Managed Volatility Fund (Concluded)

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 13,094	$ 61,750	$ (73,624)	$ —	$ —	$ 1,220	1,220,530	$ 44	$ —
SEI Daily Income Trust, Government Fund, Cl F	31,666	912,342	(920,864)	—	—	$ 23,144	23,143,727	2	—
Totals	$ 44,760	$ 974,092	$ (994,488)	$ —	$ —	$ 24,364		$ 46	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 96.9%
Australia — 1.3%
AusNet Services		101,243	$	133
Coles Group Ltd		237,342		3,045
Medibank Pvt		291,205		691
Newcrest Mining Ltd		461,027		8,750
Telstra Corp Ltd, Cl B		142,171		401
				13,020
Austria — 0.0%
Oberbank AG		81		8
Telekom Austria AG, Cl A		44,848		383
				391
Belgium — 0.2%
Etablissements Franz Colruyt		45,437		2,541
Bermuda — 0.2%
RenaissanceRe Holdings Ltd		14,365		2,138
Canada — 4.6%
Alimentation Couche-Tard Inc, Cl B		87,200		3,208
BCE Inc		145,249		7,164
Empire Co Ltd, Cl A		202,512		6,394
Fairfax Financial Holdings Ltd		1,900		834
George Weston Ltd		104,821		10,001
Hydro One Ltd		25,500		617
Loblaw Cos Ltd		184,426		11,362
Metro Inc/CN, Cl A		135,500		6,503
North West Co Inc/The		53,100		1,509
				47,592
Denmark — 1.3%
AP Moller—Maersk A/S, Cl B		185		532
Coloplast A/S, Cl B		29,928		4,911
DSV A/S		10,881		2,538
Genmab A/S *		3,069		1,256
Novo Nordisk A/S, Cl B		46,766		3,918
Schouw & Co A/S		497		55
				13,210
Finland — 0.4%
Kesko Oyj, Cl B		102,239		3,777
Orion Oyj, Cl B		1,100		47
				3,824
France — 1.4%
Carrefour SA		302,415		5,948
Danone SA		19,362		1,363
L’Oreal SA		1,499		668
Sanofi		62,098		6,507
				14,486
Germany — 1.3%
Deutsche Post AG		14,416		981
Deutsche Telekom AG		173,749		3,670
HelloFresh *		7,022		683
Henkel AG & Co KGaA		14,619		1,346
Knorr-Bremse AG		23,180		2,666
McKesson Europe AG		874		26
Merck KGaA		17,566		3,368

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Scout24		7,717	$	651
				13,391
Hong Kong — 2.5%
CITIC Telecom International Holdings		1,597,000		528
CK Hutchison Holdings Ltd		312,000		2,431
CLP Holdings Ltd, Cl B		869,156		8,595
HK Electric Investments & HK Electric Investments Ltd		1,036,500		1,050
HKT Trust & HKT Ltd		3,509,000		4,781
Hong Kong & China Gas Co Ltd		1,798,000		2,792
Kerry Logistics Network *		110,000		334
Langham Hospitality Investments and Langham Hospitality Investments Ltd ‡		425,500		54
Miramar Hotel & Investment		49,000		97
PCCW Ltd		4,732,000		2,480
Power Assets Holdings Ltd		257,000		1,577
Regal Hotels International Holdings Ltd		174,000		93
SmarTone Telecommunications Holdings		163,760		97
VTech Holdings Ltd		58,569		617
				25,526
Israel — 0.8%
Bank Hapoalim BM *		342,367		2,749
Bank Leumi Le-Israel BM *		317,218		2,410
Bezeq The Israeli Telecommunication Corp Ltd *		635,231		692
First International Bank of Israel *		24,926		799
Isracard Ltd *		5		–
Neto ME Holdings		982		46
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		3,823		252
Shufersal Ltd		102,441		815
				7,763
Italy — 0.5%
ACEA		28,012		647
Hera SpA		520,860		2,152
Iren SpA		800,416		2,284
Orsero SpA		2,595		30
				5,113
Japan — 9.3%
Aeon Hokkaido Corp		39,000		398
AFC-HD AMS Life Science		5,000		45
Ahjikan Co Ltd		2,176		17
Aichi Electric		600		15
Ajinomoto Co Inc		16,500		429
Araya Industrial Co Ltd		2,600		39
Arcs Co Ltd		38,300		834
Atsugi Co Ltd		5,850		33
Axial Retailing		6,400		216
Belc Co Ltd		5,000		241
Calbee Inc		39,600		914
Cawachi Ltd		29,100		588
C’BON COSMETICS Co Ltd		1,100		20

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Cosmos Pharmaceutical Corp		14,100	$	2,071
Create Medic Co Ltd		5,677		51
Daito Trust Construction Co Ltd		11,000		1,204
DyDo Group Holdings Inc		10,390		467
Earth Chemical		25,100		1,459
Fujicco		12,000		207
Fujiya Co Ltd		10,500		202
Heiwado		12,900		258
Hitachi Ltd		569		33
Hokkaido Gas Co Ltd		2,400		33
Hokuto Corp		34,900		603
Itochu-Shokuhin Co Ltd		2,003		95
Itoham Yonekyu Holdings		20,500		132
Japan Oil Transportation Co Ltd		2,100		49
Japan Tobacco Inc (A)		397,100		7,508
Kaken Pharmaceutical Co Ltd		23,200		995
Kakiyasu Honten Co Ltd		1,131		26
Kamigumi Co Ltd		54,900		1,114
Kato Sangyo Co Ltd		29,100		888
KDDI Corp		329,500		10,287
Kyokuyo Co Ltd		5,100		133
KYORIN Holdings Inc		104,700		1,709
Lawson Inc		9,900		458
Lion Corp		55,900		948
Marubeni Corp		170,000		1,480
Maxvalu Tokai		1,600		36
McDonald’s Holdings Co Japan Ltd		3,300		146
MEIJI Holdings Co Ltd		11,800		707
Ministop Co Ltd		15,000		191
Mitsubishi Shokuhin Co Ltd		17,000		430
Miyoshi Oil & Fat Co Ltd		16,300		185
Mochida Pharmaceutical Co Ltd		6,100		200
Morozoff Ltd		600		29
Musashi Co Ltd		2,400		43
Nakanishi		4,700		103
Natori Co Ltd		500		9
Nihon Chouzai Co Ltd		15,600		220
Nintendo Co Ltd		11,200		6,521
Nippn		111,234		1,572
Nippon BS Broadcasting Corp		1,700		17
Nippon Express Co Ltd		18,600		1,418
Nippon Telegraph & Telephone Corp		397,200		10,358
Nisshin Oillio Group Ltd/The		18,152		502
Nissin Foods Holdings Co Ltd		10,500		757
Okinawa Cellular Telephone Co		3,500		162
Okinawa Electric Power Co Inc/The		9,615		120
Okuwa		7,100		70
Oracle Corp Japan		13,600		1,042
Otsuka Holdings Co Ltd		19,400		805
OUG Holdings Inc		2,236		57
San Holdings Inc		3,800		42
San-A Co Ltd, Cl A		10,300		392

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Sankyo Co Ltd		3,100	$	79
Shimamura Co Ltd		7,400		711
Showa Sangyo Co Ltd		18,600		501
SKY Perfect JSAT Holdings Inc		20,400		74
Softbank Corp		1,075,300		14,082
ST Corp		6,300		98
Sugi Holdings Co Ltd		33,900		2,474
Sundrug Co Ltd		67,400		2,144
Toho Holdings Co Ltd		13,400		216
Tosoh Corp		35,800		618
Toyo Suisan Kaisha Ltd		25,600		986
Trend Micro Inc/Japan		68,700		3,602
Tsuruha Holdings Inc		36,600		4,257
Unicafe Inc		6,400		58
Unicharm Corp		49,100		1,977
United Super Markets Holdings Inc		101,800		995
Valor Holdings Co Ltd		14,600		298
Vital KSK Holdings Inc		55,800		360
Wowow Inc		7,424		161
Yaoko Co Ltd		6,100		350
Yokohama Reito		10,500		83
ZERIA Pharmaceutical		4,300		81
				96,538
Netherlands — 0.7%
Koninklijke Ahold Delhaize NV		250,814		7,457
New Zealand — 0.2%
Fisher & Paykel Healthcare Corp Ltd		7,288		159
Freightways Ltd		14,316		126
Mainfreight Ltd		2,384		128
Spark New Zealand Ltd		304,834		1,023
Trustpower Ltd		14,355		81
Vector Ltd		43,466		123
Warehouse Group Ltd/The		38,887		94
				1,734
Norway — 0.7%
Orkla ASA		522,869		5,329
Telenor ASA		140,456		2,368
				7,697
Portugal — 0.1%
Jeronimo Martins SGPS SA		16,995		310
REN - Redes Energeticas Nacionais SGPS SA		426,813		1,184
				1,494
Singapore — 0.5%
Dairy Farm International Holdings Ltd		36,600		155
Fraser and Neave Ltd		20,400		22
Sheng Siong Group Ltd		1,234,774		1,452
Singapore Exchange Ltd		258,897		2,153
United Overseas Bank Ltd		98,600		1,894
				5,676
Spain — 0.2%
Red Electrica Corp SA (A)		108,910		2,022

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Sweden — 1.6%
Axfood AB		327,941	$	9,076
Evolution Gaming Group		1,293		204
ICA Gruppen AB		128,993		6,008
Telefonaktiebolaget LM Ericsson, Cl B		103,179		1,298
				16,586
Switzerland — 5.7%
AEVIS VICTORIA SA		1,870		26
Allreal Holding AG, Cl A ‡		9,762		1,924
BKW AG		7,977		831
Chocoladefabriken Lindt & Spruengli AG		258		2,569
Emmi		1,122		1,152
Logitech International SA		27,455		3,330
Nestle SA		68,522		8,541
Novartis AG		102,623		9,361
Orior AG		682		62
Plazza AG ‡		133		47
PSP Swiss Property AG ‡		5,034		640
Roche Holding AG		28,779		10,852
Schindler Holding AG		7,711		2,356
Sonova Holding AG		19,796		7,453
Swisscom AG		18,237		10,421
TX Group AG		491		46
Varia US Properties AG ‡		560		23
				59,634
United Kingdom — 3.3%
Alliance Pharma		7,738		11
Fresnillo		86,305		920
Genus		18,801		1,288
GlaxoSmithKline PLC		408,444		8,009
Imperial Brands PLC		43,098		927
J Sainsbury PLC		1,021,632		3,836
Kingfisher PLC		699,736		3,523
Liberty Global PLC, Cl C *		276,481		7,476
Medtronic PLC		23,554		2,924
Tate & Lyle PLC		207,974		2,122
Unilever PLC		23,783		1,390
Wm Morrison Supermarkets PLC		651,210		2,219
				34,645
United States — 60.1%
Communication Services — 5.3%
Activision Blizzard Inc		1,246		119
Alphabet Inc, Cl A *		4,683		11,435
Alphabet Inc, Cl C *		1,166		2,922
AT&T Inc		451,450		12,993
Electronic Arts Inc		951		137
Fox Corp		95,311		3,460
John Wiley & Sons Inc, Cl A		40,196		2,419
News Corp, Cl A		181,908		4,688
Omnicom Group Inc		12,793		1,023
Scholastic Corp, Cl B		45,270		1,715
Thryv Holdings *		6,500		233

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Verizon Communications Inc		238,196	$	13,346
				54,490
Consumer Discretionary — 2.0%
AutoZone Inc *		3,300		4,925
Dollar General Corp		12,631		2,733
Domino’s Pizza Inc		5,647		2,634
Johnson Outdoors Inc, Cl A		2,547		308
Target Corp, Cl A		40,582		9,810
				20,410
Consumer Staples — 16.2%
Bunge Ltd		11,947		934
Campbell Soup Co		48,710		2,221
Casey’s General Stores Inc		42,324		8,238
Central Garden & Pet Co, Cl A *		39,802		1,922
Church & Dwight Co Inc		123,087		10,490
Clorox Co/The		23,859		4,292
Colgate-Palmolive Co		151,468		12,322
Costco Wholesale Corp		37,446		14,816
Flowers Foods Inc		292,687		7,083
General Mills Inc		144,173		8,785
Hershey Co/The		58,421		10,176
Hormel Foods Corp		64,110		3,061
Ingles Markets Inc, Cl A		481		28
J M Smucker Co/The		19,614		2,541
John B Sanfilippo & Son Inc		11,987		1,062
Kellogg Co		128,137		8,243
Keurig Dr Pepper Inc		24,170		852
Kimberly-Clark Corp		91,092		12,186
Kroger Co/The		304,415		11,662
Lancaster Colony Corp		17,978		3,479
McCormick & Co Inc/MD		35,685		3,152
Mondelez International Inc, Cl A		114,689		7,161
Nomad Foods *		50,102		1,416
PriceSmart Inc		9,803		892
Procter & Gamble Co/The		61,172		8,254
Spectrum Brands Holdings Inc		18,375		1,563
Tyson Foods Inc, Cl A		14,457		1,066
USANA Health Sciences Inc *		25,298		2,591
Walmart Inc		90,012		12,694
WD-40 Co		17,024		4,363
Weis Markets Inc		4,375		226
				167,771
Financials — 2.0%
AGNC Investment Corp ‡		3,518		59
American Business Bank *		1,245		53
BankFinancial Corp		8,287		95
Berkshire Hathaway, Cl A *		11		4,605
Berkshire Hathaway Inc, Cl B *		34,488		9,585
BlackRock TCP Capital Corp		14,568		201
Cboe Global Markets Inc		42,226		5,027

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
ESSA Bancorp Inc		1,559	$	26
HBT Financial Inc		1,681		29
Sixth Street Specialty Lending Inc		51		1
Waterstone Financial Inc		33,141		652
Westamerica BanCorp		955		55
				20,388
Health Care — 15.6%
Abbott Laboratories		14,103		1,635
AbbVie Inc		38,791		4,370
Agilent Technologies Inc		61,383		9,073
Amgen Inc, Cl A		32,320		7,878
AMN Healthcare Services Inc *		3,255		316
Becton Dickinson and Co		4,190		1,019
Biogen Inc *		5,537		1,917
Bio-Rad Laboratories Inc, Cl A *		8,859		5,708
Bristol-Myers Squibb Co		6,365		425
Bruker Corp		11,874		902
Cerner Corp		167,962		13,128
Chemed Corp		21,520		10,211
Computer Programs and Systems Inc		10,131		337
Cooper Cos Inc/The, Cl A		1,156		458
CVS Health Corp		61,171		5,104
Eagle Pharmaceuticals Inc/DE *		6,585		282
Enanta Pharmaceuticals Inc *		8,886		391
Encompass Health Corp		32,022		2,499
Gilead Sciences Inc		125,562		8,646
HealthStream Inc *		3,325		93
Henry Schein Inc *		38,376		2,847
Hill-Rom Holdings Inc		4,517		513
IDEXX Laboratories Inc *		3,562		2,249
Johnson & Johnson		79,844		13,154
Laboratory Corp of America Holdings *		18,647		5,144
Merck & Co Inc		48,376		3,762
Mettler-Toledo International Inc *		6,967		9,652
Molina Healthcare Inc *		3,928		994
National HealthCare Corp		13,824		966
Organon *		4,838		146
Orthofix Medical Inc *		21,666		869
PerkinElmer Inc		11,770		1,817
Pfizer Inc		197,743		7,744
Phibro Animal Health Corp, Cl A		9,042		261
Prestige Consumer Healthcare Inc, Cl A *		40,992		2,136
Quest Diagnostics Inc		22,891		3,021
Regeneron Pharmaceuticals Inc *		16,539		9,238
United Therapeutics Corp *		33,399		5,992
Vertex Pharmaceuticals Inc *		16,723		3,372
Waters Corp *		40,185		13,888
				162,157
Industrials — 4.6%
A O Smith Corp		33,370		2,405
AMERCO		2,074		1,222

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
CH Robinson Worldwide Inc		42,994	$	4,027
Expeditors International of Washington Inc		99,578		12,607
JB Hunt Transport Services Inc		28,349		4,619
Lincoln Electric Holdings Inc		2,131		281
Lockheed Martin Corp		13,635		5,159
Northrop Grumman Corp		16,317		5,930
Republic Services Inc		9,486		1,044
Robert Half International Inc		42,300		3,763
United Parcel Service Inc, Cl B		3,137		652
Waste Management Inc		42,651		5,976
ZIM Integrated Shipping Services *		3,653		164
				47,849
Information Technology — 8.4%
ADTRAN Inc		4,126		85
Arista Networks Inc *		11,527		4,176
Arrow Electronics Inc, Cl A *		17,228		1,961
Calix Inc *		837		40
Check Point Software Technologies Ltd *		89,616		10,407
Ciena Corp *		69,355		3,946
Cisco Systems Inc/Delaware		219,154		11,615
CommVault Systems Inc *		40,607		3,174
F5 Networks Inc, Cl A *		40,335		7,529
Juniper Networks Inc		366,962		10,036
Motorola Solutions Inc		41,044		8,900
NETGEAR Inc *		37,227		1,427
NetScout Systems Inc *		67,876		1,937
NortonLifeLock Inc		114,195		3,108
Oracle Corp, Cl B		158,292		12,322
Progress Software Corp		42,336		1,958
QAD Inc, Cl A		5,417		471
Radware Ltd *		43,297		1,333
Sykes Enterprises Inc *		1,648		89
Ubiquiti Inc		1,822		569
Viavi Solutions Inc *		130,351		2,302
				87,385
Materials — 3.3%
AptarGroup Inc		12,155		1,712
Materion Corp		27,807		2,095
Newmont Corp		104,011		6,592
Nucor Corp		14,545		1,395
Reliance Steel & Aluminum Co		57,596		8,691
Royal Gold Inc, Cl A		73,041		8,334
Silgan Holdings Inc		126,615		5,255
Stepan Co		1,289		155
				34,229
Real Estate — 1.1%
Extra Space Storage Inc ‡		36,049		5,905
Public Storage ‡		18,337		5,514
				11,419

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Utilities — 1.6%
Alliant Energy Corp		109,864	$	6,126
American Electric Power Co Inc		32,389		2,740
Consolidated Edison Inc		28,685		2,057
Hawaiian Electric Industries Inc		76,385		3,230
Public Service Enterprise Group Inc		46,951		2,805
				16,958
				623,056
Total Common Stock (Cost $858,388) ($ Thousands)				1,005,534
PREFERRED STOCK — 0.7%
Germany — 0.7%
Henkel AG & Co KGaA (B)		73,963		7,810
Total Preferred Stock (Cost $7,680) ($ Thousands)				7,810
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.     0.030% **† (C)		9,519,707		9,521
Total Affiliated Partnership (Cost $9,521) ($ Thousands)				9,521
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government
Fund, Cl F 0.010% **†		11,968,004		11,968
Total Cash Equivalent (Cost $11,968) ($ Thousands)				11,968
Total Investments in Securities — 99.7% (Cost $887,557) ($ Thousands)			$	1,034,833

A list of the open futures contracts held by the Fund at June 30, 2021, 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		22		Sep-2021	$	1,101	$	1,058	$	(20	)
FTSE 100 Index		5		Sep-2021		494		482		(5	)
Hang Seng Index		2		Aug-2021		372		369		(4	)
S&P 500 Index E-MINI		27		Sep-2021		5,689		5,790		101
SPI 200 Index		2		Sep-2021		272		271		1
TOPIX Index		6		Sep-2021		1,058		1,050		(4	)
					$	8,986	$	9,020	$	69

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		07/12/21	USD		28	SGD		38	$	–
Brown Brothers Harriman		07/12/21	USD		30	SGD		40		–
Brown Brothers Harriman		07/12/21	USD		33	NZD		48		–
Brown Brothers Harriman		07/12/21	USD		41	NZD		57		(1	)
Brown Brothers Harriman		07/12/21	USD		200	NOK		1,697		(3	)
Brown Brothers Harriman		07/12/21	USD		225	DKK		1,396		(2	)
Brown Brothers Harriman		07/12/21	USD		384	SEK		3,256		(3	)
Brown Brothers Harriman		07/12/21	USD		25	GBP		18		–
Brown Brothers Harriman		07/12/21	USD		362	GBP		259		(4	)
Brown Brothers Harriman		07/12/21	USD		391	HKD		3,032		–
Brown Brothers Harriman		07/12/21	USD		586	AUD		772		(6	)
Brown Brothers Harriman		07/12/21	USD		734	CAD		905		(4	)
Brown Brothers Harriman		07/12/21	USD		919	CHF		838		(12	)
Brown Brothers Harriman		07/12/21	USD		1,055	EUR		881		(10	)
Brown Brothers Harriman		07/12/21	USD		1,662	JPY		183,356		(10	)
Brown Brothers Harriman		07/12/21	NZD		2,320	USD		1,670		48
Brown Brothers Harriman		07/12/21	NZD		19	USD		13		–
Brown Brothers Harriman		07/12/21	SGD		2,707	USD		2,045		31
Brown Brothers Harriman		07/12/21	SGD		26	USD		19		–
Brown Brothers Harriman		07/12/21	GBP		8,385	USD		11,859		276
Brown Brothers Harriman		07/12/21	GBP		49	USD		68		–
Brown Brothers Harriman		07/12/21	AUD		19,075	USD		14,761		441
Brown Brothers Harriman		07/12/21	AUD		134	USD		100		–
Brown Brothers Harriman		07/12/21	CHF		27,038	USD		30,166		905
Brown Brothers Harriman		07/12/21	CHF		52	USD		57		–
Brown Brothers Harriman		07/12/21	EUR		27,349	USD		33,320		881
Brown Brothers Harriman		07/12/21	EUR		77	USD		91		–
Brown Brothers Harriman		07/12/21	CAD		27,844	USD		23,025		538
Brown Brothers Harriman		07/12/21	CAD		259	USD		209		–
Brown Brothers Harriman		07/12/21	NOK		35,013	USD		4,237		168
Brown Brothers Harriman		07/12/21	NOK		635	USD		73		(1	)
Brown Brothers Harriman		07/12/21	DKK		43,635	USD		7,149		188
Brown Brothers Harriman		07/12/21	DKK		106	USD		17		–
Brown Brothers Harriman		07/12/21	SEK		80,167	USD		9,688		313
Brown Brothers Harriman		07/12/21	SEK		738	USD		85		(1	)
Brown Brothers Harriman		07/12/21	HKD		88,350	USD		11,386		9
Brown Brothers Harriman		07/12/21	HKD		632	USD		81		–
Brown Brothers Harriman		07/12/21	JPY		5,908,153	USD		53,977		738
									$	4,479

Percentages are based on Net Assets of $1,038,114 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

† Investment in Affiliated Security.

‡ Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $8,815 ($ Thousands).

(B) No interest rate available.

(C) This security was purchased with cash collateral held from securities on loan). The total market value of such securities as of June 30, 2021 was $9,521 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Continued)

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Common Stock		1,005,534			–			–		1,005,534
Preferred Stock		7,810			–			–		7,810
Affiliated Partnership		–			9,521			–		9,521
Cash Equivalent		11,968			–			–		11,968
Total Investments in Securities		1,025,312			9,521			–		1,034,833
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts *
Unrealized Appreciation		102			–			–		102
Unrealized Depreciation		(33	)		–			–		(33	)
Forwards Contracts *
Unrealized Appreciation		–			4,537			–		4,537
Unrealized Depreciation		–			(58	)		–		(58	)
Total Other Financial Instruments		69			4,479			–		4,548

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Global Managed Volatility Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain/   (Loss)	Change in Unrealized Appreciation/   (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$ 11,893	$ 125,157	$ (127,529)	$ 1	$ (1)	$ 9,521	9,519,707	$ 83	$  –
SEI Daily Income Trust, Government Fund, Cl F	15,236	142,813	(146,081)	–	–	11,968	11,968,004	1	–
Totals	$  27,129	$ 267,970	$ (273,610)	$ 1	$ (1)	$ 21,489		$ 84	$ –

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

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Managed Volatility Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 97.5%
Communication Services — 3.7%
Activision Blizzard Inc		42,063	$	4,014
Alphabet Inc, Cl A *		1,398		3,414
Alphabet Inc, Cl C *		660		1,654
Comcast Corp, Cl A		15,400		878
Fox Corp		83,711		3,108
John Wiley & Sons Inc, Cl A		55,784		3,357
Madison Square Garden Entertainment Corp *		15,357		1,290
Madison Square Garden Sports Corp *		8,586		1,482
New York Times Co/The, Cl A		82,695		3,601
Quebecor Inc, Cl B		40,500		1,081
SK Telecom Co Ltd ADR		129,800		4,077
Take-Two Interactive Software Inc, Cl A *		14,286		2,529
TELUS Corp		160,200		3,597
Zynga Inc, Cl A *		305,894		3,252
				37,334
Consumer Discretionary — 6.9%
Amazon.com Inc, Cl A *		259		891
AutoZone Inc *		10,000		14,922
Darden Restaurants Inc		15,105		2,205
Dick’s Sporting Goods Inc		34,895		3,496
Dollar General Corp		8,848		1,915
Domino’s Pizza Inc		536		250
eBay Inc		140,400		9,857
frontdoor Inc *		39,623		1,974
Graham Holdings Co, Cl B		4,037		2,559
McDonald’s Corp		26,822		6,196
Target Corp, Cl A		82,019		19,827
Toyota Motor Corp ADR		38,500		6,732
				70,824
Consumer Staples — 14.1%
Altria Group Inc		109,946		5,242
Bunge Ltd		11,344		887
Campbell Soup Co		45,819		2,089
Church & Dwight Co Inc		67,706		5,770
Clorox Co/The		10,278		1,849
Coca-Cola Co/The		63,107		3,415
Coca-Cola European Partners PLC		49,400		2,930
Colgate-Palmolive Co		59,927		4,875
Costco Wholesale Corp		21,538		8,522
General Mills Inc		53,777		3,277
Hershey Co/The		35,196		6,131
Hormel Foods Corp		84,838		4,051
J M Smucker Co/The		26,111		3,383
Kimberly-Clark Corp		2,775		371
Kraft Heinz Co/The		129,800		5,293
Kroger Co/The		435,902		16,699
Lamb Weston Holdings Inc		28,333		2,285
McCormick & Co Inc/MD		79,237		6,998
Metro Inc/CN, Cl A		58,400		2,803

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
PepsiCo Inc		56,305	$	8,343
Sanderson Farms Inc		20,200		3,797
Tyson Foods Inc, Cl A		183,000		13,498
Walmart Inc		224,473		31,655
				144,163
Energy — 0.3%
Williams Cos Inc/The		111,764		2,967
Financials — 11.4%
Aflac Inc		112,800		6,053
Allstate Corp/The		65,446		8,537
American Financial Group Inc/OH		41,500		5,176
Assurant Inc		10,566		1,650
Bank of America Corp		7,089		292
Bank of Hawaii Corp		9,849		830
Bank of New York Mellon Corp/The		72,600		3,719
Berkshire Hathaway Inc, Cl B *		64,800		18,009
Cboe Global Markets Inc		46,588		5,546
Chubb Ltd		12,399		1,971
Cullen/Frost Bankers Inc		10,482		1,174
Everest Re Group Ltd		39,096		9,852
Hanover Insurance Group Inc/The, Cl A		30,133		4,087
LPL Financial Holdings Inc		7,590		1,025
MGIC Investment Corp		141,647		1,926
Morningstar Inc, Cl A		21,864		5,621
National Bank of Canada		54,700		4,098
Progressive Corp/The		115,800		11,373
RenaissanceRe Holdings Ltd		31,431		4,678
TFS Financial Corp		125,478		2,547
Travelers Cos Inc/The		83,472		12,497
US Bancorp		33,210		1,892
White Mountains Insurance Group Ltd		3,014		3,460
				116,013
Health Care — 19.4%
AbbVie Inc		53,300		6,004
ABIOMED Inc *		9,693		3,025
Alexion Pharmaceuticals Inc *		1,768		325
AmerisourceBergen Corp, Cl A		14,727		1,686
Amgen Inc, Cl A		16,800		4,095
Anthem Inc		44,047		16,817
AstraZeneca PLC ADR (A)		93,200		5,583
Baxter International Inc		34,558		2,782
Bio-Rad Laboratories Inc, Cl A *		4,035		2,600
Bluebird Bio Inc *		52,185		1,669
Bristol-Myers Squibb Co		154,912		10,351
Chemed Corp		1,680		797
Covetrus Inc *		153,890		4,155
CVS Health Corp		31,417		2,621
Eli Lilly and Co		95,629		21,949
Gilead Sciences Inc		16,862		1,161

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Hill-Rom Holdings Inc		7,580	$	861
Humana Inc		29,910		13,242
Johnson & Johnson		170,215		28,041
McKesson Corp		8,957		1,713
Merck & Co Inc		248,828		19,351
Mettler-Toledo International Inc *		3,168		4,389
Organon *		24,882		753
Pfizer Inc		422,234		16,535
Premier Inc, Cl A		54,204		1,886
Quest Diagnostics Inc		50,752		6,698
Reata Pharmaceuticals Inc, Cl A *		6,032		854
UnitedHealth Group Inc		35,650		14,275
Zoetis Inc, Cl A		18,364		3,422
				197,640
Industrials — 10.2%
3M Co		22,139		4,398
Carrier Global Corp		50,700		2,464
CH Robinson Worldwide Inc		33,696		3,156
Cummins Inc		23,200		5,656
EMCOR Group Inc		13,365		1,646
General Dynamics Corp		30,100		5,667
L3Harris Technologies Inc		26,704		5,772
Landstar System Inc		11,414		1,804
Lockheed Martin Corp		23,421		8,861
Northrop Grumman Corp		37,847		13,755
Quanta Services Inc		37,697		3,414
Raytheon Technologies Corp		135,100		11,525
Republic Services Inc		146,100		16,073
Schneider National Inc, Cl B		120,217		2,617
Waste Management Inc		124,467		17,439
				104,247
Information Technology — 20.0%
Amdocs Ltd		227,100		17,568
Apple Inc		303,048		41,505
Atlassian Corp PLC, Cl A *		15,315		3,934
Automatic Data Processing Inc		13,695		2,720
Ciena Corp *		29,458		1,676
Cisco Systems Inc/Delaware		330,635		17,524
CSG Systems International Inc		37,600		1,774
DocuSign Inc, Cl A *		16,413		4,588
F5 Networks Inc, Cl A *		24,793		4,628
Intel Corp		307,300		17,252
Jack Henry & Associates Inc		10,939		1,789
Marvell Technology		24,484		1,428
Microsoft Corp		89,656		24,288
Motorola Solutions Inc		87,963		19,075
NetApp Inc		46,295		3,788
Oracle Corp, Cl B		232,512		18,099
Qorvo Inc *		29,645		5,800
Seagate Technology Holdings		63,600		5,592

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		41,600	$	11,473
				204,501
Materials — 3.7%
AptarGroup Inc		6,262		882
Avery Dennison Corp		31,600		6,644
Axalta Coating Systems Ltd *		79,039		2,410
Corteva Inc		84,619		3,753
Newmont Corp		45,279		2,870
Royal Gold Inc, Cl A		13,377		1,526
Sealed Air Corp		136,300		8,076
Silgan Holdings Inc		110,800		4,598
Sonoco Products Co		98,300		6,576
				37,335
Real Estate — 0.3%
Equity LifeStyle Properties Inc ‡		29,390		2,184
SBA Communications Corp, Cl A ‡		4,204		1,340
				3,524
Utilities — 7.5%
Ameren Corp		74,283		5,946
American Electric Power Co Inc		76,728		6,490
DTE Energy Co		38,099		4,938
Duke Energy Corp		41,536		4,101
Entergy Corp		83,322		8,307
Eversource Energy		83,105		6,668
National Fuel Gas Co		32,081		1,676
NextEra Energy Inc		116,564		8,542
Pinnacle West Capital Corp		48,930		4,011
Portland General Electric Co		73,374		3,381
Public Service Enterprise Group Inc		183,544		10,965
Southern Co/The		83,686		5,064
WEC Energy Group Inc		77,148		6,862
				76,951
Total Common Stock (Cost $481,233) ($ Thousands)				995,499
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, L.P.
0.030% **† (B)		5,514,969		5,516
Total Affiliated Partnership (Cost $5,516) ($ Thousands)				5,516

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed Managed Volatility Fund (Concluded)

Description	Shares		Market Value         ($ Thousands)
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010% **†		24,511,254	$	24,511
Total Cash Equivalent (Cost $24,511) ($ Thousands)				24,511
Total Investments in Securities — 100.4% (Cost $511,260) ($ Thousands)			$	1,025,526

A list of the open futures contracts held by the Fund at June 30, 2021, 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		77		Sep-2021	$	16,454	$	16,511	$	57

Percentages are based on Net Assets of $1,021,509 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $5,391 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $5,516 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		995,499		–		–		995,499
Affiliated Partnership		–		5,516		–		5,516
Cash Equivalent		24,511		–		–		24,511
Total Investments in Securities		1,020,010		5,516		–		1,025,526
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts *
Unrealized Appreciation		57		–		–		57
Total Other Financial Instruments		57		–		–		57

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain/   (Loss)	Change in Unrealized Appreciation/   (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Liquidity Fund, L.P.	$ 3,411	$ 24,344	$ (22,239)	$ –	$ –	$ 5,516	5,514,969	$ 6	$  –
SEI Daily Income Trust, Government Fund, Cl F	14,794	153,737	(144,020)	–	–	24,511	24,511,254	1	–
Totals	$ 18,205	$ 178,081	$ (166,259)	$ –	$ –	$ 30,027		$7	$ –

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 96.7%
Australia — 4.8%
Abacus Property Group ‡		87,074	$	206
AGL Energy Ltd		175,877		1,083
Ansell		55,134		1,801
ASX Ltd		5,643		329
Aurizon Holdings Ltd		604,373		1,688
AusNet Services		198,571		261
Bendigo & Adelaide Bank		74,373		586
Chorus		9,300		41
Coles Group Ltd		78,882		1,012
CSL Ltd		5,661		1,212
Endeavour Group *(A)		21,286		101
Fortescue Metals Group Ltd		12,348		216
Harvey Norman Holdings Ltd		399,926		1,645
Inghams Group Ltd		373,405		1,116
Medibank Pvt		47,280		112
Metcash, Cl A		329,977		988
Newcrest Mining Ltd		22,123		420
REA Group Ltd		3,994		507
Rio Tinto Ltd		9,772		929
Sonic Healthcare Ltd		28,759		829
Telstra Corp Ltd, Cl B		502,620		1,419
TPG Telecom		25,359		119
Treasury Wine Estates Ltd		37,848		332
Wesfarmers Ltd		36,388		1,615
Woolworths Group Ltd		21,286		609
				19,176
Austria — 1.3%
ANDRITZ AG		11,056		621
CA Immobilien Anlagen AG		4,737		198
Erste Group Bank AG		6,526		239
EVN AG		6,728		159
Mayr Melnhof Karton		4,405		938
Oesterreichische Post AG		37,629		2,001
S IMMO AG *‡		9,548		229
Telekom Austria AG, Cl A		81,520		696
				5,081
Belgium — 1.6%
Ageas		14,061		780
Etablissements Franz Colruyt		62,755		3,510
Proximus SADP		41,185		796
UCB SA, Cl A		11,564		1,209
				6,295
Canada — 2.4%
Bank of Nova Scotia/The, Cl C		8,211		534
Canadian Imperial Bank of Commerce		13,074		1,490
Canadian Tire Corp Ltd, Cl A		16,691		2,644
Cogeco Communications		18,559		1,817
Empire Co Ltd, Cl A		31,361		990
Loblaw Cos Ltd		24,108		1,485

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
TELUS Corp		39,149	$	879
				9,839
Denmark — 2.9%
AP Moller - Maersk A/S, Cl B		189		543
Carlsberg A/S, Cl B		10,243		1,910
Coloplast A/S, Cl B		10,603		1,740
Danske Bank A/S		60,283		1,061
DSV A/S		3,400		793
Genmab A/S *		1,734		710
Jyske Bank A/S *		16,645		805
Novo Nordisk A/S, Cl B		12,482		1,046
Royal Unibrew A/S		2,426		309
Scandinavian Tobacco Group A/S		73,722		1,505
Solar, Cl B		3,143		273
Sydbank A/S		22,507		693
UIE		564		151
				11,539
Finland — 1.7%
Aspo		3,559		40
Elisa Oyj		6,082		363
Kemira		47,655		750
Kesko Oyj, Cl B		61,076		2,256
Orion Oyj, Cl B		21,886		941
TietoEVRY		37,802		1,194
Tokmanni Group		24,655		682
Valmet		12,579		549
				6,775
France — 9.0%
ABC arbitrage		14,654		123
BNP Paribas SA		3,209		201
Bonduelle SCA		4,156		104
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		4,916		130
Carrefour SA		252,388		4,964
Cie Generale des Etablissements Michelin SCA		17,959		2,865
Compagnie de L’Odet		80		111
Credit Agricole		22,471		315
Danone SA		3,206		226
Dassault Systemes SE		1,080		262
Engie SA		55,767		764
Eurofins Scientific		8,534		976
Eutelsat Communications SA		80,511		941
Faurecia SE		162		8
Hermes International		1,456		2,121
Ipsen SA		5,611		584
Lagardere SCA *		3,725		92
Legrand SA		2,586		274
LNA Sante SA		2,819		177
L’Oreal SA		2,549		1,136
Metropole Television SA		56,336		1,185
Orange SA		370,341		4,223

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Pernod Ricard SA		6,112	$	1,357
Prodware *		6,476		45
Publicis Groupe SA		4,174		267
Sanofi		66,653		6,984
Sartorius Stedim Biotech		1,058		500
SCOR SE		4,791		152
SEB SA		2,409		435
Societe BIC SA		25,656		1,783
Societe LDC *		865		103
Stellantis *		9,533		187
Suez		12,028		286
Veolia Environnement SA		22,400		677
Virbac		506		173
Vivendi SA (B)		39,336		1,322
				36,053
Germany — 5.9%
adidas AG		674		251
Deutsche Post AG		41,479		2,822
Deutsche Telekom AG		184,690		3,901
Freenet AG		69,704		1,647
Fresenius Medical Care AG & Co KGaA		7,389		614
Hannover Rueck SE		1,509		252
Henkel AG & Co KGaA		8,576		790
Hornbach Holding AG & Co KGaA		11,755		1,340
Knorr-Bremse AG		9,277		1,067
Merck KGaA		24,835		4,762
METRO AG		16,068		199
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		5,603		1,535
QIAGEN NV *		2,128		103
SAP SE		1,022		144
Scout24		5,960		503
Siemens Healthineers AG		6,608		405
Sirius Real Estate Ltd ‡		87,389		133
Talanx		3,767		154
Telefonica Deutschland Holding AG		366,634		967
Uniper SE		52,457		1,932
Vonovia SE ‡		5,398		349
				23,870
Hong Kong — 4.2%
BOC Hong Kong Holdings Ltd		207,500		704
Chevalier International Holdings		80,000		104
China Motor Bus Co Ltd ‡		9,200		131
CK Hutchison Holdings Ltd		154,500		1,204
CK Infrastructure Holdings Ltd		94,000		560
CLP Holdings Ltd, Cl B		226,000		2,235
Dah Sing Banking Group Ltd		424,000		468
HK Electric Investments & HK Electric Investments Ltd		1,615,500		1,637
HKT Trust & HKT Ltd		1,380,000		1,880
Hutchison Telecommunications Hong Kong Holdings		2,456,000		484

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Kerry Logistics Network		33,000	$	100
Kerry Properties Ltd ‡		226,000		745
Lee & Man Paper Manufacturing Ltd		697,000		531
MTR Corp Ltd		74,500		415
Pacific Textiles Holdings		822,000		494
Paliburg Holdings Ltd *		398,000		109
PCCW Ltd		855,704		449
Power Assets Holdings Ltd		186,500		1,144
SmarTone Telecommunications Holdings		515,500		305
VTech Holdings Ltd		289,200		3,044
WH Group Ltd		159,500		143
				16,886
Ireland — 0.4%
ICON PLC *		4,424		915
Kerry Group PLC, Cl A		4,704		657
Total Produce PLC		17,637		55
				1,627
Israel — 0.5%
Albaad Massuot Yitzhak		8,411		161
Bank Leumi Le-Israel BM *		56,853		432
Elbit Systems Ltd		1,360		176
Isracard Ltd *		–		–
Kerur Holdings Ltd		4,093		125
Mizrahi Tefahot Bank Ltd *		12,013		370
Nice Ltd *		1,413		345
Shufersal Ltd		26,493		211
Strauss Group Ltd ‡		3,535		99
				1,919
Italy — 1.8%
A2A SpA		695,413		1,422
ACEA		54,526		1,260
Assicurazioni Generali SpA		16,518		331
Enel SpA		99,794		927
Hera SpA		309,958		1,280
Iren SpA		38,535		110
Terna Rete Elettrica Nazionale SpA		41,284		308
UnipolSai Assicurazioni (B)		589,309		1,711
				7,349
Japan — 25.3%
Communication Services — 3.7%
Kakaku.com Inc		2,800		85
KDDI Corp		169,900		5,304
Nintendo Co Ltd		1,600		931
Nippon BS Broadcasting Corp		9,900		101
Nippon Telegraph & Telephone Corp		235,200		6,134
Nippon Television Holdings		79,100		917
Okinawa Cellular Telephone Co		3,100		143
Proto Corp		12,200		144
Softbank Corp		162,500		2,128
				15,887

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Consumer Discretionary — 3.2%
Bandai Namco Holdings Inc		2,300	$	160
Bridgestone		32,900		1,498
Choushimaru Co Ltd		10,500		108
DCM Holdings Co Ltd		162,700		1,551
EDION Corp		65,100		636
FJ Next Co Ltd		16,100		147
Honda Motor Co Ltd		26,900		860
Keiyo Co Ltd		32,400		229
Komeri Co Ltd		5,400		127
K’s Holdings Corp		7,500		86
McDonald’s Holdings Co Japan Ltd (B)		38,900		1,717
Mizuno		6,300		134
Ootoya Holdings Co Ltd *		100		2
Sankyo Co Ltd		8,700		222
Sekisui House		47,800		981
Shimamura Co Ltd		2,100		202
SPK Corp		9,000		108
Toyota Motor Corp		29,000		2,537
Yamada Denki Co Ltd		293,400		1,356
Yamaha Motor		3,300		90
Yellow Hat Ltd		11,200		199
				12,950
Consumer Staples — 5.1%
Aeon Co Ltd, Cl H		6,200		167
Arcs Co Ltd		55,300		1,204
Axial Retailing		2,800		95
Calbee Inc		11,200		259
Chuo Gyorui		4,200		113
Cosmos Pharmaceutical Corp		900		132
Dairei		6,300		115
Earth		12,500		726
Fujicco		5,700		98
Heiwado		10,900		218
Japan Tobacco Inc (B)		101,900		1,927
J-Oil Mills		6,000		102
Kadoya Sesame Mills Inc		2,600		94
Kanemi Co Ltd		3,900		106
Kato Sangyo Co Ltd		8,700		265
Kirin Holdings Co Ltd		5,300		103
Kobayashi Pharmaceutical		2,700		231
Kyokuyo Co Ltd		3,800		99
Lawson Inc		38,000		1,760
Life Corp		2,500		79
Lion Corp		49,800		844
Matsumotokiyoshi Holdings Co Ltd		2,900		128
MEIJI Holdings Co Ltd		7,600		455
Mitsubishi Shokuhin Co Ltd		37,300		944
Miyoshi Oil & Fat Co Ltd		10,200		116
Morishita Jintan Co Ltd		5,400		95
Nippn		64,000		905

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Nisshin Oillio Group Ltd/The		31,200	$	863
Nissin Foods Holdings Co Ltd		2,500		180
Nitto Fuji Flour Milling Co Ltd		4,000		255
OUG Holdings Inc		4,800		123
Pola Orbis Holdings Inc (B)		18,800		497
San-A Co Ltd, Cl A		2,500		95
Seven & i Holdings Co Ltd		48,900		2,334
Showa Sangyo Co Ltd		7,300		197
Sugi Holdings Co Ltd		7,900		577
Sundrug Co Ltd		22,800		725
Toyo Suisan Kaisha Ltd		37,800		1,456
Tsuruha Holdings Inc		6,800		791
Unicharm Corp		13,200		532
United Super Markets Holdings Inc		10,000		98
Valor Holdings Co Ltd		32,500		663
Yuasa Funashoku Co Ltd		4,560		123
				20,889
Energy — 0.7%
Itochu Enex Co Ltd		68,900		614
Iwatani		13,300		798
JXTG Holdings Inc		251,700		1,054
				2,466
Financials — 2.6%
Aozora Bank Ltd (B)		37,600		842
Japan Post Bank Co Ltd		58,600		493
Japan Post Holdings Co Ltd		199,700		1,638
Mizuho Financial Group Inc		182,280		2,607
Nomura Holdings		237,900		1,217
ORIX		60,100		1,015
Resona Holdings		92,800		357
Sumitomo Mitsui Financial Group Inc		46,500		1,605
Yamaguchi Financial Group		92,100		526
				10,300
Health Care — 1.9%
Astellas Pharma Inc		82,400		1,436
Biofermin Pharmaceutical		3,900		105
Daiichi Sankyo Co Ltd		7,500		162
Hoya Corp		1,500		199
Kaken Pharmaceutical Co Ltd		24,100		1,033
Medipal Holdings Corp		63,000		1,204
Otsuka Holdings Co Ltd		19,600		814
Sawai Group Holdings		3,800		169
Shionogi & Co Ltd		7,600		397
Suzuken Co Ltd/Aichi Japan		7,800		229
Techno Medica		7,000		101
Toho Holdings Co Ltd		25,000		403
Towa Pharmaceutical		15,400		375
ZERIA Pharmaceutical		11,800		223
				6,850

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Industrials — 3.8%
COMSYS Holdings Corp		6,300	$	175
Daiichi Kensetsu		8,500		164
Inaba Denki Sangyo Co Ltd		50,800		1,184
ITOCHU Corp		124,300		3,584
Kamigumi Co Ltd		132,100		2,682
Kinden Corp		88,700		1,450
Kyowa Exeo Corp		8,300		205
Mitsubishi Electric		38,900		565
Mitsui & Co Ltd		13,000		293
Nippo Corp		57,200		1,631
Nippon Express Co Ltd		2,600		198
Nippon Kanzai Co Ltd		5,500		123
Sankyu		22,300		967
Seino Holdings		85,700		1,100
Shibusawa Warehouse Co Ltd/The		7,200		137
Shin-Keisei Electric Railway Co Ltd		4,800		92
Techno Ryowa		12,200		100
Yasuda Logistics Corp *		19,800		168
Zaoh		8,700		116
				14,934
Information Technology — 1.7%
Canon Inc (B)		104,200		2,359
FUJIFILM Holdings Corp		28,300		2,101
Fujitsu Ltd		5,200		974
Otsuka Corp		9,100		478
Ricoh Co Ltd		14,800		166
Trend Micro Inc/Japan *		15,500		813
				6,891
Materials — 1.9%
Daicel Corp		85,400		703
Daiki Aluminium Industry Co Ltd		26,000		263
EMS-Chemie Holding AG		1,134		1,115
Kaneka Corp		20,500		827
Kurimoto Ltd		13,600		202
Lintec		43,200		938
Maruichi Steel Tube Ltd		23,300		548
Rengo		107,600		897
Sumitomo Osaka Cement Co Ltd		14,400		392
Teijin Ltd		107,500		1,640
				7,525
Real Estate — 0.7%
AEON REIT Investment ‡		755		1,119
Daito Trust Construction Co Ltd		10,700		1,171
Keihanshin Building Co Ltd ‡		14,200		174
				2,464
Utilities — 0.0%
Hokkaido Gas Co Ltd		9,800		137

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Okinawa Electric Power Co Inc/The		11,851	$	148
				285
				101,441
Netherlands — 2.9%
ABN AMRO Bank NV *		11,695		141
Amsterdam Commodities NV		9,992		271
ASML Holding NV		605		416
Heineken NV		7,196		872
Koninklijke Ahold Delhaize NV		203,347		6,046
Koninklijke KPN NV		107,620		336
NN Group NV		57,352		2,706
Signify NV		16,444		1,040
				11,828
New Zealand — 0.8%
Chorus Ltd		57,800		258
EBOS Group Ltd		5,627		127
Fisher & Paykel Healthcare Corp Ltd		40,540		882
Freightways Ltd		22,475		198
Goodman Property Trust ‡		57,126		92
Mainfreight Ltd		15,488		833
Mercury NZ Ltd		109,078		508
Meridian Energy		35,190		131
Spark New Zealand Ltd		98,605		331
				3,360
Norway — 1.1%
Austevoll Seafood ASA		41,885		520
DNB ASA, Cl A		22,448		490
Norsk Hydro ASA		88,515		565
Orkla ASA		171,395		1,747
SpareBank 1 SR-Bank		17,208		227
Telenet Group Holding NV		13,557		510
Telenor ASA		26,616		449
				4,508
Portugal — 0.6%
Jeronimo Martins SGPS SA		86,576		1,579
REN - Redes Energeticas Nacionais SGPS SA		86,292		240
Sonae SGPS		572,432		543
				2,362
Singapore — 2.6%
Dairy Farm International Holdings Ltd		28,300		120
DBS Group Holdings Ltd		125,500		2,783
Haw Par		32,100		327
Jardine Cycle & Carriage Ltd		12,200		194
Mapletree Industrial Trust ‡		59,850		126
Mapletree Logistics Trust ‡		154,270		236
Olam International Ltd		102,300		122
Oversea-Chinese Banking Corp Ltd		204,700		1,820
Sheng Siong Group Ltd		332,000		390
Singapore Exchange Ltd		116,100		965
Singapore Post		355,500		189
Singapore Telecommunications Ltd *		171,000		291

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Straits Trading		74,500	$	159
United Overseas Bank Ltd		68,200		1,310
Venture Corp Ltd		25,600		366
Wilmar International Ltd		358,500		1,200
				10,598
Spain — 2.8%
Cia de Distribucion Integral Logista Holdings		81,284		1,671
Ebro Foods SA		73,172		1,538
Endesa SA (B)		126,770		3,076
Faes Farma		147,979		591
Grifols SA		3,365		91
Iberdrola SA		240,693		2,934
Red Electrica Corp SA (B)		69,646		1,293
				11,194
Sweden — 2.4%
Axfood AB		54,195		1,500
Epiroc, Cl B		14,793		290
Essity AB, Cl B		9,277		308
ICA Gruppen AB		52,686		2,454
KNOW IT AB		7,589		249
Nordea Bank Abp		92,155		1,026
Nyfosa ‡		18,745		254
Samhallsbyggnadsbolaget i Norden ‡		93,792		393
Svenska Cellulosa AB SCA, Cl B		11,438		188
Swedish Match		233,770		1,995
Telefonaktiebolaget LM Ericsson, Cl B		73,289		922
				9,579
Switzerland — 8.6%
Alcon Inc		3,374		236
Allreal Holding AG, Cl A ‡		1,305		257
ALSO Holding AG *		606		175
Baloise Holding AG		6,068		947
Banque Cantonale de Geneve		570		106
Banque Cantonale Vaudoise		1,350		121
Barry Callebaut AG		349		812
Basellandschaftliche Kantonalbank		306		305
Berner Kantonalbank AG		473		106
BKW AG		22,015		2,294
Chocoladefabriken Lindt & Spruengli AG		82		1,291
dormakaba Holding		596		407
Emmi		803		824
Forbo Holding		82		155
Idorsia Ltd *		3,040		84
Intershop Holding AG ‡		203		134
Kuehne + Nagel International AG		410		140
Logitech International SA		834		101
Nestle SA		10,269		1,280
Novartis AG		32,351		2,951
Orior AG		2,667		241
PSP Swiss Property AG ‡		3,835		487
Roche Holding		262		107

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Roche Holding AG		25,339	$	9,555
Romande Energie Holding SA		76		110
Schindler Holding AG		2,723		834
Sika AG		2,966		971
Sonova Holding AG		3,097		1,166
Swiss Life Holding AG		4,709		2,290
Swiss Prime Site AG ‡		7,577		753
Swisscom AG		6,786		3,878
Thurgauer Kantonalbank		927		107
TX Group AG *		1,296		120
Valiant Holding AG		7,823		776
Zurich Insurance Group AG		926		372
				34,493
United Kingdom — 12.1%
3i Group		26,140		424
Anglo American PLC		13,949		554
AstraZeneca PLC		7,948		953
Atalaya Mining *		70,542		299
Auto Trader Group PLC		82,006		718
B&M European Value Retail		125,817		996
BAE Systems PLC		342,600		2,470
Berkeley Group Holdings PLC		3,499		222
BHP Group		30,881		909
British American Tobacco PLC		55,372		2,142
Britvic PLC		17,747		230
BT Group PLC, Cl A *		789,651		2,116
Bunzl PLC		62,830		2,074
CareTech Holdings		22,562		189
Coca-Cola HBC AG *		3,561		129
Computacenter PLC		3,837		136
Craneware PLC		4,479		132
Cranswick PLC		2,824		155
Diageo PLC		12,148		581
Direct Line Insurance Group		353,106		1,390
Duke Royalty		381,565		200
Eco Animal Health Group *		32,806		159
Finsbury Food Group PLC *		134,390		170
Genus		13,420		919
GlaxoSmithKline PLC		312,035		6,118
Hikma Pharmaceuticals PLC		6,241		211
Imperial Brands PLC		149,858		3,223
Inchcape PLC		78,299		831
Intertek Group PLC		16,464		1,258
J Sainsbury PLC		596,752		2,241
Kingfisher PLC		678,211		3,415
National Grid PLC		140,036		1,781
QinetiQ Group PLC		414,692		1,968
Rio Tinto PLC		8,286		681
Sage Group PLC/The		10,819		102
ScS Group		48,694		206
SSE PLC		8,061		167
Tate & Lyle PLC		333,398		3,401

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Tesco		253,833		$               782
Thungela Resources *		1,395		4
Total Produce		95,797		300
Vodafone Group PLC		355,015		595
Warehouse Reit PLC ‡		84,224		174
Wm Morrison Supermarkets PLC		792,496		2,701
YouGov		14,322		233
				48,659
United States — 1.0%
Check Point Software Technologies Ltd *		13,952		1,620
Nomad Foods *		36,922		1,044
QIAGEN NV *		7,592		367
Radware Ltd *		19,605		604
Taro Pharmaceutical Industries Ltd *		4,059		292
				3,927
Total Common Stock (Cost $305,508) ($ Thousands)				388,358
PREFERRED STOCK — 0.8%
Germany — 0.8%
FUCHS PETROLUB SE (C)		21,301		1,036
Henkel AG & Co KGaA (C)		17,310		1,828
Total Preferred Stock (Cost $2,493) ($ Thousands)				2,864

Description	Shares		Market Value         ($ Thousands)
RIGHT — 0.0%
Singapore — 0.0%
Olam International Ltd., Expires 07/26/2021 *		15,345		$                   4
Total Right
(Cost $—) ($ Thousands)				4
		Shares
AFFILIATED PARTNERSHIP —3.9%
SEI Liquidity Fund, L.P.
0.030% **†(D)		15,648,147		15,651
Total Affiliated Partnership (Cost $15,651) ($ Thousands)				15,651
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government
Fund, Cl F
0.010%**†		2,552,635		2,553
Total Cash Equivalent (Cost $2,553) ($ Thousands)				2,553
Total Investments in Securities — 102.0% (Cost $326,205) ($ Thousands)				$        409,430

A list of the open futures contracts held by the Fund at June 30, 2021, 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-2021	$	790	$	769	$	(10)
FTSE 100 Index		3		Sep-2021		292		289		(1)
Hang Seng Index		2		Aug-2021		374		369		(5)
SPI 200 Index		1		Sep-2021		136		136		1
TOPIX Index		3		Sep-2021		530		525		(4)
					$	2,122	$	2,088	$	(19)

Percentages are based on Net Assets of $401,557 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Securities considered illiquid. The total value of such securities as of June 30, 2021 was $101 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(B) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $14,013 ($ Thousands).

(C) There is no current rate available.

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $15,651 ($ Thousands).

Cl — Class

FTSE— Financial Times Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

Ser — Series

SPI — Share Price Index

TOPIX — Tokyo Price Index

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Managed International Managed Volatility Fund (Concluded)

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		388,358		–		–		388,358
Preferred Stock		2,864		–		–		2,864
Right		4		–		–		4
Affiliated Partnership		–		15,651		–		15,651
Cash Equivalent		2,553		–		–		2,553
Total Investments in Securities		393,779		15,651		–		409,430
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1		–		–		1
Unrealized Depreciation		(20)		–		–		(20)
Total Other Financial Instruments		(19)		–		–		(19)

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$8,302	$84,124	$(76,776)	$ —	$1	$15,651	15,648,147	$89	$ —
SEI Daily Income Trust, Government Fund, Cl F	2,764	26,848	(27,059)	—	—	2,553	2,552,635	—	—
Totals	$11,066	$110,972	$(103,835)	$  —	$1	$18,204		$89	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Real Estate Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 98.0%
Real Estate — 98.0%
Acadia Realty Trust ‡		62,400	$	1,370
American Assets Trust Inc ‡		12,270		458
American Campus Communities Inc ‡		60,490		2,826
American Homes 4 Rent, Cl A ‡		13,037		506
American Tower Corp, Cl A ‡		15,490		4,184
Americold Realty Trust ‡		19,540		740
Apple Hospitality Inc ‡		26,691		407
AvalonBay Communities Inc ‡		18,220		3,802
Brandywine Realty Trust ‡		35,428		486
Brixmor Property Group Inc ‡		96,090		2,200
Columbia Property Trust Inc ‡		55,280		961
Cousins Properties Inc ‡		52,742		1,940
CyrusOne Inc ‡		13,221		946
Digital Realty Trust Inc, Cl A ‡		19,066		2,869
Diversified Healthcare Trust ‡		75,470		315
Duke Realty Corp ‡		58,139		2,753
Empire State Realty Trust Inc, Cl A ‡		26,176		314
Equinix Inc ‡		10,860		8,716
Equity Residential ‡		45,710		3,520
Essex Property Trust Inc ‡		7,790		2,337
Extra Space Storage Inc ‡		16,000		2,621
Federal Realty Investment Trust ‡		3,080		361
First Industrial Realty Trust Inc ‡		17,199		898
Healthpeak Properties Inc ‡		17,900		596
Host Hotels & Resorts Inc *‡		108,680		1,857
Hudson Pacific Properties Inc ‡		25,430		707
Invitation Homes Inc ‡		132,720		4,949
JBG SMITH Properties ‡		51,224		1,614
Kilroy Realty Corp ‡		20,947		1,459
Life Storage Inc ‡		25,236		2,709
Mid-America Apartment Communities Inc ‡		8,680		1,462
Omega Healthcare Investors Inc ‡		19,800		719
Park Hotels & Resorts Inc *‡		42,870		884
Prologis Inc ‡		68,870		8,232
Public Storage ‡		7,579		2,279
Regency Centers Corp ‡		18,876		1,209
Retail Properties of America Inc, Cl A ‡		102,696		1,176
Rexford Industrial Realty Inc ‡		25,496		1,452

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Ryman Hospitality Properties Inc *‡		9,440	$	745
Sabra Health Care Inc ‡		65,013		1,183
SBA Communications Corp, Cl A ‡		12,280		3,914
Simon Property Group Inc ‡		21,310		2,781
SITE Centers Corp ‡		26,930		406
Sun Communities Inc ‡		16,220		2,780
UDR Inc ‡		50,359		2,467
Ventas Inc ‡		60,810		3,472
Welltower Inc ‡		58,750		4,882
Total Common Stock (Cost $67,397) ($ Thousands)				99,464
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		171,405		171
Total Cash Equivalent (Cost $171) ($ Thousands)				171
Total Investments in Securities — 98.2% (Cost $67,568) ($ Thousands)			$	99,635

Percentages are based on Net Assets of $101,430 ($ Thousands).

^‡  Real Estate Investment Trust.

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

Cl — Class

As of June 30, 2021, all of the Fund’s investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$1,153	$20,008	$(20,990)	$—	$—	$171	171,405	$—	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund(Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS — 33.3%
U.S. Treasury Bills
0.052%, 08/12/2021 (A)	$	54,495	$	54,491
0.041%, 08/05/2021 (A)		22,820		22,819
0.040%, 08/19/2021 (A)		47,510		47,507
0.025%, 10/05/2021 (A)		13,540		13,539
U.S. Treasury Bonds
2.500%, 02/15/2045		2,479		2,682
2.375%, 05/15/2051		70,370		75,131
2.367%, 05/15/2049 (A)		5,380		2,976
2.250%, 05/15/2041		42,234		43,943
2.000%, 02/15/2050		4,840		4,755
1.875%, 02/15/2041		36,730		35,955
1.875%, 02/15/2051		49,815		47,542
1.625%, 11/15/2050		22,202		19,940
1.375%, 11/15/2040		27,745		24,923
1.375%, 08/15/2050		43,081		36,318
1.250%, 05/15/2050		41,565		33,939
1.125%, 05/15/2040		13,102		11,311
1.125%, 08/15/2040		20,042		17,242
U.S. Treasury Inflation Protected Securities
2.125%, 02/15/2040		2,051		3,056
1.375%, 02/15/2044		2,739		3,777
0.750%, 02/15/2042		1,986		2,417
U.S. Treasury Notes
2.875%, 10/31/2023		6,190		6,558
2.125%, 08/15/2021		2,003		2,008
2.000%, 02/15/2022		8,164		8,263
1.875%, 02/28/2022		11,021		11,153
1.750%, 11/30/2021		937		944
1.750%, 02/28/2022		662		669
1.625%, 05/15/2031		64,970		65,965
1.500%, 11/30/2024		6,136		6,331
1.250%, 03/31/2028		260		261
1.250%, 04/30/2028		22,860		22,931
1.250%, 05/31/2028		11,860		11,890
1.250%, 06/30/2028		84,244		84,376
1.125%, 02/15/2031		2,273		2,207
0.875%, 06/30/2026		138,806		138,741
0.750%, 04/30/2026		51,100		50,840
0.750%, 05/31/2026 (B)		88,254		87,751
0.750%, 01/31/2028		33,404		32,521
0.625%, 12/31/2027		5,660		5,472
0.625%, 05/15/2030		1,050		981
0.500%, 02/28/2026		13,031		12,833
0.500%, 08/31/2027		7,641		7,368
0.500%, 10/31/2027		3,247		3,122
0.375%, 04/15/2024		1,235		1,234
0.375%, 11/30/2025		12,794		12,564
0.375%, 12/31/2025		13,987		13,722
0.375%, 01/31/2026		310		304
0.250%, 06/15/2023		3,059		3,059
0.250%, 11/15/2023		120		120

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.250%, 05/15/2024	$	22,680	$	22,556
0.250%, 06/15/2024		36,149		35,929
0.250%, 05/31/2025		2,280		2,242
0.250%, 06/30/2025		360		354
0.250%, 09/30/2025		5,796		5,674
0.250%, 10/31/2025		11,195		10,945
0.125%, 05/31/2022		3,212		3,213
0.125%, 07/31/2022		40		40
0.125%, 09/30/2022		4,853		4,852
0.125%, 10/31/2022		11,250		11,245
0.125%, 12/31/2022		12,843		12,832
0.125%, 01/31/2023		12,899		12,886
0.125%, 03/31/2023		14,403		14,381
0.125%, 04/30/2023		63,465		63,346
0.125%, 05/31/2023		157,460		157,122
0.125%, 06/30/2023		52,877		52,751
0.125%, 09/15/2023		2,094		2,086
0.125%, 01/15/2024		12,645		12,568
Total U.S. Treasury Obligations (Cost $1,528,333) ($ Thousands)				1,523,473
CORPORATE OBLIGATIONS — 30.6%
Communication Services — 3.2%
Alphabet
2.050%, 08/15/2050		400		353
1.100%, 08/15/2030		240		228
0.800%, 08/15/2027		220		214
0.450%, 08/15/2025		110		109
Altice France
7.375%, 05/01/2026 (C)		30		31
AT&T
6.500%, 09/01/2037		1,335		1,823
5.250%, 03/01/2037		2,420		3,049
5.150%, 03/15/2042		25		31
4.850%, 03/01/2039		750		911
4.750%, 05/15/2046		1,600		1,943
4.500%, 05/15/2035		75		88
4.350%, 03/01/2029		240		278
4.350%, 06/15/2045		350		402
3.850%, 06/01/2060		499		526
3.800%, 02/15/2027		318		355
3.800%, 12/01/2057 (C)		5,124		5,339
3.550%, 09/15/2055 (C)		748		750
3.500%, 06/01/2041		344		357
3.500%, 09/15/2053 (C)		5,617		5,643
3.100%, 02/01/2043		824		807
3.000%, 06/30/2022		180		184
2.550%, 12/01/2033 (C)		1,455		1,441
2.300%, 06/01/2027		750		776
2.250%, 02/01/2032		888		872

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund(Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.700%, 03/25/2026	$	1,500	$	1,516
1.650%, 02/01/2028		2,005		1,990
CCO Holdings
4.500%, 08/15/2030 (C)		50		52
4.500%, 05/01/2032		1,220		1,264
Charter Communications Operating
6.834%, 10/23/2055		70		103
6.484%, 10/23/2045		110		151
6.384%, 10/23/2035		10		13
5.750%, 04/01/2048		777		989
5.375%, 04/01/2038		843		1,036
5.375%, 05/01/2047		141		173
4.908%, 07/23/2025		2,534		2,871
4.800%, 03/01/2050		1,833		2,105
4.464%, 07/23/2022		308		319
4.400%, 12/01/2061		472		507
4.200%, 03/15/2028		1,263		1,429
3.900%, 06/01/2052		1,252		1,275
3.750%, 02/15/2028		85		94
3.500%, 06/01/2041		652		656
Comcast
7.050%, 03/15/2033		90		131
6.500%, 11/15/2035		480		698
4.700%, 10/15/2048		90		116
4.400%, 08/15/2035		1,770		2,133
4.250%, 10/15/2030		560		659
4.200%, 08/15/2034		220		261
4.150%, 10/15/2028		2,220		2,570
4.000%, 03/01/2048		70		82
3.999%, 11/01/2049		199		234
3.969%, 11/01/2047		78		91
3.950%, 10/15/2025		90		101
3.750%, 04/01/2040		702		791
3.700%, 04/15/2024		580		629
3.450%, 02/01/2050		210		227
3.400%, 04/01/2030		1,915		2,114
3.400%, 07/15/2046		60		64
3.300%, 04/01/2027		190		209
3.250%, 11/01/2039		60		64
3.150%, 03/01/2026		390		424
3.100%, 04/01/2025		30		32
2.800%, 01/15/2051		170		164
1.500%, 02/15/2031		2,884		2,733
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		202
Comcast Cable Holdings
10.125%, 04/15/2022		45		48
Corning
5.450%, 11/15/2079		775		1,085
Discovery Communications
4.650%, 05/15/2050		100		117
4.000%, 09/15/2055		399		422

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DISH DBS
7.750%, 07/01/2026	$	120	$	136
5.875%, 11/15/2024		410		440
5.125%, 06/01/2029 (C)		280		276
Fox
5.476%, 01/25/2039		520		672
3.500%, 04/08/2030 (B)		535		589
Level 3 Financing
3.875%, 11/15/2029 (C)		1,760		1,885
NBCUniversal Media
5.950%, 04/01/2041		305		439
Netflix
5.875%, 11/15/2028		618		759
3.625%, 06/15/2025 (C)		575		617
NTT Finance
1.162%, 04/03/2026 (C)		3,812		3,803
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (C)		1,200		1,400
Sky
3.750%, 09/16/2024 (C)		1,090		1,191
Sprint
7.875%, 09/15/2023		110		125
Sprint Capital
8.750%, 03/15/2032		490		745
Sprint Spectrum
5.152%, 03/20/2028 (C)		2,567		2,951
4.738%, 03/20/2025 (C)		6,285		6,743
3.360%, 09/20/2021 (C)		1,059		1,065
Telefonica Emisiones
5.520%, 03/01/2049		248		323
5.213%, 03/08/2047		150		187
T-Mobile USA
4.375%, 04/15/2040		1,730		2,028
3.875%, 04/15/2030		4,045		4,522
3.750%, 04/15/2027		2,195		2,425
3.500%, 04/15/2025		1,910		2,070
3.500%, 04/15/2031 (C)		2,141		2,215
3.375%, 04/15/2029 (C)		2,156		2,225
2.875%, 02/15/2031		807		801
2.625%, 02/15/2029		330		326
2.550%, 02/15/2031		1,919		1,940
2.250%, 02/15/2026 (C)		4,652		4,687
2.050%, 02/15/2028		100		102
Verizon Communications
5.500%, 03/16/2047		60		84
5.250%, 03/16/2037		805		1,056
4.862%, 08/21/2046		470		608
4.522%, 09/15/2048		435		538
4.500%, 08/10/2033		620		741
4.400%, 11/01/2034		2,277		2,712
4.329%, 09/21/2028		1,330		1,547
4.272%, 01/15/2036		78		93

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 08/15/2046	$	320	$	378
4.016%, 12/03/2029		714		819
4.000%, 03/22/2050		170		195
3.875%, 02/08/2029		210		240
3.850%, 11/01/2042		610		692
3.700%, 03/22/2061		984		1,054
3.550%, 03/22/2051		1,716		1,833
3.500%, 11/01/2024		120		130
3.400%, 03/22/2041		651		689
3.376%, 02/15/2025		508		552
3.150%, 03/22/2030		360		389
3.000%, 03/22/2027		140		151
2.875%, 11/20/2050		1,681		1,597
2.650%, 11/20/2040		2,807		2,701
2.625%, 08/15/2026		1,000		1,063
2.550%, 03/21/2031		4,959		5,069
2.100%, 03/22/2028		1,035		1,057
1.750%, 01/20/2031		410		393
1.450%, 03/20/2026		260		262
0.850%, 11/20/2025		130		129
ViacomCBS
6.875%, 04/30/2036		620		890
5.900%, 10/15/2040		455		611
5.850%, 09/01/2043		119		163
4.950%, 01/15/2031		180		217
4.950%, 05/19/2050		152		192
4.750%, 05/15/2025		1,035		1,171
4.600%, 01/15/2045		63		75
4.200%, 05/19/2032		1,005		1,160
3.875%, 04/01/2024		130		140
3.700%, 08/15/2024		810		875
Vodafone Group
5.250%, 05/30/2048		1,810		2,385
4.875%, 06/19/2049		1,544		1,947
4.375%, 05/30/2028		670		779
Walt Disney
6.650%, 11/15/2037		235		354
6.200%, 12/15/2034		65		92
4.700%, 03/23/2050		355		473
4.625%, 03/23/2040		765		974
3.600%, 01/13/2051		1,095		1,241
				147,652
Consumer Discretionary —1.9%
Amazon.com
4.950%, 12/05/2044		500		677
4.250%, 08/22/2057		110		141
4.050%, 08/22/2047		380		464
3.875%, 08/22/2037		910		1,085
3.250%, 05/12/2061		334		352
3.150%, 08/22/2027		680		751
3.100%, 05/12/2051		624		655

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.875%, 05/12/2041	$	1,355	$	1,398
2.800%, 08/22/2024		245		261
2.700%, 06/03/2060		151		145
2.500%, 06/03/2050		550		520
2.100%, 05/12/2031		2,808		2,855
1.650%, 05/12/2028		1,209		1,219
1.500%, 06/03/2030		350		342
1.200%, 06/03/2027		672		670
1.000%, 05/12/2026		2,207		2,207
0.800%, 06/03/2025		560		561
American Honda Finance MTN
1.000%, 09/10/2025		1,875		1,873
BMW US Capital
3.800%, 04/06/2023 (C)		700		741
1.850%, 09/15/2021 (C)		100		100
Burlington Northern Santa Fe
3.050%, 02/15/2051		323		336
Cox Communications
4.800%, 02/01/2035 (C)		890		1,079
2.600%, 06/15/2031 (C)		915		929
CSC Holdings
4.500%, 11/15/2031 (C)		570		573
Daimler Finance North America
2.700%, 06/14/2024 (C)		595		626
0.750%, 03/01/2024 (C)		980		982
Dollar General
3.250%, 04/15/2023		50		52
Ford Motor
5.291%, 12/08/2046		99		111
4.750%, 01/15/2043		264		280
Ford Motor Credit
5.875%, 08/02/2021		250		251
5.125%, 06/16/2025		200		220
4.271%, 01/09/2027		1,040		1,114
4.250%, 09/20/2022		1,000		1,033
4.125%, 08/17/2027		200		212
4.000%, 11/13/2030		950		995
3.815%, 11/02/2027		261		272
3.813%, 10/12/2021		190		191
3.810%, 01/09/2024		300		314
3.625%, 06/17/2031		2,193		2,235
3.339%, 03/28/2022		1,730		1,755
2.900%, 02/16/2028		200		199
1.416%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		1,100		1,097
1.068%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		1,040		1,039
General Motors
6.250%, 10/02/2043		260		359
6.125%, 10/01/2025		320		379
5.950%, 04/01/2049		80		109
5.400%, 10/02/2023		190		209

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.400%, 04/01/2048	$	277	$	353
5.150%, 04/01/2038		240		293
4.875%, 10/02/2023		1,995		2,173
General Motors Financial
4.375%, 09/25/2021		735		742
4.350%, 01/17/2027		110		124
4.250%, 05/15/2023		110		117
4.200%, 11/06/2021		1,435		1,454
4.150%, 06/19/2023		83		88
3.450%, 04/10/2022		415		423
3.150%, 06/30/2022		870		891
Hanesbrands
5.375%, 05/15/2025 (C)		310		328
4.875%, 05/15/2026 (C)		210		227
4.625%, 05/15/2024 (C)		30		32
Hilton Domestic Operating
5.750%, 05/01/2028 (C)		150		162
5.375%, 05/01/2025 (C)		460		484
Home Depot
4.250%, 04/01/2046		48		60
3.900%, 12/06/2028		40		47
3.900%, 06/15/2047		60		71
3.750%, 02/15/2024		66		71
3.350%, 04/15/2050		1,034		1,143
3.300%, 04/15/2040		484		530
3.125%, 12/15/2049		1,256		1,331
2.700%, 04/15/2030		1,810		1,935
2.500%, 04/15/2027		280		298
2.375%, 03/15/2051		412		381
Hyundai Capital America
1.800%, 10/15/2025 (C)		805		817
1.250%, 09/18/2023 (C)		503		508
Hyundai Capital America MTN
2.000%, 06/15/2028 (C)		803		796
1.300%, 01/08/2026 (C)		1,005		993
0.800%, 01/08/2024 (C)		1,022		1,018
Las Vegas Sands
3.200%, 08/08/2024		890		934
2.900%, 06/25/2025		210		219
Lennar
4.750%, 11/29/2027		410		474
4.500%, 04/30/2024		140		153
Levi Strauss
5.000%, 05/01/2025		54		55
Lowe’s
5.000%, 04/15/2040		965		1,243
4.500%, 04/15/2030		200		237
3.500%, 04/01/2051		179		192
2.625%, 04/01/2031		811		838
Marriott International
5.750%, 05/01/2025		598		690
4.625%, 06/15/2030		127		146

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.850%, 04/15/2031	$	1,453	$	1,475
McDonald’s MTN
4.875%, 12/09/2045		260		335
4.450%, 03/01/2047		240		294
4.450%, 09/01/2048		72		90
4.200%, 04/01/2050		530		639
3.800%, 04/01/2028		665		752
3.700%, 01/30/2026		220		244
3.625%, 09/01/2049		180		199
3.600%, 07/01/2030		290		326
3.500%, 03/01/2027		510		563
3.500%, 07/01/2027		200		222
3.300%, 07/01/2025		320		348
1.450%, 09/01/2025		80		82
MDC Holdings
6.000%, 01/15/2043		30		39
Newell Brands
4.700%, 04/01/2026		110		123
4.350%, 04/01/2023		278		291
NIKE
3.375%, 03/27/2050		950		1,070
3.250%, 03/27/2040		210		231
2.850%, 03/27/2030		430		467
2.750%, 03/27/2027		410		442
2.400%, 03/27/2025		260		275
Nissan Motor
4.345%, 09/17/2027 (C)		1,100		1,209
3.522%, 09/17/2025 (C)		1,190		1,271
3.043%, 09/15/2023 (C)		580		605
Nissan Motor Acceptance
2.750%, 03/09/2028 (C)		346		349
Prime Security Services Borrower
5.750%, 04/15/2026 (C)		320		353
QVC
4.850%, 04/01/2024		370		401
Sands China
5.400%, 08/08/2028		320		371
5.125%, 08/08/2025		380		425
4.600%, 08/08/2023		610		648
3.800%, 01/08/2026		420		449
Starbucks
3.500%, 11/15/2050		1,863		2,007
3.350%, 03/12/2050		624		653
1.300%, 05/07/2022		410		414
Target
2.250%, 04/15/2025		450		473
Time Warner Cable
7.300%, 07/01/2038		530		774
6.750%, 06/15/2039		10		14
6.550%, 05/01/2037		138		188
5.875%, 11/15/2040		1,405		1,817
5.500%, 09/01/2041		1,599		1,982

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Time Warner Entertainment
8.375%, 07/15/2033	$	270	$	409
Toll Brothers Finance
4.375%, 04/15/2023		120		125
Toyota Motor
0.681%, 03/25/2024		220		220
VOC Escrow
5.000%, 02/15/2028 (C)		380		384
Volkswagen Group of America Finance
2.900%, 05/13/2022 (C)		1,455		1,486
1.250%, 11/24/2025 (C)		1,345		1,337
0.875%, 11/22/2023 (C)		1,055		1,058
Wynn Macau
5.625%, 08/26/2028 (C)		500		521
5.125%, 12/15/2029 (C)		200		206
Yale University
1.482%, 04/15/2030		495		488
0.873%, 04/15/2025		578		581
				86,764
Consumer Staples — 1.9%
Alimentation Couche-Tard
3.800%, 01/25/2050 (C)		25		27
3.550%, 07/26/2027 (C)		650		714
Altria Group
6.200%, 02/14/2059		76		98
5.950%, 02/14/2049		490		627
5.800%, 02/14/2039		1,190		1,470
4.800%, 02/14/2029		188		218
4.400%, 02/14/2026		514		582
4.000%, 02/04/2061		87		83
3.875%, 09/16/2046		909		903
3.700%, 02/04/2051		343		325
3.400%, 02/04/2041		1,645		1,568
2.450%, 02/04/2032		2,817		2,724
2.350%, 05/06/2025		270		282
Anheuser-Busch
4.900%, 02/01/2046		5,510		6,974
4.700%, 02/01/2036		915		1,123
3.650%, 02/01/2026		1,135		1,253
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		525		722
5.450%, 01/23/2039		1,035		1,365
4.750%, 01/23/2029		120		143
4.600%, 04/15/2048		2,307		2,817
4.500%, 06/01/2050		670		815
4.375%, 04/15/2038		961		1,149
4.350%, 06/01/2040		560		667
4.000%, 04/13/2028		160		182
3.750%, 07/15/2042		525		569
3.500%, 06/01/2030		200		222

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BAT Capital
5.282%, 04/02/2050	$	1,260	$	1,462
4.906%, 04/02/2030		177		203
4.540%, 08/15/2047		3,053		3,247
4.390%, 08/15/2037		61		66
3.984%, 09/25/2050		460		448
3.734%, 09/25/2040		10		10
3.557%, 08/15/2027		2,344		2,510
3.222%, 08/15/2024		167		177
3.215%, 09/06/2026		1,300		1,379
2.726%, 03/25/2031		1,063		1,050
2.259%, 03/25/2028		489		485
Bunge Finance
3.750%, 09/25/2027		1,636		1,802
2.750%, 05/14/2031		2,009		2,031
1.630%, 08/17/2025		562		569
Cargill
1.375%, 07/23/2023 (C)		440		448
Coca-Cola
3.375%, 03/25/2027		380		423
2.600%, 06/01/2050		190		183
2.500%, 06/01/2040		20		20
2.500%, 03/15/2051		385		362
1.450%, 06/01/2027		490		495
Constellation Brands
4.400%, 11/15/2025		415		468
Consumers Energy
2.500%, 05/01/2060		275		248
Costco Wholesale
3.000%, 05/18/2027		284		312
2.750%, 05/18/2024		183		194
1.600%, 04/20/2030		1,105		1,091
1.375%, 06/20/2027		780		785
Danone
2.947%, 11/02/2026 (C)		470		504
2.589%, 11/02/2023 (C)		1,370		1,428
2.077%, 11/02/2021 (C)		230		231
Diageo Investment
2.875%, 05/11/2022		370		378
Estee Lauder
1.950%, 03/15/2031		972		972
Hershey
0.900%, 06/01/2025		130		130
Imperial Brands Finance
3.500%, 07/26/2026 (C)		635		680
3.125%, 07/26/2024 (C)		2,250		2,368
Keurig Dr Pepper
4.417%, 05/25/2025		280		314
Kraft Heinz Foods
7.125%, 08/01/2039 (C)		10		15
6.875%, 01/26/2039		40		57
6.750%, 03/15/2032		10		14

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 06/01/2050	$	220	$	285
5.200%, 07/15/2045		360		447
5.000%, 06/04/2042		1,250		1,526
4.875%, 10/01/2049		2,370		2,877
4.625%, 10/01/2039		10		12
4.375%, 06/01/2046		160		181
4.250%, 03/01/2031		110		125
3.000%, 06/01/2026		380		405
Kroger
4.450%, 02/01/2047		130		155
Lamb Weston Holdings
4.875%, 05/15/2028 (C)		90		100
4.625%, 11/01/2024 (C)		70		72
Land O’ Lakes
6.000%, 11/15/2022 (C)		1,020		1,076
Mars
3.200%, 04/01/2030 (C)		210		230
2.700%, 04/01/2025 (C)		370		393
2.375%, 07/16/2040 (C)		300		289
Molson Coors Beverage
4.200%, 07/15/2046		899		1,001
Molson Coors Brewing
3.500%, 05/01/2022		100		103
Mondelez International
1.500%, 05/04/2025		660		672
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (C)		290		296
2.000%, 10/28/2021 (C)		2,420		2,430
Nestle Holdings
3.500%, 09/24/2025 (C)		450		496
PepsiCo
4.250%, 10/22/2044		100		124
4.000%, 03/05/2042		160		194
3.875%, 03/19/2060		120		148
3.625%, 03/19/2050		80		94
3.100%, 07/17/2022		59		60
3.000%, 08/25/2021		31		31
2.875%, 10/15/2049		60		62
2.625%, 03/19/2027		50		54
2.250%, 03/19/2025		50		53
1.625%, 05/01/2030		440		432
0.750%, 05/01/2023		530		534
Philip Morris International
4.500%, 03/20/2042		130		154
2.900%, 11/15/2021		370		374
2.875%, 05/01/2024		1,170		1,243
2.500%, 08/22/2022		590		605
2.500%, 11/02/2022		680		698
2.100%, 05/01/2030		290		289
1.125%, 05/01/2023		280		284

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Procter & Gamble
3.000%, 03/25/2030	$	1,425	$	1,572
2.800%, 03/25/2027		80		87
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (C)		1,860		1,964
Reynolds American
8.125%, 05/01/2040		570		830
7.250%, 06/15/2037		390		524
5.850%, 08/15/2045		3,140		3,845
Walgreens Boots Alliance
3.300%, 11/18/2021		912		918
Walmart
3.950%, 06/28/2038		783		943
3.700%, 06/26/2028		1,381		1,572
3.550%, 06/26/2025		140		154
3.400%, 06/26/2023		393		416
3.300%, 04/22/2024		60		64
3.050%, 07/08/2026		303		332
				87,006
Corporate Obligation — 0.1%
Banco Santander
0.701%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.450%, 06/30/2024		1,600		1,603
BNP Paribas
2.871%, VAR United States Secured Overnight Financing Rate+1.387%, 04/19/2032 (C)		987		1,014
Macquarie Group
1.340%, VAR United States Secured Overnight Financing Rate+1.069%, 01/12/2027 (C)		2,045		2,028
Macquarie Group MTN
1.629%, VAR United States Secured Overnight Financing Rate+0.910%, 09/23/2027 (C)		1,445		1,434
Societe Generale
2.889%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.300%, 06/09/2032 (C)		755		764
				6,843
Energy — 3.3%
Aker BP
4.000%, 01/15/2031 (C)		456		501
Apache
5.250%, 02/01/2042		50		53
5.100%, 09/01/2040		205		215
4.750%, 04/15/2043		390		405
4.375%, 10/15/2028		200		213
4.250%, 01/15/2044		890		870

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 04/15/2022	$	86	$	87
BG Energy Capital
4.000%, 10/15/2021 (C)		1,485		1,500
BP Capital Markets
3.535%, 11/04/2024		100		109
3.506%, 03/17/2025		520		569
BP Capital Markets America
3.790%, 02/06/2024		100		108
3.633%, 04/06/2030		320		359
3.410%, 02/11/2026		1,110		1,214
3.379%, 02/08/2061		756		760
3.245%, 05/06/2022		250		256
3.216%, 11/28/2023		420		445
3.194%, 04/06/2025		835		900
3.119%, 05/04/2026		230		249
3.000%, 02/24/2050		940		908
Cameron LNG
3.302%, 01/15/2035 (C)		660		709
2.902%, 07/15/2031 (C)		140		149
Canadian Natural Resources
6.450%, 06/30/2033		50		66
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		1,025
Cheniere Energy
4.625%, 10/15/2028 (C)		260		274
Chevron
3.191%, 06/24/2023		22		23
2.895%, 03/03/2024		560		593
2.355%, 12/05/2022		15		15
1.995%, 05/11/2027		635		655
1.554%, 05/11/2025		520		533
Chevron USA
5.250%, 11/15/2043		260		353
5.050%, 11/15/2044		29		39
4.950%, 08/15/2047		160		216
3.850%, 01/15/2028		200		228
3.250%, 10/15/2029		50		55
1.018%, 08/12/2027		425		414
Cimarex Energy
4.375%, 06/01/2024		210		229
4.375%, 03/15/2029		780		886
3.900%, 05/15/2027		970		1,069
Conoco Funding
7.250%, 10/15/2031		180		263
ConocoPhillips
5.900%, 10/15/2032		10		13
5.900%, 05/15/2038		420		584
4.300%, 08/15/2028 (C)		850		987
4.150%, 11/15/2034		280		325
3.750%, 10/01/2027 (C)		620		697
Continental Resources
4.500%, 04/15/2023		180		187

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 01/15/2028	$	520	$	575
3.800%, 06/01/2024		200		212
DCP Midstream Operating
6.450%, 11/03/2036 (C)		110		129
Devon Energy
8.250%, 08/01/2023 (C)		50		57
7.875%, 09/30/2031		660		925
5.875%, 06/15/2028 (C)		40		45
5.850%, 12/15/2025		311		365
5.600%, 07/15/2041		750		927
5.250%, 10/15/2027 (C)		46		50
5.000%, 06/15/2045		1,830		2,150
4.750%, 05/15/2042		531		599
4.500%, 01/15/2030 (C)		304		334
Diamondback Energy
3.500%, 12/01/2029		270		289
3.250%, 12/01/2026		30		32
Ecopetrol
5.875%, 05/28/2045		1,276		1,367
4.125%, 01/16/2025		203		214
Enable Midstream Partners
4.950%, 05/15/2028		1,086		1,243
4.400%, 03/15/2027		639		704
4.150%, 09/15/2029		379		415
3.900%, 05/15/2024		89		95
Energy Transfer
8.250%, 11/15/2029		1,490		2,053
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.134%(D)		360		362
6.500%, 02/01/2042		45		58
6.250%, 04/15/2049		130		171
6.125%, 12/15/2045		289		368
6.100%, 02/15/2042		169		210
6.050%, 06/01/2041		151		191
6.000%, 06/15/2048		132		167
5.500%, 06/01/2027		118		138
5.400%, 10/01/2047		1,888		2,237
5.350%, 05/15/2045		712		824
5.300%, 04/01/2044		640		738
5.300%, 04/15/2047		100		117
5.250%, 04/15/2029		1,165		1,376
5.150%, 03/15/2045		579		670
5.000%, 05/15/2050		1,285		1,485
4.950%, 06/15/2028		180		208
4.500%, 11/01/2023		690		741
4.000%, 10/01/2027		1,280		1,408
3.750%, 05/15/2030 (B)		1,250		1,358
Eni
4.000%, 09/12/2023 (C)		1,940		2,072
Enterprise Products Operating
7.550%, 04/15/2038		40		61

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.700%, 02/15/2042	$	40	$	54
4.850%, 03/15/2044		430		525
4.800%, 02/01/2049		60		74
4.200%, 01/31/2050		1,530		1,765
4.150%, 10/16/2028		1,605		1,845
3.950%, 01/31/2060		220		245
3.700%, 01/31/2051		270		290
3.125%, 07/31/2029		170		183
2.800%, 01/31/2030		540		570
EOG Resources
4.950%, 04/15/2050		450		599
4.375%, 04/15/2030		120		142
4.150%, 01/15/2026		340		383
3.900%, 04/01/2035		390		450
EQT
7.625%, 02/01/2025		30		35
3.900%, 10/01/2027		150		161
3.000%, 10/01/2022 (B)		430		439
Equinor
3.250%, 11/18/2049		238		253
3.000%, 04/06/2027		1,100		1,195
2.875%, 04/06/2025		2,225		2,378
Exxon Mobil
4.327%, 03/19/2050		2,250		2,793
4.227%, 03/19/2040		800		955
4.114%, 03/01/2046		533		629
3.482%, 03/19/2030		460		517
3.452%, 04/15/2051		200		218
3.043%, 03/01/2026		660		717
2.992%, 03/19/2025		3,680		3,947
2.397%, 03/06/2022		100		101
1.571%, 04/15/2023		50		51
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (C)		489		485
2.625%, 03/31/2036 (C)		458		449
2.160%, 03/31/2034 (C)		720		707
1.750%, 09/30/2027 (C)		1,867		1,886
Halliburton
5.000%, 11/15/2045		80		97
4.850%, 11/15/2035		60		71
3.800%, 11/15/2025		45		50
3.500%, 08/01/2023		3		3
Hess
6.000%, 01/15/2040		880		1,129
5.600%, 02/15/2041		1,450		1,810
HollyFrontier
5.875%, 04/01/2026		620		717
KazMunayGas National JSC
5.750%, 04/19/2047 (C)		340		424
Kinder Morgan
5.550%, 06/01/2045		300		388
5.200%, 03/01/2048		690		868

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.050%, 02/15/2046	$	170	$	206
4.300%, 06/01/2025		510		568
4.300%, 03/01/2028		200		228
3.150%, 01/15/2023		193		201
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		520
5.400%, 09/01/2044		20		25
Lundin Energy Finance BV
3.100%, 07/15/2031 (C)		1,254		1,267
2.000%, 07/15/2026 (C)		1,665		1,668
Marathon Oil
5.200%, 06/01/2045		751		901
MEG Energy
5.875%, 02/01/2029 (C)		80		83
MPLX
5.500%, 02/15/2049		390		505
4.875%, 12/01/2024		320		358
4.800%, 02/15/2029		330		387
4.700%, 04/15/2048		430		500
4.500%, 04/15/2038		520		597
Northwest Pipeline
4.000%, 04/01/2027		219		245
Occidental Petroleum
7.875%, 09/15/2031		610		784
7.500%, 05/01/2031		870		1,096
6.950%, 07/01/2024		288		324
6.600%, 03/15/2046		360		428
6.450%, 09/15/2036		280		335
5.550%, 03/15/2026		110		122
4.625%, 06/15/2045		280		273
4.500%, 07/15/2044		525		505
4.400%, 04/15/2046		120		115
4.200%, 03/15/2048		170		159
4.100%, 02/15/2047		600		559
3.500%, 06/15/2025		45		46
3.400%, 04/15/2026		270		276
3.000%, 02/15/2027		300		298
2.900%, 08/15/2024		810		828
2.700%, 02/15/2023		63		64
Oleoducto Central
4.000%, 07/14/2027 (C)		247		255
ONEOK
5.850%, 01/15/2026		83		98
4.950%, 07/13/2047		65		76
4.450%, 09/01/2049		537		594
4.000%, 07/13/2027		137		151
3.400%, 09/01/2029		217		231
3.100%, 03/15/2030		230		240
Parsley Energy
4.125%, 02/15/2028 (C)		60		63
Pertamina Persero
6.000%, 05/03/2042 (C)		300		368

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Petrobras Global Finance BV
7.375%, 01/17/2027	$	310	$	382
6.900%, 03/19/2049		1,870		2,230
6.850%, 06/05/2115		820		937
6.250%, 03/17/2024		1,394		1,574
5.750%, 02/01/2029		300		342
5.299%, 01/27/2025		1,278		1,439
Petroleos del Peru
5.625%, 06/19/2047 (C)		454		484
Petroleos Mexicanos
7.690%, 01/23/2050		70		67
6.950%, 01/28/2060		780		690
6.625%, 06/15/2035		1,797		1,736
6.500%, 03/13/2027		135		143
6.375%, 01/23/2045		1,105		950
5.950%, 01/28/2031		620		602
5.625%, 01/23/2046		480		391
4.875%, 01/18/2024		32		34
2.460%, 12/15/2025		923		963
2.378%, 04/15/2025		406		421
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		131
6.750%, 09/21/2047		2,970		2,629
Phillips 66
1.300%, 02/15/2026		405		405
Pioneer Natural Resources
2.150%, 01/15/2031		450		441
1.900%, 08/15/2030		867		835
1.125%, 01/15/2026		110		109
Plains All American Pipeline
4.900%, 02/15/2045		141		153
4.500%, 12/15/2026		1,485		1,666
2.850%, 01/31/2023		250		256
Qatar Petroleum
3.300%, 07/12/2051 (C)		670		670
3.125%, 07/12/2041 (C)		670		667
2.250%, 07/12/2031 (C)		1,040		1,029
Range Resources
5.875%, 07/01/2022		4		4
5.000%, 03/15/2023		322		333
4.875%, 05/15/2025		120		124
Rockies Express Pipeline
6.875%, 04/15/2040 (C)		830		878
4.950%, 07/15/2029 (C)		2,235		2,305
Ruby Pipeline
8.000%, 04/01/2022 (B)(C)		1,100		1,002
Sabine Pass Liquefaction
5.750%, 05/15/2024		1,370		1,537
5.625%, 03/01/2025		1,200		1,371
5.000%, 03/15/2027		1,265		1,461
Saudi Arabian Oil
1.625%, 11/24/2025 (C)		540		545

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.250%, 11/24/2023 (C)	$	450	$	455
Schlumberger Finance Canada
2.650%, 11/20/2022 (C)		329		338
1.400%, 09/17/2025		380		384
Schlumberger Holdings
3.900%, 05/17/2028 (C)		475		530
Schlumberger Investment
3.650%, 12/01/2023		61		65
Shell International Finance BV
4.550%, 08/12/2043		280		348
4.375%, 05/11/2045		470		576
4.125%, 05/11/2035		1,566		1,863
3.250%, 04/06/2050		840		893
2.875%, 05/10/2026		900		972
2.750%, 04/06/2030		440		469
Sinopec Group Overseas Development
4.375%, 04/10/2024 (C)		1,240		1,354
Southern Natural Gas
8.000%, 03/01/2032		170		243
Spectra Energy Partners
5.950%, 09/25/2043		30		41
Targa Resources Partners
5.500%, 03/01/2030		130		143
4.875%, 02/01/2031 (C)		320		346
4.000%, 01/15/2032 (C)		40		41
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,677
2.900%, 03/01/2030 (C)		1,510		1,567
TransCanada PipeLines
4.625%, 03/01/2034		860		1,020
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		76
Valero Energy
1.200%, 03/15/2024		1,115		1,125
Western Midstream Operating
6.500%, 02/01/2050		210		243
5.500%, 08/15/2048		54		59
5.300%, 02/01/2030		1,190		1,333
5.300%, 03/01/2048		162		173
4.650%, 07/01/2026		40		43
4.500%, 03/01/2028		60		64
4.350%, 02/01/2025		390		412
4.000%, 07/01/2022		35		36
2.288%, VAR ICE LIBOR USD 3 Month+2.100%, 01/13/2023		130		129
Williams
7.875%, 09/01/2021		260		263
7.750%, 06/15/2031		841		1,168
7.500%, 01/15/2031		100		139
5.750%, 06/24/2044		51		67
5.400%, 03/04/2044		84		106
3.750%, 06/15/2027		1,044		1,160

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WPX Energy
5.250%, 09/15/2024	$	1,959	$	2,167
				149,217
Financials — 8.6%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		360		404
Ally Financial
1.450%, 10/02/2023		670		680
Ambac Assurance
5.100%(C)(D)		8		12
Ambac LSNI
6.000%, VAR ICE LIBOR USD 3 Month+5.000%, 02/12/2023 (C)		31		31
American Express
3.700%, 08/03/2023		381		406
3.400%, 02/27/2023		414		433
2.500%, 08/01/2022		1,410		1,440
American Express Credit MTN
0.829%, VAR ICE LIBOR USD 3 Month+0.700%, 03/03/2022		1,430		1,436
American International Group
6.250%, 05/01/2036		100		139
6.250%, VAR ICE LIBOR USD 3 Month+2.056%, 03/15/2037		1,220		1,421
4.750%, 04/01/2048		130		165
4.375%, 06/30/2050		430		523
4.200%, 04/01/2028		128		147
4.125%, 02/15/2024		107		117
3.900%, 04/01/2026		530		591
3.875%, 01/15/2035		30		34
3.400%, 06/30/2030		727		797
2.500%, 06/30/2025		260		274
Andrew W Mellon Foundation
0.947%, 08/01/2027		395		384
Antares Holdings
3.950%, 07/15/2026 (C)		666		693
ANZ New Zealand Int’l
1.250%, 06/22/2026 (C)		966		962
Aon
6.250%, 09/30/2040		19		27
Apollo Management Holdings
5.000%, 03/15/2048 (C)		780		989
4.400%, 05/27/2026 (C)		530		601
Assured Guaranty US Holdings
3.150%, 06/15/2031		499		518
Athene Global Funding
3.000%, 07/01/2022 (C)		211		216
2.950%, 11/12/2026 (C)		2,090		2,225
2.500%, 03/24/2028 (C)		1,302		1,334
1.608%, 06/29/2026 (C)		1,365		1,365

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.739%, VAR United States Secured Overnight Financing Rate+0.700%, 05/24/2024 (C)	$	2,025	$	2,041
Athene Holding
4.125%, 01/12/2028		1,256		1,401
3.950%, 05/25/2051		132		141
3.500%, 01/15/2031		245		261
Avolon Holdings Funding
5.125%, 10/01/2023 (C)		120		130
3.950%, 07/01/2024 (C)		715		763
2.875%, 02/15/2025 (C)		975		1,004
AXA Equitable Holdings
3.900%, 04/20/2023		500		529
Banco Santander
3.848%, 04/12/2023		600		635
2.749%, 12/03/2030		1,000		991
2.746%, 05/28/2025		1,400		1,475
1.308%, VAR ICE LIBOR USD 3 Month+1.120%, 04/12/2023		400		405
Bank of America
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		1,010		1,100
3.311%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2042		1,210		1,280
3.004%, VAR ICE LIBOR USD 3 Month+0.790%, 12/20/2023		2,150		2,228
2.687%, VAR United States Secured Overnight Financing Rate+1.320%, 04/22/2032		3,191		3,283
2.592%, VAR United States Secured Overnight Financing Rate+2.150%, 04/29/2031		1,575		1,624
1.734%, VAR United States Secured Overnight Financing Rate+0.960%, 07/22/2027		5,105		5,144
1.658%, VAR United States Secured Overnight Financing Rate+0.910%, 03/11/2027		5,932		5,979
0.976%, VAR United States Secured Overnight Financing Rate+0.690%, 04/22/2025		1,755		1,761
Bank of America MTN
5.000%, 01/21/2044		830		1,104
4.450%, 03/03/2026		847		962
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/2050		805		990
4.271%, VAR ICE LIBOR USD 3 Month+1.310%, 07/23/2029		65		75
4.250%, 10/22/2026		80		90
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/2038		179		213
4.200%, 08/26/2024		1,530		1,677

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 01/22/2024	$	290	$	316
4.100%, 07/24/2023		340		365
4.083%, VAR ICE LIBOR USD 3 Month+3.150%, 03/20/2051		1,630		1,948
4.000%, 04/01/2024		1,309		1,428
4.000%, 01/22/2025		2,033		2,231
3.974%, VAR ICE LIBOR USD 3 Month+1.210%, 02/07/2030		1,900		2,155
3.864%, VAR ICE LIBOR USD 3 Month+0.940%, 07/23/2024		600		640
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		524		581
3.593%, VAR ICE LIBOR USD 3 Month+1.370%, 07/21/2028		1,364		1,502
3.559%, VAR ICE LIBOR USD 3 Month+1.060%, 04/23/2027		799		875
3.550%, VAR ICE LIBOR USD 3 Month+0.780%, 03/05/2024		860		904
3.500%, 04/19/2026		946		1,042
3.300%, 01/11/2023		1,200		1,252
3.194%, VAR ICE LIBOR USD 3 Month+1.180%, 07/23/2030		240		258
3.093%, VAR ICE LIBOR USD 3 Month+1.090%, 10/01/2025		1,250		1,332
2.884%, VAR ICE LIBOR USD 3 Month+1.190%, 10/22/2030		265		279
2.496%, VAR ICE LIBOR USD 3 Month+0.990%, 02/13/2031		910		929
2.456%, VAR ICE LIBOR USD 3 Month+0.870%, 10/22/2025		895		936
2.087%, VAR United States Secured Overnight Financing Rate+1.060%, 06/14/2029		4,245		4,279
2.015%, VAR ICE LIBOR USD 3 Month+0.640%, 02/13/2026		166		171
1.922%, VAR United States Secured Overnight Financing Rate+1.370%, 10/24/2031		540		526
1.898%, VAR United States Secured Overnight Financing Rate+1.530%, 07/23/2031		641		623
1.319%, VAR United States Secured Overnight Financing Rate+1.150%, 06/19/2026		1,459		1,462
1.197%, VAR United States Secured Overnight Financing Rate+1.010%, 10/24/2026		3,188		3,157
Bank of Montreal MTN
1.850%, 05/01/2025		880		908
Bank of New York Mellon
3.550%, 09/23/2021		34		34
3.400%, 05/15/2024		530		571

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of New York Mellon MTN
3.442%, VAR ICE LIBOR USD 3 Month+1.069%, 02/07/2028	$	840	$	925
3.250%, 09/11/2024		100		108
1.600%, 04/24/2025		260		267
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.551%(D)		510		560
1.300%, 06/11/2025		480		485
Barclays
5.088%, VAR ICE LIBOR USD 3 Month+3.054%, 06/20/2030		1,940		2,261
3.811%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.700%, 03/10/2042		441		465
3.564%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.900%, 09/23/2035		1,779		1,854
1.007%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.800%, 12/10/2024		1,269		1,274
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month+1.902%, 05/16/2029		520		609
Barclays Bank
1.700%, 05/12/2022		360		364
Barclays Bank PLC
4.375%, 01/12/2026		2,270		2,542
BBVA USA
3.875%, 04/10/2025		430		474
Berkshire Hathaway
3.750%, 08/15/2021 (B)		450		452
Berkshire Hathaway Finance
4.250%, 01/15/2049		870		1,081
Blackstone Secured Lending Fund
3.625%, 01/15/2026 (C)		670		710
BNP Paribas
4.705%, VAR ICE LIBOR USD 3 Month+2.235%, 01/10/2025 (C)		930		1,015
4.625%, 03/13/2027 (C)		200		226
4.400%, 08/14/2028 (C)		1,447		1,668
3.375%, 01/09/2025 (C)		290		311
2.219%, VAR United States Secured Overnight Financing Rate+2.074%, 06/09/2026 (C)		600		618
1.323%, VAR United States Secured Overnight Financing Rate+1.004%, 01/13/2027 (C)		1,155		1,141
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr+1.483%, 03/01/2033 (C)		400		442
3.500%, 03/01/2023 (C)		464		487

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.052%, VAR United States Secured Overnight Financing Rate+1.507%, 01/13/2031 (C)	$	200	$	211
BPCE
5.150%, 07/21/2024 (C)		410		457
Brighthouse Financial
4.700%, 06/22/2047		495		550
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (C)		1,505		1,508
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		480		484
0.950%, 10/23/2025		895		889
Chubb INA Holdings
3.350%, 05/03/2026		200		220
3.150%, 03/15/2025		74		80
2.875%, 11/03/2022		39		40
CI Financial
4.100%, 06/15/2051		1,020		1,063
3.200%, 12/17/2030		1,255		1,288
Citadel
4.875%, 01/15/2027 (C)		660		713
Citigroup
8.125%, 07/15/2039		1,064		1,838
6.675%, 09/13/2043		70		107
6.625%, 06/15/2032		100		136
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(D)		300		323
5.950%, VAR ICE LIBOR USD 3 Month+3.905%(D)		700		766
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(D)		360		378
5.500%, 09/13/2025		950		1,107
5.300%, 05/06/2044		225		303
4.750%, 05/18/2046		100		127
4.650%, 07/30/2045		903		1,163
4.650%, 07/23/2048		490		642
4.500%, 01/14/2022		380		389
4.450%, 09/29/2027		1,295		1,480
4.412%, VAR United States Secured Overnight Financing Rate+3.914%, 03/31/2031		2,750		3,211
4.400%, 06/10/2025		1,080		1,206
4.300%, 11/20/2026		240		271
4.125%, 07/25/2028		210		237
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/2029		81		92
4.050%, 07/30/2022		70		73
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/2030		1,860		2,107
3.878%, VAR ICE LIBOR USD 3 Month+1.168%, 01/24/2039		59		68
3.700%, 01/12/2026		485		536
3.500%, 05/15/2023		630		664

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.400%, 05/01/2026	$	260	$	284
3.352%, VAR ICE LIBOR USD 3 Month+0.897%, 04/24/2025		990		1,055
3.300%, 04/27/2025		120		130
3.142%, VAR ICE LIBOR USD 3 Month+0.722%, 01/24/2023		935		949
3.106%, VAR United States Secured Overnight Financing Rate+2.842%, 04/08/2026		350		375
2.572%, VAR United States Secured Overnight Financing Rate+2.107%, 06/03/2031		310		319
1.678%, VAR United States Secured Overnight Financing Rate+1.667%, 05/15/2024		500		511
1.462%, VAR United States Secured Overnight Financing Rate+0.770%, 06/09/2027		2,295		2,285
CME Group
3.000%, 03/15/2025		51		55
Cooperatieve Rabobank UA
4.625%, 12/01/2023		1,630		1,782
4.375%, 08/04/2025		2,150		2,401
Cooperatieve Rabobank UA MTN
3.875%, 02/08/2022		30		31
Credit Agricole MTN
4.000%, VAR USD Swap Semi 30/360 5 Yr Curr+1.644%, 01/10/2033 (C)		250		271
1.907%, VAR United States Secured Overnight Financing Rate+1.676%, 06/16/2026 (C)		400		408
Credit Suisse Group
4.282%, 01/09/2028 (C)		825		918
4.207%, VAR ICE LIBOR USD 3 Month+1.240%, 06/12/2024 (C)		300		319
4.194%, VAR United States Secured Overnight Financing Rate+3.730%, 04/01/2031 (C)		730		820
3.750%, 03/26/2025		250		271
3.091%, VAR United States Secured Overnight Financing Rate+1.730%, 05/14/2032 (C)		3,438		3,542
2.593%, VAR United States Secured Overnight Financing Rate+1.560%, 09/11/2025 (C)		760		791
2.193%, VAR United States Secured Overnight Financing Rate+2.044%, 06/05/2026 (C)		3,313		3,392
1.305%, VAR United States Secured Overnight Financing Rate+0.980%, 02/02/2027 (C)		2,000		1,959
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		120		136

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse NY
2.950%, 04/09/2025	$	520	$	557
Danske Bank
5.375%, 01/12/2024 (C)		650		721
5.000%, 01/12/2022 (C)		990		1,013
3.875%, 09/12/2023 (C)		200		213
3.244%, VAR ICE LIBOR USD 3 Month+1.591%, 12/20/2025 (C)		220		234
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (C)		420		422
1.226%, 06/22/2024 (C)		200		202
Danske Bank MTN
4.375%, 06/12/2028 (C)		200		225
Deutsche Bank NY
3.729%, VAR United States Secured Overnight Financing Rate+2.757%, 01/14/2032		400		407
3.035%, VAR United States Secured Overnight Financing Rate+1.718%, 05/28/2032		506		515
2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026		1,696		1,721
0.898%, 05/28/2024		826		822
DNB Bank
1.535%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.720%, 05/25/2027 (C)		847		848
F&G Global Funding
1.750%, 06/30/2026 (C)		1,614		1,621
Farmers Exchange Capital
7.200%, 07/15/2048 (C)		1,021		1,433
7.050%, 07/15/2028 (C)		1,000		1,236
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month+3.744%, 11/01/2053 (C)		1,650		2,132
Federal Realty Investment Trust
3.950%, 01/15/2024		447		479
Fifth Third Bank
3.950%, 07/28/2025		339		380
2.875%, 10/01/2021		730		733
FS KKR Capital
3.400%, 01/15/2026		1,287		1,331
2.625%, 01/15/2027		482		477
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month+0.768%(D)		10		10
Goldman Sachs Group
6.750%, 10/01/2037		30		44
6.250%, 02/01/2041		1,050		1,562
5.750%, 01/24/2022		110		113
5.250%, 07/27/2021		740		743
5.150%, 05/22/2045		820		1,096

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 10/21/2045	$	670	$	876
4.250%, 10/21/2025		1,120		1,252
4.223%, VAR ICE LIBOR USD 3 Month+1.301%, 05/01/2029		1,300		1,483
3.814%, VAR ICE LIBOR USD 3 Month+1.158%, 04/23/2029		480		537
3.800%, 03/15/2030		2,745		3,085
3.750%, 02/25/2026		560		620
3.691%, VAR ICE LIBOR USD 3 Month+1.510%, 06/05/2028		380		420
3.500%, 04/01/2025		540		586
3.500%, 11/16/2026		900		979
3.272%, VAR ICE LIBOR USD 3 Month+1.201%, 09/29/2025		2,700		2,888
3.210%, VAR United States Secured Overnight Financing Rate+1.513%, 04/22/2042		60		63
3.200%, 02/23/2023		470		490
1.542%, VAR United States Secured Overnight Financing Rate+0.818%, 09/10/2027		7,442		7,421
1.431%, VAR United States Secured Overnight Financing Rate+0.798%, 03/09/2027		1,150		1,147
1.093%, VAR United States Secured Overnight Financing Rate+0.789%, 12/09/2026		715		704
0.657%, VAR United States Secured Overnight Financing Rate+0.505%, 09/10/2024		2,410		2,406
Goldman Sachs Group MTN
4.800%, 07/08/2044		120		157
4.000%, 03/03/2024		1,090		1,184
3.850%, 07/08/2024		330		357
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		880		902
Golub Capital BDC
3.375%, 04/15/2024		591		617
Guardian Life Global Funding
1.100%, 06/23/2025 (C)		670		672
HSBC Bank
7.650%, 05/01/2025		500		604
HSBC Bank USA
7.000%, 01/15/2039		275		428
HSBC Holdings
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.649%(D)		905		939
4.583%, VAR ICE LIBOR USD 3 Month+1.535%, 06/19/2029		945		1,092
4.375%, 11/23/2026		345		389
4.300%, 03/08/2026		1,710		1,929
4.250%, 03/14/2024		510		553

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 08/18/2025	$	560	$	621
3.973%, VAR ICE LIBOR USD 3 Month+1.610%, 05/22/2030		860		963
2.633%, VAR United States Secured Overnight Financing Rate+1.402%, 11/07/2025		835		876
2.099%, VAR United States Secured Overnight Financing Rate+1.929%, 06/04/2026		200		206
2.013%, VAR United States Secured Overnight Financing Rate+1.732%, 09/22/2028		3,230		3,241
1.645%, VAR United States Secured Overnight Financing Rate+1.538%, 04/18/2026		330		335
1.589%, VAR United States Secured Overnight Financing Rate+1.290%, 05/24/2027		1,035		1,037
0.976%, VAR United States Secured Overnight Financing Rate+0.708%, 05/24/2025		2,410		2,408
ILFC E-Capital Trust II
3.910%, 12/21/2065 (C)(F)		400		341
ING Groep
2.727%, VAR United States Secured Overnight Financing Rate+1.316%, 04/01/2032		450		463
Intesa Sanpaolo
3.375%, 01/12/2023 (C)		440		458
3.125%, 07/14/2022 (B)(C)		600		615
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		2,320		2,524
JPMorgan Chase
8.750%, 09/01/2030		970		1,457
4.950%, 06/01/2045		430		569
4.452%, VAR ICE LIBOR USD 3 Month+1.330%, 12/05/2029		300		351
4.260%, VAR ICE LIBOR USD 3 Month+1.580%, 02/22/2048		84		102
4.250%, 10/01/2027		720		820
4.203%, VAR ICE LIBOR USD 3 Month+1.260%, 07/23/2029		800		919
4.032%, VAR ICE LIBOR USD 3 Month+1.460%, 07/24/2048		645		764
4.023%, VAR ICE LIBOR USD 3 Month+1.000%, 12/05/2024		2,000		2,159
3.900%, 07/15/2025		680		752
3.897%, VAR ICE LIBOR USD 3 Month+1.220%, 01/23/2049		115		134
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/2038		325		374
3.875%, 09/10/2024		1,140		1,243
3.625%, 05/13/2024		230		249

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 12/01/2027	$	230	$	253
3.328%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2052		450		481
3.200%, 01/25/2023		100		104
3.200%, 06/15/2026		400		435
3.109%, VAR United States Secured Overnight Financing Rate+2.440%, 04/22/2051		130		134
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		620		651
2.950%, 10/01/2026		377		406
2.739%, VAR United States Secured Overnight Financing Rate+1.510%, 10/15/2030		165		173
2.522%, VAR United States Secured Overnight Financing Rate+2.040%, 04/22/2031		450		463
2.301%, VAR United States Secured Overnight Financing Rate+1.160%, 10/15/2025		1,190		1,239
2.182%, VAR United States Secured Overnight Financing Rate+1.890%, 06/01/2028		992		1,016
2.083%, VAR United States Secured Overnight Financing Rate+1.850%, 04/22/2026		2,861		2,958
2.069%, VAR United States Secured Overnight Financing Rate+1.015%, 06/01/2029		2,899		2,922
2.005%, VAR United States Secured Overnight Financing Rate+1.585%, 03/13/2026		2,045		2,111
1.578%, VAR United States Secured Overnight Financing Rate+0.885%, 04/22/2027		3,400		3,418
1.514%, VAR United States Secured Overnight Financing Rate+1.455%, 06/01/2024		1,340		1,366
1.045%, VAR United States Secured Overnight Financing Rate+0.800%, 11/19/2026		1,806		1,783
1.040%, VAR United States Secured Overnight Financing Rate+0.695%, 02/04/2027		3,239		3,186
0.969%, VAR United States Secured Overnight Financing Rate+0.580%, 06/23/2025		4,070		4,075
0.824%, VAR United States Secured Overnight Financing Rate+0.540%, 06/01/2025		1,484		1,481

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.730%, VAR ICE LIBOR USD 3 Month+0.550%, 02/01/2027	$	1,590	$	1,530
KeyBank
0.433%, VAR United States Secured Overnight Financing Rate+0.320%, 06/14/2024		2,060		2,062
KKR Group Finance II
5.500%, 02/01/2043 (C)		80		107
KKR Group Finance III
5.125%, 06/01/2044 (C)		535		696
Lloyds Banking Group
4.375%, 03/22/2028		925		1,062
4.344%, 01/09/2048		200		234
4.050%, 08/16/2023		200		214
3.870%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+3.500%, 07/09/2025		1,190		1,289
3.100%, 07/06/2021		490		490
2.907%, VAR ICE LIBOR USD 3 Month+0.810%, 11/07/2023		410		423
2.858%, VAR ICE LIBOR USD 3 Month+1.249%, 03/17/2023		855		870
1.627%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.850%, 05/11/2027		2,000		2,001
Macquarie Bank
3.624%, 06/03/2030 (C)		425		449
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (C)		88		93
Mercury General
4.400%, 03/15/2027		935		1,055
MetLife
6.400%, 12/15/2036		420		539
5.700%, 06/15/2035		15		21
MetLife Capital Trust IV
7.875%, 12/15/2037 (C)		800		1,114
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (C)		1,955		2,168
Mitsubishi UFJ Financial Group
2.998%, 02/22/2022		230		234
Morgan Stanley
1.593%, VAR United States Secured Overnight Financing Rate+0.879%, 05/04/2027		2,535		2,553
0.985%, VAR United States Secured Overnight Financing Rate+0.720%, 12/10/2026		1,647		1,621
0.790%, VAR United States Secured Overnight Financing Rate+0.525%, 05/30/2025		5,323		5,304
Morgan Stanley MTN
4.431%, VAR ICE LIBOR USD 3 Month+1.628%, 01/23/2030		340		398

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/2038	$	119	$	140
3.875%, 04/29/2024		465		506
3.772%, VAR ICE LIBOR USD 3 Month+1.140%, 01/24/2029		1,080		1,212
3.622%, VAR United States Secured Overnight Financing Rate+3.120%, 04/01/2031		2,920		3,259
3.125%, 07/27/2026		190		206
2.750%, 05/19/2022		1		1
2.720%, VAR United States Secured Overnight Financing Rate+1.152%, 07/22/2025		980		1,031
2.699%, VAR United States Secured Overnight Financing Rate+1.143%, 01/22/2031		520		544
2.625%, 11/17/2021		1,066		1,076
2.188%, VAR United States Secured Overnight Financing Rate+1.990%, 04/28/2026		1,300		1,350
0.864%, VAR United States Secured Overnight Financing Rate+0.745%, 10/21/2025		1,167		1,167
MUFG Bank
4.100%, 09/09/2023 (C)		200		216
National Securities Clearing
1.500%, 04/23/2025 (C)		3,035		3,095
1.200%, 04/23/2023 (C)		410		416
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3 Month+1.392%, 08/01/2024 (C)		800		858
3.766%, VAR ICE LIBOR USD 3 Month+1.064%, 03/08/2024 (C)		1,840		1,932
Nationwide Building Society MTN
3.622%, VAR ICE LIBOR USD 3 Month+1.181%, 04/26/2023 (C)		830		851
Nationwide Mutual Insurance
2.409%, VAR ICE LIBOR USD 3 Month+2.290%, 12/15/2024 (C)		3,735		3,738
Natwest Group
4.892%, VAR ICE LIBOR USD 3 Month+1.754%, 05/18/2029		200		234
4.519%, VAR ICE LIBOR USD 3 Month+1.550%, 06/25/2024		830		891
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/2025		225		244
1.642%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.900%, 06/14/2027		2,280		2,280
New York Life Global Funding
2.875%, 04/10/2024 (C)		1,045		1,109
0.950%, 06/24/2025 (C)		340		340

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
New York Life Insurance
6.750%, 11/15/2039 (C)	$	345	$	523
Nomura Holdings
2.648%, 01/16/2025		550		578
Northwestern Mutual Global Funding MTN
0.800%, 01/14/2026 (C)		750		738
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (C)		1,212		1,329
Oaktree Specialty Lending
2.700%, 01/15/2027		507		507
Ohio National Financial Services
5.550%, 01/24/2030 (C)		625		712
Owl Rock Capital
3.400%, 07/15/2026		1,405		1,464
2.875%, 06/11/2028		337		334
Park Aerospace Holdings
5.500%, 02/15/2024 (C)		500		550
5.250%, 08/15/2022 (C)		270		282
4.500%, 03/15/2023 (C)		2,070		2,176
Pipeline Funding
7.500%, 01/15/2030 (C)		405		518
Principal Life Global Funding II
1.250%, 06/23/2025 (C)		160		161
Private Export Funding
0.550%, 07/30/2024 (C)		845		843
Prospect Capital
3.706%, 01/22/2026		680		699
Protective Life Global Funding
1.618%, 04/15/2026 (C)		2,170		2,198
Prudential Financial MTN
5.625%, 05/12/2041		10		13
Raymond James Financial
4.950%, 07/15/2046		180		233
Royal Bank of Canada MTN
1.600%, 04/17/2023		760		777
1.150%, 06/10/2025		460		463
Santander Holdings USA
4.500%, 07/17/2025		80		89
3.450%, 06/02/2025		640		688
Santander UK Group Holdings
4.796%, VAR ICE LIBOR USD 3 Month+1.570%, 11/15/2024		2,750		3,007
3.373%, VAR ICE LIBOR USD 3 Month+1.080%, 01/05/2024		760		791
1.673%, VAR United States Secured Overnight Financing Rate+0.989%, 06/14/2027		445		444
1.089%, VAR United States Secured Overnight Financing Rate+0.787%, 03/15/2025		2,475		2,483
SBL Holdings
5.000%, 02/18/2031 (C)		1,121		1,207

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Scentre Group Trust 1
4.375%, 05/28/2030 (B)(C)	$	635	$	740
3.625%, 01/28/2026 (C)		1,144		1,251
Societe Generale
3.625%, 03/01/2041 (C)		645		655
Societe Generale MTN
3.653%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 07/08/2035 (C)		677		702
2.625%, 01/22/2025 (C)		735		767
State Street
3.300%, 12/16/2024		70		76
3.152%, VAR United States Secured Overnight Financing Rate+2.650%, 03/30/2031		710		776
Sumitomo Mitsui Financial Group
2.058%, 07/14/2021		340		340
Svensk Exportkredit MTN
0.750%, 04/06/2023		1,346		1,356
Swedbank
1.300%, 06/02/2023 (C)		580		589
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (C)		124		188
4.900%, 09/15/2044 (C)		240		311
3.300%, 05/15/2050 (C)		2,455		2,532
The Vanguard Group
3.050%, 08/22/2050		670		628
Toronto-Dominion Bank MTN
1.150%, 06/12/2025		460		463
0.750%, 06/12/2023		910		916
Truist Financial MTN
2.200%, 03/16/2023		1,625		1,673
Trust Fibra Uno
6.390%, 01/15/2050 (C)		544		637
5.250%, 01/30/2026 (C)		490		551
UBS
1.750%, 04/21/2022 (C)		850		859
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344% (C)(D)		1,640		1,806
4.253%, 03/23/2028 (C)		350		396
4.125%, 09/24/2025 (C)		200		223
3.491%, 05/23/2023 (C)		1,650		1,695
2.859%, VAR ICE LIBOR USD 3 Month+0.954%, 08/15/2023 (C)		200		205
2.650%, 02/01/2022 (C)		385		390
UBS Group MTN
2.095%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.000%, 02/11/2032 (C)		392		384
UniCredit MTN
6.572%, 01/14/2022 (C)		1,350		1,392

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Bancorp
1.450%, 05/12/2025	$	1,020	$	1,043
US Bancorp MTN
2.950%, 07/15/2022		25		26
Validus Holdings
8.875%, 01/26/2040		905		1,484
WEA Finance
4.750%, 09/17/2044 (C)		230		248
3.750%, 09/17/2024 (C)		990		1,059
Wells Fargo
7.950%, 11/15/2029		495		682
5.375%, 11/02/2043		400		533
3.000%, 10/23/2026		1,030		1,111
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		5,025		5,217
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate+4.502%, 04/04/2051		4,010		5,493
4.900%, 11/17/2045		909		1,166
4.750%, 12/07/2046		700		886
4.650%, 11/04/2044		261		322
4.478%, VAR United States Secured Overnight Financing Rate+4.032%, 04/04/2031		2,630		3,109
4.400%, 06/14/2046		1,370		1,651
4.150%, 01/24/2029		1,010		1,163
4.125%, 08/15/2023		900		968
3.750%, 01/24/2024		250		269
3.500%, 03/08/2022		72		74
3.450%, 02/13/2023		660		692
3.196%, VAR ICE LIBOR USD 3 Month+1.170%, 06/17/2027		1,550		1,673
2.879%, VAR United States Secured Overnight Financing Rate+1.432%, 10/30/2030		20		21
2.406%, VAR United States Secured Overnight Financing Rate+1.087%, 10/30/2025		1,005		1,051
2.164%, VAR ICE LIBOR USD 3 Month+0.750%, 02/11/2026		1,310		1,360
Westpac Banking
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+1.750%, 11/15/2035		1,597		1,571
				395,533
Health Care — 3.3%
Abbott Laboratories
4.900%, 11/30/2046		470		643
4.750%, 11/30/2036		260		335
3.750%, 11/30/2026		463		523

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AbbVie
5.000%, 12/15/2021	$	35	$	35
4.625%, 10/01/2042		38		47
4.550%, 03/15/2035		500		607
4.500%, 05/14/2035		715		861
4.450%, 05/14/2046		238		287
4.400%, 11/06/2042		1,081		1,313
4.300%, 05/14/2036		235		279
4.250%, 11/14/2028		335		388
4.250%, 11/21/2049		2,677		3,208
4.050%, 11/21/2039		949		1,102
3.800%, 03/15/2025		460		503
3.750%, 11/14/2023		189		203
3.600%, 05/14/2025		770		840
3.450%, 03/15/2022		370		376
3.200%, 11/06/2022		44		45
3.200%, 11/21/2029		1,215		1,320
2.950%, 11/21/2026		380		408
2.900%, 11/06/2022		10		10
2.600%, 11/21/2024		1,820		1,919
2.300%, 11/21/2022		2,939		3,017
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,639
Aetna
3.875%, 08/15/2047		345		386
2.800%, 06/15/2023		2,650		2,758
Amgen
6.375%, 06/01/2037		910		1,286
5.150%, 11/15/2041		332		436
4.663%, 06/15/2051		269		347
4.400%, 05/01/2045		375		455
3.625%, 05/22/2024		130		140
3.150%, 02/21/2040		370		386
2.770%, 09/01/2053		263		248
Anthem
4.625%, 05/15/2042		41		51
3.650%, 12/01/2027		220		246
3.500%, 08/15/2024		90		97
3.350%, 12/01/2024		1,425		1,537
3.125%, 05/15/2022		468		479
2.950%, 12/01/2022		661		683
AstraZeneca
3.000%, 05/28/2051		331		341
1.375%, 08/06/2030		203		192
Astrazeneca Finance
1.750%, 05/28/2028		496		496
1.200%, 05/28/2026		662		660
Bausch Health
7.250%, 05/30/2029 (C)		170		174
6.250%, 02/15/2029 (C)		500		495
5.500%, 11/01/2025 (C)		20		20

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baxalta
3.600%, 06/23/2022	$	546	$	560
Baxter International
3.950%, 04/01/2030 (C)		425		489
BayCare Health System
3.831%, 11/15/2050		1,595		1,943
Bayer US Finance
3.375%, 10/08/2024 (C)		800		859
Bayer US Finance II
4.875%, 06/25/2048 (C)		1,795		2,254
4.700%, 07/15/2064 (C)		210		256
4.625%, 06/25/2038 (C)		420		498
4.375%, 12/15/2028 (C)		3,535		4,050
4.250%, 12/15/2025 (C)		2,345		2,613
Becton Dickinson
4.685%, 12/15/2044		301		375
3.734%, 12/15/2024		1,047		1,140
3.700%, 06/06/2027		121		134
3.363%, 06/06/2024		1,670		1,789
Biogen
3.625%, 09/15/2022		430		447
3.250%, 02/15/2051 (C)		120		120
Bon Secours Mercy Health
3.464%, 06/01/2030		855		938
Bristol-Myers Squibb
5.000%, 08/15/2045		175		239
4.550%, 02/20/2048		166		217
4.350%, 11/15/2047		51		64
3.875%, 08/15/2025		217		242
3.550%, 08/15/2022		360		373
3.400%, 07/26/2029		400		448
3.200%, 06/15/2026		770		845
2.900%, 07/26/2024		785		837
2.750%, 02/15/2023		300		311
2.600%, 05/16/2022		550		562
2.550%, 11/13/2050		1,002		958
2.250%, 08/15/2021		420		421
Centene
4.625%, 12/15/2029		230		253
3.375%, 02/15/2030		230		240
3.000%, 10/15/2030		3,043		3,126
Cigna
4.900%, 12/15/2048		750		966
4.800%, 08/15/2038		500		623
4.375%, 10/15/2028		730		849
4.125%, 11/15/2025		290		325
3.875%, 10/15/2047		570		637
3.750%, 07/15/2023		462		492
3.400%, 03/01/2027		380		417
3.400%, 03/15/2050		120		125
3.400%, 03/15/2051		588		614
2.400%, 03/15/2030		165		168

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommonSpirit Health
4.350%, 11/01/2042	$	480	$	562
4.187%, 10/01/2049		635		730
2.782%, 10/01/2030		1,970		2,044
CVS Health
5.125%, 07/20/2045		670		871
5.050%, 03/25/2048		5,687		7,387
4.780%, 03/25/2038		1,072		1,319
4.300%, 03/25/2028		3,438		3,950
4.250%, 04/01/2050		30		36
4.125%, 04/01/2040		160		186
3.875%, 07/20/2025		515		569
3.750%, 04/01/2030		400		448
3.700%, 03/09/2023		304		320
3.625%, 04/01/2027		690		765
3.000%, 08/15/2026		349		376
2.750%, 12/01/2022		510		524
2.700%, 08/21/2040		1,009		978
CVS Pass-Through Trust
5.926%, 01/10/2034 (C)		71		86
Danaher
2.600%, 10/01/2050		474		453
DH Europe Finance II Sarl
2.600%, 11/15/2029		656		686
2.200%, 11/15/2024		885		923
2.050%, 11/15/2022		514		526
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (C)		170		175
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (C)		1,345		1,345
Gilead Sciences
5.650%, 12/01/2041		35		48
4.750%, 03/01/2046		380		482
4.600%, 09/01/2035		500		612
4.500%, 02/01/2045		10		12
4.000%, 09/01/2036		288		333
3.700%, 04/01/2024		410		441
3.650%, 03/01/2026		460		507
3.250%, 09/01/2022		670		689
2.800%, 10/01/2050		721		694
2.600%, 10/01/2040		559		538
1.200%, 10/01/2027		162		158
GlaxoSmithKline Capital
3.000%, 06/01/2024		310		330
2.850%, 05/08/2022		30		31
HCA
5.875%, 02/01/2029		410		495
5.625%, 09/01/2028		60		71
5.500%, 06/15/2047		60		78
5.375%, 02/01/2025		160		180
5.250%, 04/15/2025		820		938
5.250%, 06/15/2026		30		35

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 06/15/2049	$	2,150	$	2,741
5.000%, 03/15/2024		1,390		1,536
4.500%, 02/15/2027		20		23
4.125%, 06/15/2029		1,500		1,689
3.500%, 09/01/2030		520		554
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (C)		855		858
Humana
4.950%, 10/01/2044		60		78
4.800%, 03/15/2047		30		38
4.625%, 12/01/2042		170		209
4.500%, 04/01/2025		80		90
3.950%, 03/15/2027		70		78
3.850%, 10/01/2024		1,470		1,594
3.150%, 12/01/2022		560		577
Johnson & Johnson
3.700%, 03/01/2046		170		202
3.625%, 03/03/2037		260		303
3.500%, 01/15/2048		92		107
3.400%, 01/15/2038		173		196
2.625%, 01/15/2025		86		91
2.450%, 09/01/2060		935		883
0.950%, 09/01/2027		610		599
0.550%, 09/01/2025		300		297
Mass General Brigham
3.192%, 07/01/2049		115		122
Medtronic
4.625%, 03/15/2045		9		12
3.500%, 03/15/2025		241		265
Merck
2.400%, 09/15/2022		29		30
1.450%, 06/24/2030		1,380		1,343
0.750%, 02/24/2026		530		527
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		826
Pfizer
4.000%, 12/15/2036		815		986
2.800%, 03/11/2022		311		317
2.700%, 05/28/2050		230		229
2.625%, 04/01/2030		1,230		1,310
2.550%, 05/28/2040		1,124		1,130
1.700%, 05/28/2030		420		418
0.800%, 05/28/2025		670		672
Regeneron Pharmaceuticals
2.800%, 09/15/2050		399		363
1.750%, 09/15/2030		1,073		1,017
Royalty Pharma
3.550%, 09/02/2050 (C)		758		754
2.200%, 09/02/2030 (C)		780		765
1.750%, 09/02/2027 (C)		740		728
1.200%, 09/02/2025 (C)		535		530
0.750%, 09/02/2023 (C)		925		928

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
RWJ Barnabas Health
3.949%, 07/01/2046	$	1,030	$	1,210
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		2,411		2,523
Smith & Nephew
2.032%, 10/14/2030		670		655
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		889		944
Takeda Pharmaceutical
5.000%, 11/26/2028		460		554
4.400%, 11/26/2023		2,174		2,360
3.175%, 07/09/2050		1,657		1,675
2.050%, 03/31/2030		1,236		1,226
Teva Pharmaceutical Finance BV
3.650%, 11/10/2021		430		431
2.950%, 12/18/2022		190		191
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025		390		430
6.000%, 04/15/2024		200		212
3.150%, 10/01/2026		1,540		1,465
2.800%, 07/21/2023		630		628
2.200%, 07/21/2021		380		380
Thermo Fisher Scientific
4.497%, 03/25/2030		1,321		1,573
UnitedHealth Group
5.800%, 03/15/2036		280		394
4.625%, 07/15/2035		523		661
4.450%, 12/15/2048		90		115
4.250%, 04/15/2047		450		553
4.250%, 06/15/2048		110		136
3.875%, 12/15/2028		170		195
3.875%, 08/15/2059		360		427
3.750%, 07/15/2025		270		300
3.700%, 08/15/2049		150		172
3.500%, 06/15/2023		150		159
3.375%, 11/15/2021		75		75
3.350%, 07/15/2022		28		29
3.250%, 05/15/2051		576		614
3.125%, 05/15/2060		50		52
3.050%, 05/15/2041		169		177
2.900%, 05/15/2050		244		246
2.875%, 12/15/2021		290		294
2.875%, 03/15/2023		50		52
2.750%, 05/15/2040		523		530
2.375%, 10/15/2022		70		72
2.300%, 05/15/2031		1,821		1,865
2.000%, 05/15/2030		140		141
1.250%, 01/15/2026		170		172
Utah Acquisition Sub
3.950%, 06/15/2026		1,390		1,531

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Viatris
4.000%, 06/22/2050 (C)	$	675	$	714
2.700%, 06/22/2030 (C)		140		142
Wyeth
5.950%, 04/01/2037		470		675
				149,534
Industrials — 2.5%
3M
3.700%, 04/15/2050		660		778
3.050%, 04/15/2030		90		99
2.375%, 08/26/2029		390		409
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (C)		279		269
Adani Ports & Special Economic Zone
4.200%, 08/04/2027 (C)		594		619
AerCap Ireland Capital DAC
5.000%, 10/01/2021		1,100		1,112
4.875%, 01/16/2024		1,500		1,633
3.950%, 02/01/2022		855		869
3.875%, 01/23/2028		345		369
3.650%, 07/21/2027		650		694
3.500%, 01/15/2025		232		246
3.150%, 02/15/2024		560		588
Air Lease
3.625%, 04/01/2027		221		237
3.625%, 12/01/2027		216		232
3.500%, 01/15/2022		1,110		1,128
3.375%, 07/01/2025		310		333
3.250%, 03/01/2025		1,645		1,753
Air Lease MTN
2.300%, 02/01/2025		355		367
Avolon Holdings Funding
5.250%, 05/15/2024 (C)		120		132
BAE Systems
4.750%, 10/11/2021 (C)		2,100		2,124
Boeing
5.930%, 05/01/2060		20		28
5.805%, 05/01/2050		1,442		1,942
5.705%, 05/01/2040		796		1,025
5.150%, 05/01/2030		940		1,113
5.040%, 05/01/2027		160		185
4.875%, 05/01/2025		2,075		2,325
4.508%, 05/01/2023		1,050		1,119
3.750%, 02/01/2050		1,058		1,091
3.625%, 02/01/2031		697		750
3.625%, 03/01/2048		23		23
3.550%, 03/01/2038		196		201
3.250%, 02/01/2028		692		734
3.250%, 02/01/2035		1,605		1,623
3.200%, 03/01/2029		490		514
3.100%, 05/01/2026		160		169

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 03/01/2027	$	190	$	198
2.700%, 02/01/2027		540		558
2.196%, 02/04/2026		2,160		2,181
1.433%, 02/04/2024		2,065		2,070
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		139
5.400%, 06/01/2041		50		69
4.150%, 12/15/2048		150		184
4.050%, 06/15/2048		124		150
3.550%, 02/15/2050		163		184
3.300%, 09/15/2051		616		673
Canadian Pacific Railway
6.125%, 09/15/2115		44		68
Carrier Global
3.577%, 04/05/2050		30		32
Cintas No. 2
3.700%, 04/01/2027		400		448
2.900%, 04/01/2022		400		407
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022		1,216		1,244
CoStar Group
2.800%, 07/15/2030 (C)		830		843
Crowley Conro
4.181%, 08/15/2043		455		537
DAE Funding
3.375%, 03/20/2028 (C)		211		216
2.625%, 03/20/2025 (C)		533		542
DAE Funding MTN
1.550%, 08/01/2024 (C)		1,595		1,592
Deere
3.750%, 04/15/2050		530		641
3.100%, 04/15/2030		100		110
Delta Air Lines
7.375%, 01/15/2026		580		681
7.000%, 05/01/2025 (C)		2,410		2,812
4.750%, 10/20/2028 (C)		2,345		2,607
4.500%, 10/20/2025 (C)		1,802		1,936
4.375%, 04/19/2028		153		160
3.800%, 04/19/2023		381		395
3.625%, 03/15/2022		330		335
2.900%, 10/28/2024		60		61
Delta Air Lines Pass Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,880		3,901
DP World MTN
5.625%, 09/25/2048 (C)		990		1,236
Eaton
7.625%, 04/01/2024		75		88
4.150%, 11/02/2042		140		167
2.750%, 11/02/2022		900		929

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equifax
3.950%, 06/15/2023	$	1,612	$	1,712
2.600%, 12/15/2025		255		268
GE Capital Funding
4.400%, 05/15/2030		1,805		2,103
3.450%, 05/15/2025		381		415
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035		4,677		5,605
General Dynamics
4.250%, 04/01/2040		880		1,077
4.250%, 04/01/2050		230		295
3.500%, 05/15/2025		60		66
3.250%, 04/01/2025		160		173
General Electric
3.625%, 05/01/2030		905		1,009
3.450%, 05/01/2027		739		812
General Electric MTN
6.875%, 01/10/2039		159		238
6.750%, 03/15/2032		1,335		1,851
0.636%, VAR ICE LIBOR USD 3 Month+0.480%, 08/15/2036		2,400		2,035
GFL Environmental
4.250%, 06/01/2025 (C)		250		260
GXO Logistics
2.650%, 07/15/2031 (C)		135		134
1.650%, 07/15/2026 (C)		844		840
Honeywell International
1.350%, 06/01/2025		310		316
IHS Markit
5.000%, 11/01/2022 (C)		750		786
4.750%, 02/15/2025 (C)		665		744
4.750%, 08/01/2028		1,215		1,433
3.625%, 05/01/2024		1,000		1,074
John Deere Capital MTN
1.200%, 04/06/2023		763		774
0.550%, 07/05/2022		990		994
L3Harris Technologies
5.054%, 04/27/2045		270		356
4.854%, 04/27/2035		80		100
Lockheed Martin
4.500%, 05/15/2036		90		113
4.070%, 12/15/2042		91		111
3.550%, 01/15/2026		1,190		1,315
3.100%, 01/15/2023		50		52
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (C)		510		562
Northrop Grumman
5.250%, 05/01/2050		350		492
5.150%, 05/01/2040		342		449
4.030%, 10/15/2047		622		742
3.250%, 08/01/2023		1,660		1,755

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 01/15/2028	$	1,656	$	1,809
2.930%, 01/15/2025		856		913
Otis Worldwide
3.112%, 02/15/2040		555		574
2.056%, 04/05/2025		220		229
Parker-Hannifin
2.700%, 06/14/2024		400		421
Raytheon Technologies
4.625%, 11/16/2048		51		66
4.500%, 06/01/2042		430		535
4.450%, 11/16/2038		63		76
4.150%, 05/15/2045		59		70
4.125%, 11/16/2028		280		322
3.950%, 08/16/2025		510		567
3.150%, 12/15/2024		200		215
2.250%, 07/01/2030		420		427
Republic Services
3.950%, 05/15/2028		335		381
2.500%, 08/15/2024		635		666
1.450%, 02/15/2031		1,650		1,546
Roper Technologies
1.000%, 09/15/2025		420		418
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (C)		1,120		1,121
Sodexo
2.718%, 04/16/2031 (C)		832		849
1.634%, 04/16/2026 (C)		871		877
Southwest Airlines
5.125%, 06/15/2027		2,002		2,355
4.750%, 05/04/2023		692		742
Spirit Loyalty Cayman
8.000%, 09/20/2025 (C)		375		424
Teck Resources
6.125%, 10/01/2035		330		425
Triton Container International
2.050%, 04/15/2026 (C)		755		758
Union Pacific
3.839%, 03/20/2060		1,030		1,173
3.750%, 07/15/2025		340		377
3.750%, 02/05/2070		332		366
3.250%, 02/05/2050		1,055		1,113
3.150%, 03/01/2024		274		292
2.950%, 03/01/2022		574		584
2.891%, 04/06/2036 (C)		1,595		1,656
2.400%, 02/05/2030		634		654
2.150%, 02/05/2027		512		531
United Airlines
4.625%, 04/15/2029 (C)		420		435
4.375%, 04/15/2026 (C)		20		21
United Parcel Service
5.300%, 04/01/2050		190		278
5.200%, 04/01/2040		240		326

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
United Rentals North America
4.875%, 01/15/2028	$	150	$	159
3.875%, 11/15/2027		100		105
3.875%, 02/15/2031		820		834
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025 (B)		526		530
				112,508
Information Technology — 2.0%
Apple
4.375%, 05/13/2045		360		459
4.250%, 02/09/2047		162		204
3.850%, 05/04/2043		220		261
3.200%, 05/13/2025		64		70
3.200%, 05/11/2027		232		256
2.800%, 02/08/2061		324		316
2.650%, 05/11/2050		796		782
2.650%, 02/08/2051		809		791
2.550%, 08/20/2060		758		707
2.450%, 08/04/2026		1,410		1,500
2.375%, 02/08/2041		324		314
2.150%, 02/09/2022		82		83
1.550%, 08/04/2021		20		20
1.125%, 05/11/2025		1,110		1,123
Broadcom
4.750%, 04/15/2029		565		657
4.700%, 04/15/2025		1,090		1,228
4.150%, 11/15/2030		1,778		1,994
3.875%, 01/15/2027		244		270
3.469%, 04/15/2034 (C)		833		881
3.419%, 04/15/2033 (C)		2,733		2,870
3.150%, 11/15/2025		1,292		1,385
2.450%, 02/15/2031 (C)		564		554
Dell International
8.350%, 07/15/2046		347		568
6.100%, 07/15/2027		329		403
6.020%, 06/15/2026		39		47
4.900%, 10/01/2026		166		192
Flex
4.875%, 05/12/2030		394		457
Hewlett Packard Enterprise
4.650%, 10/01/2024		2,245		2,496
HP
2.200%, 06/17/2025		1,040		1,079
Intel
4.750%, 03/25/2050		2,560		3,401
3.700%, 07/29/2025		223		247
3.300%, 10/01/2021		35		35
3.250%, 11/15/2049		515		548
3.100%, 07/29/2022		35		36
3.100%, 02/15/2060		141		144

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Business Machines
3.000%, 05/15/2024	$	1,510	$	1,609
KLA
3.300%, 03/01/2050		438		463
Marvell Technology
1.650%, 04/15/2026 (C)		1,030		1,029
Marvell Technology Group
4.200%, 06/22/2023		810		861
Mastercard
3.850%, 03/26/2050		80		97
3.375%, 04/01/2024		80		86
3.350%, 03/26/2030		635		714
Micron Technology
2.497%, 04/24/2023		430		444
Microsoft
4.100%, 02/06/2037		251		309
3.625%, 12/15/2023		89		96
3.500%, 02/12/2035		156		181
3.450%, 08/08/2036		565		653
3.300%, 02/06/2027		1,550		1,724
3.041%, 03/17/2062		199		212
2.921%, 03/17/2052		691		733
2.875%, 02/06/2024		1,010		1,068
2.700%, 02/12/2025		250		268
2.675%, 06/01/2060		156		155
2.525%, 06/01/2050		546		536
2.400%, 02/06/2022		600		607
2.400%, 08/08/2026		1,700		1,812
2.375%, 02/12/2022		20		20
2.375%, 05/01/2023		20		21
1.550%, 08/08/2021		400		400
NVIDIA
3.700%, 04/01/2060		310		365
3.500%, 04/01/2040		430		488
3.500%, 04/01/2050		1,200		1,355
2.850%, 04/01/2030		1,560		1,689
0.584%, 06/14/2024		481		481
NXP BV
3.875%, 06/18/2026 (C)		671		743
3.250%, 05/11/2041 (C)		353		363
3.150%, 05/01/2027 (C)		321		343
2.700%, 05/01/2025 (C)		280		295
Oracle
4.375%, 05/15/2055		420		484
4.100%, 03/25/2061		132		146
3.950%, 03/25/2051		2,363		2,579
3.900%, 05/15/2035		1,720		1,915
3.800%, 11/15/2037		2,255		2,473
3.650%, 03/25/2041		664		704
3.600%, 04/01/2040		1,080		1,139
3.600%, 04/01/2050		310		318
2.950%, 11/15/2024		545		580

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.950%, 04/01/2030	$	790	$	832
2.875%, 03/25/2031		4,712		4,901
2.800%, 04/01/2027		987		1,047
2.300%, 03/25/2028		352		361
1.650%, 03/25/2026		2,094		2,123
PayPal Holdings
2.300%, 06/01/2030		2,845		2,944
1.650%, 06/01/2025		400		411
1.350%, 06/01/2023		390		397
Prosus
4.850%, 07/06/2027 (C)		550		626
3.832%, 02/08/2051 (C)		320		298
Prosus MTN
4.027%, 08/03/2050 (C)		730		702
QUALCOMM
1.300%, 05/20/2028		961		940
salesforce.com
3.700%, 04/11/2028		670		763
3.250%, 04/11/2023		480		504
3.050%, 07/15/2061		224		227
2.900%, 07/15/2051		353		356
2.700%, 07/15/2041		289		290
0.625%, 07/15/2024		641		641
Skyworks Solutions
1.800%, 06/01/2026		1,520		1,539
Tencent Holdings MTN
3.975%, 04/11/2029 (C)		600		669
3.840%, 04/22/2051 (C)		2,703		2,910
3.680%, 04/22/2041 (C)		1,300		1,391
3.595%, 01/19/2028 (C)		570		624
Texas Instruments
4.150%, 05/15/2048		300		381
1.750%, 05/04/2030		290		289
TSMC Global
1.375%, 09/28/2030 (C)		1,925		1,815
Visa
4.300%, 12/14/2045		690		886
3.650%, 09/15/2047		235		275
3.150%, 12/14/2025		1,410		1,543
VMware
4.700%, 05/15/2030		648		767
3.900%, 08/21/2027		128		142
Vontier
2.950%, 04/01/2031 (C)		425		426
1.800%, 04/01/2026 (C)		495		492
				89,448
Materials — 0.8%
Air Liquide Finance
2.250%, 09/27/2023 (C)		590		611
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,658

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anglo American Capital
4.750%, 04/10/2027 (C)	$	720	$	827
4.000%, 09/11/2027 (C)		200		222
3.625%, 09/11/2024 (C)		710		765
ArcelorMittal
7.250%, 10/15/2039		120		169
Barrick
5.250%, 04/01/2042		80		105
Barrick North America Finance
5.750%, 05/01/2043		290		409
5.700%, 05/30/2041		509		699
Berry Global
1.570%, 01/15/2026 (C)		2,985		2,986
BHP Billiton Finance USA
5.000%, 09/30/2043		410		557
4.125%, 02/24/2042		40		48
2.875%, 02/24/2022		50		51
Dow Chemical
5.250%, 11/15/2041		25		33
4.800%, 05/15/2049		360		462
DuPont de Nemours
4.493%, 11/15/2025		1,775		2,018
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (C)		480		533
Freeport-McMoRan
5.450%, 03/15/2043		645		788
4.625%, 08/01/2030		180		197
4.550%, 11/14/2024		40		44
3.875%, 03/15/2023		20		21
Glencore Funding
4.125%, 05/30/2023 (C)		200		213
4.125%, 03/12/2024 (C)		1,340		1,445
4.000%, 03/27/2027 (C)		1,200		1,330
3.875%, 10/27/2027 (C)		220		242
3.000%, 10/27/2022 (C)		30		31
Industrias Penoles
4.150%, 09/12/2029 (C)		1,005		1,090
International Flavors & Fragrances
5.000%, 09/26/2048		1,505		1,946
1.230%, 10/01/2025 (C)		1,835		1,825
LYB International Finance III
3.800%, 10/01/2060		161		170
3.625%, 04/01/2051		781		825
3.375%, 10/01/2040		966		1,000
LyondellBasell Industries
5.750%, 04/15/2024		200		224
Nacional del Cobre de Chile
4.250%, 07/17/2042 (C)		970		1,094
Newcrest Finance Pty
3.250%, 05/13/2030 (C)		630		677
NewMarket
2.700%, 03/18/2031		815		815

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Newmont
2.250%, 10/01/2030	$	590	$	588
OCP
5.125%, 06/23/2051 (C)		360		363
4.500%, 10/22/2025 (C)		400		433
3.750%, 06/23/2031 (C)		410		414
Orbia Advance
2.875%, 05/11/2031 (C)		780		785
1.875%, 05/11/2026 (C)		820		829
Southern Copper
5.250%, 11/08/2042		2,220		2,842
Suzano Austria GmbH
3.750%, 01/15/2031		1,400		1,468
3.125%, 01/15/2032		70		69
Teck Resources
6.250%, 07/15/2041		376		491
6.000%, 08/15/2040		30		38
5.200%, 03/01/2042		382		449
3.900%, 07/15/2030		291		314
Vale Overseas
6.875%, 11/21/2036		874		1,198
6.250%, 08/10/2026		32		39
Westlake Chemical
5.000%, 08/15/2046		8		10
4.375%, 11/15/2047		694		814
3.600%, 08/15/2026		354		386
WestRock RKT
4.000%, 03/01/2023		70		73
				38,733
Real Estate — 0.9%
Agree
2.000%, 06/15/2028		705		699
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,415
3.625%, 11/15/2027		745		811
3.300%, 07/15/2026		1,495		1,603
American Tower
2.700%, 04/15/2031		488		503
1.875%, 10/15/2030		1,430		1,379
1.600%, 04/15/2026		651		658
AvalonBay Communities MTN
4.350%, 04/15/2048		110		138
2.450%, 01/15/2031		1,155		1,185
Boston Properties
3.800%, 02/01/2024		1,250		1,338
3.400%, 06/21/2029		720		781
Brandywine Operating Partnership
3.950%, 11/15/2027		17		18
Brixmor Operating Partnership
2.250%, 04/01/2028		226		226

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Camden Property Trust
2.800%, 05/15/2030	$	435	$	461
Crown Castle International
4.000%, 03/01/2027		162		181
2.900%, 04/01/2041		451		439
2.500%, 07/15/2031		707		712
2.100%, 04/01/2031		1,791		1,745
1.050%, 07/15/2026		969		946
CyrusOne
2.900%, 11/15/2024		1,250		1,320
Equinix
2.950%, 09/15/2051		720		686
ERP Operating
4.625%, 12/15/2021		64		65
Essential Properties
2.950%, 07/15/2031		1,290		1,289
Essex Portfolio
2.550%, 06/15/2031		333		337
1.700%, 03/01/2028		846		831
GLP Capital
5.375%, 04/15/2026		2,615		3,010
5.300%, 01/15/2029		1,521		1,772
5.250%, 06/01/2025		775		872
4.000%, 01/15/2030		418		449
3.350%, 09/01/2024		125		132
Healthcare Realty Trust
3.875%, 05/01/2025		200		217
Hudson Pacific Properties
3.950%, 11/01/2027		1,246		1,365
Life Storage
3.875%, 12/15/2027		915		1,020
Mid-America Apartments
4.300%, 10/15/2023		331		355
4.000%, 11/15/2025		395		438
3.950%, 03/15/2029		326		370
Prologis
3.000%, 04/15/2050		115		117
Regency Centers
2.950%, 09/15/2029		702		739
Sabra Health Care
3.900%, 10/15/2029		715		756
Simon Property Group
2.450%, 09/13/2029		1,020		1,049
Spirit Realty
4.450%, 09/15/2026		40		45
4.000%, 07/15/2029		187		208
3.400%, 01/15/2030		389		415
3.200%, 02/15/2031		765		797
2.700%, 02/15/2032		354		351
2.100%, 03/15/2028		643		640
STORE Capital
4.625%, 03/15/2029		412		469

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 03/15/2028	$	1,222	$	1,380
2.750%, 11/18/2030		572		576
Ventas Realty
3.850%, 04/01/2027		500		559
VEREIT Operating Partnership
3.400%, 01/15/2028		344		374
2.850%, 12/15/2032		468		489
2.200%, 06/15/2028		346		351
Vornado Realty
3.400%, 06/01/2031		200		207
2.150%, 06/01/2026		399		404
Welltower
4.500%, 01/15/2024		102		111
				39,803
Utilities — 2.1%
AEP Texas
6.650%, 02/15/2033		500		673
AES
1.375%, 01/15/2026 (C)		697		690
Alabama Power
3.700%, 12/01/2047		1,600		1,807
Baltimore Gas and Electric
2.250%, 06/15/2031		482		487
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		1,026
Black Hills
3.875%, 10/15/2049		291		314
3.050%, 10/15/2029		235		250
Boston Gas
4.487%, 02/15/2042 (C)		35		41
Cleco Power
6.000%, 12/01/2040		700		945
Comision Federal de Electricidad
4.750%, 02/23/2027 (C)		240		268
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,853
4.450%, 03/15/2044		1,120		1,346
3.950%, 04/01/2050		130		148
3.350%, 04/01/2030		180		198
Dominion Energy
3.300%, 04/15/2041		261		274
3.071%, 08/15/2024		980		1,039
2.000%, 08/15/2021		455		455
1.450%, 04/15/2026		730		735
DTE Electric
2.950%, 03/01/2050		715		731
DTE Energy
3.800%, 03/15/2027		651		724
2.950%, 03/01/2030		432		455
2.529%, 10/01/2024		830		874
1.050%, 06/01/2025		1,833		1,832

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy
3.500%, 06/15/2051	$	193	$	200
3.150%, 08/15/2027		280		302
2.550%, 06/15/2031		3,710		3,754
2.400%, 08/15/2022		340		347
1.800%, 09/01/2021		861		862
0.900%, 09/15/2025		705		697
Duke Energy Carolinas
4.250%, 12/15/2041		628		762
4.000%, 09/30/2042		1,000		1,178
2.550%, 04/15/2031		326		338
Duke Energy Florida
3.850%, 11/15/2042		380		437
3.200%, 01/15/2027		1,080		1,179
Duke Energy Indiana
4.200%, 03/15/2042		30		35
2.750%, 04/01/2050		280		271
Duke Energy Progress
4.100%, 05/15/2042		425		499
2.800%, 05/15/2022		25		25
2.500%, 08/15/2050		484		446
Enel Finance International
4.625%, 09/14/2025 (C)		1,310		1,486
Entergy
1.900%, 06/15/2028		646		645
Entergy Arkansas
2.650%, 06/15/2051		1,228		1,162
Evergy
2.900%, 09/15/2029		428		454
2.450%, 09/15/2024		603		631
Evergy Kansas Central
3.450%, 04/15/2050		540		592
Evergy Metro
5.300%, 10/01/2041		100		131
Evergy Missouri West
8.270%, 11/15/2021		2,700		2,775
Eversource Energy
2.900%, 10/01/2024		1,610		1,705
2.550%, 03/15/2031		484		497
Exelon
5.625%, 06/15/2035		760		1,001
3.950%, 06/15/2025		375		413
FirstEnergy
4.750%, 03/15/2023		340		359
4.400%, 07/15/2027		940		1,022
1.600%, 01/15/2026		180		176
FirstEnergy, Ser C
7.375%, 11/15/2031		3,685		5,047
FirstEnergy Transmission
5.450%, 07/15/2044 (C)		35		44
Indiana Michigan Power
4.550%, 03/15/2046		325		406

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Interstate Power & Light
3.500%, 09/30/2049	$	248	$	267
ITC Holdings
4.050%, 07/01/2023		1,152		1,219
2.700%, 11/15/2022		654		672
Jersey Central Power & Light
4.700%, 04/01/2024 (C)		700		762
2.750%, 03/01/2032 (C)		1,534		1,557
KeySpan Gas East
2.742%, 08/15/2026 (C)		1,025		1,075
Metropolitan Edison
4.300%, 01/15/2029 (C)		722		808
3.500%, 03/15/2023 (C)		2,775		2,872
MidAmerican Energy
4.800%, 09/15/2043		830		1,079
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (C)		255		287
Mississippi Power
4.250%, 03/15/2042		221		260
3.950%, 03/30/2028		796		895
3.100%, 07/30/2051		578		581
NextEra Energy Capital Holdings
1.900%, 06/15/2028		644		651
0.650%, 03/01/2023		4,435		4,453
NiSource
5.800%, 02/01/2042		149		202
Northern States Power
3.200%, 04/01/2052		325		346
2.250%, 04/01/2031		322		331
NSTAR Electric
3.100%, 06/01/2051		296		306
Oncor Electric Delivery
4.550%, 12/01/2041		690		878
2.750%, 05/15/2030		1,065		1,132
Pacific Gas and Electric
4.950%, 07/01/2050		324		333
4.750%, 02/15/2044		162		164
4.500%, 07/01/2040		165		165
4.200%, 06/01/2041		278		274
3.950%, 12/01/2047		633		589
3.500%, 08/01/2050		245		218
3.300%, 08/01/2040		84		76
2.500%, 02/01/2031		2,485		2,330
2.100%, 08/01/2027		2,400		2,331
1.750%, 06/16/2022		2,555		2,554
PECO Energy
4.150%, 10/01/2044		1,140		1,380
Pennsylvania Electric
3.250%, 03/15/2028 (C)		275		289
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (C)		500		631

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Piedmont Natural Gas
2.500%, 03/15/2031	$	484	$	492
PPL Capital Funding
5.000%, 03/15/2044		265		350
4.125%, 04/15/2030		262		303
3.400%, 06/01/2023		93		97
3.100%, 05/15/2026		428		460
Progress Energy
3.150%, 04/01/2022		280		284
Public Service Electric and Gas MTN
3.700%, 05/01/2028		1,545		1,750
2.700%, 05/01/2050		717		709
2.050%, 08/01/2050		134		116
Public Service of Colorado
1.875%, 06/15/2031		740		736
Public Service of New Hampshire
3.500%, 11/01/2023		515		547
Sempra Energy
2.900%, 02/01/2023		480		497
Southern
1.750%, 03/15/2028		483		477
Southern California Edison
4.125%, 03/01/2048		788		840
4.050%, 03/15/2042		5		5
3.700%, 08/01/2025		99		108
Southern California Gas
2.550%, 02/01/2030		900		930
Southern Gas Capital
4.400%, 05/30/2047		500		588
1.750%, 01/15/2031		509		481
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,594
Southwestern Public Service
3.750%, 06/15/2049		955		1,090
Tampa Electric
3.450%, 03/15/2051		389		426
2.400%, 03/15/2031		486		496
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (C)		228		246
Virginia Electric & Power
4.650%, 08/15/2043		585		742
2.950%, 01/15/2022		330		333
Virginia Electric and Power
2.450%, 12/15/2050		472		435
Vistra Operations
4.300%, 07/15/2029 (C)		1,590		1,728
WEC Energy Group
1.375%, 10/15/2027		469		458
0.800%, 03/15/2024		1,667		1,671

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wisconsin Electric Power
1.700%, 06/15/2028	$	578	$	580
				98,579
Total Corporate Obligations (Cost $1,314,356) ($ Thousands)				1,401,620
MORTGAGE-BACKED SECURITIES — 30.0%
Agency Mortgage-Backed Obligations — 24.9%
FHLMC
7.500%, 05/01/2031 to 02/01/2038		277		313
7.000%, 05/01/2024 to 03/01/2039		95		110
6.500%, 10/01/2031 to 09/01/2039		159		181
6.000%, 10/01/2021 to 09/01/2038		222		261
5.500%, 01/01/2024 to 08/01/2037		150		172
5.000%, 05/01/2033 to 03/01/2050		7,781		8,641
4.500%, 04/01/2035 to 03/01/2050		10,873		11,895
4.000%, 01/01/2035 to 03/01/2050		23,817		25,995
3.500%, 04/01/2033 to 12/01/2050		60,917		65,659
3.000%, 03/01/2031 to 04/01/2051		39,842		42,111
2.500%, 10/01/2031 to 03/01/2051		8,731		9,139
2.000%, 03/01/2036 to 06/01/2051		10,912		11,100
1.500%, 03/01/2051		394		382
1.460%, 07/15/2031 (A)		265		224
1.320%, 03/15/2031 (A)		1,295		1,102
FHLMC ARM
2.827%, VAR ICE LIBOR USD 12 Month+1.641%, 05/01/2049		592		617
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		94		99
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		47		57
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		244		281
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		666		786
FHLMC CMO, Ser 2007-3281, Cl AI, IO
6.357%, 02/15/2037 (F)		52		11
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		119		138
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037 (A)(G)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.957%, 05/15/2038 (F)		13		2
FHLMC CMO, Ser 2010-3621, Cl SB, IO
6.157%, 01/15/2040 (F)		35		7
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.877%, 10/15/2041 (F)		352		56
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,496		1,562

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042	$	370	$	393
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		267		18
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.977%, 08/15/2039 (F)		496		93
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		414		26
FHLMC CMO, Ser 2013-4174, Cl SA, IO
6.127%, 05/15/2039 (F)		46		1
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		98		13
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.177%, 09/15/2042 (F)		285		40
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		435		449
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		124		129
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		191		11
FHLMC CMO, Ser 2014-328, Cl S4, IO
2.081%, 02/15/2038 (F)		17		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
5.927%, 05/15/2044 (F)		63		12
FHLMC CMO, Ser 2014-4415, Cl IO, IO
1.930%, 04/15/2041 (F)		195		11
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		754		773
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		507		518
FHLMC CMO, Ser 2016-353, Cl S1, IO
5.927%, 12/15/2046 (F)		424		89
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053		1,745		1,911
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,988		2,118
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		197		202
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,856		1,924
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		252		269
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		675		720
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		321		333
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		796		826
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		181		187

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4846, Cl PF
0.423%, VAR ICE LIBOR USD 1 Month+0.350%, 12/15/2048	$	139	$	138
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		978		1,045
FHLMC CMO, Ser 2020-4988, Cl AF
0.465%, VAR ICE LIBOR USD 1 Month+0.350%, 10/15/2037		64		64
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		1,173		181
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		349		48
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		854		130
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		4,786		679
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		385		61
FHLMC CMO, Ser 2020-5018, Cl IH, IO
3.500%, 10/25/2050		1,456		232
FHLMC CMO, Ser 2020-5018, Cl IO, IO
3.500%, 10/25/2050		2,564		408
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		578		75
FHLMC CMO, Ser 2020-5038, Cl IJ, IO
4.000%, 11/25/2050		3,844		548
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		191		25
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		787		133
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		3,692		547
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		1,925		1,928
FHLMC CMO, Ser 2021-5092, Cl DT
1.500%, 11/25/2049		2,065		2,078
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		786		792
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		517
FHLMC Multifamily Structured Pass Through Certificates, Ser K110, Cl X1, IO
1.815%, 04/25/2030 (F)		1,298		166
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO
0.658%, 12/25/2027 (F)		3,000		101
FHLMC Multifamily Structured Pass Through Certificates, Ser K743, Cl X1, IO
0.926%, 05/25/2028 (F)		4,000		234
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.650%, 10/25/2021 (F)		131		–

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.199%, 05/25/2023 (F)	$	31,420	$	63
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025 (F)		280		305
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.740%, 03/25/2027 (F)		4,888		153
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
1.016%, 06/25/2029 (F)		1,996		126
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029 (F)		4,850		413
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.372%, 06/25/2029 (F)		700		64
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
1.068%, 08/25/2023 (F)		7,027		110
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.437%, 07/25/2026 (F)		1,039		58
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.341%, 06/25/2027 (F)		1,565		79
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		646
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		350
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		623
FHLMC Stacr Remic Trust, Ser 2020-DNA1, Cl B1
2.392%, VAR ICE LIBOR USD 1 Month+2.300%, 01/25/2050 (C)		590		589
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
1.697%, 10/25/2037 (F)		89		90
FNMA
7.500%, 10/01/2037 to 04/01/2039		111		136
7.000%, 09/01/2026 to 02/01/2039		391		446
6.500%, 05/01/2027 to 05/01/2040		143		163
6.000%, 02/01/2023 to 07/01/2041		1,516		1,772
5.500%, 02/01/2035 to 09/01/2056		4,720		5,418
5.000%, 07/01/2033 to 03/01/2050		24,308		27,114
4.500%, 04/01/2025 to 01/01/2059		39,053		43,004
4.200%, 01/01/2029		775		881
4.000%, 09/01/2033 to 08/01/2059		48,774		53,069

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.820%, 07/01/2027	$	114	$	129
3.790%, 12/01/2025		1,465		1,573
3.734%, 02/01/2048 (F)		253		288
3.500%, 07/01/2029 to 03/01/2057		41,533		44,422
3.160%, 05/01/2029		185		206
3.020%, 06/01/2024 to 05/01/2026		1,540		1,577
3.000%, 12/01/2031 to 07/01/2060		66,189		69,979
2.900%, 11/01/2029		500		550
2.820%, 07/01/2027		572		619
2.790%, 08/01/2029		1,200		1,310
2.500%, 06/01/2028 to 07/01/2051		46,531		48,783
2.455%, 04/01/2040		1,920		2,028
2.260%, 04/01/2030		684		721
2.000%, 05/01/2031 to 04/01/2051		35,050		35,625
1.500%, 12/01/2035 to 03/01/2036		289		293
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.510%, 09/25/2022 (F)		7,170		24
FNMA ACES, Ser 2014-M2, Cl A2
3.513%, 12/25/2023 (F)		1,220		1,296
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027 (F)		320		347
FNMA ARM
2.767%, VAR ICE LIBOR USD 12 Month+1.580%, 06/01/2045		459		478
2.695%, VAR ICE LIBOR USD 12 Month+1.586%, 01/01/2046		1,485		1,550
2.054%, VAR 12 Month Treas Avg+1.875%, 11/01/2035		64		68
2.035%, VAR 12 Month Treas Avg+1.866%, 10/01/2035		286		302
2.008%, VAR 12 Month Treas Avg+1.893%, 11/01/2035		306		323
1.973%, VAR 12 Month Treas Avg+1.844%, 10/01/2035		55		58
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		127		135
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		185		193
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		162		186
FNMA CMO, Ser 2006-112, Cl ST, IO
6.609%, 11/25/2036 (F)		414		68
FNMA CMO, Ser 2008-22, Cl SI, IO
6.339%, 03/25/2037 (F)		139		1
FNMA CMO, Ser 2009-103, Cl MB
2.222%, 12/25/2039 (F)		29		30
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037 (A)		656		614
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,227		1,385
FNMA CMO, Ser 2011-87, Cl SG, IO
6.459%, 04/25/2040 (F)		120		11

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2011-96, Cl SA, IO
6.459%, 10/25/2041 (F)	$	703	$	136
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		34		2
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		178		7
FNMA CMO, Ser 2012-118, Cl CI, IO
3.500%, 12/25/2039		63		1
FNMA CMO, Ser 2012-133, Cl CS, IO
6.059%, 12/25/2042 (F)		188		39
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		515		520
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		14		15
FNMA CMO, Ser 2012-35, Cl SC, IO
6.409%, 04/25/2042 (F)		111		22
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		162		191
FNMA CMO, Ser 2012-70, Cl YS, IO
6.559%, 02/25/2041 (F)		15		1
FNMA CMO, Ser 2012-74, Cl SA, IO
6.559%, 03/25/2042 (F)		206		34
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042 (A)		16		15
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042 (A)		32		30
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,598		1,621
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		375		386
FNMA CMO, Ser 2013-124, Cl SB, IO
5.859%, 12/25/2043 (F)		327		63
FNMA CMO, Ser 2013-126, Cl CS, IO
6.059%, 09/25/2041 (F)		238		33
FNMA CMO, Ser 2013-30, Cl CA
1.500%, 04/25/2043		211		214
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		7,320
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		577		595
FNMA CMO, Ser 2013-54, Cl BS, IO
6.059%, 06/25/2043 (F)		124		27
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		55		4
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		312		22
FNMA CMO, Ser 2013-9, Cl SA, IO
6.059%, 03/25/2042 (F)		254		40
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		193		231
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		1,430		1,640

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2014-47, Cl AI, IO
1.817%, 08/25/2044 (F)	$	132	$	8
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		333		353
FNMA CMO, Ser 2015-55, Cl IO, IO
1.572%, 08/25/2055 (F)		360		15
FNMA CMO, Ser 2015-56, Cl AS, IO
6.059%, 08/25/2045 (F)		43		10
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,941		2,003
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		210		218
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,980		2,060
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		3,794		3,839
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		768		807
FNMA CMO, Ser 2017-42, Cl H
3.000%, 11/25/2043		406		419
FNMA CMO, Ser 2017-76, Cl SB, IO
6.009%, 10/25/2057 (F)		1,197		244
FNMA CMO, Ser 2017-85, Cl SC, IO
6.109%, 11/25/2047 (F)		381		69
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,342		1,432
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		307		327
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		1,324		1,378
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		769		798
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		394		411
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,325		1,403
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		517		539
FNMA CMO, Ser 2019-79, Cl FA
0.592%, VAR ICE LIBOR USD 1 Month+0.500%, 01/25/2050		2,033		2,056
FNMA CMO, Ser 2020-101, Cl IA, IO
3.500%, 01/25/2051		4,633		639
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		1,006		133
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		408		376
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		2,582		2,623
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		782		798

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050	$	648	$	100
FNMA CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050		379		56
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		1,487		215
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		2,873		505
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		2,421		407
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,650		264
FNMA CMO, Ser 2020-84, Cl ID, IO
3.500%, 12/25/2050		1,349		202
FNMA CMO, Ser 2020-99, Cl IA, IO
3.500%, 09/25/2049		815		138
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		197		30
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		2,961		2,981
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		833		136
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		256		47
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		287		16
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		238		22
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		1,038		1,106
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,554		1,684
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,971		310
FNMA TBA
5.000%, 07/15/2038		2,970		3,255
4.500%, 07/01/2037		1,888		2,031
4.000%, 07/13/2039		2,526		2,689
3.500%, 07/01/2041		2,569		2,704
3.000%, 07/14/2169		2,459		2,563
2.500%, 07/25/2043 to 07/18/2051		140,811		145,445
2.000%, 08/25/2028		21,700		22,350
1.500%, 08/17/2169		15,800		15,970
FNMA, Ser 2014-M8, Cl X2, IO
0.400%, 06/25/2024 (F)		5,492		66
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		115
FNMA, Ser M36, Cl X1, IO
1.561%, 09/25/2034 (F)		597		63

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser M4, Cl A2
3.610%, 02/25/2031	$	190	$	222
FNMA, Ser M5, Cl A2
3.273%, 02/25/2029		230		259
FNMA, Ser M6, Cl A
2.500%, 10/25/2037		94		97
FNMA, Ser M8, Cl A2
3.061%, 05/25/2027 (F)		200		220
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045 (C)		10,942		13
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
2.236%, VAR ICE LIBOR USD 1 Month+2.150%, 01/25/2026 (C)		1,282		1,279
FRESB Mortgage Trust, Ser 2017-SB42, Cl A10F
2.960%, 10/25/2027 (F)		200		207
GNMA
8.000%, 11/15/2029 to 09/15/2030		34		37
7.500%, 03/15/2029 to 10/15/2037		52		61
7.000%, 09/15/2031		19		22
6.500%, 07/15/2028 to 12/15/2035		1,020		1,171
6.000%, 12/15/2028 to 10/20/2040		1,807		2,092
5.511%, 07/20/2060 (F)		1		1
5.000%, 12/20/2039 to 03/20/2049		11,306		12,290
4.700%, 09/20/2061 (F)		236		246
4.500%, 04/20/2041 to 05/20/2049		12,416		13,415
4.320%, 01/20/2069 (F)		20		21
4.000%, 06/20/2047 to 11/20/2050		18,376		19,686
3.632%, 04/20/2063 (F)		65		67
3.500%, 01/20/2046 to 11/20/2050		19,903		21,117
3.000%, 09/15/2042 to 07/20/2050		12,232		12,891
2.500%, 12/20/2050 to 06/20/2051		21,289		22,103
2.000%, 02/20/2034 to 03/20/2051		2,175		2,220
GNMA CMO, Ser 2007-17, Cl IB, IO
6.157%, 04/20/2037 (F)		357		62
GNMA CMO, Ser 2007-51, Cl SG, IO
6.487%, 08/20/2037 (F)		46		7
GNMA CMO, Ser 2007-78, Cl SA, IO
6.455%, 12/16/2037 (F)		421		62
GNMA CMO, Ser 2009-66, Cl XS, IO
6.725%, 07/16/2039 (F)		301		39
GNMA CMO, Ser 2010-4, Cl NS, IO
6.315%, 01/16/2040 (F)		3,070		580
GNMA CMO, Ser 2010-85, Cl HS, IO
6.557%, 01/20/2040 (F)		18		1
GNMA CMO, Ser 2010-H11, Cl FA
1.090%, VAR ICE LIBOR USD 1 Month+1.000%, 06/20/2060		374		381
GNMA CMO, Ser 2010-H27, Cl FA
0.487%, VAR ICE LIBOR USD 1 Month+0.380%, 12/20/2060		1,020		1,023

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2010-H28, Cl FE
0.507%, VAR ICE LIBOR USD 1 Month+0.400%, 12/20/2060	$	382	$	383
GNMA CMO, Ser 2011-H08, Cl FG
0.587%, VAR ICE LIBOR USD 1 Month+0.480%, 03/20/2061		385		386
GNMA CMO, Ser 2011-H08, Cl FD
0.607%, VAR ICE LIBOR USD 1 Month+0.500%, 02/20/2061		188		189
GNMA CMO, Ser 2011-H09, Cl AF
0.607%, VAR ICE LIBOR USD 1 Month+0.500%, 03/20/2061		290		291
GNMA CMO, Ser 2012-141, Cl WA
4.529%, 11/16/2041 (F)		238		266
GNMA CMO, Ser 2012-34, Cl SA, IO
5.957%, 03/20/2042 (F)		334		74
GNMA CMO, Ser 2012-43, Cl SN, IO
6.525%, VAR ICE LIBOR USD 1 Month+6.600%, 04/16/2042		60		15
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		74		1
GNMA CMO, Ser 2012-98, Cl SA, IO
6.025%, 08/16/2042 (F)		152		33
GNMA CMO, Ser 2012-H25, Cl FA
0.807%, VAR ICE LIBOR USD 1 Month+0.700%, 12/20/2061		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.742%, VAR ICE LIBOR USD 1 Month+0.000%, 10/20/2062		917		43
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		145		15
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		277		35
GNMA CMO, Ser 2014-5, Cl SP, IO
6.075%, 06/16/2043 (F)		152		18
GNMA CMO, Ser 2014-H10, Cl TA
0.707%, VAR ICE LIBOR USD 1 Month+0.600%, 04/20/2064		482		487
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		101		16
GNMA CMO, Ser 2015-H10, Cl FC
0.587%, VAR ICE LIBOR USD 1 Month+0.480%, 04/20/2065		329		331
GNMA CMO, Ser 2015-H18, Cl FA
0.557%, VAR ICE LIBOR USD 1 Month+0.450%, 06/20/2065		184		185
GNMA CMO, Ser 2015-H20, Cl FA
0.577%, VAR ICE LIBOR USD 1 Month+0.470%, 08/20/2065		229		231
GNMA CMO, Ser 2016-135, Cl SB, IO
6.025%, 10/16/2046 (F)		238		54
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		837		868

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 31

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.300%, VAR ICE LIBOR USD 12 Month+0.000%, 07/20/2067	$	714	$	75
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.690%, VAR ICE LIBOR USD 12 Month+0.000%, 09/20/2067		4,430		269
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.068%, VAR ICE LIBOR USD 12 Month+0.000%, 10/20/2067		318		28
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.432%, VAR ICE LIBOR USD 12 Month+0.000%, 11/20/2067		141		12
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		947		974
GNMA CMO, Ser 2018-H06, Cl PF
0.407%, VAR ICE LIBOR USD 1 Month+0.300%, 02/20/2068		430		431
GNMA CMO, Ser 2018-H07, Cl FD
0.407%, VAR ICE LIBOR USD 1 Month+0.300%, 05/20/2068		771		772
GNMA CMO, Ser 2019-123, Cl A
3.000%, 10/20/2049		70		72
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		841		893
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		501		537
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		548		567
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		293		40
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		776		106
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		388		54
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		292		40
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		1,074		146
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		195		27
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		292		40
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		2,532		281
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		737		111
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		276		42
GNMA CMO, Ser 2020-H09, Cl NF
1.343%, VAR ICE LIBOR USD 1 Month+1.250%, 04/20/2070		335		346

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-H09, Cl FL
1.243%, VAR ICE LIBOR USD 1 Month+1.150%, 05/20/2070	$	852	$	896
GNMA CMO, Ser 2020-H12, Cl F
0.593%, VAR ICE LIBOR USD 1 Month+0.500%, 07/20/2070		95		96
GNMA CMO, Ser 2020-H13, Cl FA
0.543%, VAR ICE LIBOR USD 1 Month+0.450%, 07/20/2070		756		765
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,940		1,965
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		496		96
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.507%, 08/20/2044 (F)		168		30
GNMA TBA
3.000%, 07/15/2042		4,700		4,904
2.500%, 08/01/2043 to 07/01/2045		23,750		24,546
2.000%, 08/20/2051		14,800		15,046
GNMA, Ser 107, Cl AD
2.756%, 11/16/2047 (F)		334		348
GNMA, Ser 110, Cl IO, IO
0.890%, 11/16/2063 (F)		2,500		213
GNMA, Ser 2012-112, Cl IO, IO
0.173%, 02/16/2053 (F)		575		4
GNMA, Ser 2012-152, Cl IO, IO
0.566%, 01/16/2054 (F)		3,154		65
GNMA, Ser 2012-27, Cl IO, IO
0.872%, 04/16/2053 (F)		1,164		21
GNMA, Ser 2013-96, Cl IO, IO
0.131%, 10/16/2054 (F)		817		4
GNMA, Ser 2014-47, Cl IA, IO
0.111%, 02/16/2048 (F)		109		1
GNMA, Ser 2014-50, Cl IO, IO
0.677%, 09/16/2055 (F)		400		15
GNMA, Ser 2014-92, Cl IX, IO
0.198%, 05/16/2054 (F)		3,245		33
GNMA, Ser 2015-5, Cl IK, IO
0.556%, 11/16/2054 (F)		4,050		86
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		658		682
GNMA, Ser 22, Cl IO, IO
0.989%, 05/16/2063 (F)		1,090		97
GNMA, Ser 28, Cl AB
3.150%, 06/16/2060		262		269
GNMA, Ser 41, Cl IO, IO
0.683%, 07/16/2058 (F)		1,354		62
GNMA, Ser 60, Cl IO, IO
0.838%, 05/16/2063 (F)		2,493		198
UMBS TBA
2.500%, 09/15/2043		15,400		15,864

32 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.000%, 07/15/2036 to 08/13/2169	$	157,761	$	159,787
				1,142,355
Non-Agency Mortgage-Backed Obligations — 5.1%
Adjustable Rate Mortgage Trust, Ser 2004- 2, Cl 3A1
2.327%, 02/25/2035 (F)		82		83
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
0.372%, VAR ICE LIBOR USD 1 Month+0.280%, 03/25/2037		988		970
Alen Mortgage Trust, Ser ACEN, Cl A
1.223%, VAR ICE LIBOR USD 1 Month+1.150%, 04/15/2034 (C)		885		885
Alternative Loan Trust, Ser 2006-18CB, Cl A6
28.234%, 07/25/2036 (F)		175		263
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.171%, VAR ICE LIBOR USD 6 Month+2.000%, 02/25/2045		84		85
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.179%, VAR ICE LIBOR USD 6 Month+2.000%, 06/25/2045		997		1,022
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
1.921%, VAR ICE LIBOR USD 6 Month+1.750%, 11/25/2045		890		549
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
0.492%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2046		2,823		2,733
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (C)(F)		176		178
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (C)(F)		787		800
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065 (C)(F)		283		284
AOA Mortgage Trust, Ser 2015-1177, Cl A
2.957%, 12/13/2029 (C)		930		931
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054 (C)(F)		615		617
AREIT Trust, Ser CRE3, Cl A
1.145%, VAR ICE LIBOR USD 1 Month+1.020%, 09/14/2036 (C)		4,769		4,766
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038 (C)(F)		1,790		2,050

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BAMLL Commercial Mortgage Securities Trust, Ser JGDN, Cl A
2.823%, VAR ICE LIBOR USD 1 Month+2.750%, 11/15/2030 (C)	$	2,020	$	2,048
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
6.024%, 08/10/2045 (C)(F)		1,625		715
Banc of America Funding Trust, Ser 2004-C, Cl 1A1
3.233%, 12/20/2034 (F)		8		8
Banc of America Funding Trust, Ser 2006-G, Cl 2A4
0.673%, VAR ICE LIBOR USD 1 Month+0.580%, 07/20/2036		109		109
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		687
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035 (C)		440		468
BBCMS Trust, Ser C10, Cl A5
2.492%, 07/15/2054		793		823
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
0.492%, 03/28/2037 (C)(F)		616		611
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
2.782%, 05/25/2034 (F)		7		7
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
2.783%, 10/25/2033 (F)		375		379
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.559%, 11/25/2035 (F)		2,641		803
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035 (F)		734		743
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041 (C)(F)		1		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
0.232%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		3,194		3,027
Benchmark Mortgage Trust, Ser B20, Cl A5
2.034%, 10/15/2053		930		930
Benchmark Mortgage Trust, Ser B24, Cl A5
2.584%, 03/15/2054		1,090		1,140
Benchmark Mortgage Trust, Ser B26, Cl A5
2.613%, 06/15/2054		473		496
Benchmark Mortgage Trust, Ser B27, Cl A5
2.390%, 07/15/2054		288		296
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049 (C)		558		566

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 33

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059 (C)	$	605	$	616
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035 (C)		1,540		1,562
BX Commercial Mortgage Trust, Ser 2019- XL, Cl F
2.073%, VAR ICE LIBOR USD 1 Month+2.000%, 10/15/2036 (C)		2,453		2,455
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
0.993%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (C)		1,077		1,079
BX Commercial Mortgage Trust, Ser IND, Cl H
3.073%, VAR ICE LIBOR USD 1 Month+3.000%, 11/15/2035 (C)		4,102		4,110
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041 (C)		610		657
BX Trust, Ser MMP, Cl A
1.073%, VAR ICE LIBOR USD 1 Month+1.000%, 08/15/2036 (C)		279		279
BX, Ser MFM1, Cl A
0.773%, VAR ICE LIBOR USD 1 Month+0.700%, 01/15/2034 (C)		735		736
Cali Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2029		1,280		1,457
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.143%, VAR ICE LIBOR USD 1 Month+1.070%, 12/15/2037 (C)		940		942
CD Commercial Mortgage Trust, Ser 2006- CD2, Cl X, IO
0.023%, 01/15/2046 (C)(F)		54		–
CD Commercial Mortgage Trust, Ser 2017- CD3, Cl A4
3.631%, 02/10/2050		310		343
CD Commercial Mortgage Trust, Ser 2017- CD5, Cl XA, IO
1.017%, 08/15/2050 (F)		8,484		324
CD Mortgage Trust, Ser CD8, Cl A4
2.912%, 08/15/2057		406		433
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039 (C)		1,160		1,236
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		306		328
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		408
CFK Trust, Ser 2020-MF2, Cl E
3.573%, 03/15/2039 (C)(F)		2,840		2,776

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CFK Trust, Ser MF2, Cl F
3.573%, 03/15/2039 (C)(F)	$	2,960	$	2,778
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
2.677%, 02/25/2037 (F)		6		6
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
2.479%, 02/25/2037 (F)		9		9
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
2.276%, 06/25/2035 (F)		12		11
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
1.003%, VAR ICE LIBOR USD 1 Month+0.930%, 11/15/2036 (C)
CIM Trust, Ser 2018-INV1, Cl A4		490		490
4.000%, 08/25/2048 (C)(F)		141		143
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035 (C)		240		250
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,867
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.587%, 09/25/2033 (F)		7		8
Citigroup Mortgage Loan Trust, Ser 2017- RP2, Cl A1
3.250%, 07/25/2067 (C)(F)		2,288		2,315
Citigroup Mortgage Loan Trust, Ser 2021- INV1, Cl A3A
2.500%, 05/25/2051 (C)(F)		1,975		2,010
COLT Funding LLC, Ser 2019-4, Cl A1
2.579%, 11/25/2049 (C)(F)		374		375
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065 (C)(F)		40		40
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		67		67
COMM Mortgage Trust, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046 (F)		15		16
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		137
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.241%, 10/10/2046 (F)		70		70
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (F)		120		127
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046 (C)		299		307
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.290%, 03/10/2047 (F)		1,537		38

34 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047	$	236	$	254
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		306
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.259%, 02/10/2048 (F)		5,727		191
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029 (C)		410		426
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037 (C)		1,230		1,251
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		1,822		1,954
COMM Mortgage Trust, Ser CR14, Cl B
4.762%, 02/10/2047 (F)		850		914
COMM Mortgage Trust, Ser CR26, Cl C
4.625%, 10/10/2048 (F)		745		808
COMM Mortgage Trust, Ser CR6, Cl A4
3.101%, 03/10/2046		1,420		1,457
COMM Mortgage Trust, Ser CR8, Cl A5
3.612%, 06/10/2046 (F)		320		336
COMM Mortgage Trust, Ser LC21, Cl A4
3.708%, 07/10/2048		311		340
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		706		747
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		368		393
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046		1,560		1,611
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		768
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		595
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.392%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (C)		1,013		1,020
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.192%, VAR ICE LIBOR USD 1 Month+2.100%, 10/25/2039 (C)		1,353		1,358
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
2.142%, VAR ICE LIBOR USD 1 Month+2.050%, 01/25/2040 (C)		541		543
Core Mortgage Trust, Ser 2019-CORE, Cl A
0.953%, VAR ICE LIBOR USD 1 Month+0.880%, 12/15/2031 (C)		699		699

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033	$	19	$	20
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.662%, 10/25/2033 (F)		603		593
Credit Suisse Mortgage Trust, Ser 2019, Cl B
4.024%, 12/15/2021		3,790		3,720
Credit Suisse Mortgage Trust, Ser NXSR, Cl A4
3.795%, 12/15/2049 (F)		730		807
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		414		447
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		499		529
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		345		380
CSAIL Commercial Mortgage Trust, Ser C16, Cl A3
3.329%, 06/15/2052		891		973
CSAIL Commercial Mortgage Trust, Ser C17, Cl A4
2.763%, 09/15/2052		429		450
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,746		1,847
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (C)		290		260
CSMC Trust, Ser 2017-CHOP, Cl G
5.673%, VAR ICE LIBOR USD 1 Month+5.350%, 07/15/2032 (C)		1,000		821
CSMC Trust, Ser 2017-PFHP, Cl A
1.023%, VAR ICE LIBOR USD 1 Month+0.950%, 12/15/2030 (C)		1,190		1,183
CSMC Trust, Ser 2017-RPL1, Cl M2
3.015%, 07/25/2057 (C)(F)		1,760		1,692
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048 (C)(F)		3,134		3,209
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060 (C)(F)		956		980
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060 (C)(F)		2,438		2,472
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060 (C)(F)		580		581
CSMC, Ser 2021-2R, Cl 1A1
1.836%, VAR ICE LIBOR USD 1 Month+1.750%, 07/25/2047 (C)		1,274		1,276
CSMC, Ser 2014-11R, Cl 9A2
0.372%, VAR ICE LIBOR USD 1 Month+0.140%, 10/27/2036 (C)		2,355		2,043

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 35

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2014-7R, Cl 8A1
3.107%, 07/27/2037 (C)(F)	$	84	$	84
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037 (C)		2,135		2,300
CSMC, Ser 2015-5R, Cl 1A1
1.048%, 09/27/2046 (C)(F)		197		198
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034 (C)		1,175		1,247
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
5.099%, 01/10/2034 (C)(F)		315		331
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045 (C)		1,240		1,324
DOLP Trust, Ser NYC, Cl A
2.956%, 05/10/2041 (C)		985		1,050
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.893%, VAR ICE LIBOR USD 1 Month+0.800%, 11/19/2044		392		378
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048 (C)(F)		269		272
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
4.742%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		246		257
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048 (C)(F)		596		599
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
2.692%, VAR ICE LIBOR USD 1 Month+2.600%, 05/25/2024		593		597
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
3.092%, VAR ICE LIBOR USD 1 Month+3.000%, 07/25/2024		2,170		2,186
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
4.342%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2031		540		564
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1M2
2.442%, VAR ICE LIBOR USD 1 Month+2.350%, 01/25/2031		2,160		2,186
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049 (C)(F)		800		818
GCAT, Ser 2019-NQM1, Cl A1
2.985%, 02/25/2059 (C)		185		186
GPMT, Ser FL3, Cl A
1.333%, VAR ICE LIBOR USD 1 Month+1.250%, 07/16/2035 (C)		1,100		1,101

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities II, Ser 2010-C1, Cl A2
4.592%, 08/10/2043 (C)	$	224	$	224
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032 (C)		1,310		1,338
GS Mortgage Securities II, Ser GC30, Cl B
4.165%, 05/10/2050 (F)		480		519
GS Mortgage Securities II, Ser SRP5, Cl A
1.623%, VAR ICE LIBOR USD 1 Month+1.300%, 09/15/2031 (C)		2,900		2,561
GS Mortgage Securities Trust, Ser 2006- GG8, Cl AJ
5.622%, 11/10/2039		183		59
GS Mortgage Securities Trust, Ser 2006- GG8, Cl X, IO
1.270%, 11/10/2039 (C)(F)		233		1
GS Mortgage Securities Trust, Ser 2012- GC6, Cl A3
3.482%, 01/10/2045		608		609
GS Mortgage Securities Trust, Ser 2013- GC16, Cl B
5.161%, 11/10/2046 (F)		270		289
GS Mortgage Securities Trust, Ser 2014- GC18, Cl A4
4.074%, 01/10/2047		977		1,046
GS Mortgage Securities Trust, Ser 2014- GC26, Cl B
4.215%, 11/10/2047 (F)		680		705
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		807		790
GS Mortgage Securities Trust, Ser ROSS, Cl A
1.223%, VAR ICE LIBOR USD 1 Month+1.150%, 05/15/2026 (C)		2,170		2,171
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (C)		3,319		3,503
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (C)(F)		13		13
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.827%, 10/25/2033 (F)		150		159
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		14		14
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		4		4

36 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.732%, 05/19/2034 (F)	$	553	$	558
Hudson Yards Mortgage Trust, Ser 2019- 30HY, Cl A
3.228%, 07/10/2039 (C)		1,225		1,333
Hudson Yards Mortgage Trust, Ser 2019- 55HY, Cl A
3.041%, 12/10/2041 (C)(F)		1,240		1,335
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (C)		1,038		1,107
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.048%, 01/15/2047 (F)		130		139
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.705%, 09/15/2047 (F)		120		119
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		357		380
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,792		1,855
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		446
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
7.694%, 06/12/2043 (F)		428		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB19, Cl AJ
6.101%, 02/12/2049 (F)		11		12
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.715%, 02/15/2051 (F)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C5, Cl B
5.611%, 08/15/2046 (C)(F)		296		297
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.723%, 07/15/2047 (F)		380		387
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.881%, 01/05/2031 (C)(F)		1,305		1,346
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039 (C)		1,500		1,653
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.512%, 11/25/2033 (F)		17		17

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
2.472%, 08/25/2034 (F)	$	37	$	39
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.462%, 05/25/2045 (C)(F)		67		69
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048 (C)(F)		219		223
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048 (C)(F)		661		667
KKR Industrial Portfolio Trust, Ser KDIP, Cl A
0.623%, VAR ICE LIBOR USD 1 Month+0.550%, 12/15/2037 (C)		455		455
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.368%, 02/15/2041 (C)(F)		304		1
Lehman XS Trust, Ser 2007-16N, Cl 2A2
0.942%, VAR ICE LIBOR USD 1 Month+0.850%, 09/25/2047		5,390		5,474
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035 (A)(C)		3		2
MASTR Reperforming Loan Trust, Ser 2005- 1, Cl 1A1
6.000%, 08/25/2034 (C)		1,239		955
Mello Mortgage Capital Acceptance, Ser 2021-INV1, Cl A3
2.500%, 06/25/2051 (C)(F)		1,655		1,685
Mello Warehouse Securitization Trust, Ser 2020-1, Cl A
0.992%, VAR ICE LIBOR USD 1 Month+0.900%, 10/25/2053 (C)		895		895
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
0.892%, VAR ICE LIBOR USD 1 Month+0.800%, 11/25/2053 (C)		971		972
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
0.792%, VAR ICE LIBOR USD 1 Month+0.700%, 02/25/2055 (C)		280		280
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.842%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2055 (C)		780		780
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.444%, 07/25/2033 (F)		9		9
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.375%, 02/25/2034 (F)		37		38
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060 (C)(F)		875		872

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 37

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MHC Trust, Ser MHC2, Cl A
0.923%, VAR ICE LIBOR USD 1 Month+0.850%, 05/15/2023 (C)	$	1,250	$	1,252
Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1
1.125%, 11/25/2060 (C)(F)		1,187		1,192
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040 (C)		1,750		1,833
ML-CFC Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
1.391%, 12/12/2049 (C)(F)		2		–
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048 (F)		84		41
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048 (C)(F)		11		5
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049 (F)		26		25
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030 (C)		758		754
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		401
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		83
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		138		148
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		273
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052 (F)		1,030		1,127
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C5, Cl A4
3.176%, 08/15/2045		209		213
Morgan Stanley Capital I Trust, Ser 2006- IQ12, Cl AJ
5.399%, 12/15/2043		53		35
Morgan Stanley Capital I Trust, Ser 2007- IQ16, Cl AJ
6.470%, 12/12/2049 (F)		85		48
Morgan Stanley Capital I Trust, Ser 2007-T27, Cl AJ
6.215%, 06/11/2042 (F)		1,350		1,386
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.164%, 11/15/2049 (F)		3,310		128

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
0.923%, VAR ICE LIBOR USD 1 Month+0.850%, 11/15/2034 (C)	$	38	$	37
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
1.473%, VAR ICE LIBOR USD 1 Month+1.400%, 05/15/2036 (C)		1,720		1,680
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		568
Morgan Stanley Capital I, Ser L6, Cl A4
2.444%, 06/15/2054		481		495
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035 (C)(F)		490		506
MSG III Securitization Trust, Ser 2021-1, Cl A
0.841%, VAR ICE LIBOR USD 1 Month+0.750%, 06/25/2054 (C)		490		490
Natixis Commercial Mortgage Securities Trust, Ser 2PAC, Cl A
2.966%, 12/15/2038 (C)		1,260		1,318
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057 (C)(F)		829		881
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (C)(F)		421		425
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
0.842%, VAR ICE LIBOR USD 1 Month+0.750%, 05/25/2055 (C)		2,027		2,030
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A3
5.957%, 03/25/2047		75		78
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059 (C)(F)		237		242
OBX Trust, Ser 2020-EXP1, Cl 2A1A
0.842%, VAR ICE LIBOR USD 1 Month+0.750%, 02/25/2060 (C)		656		657
OBX Trust, Ser 2020-EXP3, Cl 2A1A
0.992%, VAR ICE LIBOR USD 1 Month+0.900%, 01/25/2060 (C)		555		556
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054 (C)		1,570		1,626
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061 (C)(F)		810		810
PHH Alternative Mortgage Trust, Ser 2007- 3, Cl A3
0.692%, VAR ICE LIBOR USD 1 Month+0.600%, 07/25/2037		5,173		5,128
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		12		12

38 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034 (A)(G)	$	4	$	3
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035 (C)		860		787
Radnor RE, Ser 2018-1, Cl M2
2.792%, VAR ICE LIBOR USD 1 Month+2.700%, 03/25/2028 (C)		7,270		7,344
RBSCF Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032 (C)(F)		445		472
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.892%, 12/25/2034 (F)		226		224
Residential Mortgage Loan Trust, Ser 2019- 3, Cl A1
2.633%, 09/25/2059 (C)(F)		1,204		1,218
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055 (C)(F)		2,960		3,060
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058 (C)(F)		2,840		2,993
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
5.024%, 10/25/2048 (C)(F)		1,215		1,265
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043 (C)(F)		390		431
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043 (C)(F)		75		82
SG Residential Mortgage Trust, Ser 2019-3, Cl A1
2.703%, 09/25/2059 (C)(F)		84		85
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
0.576%, VAR ICE LIBOR USD 3 Month+0.390%, 01/21/2070 (C)		179		179
SLG Office Trust, Ser OVA, Cl A
2.585%, 07/15/2041 (C)		1,305		1,359
STACR Trust, Ser 2018-DNA3, Cl M2A
2.192%, VAR ICE LIBOR USD 1 Month+2.100%, 09/25/2048 (C)		670		676
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (C)(F)		645		647
Starwood Mortgage Residential Trust, Ser 2019-INV1, Cl A1
2.610%, 09/27/2049 (C)(F)		53		53
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (C)(F)		815		824

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (C)(F)	$	594	$	600
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055 (C)(F)		544		544
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
0.282%, VAR ICE LIBOR USD 1 Month+0.190%, 09/25/2047		4,041		3,860
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
2.242%, 07/25/2033 (F)		39		40
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
2.243%, 12/25/2033 (F)		15		15
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.616%, 12/10/2045 (C)(F)		670		492
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059 (C)		829		839
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (C)		1,155		1,175
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059 (C)(F)		502		510
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (C)(F)		640		652
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060 (C)(F)		1,019		1,028
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065 (C)		232		233
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (C)(F)		745		744
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066 (C)(F)		1,305		1,305
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066 (C)(F)		851		851
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (C)(F)		916		915
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064 (C)(F)		882		881
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055 (C)		606		607
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.448%, 11/15/2030 (C)(F)		987		1,012
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (C)		110		113

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 39

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.550%, 10/25/2033 (F)	$	28	$	28
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.662%, 08/25/2033 (F)		16		16
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.746%, 09/25/2033 (F)		27		28
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
17.211%, 06/25/2033 (F)		4		5
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		64		66
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.577%, 06/25/2034 (F)		16		16
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		70		75
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
1.652%, VAR ICE LIBOR USD 1 Month+1.560%, 10/25/2045		250		260
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 0.612%, VAR ICE LIBOR USD 1 Month+0.520%, 11/25/2045		4,580		4,507
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
0.816%, VAR 12 Month Treas Avg+0.700%, 02/25/2047		1,254		1,195
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
0.816%, VAR 12 Month Treas Avg+0.700%, 01/25/2047		811		718
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022 (C)(F)		261		265
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045 (F)		780		807
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.435%, 07/15/2046 (F)		20		20
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		614
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.399%, 11/15/2059 (F)		5,187		268

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
3.237%, 05/25/2035 (F)	$	1,695	$	1,528
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.451%, 06/15/2045 (C)(F)		583		3
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.319%, 05/15/2045 (C)(F)		816		14
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047 (F)		110		117
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047 (F)		300		316
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		375		391
				232,074
Total Mortgage-Backed Securities (Cost $1,377,660) ($ Thousands)				1,374,429
ASSET-BACKED SECURITIES — 6.9%
Automotive — 0.8%
Ally Auto Receivables Trust, Ser 2019-4, Cl A3
1.840%, 06/17/2024		171		173
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A
0.600%, 12/18/2023		787		788
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2
0.420%, 03/18/2024		816		816
Avis Budget Rental Car Funding AESOP, Ser 2017-1A, Cl A
3.070%, 09/20/2023 (C)		333		342
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (C)		665		696
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (C)		1,120		1,167
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (C)		2,800		2,883
Chase Auto Credit Linked Notes, Ser 2020- 1, Cl B
0.991%, 01/25/2028 (C)		581		583

40 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Auto Credit Linked Notes, Ser 2020- 2, Cl B
0.840%, 02/25/2028 (C)	$	872	$	873
Chesapeake Funding II, Ser 2018-2A, Cl A1
3.230%, 08/15/2030 (C)		343		345
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (C)		676		682
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/16/2032 (C)		2,143		2,155
Chesapeake Funding II, Ser 2020-1A, Cl B
1.240%, 08/16/2032 (C)		1,455		1,469
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (C)		1,410		1,412
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (C)		575		574
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (C)		1,010		1,008
Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.850%, 07/17/2023		49		49
Enterprise Fleet Financing, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (C)		214		216
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (C)		425		424
Exeter Automobile Receivables Trust, Ser 2020-2A, Cl A
1.130%, 08/15/2023 (C)		311		311
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl A2
0.270%, 01/16/2024		695		695
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (C)		588		634
Ford Credit Auto Owner Trust, Ser 2018-A, Cl A3
3.030%, 11/15/2022		28		28
Ford Credit Auto Owner Trust, Ser 2019-1, Cl A
3.520%, 07/15/2030 (C)		1,441		1,548
Ford Credit Auto Owner Trust, Ser 2021-1, Cl A
1.370%, 10/17/2033 (C)		1,664		1,676
GM Financial Consumer Automobile Receivables Trust, Ser 2020-1, Cl A2
1.830%, 01/17/2023		2		2
Hertz Vehicle Financing II, Ser 2016-2A, Cl B
3.940%, 03/25/2022 (C)		1,340		1,333

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (C)	$	1,602	$	1,605
Hertz Vehicle Financing, Ser 2021-1A, Cl A
1.210%, 12/26/2025 (C)		545		546
Hyundai Auto Receivables Trust, Ser 2020- B, Cl A2
0.380%, 03/15/2023		842		843
Nissan Auto Receivables Owner Trust, Ser 2021-A, Cl A3
0.330%, 10/15/2025		868		867
Santander Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.030%, 02/15/2024		386		388
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.620%, 05/15/2023		204		204
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023		445		445
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		580		581
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A2
0.420%, 09/15/2023		372		373
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3
0.480%, 07/15/2024		524		525
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl A2
0.280%, 04/15/2024		800		800
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		1,930		1,933
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A3
0.510%, 08/20/2024 (C)		496		495
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (C)		556		586
Tesla Auto Lease Trust, Ser 2021-A, Cl A3
0.560%, 03/20/2025 (C)		372		373
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (C)		251		252
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (C)		1,764		1,765
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A2
1.920%, 07/15/2022		19		19

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 41

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Receivables Owner Trust, Ser 2020-A, Cl A2
1.670%, 11/15/2022	$	47	$	47
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (C)		1,050		1,051
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (C)		1,804		1,807
				38,387
Credit Cards — 0.1%
BA Credit Card Trust, Ser 2021-A1, Cl A1
0.440%, 09/15/2026		1,078		1,075
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
0.843%, VAR ICE LIBOR USD 1 Month+0.770%, 05/14/2029		2,830		2,892
				3,967
Financials — 0.0%
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
1.595%, VAR ICE LIBOR USD 3 Month+1.400%, 04/15/2031 (C)		1,065		1,065
Mortgage Related Securities — 0.3%
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.142%, VAR ICE LIBOR USD 1 Month+1.050%, 01/25/2034		505		497
Aegis Asset-Backed Securities Trust, Ser 2005-5, Cl 2A
0.592%, VAR ICE LIBOR USD 1 Month+0.500%, 12/25/2035		104		104
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
1.067%, VAR ICE LIBOR USD 1 Month+0.975%, 12/25/2034		301		298
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
0.947%, VAR ICE LIBOR USD 1 Month+0.855%, 08/25/2034		2,599		2,581
Citigroup Mortgage Loan Trust, Ser 2006- HE2, Cl M1
0.382%, VAR ICE LIBOR USD 1 Month+0.290%, 08/25/2036		3,756		3,735
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.372%, VAR ICE LIBOR USD 1 Month+0.280%, 05/25/2037		5,500		4,913

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
0.767%, VAR ICE LIBOR USD 1 Month+0.675%, 12/25/2034	$	371	$	363
New Century Home Equity Loan Trust, Ser 2003-A, Cl A
0.812%, VAR ICE LIBOR USD 1 Month+0.720%, 10/25/2033 (C)		87		86
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1
0.532%, VAR ICE LIBOR USD 1 Month+0.440%, 01/25/2036		600		599
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002- AL1, Cl A2
3.450%, 02/25/2032		9		9
				13,185
Other Asset-Backed Securities — 5.7%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.192%, VAR ICE LIBOR USD 1 Month+1.100%, 12/27/2044 (C)		1,350		1,367
ACRES Commercial Realty, Ser 2021-FL1, Cl A
1.273%, VAR ICE LIBOR USD 1 Month+1.200%, 06/15/2036 (C)		1,760		1,761
American Tower Trust, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (C)		340		342
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
1.226%, VAR ICE LIBOR USD 3 Month+1.050%, 07/24/2029 (C)		3,350		3,349
Antares CLO, Ser 2020-1A, Cl A1
2.073%, VAR ICE LIBOR USD 3 Month+1.900%, 10/23/2031 (C)		1,400		1,407
Apidos CLO XXI, Ser 2018-21A, Cl A1R
1.120%, VAR ICE LIBOR USD 3 Month+0.930%, 07/18/2027 (C)		414		414
Applebee’s Funding, Ser 2019-1A, Cl A2I
4.194%, 06/07/2049 (C)		1,856		1,902
Balboa Bay Loan Funding, Ser 2020-1A, Cl A
1.538%, VAR ICE LIBOR USD 3 Month+1.350%, 01/20/2032 (C)		1,405		1,410
Barings CLO, Ser 2017-IA, Cl AR
0.988%, VAR ICE LIBOR USD 3 Month+0.800%, 01/20/2028 (C)		1,048		1,049
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.347%, VAR ICE LIBOR USD 3 Month+1.200%, 02/25/2035		3,050		3,090

42 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.176%, VAR ICE LIBOR USD 3 Month+1.000%, 10/27/2036	$	2,150	$	2,175
BVRT CMO
1.610%, 02/10/2022		501		501
BVRT Financing Trust
0.000%, 01/10/2033 (G)		786		786
BVRT Financing Trust, Ser 2020, Cl A71
1.900%, 07/10/2032		41		41
CARLYLE US CLO, Ser 2021-1A, Cl A1
1.331%, VAR ICE LIBOR USD 3 Month+1.140%, 04/15/2034 (C)		1,150		1,150
Cedar Funding XI Clo, Ser 2021-11A, Cl B2R
1.935%, VAR ICE LIBOR USD 3 Month+1.600%, 05/29/2032 (C)		1,690		1,692
Chase Funding Mortgage Loan Asset- Backed Certificates, Ser 2003-6, Cl 1A5
4.963%, 11/25/2034		33		35
CIT Education Loan Trust, Ser 2007-1, Cl A
0.237%, VAR ICE LIBOR USD 3 Month+0.090%, 03/25/2042 (C)		1,090		1,068
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.118%, 03/25/2037		1,389		1,425
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.118%, 03/25/2037		1,430		1,509
College Ave Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (C)		852		850
College Avenue Student Loans, Ser 2017-A, Cl A1
1.742%, VAR ICE LIBOR USD 1 Month+1.650%, 11/26/2046 (C)		501		511
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (C)		313		329
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (C)		558		576
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (C)		475		474
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.592%, VAR ICE LIBOR USD 1 Month+0.500%, 10/25/2034		372		363
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.632%, VAR ICE LIBOR USD 1 Month+0.540%, 12/25/2034		254		248

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
0.892%, VAR ICE LIBOR USD 1 Month+0.800%, 10/25/2047	$	1,566	$	1,556
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.213%, VAR ICE LIBOR USD 1 Month+0.140%, 07/15/2036		297		276
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,303		1,244
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (C)		1,506		1,596
Dryden 77 CLO, Ser 2021-77A, Cl BR
1.784%, VAR ICE LIBOR USD 3 Month+1.650%, 05/20/2034 (C)		1,475		1,474
Dryden XXVI Senior Loan Fund, Ser 2018- 26A, Cl AR
1.084%, VAR ICE LIBOR USD 3 Month+0.900%, 04/15/2029 (C)		1,150		1,150
Educational Funding of the South, Ser 2011- 1, Cl A2
0.826%, VAR ICE LIBOR USD 3 Month+0.650%, 04/25/2035		1,021		1,029
Educational Funding, Ser 2006-1A, Cl A3
0.526%, VAR ICE LIBOR USD 3 Month+0.350%, 04/25/2033 (C)		2,013		1,675
Elmwood CLO II, Ser 2021-2A, Cl AR
1.338%, VAR ICE LIBOR USD 3 Month+1.150%, 04/20/2034 (C)		1,800		1,800
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.092%, VAR ICE LIBOR USD 1 Month+1.000%, 08/25/2034		374		379
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2028 (C)		1,005		1,005
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		217
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		2,138
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.058%, VAR ICE LIBOR USD 3 Month+0.970%, 10/15/2030 (C)		1,700		1,700
Galaxy XXIX CLO, Ser 2018-29A, Cl A
0.946%, VAR ICE LIBOR USD 3 Month+0.790%, 11/15/2026 (C)		1,285		1,284
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (C)		521		528
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
1.287%, VAR ICE LIBOR USD 3 Month+1.110%, 10/29/2029 (C)		3,000		3,003

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 43

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Golub Capital BDC 3 CLO 1, Ser 2021-1A, Cl A
1.711%, VAR ICE LIBOR USD 3 Month+1.600%, 04/15/2033 (C)	$	900	$	900
GSAMP Trust, Ser 2003-SEA, Cl A1
0.892%, VAR ICE LIBOR USD 1 Month+0.800%, 02/25/2033		538		515
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.592%, VAR ICE LIBOR USD 1 Month+0.500%, 05/25/2046		3,300		3,194
GSAMP Trust, Ser 2006-NC1, Cl A3
0.672%, VAR ICE LIBOR USD 1 Month+0.580%, 02/25/2036		811		810
Higher Education Funding, Ser 2014-1, Cl A
1.197%, VAR ICE LIBOR USD 3 Month+1.050%, 05/25/2034 (C)		1,216		1,222
Hildene Community Funding CDO, Ser 2020-1A, Cl AR
3.250%, 11/01/2035 (C)		1,240		1,228
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (C)		673		698
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (C)		1,624		1,688
HSI Asset Securitization Trust, Ser 2006-OPT3, Cl 3A3
0.272%, VAR ICE LIBOR USD 1 Month+0.180%, 02/25/2036		74		74
Invitation Homes Trust, Ser 2018-SFR2, Cl A
0.973%, VAR ICE LIBOR USD 1 Month+0.900%, 06/17/2037 (C)		3,270		3,278
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (C)		816		914
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (C)		1,129		1,248
Laurel Road Prime Student Loan Trust, Ser 2020-A, Cl A1FX
0.720%, 11/25/2050 (C)		39		39
LCM 32, Ser 2021-32A, Cl B
1.810%, VAR ICE LIBOR USD 3 Month+1.700%, 07/20/2034 (C)		1,450		1,449
LCM XIII, Ser 2019-13A, Cl ARR
1.330%, VAR ICE LIBOR USD 3 Month+1.140%, 07/19/2027 (C)		1,400		1,400
LCM XXI, Ser 2018-21A, Cl AR
1.068%, VAR ICE LIBOR USD 3 Month+0.880%, 04/20/2028 (C)		822		821
LCM XXIV, Ser 2021-24A, Cl AR
1.168%, VAR ICE LIBOR USD 3 Month+0.980%, 03/20/2030 (C)		950		950
LoanCore Issuer, Ser 2019-CRE2, Cl A
1.203%, VAR ICE LIBOR USD 1 Month+1.130%, 05/15/2036 (C)		3,500		3,499

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Magnetite VII, Ser 2018-7A, Cl A1R2
0.984%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (C)	$	993	$	994
Magnetite XXVIII, Ser 2020-28A, Cl A
1.446%, VAR ICE LIBOR USD 3 Month+1.270%, 10/25/2031 (C)		1,800		1,801
MF, Ser 2020-FL4, Cl A
1.825%, VAR ICE LIBOR USD 1 Month+1.700%, 11/15/2035 (C)		980		988
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,557		1,639
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.546%, 02/26/2029 (C)(F)		930		928
MVW, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (C)		945		944
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (C)		470		469
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
1.673%, VAR ICE LIBOR USD 1 Month+1.600%, 10/15/2031 (C)		457		465
Navient Private Education Loan Trust,
Ser 2016-AA, Cl A2B
2.223%, VAR ICE LIBOR USD 1 Month+2.150%, 12/15/2045 (C)		372		383
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (C)		440		459
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (C)		2,667		2,662
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (C)		183		186
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (C)		127		129
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (C)		1,242		1,307
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (C)		1,271		1,303
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (C)		1,817		1,857
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (C)		1,611		1,678
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (C)		3,206		3,268

44 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (C)	$	601	$	613
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2A
2.460%, 11/15/2068 (C)		1,271		1,313
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (C)		728		739
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (C)		779		786
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (C)		1,183		1,190
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (C)		2,336		2,346
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (C)		1,456		1,466
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (C)		182		182
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (C)		2,580		2,579
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (C)		3,809		3,817
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.602%, VAR ICE LIBOR USD 1 Month+0.510%, 06/25/2031		2,721		2,708
Navient Student Loan Trust, Ser 2014-3, Cl		A
0.712%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		2,303		2,275
Navient Student Loan Trust, Ser 2014-4, Cl		A
0.712%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		1,573		1,574
Navient Student Loan Trust, Ser 2016-2A, Cl A3
1.592%, VAR ICE LIBOR USD 1 Month+1.500%, 06/25/2065 (C)		1,270		1,317
Navient Student Loan Trust, Ser 2017-1A, Cl A3
1.242%, VAR ICE LIBOR USD 1 Month+1.150%, 07/26/2066 (C)		1,000		1,025
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.142%, VAR ICE LIBOR USD 1 Month+1.050%, 07/26/2066 (C)		2,900		2,953

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (C)	$	1,296	$	1,354
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (C)		554		545
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.356%, VAR ICE LIBOR USD 3 Month+0.180%, 10/27/2036		562		554
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
0.336%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2037		946		935
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.286%, VAR ICE LIBOR USD 3 Month+0.110%, 10/25/2033		3,237		3,188
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.235%, VAR ICE LIBOR USD 3 Month+0.100%, 03/23/2037		2,817		2,772
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
0.255%, VAR ICE LIBOR USD 3 Month+0.120%, 12/24/2035		2,783		2,740
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
0.315%, VAR ICE LIBOR USD 3 Month+0.180%, 03/22/2032		440		426
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
0.497%, VAR ICE LIBOR USD 3 Month+0.350%, 03/25/2026 (C)		44		44
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
0.942%, VAR ICE LIBOR USD 1 Month+0.850%, 07/27/2037 (C)		950		956
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.042%, VAR ICE LIBOR USD 1 Month+0.950%, 11/25/2048 (C)		2,155		2,195
Neuberger Berman Loan Advisers CLO 40, Ser 2021-40A, Cl A
1.248%, VAR ICE LIBOR USD 3 Month+1.060%, 04/16/2033 (C)		1,825		1,824
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (C)		1,109		1,125
Octagon Investment Partners 50, Ser 2020- 4A, Cl A1
1.484%, VAR ICE LIBOR USD 3 Month+1.300%, 10/15/2033 (C)		1,725		1,728

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 45

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Octagon Investment Partners XIV, Ser 2021- 1A, Cl AARR
1.134%, VAR ICE LIBOR USD 3 Month+0.950%, 07/15/2029 (C)	$	3,200	$	3,194
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (C)		736		761
Origen Manufactured Housing, Ser 2006-A, Cl A2
2.238%, 10/15/2037 (F)		866		839
Parliament Funding II ltd, Ser 2020-1A, Cl A
2.638%, VAR ICE LIBOR USD 3 Month+2.450%, 08/12/2030 (C)		825		827
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.404%, 08/25/2035 (C)(F)		1,248		1,245
PFS Financing, Ser 2018-F, Cl A
3.520%, 10/15/2023 (C)		700		707
Progress Residential Trust, Ser 2019-SFR2, Cl A
3.147%, 05/17/2036 (C)		99		101
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (C)		1,064		1,084
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (C)		880		901
RAMP Trust, Ser 2006-RZ3, Cl M1
0.442%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		5,655		5,589
Rockford Tower CLO, Ser 2019-2A, Cl A
1.485%, VAR ICE LIBOR USD 3 Month+1.330%, 08/20/2032 (C)		3,150		3,153
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		1,149		1,242
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		694		743
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
0.449%, VAR ICE LIBOR USD 3 Month+0.330%, 03/15/2024		380		380
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
0.429%, VAR ICE LIBOR USD 3 Month+0.310%, 12/15/2038		1,328		1,300
SLM Student Loan Trust, Ser 2003-1, Cl A5C
0.869%, VAR ICE LIBOR USD 3 Month+0.750%, 12/15/2032 (C)		656		639

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
1.319%, VAR ICE LIBOR USD 3 Month+1.200%, 12/15/2033 (C)	$	2,115	$	2,116
SLM Student Loan Trust, Ser 2005-4, Cl A4
0.346%, VAR ICE LIBOR USD 3 Month+0.170%, 07/25/2040		3,000		2,899
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.336%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2041		2,440		2,389
SLM Student Loan Trust, Ser 2007-2, Cl A4
0.236%, VAR ICE LIBOR USD 3 Month+0.060%, 07/25/2022		2,849		2,774
SLM Student Loan Trust, Ser 2007-3, Cl A4
0.236%, VAR ICE LIBOR USD 3 Month+0.060%, 01/25/2022		748		728
SLM Student Loan Trust, Ser 2007-7, Cl B
0.926%, VAR ICE LIBOR USD 3 Month+0.750%, 10/27/2070		1,050		951
SLM Student Loan Trust, Ser 2008-2, Cl A3
0.926%, VAR ICE LIBOR USD 3 Month+0.750%, 04/25/2023		786		776
SLM Student Loan Trust, Ser 2008-2, Cl B
1.376%, VAR ICE LIBOR USD 3 Month+1.200%, 01/25/2083		685		612
SLM Student Loan Trust, Ser 2008-3, Cl B
1.376%, VAR ICE LIBOR USD 3 Month+1.200%, 04/26/2083		685		638
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.826%, VAR ICE LIBOR USD 3 Month+1.650%, 07/25/2022		612		618
SLM Student Loan Trust, Ser 2008-4, Cl B
2.026%, VAR ICE LIBOR USD 3 Month+1.850%, 04/25/2073		685		677
SLM Student Loan Trust, Ser 2008-5, Cl A4
1.876%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023		105		105
SLM Student Loan Trust, Ser 2008-5, Cl B
2.026%, VAR ICE LIBOR USD 3 Month+1.850%, 07/25/2073		685		676
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.276%, VAR ICE LIBOR USD 3 Month+1.100%, 07/25/2023		3,076		3,084
SLM Student Loan Trust, Ser 2008-6, Cl B
2.026%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		672
SLM Student Loan Trust, Ser 2008-7, Cl B
2.026%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		681
SLM Student Loan Trust, Ser 2008-8, Cl B
2.426%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2075		685		694

46 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-9, Cl A
1.676%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023	$	1,295	$	1,306
SLM Student Loan Trust, Ser 2008-9, Cl B
2.426%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2083		685		690
SLM Student Loan Trust, Ser 2009-3, Cl A
0.842%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2045 (C)		540		547
SLM Student Loan Trust, Ser 2010-1, Cl A
0.492%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2025		350		344
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.042%, VAR ICE LIBOR USD 1 Month+0.950%, 09/25/2028		1,795		1,775
SLM Student Loan Trust, Ser 2012-2, Cl A
0.792%, VAR ICE LIBOR USD 1 Month+0.700%, 01/25/2029		1,538		1,511
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.842%, VAR ICE LIBOR USD 1 Month+0.750%, 05/26/2026		331		328
SLM Student Loan Trust, Ser 2021-10A, Cl A4
0.789%, VAR ICE LIBOR USD 3 Month+0.670%, 12/17/2068 (C)		2,657		2,654
SMB Private Education Loan Trust, Ser 2016-A, Cl A2A
2.700%, 05/15/2031 (C)		860		881
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (C)		431		442
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
1.523%, VAR ICE LIBOR USD 1 Month+1.450%, 02/17/2032 (C)		373		378
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
1.201%, VAR ICE LIBOR USD 1 Month+1.100%, 09/15/2034 (C)		401		404
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (C)		525		553
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (C)		2,069		2,169
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (C)		1,605		1,610
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (C)		1,669		1,685
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (C)		4,353		4,386

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (C)	$	3,990	$	3,930
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (C)		2,758		2,747
SMB Private Education Loan Trust, Ser 2021-C, Cl A1
0.490%, VAR ICE LIBOR USD 1 Month+0.400%, 01/15/2053 (C)		827		827
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
0.890%, VAR ICE LIBOR USD 1 Month+0.800%, 01/15/2053 (C)		1,274		1,274
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (C)		401		403
SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX
2.540%, 05/15/2046 (C)		1,293		1,336
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (C)		619		628
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (C)		1,214		1,213
SoFi Professional Loan Program, Ser 2016- D, Cl A1
1.042%, VAR ICE LIBOR USD 1 Month+0.950%, 01/25/2039 (C)		45		46
SoFi Professional Loan Program, Ser 2016- E, Cl A1
0.942%, VAR ICE LIBOR USD 1 Month+0.850%, 07/25/2039 (C)		65		65
SoFi Professional Loan Program, Ser 2017- A, Cl A1
0.792%, VAR ICE LIBOR USD 1 Month+0.700%, 03/26/2040 (C)		55		55
SoFi Professional Loan Program, Ser 2017- E, Cl A1
0.592%, VAR ICE LIBOR USD 1 Month+0.500%, 11/26/2040 (C)		32		32
SoFi Professional Loan Program, Ser 2018- A, Cl A2B
2.950%, 02/25/2042 (C)		342		349
South Carolina Student Loan, Ser 2015-A, Cl A
1.592%, VAR ICE LIBOR USD 1 Month+1.500%, 01/25/2036		1,383		1,395
Stack Infrastructure Issuer, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (C)		1,355		1,361

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 47

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
0.642%, VAR ICE LIBOR USD 1 Month+0.550%, 09/25/2034	$	444	$	435
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
0.302%, VAR ICE LIBOR USD 1 Month+0.210%, 02/25/2037		3,799		3,631
STWD, Ser 2019-FL1, Cl A
1.205%, VAR ICE LIBOR USD 1 Month+1.080%, 07/15/2038 (C)		445		445
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (C)		730		737
Symphony CLO XIX, Ser 2018-19A, Cl A
1.144%, VAR ICE LIBOR USD 3 Month+0.960%, 04/16/2031 (C)		1,700		1,697
Symphony CLO XXVI, Ser 2021-26A, Cl AR
1.189%, VAR ICE LIBOR USD 3 Month+1.080%, 04/20/2033 (C)		1,140		1,140
TCI-Flatiron CLO, Ser 2021-1A, Cl AR2
1.340%, VAR ICE LIBOR USD 3 Month+1.150%, 01/17/2032 (C)		1,500		1,500
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (C)(F)		28		28
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (C)(F)		1,175		1,208
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.692%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (C)		711		711
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057 (C)(F)		1,050		1,106
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (C)(F)		1,208		1,249
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.092%, VAR ICE LIBOR USD 1 Month+1.000%, 05/25/2058 (C)		988		995
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (C)(F)		2,154		2,192
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (C)(F)		1,576		1,620
TPG Real Estate Finance Issuer, Ser 2018- FL2, Cl A
1.212%, VAR ICE LIBOR USD 1 Month+1.130%, 11/15/2037 (C)		3,712		3,712

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Trinity Rail Leasing, Ser 2020-2A, Cl A2
2.560%, 11/19/2050 (C)	$	955	$	979
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (C)		391		393
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		205		222
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		373		401
Venture XXV Clo, Ser 2021-25A, Cl BR
1.888%, VAR ICE LIBOR USD 3 Month+1.700%, 04/20/2029 (C)		925		924
Venture XXVI CLO, Ser 2021-26A, Cl BR
1.888%, VAR ICE LIBOR USD 3 Month+1.700%, 01/20/2029 (C)		500		500
Verizon Master Trust, Ser 2021-1, Cl A
0.500%, 05/20/2027		1,602		1,598
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
0.382%, VAR ICE LIBOR USD 1 Month+0.290%, 07/25/2036		6,442		6,267
Zais CLO, Ser 2020-16A, Cl A2
2.488%, VAR ICE LIBOR USD 3 Month+2.300%, 10/20/2031 (C)		1,525		1,526
				260,869
Total Asset-Backed Securities (Cost $312,458) $( Thousands)				317,473
SOVEREIGN DEBT — 2.6%
Abu Dhabi Government International Bond
3.875%, 04/16/2050 (C)		2,170		2,498
2.500%, 10/11/2022 (C)		1,010		1,038
Argentine Republic Government International Bond
0.125%, 1.125%, 07/09/2021,
07/09/2035 (E)		2,557		809
1.000%, 07/09/2029		203		77
0.125%, 2.500%, 07/09/2021,
07/09/2041 (E)		1,460		521
0.125%, 0.500%, 07/09/2021,
07/09/2030 (E)		1,216		436
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023	BRL	3,994		827
10.000%, 01/01/2025		20,585		4,329
10.000%, 01/01/2027		2,571		543
Brazilian Government International Bond
5.625%, 01/07/2041	$	1,120		1,217
5.000%, 01/27/2045		3,400		3,436

48 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
4.625%, 01/13/2028 (B)	$	2,890	$	3,122
2.625%, 01/05/2023		200		206
Chile Government International Bond
3.100%, 05/07/2041		568		568
2.450%, 01/31/2031		223		227
China Government Bond
3.390%, 05/21/2025	CNY	2,000		319
3.310%, 11/30/2025		11,500		1,832
Colombia Government International Bond
5.625%, 02/26/2044	$	660		747
5.000%, 06/15/2045		830		882
4.125%, 02/22/2042		680		662
3.875%, 02/15/2061		1,000		895
3.250%, 04/22/2032		1,213		1,188
Egypt Government International Bond
5.577%, 02/21/2023 (C)		410		430
Export-Import Bank of India
3.375%, 08/05/2026 (C)		350		373
Indonesia Government International Bond
5.875%, 01/15/2024 (C)		840		948
5.250%, 01/08/2047 (C)		400		508
5.125%, 01/15/2045 (C)		400		495
4.350%, 01/11/2048		460		522
3.850%, 07/18/2027 (C)		800		891
3.750%, 04/25/2022 (C)		740		759
3.700%, 10/30/2049		1,550		1,625
3.500%, 01/11/2028		400		436
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	100,717,000		6,889
Israel Government International Bond
3.375%, 01/15/2050	$	280		299
2.750%, 07/03/2030		470		502
Italy Buoni Poliennali Del Tesoro
2.300%, 10/15/2021	EUR	12,390		14,812
Japan Bank for International Cooperation
1.750%, 10/17/2024	$	950		982
Kenya Government International Bond
7.250%, 02/28/2028 (C)		200		221
6.875%, 06/24/2024		200		220
6.300%, 01/23/2034 (C)		960		957
Kuwait International Government Bond
3.500%, 03/20/2027 (C)		930		1,037
Mexico Government International Bond
6.050%, 01/11/2040		1,210		1,517
4.750%, 03/08/2044		10,410		11,489
4.500%, 04/22/2029		1,545		1,746
4.350%, 01/15/2047		200		209
4.280%, 08/14/2041		1,349		1,416
3.771%, 05/24/2061		213		198
3.750%, 01/11/2028		390		425
2.659%, 05/24/2031		4,870		4,757

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Nigeria Government International Bond
7.143%, 02/23/2030 (C)	$	240	$	253
6.500%, 11/28/2027 (C)		220		233
Panama Government International Bond
4.500%, 04/01/2056		540		611
2.252%, 09/29/2032		620		594
Paraguay Government International Bond
5.400%, 03/30/2050 (C)		664		774
2.739%, 01/29/2033 (C)		477		464
Peruvian Government International Bond
5.625%, 11/18/2050		600		825
3.300%, 03/11/2041		900		908
2.783%, 01/23/2031		2,220		2,262
2.392%, 01/23/2026		675		696
Province of Quebec Canada
2.625%, 02/13/2023		620		643
Provincia de Buenos Aires
9.125%, 03/16/2024 (C)(H)		230		102
7.875%, 06/15/2027 (C)(H)		250		112
6.500%, 02/15/2023 (C)(H)		300		131
Qatar Government International Bond
4.817%, 03/14/2049 (C)		1,640		2,109
4.000%, 03/14/2029 (C)		880		1,013
3.875%, 04/23/2023		430		456
3.250%, 06/02/2026		200		219
Republic of Italy Government International Bond
3.875%, 05/06/2051		750		806
Republic of Poland Government International Bond
5.000%, 03/23/2022		100		104
4.000%, 01/22/2024		1,327		1,444
Russian Federal Bond-OFZ
8.150%, 02/03/2027	RUB	315,940		4,571
7.700%, 03/16/2039		162,070		2,347
7.650%, 04/10/2030		63,630		906
7.250%, 05/10/2034		24,200		336
7.000%, 01/25/2023		34,160		470
7.000%, 08/16/2023		231,430		3,186
6.900%, 05/23/2029		452,100		6,165
Russian Foreign Bond-Eurobond
7.500%, 03/31/2030	$	404		465
5.625%, 04/04/2042		2,000		2,568
4.875%, 09/16/2023		200		217
Saudi Government International Bond MTN
2.875%, 03/04/2023 (C)		360		373
Total Sovereign Debt
(Cost $115,172) $( Thousands)				117,405

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 49

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS — 1.5%
Aecom Technology
1.843%, 04/13/2028	$	140	$	140
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 05/12/2028		1,261		1,264
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 07/31/2024		567		559
AMWINS Group Inc.
3.000%, 02/19/2028		449		446
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.604%, VAR LIBOR+2.500%, 10/01/2026		892		890
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
1.843%, 01/15/2027		134		132
1.843%, VAR LIBOR+1.750%, 03/11/2025		274		270
AsplundhTree Expert, LLC
1.854%, 09/07/2027		418		417
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 11/03/2024		568		562
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 12/23/2026		332		328
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 07/31/2027		380		376
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.410%, VAR LIBOR+4.250%, 02/11/2026		1,715		1,718
Atlantic Aviation FBO, Term Loan B, 1st Lien
3.850%, 12/06/2025		156		156
Avolon TLB Borro
3.250%, 12/01/2027		279		279
B.C. ULC
1.854%, VAR LIBOR+1.750%, 11/19/2026		1,454		1,433
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 06/02/2025		721		718
Bausch Health Companies Inc., Term Loan, 1st Lien
2.854%, 11/27/2025		394		391
Berry Global, Inc.
1.827%, 07/01/2026		669		664

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
BJ’s Wholesale Club, Term Loan B, 1st Lien
2.073%, VAR LIBOR+2.000%, 02/03/2024	$	109	$	109
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
2.625%, 08/15/2025		156		155
Brookfeild WEC Holdings
3.250%, 08/01/2025 (F)		229		226
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 12/23/2024		934		926
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.604%, VAR LIBOR+4.500%, 07/21/2025		617		618
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR ICE LIBOR USD 1 Month+2.500%, 03/01/2024		1,377		1,376
Charter Communications Operating Llc Lien1
1.850%, 04/30/2025		1,057		1,055
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
1.860%, VAR LIBOR+1.750%, 02/01/2027		159		158
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.604%, VAR LIBOR+2.500%, 02/02/2028		691		684
CityCenter Holdings, LLC , Term B Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/18/2024		713		707
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR+3.250%, 04/30/2026		1,043		1,033
CSC Holdings LLC, Term Loan B, 1st Lien
2.323%, 01/15/2026 (I)		200		197
CSC Holdings, LLC
2.573%, VAR LIBOR+2.500%, 04/15/2027		217		215
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.093%, VAR LIBOR+4.000%, 10/16/2026		1,348		1,348
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		973		976
Dell International, LLC
2.000%, 09/19/2025		560		559

50 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/01/2027	$	250	$	251
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (F)		169		163
Energizer Holdings
2.750%, 12/22/2027		209		209
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.595%, VAR LIBOR+2.500%, 11/18/2024		25		25
EyeCare Partners, LLC, Term Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 02/18/2027		307		304
First Eagle Holdings, Term Loan
2.647%, 02/01/2027		257		253
Fleetcor Technologies Operating Company
1.843%, 04/28/2028		450		449
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.093%, VAR LIBOR+2.000%, 07/03/2024		600		593
Formula One Management Limited, Facility B3 (USD), 1st Lien
3.500%, VAR LIBOR+2.500%, 02/01/2024		50		50
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.093%, 11/30/2023		599		597
Froneri International Limited, Facility B2, 1st Lien
2.343%, VAR LIBOR+2.250%, 01/29/2027		437		429
Gainwell Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027		1,360		1,363
Garda World Security Corp
4.350%, VAR LIBOR+4.250%, 10/30/2026		268		269
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.147%, VAR LIBOR+2.000%, 12/30/2026		1,389		1,379
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025 (F)		57		57
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 10/02/2025		722		725

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Go Daddy Operating Company LLC, Term Loan B, 1st Lien
1.854%, 02/15/2024 (F)	$	242	$	241
1.843%, 02/15/2024 (F)		76		75
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 10/04/2023		141		140
Great Outdoors Group, LLC, Term B-1 Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 03/06/2028		309		310
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.088%, VAR LIBOR+2.000%, 11/15/2027		1,364		1,350
Harbor Freight Tools USA, Inc., Initial Term Loan (2020), 1st Lien
3.750%, VAR LIBOR+3.000%, 10/19/2027		796		796
HCA Inc., Tranche B-12, Term Loan
1.843%, 03/13/2025		240		240
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.842%, VAR LIBOR+1.750%, 06/22/2026		1,348		1,336
Horizon Therapeudics
2.500%, 03/15/2028		1,040		1,033
Hudson River Trading LLC, Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/20/2028		450		448
Icon Public Limited Company, Lux Term Loan, 1st Lien
3.000%, 06/16/2028 (I)		865		866
Icon Public Limited Company, U.S. Term Loan, 1st Lien
3.000%, 06/16/2028 (I)		215		216
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 05/01/2026		892		884
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 01/29/2026		490		488
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 01/26/2028		529		526

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 51

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 05/05/2028	$	1,160	$	1,163
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.854%, VAR LIBOR+1.750%, 03/01/2027		1,162		1,143
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+5.000%, 05/03/2028 (I)		1,520		1,519
Michaels Companies, Inc. The, Term B Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/15/2028		470		472
Micro Focus, MA FinanceCo
2.843%, 06/21/2024 (F)		11		11
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 06/07/2023		640		638
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.592%, 09/18/2026		1,454		1,449
Numericable U.S. LLC, Term Loan B, 1st Lien
3.871%, 01/31/2026		214		212
Option Care Health, Inc., Term B Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 08/06/2026		533		533
Pactiv Evergreen Inc., Tranche B-1 U.S. Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 02/05/2023		310		309
Parexel International Corporation, Initial Term Loan, 1st Lien
2.854%, VAR LIBOR+2.750%, 09/27/2024		610		606
PCI Gaming Authority, Term B Facility Loan
2.593%, 05/29/2026		453		451
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		1,170		1,172
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/03/2028		650		648
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.341%, VAR LIBOR+3.250%, 03/05/2026		1,305		1,294

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
PPD Inc.
2.750%, 01/13/2028	$	1,160	$	1,158
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 09/23/2026		970		969
Quikrete Holding, Term Loan B1, 1st Lien
0.000%, 06/09/2028 (I)		460		456
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 02/15/2028		645		641
Realpage Inc.
3.750%, 04/24/2028		1,050		1,046
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 11/16/2025		1,128		1,125
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.854%, VAR LIBOR+1.750%, 02/04/2027		1,212		1,202
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.854%, VAR LIBOR+2.750%, 08/14/2024		1,430		1,420
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
2.843%, VAR LIBOR+2.500%, 06/21/2024		77		76
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (F)		1,380		1,374
Station Casinos LLC, Term B-1 Facility Term Loan, 1st Lien
2.500%, 02/08/2027		680		672
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.604%, VAR LIBOR+3.500%, 12/17/2026		683		679
Trans Union LLC, 2019 Replacement Term B-5 Loan, 1st Lien
1.854%, 11/16/2026		618		614
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
2.354%, 12/09/2025		60		59
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/31/2028		820		819
UFC Holdings, Term Loan, 1st Lien
3.750%, 04/29/2026		983		982

52 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 46864	$	830	$	840
Univision Communications Inc., 2020 Replacement First-Lien Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 03/15/2026		1,045		1,046
US Foods, Inc. (aka U.S. Foodservice, Inc.), Initial Term Loan, 1st Lien
1.843%, 06/27/2023 (F)		303		300
US Foods, Inc., Term Loan
2.093%, 09/13/2026 (F)		87		86
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.093%, VAR LIBOR+4.000%, 08/27/2025		738		739
VFH Parent LLC, Initial Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/01/2026		117		117
VICI Properties 1 LLC, Term B Loan, 1st Lien
1.841%, VAR LIBOR+1.750%, 12/20/2024		1,065		1,055
Virgin Media Bristol LLC, N Facility, 1st Lien
2.573%, VAR LIBOR+2.500%, 01/31/2028		1,377		1,364
Western Digital Corporation, Term Loan B-4
1.843%, VAR LIBOR+1.750%, 04/29/2023		187		187
Whatabrands LLC, 2020 Refinancing Term Loan, 1st Lien
2.832%, VAR LIBOR+2.750%, 07/31/2026		10		10
XPO Logistics, Inc., Term Loan B, 1st Lien
1.859%, 02/24/2025 (F)		550		547
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/09/2027		630		623
Zebra Buyer LLC
0.000%, 04/21/2028 (I)		570		571
Total Loan Participations (Cost $69,684) $( Thousands)				69,547

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS — 0.3%
California — 0.1%
University of California, Ser N, RB Callable 11/15/2059 @ 100
3.256%, 05/15/2060	$	2,435	$	2,587
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,053		1,557
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,133
New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		260		351
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		662
New York City, Ser D, GO
1.823%, 08/01/2030		610		606
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser B-3, RB Callable 08/01/2030 @ 100
2.000%, 08/01/2035		1,000		956
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser D-3, RB Callable 11/01/2030 @ 100
2.400%, 11/01/2032		610		625
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		275		368
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		1,035
				4,603
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		614
Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		1,044

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 53

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
University of Texas, Ser B, RB Callable 02/15/2049 @ 100
2.439%, 08/15/2049	$	295	$	283
				1,327
Virginia — 0.0%
University of Virginia, RB Callable 03/01/2050 @ 100
2.256%, 09/01/2050		480		453
Total Municipal Bonds (Cost $10,747) ($ Thousands)				12,274
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2%
FHLB DN
0.045%, 10/15/2021 (A)		140		140
FNMA
0.500%, 06/17/2025		4,215		4,189
Resolution Funding Interest
1.319%, 01/15/2030 (A)		905		788
Resolution Funding Principal
1.304%, 04/15/2030 (A)		1,165		1,008
Tennessee Valley Authority
0.750%, 05/15/2025		1,055		1,061
Total U.S. Government Agency Obligations (Cost $7,246) ($ Thousands)				7,186
	Shares
AFFILIATED PARTNERSHIP — 1.7%
SEI Liquidity Fund, L.P.
0.030% **†(J)		76,264,178		76,288
Total Affiliated Partnership (Cost $76,268) ($ Thousands)				76,288
CASH EQUIVALENT — 4.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		185,278,140		185,278
Total Cash Equivalent (Cost $185,278) ($ Thousands)				185,278
Total Investments in Securities — 111.1% (Cost $4,997,202) ($ Thousands)			$	5,084,973

Description	Contracts			Market Value   ($ Thousands)
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (K) (Cost $1,975) ($ Thousands)		68,539,478		$	1,012
PURCHASED SWAPTION* — 0.0%
Total Purchased Swaption (L) (Cost $154) ($ Thousands)		5,220,000		$	169
WRITTEN OPTIONS* — (0.0)%
Total Written Options (K) (Premiums Received $1,439) ($ Thousands)		(3,684	)	$	(1,119	)

54 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

A list of the exchange traded option contracts held by the Fund at June 30, 2021, is as follows:

Description	Number of Contracts			Notional Amount (Thousands) ††		Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
March 2022, IMM Eurodollar Future Option*		850		$	82	$	99.63		3/19/2022	$	48
August 2021, U.S. 10 Year Future Option*		552			142		131.00		7/17/2021		60
July 2021, U.S. 10 Year Future Option*		717			43		131.75		7/17/2021		45
August 2021, U.S. 5 Year Future Option*		268			67		123.00		7/17/2021		34
August 2021, U.S. Bond Future Option*		444			251		157.00		7/17/2021		97
July 2021, U.S. Long Bond Future Option*		366			105		158.00		7/17/2021		11
USD Put/EUR*		5,820,000			69		1.21		7/17/2021		131
USD Put/EUR*		11,584,202			141		1.19		7/17/2021		33
USD Put/EUR*		15,630,000			193		1.22		8/21/2021		13
USD Put/EUR*		11,990,000			88		1.23		8/21/2021		4
USD Put/EUR*		3,930,000			37		8.14		8/21/2021		2
USD Put/JPY*		11,500,000			69		107.45		7/17/2021		–
USD Put/NOK*		3,930,000			34		8.21		8/21/2021		5
USD Put/NOK*		4,150,000			40		8.13		8/21/2021		2
					1,361						485
Call Options
August 2021, U.S. 10 Year Future Option*		552			187		133.00		7/17/2021		172
July 2021, U.S. 10 Year Future Option*		717			86		133.00		7/17/2021		56
August 2021, U.S. Bond Future Option*		444			240		163.00		7/17/2021		236
July 2021, U.S. Long Bond Future Option*		366			101		162.00		7/17/2021		63
					614						527
Total Purchased Options				$	1,975					$	1,012
WRITTEN OPTIONS — (0.0)%
Put Options
March 2022, IMM Eurodollar Future Option*		(716	)		(36)		99.38		03/19/22		(18)
August 2021, U.S. 10 Year Future Option*		(295	)		(36)		129.00		07/17/21		(5)
September 2021, U.S. 10 Year Future Option*		(276	)		(154)		131.00		08/21/21		(99)
July 2021, U.S. 10 Year Future Option*		(239	)		(86)		132.25		07/17/21		(37)
September 2021, U.S. 5 Year Future Option*		(536	)		(39)		121.75		08/21/21		(38)
September 2021, U.S. Bond Future Option*		(222	)		(280)		157.00		08/21/21		(174)
July 2021, U.S. Long Bond Future Option*		(122	)		(129)		160.00		07/17/21		(32)
					(760)						(403)
Call Options
August 2021, U.S. 10 Year Future Option*		(148	)		(13)		134.50		07/17/21		(7)
September 2021, U.S. 10 Year Future Option*		(276	)		(176)		133.00		08/21/21		(181)
September 2021, U.S. 10 Year Future Option*		(271	)		(42)		135.50		08/21/21		(30)
July 2021, U.S. 10 Year Future Option*		(239	)		(88)		132.25		07/17/21		(97)
September 2021, U.S. Bond Future Option*		(222	)		(261)		163.00		08/21/21		(277)
July 2021, U.S. Long Bond Future Option*		(122	)		(99)		160.00		07/17/21		(124)
					(679)						(716)
Total Written Options				$	(1,439)					$	(1,119)

^††  Represents cost.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 55

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

A list of open OTC swaptions held by the Fund at June 30, 2021, is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.0%
Put Swaptions
Swaption 30 Year*		Bank of America Merill Lynch		5,220,000		$2.75		01/20/2024	$	169

A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
90-Day Euro$		926		Dec-2023	$	228,989	$	228,896	$	(93)
Euro-OAT		79		Sep-2021		15,141		14,900		173
U.S. 2-Year Treasury Note		159		Oct-2021		35,087		35,031		(56)
U.S. 5-Year Treasury Note		3,635		Oct-2021		449,440		448,667		(773)
U.S. 10-Year Treasury Note		539		Sep-2021		71,038		71,418		380
U.S. Long Treasury Bond		764		Sep-2021		121,227		122,813		1,586
U.S. Ultra Long Treasury Bond		548		Sep-2021		101,051		105,593		4,542
						1,021,973		1,027,318		5,759
Short Contracts
90-Day Euro$		(1,198)		Sep-2021	$	(299,146)	$	(299,081)	$	65
90-Day Euro$		(1,286)		Dec-2021		(320,371)		(320,841)		(470)
Euro-Bund		(263)		Sep-2021		(55,032)		(53,836)		(489)
Euro-Buxl		(5)		Sep-2021		(1,212)		(1,205)		(31)
U.S. 2-Year Treasury Note		(476)		Oct-2021		(105,022)		(104,873)		149
U.S. 10-Year Treasury Note		(1,175)		Sep-2021		(155,233)		(155,687)		(454)
U.S. Long Treasury Bond		(356)		Sep-2021		(55,573)		(57,227)		(1,654)
Ultra 10-Year U.S. Treasury Note		(498)		Sep-2021		(72,073)		(73,307)		(1,234)
						(1,063,662)		(1,066,057)		(4,118)
					$	(41,689)	$	(38,739)	$	1,641

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		07/19/21	EUR		21,568	USD		25,741	$	155
Citigroup		07/19/21	USD		1,080	BRL		6,050		124
Citigroup		07/19/21	USD		2,954	EUR		2,443		(55)
Citigroup		07/19/21	USD		6,244	RUB		488,130		421
Citigroup		07/19/21	EUR		11,042	USD		13,141		42
Citigroup		07/19/21	USD		14,293	AUD		18,672		(275)
Citigroup		07/19/21	USD		14,764	IDR		216,529,634		115
Citigroup		07/19/21	USD		38,398	CAD		48,071		425
Citigroup		07/19/21	RUB		46,890	USD		649		8
Goldman Sachs		07/19/21	USD		2,409	GBP		1,753		13
Goldman Sachs		07/19/21	USD		5,240	RUB		410,692		367
Goldman Sachs		07/19/21	CNH		14,971	USD		2,269		(45)
Goldman Sachs		07/19/21	RUB		73,060	USD		1,011		14
JPMorgan Chase Bank		08/01/07	USD		—	ZAR		5,189,635		—
Morgan Stanley		07/19/21	USD		2,913	BRL		16,609		391
Morgan Stanley		07/19/21	USD		13,633	JPY		1,498,110		(131)
Morgan Stanley		07/19/21	COP		5,189,635	USD		1,420		31
									$	1,600

56 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2021, is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
0.19%		USD LIBOR BBA		Semi-Annual		06/15/2022		USD		40,784	$	8	$	–	$	8
1.2%		US LIBOR BBA		Quarterly		10/07/2050		USD		5,663		788		28		760
0.9%		USD LIBOR BBA		Quarterly		03/17/2050		USD		3,996		829		4		825
1.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		12,509		2,088		146		1,942
USD-LIBOR-BBA		1.6%		Quarterly		02/15/2047		USD		2,748		104		15		89
1.72875% FIXED		CMENA IR 2/15/47		Annual		02/15/2047		USD		3,250		(163)		–		(163)
1.225%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		1,086		128		1		127
2.00%		USD-LIBOR-BBA		Quarterly		06/03/2051		USD		494		(26)		5		(31)
1.2%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		2,162		268		12		256
USD-SOFRRATE		0.74%		Annual		08/19/2045		USD		5,670		887		–		887
0.56%		USD-SOFRRATE		Annual		07/20/2045		USD		8,660		1,673		107		1,566
1.35%		USD-LIBOR-BBA		Quarterly		02/15/2028		USD		59,751		(683)		81		(764)
1.25%		USD-LIBOR-BBA		Quarterly		02/15/2028		USD		17,068		(84)		17		(101)
USD FEDL01		0.26%		Annual		05/15/2027		USD		37,002		1,369		(106)		1,475
1.10%		USD-LIBOR-BBA		Semi-Annual		12/18/2025		USD		61,056		(284)		–		(284)
2.00%		USD-LIBOR:BBA		Semi-Annual		02/15/2047		USD		7,522		(365)		48		(413)
2.05%		USD-LIBOR-BBA		Quarterly		06/07/2051		USD		1,480		(97)		–		(97)
											$	6,440	$	358	$	6,082

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment  Frequency		Termination Date		Notional Amount (Thousands)			Value   (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.IG.36		Sell		1.00%		Quarterly		06/20/2026		(112,914	)	$	2,852	$	2,375	$	477
CDX.NA.IG.36		Sell		5.00%		Quarterly		06/20/2026		(25,030	)		2,544		2,028		516
												$	5,396	$	4,403	$	993

Percentages are based on Net Assets of $4,576,807 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

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

(B) Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of securities on loan at June 30, 2021 was $75,994 ($ Thousands).

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $655,893 ($ Thousands), representing 14.3% of the Net Assets of the Fund.

(D) Perpetual security with no stated maturity date.

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

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

(G) No interest rate available.

(H) Security is in default on interest payment.

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

(J) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $76,288 ($ Thousands).

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

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

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Offshore Yuan

CNY — Chinese Yuan

COP — Colombian Peso

DAC — Designated Activity Company

DN — Discount Note

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF — Freddie Mac Multi-Family

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 57

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Administration

NOK — Norwegian Krone

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TA — Tax Allocation

TBA — To Be Announced

ULC — Unlimited Liability Company

UMBS — Uniform Mortgage Backed Securities

USD — United States Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s¸ investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			1,523,473			–		1,523,473
Corporate Obligations		–			1,401,620			–		1,401,620
Mortgage-Backed Securities		–			1,374,429			–		1,374,429
Asset-Backed Securities		–			317,473			–		317,473
Sovereign Debt		–			117,405			–		117,405
Loan Participations		–			69,547			–		69,547
Municipal Bonds		–			12,274			–		12,274
U.S. Government Agency Obligations		–			7,186			–		7,186
Affiliated Partnership		–			76,288			–		76,288
Cash Equivalent		185,278			–			–		185,278
Total Investments in Securities		185,278			4,899,695			–		5,084,973
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		1,012			–			–		1,012
Written Options		(1,119	)		–			–		(1,119	)
Purchased Swaptions		–			169			–		169
Futures Contracts*
Unrealized Appreciation		6,895			–			–		6,895
Unrealized Depreciation		(5,254	)		–			–		(5,254	)
Forwards Contracts*
Unrealized Appreciation		–			2,106					2,106
Unrealized Depreciation		–			(506	)		–		(506	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			7,935			–		7,935
Unrealized Depreciation		–			(1,853	)		–		(1,853	)
Credit Default Swaps*
Unrealized Appreciation		–			993			–		993
Total Other Financial Instruments		1,534			8,844			–		10,378

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 7,459	$ 1,064,275	$(995,537)	$106	$(15)	$ 76,288	76,264,178	$58	$—
SEI Daily Income Trust, Government Fund, Cl F	185,394	3,635,348	(3,635,464)	—	—	185,278	185,278,140	18	—
Totals	$192,853	$4,699,623	$(4,631,001)	$106	$(15)	$261,566		$76	$—

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

58 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Core Fixed Income Fund (Continued)

As of June 30, 2021, the Core Fixed Income Fund is the seller (“providing protection”) on a total notional amount of $137.9 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives		$-		$-		$-		$5,395,958		$5,395,958
Maximum potential amount of future payments		-		-		-		137,944,000		137,944,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		-		-		$112,914,000		$-		$-		$112,914,000
201-300		-		-		25,030,000		-		-		25,030,000
Total		-		-		$137,944,000		$-		$-		$137,944,000

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 59

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 72.3%
Communication Services — 8.5%
Altice France
10.500%, 05/15/2027 (A)	$	490	$	544
8.125%, 02/01/2027 (A)		1,346		1,466
7.375%, 05/01/2026 (A)		1,571		1,634
5.125%, 07/15/2029 (A)		1,002		1,007
Altice France Holding
6.000%, 02/15/2028 (A)		1,756		1,749
AMC Entertainment Holdings
12.000%cash/0% PIK, 06/15/2026 (A)		928		950
10.500%, 04/24/2026 (A)		38		41
6.125%, 05/15/2027		420		323
5.750%, 06/15/2025		85		69
ANGI Group
3.875%, 08/15/2028 (A)		1,980		1,968
Audacy Capital
6.500%, 05/01/2027 (A)		237		246
Belo
7.250%, 09/15/2027		250		290
CB Escrow
8.000%, 10/15/2025 (A)		105		110
CCO Holdings
5.750%, 02/15/2026 (A)		744		769
5.500%, 05/01/2026 (A)		556		575
5.375%, 06/01/2029 (A)		625		683
5.125%, 05/01/2027 (A)		3,257		3,416
5.000%, 02/01/2028 (A)		735		771
4.750%, 03/01/2030 (A)		300		317
4.500%, 08/15/2030 (A)		459		478
4.250%, 02/01/2031 (A)		3,609		3,677
Cincinnati Bell
7.000%, 07/15/2024 (A)		305		313
Cinemark USA
8.750%, 05/01/2025 (A)		115		126
5.250%, 07/15/2028 (A)		135		138
Clear Channel International BV
6.625%, 08/01/2025 (A)		1,439		1,512
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		3,234		3,388
7.500%, 06/01/2029 (A)		459		475
Clear Channel Worldwide Holdings
5.125%, 08/15/2027 (A)		1,820		1,866
Connect Finco SARL
6.750%, 10/01/2026 (A)		1,170		1,237
Consolidated Communications
6.500%, 10/01/2028 (A)		3,823		4,113
5.000%, 10/01/2028 (A)		310		314
DISH DBS
7.750%, 07/01/2026		2,353		2,665
7.375%, 07/01/2028		2,145		2,308
5.875%, 07/15/2022		45		47
5.875%, 11/15/2024		3,112		3,341

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 06/01/2029 (A)	$	420	$	415
5.000%, 03/15/2023		1,072		1,122
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,845		1,882
Front Range BidCo
6.125%, 03/01/2028 (A)		571		583
4.000%, 03/01/2027 (A)		1,141		1,133
Frontier Communications Holdings
6.750%, 05/01/2029 (A)		677		720
5.875%, 10/15/2027 (A)		206		221
5.875%, 11/01/2029		1,177		1,199
5.000%, 05/01/2028 (A)		1,073		1,109
Gray Television
4.750%, 10/15/2030 (A)		581		579
iHeartCommunications
8.375%, 05/01/2027		4,873		5,221
6.375%, 05/01/2026		94		100
5.250%, 08/15/2027 (A)		1,088		1,137
4.750%, 01/15/2028 (A)		842		866
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		2,202		1,283
8.500%, 10/15/2024 (A)(B)		1,695		1,000
5.500%, 08/01/2023 (B)		268		153
Intelsat Luxembourg
8.125%, 06/01/2023 (B)		635		19
Level 3 Financing
5.375%, 05/01/2025		760		776
4.625%, 09/15/2027 (A)		764		793
4.250%, 07/01/2028 (A)		540		548
3.625%, 01/15/2029 (A)		2,124		2,050
Live Nation Entertainment
6.500%, 05/15/2027 (A)		236		262
5.625%, 03/15/2026 (A)		264		275
4.875%, 11/01/2024 (A)		1,782		1,810
4.750%, 10/15/2027 (A)		459		476
3.750%, 01/15/2028 (A)		55		55
Lumen Technologies
7.500%, 04/01/2024		485		544
6.875%, 01/15/2028		395		442
5.625%, 04/01/2025		790		857
5.375%, 06/15/2029 (A)		771		782
5.125%, 12/15/2026 (A)		2,625		2,727
4.500%, 01/15/2029 (A)		110		107
4.000%, 02/15/2027 (A)		733		748
Meredith
6.875%, 02/01/2026		419		436
6.500%, 07/01/2025 (A)		55		59
Netflix
5.875%, 11/15/2028		470		577
5.375%, 11/15/2029 (A)		205		249
4.875%, 04/15/2028		1,273		1,480
4.875%, 06/15/2030 (A)		666		792

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
News
3.875%, 05/15/2029 (A)	$	174	$	176
Nexstar (Escrow Security)
5.625%, 07/15/2027 (A)		4,838		5,128
Nexstar Broadcasting
4.750%, 11/01/2028 (A)		644		662
Outfront Media Capital
5.000%, 08/15/2027 (A)		465		481
Sable International Finance
5.750%, 09/07/2027 (A)		946		995
Salem Media Group
6.750%, 06/01/2024 (A)		3,640		3,531
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		680		704
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		81		81
3.875%, 01/15/2029 (A)		605		600
Sinclair Television Group
5.125%, 02/15/2027 (A)		1,337		1,342
4.125%, 12/01/2030 (A)		4,410		4,333
Sirius XM Radio
5.500%, 07/01/2029 (A)		964		1,050
5.000%, 08/01/2027 (A)		1,451		1,520
4.625%, 07/15/2024 (A)		340		349
4.125%, 07/01/2030 (A)		1,323		1,335
4.000%, 07/15/2028 (A)		645		664
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr+4.226% (C)		605		611
5.125%, 09/19/2027		527		554
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		1,690		1,707
Sprint
7.875%, 09/15/2023		1,276		1,450
7.625%, 02/15/2025		4,366		5,187
7.625%, 03/01/2026		1,490		1,818
Sprint Capital
8.750%, 03/15/2032		1,403		2,133
TEGNA
4.625%, 03/15/2028		2,259		2,344
Telecom Italia Capital
6.000%, 09/30/2034		285		329
Telesat Canada
6.500%, 10/15/2027 (A)		6,069		5,781
4.875%, 06/01/2027 (A)		1,120		1,081
T-Mobile USA
4.750%, 02/01/2028		964		1,033
3.500%, 04/15/2025		96		104
3.500%, 04/15/2031		930		962
3.375%, 04/15/2029		905		934
Trilogy International South Pacific
8.875%, 05/15/2023 (A)		1,016		1,012

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trilogy Private Notes
10.000%, 05/15/2023 (D)(E)	$	33	$	33
United States Cellular
6.700%, 12/15/2033		1,289		1,579
Urban One
7.375%, 02/01/2028 (A)		5,230		5,648
Windstream Escrow
7.750%, 08/15/2028 (A)		1,355		1,396
WMG Acquisition
3.000%, 02/15/2031 (A)		275		261
				137,421
Consumer Discretionary — 13.9%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (A)		561		569
4.000%, 10/15/2030 (A)		1,559		1,508
3.875%, 01/15/2028 (A)		128		130
3.500%, 02/15/2029 (A)		93		92
Academy
6.000%, 11/15/2027 (A)		1,028		1,099
Adient Global Holdings
4.875%, 08/15/2026 (A)		525		540
Adient US
9.000%, 04/15/2025 (A)		144		159
Adtalem Global Education
5.500%, 03/01/2028 (A)		1,710		1,737
Allied Universal Holdco
6.625%, 07/15/2026 (A)		1,041		1,104
Altice Financing
7.500%, 05/15/2026 (A)		315		328
5.000%, 01/15/2028 (A)		4,050		3,970
American Axle & Manufacturing
6.875%, 07/01/2028		158		173
6.500%, 04/01/2027		375		397
6.250%, 04/01/2025		410		423
6.250%, 03/15/2026		600		619
American Greetings
8.750%, 04/15/2025 (A)		3,210		3,338
Aramark Services
5.000%, 02/01/2028 (A)		277		290
Asbury Automotive Group
4.500%, 03/01/2028		1,916		1,969
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,069		3,268
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		1,915		2,132
Audacy Capital
6.750%, 03/31/2029 (A)		2,269		2,354
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(E)(F)		2,750		–
Bally’s
6.750%, 06/01/2027 (A)		670		714

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BCPE Ulysses Intermediate
7.750% cash/0% PIK, 04/01/2027 (A)	$	1,091	$	1,118
Bidfair Holdings
5.875%, 06/01/2029 (A)		460		467
Boyd Gaming
4.750%, 06/15/2031 (A)		1,250		1,297
Boyne USA
4.750%, 05/15/2029 (A)		168		173
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		705
Cablevision Systems
5.875%, 09/15/2022		92		96
Caesars Entertainment
6.250%, 07/01/2025 (A)		2,119		2,246
Caesars Resort Collection
5.250%, 10/15/2025 (A)		1,640		1,660
Carnival
11.500%, 04/01/2023 (A)		152		171
10.500%, 02/01/2026 (A)		836		973
9.875%, 08/01/2027 (A)		180		210
5.750%, 03/01/2027 (A)		3,836		4,018
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		289		310
Cedar Fair
5.500%, 05/01/2025 (A)		180		188
5.375%, 06/01/2024		1,207		1,220
5.250%, 07/15/2029		65		67
Cengage Learning
9.500%, 06/15/2024 (A)		3,565		3,650
Century Communities
6.750%, 06/01/2027		444		471
5.875%, 07/15/2025		1,061		1,097
Cirsa Finance International Sarl
7.875%, 12/20/2023 (A)		1,326		1,350
Clarios Global
6.750%, 05/15/2025 (A)		1,240		1,321
Constellation
8.500%, 09/15/2025 (A)		250		246
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		320		362
5.625%, 11/15/2026 (A)		885		832
CSC Holdings
7.500%, 04/01/2028 (A)		1,220		1,339
6.500%, 02/01/2029 (A)		1,510		1,672
5.750%, 01/15/2030 (A)		2,710		2,815
4.625%, 12/01/2030 (A)		2,093		2,053
4.500%, 11/15/2031 (A)		904		910
4.125%, 12/01/2030 (A)		1,790		1,779
3.375%, 02/15/2031 (A)		677		640
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		2,332		2,440

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dana
5.625%, 06/15/2028	$	1,196	$	1,294
5.375%, 11/15/2027		539		574
4.250%, 09/01/2030		391		402
Diamond Sports Group
6.625%, 08/15/2027 (A)		3,148		1,546
5.375%, 08/15/2026 (A)		6,775		4,387
eG Global Finance
8.500%, 10/30/2025 (A)		520		550
6.750%, 02/07/2025 (A)		2,375		2,456
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)(E)		3,108		8
Ford Motor
9.625%, 04/22/2030		157		225
9.000%, 04/22/2025		661		815
8.500%, 04/21/2023		2,256		2,518
Ford Motor Credit
5.584%, 03/18/2024		65		71
5.125%, 06/16/2025		130		143
5.113%, 05/03/2029		1,855		2,077
4.687%, 06/09/2025		655		709
4.542%, 08/01/2026		730		794
4.271%, 01/09/2027		310		332
4.134%, 08/04/2025		250		267
4.125%, 08/17/2027		1,013		1,075
4.063%, 11/01/2024		984		1,047
4.000%, 11/13/2030		1,497		1,568
3.815%, 11/02/2027		1,270		1,323
3.813%, 10/12/2021		1,125		1,133
3.810%, 01/09/2024		123		129
3.096%, 05/04/2023		271		276
2.979%, 08/03/2022		325		329
1.068%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		575		574
Ford Motor Credit MTN
4.389%, 01/08/2026		415		448
GCI
4.750%, 10/15/2028 (A)		314		321
Getty Images
9.750%, 03/01/2027 (A)		1,325		1,421
Goodyear Tire & Rubber
5.250%, 04/30/2031		285		297
5.250%, 07/15/2031 (A)		81		85
5.000%, 07/15/2029 (A)		127		133
Hanesbrands
4.625%, 05/15/2024 (A)		2,293		2,431
Hertz
7.625%, 06/01/2022 (A)(B)		172		192
7.125%, 08/01/2026 (A)(B)		465		499
6.000%, 01/15/2028 (A)(B)		450		484
5.500%, 10/15/2024 (A)(B)		559		562

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hilton Domestic Operating
5.750%, 05/01/2028 (A)	$	246	$	266
5.375%, 05/01/2025 (A)		74		78
3.750%, 05/01/2029 (A)		97		98
3.625%, 02/15/2032 (A)		1,074		1,061
Hilton Worldwide Finance
4.875%, 04/01/2027		110		115
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		2,050		2,193
Inn Of The Mountain Gods Resort & Casino
9.250%, 11/30/2023		2,182		2,111
International Game Technology
6.250%, 01/15/2027 (A)		2,800		3,192
4.125%, 04/15/2026 (A)		200		208
IRB Holding
7.000%, 06/15/2025 (A)		125		135
6.750%, 02/15/2026 (A)		1,773		1,835
KB Home
4.000%, 06/15/2031		508		512
Ken Garff Automotive
4.875%, 09/15/2028 (A)		278		284
L Brands
9.375%, 07/01/2025 (A)		32		41
7.500%, 06/15/2029		271		319
6.875%, 11/01/2035		37		47
6.750%, 07/01/2036		1,040		1,302
6.694%, 01/15/2027		81		95
6.625%, 10/01/2030 (A)		1,099		1,272
LBM Acquisition
6.250%, 01/15/2029 (A)		1,771		1,785
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		976		1,000
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,999		2,154
LGI Homes
4.000%, 07/15/2029 (A)		1,208		1,214
Liberty Interactive
8.250%, 02/01/2030		3,457		3,951
Lions Gate Capital Holdings
5.500%, 04/15/2029 (A)		1,018		1,070
Lithia Motors
4.375%, 01/15/2031 (A)		1,356		1,452
3.875%, 06/01/2029 (A)		838		869
Macy’s
8.375%, 06/15/2025 (A)		311		342
Macy’s Retail Holdings
5.875%, 04/01/2029 (A)		1,440		1,549
5.125%, 01/15/2042		1,279		1,183
Magic Mergeco
7.875%, 05/01/2029 (A)		2,904		2,995
5.250%, 05/01/2028 (A)		1,335		1,370

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)	$	3,386	$	3,378
Marriott Ownership Resorts
6.500%, 09/15/2026		555		576
6.125%, 09/15/2025 (A)		234		249
4.500%, 06/15/2029 (A)		41		42
Mattamy Group
4.625%, 03/01/2030 (A)		1,388		1,418
Mattel
6.750%, 12/31/2025 (A)		273		287
5.875%, 12/15/2027 (A)		190		207
3.750%, 04/01/2029 (A)		98		102
3.375%, 04/01/2026 (A)		78		81
McGraw Hill
8.000%, 11/30/2024 (A)		2,075		2,124
Melco Resorts Finance
5.250%, 04/26/2026		826		855
Meritage Homes
3.875%, 04/15/2029 (A)		1,246		1,290
MGM Resorts International
6.750%, 05/01/2025		850		910
6.000%, 03/15/2023		1,285		1,375
5.750%, 06/15/2025		367		405
Midcontinent Communications
5.375%, 08/15/2027 (A)		552		580
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,228
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)(E)		175		–
Monitronics International Inc
9.125%, 04/01/2020 (B)(E)		5,936		–
National CineMedia
5.875%, 04/15/2028 (A)		150		147
5.750%, 08/15/2026		763		694
NCL
12.250%, 05/15/2024 (A)		1,005		1,214
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2021 (D)(E)		1,582		527
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		283
Newell Brands
5.875%, 04/01/2036		90		111
4.700%, 04/01/2026		240		268
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		1,526		1,664
6.250%, 05/15/2026 (A)		1,300		1,385
Peninsula Pacific Entertainment
8.500%, 11/15/2027 (A)		4,897		5,259
Penn National Gaming
5.625%, 01/15/2027 (A)		1,300		1,350
PetSmart
7.750%, 02/15/2029 (A)		673		742

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 02/15/2028 (A)	$	611	$	635
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		630
PM General Purchaser
9.500%, 10/01/2028 (A)		383		403
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,044		1,153
3.375%, 08/31/2027 (A)		605		587
QVC
4.750%, 02/15/2027		570		604
4.375%, 09/01/2028		278		284
Radiate Holdco
6.500%, 09/15/2028 (A)		550		578
4.500%, 09/15/2026 (A)		550		569
Remington Outdoor Company Inc
0.000%, 12/31/2049 (E)		1,245		–
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		458		528
10.875%, 06/01/2023 (A)		458		522
9.125%, 06/15/2023 (A)		581		638
Scientific Games International
8.250%, 03/15/2026 (A)		1,375		1,475
7.000%, 05/15/2028 (A)		846		924
SeaWorld Parks & Entertainment
9.500%, 08/01/2025 (A)		1,935		2,075
Service International
7.500%, 04/01/2027		640		778
4.000%, 05/15/2031		75		77
Shea Homes
4.750%, 02/15/2028 (A)		711		728
4.750%, 04/01/2029 (A)		825		847
Six Flags Entertainment
5.500%, 04/15/2027 (A)		80		82
4.875%, 07/31/2024 (A)		2,476		2,501
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		668		720
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,200		1,257
Speedway Motorsports
4.875%, 11/01/2027 (A)		846		853
SRS Distribution
6.125%, 07/01/2029 (A)		747		769
4.625%, 07/01/2028 (A)		847		866
Staples
10.750%, 04/15/2027 (A)		2,400		2,440
7.500%, 04/15/2026 (A)		1,753		1,816
Stars Group Holdings BV
7.000%, 07/15/2026 (A)		455		471
Station Casinos
4.500%, 02/15/2028 (A)		510		519
StoneMor
8.500%, 05/15/2029 (A)		1,065		1,077

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Studio City Finance
5.000%, 01/15/2029 (A)	$	1,880	$	1,897
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		3,050		3,012
Superior Plus
4.500%, 03/15/2029 (A)		202		208
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,200		2,314
Tempur Sealy International
4.000%, 04/15/2029 (A)		385		390
Tenneco
7.875%, 01/15/2029 (A)		138		156
5.375%, 12/15/2024		110		110
5.125%, 04/15/2029 (A)		2,319		2,383
5.000%, 07/15/2026		3,160		3,143
Terrier Media Buyer
8.875%, 12/15/2027 (A)		3,463		3,744
Univision Communications
6.625%, 06/01/2027 (A)		784		849
4.500%, 05/01/2029 (A)		383		386
Vail Resorts
6.250%, 05/15/2025 (A)		437		468
Victoria’s Secret
4.625%, 07/15/2029 (A)		234		234
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		498
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,280
4.500%, 08/15/2030 (A)		480		484
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,934		1,973
Vista Outdoor
4.500%, 03/15/2029 (A)		1,080		1,099
Wheel Pros
6.500%, 05/15/2029 (A)		2,150		2,174
White Capital Buyer
6.875%, 10/15/2028 (A)		105		112
White Capital Parent
8.250%cash/0% PIK, 03/15/2026 (A)		2,090		2,162
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,135		1,222
5.250%, 05/15/2027 (A)		190		204
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		1,550		1,670
5.125%, 10/01/2029 (A)		250		264
Yum! Brands
7.750%, 04/01/2025 (A)		110		120
6.875%, 11/15/2037		1,065		1,321
5.350%, 11/01/2043		130		138
4.625%, 01/31/2032		217		228

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 03/15/2031	$	239	$	238
				225,040
Consumer Staples — 2.8%
Albertsons
5.875%, 02/15/2028 (A)		125		135
5.750%, 03/15/2025		61		62
4.875%, 02/15/2030 (A)		185		197
4.625%, 01/15/2027 (A)		2,072		2,167
3.500%, 02/15/2023 (A)		130		134
3.500%, 03/15/2029 (A)		408		403
3.250%, 03/15/2026 (A)		221		224
Central Garden & Pet
5.125%, 02/01/2028		265		280
4.125%, 10/15/2030		187		191
Chobani
7.500%, 04/15/2025 (A)		780		812
4.625%, 11/15/2028 (A)		1,807		1,873
Coty
6.500%, 04/15/2026 (A)		3,150		3,191
5.000%, 04/15/2026 (A)		168		170
Dole Food
7.250%, 06/15/2025 (A)		1,398		1,426
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		323
4.125%, 04/01/2029 (A)		117		118
Energizer Holdings
4.750%, 06/15/2028 (A)		469		481
4.375%, 03/31/2029 (A)		1,138		1,139
High Ridge Brands Co. (Escrow Security)
8.478%, 03/15/2025		760		–
JBS USA LUX
5.500%, 01/15/2030 (A)		1,215		1,359
Kraft Heinz Foods
3.000%, 06/01/2026		2,080		2,215
Lamb Weston Holdings
4.875%, 11/01/2026 (A)		360		372
4.875%, 05/15/2028 (A)		135		149
4.625%, 11/01/2024 (A)		1,917		1,984
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		1,955		2,028
New Albertsons
8.700%, 05/01/2030		955		1,194
8.000%, 05/01/2031		330		399
Performance Food Group
6.875%, 05/01/2025 (A)		50		53
5.500%, 10/15/2027 (A)		355		373
Post Holdings
5.750%, 03/01/2027 (A)		995		1,041
5.625%, 01/15/2028 (A)		565		599
5.500%, 12/15/2029 (A)		621		665
4.625%, 04/15/2030 (A)		153		156

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rite Aid
8.000%, 11/15/2026 (A)	$	1,383	$	1,404
7.700%, 02/15/2027		925		880
7.500%, 07/01/2025 (A)		2,965		3,002
Sigma Holdco BV
7.875%, 05/15/2026 (A)		4,032		4,134
Simmons Foods
4.625%, 03/01/2029 (A)		1,553		1,567
Spectrum Brands
5.750%, 07/15/2025		54		55
5.500%, 07/15/2030 (A)		267		288
5.000%, 10/01/2029 (A)		100		106
3.875%, 03/15/2031 (A)		93		91
Triton Water Holdings Inc.
6.250%, 04/01/2029 (A)		2,504		2,510
Turning Point Brands
5.625%, 02/15/2026 (A)		1,140		1,177
Vector Group
10.500%, 11/01/2026 (A)		2,890		3,067
5.750%, 02/01/2029 (A)		970		988
				45,182
Energy — 11.4%
Aethon United BR
8.250%, 02/15/2026 (A)		990		1,072
Antero Midstream Partners
7.875%, 05/15/2026 (A)		838		937
5.750%, 03/01/2027 (A)		1,622		1,687
5.750%, 01/15/2028 (A)		300		316
5.375%, 06/15/2029 (A)		201		210
Antero Resources
8.375%, 07/15/2026 (A)		1,555		1,769
7.625%, 02/01/2029 (A)		2,600		2,886
5.375%, 03/01/2030 (A)		89		91
Apache
5.100%, 09/01/2040		2,061		2,159
4.875%, 11/15/2027		1,747		1,892
4.625%, 11/15/2025		46		50
4.375%, 10/15/2028		278		296
Archrock Partners
6.250%, 04/01/2028 (A)		1,773		1,851
Ascent Resources Utica Holdings
9.000%, 11/01/2027 (A)		678		937
8.250%, 12/31/2028 (A)		2,416		2,658
7.000%, 11/01/2026 (A)		1,606		1,680
5.875%, 06/30/2029 (A)		1,310		1,310
Baytex Energy
8.750%, 04/01/2027 (A)		390		393
Blue Racer Midstream
7.625%, 12/15/2025 (A)		1,368		1,482
Buckeye Partners
4.500%, 03/01/2028 (A)		400		410

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 03/01/2025 (A)	$	230	$	238
4.125%, 12/01/2027		135		137
California Resources
7.125%, 02/01/2026 (A)		284		299
Carrizo Oil & Gas
6.250%, 04/15/2023		80		80
Cheniere Energy
4.625%, 10/15/2028 (A)		1,045		1,102
Cheniere Energy Partners
5.625%, 10/01/2026		1,321		1,371
4.500%, 10/01/2029		5,531		5,946
4.000%, 03/01/2031 (A)		549		574
Chesapeake Energy
5.875%, 02/01/2029 (A)		227		246
5.500%, 02/01/2026 (A)		952		1,004
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (E)		3,650		–
Citgo Holding
9.250%, 08/01/2024 (A)		4,857		4,954
CITGO Petroleum
6.375%, 06/15/2026 (A)		159		166
CNX Midstream Partners
6.500%, 03/15/2026 (A)		1,035		1,086
CNX Resources
7.250%, 03/14/2027 (A)		2,240		2,400
6.000%, 01/15/2029 (A)		1,131		1,223
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		92		95
Comstock Resources
7.500%, 05/15/2025 (A)		190		197
6.750%, 03/01/2029 (A)		2,262		2,410
5.875%, 01/15/2030 (A)		135		138
Continental Resources
5.750%, 01/15/2031 (A)		1,294		1,550
CQP Holdco
5.500%, 06/15/2031 (A)		1,906		1,986
Crestwood Midstream Partners
5.750%, 04/01/2025		1,420		1,460
CrownRock
5.625%, 10/15/2025 (A)		1,520		1,573
DCP Midstream Operating
8.125%, 08/16/2030		1,125		1,493
5.625%, 07/15/2027		638		726
5.125%, 05/15/2029		538		595
Delek Logistics Partners
6.750%, 05/15/2025		811		833
Devon Energy
7.950%, 04/15/2032		834		1,185
DT Midstream
4.375%, 06/15/2031 (A)		1,352		1,381
4.125%, 06/15/2029 (A)		4,085		4,148

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)	$	394	$	402
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		248		265
Energy Transfer
5.500%, 06/01/2027		1,564		1,733
EnLink Midstream
5.625%, 01/15/2028 (A)		195		206
5.375%, 06/01/2029		4,066		4,243
EnLink Midstream Partners
4.850%, 07/15/2026		190		197
Enviva Partners
6.500%, 01/15/2026 (A)		1,833		1,916
EQM Midstream Partners
6.500%, 07/01/2027 (A)		712		794
6.500%, 07/15/2048		1,264		1,353
6.000%, 07/01/2025 (A)		747		812
4.750%, 01/15/2031 (A)		204		210
4.500%, 01/15/2029 (A)		424		431
EQT
8.500%, 02/01/2030		540		704
7.625%, 02/01/2025		1,460		1,703
5.000%, 01/15/2029		92		103
3.900%, 10/01/2027		10		10
3.625%, 05/15/2031 (A)		90		94
3.125%, 05/15/2026 (A)		110		113
Exterran Energy Solutions
8.125%, 05/01/2025		2,054		1,818
Genesis Energy
8.000%, 01/15/2027		977		1,026
7.750%, 02/01/2028		708		732
6.500%, 10/01/2025		825		833
Great Western Petroleum
12.000%, 09/01/2025 (A)		1,132		1,126
Gulfport Energy Operating
8.000%, 05/17/2026		288		306
Gulfport Energy Operating (Escrow)
6.375%, 05/15/2025 (B)(E)		183		7
6.375%, 01/15/2026 (B)		585		22
6.000%, 10/15/2024 (B)		215		8
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,990		2,161
Hess Midstream Operations
5.625%, 02/15/2026 (A)		325		339
Hilcorp Energy I
6.000%, 02/01/2031 (A)		775		822
5.750%, 02/01/2029 (A)		395		412
ITT Holdings
6.500%, 08/01/2029 (A)		1,286		1,310
Laredo Petroleum
10.125%, 01/15/2028		2,154		2,366
9.500%, 01/15/2025		2,642		2,784

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Marathon Oil
6.600%, 10/01/2037	$	1,527	$	2,030
MEG Energy
7.125%, 02/01/2027 (A)		1,325		1,412
6.500%, 01/15/2025 (A)		514		531
5.875%, 02/01/2029 (A)		82		86
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		1,820		1,800
7.500%, 01/15/2026 (A)		2,022		1,880
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		1,243
Nabors Industries
7.250%, 01/15/2026 (A)		93		91
5.750%, 02/01/2025		285		262
New Fortress Energy
6.750%, 09/15/2025 (A)		618		633
6.500%, 09/30/2026 (A)		1,262		1,290
NGL Energy Operating
7.500%, 02/01/2026 (A)		3,496		3,671
NGL Energy Partners
7.500%, 11/01/2023		2,075		2,044
7.500%, 04/15/2026		155		141
6.125%, 03/01/2025		2,868		2,603
Northern Oil and Gas
8.125%, 03/01/2028 (A)		1,991		2,145
NuStar Logistics
6.375%, 10/01/2030		685		757
6.000%, 06/01/2026		180		195
5.750%, 10/01/2025		685		745
5.625%, 04/28/2027		50		54
Oasis Midstream Partners
8.000%, 04/01/2029 (A)		248		264
Oasis Petroleum
6.375%, 06/01/2026 (A)		104		108
Occidental Petroleum
8.875%, 07/15/2030		1,188		1,589
8.500%, 07/15/2027		1,188		1,496
8.000%, 07/15/2025		696		833
6.625%, 09/01/2030		968		1,162
6.450%, 09/15/2036		430		514
6.375%, 09/01/2028		1,771		2,068
6.125%, 01/01/2031		3,012		3,544
5.875%, 09/01/2025		721		802
5.550%, 03/15/2026		260		287
5.500%, 12/01/2025		2,079		2,297
4.625%, 06/15/2045		1,165		1,136
4.500%, 07/15/2044		95		91
3.400%, 04/15/2026		753		770
3.200%, 08/15/2026		2,827		2,848
2.900%, 08/15/2024		271		277
2.700%, 02/15/2023		299		306

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PBF Holding
9.250%, 05/15/2025 (A)	$	990	$	997
7.250%, 06/15/2025		845		642
6.000%, 02/15/2028		205		140
PDC Energy
5.750%, 05/15/2026		1,805		1,886
Peabody Energy
6.375%, 03/31/2025 (A)		769		554
Precision Drilling
7.125%, 01/15/2026 (A)		240		247
6.875%, 01/15/2029 (A)		90		93
Range Resources
8.250%, 01/15/2029 (A)		107		121
4.875%, 05/15/2025		708		733
Seventy Seven Energy (Escrow Security)
6.500%, 07/15/2022 (E)		305		–
Seventy Seven Operating (Escrow Security)
6.625%, 11/15/2019 (E)		1,869		–
Shelf Drilling Holdings
8.875%, 11/15/2024 (A)		335		346
8.250%, 02/15/2025 (A)		1,810		1,438
SM Energy
6.625%, 01/15/2027		718		738
6.500%, 07/15/2028		63		65
5.625%, 06/01/2025		1,785		1,767
5.000%, 01/15/2024		1,288		1,286
Southwestern Energy
7.750%, 10/01/2027		748		812
7.500%, 04/01/2026		905		958
6.450%, 01/23/2025		170		188
Summit Midstream Holdings
5.750%, 04/15/2025		1,514		1,389
5.500%, 08/15/2022		762		752
Sunoco
5.875%, 03/15/2028		1,585		1,684
4.500%, 05/15/2029 (A)		243		247
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		417
6.000%, 03/01/2027 (A)		2,065		2,127
6.000%, 12/31/2030 (A)		3,516		3,655
5.500%, 09/15/2024 (A)		75		76
5.500%, 01/15/2028 (A)		70		71
Targa Resources Partners
6.875%, 01/15/2029		192		216
6.500%, 07/15/2027		2,268		2,458
5.875%, 04/15/2026		525		551
5.375%, 02/01/2027		35		36
5.000%, 01/15/2028		1,056		1,114
4.875%, 02/01/2031 (A)		250		271
4.000%, 01/15/2032 (A)		167		172
TerraForm Power Operating
4.750%, 01/15/2030 (A)		375		384

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 01/31/2023 (A)	$	1,164	$	1,195
Transocean
11.500%, 01/30/2027 (A)		1,155		1,234
8.000%, 02/01/2027 (A)		1,670		1,406
7.500%, 04/15/2031		990		730
Transocean Guardian
5.875%, 01/15/2024 (A)		1,354		1,316
Transocean Pontus
6.125%, 08/01/2025 (A)		1,593		1,612
Transocean Proteus
6.250%, 12/01/2024 (A)		1,070		1,080
USA Compression Partners
6.875%, 04/01/2026		1,015		1,063
6.875%, 09/01/2027		1,700		1,816
Vine Energy Holdings
6.750%, 04/15/2029 (A)		1,312		1,381
Western Gas Partners
3.950%, 06/01/2025		244		254
Western Midstream Operating
4.750%, 08/15/2028		855		923
4.650%, 07/01/2026		870		928
2.288%, VAR ICE LIBOR USD 3 Month+2.100%, 01/13/2023		520		517
				184,134
Financials — 6.0%
Acrisure
7.000%, 11/15/2025 (A)		1,543		1,574
4.250%, 02/15/2029 (A)		1,759		1,737
AG Issuer
6.250%, 03/01/2028 (A)		856		902
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,415		1,487
AssuredPartners
7.000%, 08/15/2025 (A)		1,625		1,659
5.625%, 01/15/2029 (A)		1,029		1,029
Bank of America
5.875%, VAR ICE LIBOR USD 3 Month+2.931% (C)		855		979
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842% (C)		1,630		1,791
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.867% (C)		590		654
Citigroup
5.000%, VAR United States Secured Overnight Financing Rate+3.813% (C)		2,339		2,448
Finance of America Funding
7.875%, 11/15/2025 (A)		3,075		3,067

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freedom Mortgage
8.250%, 04/15/2025 (A)	$	3,345	$	3,491
8.125%, 11/15/2024 (A)		1,555		1,607
7.625%, 05/01/2026 (A)		1,235		1,286
6.625%, 01/15/2027 (A)		710		714
Genworth Holdings
4.800%, 02/15/2024		310		310
HAT Holdings I
6.000%, 04/15/2025 (A)		1,489		1,570
3.750%, 09/15/2030 (A)		1,603		1,565
Home Point Capital
5.000%, 02/01/2026 (A)		1,385		1,291
HSBC Holdings
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.649% (C)		783		812
Hunt
5.250%, 04/15/2029 (A)		1,555		1,508
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		945		1,069
Jefferies Finance
6.250%, 06/03/2026 (A)		834		871
JPMorgan Chase
5.000%, VAR United States Secured Overnight Financing Rate+3.380% (C)		856		905
4.000%, VAR United States Secured Overnight Financing Rate+2.745% (C)		1,691		1,713
Ladder Capital Finance Holdings LLLP
5.250%, 03/15/2022 (A)		100		100
5.250%, 10/01/2025 (A)		944		960
4.750%, 06/15/2029 (A)		1,650		1,650
4.250%, 02/01/2027 (A)		984		983
LD Holdings Group
6.500%, 11/01/2025 (A)		1,298		1,333
6.125%, 04/01/2028 (A)		1,265		1,263
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.760% (C)		1,965		2,235
LPL Holdings
4.625%, 11/15/2027 (A)		2,231		2,312
4.375%, 05/15/2031 (A)		325		329
Merger Sub II
10.750%, 08/01/2027 (A)		1,741		1,932
MGIC Investment
5.250%, 08/15/2028		340		360
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,546		2,664
5.625%, 01/15/2030 (A)		929		933

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley
5.875%, VAR ICE LIBOR USD 3 Month+4.435%0 (C)	$	855	$	980
5.300%, VAR ICE LIBOR USD 3 Month+3.160% (C)		535		564
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		1,592		1,600
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		1,464		1,517
5.500%, 08/15/2028 (A)		2,896		2,920
5.125%, 12/15/2030 (A)		443		441
New Residential Investment
6.250%, 10/15/2025 (A)		3,329		3,332
NFP
6.875%, 08/15/2028 (A)		864		910
OneMain Finance
7.125%, 03/15/2026		2,105		2,452
6.625%, 01/15/2028		342		392
5.375%, 11/15/2029		1,172		1,275
4.000%, 09/15/2030		2,317		2,297
3.500%, 01/15/2027		78		79
PennyMac Financial Services
4.250%, 02/15/2029 (A)		2,296		2,212
PRA Group
7.375%, 09/01/2025 (A)		1,135		1,224
Quicken Loans
5.250%, 01/15/2028 (A)		882		926
3.875%, 03/01/2031 (A)		642		647
3.625%, 03/01/2029 (A)		86		85
Sabre GLBL Inc.
9.250%, 04/15/2025 (A)		168		200
7.375%, 09/01/2025 (A)		285		310
Saracen Development
14.000%cash/0% PIK, 10/15/2025 (A)(E)		2,331		2,575
Sitka Holdings
4.642%, VAR ICE LIBOR USD 3 Month+4.500%, 07/06/2026 (A)		2,862		2,862
Starwood Property Trust
5.500%, 11/01/2023 (A)		1,240		1,299
4.750%, 03/15/2025		1,366		1,421
3.625%, 07/15/2026 (A)		150		151
StoneX Group
8.625%, 06/15/2025 (A)		778		831
Verscend Escrow
9.750%, 08/15/2026 (A)		1,130		1,191
VistaJet Malta Finance
10.500%, 06/01/2024 (A)		4,396		4,793
Voya Financial
4.700%, VAR ICE LIBOR USD 3 Month+2.084%, 01/23/2048		778		823

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WeWork
7.875%, 05/01/2025 (A)	$	3,749	$	3,918
				97,320
Health Care — 6.7%
Acadia Healthcare
5.500%, 07/01/2028 (A)		763		815
AHP Health Partners
5.750%, 07/15/2029 (A)		156		158
Air Methods
8.000%, 05/15/2025 (A)		6,165		5,826
Akumin
7.000%, 11/01/2025 (A)		1,330		1,381
Avantor Funding
4.625%, 07/15/2028 (A)		321		339
Bausch Health
9.000%, 12/15/2025 (A)		1,695		1,818
7.250%, 05/30/2029 (A)		195		199
7.000%, 01/15/2028 (A)		945		973
6.250%, 02/15/2029 (A)		3,638		3,598
6.125%, 04/15/2025 (A)		1,935		1,983
5.250%, 01/30/2030 (A)		4,045		3,762
5.250%, 02/15/2031 (A)		1,370		1,279
5.000%, 01/30/2028 (A)		890		844
5.000%, 02/15/2029 (A)		706		658
4.875%, 06/01/2028 (A)		1,255		1,284
Bausch Health Americas
9.250%, 04/01/2026 (A)		385		419
8.500%, 01/31/2027 (A)		842		915
Centene
5.375%, 06/01/2026 (A)		530		554
4.625%, 12/15/2029		917		1,008
4.250%, 12/15/2027		1,637		1,725
3.375%, 02/15/2030		320		335
CHS
8.000%, 03/15/2026 (A)		85		92
6.875%, 04/15/2029 (A)		1,684		1,762
6.125%, 04/01/2030 (A)		554		562
6.000%, 01/15/2029 (A)		250		267
5.625%, 03/15/2027 (A)		240		256
4.750%, 02/15/2031 (A)		1,110		1,114
DaVita
3.750%, 02/15/2031 (A)		2,996		2,876
Emergent BioSolutions
3.875%, 08/15/2028 (A)		1,535		1,504
Encompass Health
5.750%, 09/15/2025		915		941
4.750%, 02/01/2030		1,521		1,616
4.500%, 02/01/2028		375		389
Endo Dac
6.000%, 02/01/2025 (A)		698		530

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo DAC
9.500%, 07/31/2027 (A)	$	1,121	$	1,143
6.000%, 06/30/2028 (A)		1,257		848
Endo Finance
5.750%, 01/15/2022 (A)		981		905
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (A)		1,035		1,014
Envision Healthcare Corporation
8.750%, 10/15/2026 (A)		3,093		2,165
Global Medical Response
6.500%, 10/01/2025 (A)		2,046		2,105
HCA
5.875%, 02/15/2026		4,455		5,148
5.875%, 02/01/2029		465		561
5.625%, 09/01/2028		130		154
5.375%, 02/01/2025		2,747		3,099
3.500%, 09/01/2030		2,230		2,376
Hill-Rom Holdings
4.375%, 09/15/2027 (A)		1,200		1,242
Hologic
3.250%, 02/15/2029 (A)		508		504
Horizon Pharma USA
5.500%, 08/01/2027 (A)		797		846
IQVIA
5.000%, 10/15/2026 (A)		805		833
Jaguar Holding II
5.000%, 06/15/2028 (A)		95		103
4.625%, 06/15/2025 (A)		96		101
Jazz Securities DAC
4.375%, 01/15/2029 (A)		1,170		1,213
Lannett
7.750%, 04/15/2026 (A)		1,400		1,394
Legacy LifePoint Health
6.750%, 04/15/2025 (A)		374		399
LifePoint Health
5.375%, 01/15/2029 (A)		490		478
4.375%, 02/15/2027 (A)		5,501		5,567
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)(B)		315		220
5.500%, 04/15/2025 (A)(B)		630		438
MEDNAX
6.250%, 01/15/2027 (A)		992		1,050
Organon
5.125%, 04/30/2031 (A)		613		632
4.125%, 04/30/2028 (A)		1,206		1,230
Ortho-Clinical Diagnostics
7.250%, 02/01/2028 (A)		964		1,053
Owens & Minor
4.500%, 03/31/2029 (A)		312		321
Par Pharmaceutical
7.500%, 04/01/2027 (A)		2,816		2,879

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Prestige Brands
5.125%, 01/15/2028 (A)	$	315	$	332
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		640		681
Radiology Partners
9.250%, 02/01/2028 (A)		974		1,076
RP Escrow Issuer
5.250%, 12/15/2025 (A)		791		826
Select Medical
6.250%, 08/15/2026 (A)		841		896
Surgery Center Holdings
6.750%, 07/01/2025 (A)		828		845
Syneos Health
3.625%, 01/15/2029 (A)		1,243		1,231
Tenet Healthcare
7.500%, 04/01/2025 (A)		164		177
6.875%, 11/15/2031		595		675
6.250%, 02/01/2027 (A)		1,433		1,496
6.125%, 10/01/2028 (A)		5,877		6,263
5.125%, 11/01/2027 (A)		663		695
4.875%, 01/01/2026 (A)		1,729		1,793
4.625%, 07/15/2024		495		502
4.625%, 06/15/2028 (A)		2,470		2,542
4.250%, 06/01/2029 (A)		1,476		1,494
US Acute Care Solutions
6.375%, 03/01/2026 (A)		594		614
US Renal Care
10.625%, 07/15/2027 (A)		2,010		2,108
Varex Imaging
7.875%, 10/15/2027 (A)		1,335		1,495
				107,544
Industrials — 8.0%
ACCO Brands
4.250%, 03/15/2029 (A)		310		307
ADT Security
4.875%, 07/15/2032 (A)		1,508		1,589
Allied Universal Holdco
9.750%, 07/15/2027 (A)		674		742
4.625%, 06/01/2028 (A)		400		401
Allison Transmission
5.875%, 06/01/2029 (A)		210		230
4.750%, 10/01/2027 (A)		2,432		2,526
3.750%, 01/30/2031 (A)		190		187
American Airlines
11.750%, 07/15/2025 (A)		1,184		1,486
5.750%, 04/20/2029 (A)		3,144		3,399
5.500%, 04/20/2026 (A)		2,213		2,343
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		2,534		2,597
APi Group DE
4.125%, 07/15/2029 (A)		159		158

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Arconic
6.125%, 02/15/2028 (A)	$	729	$	782
5.900%, 02/01/2027		535		625
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		270		276
Avis Budget Car Rental
5.375%, 03/01/2029 (A)		518		539
5.250%, 03/15/2025 (A)		123		125
Boeing
5.805%, 05/01/2050		1,112		1,497
5.150%, 05/01/2030		225		266
Bombardier
7.875%, 04/15/2027 (A)		725		752
7.500%, 12/01/2024 (A)		1,499		1,566
7.500%, 03/15/2025 (A)		875		900
7.125%, 06/15/2026 (A)		951		996
6.000%, 10/15/2022 (A)		1,848		1,850
Brand Industrial Services
8.500%, 07/15/2025 (A)		1,464		1,488
Builders FirstSource
5.000%, 03/01/2030 (A)		853		897
BWX Technologies
5.375%, 07/15/2026 (A)		1,692		1,737
4.125%, 06/30/2028 (A)		712		725
4.125%, 04/15/2029 (A)		1,706		1,736
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		2,148		2,191
CDW
4.250%, 04/01/2028		370		388
3.250%, 02/15/2029		171		173
Clark Equipment
5.875%, 06/01/2025 (A)		696		736
Clean Harbors
4.875%, 07/15/2027 (A)		1,267		1,327
Core & Main
6.125%, 08/15/2025 (A)		1,331		1,358
Core & Main Holdings LP
8.625%cash/0% PIK, 09/15/2024 (A)		1,635		1,668
CoreCivic
8.250%, 04/15/2026		267		277
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,501		2,592
Delta Air Lines
7.375%, 01/15/2026		283		332
7.000%, 05/01/2025 (A)		1,835		2,141
4.750%, 10/20/2028 (A)		1,627		1,809
Deluxe
8.000%, 06/01/2029 (A)		1,745		1,893
EnerSys
4.375%, 12/15/2027 (A)		559		582
EnPro Industries
5.750%, 10/15/2026		328		346

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (A)	$	495	$	572
6.500%, 10/01/2025 (A)		1,170		1,215
5.500%, 05/01/2028 (A)		980		1,020
Garda World Security
9.500%, 11/01/2027 (A)		310		343
6.000%, 06/01/2029 (A)		242		240
GFL Environmental
5.125%, 12/15/2026 (A)		1,125		1,190
4.750%, 06/15/2029 (A)		177		184
4.000%, 08/01/2028 (A)		874		863
3.750%, 08/01/2025 (A)		208		214
3.500%, 09/01/2028 (A)		1,415		1,411
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		207		215
GrafTech Finance
4.625%, 12/15/2028 (A)		1,985		2,037
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		1,895		2,113
Griffon
5.750%, 03/01/2028		450		478
H&E Equipment Services
3.875%, 12/15/2028 (A)		3,045		2,996
Harsco
5.750%, 07/31/2027 (A)		465		487
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		818		878
Herc Holdings
5.500%, 07/15/2027 (A)		525		553
Hillman Group
6.375%, 07/15/2022 (A)		770		771
Howmet Aerospace
6.875%, 05/01/2025		155		180
Icahn Enterprises
4.750%, 09/15/2024		660		690
4.375%, 02/01/2029 (A)		560		557
JELD-WEN
6.250%, 05/15/2025 (A)		235		251
4.875%, 12/15/2027 (A)		15		16
4.625%, 12/15/2025 (A)		355		362
Korn Ferry
4.625%, 12/15/2027 (A)		1,444		1,500
Madison IAQ
5.875%, 06/30/2029 (A)		652		663
4.125%, 06/30/2028 (A)		433		437
Masonite International
5.750%, 09/15/2026 (A)		42		43
5.375%, 02/01/2028 (A)		298		316
MasTec
4.500%, 08/15/2028 (A)		343		361

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (A)	$	1,306	$	1,438
New Enterprise Stone & Lime
6.250%, 03/15/2026 (A)		1,035		1,063
Nielsen Finance
5.875%, 10/01/2030 (A)		412		448
5.625%, 10/01/2028 (A)		647		683
PGT Escrow Issuer
6.750%, 08/01/2026 (A)		300		317
PowerTeam Services
9.033%, 12/04/2025 (A)		2,139		2,353
RBS Global
4.875%, 12/15/2025 (A)		2,551		2,602
Rolls-Royce
5.750%, 10/15/2027 (A)		1,955		2,154
Sensata Technologies
4.375%, 02/15/2030 (A)		1,779		1,875
4.000%, 04/15/2029 (A)		416		422
3.750%, 02/15/2031 (A)		1,764		1,744
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,141
Spirit AeroSystems
7.500%, 04/15/2025 (A)		268		286
4.600%, 06/15/2028		3,270		3,205
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		416		470
SPX FLOW
5.875%, 08/15/2026 (A)		230		237
Standard Industries
5.000%, 02/15/2027 (A)		30		31
4.750%, 01/15/2028 (A)		725		759
3.375%, 01/15/2031 (A)		132		126
Stericycle
3.875%, 01/15/2029 (A)		229		229
Stevens Holding
6.125%, 10/01/2026 (A)		245		263
Team Health Holdings
6.375%, 02/01/2025 (A)		4,066		3,867
Terex
5.000%, 05/15/2029 (A)		120		125
Tervita
11.000%, 12/01/2025 (A)		2,220		2,486
TransDigm
8.000%, 12/15/2025 (A)		500		540
6.250%, 03/15/2026 (A)		3,537		3,732
5.500%, 11/15/2027		1,982		2,066
4.875%, 05/01/2029 (A)		694		701
4.625%, 01/15/2029 (A)		488		488
TriMas
4.125%, 04/15/2029 (A)		239		242
Triumph Group
8.875%, 06/01/2024 (A)		290		323

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.750%, 08/15/2025	$	1,630	$	1,677
6.250%, 09/15/2024 (A)		250		254
Tutor Perini
6.875%, 05/01/2025 (A)		4,247		4,369
Uber Technologies
7.500%, 05/15/2025 (A)		554		598
United Airlines
4.625%, 04/15/2029 (A)		1,117		1,156
4.375%, 04/15/2026 (A)		2,488		2,576
United Airlines Holdings
4.875%, 01/15/2025		1,510		1,567
United Rentals North America
5.500%, 05/15/2027		378		401
4.875%, 01/15/2028		875		928
Univar Solutions USA
5.125%, 12/01/2027 (A)		281		295
Wabash National
5.500%, 10/01/2025 (A)		340		347
Welbilt
9.500%, 02/15/2024		190		199
WESCO Distribution
7.250%, 06/15/2028 (A)		356		397
7.125%, 06/15/2025 (A)		356		385
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		1,298
Wolverine Escrow
13.125%, 11/15/2027 (A)		100		84
9.000%, 11/15/2026 (A)		614		599
XPO Logistics
6.750%, 08/15/2024 (A)		1,781		1,850
6.250%, 05/01/2025 (A)		215		229
				129,316
Information Technology — 3.6%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		413
Ahead DB Holdings
6.625%, 05/01/2028 (A)		737		762
Alliance Data Systems
4.750%, 12/15/2024 (A)		840		863
AMS
7.000%, 07/31/2025 (A)		1,617		1,742
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,737
4.250%, 06/01/2028 (A)		213		211
Ascend Learning
6.875%, 08/01/2025 (A)		215		218
Ascend Learning LLC
6.875%, 08/01/2025 (A)		315		321
Austin BidCo
7.125%, 12/15/2028 (A)		955		979

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Avaya
6.125%, 09/15/2028 (A)	$	2,918	$	3,123
Black Knight InfoServ
3.625%, 09/01/2028 (A)		236		235
BY Crown Parent
4.250%, 01/31/2026 (A)		959		1,005
Castle US Holding
9.500%, 02/15/2028 (A)		1,025		1,069
CDK Global
5.250%, 05/15/2029 (A)		190		207
Clarivate Science Holdings
4.875%, 06/30/2029 (A)		184		189
3.875%, 06/30/2028 (A)		680		686
CommScope
8.250%, 03/01/2027 (A)		1,973		2,109
7.125%, 07/01/2028 (A)		325		352
6.000%, 03/01/2026 (A)		600		633
CommScope Technologies
6.000%, 06/15/2025 (A)		2,654		2,710
CPI CG
8.625%, 03/15/2026 (A)		800		850
Diebold Nixdorf
9.375%, 07/15/2025 (A)		694		770
Elastic
4.125%, 07/15/2029 (A)		1,027		1,027
Entegris
4.375%, 04/15/2028 (A)		725		757
3.625%, 05/01/2029 (A)		146		148
Flexential Intermediate
11.250%, 08/01/2024 (A)		750		818
Gartner
4.500%, 07/01/2028 (A)		70		74
3.750%, 10/01/2030 (A)		117		120
3.625%, 06/15/2029 (A)		59		60
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,868		1,961
3.500%, 03/01/2029 (A)		700		695
Imola Merger
4.750%, 05/15/2029 (A)		691		711
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		1,745		1,812
NCR
8.125%, 04/15/2025 (A)		122		133
6.125%, 09/01/2029 (A)		450		491
5.750%, 09/01/2027 (A)		1,225		1,296
5.125%, 04/15/2029 (A)		843		869
5.000%, 10/01/2028 (A)		692		716
Nuance Communications
5.625%, 12/15/2026		1,757		1,830
ON Semiconductor
3.875%, 09/01/2028 (A)		471		485

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Open Text Holdings
4.125%, 02/15/2030 (A)	$	1,885	$	1,922
Paysafe Finance
4.000%, 06/15/2029 (A)		1,812		1,785
Plantronics
4.750%, 03/01/2029 (A)		164		163
Presidio Holdings
8.250%, 02/01/2028 (A)		567		617
4.875%, 02/01/2027 (A)		260		268
PTC
4.000%, 02/15/2028 (A)		1,438		1,485
3.625%, 02/15/2025 (A)		549		566
Science Applications International
4.875%, 04/01/2028 (A)		2,087		2,189
Seagate HDD Cayman
5.750%, 12/01/2034		856		984
3.375%, 07/15/2031 (A)		1,221		1,180
SS&C Technologies
5.500%, 09/30/2027 (A)		498		528
Switch
4.125%, 06/15/2029 (A)		88		90
3.750%, 09/15/2028 (A)		58		59
Synaptics
4.000%, 06/15/2029 (A)		1,224		1,230
Twilio
3.875%, 03/15/2031		385		395
3.625%, 03/15/2029		385		393
Veritas US
10.500%, 02/01/2024 (A)		1,031		1,058
7.500%, 09/01/2025 (A)		3,280		3,415
Viasat
6.500%, 07/15/2028 (A)		2,455		2,618
5.625%, 09/15/2025 (A)		1,548		1,577
Xerox Holdings
5.500%, 08/15/2028 (A)		278		289
5.000%, 08/15/2025 (A)		278		293
				58,291
Materials — 7.7%
Alcoa Nederland Holding BV
7.000%, 09/30/2026 (A)		285		298
5.500%, 12/15/2027 (A)		200		217
Allegheny Technologies
7.875%, 08/15/2023		1,764		1,934
5.875%, 12/01/2027		999		1,046
Arconic
6.000%, 05/15/2025 (A)		283		302
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		2,092		2,196
Ardagh Packaging Finance
6.000%, 02/15/2025 (A)		356		367
5.250%, 04/30/2025 (A)		1,280		1,346

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 08/15/2027 (A)	$	455	$	464
4.125%, 08/15/2026 (A)		993		1,025
Ashland
6.875%, 05/15/2043		851		1,070
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		413
3.375%, 02/15/2029 (A)		205		200
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,170		4,420
Big River Steel
6.625%, 01/31/2029 (A)		264		291
Boart Longyear Management Pty
10.000%cash/0% PIK, 12/31/2022		2,103		1,724
BWAY Holding
7.250%, 04/15/2025 (A)		3,868		3,791
Carpenter Technology
6.375%, 07/15/2028		184		202
CEMEX Materials
7.700%, 07/21/2025 (A)		920		1,056
CF Industries
5.375%, 03/15/2044		104		129
5.150%, 03/15/2034		228		276
4.950%, 06/01/2043		1,093		1,292
Chemours
7.000%, 05/15/2025		320		330
5.750%, 11/15/2028 (A)		2,196		2,349
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		139		146
4.625%, 03/01/2029 (A)		193		203
Compass Minerals International
6.750%, 12/01/2027 (A)		1,120		1,204
Constellium
5.875%, 02/15/2026 (A)		1,316		1,355
5.625%, 06/15/2028 (A)		495		531
3.750%, 04/15/2029 (A)		1,261		1,248
Cornerstone Chemical
6.750%, 08/15/2024 (A)		7,311		6,872
Crown Americas
4.750%, 02/01/2026		835		867
4.250%, 09/30/2026		1,827		1,959
CVR Partners
9.250%, 06/15/2023 (A)		279		280
6.125%, 06/15/2028 (A)		2,169		2,223
Element Solutions
3.875%, 09/01/2028 (A)		287		293
First Quantum Minerals
7.500%, 04/01/2025 (A)		1,350		1,401
6.875%, 03/01/2026 (A)		1,941		2,030
6.500%, 03/01/2024 (A)		1,189		1,213
Forterra Finance
6.500%, 07/15/2025 (A)		185		199

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freeport-McMoRan
5.450%, 03/15/2043	$	2,690	$	3,288
5.400%, 11/14/2034		589		711
4.625%, 08/01/2030		526		576
4.375%, 08/01/2028		696		735
4.125%, 03/01/2028		334		349
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		591
Graham Packaging
7.125%, 08/15/2028 (A)		185		199
Greif
6.500%, 03/01/2027 (A)		345		364
Hecla Mining
7.250%, 02/15/2028		620		677
Hexion
7.875%, 07/15/2027 (A)		1,365		1,473
IAMGOLD
5.750%, 10/15/2028 (A)		1,860		1,935
INEOS Group Holdings
5.625%, 08/01/2024 (A)		1,340		1,345
Innophos Holdings
9.375%, 02/15/2028 (A)		1,790		1,933
Kraton Polymers
4.250%, 12/15/2025 (A)		1,938		1,977
LABL Escrow Issuer
10.500%, 07/15/2027 (A)		290		320
6.750%, 07/15/2026 (A)		390		416
LSB Industries
9.625%, 05/01/2023 (A)		5,050		5,176
Mineral Resources
8.125%, 05/01/2027 (A)		2,205		2,423
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		2,470		2,211
New Gold Inc
7.500%, 07/15/2027 (A)		615		667
6.375%, 05/15/2025 (A)		199		206
NMG Holding
7.125%, 04/01/2026 (A)		5,228		5,581
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)		2,115		–
Nouryon Holding BV
8.000%, 10/01/2026 (A)		455		482
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		636
5.000%, 05/01/2025 (A)		889		951
4.875%, 06/01/2024 (A)		300		317
4.250%, 05/15/2029 (A)		213		215
Novelis
5.875%, 09/30/2026 (A)		1,884		1,960
4.750%, 01/30/2030 (A)		745		782
OCI
5.250%, 11/01/2024 (A)		1,595		1,644

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 10/15/2025 (A)	$	535	$	558
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		1,195		1,300
6.375%, 08/15/2025 (A)		600		665
5.875%, 08/15/2023 (A)		679		732
Polar US Borrower
6.750%, 05/15/2026 (A)		2,966		2,970
Rain CII Carbon
7.250%, 04/01/2025 (A)		4,200		4,337
Reichhold Industries
9.000%, 05/08/2017 (A)(B)(E)		859		–
Reynolds Group Issuer
4.000%, 10/15/2027 (A)		1,150		1,142
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		5,606		5,620
4.875%, 05/01/2028 (A)		1,347		1,347
Scotts Miracle-Gro
4.500%, 10/15/2029		84		87
4.000%, 04/01/2031 (A)		639		637
Summit Materials
5.250%, 01/15/2029 (A)		219		233
5.125%, 06/01/2025 (A)		1,302		1,312
Tacora Resources
8.250%, 05/15/2026 (A)		980		1,014
Taseko Mines
7.000%, 02/15/2026 (A)		1,659		1,730
Trident TPI Holdings
9.250%, 08/01/2024 (A)		1,410		1,473
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		471
5.125%, 04/01/2029 (A)		156		160
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		453		493
5.500%, 08/15/2026 (A)		599		629
Tronox
6.500%, 05/01/2025 (A)		507		537
4.625%, 03/15/2029 (A)		1,934		1,953
United States Steel
6.875%, 03/01/2029		808		865
Venator Finance Sarl
9.500%, 07/01/2025 (A)		871		979
5.750%, 07/15/2025 (A)		2,500		2,456
Warrior Met Coal
8.000%, 11/01/2024 (A)		1,350		1,370
				123,972
Real Estate — 2.1%
Brookfield Property
5.750%, 05/15/2026 (A)		5,435		5,714
Diversified Healthcare Trust
9.750%, 06/15/2025		2,080		2,304
4.375%, 03/01/2031		645		618

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Howard Hughes
5.375%, 08/01/2028 (A)	$	562	$	597
Iron Mountain
5.250%, 03/15/2028 (A)		756		791
5.250%, 07/15/2030 (A)		765		810
5.000%, 07/15/2028 (A)		255		265
4.875%, 09/15/2027 (A)		1,667		1,728
4.875%, 09/15/2029 (A)		1,500		1,548
4.500%, 02/15/2031 (A)		268		271
iStar
4.250%, 08/01/2025		1,119		1,151
Kennedy-Wilson
5.000%, 03/01/2031		94		97
4.750%, 03/01/2029		95		98
Lamar Media
4.000%, 02/15/2030		565		572
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027		204		227
5.625%, 05/01/2024		1,130		1,224
4.625%, 06/15/2025 (A)		261		279
4.500%, 09/01/2026		1,618		1,727
4.500%, 01/15/2028		95		100
3.875%, 02/15/2029 (A)		227		230
Outfront Media Capital
6.250%, 06/15/2025 (A)		554		586
4.250%, 01/15/2029 (A)		1,980		1,992
Realogy Group
9.375%, 04/01/2027 (A)		998		1,109
5.750%, 01/15/2029 (A)		1,193		1,247
RHP Hotel Properties
4.750%, 10/15/2027		483		496
4.500%, 02/15/2029 (A)		164		164
RLJ Lodging Trust
3.750%, 07/01/2026 (A)		755		763
Service Properties Trust
4.950%, 02/15/2027		2,565		2,552
3.950%, 01/15/2028		1,961		1,848
Uniti Group
7.875%, 02/15/2025 (A)		813		871
6.500%, 02/15/2029 (A)		163		163
VICI Properties
4.625%, 12/01/2029 (A)		448		476
4.250%, 12/01/2026 (A)		429		446
4.125%, 08/15/2030 (A)		711		730
3.750%, 02/15/2027 (A)		580		590
				34,384
Utilities — 1.6%
Calpine
5.000%, 02/01/2031 (A)		373		371
4.625%, 02/01/2029 (A)		140		138

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 02/15/2028 (A)	$	2,881	$	2,939
3.750%, 03/01/2031 (A)		1,224		1,166
FirstEnergy
4.400%, 07/15/2027		1,016		1,105
NRG Energy
7.250%, 05/15/2026		305		316
6.625%, 01/15/2027		1,113		1,152
5.250%, 06/15/2029 (A)		335		356
3.625%, 02/15/2031 (A)		2,689		2,643
3.375%, 02/15/2029 (A)		115		113
Pacific Gas and Electric
4.750%, 02/15/2044		337		340
4.300%, 03/15/2045		394		378
3.950%, 12/01/2047		840		781
Pattern Energy Operations
4.500%, 08/15/2028 (A)		917		949
PG&E
5.250%, 07/01/2030		1,185		1,196
5.000%, 07/01/2028		284		287
Pike
5.500%, 09/01/2028 (A)		1,536		1,598
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		1,995		2,040
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		745		790
Suburban Propane Partners
5.000%, 06/01/2031 (A)		116		119
Talen Energy Supply
10.500%, 01/15/2026 (A)		645		466
7.625%, 06/01/2028 (A)		5		5
7.250%, 05/15/2027 (A)		325		303
6.625%, 01/15/2028 (A)		1,090		998
Vistra Operations
5.625%, 02/15/2027 (A)		337		350
5.000%, 07/31/2027 (A)		2,526		2,593
4.375%, 05/01/2029 (A)		1,391		1,398
4.300%, 07/15/2029 (A)		808		878
				25,768
Total Corporate Obligations (Cost $1,130,048) ($ Thousands)				1,168,372
LOAN PARTICIPATIONS — 10.8%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.604%, 03/04/2027 (H)		177		173
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.750%, 04/20/2028		3,059		3,187

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.250%, 05/17/2028	$	335	$	333
Adient US LLC, Term B-1 Loan, 1st Lien
3.593%, VAR LIBOR+3.500%, 46853		283		283
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (H)		1,413		1,416
AI Aqua Merger Sub Inc., Tranche B-1 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 12/13/2023		2,139		2,141
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 12/31/2023		1,266		1,245
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (E)(H)		859		884
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (H)		2,747		2,745
American Trailer World Corp., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 03/03/2028		385		384
AP Gaming I, LLC, Incremental Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 02/15/2024		722		715
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/11/2028		758		756
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (D)(E)(H)		167		167
Arctic Canadian Diamond Company Ltd.,Term Loan, 2nd Lien
12.500%, 12/31/2027 (D)(E)(H)		994		994
Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien
8.500%, 11/24/2028 (H)		1,060		1,064
Ascend Learning, LLC, Amendment No. 2 Incremental Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 07/12/2024		93		93
Ascend Learning, LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 07/12/2024		140		140

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 12/23/2026	$	422	$	417
Autokiniton, Term Loan B, 1st Lien
5.000%, 04/06/2028 (H)		651		656
Avianca Holdings S.A., DIP Delayed Draw Loan A-1, 1st Lien
12.500%, 11/10/2021 (H)		1,626		1,648
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 06/02/2025		441		439
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (H)		390		376
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (H)		2,054		1,910
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024 (I)		1,230		1,027
Brookfield Property REIT Inc., Initial Term B Loan, 1st Lien
2.604%, 08/27/2025 (I)		112		109
Buckeye Partners L.P., Term Loan B-1, 1st Lien
2.354%, 11/01/2026 (H)		228		226
BWay Holding Company , Initial Term Loan, 1st Lien
3.385%, VAR LIBOR+3.250%, 04/03/2024 (I)		1,240		1,210
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.615%, VAR LIBOR+4.500%, 07/21/2025		1,965		1,971
Carecentrix 4/18 Cov-Lite, Term Loan, 1st Lien
4.500%, 04/03/2025 (H)		763		707
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023 (H)		1,407		1,409
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.500%, 08/08/2023 (E)(H)		2,379		2,314
CBAC Borrower, LLC, Term Loan B, 1st Lien
4.104%, 07/08/2024 (H)		1,494		1,450
CCI Buyer, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/17/2027		168		168
Cengage Learning, Inc., 2016 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/07/2023		1,965		1,966

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/07/2023 (I)	$	2,680	$	2,608
Claire’s Stores, Inc., Initial Term Loan, 1st Lien
6.593%, VAR LIBOR+6.500%, 12/18/2026		1,127		1,080
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR+ 3.250%, 04/30/2026		669		662
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 11/08/2027		771		771
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.093%, VAR LIBOR+5.000%, 01/04/2026		2,774		2,739
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 11/23/2027 (I)		115		115
Culligan 6/21 Cov-Lite, Term Loan, 1st Lien
0.000%, 06/16/2028 (I)		1,905		1,910
Delta Topco, Inc., Initial Term Loan, 2nd Lien
8.000%, VAR LIBOR+7.250%, 12/01/2028		891		901
E.W. Scripps Company, The, Tranche B-3 Term Loan, 1st Lien
3.750%, VAR LIBOR+3.000%, 01/07/2028		558		557
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 03/07/2022 (E)		2,168		2,136
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (H)		758		730
Enterprise Development Authority, Term Loan B, 1st Lien
5.000%, 02/28/2028 (E)(H)		2,818		2,825
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 10/10/2025		6,115		5,220
Epic Crude Services, LP, Term Loan, 1st Lien
5.140%, VAR LIBOR+5.000%, 03/02/2026		1,707		1,349
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027 (I)		4,413		3,806

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 02/04/2027	$	2,382	$	2,391
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien
9.500%, VAR LIBOR+8.000%, 06/30/2027 (E)		273		273
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien
3.593%, VAR LIBOR+3.500%, 12/08/2025		551		537
Gannett Holdings LLC, Term Loan, 1st Lien
7.750%, 02/09/2026 (H)		1,285		1,292
Gates Global 2/21 Cov-Lite Tl 3/31/2027 Lien 1
3.500%, 03/31/2027 (H)		411		410
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025 (H)		–		–
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 03/14/2025 (I)		256		256
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 01/29/2026		3,448		3,497
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR+3.000%, 08/04/2027		349		348
Green Energy Partners/Stonewall LLC, Term Loan B-1 Conversion Advances, 1st Lien
6.500%, VAR LIBOR+5.500%, 11/13/2021 (E)		397		369
Greeneden U.S. Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
4.750%, VAR LIBOR+4.000%, 12/01/2027		285		285
Gulf Finance, LLC, Tranche B Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 08/25/2023		2,157		1,827
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 12/16/2024		307		300
Hoffmaster Group, Term Loan B, 1st Lien
5.000%, 11/21/2023 (E)(H)		504		484

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 05/01/2026	$	474	$	470
Indivior Finance S.a r.l., 2017 Replacement USD Term Loan, 1st Lien
5.500%, 12/19/2022 (E)(H)		639		637
Informatica LLC , Dollar 2020 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 02/25/2027		97		96
IRB Holding Corp., Fourth Amendment Incremental Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 12/15/2027		229		229
Ivanti Software, Inc., First Amendment Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/01/2027		302		300
Ivanti Software, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 12/01/2027		1,525		1,525
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/23/2023 (B)(E)		2,253		6
Journey Personal Care Corp., Initial Term Loan, 1st Lien
5.000%, 03/01/2028 (H)		2,030		2,034
Kantar, Term Loan 1st Lien
0.000%, 12/04/2026 (I)		90		90
Knight Energy Services, Exit Facility Loan
8.500%, 02/09/2024 (E)(H)		63		–
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.250%, 04/21/2027 (I)		2,175		2,167
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
7.000%, VAR Prime Rate by Country+3.750%, 08/29/2022		4,104		4,081
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.202%, 10/01/2024 (H)		5,904		5,845
Liftoff Mobile, Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 03/17/2028		769		768

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Madison IAQ, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.250%, 06/16/2028 (I)	$	499	$	499
Magnite, Inc. 4/1/2028 Term Loan
5.750%, 04/01/2028 (H)		638		635
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR+8.125%, 02/16/2022 (E)		5,334		5,187
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.000%, 05/08/2025		1,544		1,542
McGraw Hill, LLC, Term B Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 11/01/2024		1,775		1,777
Meredith Corporation, Tranche B-3 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 01/31/2025		318		324
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/21/2027		937		999
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/13/2024		1,083		1,065
MLN US HoldCo, LLC, Term B Loan, 1st Lien
4.606%, VAR LIBOR+4.500%, 11/30/2025		802		732
Monitronics International Inc, Term Loan, 1st Lien
7.750%, VAR LIBOR+6.500%, 03/29/2024 (E)		218		211
Navitas Midstream Midland Basin, LLC, Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/13/2024		1,111		1,114
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
2.848%, VAR LIBOR+2.750%, 10/01/2025		539		535
Optiv Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 02/01/2024		1,547		1,510
Padagis/Perrigo, Term Loan 1st Lien
0.000%, 06/30/2028 (I)		774		766
Park River Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 12/28/2027 (H)		128		127

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Peak 10 Holding Corporation, Initial Term Loan, 1st Lien
3.703%, VAR LIBOR+3.500%, 08/01/2024	$	4,299	$	3,935
Penney Borrower, LLC, Initial Loan, 1st Lien
9.500%, 12/07/2026 (H)		1,516		1,475
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		1,000		1,002
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/03/2028		350		349
PetSmart, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/11/2028		2,020		2,021
Plantronics Inc., Initial Term Loan B, 1st Lien
2.593%, 07/02/2025 (H)		905		887
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.177%, 07/31/2025 (H)		4,451		4,228
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
8.254%, 03/19/2024 (H)		348		238
8.135%, 03/19/2024 (I)		430		293
Rent-A-Center, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 02/17/2028		2,618		2,618
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 09/07/2023 (B)(E)		4,926		2,709
S&S Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (H)		758		750
Sabre GLBL Inc., 2020 Other Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/17/2027		929		934
Schweitzer-Mauduit International, Inc., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/09/2028		932		918
Serta Simmons Bedding, LLC, Initial Exchange Term Loan, 1st Lien
8.500%, 08/10/2023 (H)		384		366
Shutterfly, Insitutional Term Loan, 1st Lien
7.000%, 09/25/2026 (H)		208		209
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (E)(H)		2,254		2,226

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (H)	$	1,651	$	1,644
SP PF Buyer, LLC, Closing Date Term Loan, 1st Lien
4.594%, VAR LIBOR+4.500%, 12/22/2025		1,509		1,484
SRS Distribution Inc. 5/19/2028 Term Loan B
4.250%, 05/19/2028 (I)		469		468
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
5.176%, VAR LIBOR+5.000%, 04/16/2026 (I)		3,764		3,663
Steinway Musical Instruments Inc., Closing Date Loan, 1st Lien
4.750%, 02/14/2025 (H)		448		442
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.500%, VAR LIBOR+3.750%, 10/01/2026		788		790
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien
10.000%, VAR LIBOR+9.000%, 03/11/2024		1,125		1,098
Syniverse Holdings, Inc., Tranche C Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 03/09/2023		6,355		6,286
Team Health Holdings, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/06/2024		3,481		3,372
Tecta America Corp., Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/10/2028		905		906
Thryv Inc., Initial Term Loan, 1st Lien
9.500%, 03/01/2026 (H)		1,123		1,139
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.267%, VAR LIBOR+3.000%, 03/28/2025		1,067		1,048
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
4.500%, 01/31/2025 (H)		1,026		770
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.000%, VAR LIBOR+8.000%, 02/28/2025 (I)		378		396
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien
5.203%, VAR LIBOR+5.000%, 05/29/2026 (I)		966		879

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Traverse Midstream Partners, LLC, Advance, 1st Lien
6.500%, VAR LIBOR+5.500%, 09/27/2024	$	1,725	$	1,730
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/31/2028		1,308		1,306
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (H)		1,931		1,950
Twin River Worldwide Holdings, Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 05/11/2026 (E)		661		696
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.125%, VAR LIBOR+5.000%, 06/26/2026		483		485
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 46864		890		901
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
4.147%, VAR LIBOR+4.000%, 08/20/2025		1,527		1,500
Vertical Midco GmbH, Facility B (USD), 1st Lien
4.478%, VAR LIBOR+4.250%, 07/30/2027		276		276
Vertiv Group Corporation 3/2/2027 Vertiv 3/21 Cov-Lite
2.836%, 03/02/2027 (H)		149		148
Victoria’S Secret, Term Loan 1st Lien
0.000%, 06/30/2028 (I)		774		766
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien
4.500%, VAR LIBOR+4.000%, 10/19/2027		442		442
Wilsonart, LLC, Tranche E Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 12/31/2026		2,852		2,850
Wok Holdings Inc., Initial Term Loan, 1st Lien
6.354%, 03/01/2026 (H)		650		641
Woodford Express, LLC, Initial Term Loan, 1st Lien
6.000%, 01/27/2025 (I)		2,218		2,144

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/09/2027	$	307	$	304
Total Loan Participations (Cost $172,836) ($ Thousands)				175,354
ASSET-BACKED SECURITIES — 10.6%
Other Asset-Backed Securities — 10.6%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9 (J)
0.735%, VAR ICE LIBOR USD 1 Month+0.550%, 03/15/2019 (A)(B)(E)		587		21
Apex Credit CLO, Ser 2020-1A, Cl E1
7.748%, VAR ICE LIBOR USD 3 Month+7.560%, 10/20/2031 (A)(E)		1,258		1,236
Ares XXXIV CLO, Ser 2020-2A, Cl FR
8.790%, VAR ICE LIBOR USD 3 Month+8.600%, 04/17/2033 (A)(E)		1,446		1,374
B&M CLO, Ser 2014-1A, Cl E
5.934%, VAR ICE LIBOR USD 3 Month+5.750%, 04/16/2026 (A)(E)		2,480		1,715
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(E)(K)		4,490		1,616
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(D)(E)(K)		3,390		2,407
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(E)(K)		4,450		4,227
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 10/24/2029 (A)(E)(K)		5,857		5,154
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(E)(K)		4,663		3,835
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (E)(K)		3,427		2,716
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(E)(K)		2,128		1,915
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (E)(K)		4,839		4,258
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(D)(E)(K)		2,531		835
Benefit Street Partners CLO IV
0.000%, 07/20/2026 *(A)(E)(G)(K)		7		3,395
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(E)(G)(K)		2,293		1,559

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(E)(G)(K)	$	6,387	$	1
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (E)(K)		10,259		6,032
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(E)(K)		7,502		2,926
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (E)(K)		6,715		416
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(D)(E)(K)		6,720		3,830
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(E)(K)		7,631		4,350
Benefit Street Partners CLO XII, Ser 2017-12A, Cl C
3.234%, VAR ICE LIBOR USD 3 Month+3.050%, 10/15/2030 (A)(E)		1,238		1,201
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(E)(K)		3,809		2,781
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2032 (A)(E)(K)		3,486		2,652
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2031 (A)(E)(K)		2,261		2,487
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (E)(K)		5,130		4,322
Bighorn III, Warehouse Note
0.000%, (E)(L)		6,780		6,780
Blue Ridge CLO II, Ser 2014-2A, Cl D
4.990%, VAR ICE LIBOR USD 3 Month+4.800%, 07/18/2026 (A)(B)(E)		2,284		1,804
Blue Ridge CLO II, Ser 2014-2A, Cl E
5.990%, VAR ICE LIBOR USD 3 Month+5.800%, 07/18/2026 (A)(B)(E)		2,679		228
Cathedral Lake CLO, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(E)(K)		2,725		1,090
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(E)(K)		3,139		1,570
First Eagle Clarendon Fund CLO, Ser 2015-1A, Cl E
6.226%, VAR ICE LIBOR USD 3 Month+6.050%, 01/25/2027 (A)(D)(E)		3,439		3,366

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Great Lakes CLO, Ser 2014-1A, Cl SUB
0.000%, 10/15/2029 (A)(E)(K)	$	4,860	$	1,944
Great Lakes CLO, Ser 2015-1A, Cl ER
8.000%, VAR ICE LIBOR USD 3 Month+7.360%, 01/16/2030 (A)(E)		3,253		3,063
Great Lakes CLO, Ser 2015-1A, Cl FR
11.000%, VAR ICE LIBOR USD 3 Month+10.000%, 01/16/2030 (A)(B)(E)		1,198		1,068
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(E)(K)		4,519		2,892
Great Lakes CLO, Ser 2017-1A, Cl ER
7.684%, VAR ICE LIBOR USD 3 Month+7.500%, 10/15/2029 (A)(E)		3,321		3,223
Great Lakes CLO, Ser 2017-1A, Cl FR
10.184%, VAR ICE LIBOR USD 3 Month+10.000%, 10/15/2029 (A)(E)		1,940		1,777
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2029 (A)(E)(K)		2,484		1,366
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029 (A)(E)(K)		651		594
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
7.260%, VAR ICE LIBOR USD 3 Month+7.070%, 04/18/2030 (A)(E)		1,559		1,512
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(E)(K)		1,169		766
LCM CLO, Ser 31A
0.000%, 01/20/2032 (E)(K)		1,115		960
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(E)(K)		3,797		2,601
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
6.026%, VAR ICE LIBOR USD 3 Month+5.850%, 01/25/2030 (A)(E)		2,499		2,424
Neuberger Berman CLO XXII, Ser 2016-22A, Cl F
0.100%, 10/17/2030 (A)(E)		112		17
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2027 (A)(E)(K)		3,640		2,257
Neuberger Berman Loan Advisers CLO
0.000%, 10/20/2032 (E)(K)		3,438		3,139
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(E)(K)		1,095		909

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(E)(H)	$	14	$	13
Neuberger Berman Loan Advisers CLO, Ser 2020-39
0.000%, 01/20/2032 (D)(E)(K)		3,294		2,908
Neuberger Berman Loan Advisers CLO, Ser 2021-41
0.000%, 04/15/2034 (E)(K)		2,670		2,328
NewStar Exeter Fund CLO, Ser 2015-1A, Cl E
7.388%, VAR ICE LIBOR USD 3 Month+7.200%, 01/20/2027 (A)(E)		3,890		3,598
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(E)(K)		7,983		4,603
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(E)(K)		1,655		1,125
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 07/20/2031 (A)(E)(K)		1,224		1,249
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (E)(K)		4,413		3,902
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (E)(K)		6,388		2,555
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034 (A)(E)(K)		1,999		1,479
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (E)(K)		9,085		7,511
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 07/29/2029 (A)(E)(K)		4,194		2,810
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(E)(K)		2,978		2,235
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(E)(K)		3,528		2,734
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (E)(K)		5,352		4,148
Venture 35 CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(E)(K)		11,892		5,708
Venture CDO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(E)(K)		2,030		1,167
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(E)(K)		1,609		724
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(E)(K)		3,228		1,775

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-2
0.000%, 07/21/2031 (E)(K)	$	4,915	$	5,515
Total Asset-Backed Securities (Cost $123,359) ($ Thousands)				170,698
	Shares
COMMON STOCK — 2.2%
21st Century Oncology Private Company *(D)(E)		15,311		172
Aquity Holdings Inc *		85,745		933
Arctic Canadian Diamond Company Ltd. *(E)		1,054		–
Aspect Software, Cl CR1 *(E)		27,500		–
Aspect Software, Cl CR2 *(E)		11,134		–
Battalion Oil *		516		7
Berry Corp		331,646		2,229
Cenveo Corporation *		38,426		231
CHC Group LLC *(M)		7,983		–
Chesapeake Energy		4,043		210
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		534
Copper Property Pass-Through Certificates *(E)		147,922		2,729
EP Energy *		15,235		1,493
Extraction Oil & Gas *		77,769		4,270
Frontier Communications Parent *		33,264		878
FTS International, Cl A *		48,466		1,371
Global Aviation Holdings Inc, Cl A *(E)		97,655		–
Guitar Center *(D)(E)		13,905		2,053
Gulfport Energy Operating *		10,798		699
Gymboree *(E)		40,312		10
Hexion Holdings Corp *		105,856		1,906
iHeartMedia Inc *		37,193		1,002
Knight Energy Services *(E)(N)		1,764		–
Magnachip Semiconductor *		22,871		546
Medical Card Systems *(D)(E)		284,758		1,086
Mmodal (Escrow Security) *(E)		67,688		8
Monitronics International Inc *(D)(E)(M)		211,006		2,112
MYT Holding LLC *(D)(E)		273,738		1,538
Neiman Marcus Group *(E)		5,934		724
Neiman Marcus Group *(E)(F)		620		76
Nine West FKA Premier Brands *(E)		92,548		92
Noble Corp *		25,319		633
Oasis Petroleum Inc		8,453		850
Parker Drilling *(E)		79,089		427
Penney Borrower LLC *(E)		19,723		138
Quad/Graphics Inc *		54		–
Reichhold Industries *(D)(E)		1,427		2,016
Remainco LLC *(D)(E)		27,268		33
Rue 21 *		1,835		596
SandRidge Energy *		8,295		52
Titan Energy LLC *		22,243		–

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Tourmaline Oil Corp		26,257	$	751
Valaris *		27,523		795
VICI Properties Inc ‡		52,784		1,638
Whiting Petroleum *		6,453		352
Windstream Services *		10,897		163
Total Common Stock (Cost $29,742) ($ Thousands)				35,353
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.6%
Air Canada CV to 65.134
4.000%, 07/01/2025	$	260		403
Chesapeake Energy CV to 116.7134
5.500%, 12/31/2049		100		2
CNX Resources CV to 77.882
2.250%, 05/01/2026		270		350
DISH Network CV to 15.343
3.375%, 08/15/2026		465		474
Golar LNG CV to 26.9925
2.750%, 02/15/2022		556		551
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		1,145		1,166
Liberty Media CV to 16.776
3.750%, 02/15/2030		2,556		1,930
Liberty Media CV to 22.947
4.000%, 11/15/2029		489		374
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (A)		2,242		2,943
Pebblebrook Hotel Trust CV to 39.2549
1.750%, 12/15/2026		715		811
Twitter CV to 7.6905
0.892%, 03/15/2026 (A)(G)		765		730
Total Convertible Bonds (Cost $8,873) ($ Thousands)				9,734
	Shares
PREFERRED STOCK — 0.5%
Boardriders Inc., 0.000% *(D)(E)		215,931		249
Claire’s Stores, 0.000% *(D)(E)		785		838
Crestwood Equity Partners, 9.250% (O)		202,107		1,896
Danaher, 5.000% *		554		817
FHLMC, 0.000% *		16,903		52
FNMA, 0.000% *		24,650		80
Foresight, 0.000% *		32,601		293
Guitar Center, 0.000% *(D)(E)		365		34
Gulfport Energy, 0.000% *(D)(E)		27		125
Ladenburg Thalmann Financial Services, 6.500% *		64,356		1,448
MPLX, 6.500% *(D)(E)(M)		23,039		754

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
PREFERRED STOCK (continued)
MYT Holding LLC, 0.000% *		325,766	$	332
Neiman Marcus Group, 0.000% *(D)(E)		3,938		54
Qurate Retail, 8.000%		2,044		221
ViacomCBS, 5.750% *		11,480		851
Total Preferred Stock (Cost $7,349) ($ Thousands)				8,044
	Number of Warrants
WARRANTS — 0.1%
Carestream Health Inc. Strike Price $– *‡‡(D)(E)		47		–
Chesapeake Energy, Expires 02/12/2026 Strike Price $36 *		5,032		105
Chesapeake Energy, Expires 02/12/2026 Strike Price $28 *		3,661		98
Chesapeake Energy, Expires 02/12/2026 Strike Price $32 *		4,069		97
Guitar Center, Expires 12/22/2070 Strike Price $100 *(D)(E)		3,680		252
Guitar Center, Expires 12/22/2070 Strike Price $160 *(D)(E)		3,681		169
Noble Corp, Expires 02/05/2028 Strike Price $– *		22,660		212
SandRidge Energy, Expires 10/07/2022 Strike Price $41 *		7,165		–
SandRidge Energy, Expires 10/07/2022 Strike Price $42 *		3,017		–
Windstream Strike Price $– *‡‡(D)(E)		104		2
Windstream Services Strike Price $–*‡‡(E)		12,184		180
Total Warrants (Cost $790) ($ Thousands)				1,115
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P. 0.030% **†(P)		1,141		1
Total Affiliated Partnership (Cost $1) ($ Thousands)				1

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		39,793,024	$	39,793
Total Cash Equivalent (Cost $39,793) ($ Thousands)				39,793
Total Investments in Securities — 99.5% (Cost $1,512,791) ($ Thousands)			$	1,608,464

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		08/13/21	USD		1,311	CAD		1,620	$	(2	)
Barclays PLC		08/13/21	CAD		2,510	USD		2,074		46
									$	44

Percentages are based on Net Assets of $1,615,953 ($ Thousands).

^*  Non-income producing security.

^**  The rate reported is the 7-day effective yield as of June 30, 2021.

^†  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, 2021, the value of these securities amounted to $1,004,438 ($ Thousands), representing 62.2% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Perpetual security with no stated maturity date.

(D) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2021 was $26,554 ($ Thousands) and represented 1.6% of the Net Assets of the Fund.

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

(F) Securities considered restricted. The total market value of such securities as of June 30, 2021 was $76 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

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

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

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

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

(K) No interest rate available.

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

(M) Securities considered illiquid. The total value of such securities as of June 30, 2021 was $2,866 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.

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

(O) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $1,896 ($ Thousands), or 0.1% of the Net Assets of the Fund.

(P) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2021 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

PIK — Payment-in-Kind

Pty — Proprietary

REIT — Real Estate investment Trust

Ser — Series

SPX — Standard & Poor’s 500 Index

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

A list of restricted securities held by the Fund as of June 30, 2021 is as follows:

Description	Face Amount ($ Thousands)/Number of Shares			Acquisition Date		Right to Acquire Date		Cost ($ Thousands)			Market Value ($ Thousands)			% of Net Assets
Aventine (escrow security)		$	2,600		11/30/2010		11/20/2010		$	–		$	–		0.00%
Neiman Marcus Group			620		09/25/2020		09/25/2020			–			76		0.00
									$	–		$	76		0.00%

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

High Yield Bond Fund (Concluded)

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		1,165,222		3,150		1,168,372
Loan Participations		–		153,236		22,118		175,354
Asset-Backed Securities		–		–		170,698		170,698
Common Stock		17,678		4,461		13,214		35,353
Convertible Bonds		–		9,734		–		9,734
Preferred Stock		2,529		3,461		2,054		8,044
Warrants		–		512		603		1,115
Affiliated Partnership		–		1		–		1
Cash Equivalent		39,793		–		–		39,793
Total Investments in Securities		60,000		1,336,627		211,837		1,608,464

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Forwards Contracts*
Unrealized Appreciation		–		46			–		46
Unrealized Depreciation		–		(2	)		–		(2	)
Total Other Financial Instruments		–		44			–		44

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

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Convertible Bonds			Investments in Preferred Stock			Investments in Warrants			Investments in Municipal Bonds
Balance as of October 1, 2020	$	7,108		$	24,952		$	114,965		$	6,107		$	8		$	1,445		$	110		$	1,584
Accrued discounts/premiums		34			86			86			—			(17	)		—			—			—
Realized gain/(loss)		150			(704	)		3,357			(4,172	)		(38	)		(585	)		(58	)		181
Change in unrealized appreciation/
(depreciation)		(930	)		1,225			64,148			8,802			47			877			425			(71	)
Purchases		140			2,195			32,781			1,762			—			825			329			—
Sales		(3,919	)		(5,262	)		(44,639	)		(1,131	)		—			(146	)		(203	)		(1,694	)
Net transfer into Level 3		567			10,727			—			3,387			—			1			—			—
Net transfer out of Level 3		—			(11,101	)		—			(1,541	)		—			(363	)		—			—
Ending Balance as of June 30, 2021(1)	$	3,150		$	22,118		$	170,698		$	13,214		$	—		$	2,054		$	603		$	—
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(4,004	)	$	(223	)	$	52,398		$	9		$	756		$	126		$	217		$	—

(1) Of the $211,838 ($ Thousands) in Level 3 securities as of June 30, 2021, $13,206 ($ Thousands) or 0.8% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

For the period ended June 30, 2021, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 1	$ —	$ —	$—	$—	$ 1	1,141	$—	$—
SEI Daily Income Trust, Government Fund, Cl F	7,810	496,878	(464,895)	—	—	39,793	39,793,024	3	—
Totals	$7,811	$496,878	$(464,895)	$—	$—	$39,794		$3	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Conservative Income Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 56.7%
Banks — 7.1%
Barkclays Bank
0.060%, 07/02/2021 (A)	$	3,000	$	3,000
HSBC Bank
0.310%, 01/07/2022 (A)		2,000		1,998
0.270%, 02/02/2022 (A)		1,500		1,498
NRW.BANK
0.065%, 07/19/2021 (A)		8,500		8,500
Santander UK
0.053%, 07/01/2021 (A)		1,000		1,000
Toronto-Dominion Bank
0.070%, 07/07/2021 (A)		5,000		5,000
				20,996
Financials — 49.6%
ABN AMRO Funding USA
0.120%, 07/06/2021 (A)		3,125		3,125
Alinghi Funding
0.291%, 10/08/2021 (A)(B)		2,000		1,999
0.267%, 12/07/2021 (A)(B)		1,500		1,499
0.260%, 09/16/2021 (A)(B)		3,000		2,999
AMCOR Finance USA
0.130%, 07/06/2021 (A)		2,800		2,800
ANTALIS
0.180%, 12/08/2021 (A)		2,000		1,998
0.170%, 08/11/2021 (A)		1,000		1,000
0.170%, 08/12/2021 (A)		3,000		2,999
ASB Finance
0.199%, 09/13/2021 (A)(B)		2,000		2,000
0.178%, 03/07/2022 (A)		2,000		1,998
AZN New Zealand Int’l
0.249%, 05/05/2022 (A)		2,000		1,997
Bayerische Landesbank
0.070%, 07/07/2021 (A)		8,000		8,000
Bedford Row Funding
0.256%, 11/04/2021 (B)		1,000		1,000
0.215%, 08/12/2021 (B)		1,000		1,000
0.060%, 07/07/2021 (A)		4,000		4,000
Bennington Stark Capital
0.070%, 07/12/2021 (A)		4,000		4,000
BNZ International Funding
0.210%, 08/12/2021 (A)(B)		4,000		3,999
0.205%, 11/16/2021 (A)(B)		2,000		1,999
BPCE
0.336%, 12/01/2021 (A)(B)		2,000		1,999
0.336%, 12/09/2021 (A)(B)		2,000		1,999
BZN International Funding
0.210%, 01/21/2022 (A)		2,000		1,998
Caisse d’Amortissement de la Dette Sociale
0.100%, 10/08/2021 (A)		4,000		3,999
Charta
0.150%, 07/12/2021 (A)		5,000		5,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Citigroup Global Markets
0.190%, 06/03/2022 (A)	$	2,000	$	1,996
Concord Minutemen Capital
0.150%, 09/01/2021 (A)		4,000		3,999
Credit Industriel et Commercial
0.250%, 07/01/2021 (A)(B)		4,000		4,000
Crown Point Capital
0.340%, 04/25/2022		1,000		1,000
0.299%, 10/05/2021 (A)		4,000		3,999
0.230%, 10/29/2021 (A)(B)		1,500		1,499
DBS Bank
0.229%, 07/06/2021 (A)(B)		4,000		4,000
0.145%, 12/21/2021 (A)		3,000		2,997
Fairway Finance
0.261%, 07/08/2021 (A)(B)		2,000		2,000
Federation des Caisses Desjardins du Quebec
0.070%, 07/02/2021 (A)		4,500		4,500
0.064%, 07/06/2021 (A)(B)		5,000		5,000
Ionic Capital III Trust
0.089%, 07/16/2021 (A)		1,000		1,000
0.080%, 07/09/2021 (A)		6,000		6,000
Liberty Street Funding
0.070%, 07/01/2021 (A)		7,000		7,000
Lime Funding
0.208%, 08/05/2021 (A)(B)		1,000		1,000
Longship Funding
0.050%, 07/09/2021 (A)		4,000		4,000
Mackinac Funding
0.210%, 10/15/2021 (A)		2,000		1,999
National Bank of Canada
0.200%, 10/25/2021 (A)(B)		3,000		2,999
Nestle Finance International
0.060%, 07/15/2021 (A)		4,000		4,000
Ridgefield Funding
0.230%, 02/04/2022 (A)		2,000		1,998
0.230%, 02/08/2022 (A)		3,000		2,997
Swedbank NY
0.060%, 07/07/2021 (A)		3,000		3,000
0.053%, 07/02/2021 (A)		5,000		5,000
Victory Receivables
0.050%, 07/01/2021 (A)		4,000		4,000
VW Credit
0.140%, 07/23/2021 (A)		2,800		2,800
				146,190
Total Commercial Paper (Cost $167,169) ($ Thousands)				167,186

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 3.2%
Consumer Discretionary — 1.3%
Jets Stadium Development
0.130%, 04/01/2047 (B)	$	4,000	$	4,000
Financials — 1.9%
Bank of Montreal
0.165%, VAR ICE LIBOR USD 3 Month+0.040%, 09/17/2021		2,000		2,000
Canadian Imperial Bank of Commerce NY
0.313%, VAR ICE LIBOR USD 3 Month+0.140%, 07/23/2021		1,500		1,501
Credit Suisse NY
0.350%, VAR United States Secured Overnight Financing Rate+0.300%, 11/16/2021		2,000		2,001
				5,502
Total Corporate Obligations (Cost $9,500) ($ Thousands)				9,502
U.S. TREASURY OBLIGATION — 0.4%
U.S. Treasury Notes
0.270%, VAR US Treasury 3 Month Bill Money Market Yield+0.220%, 07/31/2021		1,000		1,000
Total U.S. Treasury Obligation (Cost $1,000) ($ Thousands)				1,000
CERTIFICATES OF DEPOSIT — 36.3%
Australia & New Zealand Banking Group
0.161%, 03/02/2022 (B)		1,000		1,000
0.153%, 03/09/2022 (B)		1,500		1,500
Bank of America
0.170%, 07/08/2022		750		750
Bank of Montreal
0.245%, 05/16/2022		1,500		1,500
0.236%, 06/06/2022		1,500		1,500
0.225%, 08/06/2021		2,000		2,000
0.200%, 02/23/2022		1,000		1,000
Bank of Nova Scotia
0.210%, 06/17/2022		2,000		2,001
0.192%, 08/10/2021 (B)		1,500		1,500
0.170%, 06/03/2022		2,000		2,000
Bedford Row Funding
0.206%, 09/27/2021		3,000		3,000
Canadian Imperial Bank of Commerce NY
0.335%, 08/06/2021		1,000		1,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
0.296%, 01/14/2022	$	1,000	$	1,001
0.234%, 10/04/2021		1,500		1,500
0.181%, 06/07/2022		2,000		2,000
Cooperatieve Rabobank UA
0.250%, 08/16/2021		2,000		2,000
Credit Industriel et Commercial
0.225%, 05/06/2022		2,000		2,001
Credit Suisse NY
0.300%, 08/23/2021		1,000		1,000
0.230%, 04/08/2022		1,500		1,500
HSBC Bank
0.275%, 08/31/2021 (B)		2,000		2,001
KBC Bank
0.040%, 07/02/2021		4,000		4,000
Kookmin Bank
0.310%, 02/07/2022		1,000		1,000
Landesbank Baden-Wuerttemberg NY
0.250%, 07/08/2021		3,000		3,000
0.060%, 07/01/2021		8,000		8,000
Mizuho Bank NY
0.260%, 08/06/2021		3,000		3,001
0.210%, 08/26/2021		2,000		2,000
MUFG Bank NY
0.240%, 10/22/2021		1,000		1,001
0.240%, 10/27/2021		3,000		3,001
0.230%, 01/28/2022		2,000		2,001
National Australia Bank
0.317%, 07/08/2021 (B)		1,000		1,000
0.186%, 03/29/2022 (B)		1,500		1,500
Norinchukin Bank
0.250%, 11/04/2021		3,000		3,001
0.176%, 09/27/2021		1,500		1,500
0.150%, 11/24/2021		3,000		3,000
Royal Bank of Canada
0.430%, 07/26/2021		1,500		1,501
0.218%, 12/10/2021		1,000		1,001
Standard Chartered Bank NY
0.222%, 03/18/2022		4,000		4,000
0.149%, 09/03/2021		3,000		3,000
Sumitomo Mitsui Banking
0.260%, 07/06/2021		3,000		3,000
0.240%, 01/20/2022		1,750		1,750
0.159%, 09/13/2021		2,000		2,000
Svenska Handelsbanken NY
0.202%, 08/09/2021		1,750		1,750
0.151%, 09/02/2021		1,000		1,000
Swedbank NY
0.250%, 07/26/2021		2,000		2,000
0.238%, 10/20/2021		2,000		2,000
Toronto-Dominion Bank
0.430%, 07/28/2021		1,500		1,500
0.400%, 08/16/2021		1,000		1,001

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
0.250%, 08/24/2021	$	1,000	$	1,000
0.210%, 02/18/2022		2,000		2,000
UBS AG
0.250%, 04/05/2022		1,000		1,000
0.210%, 02/08/2022		2,500		2,500
Westpac Banking
0.314%, 07/02/2021 (B)		1,000		1,000
0.186%, 02/04/2022 (B)		1,500		1,500
0.176%, 02/17/2022 (B)		2,800		2,800
0.135%, 09/01/2021 (B)		1,000		1,000
Total Certificates of Deposit (Cost $107,052) ($ Thousands)				107,062
	Shares
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		683,147		683
Total Cash Equivalent (Cost $683) ($ Thousands)				683
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 3.4%
Goldman Sachs & Co
0.050%, dated 6/30/2021, to be repurchased on 7/01/2021, repurchase price $2,000,003 (collateralized by GNMA and U.S. Treasury obligations, ranging in par value $386,939 - $1,834,800, 2.250% - 4.000%, 4/30/2024 - 7/20/2046; with total market value $2,040,000) (C)		2,000		2,000
TD Securities
0.060%, dated 6/30/2021, to be repurchased on 7/01/2021, repurchase price $8,000,013 (collateralized by FCSB obligation, par value $8,163,000, 0.090%, 4/10/2023; with total market value $8,160,469) (C)		8,000		8,000
Total Repurchase Agreements (Cost $10,000) ($ Thousands)				10,000
Total Investments in Securities — 100.2% (Cost $295,404) ($ Thousands)			$	295,433

Percentages are based on Net Assets of $294,837 ($ Thousands).

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

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

(B) 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, 2021, the value of these securities amounted to $59,792 ($ Thousands), representing 20.3% of the Net Assets of the Fund.

(C) Tri-Party Repurchase Agreement.

Cl — Class

FCSB — Federal Farm Credit Bank

GNMA — Government National Mortgage Association

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Commercial Paper	$	–	$	167,186	$	–	$	167,186
Corporate Obligations		–		9,502		–		9,502
U.S. Treasury Obligation		–		1,000		–		1,000
Certificates of Deposit		–		107,062		–		107,062
Cash Equivalent		683		–		–		683
Repurchase Agreements		–		10,000		–		10,000
Total Investments in Securities	$	683	$	294,750	$	–	$	295,433

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Conservative Income Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value   9/30/2020	Purchases   at Cost	Proceeds   from Sales	Realized Gain	Change in Unrealized   Appreciation/     (Depreciation)	Value   6/30/2021	Shares	Income	Capital   Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 716	$ 10,686	$ (10,719)	$ —	$ —	$ 683	683,147	$ —	$ —

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Free Conservative Income Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 71.5%
Arizona — 1.0%
Arizona State University, Board of Regents, Ser A, RB
Callable 07/06/2021 @ 100 0.030%, 07/01/2034 (A)	$	500	$	500
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
Callable 07/05/2021 @ 100 0.070%, 09/01/2035 (A)(B)		1,500		1,500
				2,000
California — 2.6%
Los Angeles County, Schools Pooled
Financing Program, Ser B-3, RB 2.000%, 12/30/2021		1,000		1,009
Riverside County, Office of Education
Pooled Notes, Ser A, RB 2.000%, 12/01/2021		4,000		4,032
				5,041
Colorado — 0.8%
University of Colorado, Ser A-1, RB
Callable 07/06/2021 @ 100 0.030%, 06/01/2050 (A)		1,600		1,600
Connecticut — 1.7%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB
Callable 07/06/2021 @ 100 0.030%, 11/15/2045 (A)		375		375
Connecticut State, Ser C, GO
Callable 07/05/2021 @ 100 0.050%, 05/15/2034 (A)		2,870		2,870
				3,245
District of Columbia — 2.4%
RBC Municipal Products Trust, Ser 2018 - G63, GO
0.060%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
Callable 10/01/2029 @ 100 0.080%, 10/01/2053 (A)(B)(C)		2,650		2,650
				4,650

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Florida — 1.5%
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
Callable 07/05/2021 @ 100 0.050%, 04/01/2032 (A)(B)	$	2,895	$	2,895
Georgia — 1.0%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB
Callable 07/06/2021 @ 100 0.030%, 01/01/2048 (A)(B)		2,000		2,000
Illinois — 6.6%
Aurora, Fox Valley Counseling Center, RB
Callable 07/05/2021 @ 100 0.040%, 05/01/2028 (A)(B)		1,710		1,710
Illinois State, Development Finance
Authority, Glenwood School For Boys, RB
Callable 07/05/2021 @ 100 0.030%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
Callable 07/05/2021 @ 100 0.050%, 06/01/2029 (A)(B)		3,500		3,500
Tender Option Bond Trust Receipts,
Ser 2015-XF1043, GO 0.080%, 03/01/2033 (A)(B)(C)		4,250		4,250
University of Illinois, Hospital & Health Sciences System, Ser B, RB
Callable 07/06/2021 @ 100 0.050%, 10/01/2026 (A)(B)		1,200		1,200
				12,660
Indiana — 1.0%
Indiana State, Finance Authority, Stadium Project, Ser 2005, RB
Callable 07/05/2021 @ 100 0.040%, 02/01/2035 (A)		2,000		2,000
Iowa — 6.0%
Iowa State, Finance Authority, Midwestern Disaster Area Economic Development, CJ Bio America Project, RB
Callable 07/06/2021 @ 100 0.080%, 04/01/2022 (A)(B)		7,000		7,000
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
Callable 08/02/2021 @ 100 0.050%, 09/01/2036 (A)		1,500		1,500

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Iowa State, Finance Authority, Pollution
Control Facilities, MidAmerican Energy Project, Ser B, RB
Callable 07/06/2021 @ 100 0.050%, 05/01/2023 (A)	$	3,000	$	3,000
				11,500
Louisiana — 2.2%
Louisiana State, Offshore Terminal
Authority, RB
Callable 08/02/2021 @ 100 0.080%, 09/01/2033 (A)(B)		1,850		1,850
Louisiana State, Public Facilities
Authority, Air Products and Chemicals Project, Ser B, RB
Callable 07/06/2021 @ 100 0.040%, 12/01/2043 (A)		2,300		2,300
				4,150
Maryland — 0.8%
Maryland State, Community Development
Administration, Department of Housing and Community Development, Crusader
Arms Apartments Project, Ser D, RB
Callable 08/02/2021 @ 100 0.060%, 02/01/2041 (A)		1,070		1,070
Maryland State, Health & Higher
Educational Facilities Authority, Anne
Arundel Health System Project, Ser B, RB
Callable 07/05/2021 @ 100 0.030%, 07/01/2043 (A)(B)		500		500
				1,570
Michigan — 2.5%
Central Michigan University, Ser A, RB
Callable 07/05/2021 @ 100 0.030%, 10/01/2032 (A)(B)		1,400		1,400
Michigan State University, Ser A, RB
Callable 07/05/2021 @ 100 0.040%, 02/15/2033 (A)		1,700		1,700
Michigan State, Housing Development
Authority, Single Family Mortgage
Project, Ser D, RB
Callable 08/02/2021 @ 100 0.060%, 06/01/2030 (A)		1,700		1,700
				4,800
Minnesota — 0.3%
Minneapolis, University Gateway Project, RB
0.030%, 12/01/2040 (A)		500		500

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Mississippi — 3.8%
Jackson County, Chevron USA Project, RB
Callable 08/02/2021 @ 100 0.010%, 06/01/2023 (A)	$	4,100	$	4,100
Mississippi State, Business Finance,
Chevron USA Project, Ser C, RB
Callable 08/02/2021 @ 100 0.010%, 12/01/2030 (A)		1,000		1,000
Mississippi State, Business Finance,
Chevron USA Project, Ser E, RB
Callable 08/02/2021 @ 100 0.010%, 12/01/2030 (A)		800		800
Mississippi State, Business Finance,
Chevron USA Project, Ser F, RB
Callable 08/02/2021 @ 100 0.010%, 12/01/2030 (A)		1,400		1,400
				7,300
Missouri — 2.3%
Kansas City, Special Obligation, H Roe
Bartle Project, Ser E, RB
Callable 07/05/2021 @ 100 0.030%, 04/15/2034 (A)(B)		920		920
RBC Municipal Products Trust, Ser C-16, RB
0.090%, 09/01/2039 (A)(B)(C)		3,500		3,500
				4,420
Nevada — 0.4%
Tender Option Bond Trust Receipts,
Ser 2020-XF2858, RB
Callable 07/01/2029 @ 100 0.080%, 07/01/2050 (A)(C)		700		700
New Jersey — 7.0%
Deptford, Ser A, GO
1.000%, 07/13/2022		6,100		6,147
Evesham, GO
1.000%, 06/14/2022		4,000		4,029
Park Ridge, GO
1.000%, 04/29/2022		3,257		3,276
				13,452
New York — 5.1%
New York State, Housing Finance Agency,
Ser A, RB 0.030%, 11/01/2050 (A)(B)		1,000		1,000
Newburgh, GO
1.000%, 05/18/2022		3,370		3,392
Oneida County, Industrial Development
Agency, Mohawk Valley Community
College Dormitory Project, Ser A, RB
Callable 07/05/2021 @ 100 0.080%, 08/01/2036 (A)(B)		1,200		1,200

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Oswego County, Industrial Development Agency, O.H. Properties Project, Ser A, RB
Callable 07/05/2021 @ 100 0.080%, 06/01/2024 (A)(B)	$	415	$	415
RBC Municipal Products Trust, Ser 2018 - G5, GO
0.060%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts,
Ser 2017-XF0550, RB
Callable 02/15/2027 @ 100 0.120%, 02/15/2042 (A)(C)		2,000		2,000
				9,907
North Carolina — 0.4%
North Carolina, Medical Care Commission, Ser A, RB
Callable 07/05/2021 @ 100 0.030%, 10/01/2035 (A)		800		800
North Dakota — 1.6%
North Dakota, Housing Finance Agency, Ser H, RB
Callable 07/05/2021 @ 100 0.030%, 07/01/2039 (A)		3,100		3,100
Ohio — 1.3%
Fairborn, School District, School Facilities Construction and Improvement, Ser A, GO
4.000%, 12/01/2021		350		356
Franklin County, Hospital Facilities
Revenue, Sub-Ser R, RB
Callable 07/05/2021 @ 100 0.020%, 12/01/2028 (A)(B)		1,065		1,065
Parma, GO
1.000%, 07/22/2021		1,000		1,000
				2,421
Pennsylvania — 2.3%
Emmaus, General Authority Revenue, RB
0.030%, 12/01/2028		200		200
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
Callable 08/01/2021 @ 100 0.110%, 11/15/2029 (A)		175		175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
Callable 07/06/2021 @ 100 0.080%, 12/01/2037 (A)(B)		3,000		3,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Philadelphia Gas Works, Ser D, RB
Callable 08/02/2021 @ 100 0.030%, 08/01/2031 (A)(B)	$	600	$	600
South Central, General Authority, Wellspan Health Highland Groups, RB
Callable 07/05/2021 @ 100 0.040%, 06/01/2037 (A)		500		500
				4,475
South Dakota — 1.5%
South Dakota State, Housing Development Authority, Ser A, RB
Callable 07/06/2021 @ 100 0.030%, 11/01/2062 (A)		2,980		2,980
Tennessee — 1.0%
Clarksville, Public Building Authority, Pooled Financing, RB
Callable 08/01/2021 @ 100 0.050%, 06/01/2029 (A)(B)		2,000		2,000
Texas — 10.6%
Denton, Independent School District, Ser B, GO
Callable 07/06/2021 @ 100 0.040%, 08/01/2035 (A)		840		840
Houston, Combined Utility System Revenue, RB
Callable 07/06/2021 @ 100 0.030%, 05/15/2034 (A)(B)		1,125		1,125
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
0.130%, 06/15/2027 (A)(C)		1,500		1,500
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
Callable 09/01/2021 @ 100 0.060%, 03/01/2042 (A)		2,500		2,500
0.055%, 03/01/2039 (A)		5,300		5,300
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB
Callable 08/02/2021 @ 100 0.050%, 12/01/2040 (A)		1,000		1,000
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
Callable 07/06/2021 @ 100 0.050%, 07/01/2047 (A)(B)		1,525		1,525
Texas State, Veterans Bonds, GO
Callable 08/02/2021 @ 100 0.050%, 12/01/2040 (A)		700		700
0.050%, 12/01/2047 (A)		2,130		2,130
0.040%, 12/01/2046 (A)		1,000		1,000

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Texas State, Veterans Bonds, Ser A, GO
0.050%, 06/01/2041 (A)	$	300	$	300
Texas State, Veterans Bonds, Ser B, GO
0.050%, 12/01/2042 (A)		2,500		2,500
				20,420
Virginia — 1.4%
Fairfax County, Industrial Development
Authority, Inova Health System Project, RB
Callable 07/06/2021 @ 100 0.030%, 05/15/2042 (A)		1,835		1,835
Loudoun County, Economic Development
Authority, Howard Hughes Institute, Ser F, RB
Callable 08/02/2021 @ 100 0.030%, 02/15/2038 (A)		900		900
				2,735
Washington — 0.2%
Port Tacoma, Sub-Ser B, RB
Callable 07/06/2021 @ 100 0.030%, 12/01/2044 (A)(B)		300		300
West Virginia — 0.2%
West Virginia, Hospital Finance Authority,
West Virginia University, RB
Callable 07/06/2021 @ 100 0.030%, 06/01/2034 (A)(B)		375		375
Wisconsin — 2.0%
Wisconsin State, Housing & Economic
Development Authority, Ser B, RB
Callable 07/05/2021 @ 100 0.030%, 03/01/2041 (A)		1,845		1,845
Wisconsin State, Housing & Economic
Development Authority, Ser C, RB
Callable 07/05/2021 @ 100 0.040%, 05/01/2046 (A)		2,000		2,000
				3,845
Total Municipal Bonds
(Cost $137,839) ($ Thousands)				137,841
TAX-EXEMPT COMMERCIAL PAPER — 31.7%
Boston, Water & Sewer
0.110%, 07/15/2021		1,000		1,000
Brownsville, Utility System
0.220%, 12/16/2021		1,500		1,501

Description	Face Amount (Thousands)		Market Value ($ Thousands)
TAX-EXEMPT COMMERCIAL PAPER (continued)
Garland, Water & Sewer
0.120%, 07/22/2021	$	4,000	$	4,000
0.100%, 07/22/2021		2,000		2,000
Harris County, Cultural Education Facilities
0.090%, 09/01/2021		2,000		2,000
Honolulu City and County
0.160%, 07/07/2021		4,000		4,000
0.080%, 08/04/2021		3,000		3,000
King County
0.100%, 07/08/2021		6,500		6,500
0.090%, 10/06/2021		1,000		1,000
0.080%, 08/17/2021		1,000		1,000
Louisville/Jefferson County
0.120%, 08/23/2021		1,500		1,500
Massachusetts Bay Transportation Authority
0.060%, 07/22/2021		1,500		1,500
Memphis
0.110%, 07/01/2021		5,000		5,000
0.110%, 07/07/2021		1,000		1,000
Michigan State University
0.120%, 07/08/2021		5,000		5,000
New York State, Power Authority
0.290%, 07/13/2021		2,000		2,000
North East, Independent School District
0.130%, 08/03/2021		7,000		7,001
Omaha, Public Power District
0.100%, 11/01/2021		1,750		1,750
Port Authority of New York & New Jersey
0.140%, 09/15/2021		1,825		1,825
San Diego, Public Facilities Financing Authority
0.140%, 08/19/2021		2,500		2,500
University of Minnesota
0.120%, 08/09/2021		3,000		3,000
University of Washington
0.150%, 07/07/2021		3,000		3,000
Total Tax-Exempt Commercial Paper (Cost $61,075) ($ Thousands)				61,077
Total Investments in Securities — 103.2% (Cost $198,914) ($ Thousands)			$	198,918

Percentages are based on Net Assets of $192,756 ($ Thousands).

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

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $18,500 ($ Thousands), representing 9.6% of the Net Assets of the Fund.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Tax-Free Conservative Income Fund (Concluded)

AGC — Assured Guaranty Corporation

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of June 30, 2021, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Real Return Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.9%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	10,672	$	12,401
2.000%, 01/15/2026		7,792		9,167
0.625%, 04/15/2023		16,322		17,265
0.625%, 01/15/2024		18,286		19,693
0.625%, 01/15/2026		14,427		16,020
0.500%, 04/15/2024		10,200		10,994
0.375%, 07/15/2023		18,987		20,198
0.375%, 07/15/2025		16,298		17,895
0.250%, 01/15/2025		16,739		18,116
0.125%, 07/15/2022		15,719		16,291
0.125%, 01/15/2023		19,214		20,074
0.125%, 07/15/2024		16,620		17,871
0.125%, 10/15/2024		14,046		15,136
0.125%, 04/15/2025		11,625		12,546
0.125%, 10/15/2025		13,951		15,181
0.125%, 10/15/2025		57		62
0.125%, 04/15/2026		7,350		7,995
Total U.S. Treasury Obligations (Cost $235,201) ($ Thousands)				246,905

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.1%
SEI Daily Income Trust, Government
Fund, Cl F
0.010%**†		333,896	$	334
Total Cash Equivalent (Cost $334) ($ Thousands)				334
Total Investments in Securities — 100.0% (Cost $235,535) ($ Thousands)			$	247,239

Percentages are based on Net Assets of $247,300 ($ Thousands).

** The rate reported is the 7-day effective yield as of June 30, 2021.

^†  Investment in Affiliated Security.

Cl — Class

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		246,905		–		246,905
Cash Equivalent		334		–		–		334
Total Investments in Securities		334		246,905		–		247,239

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020		Purchases at Cost		Proceeds from Sales		Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 6/30/2021		Shares		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$	394	$	25,282	$	(25,342)	$	—	$	—	$	334		333,896	$	—	$	—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 87.6%
Communication Services — 10.0%
Activision Blizzard Inc		16,800	$	1,603
Alphabet Inc, Cl A *		6,564		16,028
Alphabet Inc, Cl C *		6,183		15,497
AT&T Inc		155,303		4,470
Charter Communications Inc, Cl A *		3,000		2,164
Comcast Corp, Cl A		99,780		5,689
Discovery Inc, Cl A *		3,529		108
Discovery Inc, Cl C *		6,485		188
DISH Network Corp, Cl A *		5,273		220
Electronic Arts Inc		6,128		881
Facebook Inc, Cl A *		52,100		18,116
Fox Corp		10,853		396
Interpublic Group of Cos Inc/The		8,397		273
Live Nation Entertainment Inc *		3,100		272
Lumen Technologies Inc		21,157		288
Netflix Inc *		9,681		5,114
News Corp, Cl A		8,330		215
News Corp, Cl B		2,600		63
Omnicom Group Inc		4,669		373
Take-Two Interactive Software Inc, Cl A *		2,500		443
T-Mobile US Inc *		12,700		1,839
Twitter Inc *		17,300		1,190
Verizon Communications Inc		90,098		5,048
ViacomCBS Inc, Cl B		12,720		575
Walt Disney Co/The		39,550		6,952
				88,005
Consumer Discretionary — 10.9%
Advance Auto Parts Inc		1,394		286
Amazon.com Inc, Cl A *		9,363		32,210
AutoZone Inc *		491		733
Best Buy Co Inc		4,778		549
Booking Holdings Inc *		907		1,985
BorgWarner Inc		5,101		248
Caesars Entertainment Inc *		4,500		467
CarMax Inc *		3,556		459
Carnival Corp *		17,480		461
Chipotle Mexican Grill Inc, Cl A *		623		966
Darden Restaurants Inc		2,934		428
Dollar General Corp		5,073		1,098
Dollar Tree Inc *		5,185		516
Domino’s Pizza Inc		800		373
DR Horton Inc		7,286		658
eBay Inc		14,247		1,000
Etsy Inc *		2,800		576
Expedia Group Inc *		3,015		494
Ford Motor Co *		84,876		1,261
Gap Inc/The		4,298		145
Garmin Ltd		3,304		478
General Motors Co *		27,677		1,638
Genuine Parts Co		3,104		393

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Hanesbrands Inc		8,067	$	151
Hasbro Inc		2,898		274
Hilton Worldwide Holdings Inc *		6,000		724
Home Depot Inc/The		23,082		7,360
L Brands Inc		5,108		368
Las Vegas Sands Corp *		7,300		385
Leggett & Platt Inc		3,065		159
Lennar Corp, Cl A		5,974		593
LKQ Corp *		6,000		295
Lowe’s Cos Inc		15,445		2,996
Marriott International Inc/MD, Cl A *		5,851		799
McDonald’s Corp		16,207		3,744
MGM Resorts International		9,000		384
Mohawk Industries Inc *		1,258		242
Newell Brands Inc, Cl B		8,113		223
NIKE Inc, Cl B		27,738		4,285
Norwegian Cruise Line Holdings Ltd *		7,800		229
NVR Inc *		76		378
O’Reilly Automotive Inc *		1,512		856
Penn National Gaming Inc *		3,400		260
Pool Corp		900		413
PulteGroup Inc		5,743		313
PVH Corp *		1,620		174
Ralph Lauren Corp, Cl A		960		113
Ross Stores Inc		7,849		973
Royal Caribbean Cruises Ltd *		4,810		410
Starbucks Corp		25,557		2,857
Tapestry Inc *		6,034		262
Target Corp, Cl A		10,784		2,607
Tesla Inc *		16,781		11,406
TJX Cos Inc/The		26,376		1,778
Tractor Supply Co		2,546		474
Ulta Beauty Inc *		1,200		415
Under Armour Inc, Cl A *		4,346		92
Under Armour Inc, Cl C *		4,081		76
VF Corp		7,140		586
Whirlpool Corp		1,409		307
Wynn Resorts Ltd *		2,217		271
Yum! Brands Inc		6,597		759
				96,413
Consumer Staples — 5.3%
Altria Group Inc		40,169		1,915
Archer-Daniels-Midland Co		12,141		736
Brown-Forman Corp, Cl B		3,985		299
Campbell Soup Co		4,672		213
Church & Dwight Co Inc		5,400		460
Clorox Co/The		2,622		472
Coca-Cola Co/The		84,382		4,566
Colgate-Palmolive Co		18,348		1,493
Conagra Brands Inc		10,792		393
Constellation Brands Inc, Cl A		3,670		858

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		9,576	$	3,789
Estee Lauder Cos Inc/The, Cl A		5,044		1,604
General Mills Inc		13,141		801
Hershey Co/The		3,186		555
Hormel Foods Corp		6,216		297
J M Smucker Co/The		2,404		311
Kellogg Co		5,594		360
Kimberly-Clark Corp		7,277		973
Kraft Heinz Co/The		14,200		579
Kroger Co/The		16,748		642
Lamb Weston Holdings Inc		3,200		258
McCormick & Co Inc/MD		5,528		488
Molson Coors Beverage Co, Cl B *		4,024		216
Mondelez International Inc, Cl A		30,453		1,901
Monster Beverage Corp *		8,165		746
PepsiCo Inc		30,040		4,451
Philip Morris International Inc		33,837		3,354
Procter & Gamble Co/The		53,266		7,187
Sysco Corp, Cl A		11,243		874
Tyson Foods Inc, Cl A		6,575		485
Walgreens Boots Alliance Inc		15,807		832
Walmart Inc		29,876		4,213
				46,321
Energy — 2.5%
APA		8,701		188
Baker Hughes Co, Cl A		15,415		352
Cabot Oil & Gas Corp		8,398		147
Chevron Corp		42,074		4,407
ConocoPhillips		29,256		1,782
Devon Energy Corp		13,406		391
Diamondback Energy Inc, Cl A		3,900		366
EOG Resources Inc		12,627		1,054
Exxon Mobil Corp		92,100		5,810
Halliburton Co		19,642		454
Hess Corp		5,974		521
Kinder Morgan Inc		42,514		775
Marathon Oil Corp		17,392		237
Marathon Petroleum Corp		13,750		831
NOV Inc *		8,630		132
Occidental Petroleum Corp		18,628		582
ONEOK Inc		9,854		548
Phillips 66		9,599		824
Pioneer Natural Resources Co		4,572		743
Schlumberger NV, Cl A		30,237		968
Valero Energy Corp		8,897		695
Williams Cos Inc/The		26,546		705
				22,512
Financials — 10.0%
Aflac Inc		13,618		731
Allstate Corp/The		6,412		836
American Express Co		14,113		2,332

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
American International Group Inc		18,505	$	881
Ameriprise Financial Inc		2,517		626
Arthur J Gallagher & Co		4,200		588
Assurant Inc		1,282		200
Bank of America Corp		164,073		6,765
Bank of New York Mellon Corp/The		17,443		894
Berkshire Hathaway Inc, Cl B *		41,230		11,459
BlackRock Inc		3,115		2,726
Capital One Financial Corp		9,815		1,518
Cboe Global Markets Inc		2,300		274
CBRE Group Inc, Cl A *		7,325		628
Charles Schwab Corp/The		32,535		2,369
Chubb Ltd		9,766		1,552
Cincinnati Financial Corp		3,293		384
Citigroup Inc		44,934		3,179
Citizens Financial Group Inc		9,200		422
CME Group Inc		7,748		1,648
Comerica Inc		3,173		226
Discover Financial Services		6,546		774
Everest Re Group Ltd		900		227
Fifth Third Bancorp		15,551		595
First Republic Bank/CA		3,900		730
Franklin Resources Inc		6,036		193
Globe Life Inc		2,035		194
Goldman Sachs Group Inc/The		7,401		2,809
Hartford Financial Services Group Inc/The		7,961		493
Huntington Bancshares Inc/OH		31,347		447
Intercontinental Exchange Inc		12,180		1,446
Invesco Ltd		8,012		214
JPMorgan Chase & Co		65,911		10,252
KeyCorp		21,652		447
Lincoln National Corp		4,009		252
Loews Corp		4,889		267
M&T Bank Corp		2,808		408
MarketAxess Holdings Inc		760		352
Marsh & McLennan Cos Inc		11,017		1,550
MetLife Inc		16,112		964
Moody’s Corp		3,504		1,270
Morgan Stanley		32,336		2,965
MSCI Inc, Cl A		1,800		960
Nasdaq Inc, Cl A		2,487		437
Northern Trust Corp		4,571		528
People’s United Financial Inc		9,789		168
PNC Financial Services Group Inc/The		9,197		1,754
Principal Financial Group Inc, Cl A		5,633		356
Progressive Corp/The		12,621		1,239
Prudential Financial Inc		8,477		869
Raymond James Financial Inc		2,600		338
Regions Financial Corp		21,560		435
S&P Global Inc		5,258		2,158
SVB Financial Group, Cl B *		1,200		668
Synchrony Financial		11,601		563

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
T Rowe Price Group Inc		4,940	$	978
Travelers Cos Inc/The		5,552		831
Truist Financial Corp		29,182		1,620
Unum Group		4,763		135
US Bancorp		29,402		1,675
W R Berkley Corp		3,200		238
Wells Fargo & Co		89,877		4,071
Zions Bancorp NA		3,737		198
				87,306
Health Care — 11.2%
Abbott Laboratories		38,624		4,478
AbbVie Inc		38,441		4,330
ABIOMED Inc *		966		301
Agilent Technologies Inc		6,685		988
Alexion Pharmaceuticals Inc *		4,808		883
Align Technology Inc *		1,600		978
AmerisourceBergen Corp, Cl A		3,154		361
Amgen Inc, Cl A		12,463		3,038
Anthem Inc		5,338		2,038
Baxter International Inc		10,892		877
Becton Dickinson and Co		6,367		1,548
Biogen Inc *		3,250		1,125
Bio-Rad Laboratories Inc, Cl A *		475		306
Boston Scientific Corp *		30,792		1,317
Bristol-Myers Squibb Co		48,532		3,243
Cardinal Health Inc		6,503		371
Catalent Inc *		3,700		400
Centene Corp *		12,732		928
Cerner Corp		6,712		525
Charles River Laboratories International Inc *		1,100		407
Cigna Corp		7,420		1,759
Cooper Cos Inc/The, Cl A		1,100		436
CVS Health Corp		28,560		2,383
Danaher Corp, Cl A		13,791		3,701
DaVita Inc *		1,457		175
DENTSPLY SIRONA Inc		4,671		295
Dexcom Inc *		2,100		897
Edwards Lifesciences Corp, Cl A *		13,416		1,389
Eli Lilly and Co		17,266		3,963
Gilead Sciences Inc		27,213		1,874
HCA Healthcare Inc		5,643		1,167
Henry Schein Inc *		3,044		226
Hologic Inc *		5,500		367
Humana Inc		2,790		1,235
IDEXX Laboratories Inc *		1,800		1,137
Illumina Inc *		3,200		1,514
Incyte Corp *		4,100		345
Intuitive Surgical Inc *		2,607		2,397
IQVIA Holdings Inc *		4,200		1,018
Johnson & Johnson		57,342		9,447

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Laboratory Corp of America Holdings *		2,117	$	584
McKesson Corp		3,475		665
Merck & Co Inc		55,066		4,282
Mettler-Toledo International Inc *		518		718
Organon *		5,567		168
PerkinElmer Inc		2,369		366
Pfizer Inc		121,757		4,768
Quest Diagnostics Inc		2,878		380
Regeneron Pharmaceuticals Inc *		2,275		1,271
ResMed Inc		3,200		789
Stryker Corp		7,176		1,864
Teleflex Inc		960		386
Thermo Fisher Scientific Inc		8,576		4,326
UnitedHealth Group Inc		20,544		8,227
Universal Health Services Inc, Cl B		1,742		255
Vertex Pharmaceuticals Inc *		5,558		1,121
Viatris Inc, Cl W *		26,911		385
Waters Corp *		1,320		456
West Pharmaceutical Services Inc		1,600		575
Zimmer Biomet Holdings Inc		4,553		732
Zoetis Inc, Cl A		10,273		1,914
				98,399
Industrials — 7.2%
3M Co		12,626		2,508
A O Smith Corp		3,100		223
Alaska Air Group Inc *		2,600		157
American Airlines Group Inc *		13,525		287
AMETEK Inc		5,064		676
Boeing Co/The *		11,909		2,853
Carrier Global Corp		17,907		870
Caterpillar Inc, Cl A		11,945		2,600
CH Robinson Worldwide Inc		2,987		280
Cintas Corp		1,952		746
Copart Inc *		4,600		606
CSX Corp		49,164		1,577
Cummins Inc		3,163		771
Deere & Co		6,813		2,403
Delta Air Lines Inc, Cl A *		13,922		602
Dover Corp		3,146		474
Emerson Electric Co		13,026		1,254
Equifax Inc		2,676		641
Expeditors International of Washington Inc		3,708		469
Fastenal Co, Cl A		12,344		642
FedEx Corp		5,269		1,572
Fortive Corp		7,554		527
Fortune Brands Home & Security Inc		3,000		299
Generac Holdings Inc *		1,400		581
General Dynamics Corp		4,965		935
General Electric Co		190,593		2,565
Honeywell International Inc		15,052		3,302
Howmet Aerospace Inc *		8,392		289

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Huntington Ingalls Industries Inc, Cl A		900	$	190
IDEX Corp		1,700		374
IHS Markit Ltd		8,200		924
Illinois Tool Works Inc		6,231		1,393
Ingersoll Rand Inc *		8,214		401
Jacobs Engineering Group Inc		2,821		376
JB Hunt Transport Services Inc		1,845		301
Kansas City Southern		1,963		556
L3Harris Technologies Inc		4,471		966
Lockheed Martin Corp		5,293		2,003
Masco Corp		5,623		331
Norfolk Southern Corp		5,402		1,434
Northrop Grumman Corp		3,221		1,171
Old Dominion Freight Line Inc, Cl A		2,050		520
Otis Worldwide Corp		8,653		707
PACCAR Inc		7,619		680
Parker-Hannifin Corp, Cl A		2,852		876
Quanta Services Inc		3,082		279
Raytheon Technologies Corp		32,948		2,811
Republic Services Inc		4,662		513
Robert Half International Inc		2,559		228
Rockwell Automation Inc		2,535		725
Rollins Inc		4,675		160
Roper Technologies Inc		2,278		1,071
Snap-on Inc		1,155		258
Southwest Airlines Co, Cl A *		12,933		687
Stanley Black & Decker Inc		3,511		720
Teledyne Technologies Inc *		1,022		428
Textron Inc		5,037		346
TransDigm Group Inc *		1,209		782
Union Pacific Corp		14,442		3,176
United Airlines Holdings Inc *		6,900		361
United Parcel Service Inc, Cl B		15,711		3,267
United Rentals Inc *		1,599		510
Verisk Analytics Inc, Cl A		3,600		629
Waste Management Inc		8,382		1,174
Westinghouse Air Brake Technologies Corp		3,890		320
WW Grainger Inc		947		415
Xylem Inc/NY		3,948		474
				63,246
Information Technology — 24.2%
Adobe Inc *		10,433		6,110
Advanced Micro Devices Inc *		22,000		2,066
Akamai Technologies Inc *		3,474		405
Amphenol Corp, Cl A		13,140		899
Analog Devices Inc		6,090		1,048
ANSYS Inc *		1,900		659
Apple Inc		341,293		46,743
Applied Materials Inc		19,971		2,844
Arista Networks Inc *		1,200		435
Autodesk Inc, Cl A *		4,805		1,403

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Automatic Data Processing Inc		9,242	$	1,836
Broadcom Inc		8,875		4,232
Broadridge Financial Solutions Inc		2,600		420
Cadence Design Systems Inc *		6,100		835
CDW Corp/DE		3,100		541
Cisco Systems Inc/Delaware		91,672		4,859
Citrix Systems Inc		2,726		320
Cognizant Technology Solutions Corp, Cl A		11,377		788
Corning Inc, Cl B		17,171		702
DXC Technology Co *		5,376		209
Enphase Energy Inc *		2,800		514
F5 Networks Inc, Cl A *		1,291		241
Fidelity National Information Services
Inc, Cl B		13,453		1,906
Fiserv Inc, Cl A *		13,064		1,396
FleetCor Technologies Inc *		1,800		461
Fortinet Inc *		3,000		715
Gartner Inc *		1,800		436
Global Payments Inc		6,489		1,217
Hewlett Packard Enterprise Co		28,510		416
HP Inc		25,910		782
Intel Corp		87,797		4,929
International Business Machines Corp		19,368		2,839
Intuit Inc		5,945		2,914
IPG Photonics Corp *		800		169
Jack Henry & Associates Inc		1,600		262
Juniper Networks Inc		6,933		190
Keysight Technologies Inc *		4,000		618
KLA Corp		3,349		1,086
Lam Research Corp		3,060		1,991
Leidos Holdings Inc		2,900		293
Mastercard Inc, Cl A		18,982		6,930
Maxim Integrated Products Inc		10,429		1,099
Microchip Technology Inc		5,937		889
Micron Technology Inc *		24,371		2,071
Microsoft Corp		163,830		44,382
Monolithic Power Systems Inc		900		336
Motorola Solutions Inc		3,702		803
NetApp Inc		4,828		395
NortonLifeLock Inc		12,608		343
NVIDIA Corp		13,528		10,824
NXP Semiconductors NV		6,000		1,234
Oracle Corp, Cl B		39,433		3,069
Paychex Inc		7,000		751
Paycom Software Inc *		1,020		371
PayPal Holdings Inc *		25,585		7,457
PTC Inc *		2,300		325
Qorvo Inc *		2,505		490
QUALCOMM Inc		24,468		3,497
salesforce.com Inc *		20,172		4,927
Seagate Technology Holdings		4,343		382
ServiceNow Inc *		4,300		2,363

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Skyworks Solutions Inc		3,607	$	692
Synopsys Inc *		3,300		910
TE Connectivity Ltd		7,103		960
Teradyne Inc		3,600		482
Texas Instruments Inc		20,111		3,867
Trimble Inc *		5,400		442
Tyler Technologies Inc *		918		415
VeriSign Inc *		2,178		496
Visa Inc, Cl A		36,832		8,612
Western Digital Corp *		6,738		480
Western Union Co/The		9,277		213
Xilinx Inc		8,287		1,199
Zebra Technologies Corp, Cl A *		1,100		582
				213,017
Materials — 1.9%
Air Products and Chemicals Inc		4,861		1,398
Albemarle Corp		2,620		441
Avery Dennison Corp		1,776		373
Ball Corp		7,012		568
Celanese Corp, Cl A		2,500		379
CF Industries Holdings Inc		4,837		249
Corteva Inc		15,891		705
Dow Inc		16,125		1,020
DuPont de Nemours Inc		11,507		891
Eastman Chemical Co		2,898		338
Ecolab Inc		5,446		1,122
FMC Corp		2,749		298
Freeport-McMoRan Inc, Cl B		32,162		1,194
International Flavors & Fragrances Inc		5,462		816
International Paper Co		8,373		513
LyondellBasell Industries NV, Cl A		5,713		588
Martin Marietta Materials Inc, Cl A		1,365		480
Mosaic Co/The		7,810		249
Newmont Corp		17,304		1,097
Nucor Corp		6,448		619
Packaging Corp of America		2,100		284
PPG Industries Inc		5,070		861
Sealed Air Corp		3,258		193
Sherwin-Williams Co/The, Cl A		5,214		1,421
Vulcan Materials Co		2,930		510
Westrock Co		5,692		303
				16,910
Real Estate — 2.2%
Alexandria Real Estate Equities Inc ‡		2,800		509
American Tower Corp, Cl A ‡		9,816		2,652
AvalonBay Communities Inc ‡		3,022		631
Boston Properties Inc ‡		3,108		356
Crown Castle International Corp ‡		9,328		1,820
Digital Realty Trust Inc, Cl A ‡		6,200		933
Duke Realty Corp ‡		8,100		384
Equinix Inc ‡		1,919		1,540

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Equity Residential ‡		7,633	$	588
Essex Property Trust Inc ‡		1,360		408
Extra Space Storage Inc ‡		2,900		475
Federal Realty Investment Trust ‡		1,600		187
Healthpeak Properties Inc ‡		11,730		391
Host Hotels & Resorts Inc *‡		14,912		255
Iron Mountain Inc ‡		6,176		261
Kimco Realty Corp ‡		9,796		204
Mid-America Apartment Communities Inc ‡		2,500		421
Prologis Inc ‡		16,069		1,921
Public Storage ‡		3,300		992
Realty Income Corp ‡		8,118		542
Regency Centers Corp ‡		3,500		224
SBA Communications Corp, Cl A ‡		2,363		753
Simon Property Group Inc ‡		7,058		921
UDR Inc ‡		6,400		313
Ventas Inc ‡		8,310		475
Vornado Realty Trust ‡		3,631		169
Welltower Inc ‡		9,007		748
Weyerhaeuser Co ‡		16,260		560
				19,633
Utilities — 2.2%
AES Corp/The		14,312		373
Alliant Energy Corp		5,400		301
Ameren Corp		5,544		444
American Electric Power Co Inc		10,929		925
American Water Works Co Inc		4,000		617
Atmos Energy Corp		2,900		279
CenterPoint Energy Inc		12,017		295
CMS Energy Corp		6,313		373
Consolidated Edison Inc		7,478		536
Dominion Energy Inc		17,468		1,285
DTE Energy Co		4,141		537
Duke Energy Corp		16,698		1,648
Edison International		8,490		491
Entergy Corp		4,477		446
Evergy Inc		4,900		296
Eversource Energy		7,544		605
Exelon Corp		21,090		935
FirstEnergy Corp		12,021		447
NextEra Energy Inc		42,592		3,121
NiSource Inc		8,913		218
NRG Energy Inc		5,364		216
Pinnacle West Capital Corp		2,594		213
PPL Corp		17,139		479
Public Service Enterprise Group Inc		11,057		661
Sempra Energy		6,668		883
Southern Co/The		22,982		1,391
WEC Energy Group Inc		6,937		617

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		11,846	$	780
				19,412
Total Common Stock (Cost $355,814) ($ Thousands)				771,174
FOREIGN COMMON STOCK — 2.1%
Ireland — 0.6%
Accenture PLC, Cl A		13,848		4,082
Eaton Corp PLC		8,639		1,280
				5,362
United Kingdom — 1.5%
Allegion PLC		1,994		278
Amcor PLC		32,909		377
Aon PLC, Cl A		4,909		1,172
Aptiv PLC *		5,941		935
Johnson Controls International PLC		15,538		1,066
Linde PLC		11,282		3,262
Medtronic PLC		29,241		3,630
Nielsen Holdings PLC		8,180		202

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Pentair PLC		3,577	$	241
Perrigo Co PLC		3,076		141
STERIS PLC		1,900		392
Trane Technologies PLC		5,203		958
Willis Towers Watson PLC		2,847		655
				13,309
Total Foreign Common Stock (Cost $9,281) ($ Thousands)				18,671
Total Investments in Securities — 89.7% (Cost $365,095) ($ Thousands)			$	789,845
	Contracts
PURCHASED OPTION* — 0.0%
Total Purchased Option (A) (Cost $833) ($ Thousands)		203,325,122	$	–
PURCHASED SWAPTIONS* — 1.3%
Total Purchased Swaptions (B) (Cost $5,038) ($ Thousands)		612,455,481	$	11,210

A list of open options contracts held by the Fund at June 30, 2021 is as follows:

Description	Number of Contracts		Notional Amount (Thousands) ††		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Call Options
EUR PUT USD CALL*		203,325,122	$	833	$	1.15		7/17/2021	$	–
Total Purchased Option			$	833					$	–

^†† Represents Cost

A list of open OTC swaption contracts held by the Fund at June 30, 2021 is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 1.3%
Call Swaptions
CMS One Look*	Bank of America Merill Lynch		80,642,481	$	2.00		08/19/2023	$	6,129
CMS One Look*	Bank of America Merill Lynch		531,813,000	$	0.14		07/17/2021		5,081
Total Purchased Swaptions			612,455,481					$	11,210

A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
MSCI EAFE Index		113		Sep-2021	$	13,347	$	13,013	$	(334	)
S&P 500 Index E-MINI^		422		Sep-2021		89,357		90,489		1,132
					$	102,704	$	103,502	$	798

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized (Depreciation) (Thousands)
Bank of America		01/11/22	USD		170	SAR		637	$	—
Bank of America		01/11/22	SAR		165,568	USD		44,080		(47	)
									$	(47	)

A list of open OTC swap agreements held by the Fund at June 30, 2021 is as follows:

Total Return Swaps
Counterparty	Reference Entity/ Obligation		Fund Pays		Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value ( Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		0.10%		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		08/18/2021		USD		(29,797	)	$	441		$	–	$	441
BNP Paribas^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		0.10%		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		12/09/2021		USD		(41,251	)		(115	)		–		(115	)
BNP Paribas		BLOOMBERG COMMODITY INDEX TOTAL RETURN		0.10%		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Quarterly		12/16/2021		USD		(14,476	)		(88	)		–		(88	)
																$	238		$	–	$	238

A list of open centrally cleared swap agreements held by the Fund at June 30, 2021 is as follows:

Interest Rate Swap

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

1Y CPI-CPURNSA^

2.1475%

Annually

12/10/2030

USD

27,761

$

1,723

$

–

$

1,723

Percentages are based on Net Assets of $880,784 ($ Thousands).

* Non-income producing security.

‡ Real Estate Investment Trust.

^ Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. As of June 30, 2021.

Cl — Class

EUR — Euro

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor’s

SAR — Saudi Riyal

USD — U.S. Dollar

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		771,174		–		–		771,174
Foreign Common Stock		18,671		–		–		18,671
Total Investments in Securities		789,845		–		–		789,845

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Dynamic Asset Allocation Fund (Concluded)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		–			–			–		–
Purchased Swaptions		–			11,210			–		11,210
Futures Contracts*
Unrealized Appreciation		1,132			–			–		1,132
Unrealized Depreciation		(334	)		–			–		(334	)
Forwards Contracts*
Unrealized Depreciation		–			(47	)		–		(47	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			441			–		441
Unrealized Depreciation		–			(203	)		–		(203	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			1,723			–		1,723
Total Other Financial Instruments		798			13,124			–		13,922

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

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

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK — 33.0%
Communication Services — 4.5%
Activision Blizzard Inc		14,314	$	1,366
Alphabet Inc, Cl A *		630		1,538
AT&T Inc		49,145		1,414
Bumble, Cl A		19,564		1,127
Cinemark Holdings Inc *		34,650		761
Cineplex Inc *		2,233		27
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		20
Comcast Corp, Cl A		13,794		787
DISH Network Corp, Cl A *		26,325		1,100
Entravision Communications Corp, Cl A		8,453		56
Intelsat *(A)		10,242		5
Magnite Inc *		30,349		1,027
News Corp, Cl A		78,411		2,021
ORBCOMM *		37,256		419
Sciplay, Cl A *		2,380		40
Snap Inc, Cl A *		25,858		1,762
Spanish Broadcasting System, Cl A		1,428		5
Take-Two Interactive Software Inc, Cl A *		13,514		2,392
United States Cellular Corp *		1,450		53
Urban One		3,029		15
Urban One, Cl A		2,560		22
ViacomCBS Inc, Cl B		53,967		2,439
Walt Disney Co/The		4,965		873
Windstream Services *		5,206		78
Zillow Group Inc, Cl A *		14,055		1,722
				21,069
Consumer Discretionary — 2.5%
Accel Entertainment, Cl A *		5,618		67
Amazon.com Inc, Cl A *		453		1,558
Caleres Inc		81,226		2,216
Cenveo Corporation *		2,777		16
Everi Holdings Inc *		1,965		49
Evolution Gaming Group (B)		5,272		834
Full House Resorts *		60,940		606
General Motors Co *		826		49
Guitar Center *(C)(D)		2,167		320
MercadoLibre Inc *		689		1,073
New Oriental Education & Technology Group ADR *		79,151		648
Penn National Gaming Inc *		716		55
Pinduoduo ADR *		4,887		621
Porch Group		923		18
Red Rock Resorts Inc, Cl A *		11,467		487
Ulta Beauty Inc *		4,193		1,450
Vivint Smart Home *		2,182		29
Wynn Resorts Ltd *		14,102		1,725
				11,821
Consumer Staples — 1.0%
Coty Inc, Cl A *		269,407		2,516

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Molson Coors Beverage Co, Cl B		44,288	$	2,378
				4,894
Energy — 0.7%
APA		112,345		2,430
Chesapeake Energy		7,509		390
Extraction Oil & Gas *		7,582		416
Parker Drilling *(D)		4,414		24
Valaris *		2,471		72
				3,332
Financials — 6.5%
26 Capital Acquisition, Cl A		2,739		27
ACON S2 Acquisition, Cl A		6,989		69
Adara Acquisition		1,018		10
Adit EdTech Acquisition *		17,118		170
AF Acquisition		2,804		28
Agile Growth		14,089		140
Alpha Capital Acquisition		46		—
Alpha Capital Acquisition, Cl A		753		7
Angel Pond Holdings		5,090		51
Anzu Special Acquisition I *		23,943		239
Arctos NorthStar Acquisition		14,619		146
Ares Acquisition *		3,240		32
Arrowroot Acquisition		23,203		233
Astrea Acquisition, Cl A		32,284		312
Athlon Acquisition		5,789		58
Athlon Acquisition, Cl A *		3,278		32
Atlantic Coastal Acquisition		23,200		231
Aurora Acquisition, Cl A		28,923		287
Authentic Equity Acquisition *		4,413		45
Authentic Equity Acquisition, Cl A *		3,842		37
Avanti Acquisition, Cl A		344		3
Biotech Acquisition *		9,447		95
Biotech Acquisition, Cl A		1,219		12
Bite Acquisition *		27,452		265
BlueRiver Acquisition		3,454		35
BOA Acquisition		14,104		140
BOA Acquisition, Cl A		16,259		157
Bright Lights Acquisition, Cl A		5,610		54
Broadscale Acquisition		44,531		445
Build Acquisition *		5,670		56
Cartesian Growth *		25,711		257
Catcha Investment		4,699		47
CF Acquisition IV *		16,888		170
CF Acquisition IV, Cl A *		10,090		98
CF Acquisition V		3,980		41
Churchill Capital VII		8,155		82
Churchill Capital VII, Cl A		1,110		11
Clarim Acquisition *		19,084		189
Coinbase Global, Cl A *		2,152		545
Colonnade Acquisition II		19,345		192
Constellation Acquisition I		14,122		141

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Corner Growth Acquisition, Cl A		3,577	$	35
COVA Acquisition		15,191		153
COVA Acquisition, Cl A *		19,154		186
Crown PropTech Acquisitions		25,344		252
D & Z Media Acquisition, Cl A		723		7
DHB Capital *		14,847		148
DHC Acquisition *		19,482		196
DiamondHead Holdings, Cl A		15,175		152
Digital Transformation Opportunities		8,908		88
dMY Technology Group IV, Cl A		26,885		263
DPCM Capital *		7,956		79
Duddell Street Acquisition, Cl A		4,993		48
Dune Acquisition, Cl A		2,253		22
East Resources Acquisition, Cl A *		976		9
Edify Acquisition		12,754		127
Edify Acquisition, Cl A		8,127		78
eHealth Inc *		18,349		1,072
EJF Acquisition *		2,166		22
Epiphany Technology Acquisition		3,233		33
Epiphany Technology Acquisition, Cl A		3,019		29
EQ Health Acquisition		17,180		171
ESM Acquisition		6,699		67
Evo Acquisition		22,645		228
Executive Network Partnering		3,188		32
Executive Network Partnering, Cl A		1,820		18
FinServ Acquisition II		2,137		21
Fintech Evolution Acquisition Group		17,575		175
First Reserve Sustainable Growth		8,799		88
Flame Acquisition, Cl A		1,540		15
Forest Road Acquisition II *		11,348		114
Fortistar Sustainable Solutions, Cl A		1,110		11
Freedom Acquisition I *		103		1
FTAC Hera Acquisition		2,170		22
G&P Acquisition		28,975		290
Gaming & Hospitality Acquisition		24,042		240
GigInternational1 *		22,119		223
Global Partner Acquisition II *		10,362		103
Golden Arrow Merger		8,680		86
Golden Falcon Acquisition, Cl A *		105		1
Gores Guggenheim *		5,648		57
Gores Holdings V, Cl A *		236,699		2,391
Gores Metropoulos II, Cl A *		18,109		179
Growth Capital Acquisition, Cl A		4,277		42
GX Acquisition II		11,824		118
GX Acquisition II, Cl A		22		—
Hamilton Lane Alliance Holdings I *		4,211		42
Haymaker Acquisition III *		1,167		12
Healthcare Capital		26,641		265
Healthcare Capital, Cl A		2,552		25
HIG Acquisition, Cl A		1,450		14
Hudson Executive Investment II		494		5
Hudson Executive Investment III *		5,998		60

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
IG Acquisition, Cl A		671	$	7
InterPrivate II Acquisition		7,668		76
InterPrivate III Financial Partners		3,320		33
InterPrivate IV InfraTech Partners		1,620		16
Itiquira Acquisition		9,359		94
Itiquira Acquisition, Cl A *		8,529		82
Jack Creek Investment *		19,098		192
Jack Creek Investment, Cl A *		4,654		45
JOFF Fintech Acquisition		12,319		123
JOFF Fintech Acquisition, Cl A		572		5
Kairos Acquisition		9,027		90
Kairos Acquisition, Cl A		488		5
Katapult Holdings		4,071		44
Kernel Group Holdings		5,063		52
Kismet Acquisition Three		18,844		188
KL Acquisition		2,634		26
Leo Holdings II		143		1
Leo Holdings II, Cl A		13,879		135
Levere Holdings, Cl A		1,312		13
Locust Walk Acquisition *		1,668		16
Magnum Opus Acquisition		4,695		47
Mason Industrial Technology *		31,451		317
MCAP Acquisition		1,653		16
MCAP Acquisition, Cl A		38,547		371
MDH Acquisition		7,087		71
Mission Advancement		21,171		211
Mission Advancement, Cl A		52,489		510
Montes Archimedes Acquisition, Cl A *		24,826		246
Monument Circle Acquisition, Cl A		13,705		133
Mudrick Capital Acquisition II, Cl A		30,623		382
Music Acquisition		1,157		12
New Vista Acquisition		1,549		16
Noble Corp *		2,760		69
Noble Rock Acquisition *		34,471		345
North Atlantic Acquisition		29,311		295
North Atlantic Acquisition, Cl A *		533		5
Northern Star Investment III		4,262		43
Northern Star Investment IV		4,778		48
OneMain Holdings Inc, Cl A		586		35
Open Lending, Cl A *		20,812		897
Penney Borrower LLC *(D)		3,070		21
PennyMac Financial Services Inc		11,800		728
Peridot Acquisition II *		50,882		508
Pine Technology Acquisition		18,129		181
Pivotal Investment III *		9,395		94
Plum Acquisition I		806		8
PMV Consumer Acquisition, Cl A		1,307		13
Poema Global Holdings, Cl A		2,981		29
Pontem *		20,774		208
Pontem, Cl A *		4,826		47
Powered Brands		6,667		65
Priveterra Acquisition *		23,540		235

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PROG Holdings Inc		37,800	$	1,819
Progress Acquisition		36,029		361
Property Solutions Acquisition II		887		9
PropTech Investment II, Cl A *		485		5
Ribbit LEAP *(A)		58,788		653
RMG Acquisition III *		21,553		216
Root, Cl A		1,115		12
Rosecliff Acquisition I		23,980		241
RXR Acquisition *		3,240		32
S&P Global Inc		2,731		1,121
Science Strategic Acquisition Alpha		28,315		281
ScION Tech Growth I *		10,848		110
ScION Tech Growth I, Cl A		11,122		109
ScION Tech Growth II		6,226		63
SCP & CO Healthcare Acquisition *		18,875		190
Seven Oaks Acquisition, Cl A *		4,163		41
Silver Crest Acquisition		19,904		200
SilverBox Engaged Merger I		11,809		118
Skydeck Acquisition		40,632		406
Slam *		5,460		54
Social Leverage Acquisition I		3,154		31
Sports Ventures Acquisition		2,189		22
Sports Ventures Acquisition, Cl A		2,811		27
Star Peak II, Cl A		12,891		128
Stratim Cloud Acquisition *		1,020		10
Sustainable Development Acquisition I *		618		6
Switchback II, Cl A		90,692		897
Tailwind International Acquisition *		20,880		209
Tailwind Two Acquisition *		9,976		99
TB Acquisition (A)		21,719		216
TB Acquisition, Cl A		1		—
TCV Acquisition, Cl A		52,448		520
Thunder Bridge Capital Partners III, Cl A *		14,928		149
TLG Acquisition One *		11,077		110
Twelve Seas Investment II, Cl A		27,557		266
Twin Ridge Capital Acquisition		5,314		53
TZP Strategies Acquisition		19,673		196
Velocity Acquisition		14,802		147
Velocity Acquisition, Cl A		4,330		42
Virtuoso Acquisition, Cl A		4,404		44
Warrior Technologies Acquisition, Cl A		29,271		283
Z-Work Acquisition *		7,794		78
				30,327
Health Care — 1.7%
Alexion Pharmaceuticals Inc *		14,029		2,577
Bausch Health *		39,521		1,159
Butterfly Network		15,100		219
Change Healthcare Inc *		19,341		445
Heron Therapeutics Inc *		34,084		529
Magellan Health Inc *		1,281		121
Monitronics International Inc *(A)(C)(D)		18,437		184

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Viatris Inc, Cl W *		133,868	$	1,913
Viracta Therapeutics		16,908		192
Zogenix Inc *		23,673		409
				7,748
Industrials — 2.6%
Air Transport Services Group Inc *		73,436		1,706
BWX Technologies Inc, Cl W		41,533		2,414
DiDi Global ADR *		71		1
Interface Inc, Cl A		2,403		37
Kansas City Southern		6,281		1,780
Middleby Corp/The *		13,886		2,406
Spirit AeroSystems Holdings Inc, Cl A		50,390		2,378
Uber Technologies Inc *		12,964		649
Welbilt Inc *		28,827		667
				12,038
Information Technology — 9.3%
Aquity Holdings Inc *		3,945		43
Avaya Holdings Corp *		26,826		722
Cirrus Logic Inc *		20,121		1,713
Cognyte Software Ltd *		3,599		88
Dynatrace Inc *		28,373		1,658
EchoStar Corp, Cl A *		8,052		196
Fidelity National Information Services Inc, Cl B		7,324		1,038
Flex *		46,396		829
GDS Holdings ADR *		7,030		552
GoDaddy Inc, Cl A *		25,260		2,197
Mastercard Inc, Cl A		3,644		1,330
Maxim Integrated Products Inc		17,286		1,821
Mmodal (Escrow Security) *(D)		3,007		—
Nuance Communications Inc *		58,126		3,164
Opendoor Technologies *		75,426		1,337
Proofpoint Inc *		16,940		2,943
Qualtrics International, Cl A		5,420		207
salesforce.com Inc *		7,087		1,731
Shift4 Payments, Cl A *		10,726		1,005
Shopify, Cl A *		1,096		1,601
Slack Technologies Inc, Cl A *		60,728		2,690
Square Inc, Cl A *		5,025		1,225
SS&C Technologies Holdings Inc		23,457		1,690
StoneCo Ltd, Cl A *		15,965		1,071
Twilio Inc, Cl A *		3,153		1,243
Vishay Intertechnology Inc		111,644		2,518
Vonage Holdings Corp *		50,148		723
Vontier		22,462		732
X-Fab Silicon Foundries *(B)		41,670		395
Xilinx Inc		47,608		6,886
				43,348
Materials — 2.1%
Allegheny Technologies Inc *		113,777		2,372

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arctic Canadian Diamond Company Ltd. *(D)		228	$	—
Atotech		6,598		169
Constellium, Cl A *		125,549		2,379
Eagle Materials Inc		17,466		2,482
Hexion Holdings Corp *		9,735		175
Libbey Glass Inc. *		1,071		2
Olin Corp		54,184		2,507
				10,086
Real Estate — 1.1%
Copper Property Pass-Through Certificates *(D)		23,020		424
Kimco Realty Corp ‡		68,335		1,425
Outfront Media Inc *‡		32,531		782
Park Hotels & Resorts Inc *‡		71,098		1,465
QTS Realty Trust Inc, Cl A ‡		14,072		1,088
Realogy Holdings Corp *		1,523		28
				5,212
Utilities — 1.0%
Clearway Energy Inc, Cl C		78,850		2,088
FirstEnergy Corp		64,392		2,396
				4,484
Total Common Stock (Cost $146,568) ($ Thousands)				154,359
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 15.3%
Communication Services — 1.1%
Altice France
10.500%, 05/15/2027 (B)	$	487		541
Altice France Holding
6.000%, 02/15/2028 (B)		134		134
AMC Entertainment Holdings
6.125%, 05/15/2027		55		42
5.750%, 06/15/2025		5		4
AMC Networks
4.250%, 02/15/2029		138		139
CB Escrow
8.000%, 10/15/2025 (B)		567		596
CCO Holdings
5.750%, 02/15/2026 (B)		71		73
4.500%, 06/01/2033 (B)		563		576
Consolidated Communications
6.500%, 10/01/2028 (B)		342		368
5.000%, 10/01/2028 (B)		128		130
Digicel Group
10.000%, 04/01/2024		31		30
6.750%, 03/01/2023 (B)		110		105

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DISH DBS
7.750%, 07/01/2026	$	225	$	255
7.375%, 07/01/2028		40		43
5.125%, 06/01/2029 (B)		50		49
Gray Television
7.000%, 05/15/2027 (B)		68		74
iHeartCommunications
8.375%, 05/01/2027		270		289
Intelsat Luxembourg
8.125%, 06/01/2023 (E)		45		1
Meredith
6.875%, 02/01/2026		220		229
Salem Media Group
6.750%, 06/01/2024 (B)		395		383
Spanish Broadcasting System
9.750%, 03/01/2026 (B)		158		160
T-Mobile USA
3.500%, 04/15/2031		65		67
3.375%, 04/15/2029		65		67
Urban One
7.375%, 02/01/2028 (B)		539		582
Windstream Escrow
7.750%, 08/15/2028 (B)		382		394
				5,331
Consumer Discretionary — 3.8%
1011778 BC ULC / New Red Finance
4.250%, 05/15/2024 (B)		256		259
Abercrombie & Fitch Management
8.750%, 07/15/2025 (B)		202		224
Ambience Merger Sub
7.125%, 07/15/2029 (B)		248		250
American Greetings
8.750%, 04/15/2025 (B)		265		276
Bed Bath & Beyond
5.165%, 08/01/2044		376		349
Caesars Resort Collection
5.250%, 10/15/2025 (B)		262		265
Carnival
11.500%, 04/01/2023 (B)		95		107
10.500%, 02/01/2026 (B)		95		111
9.875%, 08/01/2027 (B)		135		158
5.750%, 03/01/2027 (B)		15		16
CEC Entertainment
6.750%, 05/01/2026 (B)		195		200
Cengage Learning
9.500%, 06/15/2024 (B)		460		471
Chukchansi Economic Development Authority
8.000%, 04/15/2028 (B)		99		87
Clarios Global
4.375%, 05/15/2026	EUR	100		123

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Constellation
8.500%, 09/15/2025 (B)	$	137	$	135
Cooper-Standard Automotive
13.000%, 06/01/2024 (B)		135		153
CSC Holdings
4.625%, 12/01/2030 (B)		770		755
4.125%, 12/01/2030 (B)		140		139
Cumulus Media New Holdings
6.750%, 07/01/2026 (B)		199		208
Dave & Buster’s
7.625%, 11/01/2025 (B)		138		149
Diamond Sports Group
6.625%, 08/15/2027 (B)		292		143
5.375%, 08/15/2026 (B)		350		227
Empire Communities
7.375%, 12/15/2025	CAD	79		67
7.000%, 12/15/2025 (B)	$	551		579
Everi Holdings
5.000%, 07/15/2029 (B)		86		86
Everi Payments
7.500%, 12/15/2025 (B)		180		187
Ferrellgas
5.875%, 04/01/2029 (B)		126		124
5.375%, 04/01/2026 (B)		86		85
Genting New York
3.300%, 02/15/2026 (B)		123		124
Getty Images
9.750%, 03/01/2027 (B)		170		182
Goodyear Tire & Rubber
9.500%, 05/31/2025		110		123
5.625%, 04/30/2033		225		237
Guitar Center
8.500%, 01/15/2026 (B)		68		73
Hilton Grand Vacations Borrower Escrow
4.875%, 07/01/2031 (B)		118		118
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (B)		515		551
Inn Of The Mountain Gods Resort & Casino
9.250%, 11/30/2023		183		177
L Brands
7.600%, 07/15/2037		5		6
6.750%, 07/01/2036		80		100
6.625%, 10/01/2030 (B)		60		69
LBM Acquisition
6.250%, 01/15/2029 (B)		206		208
Liberty Interactive
8.250%, 02/01/2030		325		371
Life Time
5.750%, 01/15/2026 (B)		210		218
Magic Mergeco
7.875%, 05/01/2029 (B)		152		157

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mattamy Group
4.625%, 03/01/2030 (B)	$	800	$	817
McGraw Hill
8.000%, 11/30/2024 (B)		285		292
MDC Partners
7.500%, 05/01/2024, (B)		71		72
MGM Resorts International
7.750%, 03/15/2022		763		798
Midwest Gaming Borrower
4.875%, 05/01/2029 (B)		157		157
Mohegan Gaming & Entertainment
8.000%, 02/01/2026 (B)		379		396
Monitronics International Inc
9.125%, 04/01/2020 (D)(E)		495		–
NCL
12.250%, 05/15/2024 (B)		55		66
5.875%, 03/15/2026 (B)		100		105
3.625%, 12/15/2024 (B)		174		168
Panther BF Aggregator 2
8.500%, 05/15/2027 (B)		273		298
Party City Holdings
8.750%, 02/15/2026 (B)		135		144
PetSmart
4.750%, 02/15/2028 (B)		204		212
Raptor Acquisition
4.875%, 11/01/2026 (B)		273		277
Royal Caribbean Cruises
10.875%, 06/01/2023 (B)		120		137
9.125%, 06/15/2023 (B)		65		71
5.500%, 04/01/2028 (B)		90		94
Scientific Games International
5.000%, 10/15/2025 (B)		815		841
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (B)		480		474
Tenneco
5.125%, 04/15/2029 (B)		195		200
Terrier Media Buyer
8.875%, 12/15/2027 (B)		295		319
TI Automotive Finance
3.750%, 04/15/2029	EUR	136		164
Univision Communications
6.625%, 06/01/2027 (B)	$	200		217
UPC Broadband Finco BV
4.875%, 07/15/2031 (B)		142		142
Victoria’s Secret
4.625%, 07/15/2029 (B)		44		44
Viking Cruises
5.875%, 09/15/2027 (B)		200		198
VOC Escrow
5.000%, 02/15/2028 (B)		75		76
Wheel Pros
6.500%, 05/15/2029 (B)		500		506

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
White Capital Parent
8.250%cash/9.000% PIK,
03/15/2026 (B)	$	120	$	124
William Hill MTN
4.750%, 05/01/2026	GBP	200		299
Wynn Las Vegas
5.500%, 03/01/2025 (B)	$	50		54
5.250%, 05/15/2027 (B)		60		64
4.250%, 05/30/2023 (B)		277		287
Wynn Resorts Finance
7.750%, 04/15/2025 (B)		120		129
5.125%, 10/01/2029 (B)		288		304
				17,193
Consumer Staples — 0.8%
Albertsons
7.500%, 03/15/2026 (B)		1,452		1,593
Fresh Market
9.750%, 05/01/2023 (B)		345		354
New Albertsons
8.700%, 05/01/2030		235		294
Rite Aid
8.000%, 11/15/2026 (B)		76		77
7.700%, 02/15/2027		345		328
Turning Point Brands
5.625%, 02/15/2026 (B)		273		282
US Foods
6.250%, 04/15/2025 (B)		250		265
Vector Group
10.500%, 11/01/2026 (B)		225		239
5.750%, 02/01/2029 (B)		305		311
				3,743
Energy — 3.0%
Aethon United BR
8.250%, 02/15/2026 (B)		160		173
Antero Midstream Partners
7.875%, 05/15/2026 (B)		195		218
5.750%, 03/01/2027 (B)		150		156
5.750%, 01/15/2028 (B)		20		21
Antero Resources
7.625%, 02/01/2029 (B)		170		189
Ascent Resources Utica Holdings
5.875%, 06/30/2029 (B)		169		169
Blue Racer Midstream
6.625%, 07/15/2026 (B)		155		162
Callon Petroleum
8.000%, 08/01/2028 (B)		336		340
6.125%, 10/01/2024		87		86
Carrizo Oil & Gas
8.250%, 07/15/2025		117		116

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chesapeake Energy
5.875%, 02/01/2029 (B)	$	25	$	27
5.500%, 02/01/2026 (B)		85		90
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (D)(E)		225		–
CNX Midstream Partners
6.500%, 03/15/2026 (B)		195		204
CNX Resources
7.250%, 03/14/2027 (B)		354		379
Comstock Resources
7.500%, 05/15/2025 (B)		34		35
CQP Holdco
5.500%, 06/15/2031 (B)		234		244
Crestwood Midstream Partners
5.750%, 04/01/2025		150		154
DT Midstream
4.375%, 06/15/2031 (B)		172		176
4.125%, 06/15/2029 (B)		172		175
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (B)		83		85
Energy Transfer
6.625%, VAR ICE LIBOR USD 3 Month+4.155%(G)		83		81
6.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.694%(G)		57		58
6.250%, VAR ICE LIBOR USD 3 Month+4.028%(G)		76		67
EnLink Midstream
5.625%, 01/15/2028 (B)		80		84
5.375%, 06/01/2029		325		339
EnLink Midstream Partners
5.600%, 04/01/2044		102		92
5.450%, 06/01/2047		90		80
4.850%, 07/15/2026		85		88
EQT
8.500%, 02/01/2030		115		150
7.625%, 02/01/2025		50		58
Genesis Energy
8.000%, 01/15/2027		150		158
7.750%, 02/01/2028		80		83
Harvest Midstream I
7.500%, 09/01/2028 (B)		158		171
Independence Energy Finance
7.250%, 05/01/2026 (B)		136		143
Indigo Natural Resources
5.375%, 02/01/2029 (B)		204		213
ITT Holdings
6.500%, 08/01/2029 (B)		256		261
Laredo Petroleum
10.125%, 01/15/2028		260		286
9.500%, 01/15/2025		150		158

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MEG Energy
7.125%, 02/01/2027 (B)	$	100	$	107
5.875%, 02/01/2029 (B)		80		83
New Fortress Energy
6.500%, 09/30/2026 (B)		170		174
NGL Energy Operating
7.500%, 02/01/2026 (B)		120		126
NGL Energy Partners
7.500%, 11/01/2023		205		202
7.500%, 04/15/2026		228		208
6.125%, 03/01/2025		254		230
Northern Oil and Gas
8.125%, 03/01/2028 (B)		205		221
Oasis Midstream Partners
8.000%, 04/01/2029 (B)		74		79
Occidental Petroleum
6.125%, 01/01/2031		40		47
5.500%, 12/01/2025		70		77
4.625%, 06/15/2045		120		117
4.500%, 07/15/2044		10		10
4.400%, 04/15/2046		10		10
OQ SAOC MTN
5.125%, 05/06/2028 (B)		200		201
PBF Holding
9.250%, 05/15/2025 (B)		165		166
7.250%, 06/15/2025		169		128
6.000%, 02/15/2028		88		60
Petroleos Mexicanos
6.950%, 01/28/2060 (B)		351		310
6.875%, 10/16/2025 (B)		223		247
6.375%, 01/23/2045		650		559
6.350%, 02/12/2048		1,074		915
5.950%, 01/28/2031 (B)		305		296
4.500%, 01/23/2026		211		214
3.500%, 01/30/2023		604		617
Petroleos Mexicanos MTN
6.750%, 09/21/2047		507		449
Range Resources
9.250%, 02/01/2026		303		334
Secure Energy Services
7.250%, 12/30/2026 (B)	CAD	146		118
Shelf Drilling Holdings
8.875%, 11/15/2024 (B)	$	60		62
8.250%, 02/15/2025 (B)		300		238
Southwestern Energy
7.500%, 04/01/2026		120		127
Targa Resources Partners
4.000%, 01/15/2032 (B)		145		149
Transocean
11.500%, 01/30/2027 (B)		185		198
6.800%, 03/15/2038		290		187

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tullow Oil
10.250%, 05/15/2026 (B)	$	662	$	695
USA Compression Partners
6.875%, 09/01/2027		170		182
Vine Energy Holdings
6.750%, 04/15/2029 (B)		169		178
				14,090
Financials — 1.5%
AG Issuer
6.250%, 03/01/2028 (B)		180		190
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%(G)		195		214
Burford Capital Global Finance
6.250%, 04/15/2028 (B)		154		162
Citigroup Global Markets Holdings MTN
14.012%, 09/30/2021 (B)(H)	EGP	12,426		767
Enact Holdings
6.500%, 08/15/2025 (B)	$	140		154
Finance of America Funding
7.875%, 11/15/2025 (B)		370		369
Freedom Mortgage
8.250%, 04/15/2025 (B)		591		617
8.125%, 11/15/2024 (B)		162		167
6.625%, 01/15/2027 (B)		110		111
Genworth Holdings
4.800%, 02/15/2024		35		35
Goldman Sachs International
12.656%, 07/15/2021 (B)(H)	EGP	11,250		715
Home Point Capital
5.000%, 02/01/2026 (B)	$	105		98
HSBC Bank
12.849%, 08/19/2021 (B)(H)	EGP	6,450		405
JPMorgan Chase Bank MTN
12.704%, 09/16/2021 (B)(H)		8,707		541
LD Holdings Group
6.500%, 11/01/2025 (B)	$	150		154
6.125%, 04/01/2028 (B)		65		65
MDGH - GMTN BV MTN
4.500%, 11/07/2028		200		233
New Residential Investment
6.250%, 10/15/2025 (B)		280		280
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		24
3.500%, 01/23/2043		280		327
OneMain Finance
7.125%, 03/15/2026	$	105		122
6.875%, 03/15/2025		100		113
PennyMac Financial Services
4.250%, 02/15/2029 (B)		160		154

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Saracen Development
11.000%cash/0% PIK, 10/15/2025 (B) (D)	$	390	$	431
VistaJet Malta Finance
10.500%, 06/01/2024 (B)		135		147
VTB Bank Via VTB Capital
6.950%, 10/17/2022		653		690
WeWork
7.875%, 05/01/2025 (B)		360		376
				7,661
Health Care — 0.9%
Akumin
7.000%, 11/01/2025 (B)		195		202
APX Group
8.500%, 11/01/2024		330		345
Bausch Health
6.250%, 02/15/2029 (B)		612		605
6.125%, 04/15/2025 (B)		82		84
5.250%, 01/30/2030 (B)		155		144
5.000%, 02/15/2029 (B)		55		51
4.875%, 06/01/2028 (B)		35		36
Bausch Health Americas
9.250%, 04/01/2026 (B)		61		66
Centene
4.625%, 12/15/2029		246		271
3.375%, 02/15/2030		82		86
CHS
6.125%, 04/01/2030 (B)		406		412
4.750%, 02/15/2031 (B)		138		139
Endo DAC
9.500%, 07/31/2027 (B)		114		116
6.000%, 06/30/2028 (B)		128		86
Endo Finance
5.750%, 01/15/2022 (B)		130		120
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (B)		25		25
Envision Healthcare Corporation
8.750%, 10/15/2026 (B)		70		49
FXI Holdings
7.875%, 11/01/2024 (B)		123		127
Lannett
7.750%, 04/15/2026 (B)		240		239
LifePoint Health
5.375%, 01/15/2029 (B)		102		99
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (B)		277		298
Surgery Center Holdings
6.750%, 07/01/2025 (B)		200		204
Varex Imaging
7.875%, 10/15/2027 (B)		225		252

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Verisure Midholding
5.250%, 02/15/2029	EUR	248	$	302
				4,358
Industrials — 1.2%
Allied Universal Holdco
9.750%, 07/15/2027 (B)	$	448		493
American Airlines
5.750%, 04/20/2029 (B)		135		146
5.500%, 04/20/2026 (B)		90		95
BCPE Empire Holdings
7.625%, 05/01/2027 (B)		381		390
Bombardier
7.875%, 04/15/2027 (B)		65		67
7.500%, 12/01/2024 (B)		25		26
7.500%, 03/15/2025 (B)		115		118
Builders FirstSource
6.750%, 06/01/2027 (B)		492		527
CoreLogic
4.500%, 05/01/2028 (B)		257		255
Danaos
8.500%, 03/01/2028 (B)		118		129
Delta Air Lines
7.000%, 05/01/2025 (B)		135		158
Fortress Transportation & Infrastructure Investors
9.750%, 08/01/2027 (B)		240		278
6.500%, 10/01/2025 (B)		50		52
Garda World Security
9.500%, 11/01/2027 (B)		272		301
6.000%, 06/01/2029 (B)		158		157
Icahn Enterprises
4.375%, 02/01/2029 (B)		165		164
PowerTeam Services
9.033%, 12/04/2025 (B)		252		277
RR Donnelley & Sons
6.125%, 11/01/2026 (B)		215		227
Team Health Holdings
6.375%, 02/01/2025 (B)		165		157
Tervita
11.000%, 12/01/2025 (B)		160		179
TransDigm
8.000%, 12/15/2025 (B)		109		118
7.500%, 03/15/2027		164		174
6.250%, 03/15/2026 (B)		437		461
Triumph Group
8.875%, 06/01/2024 (B)		45		50
7.750%, 08/15/2025		185		190
6.250%, 09/15/2024 (B)		20		20
Tutor Perini
6.875%, 05/01/2025 (B)		370		381

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Western Global Airlines
10.375%, 08/15/2025 (B)	$	160	$	183
				5,773
Information Technology — 0.6%
Banff Merger Sub
9.750%, 09/01/2026 (B)		466		490
Castle US Holding
9.500%, 02/15/2028 (B)		170		177
CommScope
8.250%, 03/01/2027 (B)		290		310
7.125%, 07/01/2028 (B)		55		60
6.000%, 03/01/2026 (B)		150		158
CommScope Technologies
6.000%, 06/15/2025 (B)		307		314
Flexential Intermediate
11.250%, 08/01/2024 (B)		240		262
Twilio
3.875%, 03/15/2031		65		67
3.625%, 03/15/2029		65		66
Veritas US
10.500%, 02/01/2024 (B)		514		528
7.500%, 09/01/2025 (B)		193		201
				2,633
Materials — 1.7%
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (B)		152		160
5.000%cash/0% PIK, 06/30/2027	EUR	233		283
Ardagh Packaging Finance
6.000%, 02/15/2025 (B)	$	147		152
Cleveland-Cliffs
9.875%, 10/17/2025 (B)		153		179
Cornerstone Chemical
6.750%, 08/15/2024 (B)		975		917
CSN Inova Ventures
6.750%, 01/28/2028 (B)		350		387
Eldorado
9.500%, 06/01/2024 (B)		109		118
First Quantum Minerals
7.500%, 04/01/2025 (B)		467		484
6.875%, 10/15/2027 (B)		130		142
6.500%, 03/01/2024 (B)		208		212
FMG Resources August 2006 Pty
4.375%, 04/01/2031 (B)		204		219
Freeport-McMoRan
5.450%, 03/15/2043		195		238
Herens Holdco Sarl
4.750%, 05/15/2028 (B)		113		113
Herens Midco Sarl
5.250%, 05/15/2029	EUR	113		131

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LSB Industries
9.625%, 05/01/2023 (B)	$	775	$	794
Mineral Resources
8.125%, 05/01/2027 (B)		265		291
Mountain Province Diamonds
8.000%, 12/15/2022 (B)		390		349
NMG Holding
7.125%, 04/01/2026 (B)		408		436
Northwest Acquisitions ULC
7.125%, 11/01/2022 (B)(E)		460		–
NOVA Chemicals
4.250%, 05/15/2029 (B)		189		191
Novelis
5.875%, 09/30/2026 (B)		513		534
Polar US Borrower
6.750%, 05/15/2026 (B)		73		73
Rain CII Carbon
7.250%, 04/01/2025 (B)		335		346
Rayonier AM Products
7.625%, 01/15/2026 (B)		160		167
Tacora Resources
8.250%, 05/15/2026 (B)		165		171
Trident Merger Sub
6.625%, 11/01/2025 (B)		166		170
Trident TPI Holdings
9.250%, 08/01/2024 (B)		228		238
Tronox
4.625%, 03/15/2029 (B)		195		197
United States Steel
6.875%, 08/15/2025		105		107
				7,799
Real Estate — 0.2%
Diversified Healthcare Trust
9.750%, 06/15/2025		210		232
4.375%, 03/01/2031		85		81
Realogy Group
9.375%, 04/01/2027 (B)		187		208
Service Properties Trust
4.750%, 10/01/2026		109		108
3.950%, 01/15/2028		215		203
				832
Telecommunication Services — 0.1%
Altice France
5.125%, 07/15/2029 (B)		198		199
Trilogy International South Pacific
8.875%, 05/15/2023 (B)		316		315
Vmed O2 UK Financing I
4.750%, 07/15/2031 (B)		163		166
				680

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 0.4%
Eskom Holdings SOC MTN
8.450%, 08/10/2028	$	860	$	971
Oryx Funding
5.800%, 02/03/2031 (B)		212		224
Talen Energy Supply
10.500%, 01/15/2026 (B)		231		167
7.625%, 06/01/2028 (B)		86		81
7.250%, 05/15/2027 (B)		164		153
6.625%, 01/15/2028 (B)		45		41
Vistra Operations
5.500%, 09/01/2026 (B)		55		57
				1,694
Total Corporate Obligations (Cost $69,071) ($ Thousands)				71,787
	Shares
EXCHANGE TRADED FUNDS — 10.9%
Merger Fund, Cl L		2,877,796		50,736
VelocityShares Daily 2x VIX Short Term ETN		498		4
Total Exchange Traded Funds (Cost $46,211) ($ Thousands)				50,740
	Face Amount (Thousands)
SOVEREIGN DEBT — 4.5%
Angolan Government International Bond MTN
8.000%, 11/26/2029		341		349
Argentine Republic Government International Bond
0.125%, 2.000%, 07/09/2021, 01/09/2038 (F)		495		187
Bahamas Government International Bond
8.950%, 10/15/2032 (B)		541		613
Bahrain Government International Bond
7.000%, 01/26/2026		400		455
Banque Centrale de Tunisie International Bond
5.750%, 01/30/2025		625		582
Egypt Government International Bond
8.700%, 03/01/2049		579		611
7.600%, 03/01/2029		663		728
7.500%, 01/31/2027		877		985
5.875%, 02/16/2031 (B)		365		354
Egypt Treasury Bills
13.893%, 12/14/2021 (H)	EGP	12,768		767

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Ghana Government International Bond
7.750%, 04/07/2029 (B)	$	262	$	267
6.300%, 04/07/2025 (B)(H)		200		159
Jordan Government International Bond
5.850%, 07/07/2030 (B)		289		301
4.950%, 07/07/2025 (B)		433		449
Nigeria Government International Bond
7.625%, 11/21/2025		1,333		1,504
Oman Government International Bond
7.000%, 01/25/2051 (B)		214		218
6.750%, 01/17/2048		278		276
6.250%, 01/25/2031 (B)		238		255
Oman Sovereign Sukuk
4.875%, 06/15/2030 (B)		200		205
Paraguay Government International Bond
4.625%, 01/25/2023		1,810		1,905
Philippine Government International Bond
3.200%, 07/06/2046		388		388
Republic of South Africa Government Bond
8.875%, 02/28/2035	ZAR	9,197		584
8.250%, 03/31/2032		10,472		670
Romanian Government International Bond
2.000%, 04/14/2033 (B)	EUR	120		141
Russian Federal Bond - OFZ
7.400%, 07/17/2024	RUB	153,931		2,141
6.100%, 07/18/2035		99,470		1,242
Saudi Government International Bond MTN
3.750%, 01/21/2055 (B)	$	300		317
2.750%, 02/03/2032 (B)		972		997
South Africa Government International Bond
8.000%, 01/31/2030	ZAR	9,470		629
Turkey Government International Bond
6.375%, 10/14/2025	$	506		530
Ukraine Government International Bond
7.375%, 09/25/2032		263		277
6.876%, 05/21/2029		1,042		1,081
0.026%, 05/31/2040 (I)		623		738
Total Sovereign Debt (Cost $20,333) ($ Thousands)				20,905
LOAN PARTICIPATIONS — 4.1%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.604%, 03/04/2027 (I)		261		256
Advisors Group, 1st Lien
4.604%, 07/31/2026		60		60
Aegion, 1st Lien
5.500%, 05/17/2028		140		141

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024	$	202	$	202
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.086%, VAR LIBOR+3.000%,  04/22/2026 (J)		—		—
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (D)		129		133
American Greetings, Term Loan, 1st Lien
5.500%, 04/06/2024 (I)		190		190
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (I)		431		430
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/11/2028		200		200
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (C)(D)		36		36
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
12.500%, 12/31/2027 (C)(D)		215		215
Avianca Holdings S.A., DIP Delayed Draw Loan A-1, 1st Lien
12.500%, 11/10/2021		256		260
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023		46		45
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (J)		242		225
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024 (J)		240		200
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023 (I)		498		499
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.500%, 08/08/2023 (D)(I)		197		191
CBAC Borrower LLC, Term Loan B, 1st Lien
4.104%, 07/08/2024 (I)		244		236
Century Casinos, Inc., Term Loan, 1st Lien
6.600%, 12/07/2026		185		184
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/07/2023 (I)		647		631
ConvergeOne Holdings Corp., Initial Term Loan, 1st Lien
5.104%, VAR LIBOR+5.000%,  01/04/2026		461		455

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
6.593%, 10/31/2026 (D)	$	174	$	168
DEI Sales Inc., Initial Term Loan, 1st Lien
6.250%, 04/28/2028 (D)		292		289
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
8.000%, 07/02/2024		103		102
DMT Solutions Global Corporation, Term Loan
8.000%, 07/02/2024		103		102
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 03/07/2022 (D)		131		129
ELO Touch Solutions, Term Loan B, 1st Lien
6.593%, 12/14/2025		173		174
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.854%, VAR LIBOR+3.750%, 10/10/2025		928		792
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027		660		569
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR+4.500%, 02/19/2026		146		145
Glass Mountain, Term Loan B, 1st Lien
5.500%, 12/23/2024		68		19
Herschend Entertainment Co., 1st Lien
6.750%, 08/25/2025 (D)		215		217
Hurtigruten Group, 1st Lien
8.000%, 06/11/2023		138		160
ICH US Intermediate Holdings II, Inc., Initial Term Loan, 1st Lien
6.750%, 12/24/2026 (D)(I)		5		5
Innovacare, Term Loan, 1st Lien
6.750%, 12/24/2026 (D)(I)		265		265
J.C. Penney Borrower LLC, Term Loan
9.250%, 12/07/2025 (D)(I)		377		379
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/23/2023 (D)(E)		378		1
Jadex Inc., Refinancing Term Loan, 1st Lien
5.500%, 02/18/2028		155		155
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+4.750%, 08/29/2022 (J)		948		943

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Libbey, 1st Lien
9.000%, 11/13/2025 (I)	$	141	$	145
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.202%, 10/01/2024		915		906
LifeScan, 1st Lien
0.000%, 10/01/2025 (J)		85		80
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR+8.125%, 02/16/2022 (D)		737		717
Mavenir Systems Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.000%, 05/08/2025		408		408
McGraw Hill LLC, Term Loan B, 1st Lien
5.750%, 11/01/2024		298		298
MSG National, 1st Lien
7.000%, 12/31/2049 (D)		309		318
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (J)		235		236
Nutrisystem, Cov-Lite, 1st Lien
7.000%, 04/21/2027		302		301
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
5.500%, 02/28/2028		195		196
Peak 10 Holding Corporation, Initial Term Loan, 1st Lien
3.647%, VAR LIBOR+3.500%, 08/01/2024		669		612
Peak 10, Term Loan, 2nd Lien
7.379%, 08/01/2025 (I)		130		116
Penney Borrower LLC, Initial Loan, 1st Lien
9.500%, 12/07/2026		236		229
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		205		205
PLNTF Holdings Inc., 1st Lien
9.000%, 03/12/2026 (I)		205		206
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.177%, 07/31/2025 (I)(J)		658		625
Premier Brands Group Holdings LLC, Term Loan, 1st Lien
8.254%, 03/19/2024 (I)		33		22
8.135%, 03/19/2024 (I)(J)		70		48
Quantum Health, 1st Lien
0.000%, 12/22/2027 (J)		195		195
R.R. Donnelley & Sons Company, Term B Loan
5.093%, 01/15/2024		64		64

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 09/07/2023 (D)(E)	$	896	$	493
S&S Holdings LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (I)		245		243
SIJ LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (D)(I)		261		258
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.095%, 06/19/2026 (I)		215		213
Swissport, 1st Lien
0.000%, 12/16/2024 (J)		225		272
Syniverse Holdings Inc., Initial Term Loan, 2nd Lien
10.000%, 03/11/2024		140		136
Syniverse Holdings Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR+5.000%, 03/09/2023		1,208		1,195
Team Health Holdings Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/06/2024		569		551
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.000%, VAR LIBOR+1.500%, 02/28/2025 (J)		62		65
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien
5.147%, VAR LIBOR+5.000%, 05/29/2026 (J)		162		148
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien
6.500%, VAR LIBOR+4.000%, 09/27/2024		213		214
Vida Capital, Term Loan
6.093%, 10/01/2026 (D)(I)		190		181
Total Loan Participations (Cost $18,796) ($ Thousands)				19,299
	Shares
FOREIGN COMMON STOCK — 3.5%
Canada — 0.3%
Lightspeed POS *		17,072		1,430
Tourmaline Oil Corp		2,018		58
				1,488

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
China — 0.2%
Baidu ADR *		4,122	$	840
Hong Kong — 0.7%
Alibaba Group Holding *		60,782		1,722
Alibaba Group Holding ADR *		7,695		1,745
				3,467
Italy — 0.3%
Nexi *(B)		61,945		1,360
Japan — 0.1%
Renesas Electronics *		60,600		656
Luxembourg — 0.0%
SES SA, Cl A		9,413		72
Norway — 0.3%
BW LPG (B)		227,336		1,469
Singapore — 0.3%
Sea Ltd ADR *		5,629		1,546
South Korea — 0.5%
Kakao Corp		11,701		1,694
SK Hynix Inc		4,506		510
				2,204
Taiwan — 0.3%
Taiwan Semiconductor Manufacturing Co
Ltd ADR		10,632		1,277
United Kingdom — 0.5%
21Vianet Group ADR *		54,166		1,243
Clarivate Analytics PLC *		29,274		806
John Menzies PLC		11,204		48
Micro Focus International ADR		10,289		78
Venator Materials PLC *		2,792		13
				2,188
Total Foreign Common Stock (Cost $15,156) ($ Thousands)				16,567

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 1.3%
Puerto Rico — 1.3%
Commonwealth of Puerto Rico, Ser A, GO
8.000%, 07/01/2035 (E)	$	6,515	$	5,391
Commonwealth of Puerto Rico, Ser A, GO
5.500%, 07/01/2039 (E)		325		286
5.000%, 07/01/2041 (E)		660		554
Total Municipal Bonds (Cost $4,104) ($ Thousands)				6,231

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS — 0.6%
Adit EdTech Acquisition, Expires 01/03/2028 Strike Price $12 *		32,121	$	22
Advanced Merger Partners, Expires 07/03/2026 Strike Price $12 *		1,062		1
AEA-Bridges Impact, Expires 01/03/2026 Strike Price $12 *		29,842		29
Aequi Acquisition, Expires 12/03/2027 Strike Price $12 *		16,354		15
Alpha Capital Acquisition, Expires 01/03/2028 Strike Price $12 *		1,210		1
Anzu Special Acquisition I, Expires 01/03/2028 Strike Price $12 *		1,110		1
Arrowroot Acquisition, Expires 02/01/2026 Strike Price $12 *		17,880		15
Astrea Acquisition, Expires 01/16/2026 Strike Price $12 *		19,270		13
Athena Technology Acquisition, Expires 04/03/2028 Strike Price $12 *		2,144		2
Athlon Acquisition, Expires 03/08/2026 Strike Price $12 *		52,511		40
Atlantic Avenue Acquisition, Expires 10/09/2027 Strike Price $12 *		74,205		65
Atlantic Coastal Acquisition, Expires 01/03/2028 Strike Price $12 *		1,110		1
Atlas Crest Investment II, Expires 03/03/2026 Strike Price $12 *		201		–
Authentic Equity Acquisition, Expires 01/03/2028 Strike Price $12 *		34,487		29
Biotech Acquisition, Expires 12/03/2027 Strike Price $12 *		57,211		49
Bite Acquisition, Expires 01/03/2028 Strike Price $12 *		32,516		23
BlueRiver Acquisition, Expires 01/07/2026 Strike Price $12 *		6,026		6
BOA Acquisition, Expires 02/25/2028 Strike Price $12 *		28,623		24
Bright Lights Acquisition,
Expires 01/03/2028
Strike Price $12 *		38,575		30
Burgundy Technology Acquisition, Expires 10/08/2025 Strike Price $12 *		43,775		42
Capstar Special Purpose Acquisition, Expires 07/12/2027

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Strike Price $12 *		29,883	$	27
Carney Technology Acquisition II, Expires 12/03/2027 Strike Price $12 *		10,185		9
Cartesian Growth, Expires 01/03/2028 Strike Price $12 *		9,874		8
Cascade Acquisition, Expires 12/03/2027 Strike Price $12 *		7,014		6
CBRE Acquisition Holdings, Expires 01/03/2028 Strike Price $11 *		2,341		2
CF Acquisition IV, Expires 12/17/2025 Strike Price $12 *		27,620		31
CF Acquisition V, Expires 01/03/2028 Strike Price $12 *		18,579		19
Chesapeake Energy, Expires 02/12/2026 Strike Price $32 *		847		20
Chesapeake Energy, Expires 02/12/2026 Strike Price $28 *		762		20
Chesapeake Energy, Expires 02/12/2026 Strike Price $36 *		606		13
CHP Merger, Expires 11/25/2024 Strike Price $12 *		7,532		7
Clarim Acquisition, Expires 01/03/2028 Strike Price $12 *		9,143		8
Class Acceleration, Expires 04/03/2028 Strike Price $12 *		8,525		7
Cohn Robbins Holdings, Expires 08/31/2025 Strike Price $12 *		23,215		27
Colonnade Acquisition II, Expires 01/03/2028 Strike Price $12 *		26,223		28
Concord Acquisition, Expires 12/01/2025 Strike Price $12 *		8,824		9
COVA Acquisition, Expires 01/03/2028 Strike Price $12 *		73,056		65
Crown PropTech Acquisitions, Expires 01/03/2028 Strike Price $12 *		9,342		8
Crystal Peak Acquisition, Expires 06/25/2026 Strike Price $12 *		6,877		3
D & Z Media Acquisition, Expires 01/03/2028
Strike Price $12 *		22,189		21
Deep Lake Capital Acquisition, Expires 01/03/2028 Strike Price $12 *		7,475		7
Delwinds Insurance Acquisition, Expires 08/04/2027 Strike Price $12 *		38,982		28
DHC Acquisition, Expires 01/03/2028 Strike Price $12 *		10		–

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Digital Transformation Opportunities, Expires 04/03/2028 Strike Price $12 *		7,846	$	7
Dune Acquisition, Expires 11/01/2027 Strike Price $12 *		44,157		35
E.Merge Technology Acquisition, Expires 08/02/2025 Strike Price $12 *		53,220		52
East Resources Acquisition, Expires 07/04/2027 Strike Price $12 *		17,974		19
Edify Acquisition, Expires 01/03/2028 Strike Price $12 *		21,400		15
EJF Acquisition, Expires 03/03/2027 Strike Price $12 *		7,106		6
Empowerment & Inclusion Capital I, Expires 01/03/2028 Strike Price $12 *		23,901		18
EQ Health Acquisition, Expires 02/05/2028 Strike Price $12 *		10,161		7
Evo Acquisition, Expires 01/03/2028 Strike Price $12 *		1,361		1
Executive Network Partnering, Expires 09/28/2028 Strike Price $12 *		21,122		21
FinServ Acquisition II, Expires 02/06/2026 Strike Price $12 *		447		1
Fusion Acquisition II, Expires 01/03/2028 Strike Price $12 *		19,628		19
G Squared Ascend I, Expires 01/03/2028 Strike Price $12 *		2,236		3
G&P Acquisition, Expires 03/08/2027 Strike Price $12 *		1,121		1
Gaming & Hospitality Acquisition, Expires 02/07/2028 Strike Price $12 *		10,889		11
Global Partner Acquisition II, Expires 01/03/2028 Strike Price $12 *		1,410		1
Global SPAC Partners, Expires 12/03/2027 Strike Price $12 *		46,729		25
Global Synergy Acquisition, Expires 01/03/2028 Strike Price $12 *		9,605		8
GO Acquisition, Expires 09/03/2027 Strike Price $12 *		20,903		23
Goal Acquisitions, Expires 02/03/2022 Strike Price $12 *		128,408		82
Golden Arrow Merger, Expires 08/03/2026 Strike Price $12 *		69		–
Golden Falcon Acquisition, Expires 11/07/2026

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Strike Price $12 *		19,526	$	18
Growth Capital Acquisition, Expires 06/04/2027 Strike Price $12 *		34,859		22
Guitar Center, Expires 12/22/2070 Strike Price $160 *(C)(D)		574		26
Guitar Center, Expires 12/22/2070 Strike Price $100 *(C)(D)		574		39
Haymaker Acquisition III, Expires 02/15/2027 Strike Price $12 *		1,312		1
Healthcare Capital, Expires 03/11/2025 Strike Price $12 *		28,702		21
Healthcare Services Acquisition, Expires 01/03/2028 Strike Price $12 *		26,633		24
HH&L Acquisition, Expires 02/07/2026 Strike Price $12 *		8,708		7
Highland Transcend Partners I, Expires 01/03/2028 Strike Price $12 *		1,575		2
HPX, Expires 07/17/2025 Strike Price $12 *		29,708		26
Hudson Executive Investment II, Expires 02/03/2027 Strike Price $12 *		23		–
IG Acquisition, Expires 10/08/2027 Strike Price $12 *		46,425		52
INSU Acquisition III, Expires 01/03/2027 Strike Price $12 *		1,696		2
InterPrivate III Financial Partners, Expires 01/03/2028 Strike Price $12 *		131		–
Investindustrial Acquisition, Expires 11/02/2027 Strike Price $12 *		3,883		4
Isleworth Healthcare Acquisition, Expires 08/02/2027 Strike Price $12 *		31,081		22
ITHAX Acquisition, Expires 01/03/2028 Strike Price $12 *		41,610		28
Itiquira Acquisition, Expires 01/03/2028 Strike Price $12 *		7,371		6
Jack Creek Investment, Expires 01/03/2028 Strike Price $12 *		35,826		29
Jaws Mustang Acquisition, Expires 02/02/2026 Strike Price $12 *		27,822		35
JOFF Fintech Acquisition, Expires 01/03/2028 Strike Price $12 *		1,405		1
Kairos Acquisition, Expires 01/03/2028

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Strike Price $12 *		5,025	$	4
KINS Technology Group, Expires 01/03/2026 Strike Price $12 *		22,887		19
Kismet Acquisition Three, Expires 01/03/2028 Strike Price $12 *		562		–
Kismet Acquisition Two, Expires 01/03/2028 Strike Price $12 *		11,690		11
KL Acquisition, Expires 01/15/2028 Strike Price $12 *		115		–
KludeIn I Acquisition, Expires 07/11/2027 Strike Price $12 *		1,065		1
L Catterton Asia Acquisition, Expires 03/18/2026 Strike Price $12 *		23,444		21
L&F Acquisition, Expires 05/26/2027 Strike Price $12 *		2,265		2
Landcadia Holdings IV, Expires 01/03/2029 Strike Price $12 *		29,553		32
Lefteris Acquisition, Expires 10/26/2025 Strike Price $12 *		12,113		13
Leo Holdings II, Expires 01/10/2028 Strike Price $12 *		19,361		18
Lionheart Acquisition II, Expires 02/14/2026 Strike Price $12 *		30,446		28
Magnum Opus Acquisition, Expires 01/03/2028 Strike Price $12 *		8,205		7
Maquia Capital Acquisition, Expires 01/03/2028 Strike Price $12 *		1,332		1
Mason Industrial Technology, Expires 01/03/2028 Strike Price $12 *		14,102		13
MCAP Acquisition, Expires 01/03/2028 Strike Price $12 *		12,846		13
MDH Acquisition, Expires 02/05/2028 Strike Price $12 *		9,709		7
Mission Advancement, Expires 01/03/2029 Strike Price $12 *		63,618		51
Monument Circle Acquisition, Expires 01/03/2028 Strike Price $12 *		77,620		48
Music Acquisition, Expires 02/08/2028 Strike Price $12 *		28,527		24
Noble Corp, Expires 02/05/2028
Strike Price $– *		2,470		24
North Atlantic Acquisition, Expires 10/23/2025 Strike Price $12 *		10,709		11
OCA Acquisition, Expires 01/03/2028 Strike Price $12 *		21,124		15

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Omnichannel Acquisition, Expires 01/02/2028 Strike Price $12 *		10,387	$	11
One Equity Partners Open Water I, Expires 01/03/2028 Strike Price $12 *		28,784		26
Oyster Enterprises Acquisition, Expires 01/03/2028 Strike Price $12 *		37,477		25
Pathfinder Acquisition, Expires 01/03/2028 Strike Price $12 *		2,624		3
Pine Technology Acquisition, Expires 04/03/2028 Strike Price $12 *		4,576		4
Plum Acquisition I, Expires 01/03/2029 Strike Price $12 *		440		1
PMV Consumer Acquisition, Expires 09/03/2027 Strike Price $12 *		29,830		26
Poema Global Holdings, Expires 01/03/2028 Strike Price $12 *		30,367		23
Pontem, Expires 01/03/2028 Strike Price $12 *		32,851		32
Population Health Investment, Expires 10/04/2025 Strike Price $12 *		2,749		3
Primavera Capital Acquisition, Expires 01/22/2026 Strike Price $12 *		6,487		7
Prime Impact Acquisition I, Expires 10/04/2030 Strike Price $12 *		38,469		38
Progress Acquisition, Expires 01/03/2028 Strike Price $12 *		15,937		11
PropTech Investment II, Expires 01/03/2028 Strike Price $12 *		4,327		5
Prospector Capital, Expires 01/04/2025 Strike Price $12 *		1,425		1
Proterra, Expires 09/25/2027 Strike Price $12 *		1,624		9
Provident Acquisition, Expires 01/15/2026 Strike Price $12 *		4,481		4
PWP Forward Acquisition I, Expires 03/12/2026 Strike Price $12 *		1,312		1
Recharge Acquisition, Expires 10/08/2027 Strike Price $12 *		49,703		41
RMG Acquisition III, Expires 01/03/2028 Strike Price $12 *		3,969		5
Rosecliff Acquisition I, Expires 01/03/2028 Strike Price $12 *		3,874		3

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Science Strategic Acquisition Alpha, Expires 01/03/2028 Strike Price $12 *		20,330	$	17
ScION Tech Growth I, Expires 11/04/2025 Strike Price $12 *		28,363		29
ScION Tech Growth II, Expires 01/31/2026 Strike Price $12 *		9,562		9
SCP & CO Healthcare Acquisition, Expires 01/30/2028 Strike Price $12 *		13,808		12
Seaport Global Acquisition, Expires 01/03/2026 Strike Price $12 *		9,479		8
Senior Connect Acquisition I, Expires 01/03/2028 Strike Price $12 *		13,932		12
Silver Crest Acquisition, Expires 04/03/2028 Strike Price $12 *		43,604		37
SilverBox Engaged Merger I, Expires 01/03/2028 Strike Price $12 *		4,388		3
Slam, Expires 01/03/2028 Strike Price $12 *		8,458		9
Spartan Acquisition III, Expires 02/07/2026 Strike Price $12 *		5,529		7
SportsTek Acquisition, Expires 01/03/2028 Strike Price $12 *		30,246		23
Stratim Cloud Acquisition, Expires 03/08/2026 Strike Price $12 *		92		–
Sustainable Development Acquisition I, Expires 01/03/2029 Strike Price $12 *		15,138		14
Tailwind International Acquisition, Expires 03/04/2028 Strike Price $12 *		57,183		54
Tailwind Two Acquisition, Expires 03/12/2028 Strike Price $12 *		42		–
Tastemaker Acquisition, Expires 01/03/2026 Strike Price $12 *		2,405		2
TCW Special Purpose Acquisition Strike Price $– *‡‡		2,716		2
Tekkorp Digital Acquisition, Expires 10/29/2027 Strike Price $12 *		32,911		35
TLG Acquisition One, Expires 01/28/2028 Strike Price $12 *		27,264		22
Trepont Acquisition I, Expires 11/27/2025 Strike Price $12 *		38,301		34
Twelve Seas Investment II, Expires 03/05/2028

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
Strike Price $12 *		11,405	$	10
TZP Strategies Acquisition, Expires 01/03/2028 Strike Price $12 *		2,533		2
Velocity Acquisition, Expires 03/01/2027 Strike Price $12 *		2,624		2
Warrior Technologies Acquisition, Expires 04/03/2028 Strike Price $12 *		40,563		31
Windstream Services Strike Price $– *‡‡(D)		5,809		86
Yellowstone Acquisition, Expires 10/24/2025 Strike Price $12 *		2,146		2
Z-Work Acquisition, Expires 01/07/2026 Strike Price $12 *		22,845		21
Total Warrants (Cost $2,131) ($ Thousands)				2,626
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.5%
Other Asset-Backed Securities — 0.5%
Cifc Funding, Ser 2018-4RA, Cl C
3.390%, VAR ICE LIBOR USD 3 Month+3.200%, 10/17/2030 (B)	$	250		250
Octagon Investment Partners 43, Ser 2019- 1A, Cl D
4.076%, VAR ICE LIBOR USD 3 Month+3.900%, 10/25/2032 (B)		250		251
OHA Credit Funding 4, Ser 2019-4A, Cl D
3.972%, VAR ICE LIBOR USD 3 Month+3.750%, 10/22/2032 (B)		250		251
Sound Point CLO XXIX, Ser 2021-1A, Cl D
3.640%, VAR ICE LIBOR USD 3 Month+3.500%, 04/25/2034 (B)		250		248
STWD, Ser 2021-FL2, Cl D
2.883%, VAR ICE LIBOR USD 1 Month+2.800%, 04/18/2038 (B)		100		100
STWD, Ser 2021-FL2, Cl E
3.633%, VAR ICE LIBOR USD 1 Month+3.550%, 04/18/2038 (B)		100		100
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
2.784%, VAR ICE LIBOR USD 3 Month+2.600%, 10/15/2027 (B)		250		250
TPG Real Estate Finance Issuer, Ser 2021- FL4, Cl D
3.682%, VAR ICE LIBOR USD 1 Month+3.600%, 03/15/2038 (B)		100		100

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TPG Real Estate Finance Issuer, Ser 2021- FL4, Cl E
4.432%, VAR ICE LIBOR USD 1 Month+4.350%, 03/15/2038 (B)	$	100	$	101
Tryon Park CLO, Ser 2018-1A, Cl CR
2.884%, VAR ICE LIBOR USD 3 Month+2.700%, 04/15/2029 (B)		250		249
Venture XVII CLO, Ser 2018-17A, Cl DRR
3.004%, VAR ICE LIBOR USD 3 Month+2.820%, 04/15/2027 (B)		200		192
Total Asset-Backed Securities (Cost $2,097) ($ Thousands)				2,092
CONVERTIBLE BONDS — 0.4%
ACRES Commercial Realty CV to 27.722
4.500%, 08/15/2022		95		93
Air Canada CV to 65.134
4.000%, 07/01/2025		60		93
Aurora Cannabis CV to 11.531
5.500%, 02/28/2024		127		108
Canopy Growth CV to 20.758
4.250%, 07/15/2023 (B)	CAD	166		139
CNX Resources CV to 77.882
2.250%, 05/01/2026	$	50		65
Granite Point Mortgage Trust CV to 50.089
6.375%, 10/01/2023		15		15
Granite Point Mortgage Trust CV to 51.994
5.625%, 12/01/2022 (B)		55		54
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		265		270
Liberty Media CV to 16.776
3.750%, 02/15/2030		227		171
Liberty Media CV to 22.947
4.000%, 11/15/2029		217		166
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (B)		340		446
MicroStrategy CV to 0.698
5.128%, 02/15/2027 (B)(H)		59		44
Pebblebrook Hotel Trust CV to 39.2549
1.750%, 12/15/2026		115		130
Total Convertible Bonds (Cost $1,646) ($ Thousands)				1,794
	Shares
PREFERRED STOCK — 0.3%
Consumer Discretionary — 0.0%
Boardriders Inc., *(C)(D)(M)		25,646		29

Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Guitar Center, *(C)(D)(M)		39	$	4
				33
Energy — 0.1%
Crestwood Equity Partners, 9.250% (G)(K)		19,772		185
NuStar Logistics, 6.918%		2,673		69
				254
Financials — 0.1%
FHLMC, 8.375% *		134,140		272
FNMA, 8.250% *		133,608		285
				557
Materials — 0.0%
Libbey Glass Inc., (M)		715		63
Real Estate — 0.1%
DigitalBridge Group, 1.250% ‡		12,189		313
Total Preferred Stock (Cost $2,721) ($ Thousands)				1,220
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bills
0.026%, 10/05/2021 (H)	$	264		264
0.022%, 09/28/2021 (H)		630		630
Total U.S. Treasury Obligations (Cost $894) ($ Thousands)				894
MORTGAGE-BACKED SECURITY — 0.0%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser 2017-CSMO, Cl F
3.814%, VAR ICE LIBOR USD 1 Month+3.741%, 11/15/2036 (B)(D)		175		175
Total Mortgage-Backed Security (Cost $175) ($ Thousands)				175
	Number of Rights
RIGHTS — 0.0%
Celgene Corp CVR *‡‡		2,073		–
Total Rights (Cost $1) ($ Thousands)				–

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value ($ Thousands)
CASH EQUIVALENTS — 24.6%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Cl I 0.004%**		574,672		$	575
SEI Daily Income Trust, Government Fund, Cl F 0.010%**†		114,695,974			114,696
Total Cash Equivalents (Cost $115,271) ($ Thousands)					115,271
Total Investments in Securities — 99.2% (Cost $445,175) ($ Thousands)				$	463,960
COMMON STOCK SOLD SHORT— (11.3)%
Communication Services — (0.3)%
Cogent Communications Holdings Inc		(6,162	)		(474	)
Facebook Inc, Cl A *		(1,030	)		(358	)
New York Times Co/The, Cl A		(18,278	)		(796	)
					(1,628	)
Consumer Discretionary — (2.4)%
Asbury Automotive Group Inc *		(2,247	)		(385	)
AutoNation Inc *		(4,039	)		(383	)
Booking Holdings Inc *		(286	)		(626	)
Boot Barn Holdings Inc *		(3,083	)		(259	)
Brunswick Corp/DE		(13,636	)		(1,358	)
Carvana Co, Cl A *		(1,203	)		(363	)
Dick’s Sporting Goods Inc		(3,702	)		(371	)
Etsy Inc *		(2,151	)		(443	)
Hilton Worldwide Holdings Inc *		(6,060	)		(731	)
Hyatt Hotels Corp, Cl A *		(9,402	)		(730	)
Kambi Group PLC *		(10,628	)		(529	)
Norwegian Cruise Line Holdings Ltd *		(24,625	)		(724	)
Peloton Interactive Inc, Cl A *		(2,989	)		(371	)
Polaris Inc		(1,860	)		(255	)
RH *		(534	)		(362	)
Royal Caribbean Cruises Ltd *		(8,532	)		(728	)
Skechers USA Inc, Cl A *		(14,707	)		(733	)
Sonos Inc *		(14,997	)		(528	)
Strategic Education Inc		(2,880	)		(219	)
Tapestry Inc *		(16,632	)		(723	)
Texas Roadhouse Inc, Cl A		(3,902	)		(375	)
					(11,196	)
Consumer Staples — (0.9)%
Beyond Meat Inc *		(2,436	)		(384	)
Campbell Soup Co		(24,471	)		(1,115	)
General Mills Inc		(11,339	)		(691	)
J M Smucker Co/The		(9,977	)		(1,293	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
SpartanNash Co		(48,759	)	$	(941	)
					(4,424	)
Energy — (0.2)%
Devon Energy Corp		(12,833	)		(375	)
Diamondback Energy Inc, Cl A		(3,942	)		(370	)
Exxon Mobil Corp		(5,786	)		(365	)
					(1,110	)
Financials — (1.3)%
Charles Schwab Corp/The		(15,138	)		(1,102	)
Goldman Sachs Group Inc/The		(2,031	)		(771	)
Houlihan Lokey Inc, Cl A		(13,398	)		(1,096	)
MarketAxess Holdings Inc		(1,147	)		(532	)
Moelis & Co, Cl A		(6,488	)		(369	)
Nasdaq Inc, Cl A		(6,246	)		(1,098	)
Raymond James Financial Inc		(5,459	)		(709	)
S&P Global Inc		(434	)		(178	)
					(5,855	)
Health Care — (0.1)%
Pacira BioSciences Inc *		(3,955	)		(240	)
Industrials — (0.6)%
Atlas Air Worldwide Holdings Inc *		(4,964	)		(338	)
Blue Bird Corp *		(24,003	)		(597	)
Delta Air Lines Inc, Cl A *		(16,749	)		(725	)
Titan Machinery Inc *		(3,566	)		(110	)
TPI Composites *		(8,070	)		(391	)
ZTO Express Cayman Inc ADR		(18,927	)		(574	)
					(2,735	)
Information Technology — (5.0)%
Advanced Micro Devices Inc *		(82,077	)		(7,710	)
Amdocs Ltd		(7,448	)		(576	)
Analog Devices Inc		(11,757	)		(2,024	)
Apple Inc		(6,022	)		(825	)
Automatic Data Processing Inc		(4,418	)		(878	)
Broadridge Financial Solutions Inc		(4,075	)		(658	)
Cloudflare Inc, Cl A *		(4,451	)		(471	)
GoDaddy Inc, Cl A *		(7,309	)		(636	)
Intel Corp		(14,535	)		(816	)
International Business Machines Corp		(8,034	)		(1,178	)
Monolithic Power Systems Inc		(1,704	)		(636	)
Okta Inc, Cl A *		(2,761	)		(676	)
Paylocity Holding Corp *		(3,271	)		(624	)
PTC Inc *		(4,600	)		(650	)
Qorvo Inc *		(4,452	)		(871	)
Rackspace Technology Inc *		(13,474	)		(264	)
salesforce.com Inc *		(4,677	)		(1,142	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Seagate Technology Holdings		(4,742	)	$	(417	)
Software AG		(15,293	)		(688	)
WEX Inc *		(2,723	)		(528	)
Workday Inc, Cl A *		(2,194	)		(524	)
Zoom Video Communications Inc, Cl A *		(944	)		(365	)
Zscaler Inc *		(1,571	)		(339	)
					(23,496	)
Real Estate — (0.5)%
Digital Realty Trust Inc, Cl A		(2,542	)		(382	)
Equinix Inc		(1,172	)		(941	)
Iron Mountain Inc		(16,987	)		(719	)
Redfin Corp *		(4,238	)		(269	)
					(2,311	)
Total Common Stock Sold Short (Proceeds $49,155) ($ Thousands)					(52,995	)
	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.8)%
Communication Services — (0.2)%
Front Range BidCo
6.125%, 03/01/2028 (B)	$	(476	)		(486	)
Outfront Media Capital
5.000%, 08/15/2027 (B)		(545	)		(564	)
					(1,050	)
Consumer Discretionary — (1.1)%
Altice Financing
2.250%, 01/15/2025	EUR	(201	)		(231	)
American Axle & Manufacturing
6.250%, 04/01/2025	$	(49	)		(51	)
6.250%, 03/15/2026		(41	)		(42	)
Aramark Services
5.000%, 02/01/2028 (B)		(578	)		(605	)
Beazer Homes USA
5.875%, 10/15/2027		(276	)		(289	)
Douglas GmbH
6.000%, 04/08/2026	EUR	(96	)		(114	)
Hilton Domestic Operating
3.625%, 02/15/2032 (B)	$	(328	)		(324	)
Melco Resorts Finance
5.375%, 12/04/2029 (B)		(192	)		(202	)
MGM Resorts International
5.500%, 04/15/2027		(500	)		(549	)
4.625%, 09/01/2026		(900	)		(951	)
Studio City Finance
5.000%, 01/15/2029 (B)		(233	)		(235	)
Tenneco
7.875%, 01/15/2029 (B)		(203	)		(229	)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Terrier Media Buyer
8.875%, 12/15/2027 (B)	$	(633	)	$	(684	)
Wynn Las Vegas
5.250%, 05/15/2027 (B)		(445	)		(478	)
Wynn Macau
5.625%, 08/26/2028 (B)		(69	)		(72	)
					(5,056	)
Consumer Staples — (0.1)%
B&G Foods
5.250%, 09/15/2027		(246	)		(256	)
Spectrum Brands
3.875%, 03/15/2031 (B)		(248	)		(244	)
					(500	)
Energy — (0.3)%
Apache
4.375%, 10/15/2028		(164	)		(175	)
Comstock Resources
6.750%, 03/01/2029 (B)		(130	)		(138	)
Continental Resources
4.375%, 01/15/2028		(111	)		(123	)
DCP Midstream Operating
5.625%, 07/15/2027		(29	)		(33	)
Equities
3.625%, 05/15/2031 (B)		(81	)		(84	)
Genesis Energy
8.000%, 01/15/2027		(122	)		(128	)
Occidental Petroleum
8.875%, 07/15/2030		(85	)		(114	)
6.125%, 01/01/2031		(85	)		(100	)
PBF Logistics
6.875%, 05/15/2023		(339	)		(333	)
Western Midstream Operating
6.500%, 02/01/2050		(55	)		(64	)
5.300%, 02/01/2030		(232	)		(260	)
					(1,552	)
Financials — (0.1)%
MPH Acquisition Holdings
5.750%, 11/01/2028 (B)		(138	)		(139	)
PennyMac Financial Services
4.250%, 02/15/2029 (B)		(210	)		(202	)
United Wholesale Mortgage
5.500%, 04/15/2029 (B)		(109	)		(109	)
					(450	)
Health Care — (0.1)%
Emergent BioSolutions
3.875%, 08/15/2028 (B)		(221	)		(217	)
Global Medical Response
6.500%, 10/01/2025 (B)		(117	)		(120	)
Lannett
7.750%, 04/15/2026 (B)		(122	)		(121	)
					(458	)

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value         ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Industrials — (0.1)%
ACCO Brands
4.250%, 03/15/2029 (B)	$	(221	)	$	(219	)
Beacon Roofing Supply
4.125%, 05/15/2029 (B)		(164	)		(163	)
Rolls-Royce
5.750%, 10/15/2027 (B)		(83	)		(92	)
4.625%, 02/16/2026	EUR	(83	)		(107	)
Spirit AeroSystems
7.500%, 04/15/2025 (B)	$	(143	)		(153	)
4.600%, 06/15/2028		(89	)		(87	)
					(821	)
Information Technology — (0.2)%
CommScope Technologies
5.000%, 03/15/2027 (B)		(176	)		(180	)
Endure Digital
6.000%, 02/15/2029 (B)		(246	)		(244	)
Plantronics
4.750%, 03/01/2029 (B)		(246	)		(244	)
Rocket Software
6.500%, 02/15/2029 (B)		(136	)		(135	)
TTM Technologies
4.000%, 03/01/2029 (B)		(163	)		(164	)
					(967	)
Materials — (0.3)%
SCIH Salt Holdings
6.625%, 05/01/2029 (B)		(246	)		(247	)
4.875%, 05/01/2028 (B)		(165	)		(165	)
Trivium Packaging Finance BV
8.500%, 08/15/2027 (B)		(600	)		(652	)
5.500%, 08/15/2026 (B)		(189	)		(199	)
					(1,263	)
Real Estate — (0.1)%
Diversified Healthcare Trust
4.750%, 02/15/2028		(150	)		(148	)
Outfront Media Capital
4.625%, 03/15/2030 (B)		(111	)		(112	)
					(260	)
Utilities — (0.2)%
Atlantica Sustainable Infrastructure
4.125%, 06/15/2028 (B)		(257	)		(262	)
Clearway Energy Operating
3.750%, 02/15/2031 (B)		(94	)		(94	)
PG&E
5.250%, 07/01/2030		(55	)		(55	)
5.000%, 07/01/2028		(164	)		(166	)
					(577	)
Total Corporate Obligations Sold Short (Proceeds $12,735) ($ Thousands)					(12,954	)

Description	Shares			Market Value         ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT— (2.2)%
Canada — (0.1)%
BCE Inc		(11,677	)	$	(577	)
China — (0.1)%
JinkoSolar Holding ADR *		(4,981	)		(279	)
Denmark — (0.2)%
Demant A/S *		(16,968	)		(955	)
Germany — (0.1)%
TeamViewer AG *		(17,560	)		(661	)
India — (0.2)%
Infosys ADR		(36,748	)		(779	)
Ireland — (0.1)%
Accenture PLC, Cl A		(1,856	)		(547	)
Japan — (0.3)%
Rakuten Group Inc		(57,700	)		(652	)
Z Holdings Corp		(123,800	)		(621	)
					(1,273	)
Mexico — (0.2)%
America Movil ADR, Cl L		(71,153	)		(1,067	)
Switzerland — (0.5)%
Logitech International		(11,370	)		(1,375	)
Temenos AG		(4,624	)		(743	)
					(2,118	)
United Kingdom — (0.4)%
AstraZeneca PLC ADR		(29,801	)		(1,785	)
Total Foreign Common Stock Sold Short (Proceeds $8,627) ($ Thousands)					(10,041	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value         ($ Thousands)
EXCHANGE TRADED FUNDS SOLD SHORT— (2.0)%
Exchange Traded Fund — (2.0)%
iShares Russell 2000 ETF		(15,703	)	$	(3,602	)
SPDR S&P 500 ETF Trust		(13,724	)		(5,874	)
Total Exchange Traded Funds Sold Short (Proceeds $9,421) ($ Thousands)					(9,476	)
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS SOLD SHORT — (0.4)%
U.S. Treasury Notes
1.625%, 05/15/31	$	(452	)		(459	)
0.750%, 05/31/26		(1,527	)		(1,518	)
Total U.S. Treasury Obligations (Proceeds $1,982) ($ Thousands)					(1,977	)
Total Investments Sold Short — (18.7)% (Proceeds $81,920) ($ Thousands)				$	(87,443	)
	Contracts
PURCHASED OPTIONS* — 0.2%
Total Purchased Options (L) (Cost $1,103) ($ Thousands)		1,431		$	850
WRITTEN OPTIONS* — (0.1)%
Total Written Options (L) (Premiums Received $666) ($ Thousands)		(594	)	$	(465	)

A list of the open option contracts held by the Fund at June 30, 2021 is as follows:

Description	Number of Contracts		Notional Amount (Thousands) ††		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.2%
Put Options
Advanced Micro Devices Inc*		55	$	3		$87.00		7/17/2021	$	3
Advanced Micro Devices Inc*		55		2		85.00		7/17/2021		2
Callon Petroleum Company*		16		3		48.00		7/17/2021		1
Canadian Pacific Railway Limited*		96		18		74.00		9/18/2021		22
Change Healthcare Inc*		2		–		17.00		10/16/2021		–
Change Healthcare Inc*		14		1		17.00		1/22/2022		–
Constellation Pharmaceuticals Inc*		2		–		25.00		7/17/2021		–
Constellation Pharmaceuticals Inc*		7		–		20.00		9/18/2021		–
Constellation Pharmaceuticals Inc*		5		–		22.50		9/18/2021		–
iShares iBoxx $ High Yield Corporate Bond ETF*		66		3		87.00		7/17/2021		1
Magnachip Semiconductor Corporation*		2		–		20.00		9/18/2021		–
Magnachip Semiconductor Corporation*		50		6		20.00		12/18/2021		7
Magnachip Semiconductor Corporation*		1		–		22.50		9/18/2021		–
Magnachip Semiconductor Corporation*		3		–		20.00		7/17/2021		–

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
Magnachip Semiconductor Corporation*		8		$	1			$20.00		1/22/2022	$	1
Magnachip Semiconductor Corporation*		3			–			22.50		8/21/2021		–
PennyMac Financial Services Inc*		19			6			55.00		8/21/2021		1
S&P 500 Index*		11			5			4,050.00		7/17/2021		2
S&P 500 Index*		18			29			3,950.00		7/17/2021		6
S&P 500 Index*		14			13			3,960.00		7/17/2021		12
S&P 500 Index*		32			15			3,990.00		7/17/2021		13
S&P 500 Index*		11			14			3,900.00		8/21/2021		13
S&P 500 Index*		11			17			4,000.00		8/21/2021		15
S&P 500 Index*		18			73			4,150.00		7/17/2021		18
S&P 500 Index*		14			33			4,160.00		7/17/2021		25
S&P 500 Index*		11			29			4,100.00		8/21/2021		28
S&P 500 Index*		11			40			4,200.00		8/21/2021		34
S&P 500 Index*		38			44			3,950.00		8/21/2021		40
S&P 500 Index*		32			48			4,190.00		7/17/2021		42
S&P 500 Index*		83			78			3,900.00		7/17/2021		43
S&P 500 Index*		38			99			4,150.00		8/21/2021		96
S&P 500 Index*		83			186			4,100.00		7/17/2021		108
S&P 500 Index*		11			23			4,250.00		7/17/2021		11
SPDR S&P 500 ETF Trust*		119			264			450.00		7/17/2021		263
Sunrun Inc*		16			1			45.00		7/17/2021		1
					1,054							808
Call Options
Altimeter Growth 2 Corp*		13			2			10.00		7/17/2021		–
American Axle & Manufact. Holdings, Inc.*		46			2			12.00		7/17/2021		–
Avis Budget Group Inc.*		5			2			105.00		7/17/2021		–
BowX Acquisition Corp*		60			4			17.50		9/18/2021		1
Churchill Capital Corp IV*		62			15			30.00		10/16/2021		32
Cinemark Holdings Inc*		34			2			30.00		7/17/2021		–
General Motors Co*		19			3			70.00		8/21/2021		1
GS Acquisition Holdings Corp II*		81			5			10.00		7/17/2021		3
GS Acquisition Holdings Corp II*		22			2			10.00		8/21/2021		1
Magnachip Semiconductor Corporation*		6			1			22.50		7/17/2021		1
Social Capital Hedosophia Holdings Corp VI*		85			8			10.00		7/17/2021		2
Social Capital Hedosophia Holdings Corp IV*		23			3			10.00		7/17/2021		1
					49							42
Total Purchased Options				$	1,103						$	850
WRITTEN OPTIONS — (0.1)%
Put Options
Canadian Pacific Railway Limited*		(96	)	$	(6	)		64.00		09/18/21	$	(14	)
S&P 500 Index*		(22	)		(19	)		4,150.00		07/17/21		(7	)
S&P 500 Index*		(37	)		(91	)		4,050.00		07/17/21		(21	)
S&P 500 Index*		(28	)		(40	)		4,060.00		07/17/21		(31	)
S&P 500 Index*		(22	)		(38	)		4,000.00		08/21/21		(38	)
S&P 500 Index*		(22	)		(51	)		4,100.00		08/21/21		(44	)
S&P 500 Index*		(64	)		(52	)		4,090.00		07/17/21		(44	)
S&P 500 Index*		(76	)		(129	)		4,050.00		08/21/21		(120	)
S&P 500 Index*		(165	)		(234	)		4,000.00		07/17/21		(132	)
					(660	)						(451	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Description	Number of Contracts		Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS (continued)
Call Options
Churchill Capital Corp IV*		(62)	$	(6	)		$50.00		10/16/21	$	(14	)
				(6	)						(14	)
Total Written Options			$	(666	)					$	(465	)

^†† Represents Cost

A list of the open future contracts held by the Fund at June 30, 2021 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized (Depreciation) (Thousands)
Short Contracts
S&P 500 Index E-MINI		(9)		Sep-2021	$	(1,903	)	$	(1,930	)	$	(27	)
U.S. 10-Year Treasury Note		(3)		Sep-2021		(396	)		(398	)		(2	)
U.S. Long Treasury Bond		(31)		Sep-2021		(4,866	)		(4,983	)		(117	)
					$	(7,165	)	$	(7,311	)	$	(146	)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
NATWEST MARKETS INC. (PAS)		07/21/21	USD		239	CAD		296	$	—
NATWEST MARKETS INC. (PAS)		08/18/21	USD		108	CNH		706		1
NATWEST MARKETS INC. (PAS)		08/18/21	USD		338	CNH		2,172		(3	)
Bank of America		09/15/21	USD		695	CNY		4,470		(7	)
Barclays PLC		08/13/21	USD		81	CAD		100		—
Barclays PLC		08/13/21	USD		133	EUR		110		(3	)
Barclays PLC		08/13/21	CAD		420	USD		344		5
Barclays PLC		08/13/21	EUR		550	USD		670		17
Barclays PLC		08/18/21	USD		227	JPY		24,747		(4	)
Barclays PLC		09/15/21	USD		258	EUR		212		(7	)
Barclays PLC		09/15/21	USD		957	COP		3,566,954		(5	)
Barclays PLC		09/15/21	SEK		1,585	USD		192		6
Barclays PLC		09/15/21	RUB		43,116	USD		589		5
BNYMellon		09/15/21	USD		18	CAD		23		—
BNYMellon		09/15/21	USD		42	CAD		52		—
BNYMellon		09/15/21	GBP		258	USD		363		8
BNYMellon		09/15/21	USD		352	EUR		290		(7	)
BNYMellon		09/15/21	CAD		374	USD		308		6
BNYMellon		09/15/21	EUR		1,215	USD		1,481		38
Citi		07/21/21	CAD		587	USD		467		(8	)
Citi		08/18/21	USD		116	JPY		12,696		(2	)
Citi		08/18/21	CNH		1,826	USD		280		(1	)
Deutsche Bank		09/15/21	USD		976	CZK		20,402		(28	)
Deutsche Bank		09/15/21	USD		1,289	MXN		25,765		(8	)
Deutsche Bank		09/15/21	ZAR		18,041	USD		1,322		70
Goldman Sachs		07/02/21	USD		569	BRL		2,865		2
Goldman Sachs		07/02/21 - 10/04/21	BRL		8,358	USD		1,581		(72	)
Goldman Sachs		07/21/21	USD		538	CAD		677		9
Goldman Sachs		07/21/21	USD		429	CAD		521		(9	)

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Goldman Sachs		07/21/21	USD		972	ILS		3,199	$	10
Goldman Sachs		07/21/21	CAD		432	USD		356		8
Goldman Sachs		07/21/21	CAD		707	USD		566		(4	)
Goldman Sachs		07/21/21	ILS		1,734	USD		534		1
Goldman Sachs		07/21/21	ILS		1,318	USD		404		(1	)
Goldman Sachs		08/18/21	USD		1,059	JPY		115,482		(17	)
Goldman Sachs		08/18/21	USD		347	KRW		393,635		1
Goldman Sachs		08/18/21	USD		1,373	KRW		1,542,084		(8	)
Goldman Sachs		08/18/21	CNH		18,896	USD		2,902		(12	)
Goldman Sachs		08/18/21	JPY		65,977	USD		600		5
Goldman Sachs		08/18/21	KRW		3,855,827	USD		3,441		28
Goldman Sachs		09/15/21	USD		488	GBP		345		(11	)
Goldman Sachs		09/15/21	USD		706	EUR		582		(15	)
Goldman Sachs		09/15/21	SEK		3,485	USD		422		14
Goldman Sachs		09/15/21	ZAR		4,029	USD		278		(1	)
Goldman Sachs		09/15/21	RUB		217,296	USD		2,941		(1	)
HSBC		07/21/21	CAD		261	USD		213		2
HSBC		07/21/21	CAD		1,370	USD		1,089		(17	)
HSBC		08/18/21	USD		584	CNH		3,807		3
HSBC		08/18/21	USD		1,019	JPY		111,204		(17	)
HSBC		09/15/21	GBP		199	USD		281		7
HSBC		09/15/21	EUR		548	USD		669		18
HSBC		09/15/21	USD		946	PLN		3,570		(8	)
HSBC		09/15/21	SEK		1,475	USD		179		6
HSBC		09/15/21	ZAR		4,476	USD		310		(1	)
JPMorgan Chase Bank		07/21/21	CAD		253	USD		201		(3	)
JPMorgan Chase Bank		08/18/21	USD		623	JPY		67,946		(10	)
JPMorgan Chase Bank		09/15/21	USD		555	CHF		497		(16	)
JPMorgan Chase Bank		09/15/21	USD		638	RUB		47,221		1
JPMorgan Chase Bank		09/15/21	EUR		1,414	USD		1,727		48
JPMorgan Chase Bank		09/15/21	IDR		31,753,520	USD		2,203		35
Montgomery/Bank of America		07/21/21	USD		734	CAD		922		11
Montgomery/Bank of America		07/21/21	USD		341	CAD		412		(8	)
Montgomery/Bank of America		08/18/21	JPY		72,570	USD		665		11
Montgomery/Bank of America		09/15/21	GBP		387	USD		538		4
Montgomery/Bank of America		09/15/21	USD		504	GBP		356		(12	)
Montgomery/Bank of America		09/15/21	USD		873	EUR		715		(24	)
Morgan Stanley		07/21/21	CAD		532	USD		423		(7	)
Morgan Stanley		08/18/21	USD		175	CNH		1,135		—
Morgan Stanley		08/18/21	USD		299	JPY		32,633		(5	)
Morgan Stanley		09/15/21	USD		281	GBP		198		(7	)
Morgan Stanley		09/15/21	USD		1,760	EUR		1,441		(48	)
Morgan Stanley		09/15/21	PLN		3,570	USD		973		34
State Street		07/21/21	USD		453	ILS		1,491		5
State Street		07/21/21	ILS		1,446	USD		445		1
State Street		07/21/21	CAD		432	USD		356		8
State Street		07/21/21	CAD		3,305	USD		2,629		(40	)
State Street		08/18/21	CNH		3,588	USD		559		6

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
State Street		08/18/21	CNH		14,738	USD		2,260	$	(13	)
State Street		08/18/21	JPY		203,335	USD		1,864		30
State Street		09/15/21	SEK		1,175	USD		142		5
State Street		09/15/21	EUR		1,543	USD		1,884		52
TD Bank		07/21/21	CAD		664	USD		528		(8	)
TD Bank		08/18/21	USD		403	CNH		2,604		(2	)
TD Bank		08/18/21	CNH		22,705	USD		3,487		(15	)
TD Bank		09/15/21	EUR		335	USD		409		11
UBS		07/21/21	USD		276	CAD		347		4
UBS		08/18/21	USD		256	JPY		27,869		(4	)
UBS		08/18/21	USD		1,113	CNH		7,257		6
UBS		08/18/21	USD		720	CNH		4,619		(7	)
UBS		08/18/21	JPY		14,794	USD		136		3
UBS		09/15/21	USD		153	CHF		137		(4	)
UBS		09/15/21	USD		1,835	EUR		1,503		(50	)
Westpac Banking		07/21/21	USD		2,401	CAD		3,019		37
Westpac Banking		08/18/21	USD		292	JPY		31,815		(5	)
Westpac Banking		09/15/21	USD		76	EUR		62		(2	)
Westpac Banking		09/15/21	GBP		689	USD		974		23
									$	38

A list of open OTC swap agreements held by the Fund at June 30, 2021, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Bank of America Merrill Lynch

INDONESIA GOVERNMENT

3 MONTH USD - LIBOR + 1%

INDONESIA GOVERNMENT

Semi-Annually

05/23/2022

USD

20,382,000

$

(52

)

$

–

$

(52

)

Deutsche Bank

Indonesia Treasury Bond

3 MONTH USD - LIBOR

INDONESIA GOVERNMENT

Semi-Annually

06/15/2032

USD

8,423,000

24

–

24

Goldman Sachs

AU OPTRONICS CORP

1 MONTH LIBOR

AU OPTRONICS CORP

Monthly

12/15/2025

TWD

(303

)

(7

)

–

(7

)

Goldman Sachs

KUAISHOU TECHNOLOGY

ASSET RETURN

KUAISHOU TECHNOLOGY

Monthly

12/15/2025

HKD

514

10

–

10

Goldman Sachs

NETMARBLE CORP

ASSET RETURN

NETMARBLE CORP

Monthly

12/15/2025

KRW

79

—

–

–

Goldman Sachs

NOVATEK MICROELECT

1 MONTH LIBOR + 50

NOVATEK MICROELECT

Annually

12/15/2025

USD

(586

)

(31

)

–

(31

)

Goldman Sachs

Russell 2000 Growth Index Technology

ASSET RETURN

RUSSELL 2000 GROWTH INDEX TECHNOLOGY

Monthly

12/15/2025

USD

6,246

(237

)

–

(237

)

Goldman Sachs

SILERGY CORP

1 MONTH LIBOR + 50

SILERGY CORP

Annually

12/08/2022

USD

(1,564

)

204

–

204

Goldman Sachs

WINBOND ELECTRONICS

ASSET RETURN

WINBOND ELECTRONICS

Monthly

12/15/2025

TWD

809

10

–

10

Morgan Stanley

AON PLC

ASSET RETURN

AON PLC (S)

Monthly

06/25/2023

USD

1,766

18

–

18

Morgan Stanley

APOLLO GLOBAL MANAGEMENT

ASSET RETURN

APOLLOGLOBALMGMT(S)

Monthly

03/16/2023

USD

2,494

(189

)

–

(189

)

Morgan Stanley

ATHENE HOLDING

FEDEF-1-DAY

ATHENE HOLDING (L)

Annually

03/16/2023

USD

(2,354

)

178

–

178

Morgan Stanley

BANCO CALIFORNIA

ASSET RETURN

BANCOFCALIFORNIA (S)

Monthly

05/24/2023

USD

100

3

–

3

Morgan Stanley

BROOKFIELD ASSET

ASSET RETURN

BROOKFIELD ASSET (S)

Monthly

01/05/2023

USD

813

(25

)

–

(25

)

Morgan Stanley

BROOKFIELD DROP

FEDEF-1-DAY

BROOKFIELDPROP (L)

Annually

01/05/2023

USD

(1,824

)

35

–

35

Morgan Stanley

CDN NATL RR

ASSET RETURN

CDN NATL RR(S)

Monthly

04/26/2023

USD

662

29

–

29

Morgan Stanley

CHANGEHEALTHCARE

FEDEF-1-DAY

CHANGEHEALTHCARE(L)

Annually

03/05/2023

USD

(747

)

12

–

12

Morgan Stanley

CLOUDERA INC

FEDEF-1-DAY

CLOUDERA INC (L)

Annually

06/17/2023

USD

(95

)

1

–

1

Morgan Stanley

COHERENT INC

FEDEF-1-DAY

COHERENT INC (L)

Annually

03/05/2023

USD

(2,871

)

30

–

30

Morgan Stanley

DEUTSCHE WOHNEN

EURIB-1M

DEUTSCHE WOHNEN (L)

Annually

05/26/2023

EUR

(408

)

2

–

2

Morgan Stanley

DIALOG SEMI

EURIB-1M

DIALOG SEMI(L)

Annually

02/16/2023

EUR

(783

)

13

–

13

Morgan Stanley

GRACE W R WI

FEDEF-1-DAY

GRACE W R WI (L)

Annually

05/28/2023

USD

(4

)

—

–

–

Morgan Stanley

GRANDVISION NV

EURIB-1M

GRANDVISION NV(L)

Annually

11/01/2021

EUR

(27

)

4

–

4

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

Total Return Swaps (continued)

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Morgan Stanley

IHS MARKIT LTD

FEDEF-1-DAY

IHS MARKIT LTD (L)

Annually

05/27/2023

USD

(4,960

)

$

109

$

–

$

109

Morgan Stanley

II-VI Inc

ASSET RETURN

II-VI INC (S)

Monthly

03/10/2023

USD

693

(32

)

–

(32

)

Morgan Stanley

MICROSOFT CORP

ASSET RETURN

MICROSOFT CORP (S)

Monthly

06/25/2023

USD

172

(3

)

–

(3

)

Morgan Stanley

PAC MERCANTL BK

FEDEF-1-DAY

PAC MERCANTL BK (L)

Annually

05/24/2023

USD

(98

)

(2

)

–

(2

)

Morgan Stanley

PPD INC

FEDEF-1-DAY

PPD INC (L)

Annually

05/28/2023

USD

(448

)

(1

)

–

(1

)

Morgan Stanley

REALTY INCOME

ASSET RETURN

REALTY INCOME (S)

Monthly

05/06/2023

USD

145

2

–

2

Morgan Stanley

S&P GLOBAL INC

ASSET RETURN

S&P GLOBAL INC(S)

Monthly

02/02/2023

USD

5,099

(142

)

–

(142

)

Morgan Stanley

SHAW COMM

DISC -1-DAY

SHAW COMM (L)

Annually

03/16/2023

CAD

(1,308

)

20

–

20

Morgan Stanley

SILTRONIC NAM

EURIB-1M

SILTRONIC NAM (L)

Annually

12/15/2022

EUR

(122

)

1

–

1

Morgan Stanley

SILTRONICAG- TEND

EURIB-1M

SILTRONICAG- TEND(L)

Annually

02/25/2023

EUR

(336

)

3

–

3

Morgan Stanley

SPIRE HEALTH

1-MONTH USD - LIBOR

SPIRE HEALTH (L)

Annually

05/27/2023

GBP

(64

)

—

–

–

Morgan Stanley

TALENDA SA

FEDEF-1-DAY

TALENDA SA (L)

Annually

04/05/2023

USD

(575

)

11

–

11

Morgan Stanley

THE MIDDLEBY

ASSET RETURN

THE MIDDLEBY (S)

Monthly

06/01/2023

USD

108

(1

)

–

(1

)

Morgan Stanley

THERMO FISHER SCI

FEDEF-1-DAY

THERMO FISHER SCI(S)

Monthly

09/07/2021

USD

110

(2

)

–

(2

)

Morgan Stanley

VERERIT INC

FEDEF-1-DAY

VEREIT INC(L)

Annually

05/06/2023

USD

(142

)

(4

)

–

(4

)

Morgan Stanley

WILLIS TOWERS WAT

FEDEF-1-DAY

WILLIS TOWERS WAT(L)

Annually

06/25/2023

USD

(1,581

)

(22

)

–

(22

)

$

(31

)

$

–

$

(31

)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2021, is as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		169		$	(17	)	$	(17	)	$	0
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		154			(16	)		(13	)		(3	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		1,728			(174	)		(168	)		(6	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		191			(19	)		(18	)		(1	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		815			(83	)		(66	)		(17	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		501			(51	)		(46	)		(5	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		188			(19	)		(18	)		(1	)
CDX.HY.36		Buy		5.00%		Quarterly		06/20/2026		192			(19	)		(18	)		(1	)
CDX.IG.36		Buy		1.00%		Quarterly		06/20/2026		3,447			(87	)		(78	)		(9	)
GAP Inc.		Buy		1.00%		Quarterly		06/20/2025		270			2			35			(33	)
ITRX.XOVER.35		Buy		5.00%		Quarterly		06/20/2026		297			(44	)		(40	)		(4	)
KPN		Buy		1.00%		Quarterly		06/20/2026		115			(2	)		1			(3	)
KPN		Buy		1.00%		Quarterly		06/20/2026		154			(2	)		1			(3	)
Mexico		Buy		1.00%		Quarterly		06/20/2023		1,273			(16	)		–			(16	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		2,550			(36	)		(19	)		(17	)
Mexico		Buy		1.00%		Quarterly		12/20/2023		458			(6	)		2			(8	)
Nordstrom		Buy		1.00%		Quarterly		06/20/2025		50			1			3			(2	)
RAD 500		Buy		5.00%		Quarterly		06/26/2024		88			3			1			2
Republic of Turkey		Sell		1.00%		Quarterly		12/20/2022		(654	)		(20	)		(8	)		(12	)
Republic of Turkey		Buy		1.00%		Quarterly		06/20/2024		885			61			51			10
Simon Property Group		Buy		1.00%		Quarterly		06/20/2025		275			(5	)		15			(20	)
SOAF		Buy		1.00%		Quarterly		12/20/2024		3,399			44			–			44
												$	(505	)	$	(400	)	$	(105	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

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)
5.4675	1.0 X MXIBTIIE + 0.0 BPS	Monthly	09/13/2023	MXN		30,556	$	(24	)	$	–	$	(24	)
6.19	1.0 X MXIBTIIE + 0.0 BPS	Monthly	09/09/2026	MXN		30,700		(35	)		–		(35	)
1.0 X WIBR6-MONTH + 0.0 BPS	1.978	Semi-Annually	09/15/2031	PLN		11,421		(49	)		–		(49	)
1.0 X SIBCSORA + 0.0 BPS	1.2775	Semi-Annually	09/15/2031	SGD		1,660		32			–		32
Fixed 1.8575%	WIBR6- MONTH	Semi-Annually	09/15/2031	PLN		2,347		(3	)		–		(3	)
							$	(79	)	$	–	$	(79	)

Percentages are based on Net Assets of $467,771 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2021.

‡ Real Estate Investment Trust.

‡‡ Expiration date not available.

† Investment in Affiliated Security.

(A) Securities considered illiquid. The total value of such securities as of June 30, 2021 was $1,058 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.

(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, 2021, the value of these securities amounted to $56,906 ($ Thousands), representing 12.2% of the Net Assets of the Fund.

(C) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2021 was $853 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.

(D) Level 3 security in accordance with fair value hierarchy. (E) Security is in default on interest payment.

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

(G) Perpetual security with no stated maturity date.

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

(I) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. (J) Unsettled bank loan. Interest rate may not be available.

(K) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $185 ($ Thousands), or 0.0% of the Net Assets of the Fund.

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

(M) There is currently no rate available.

ADR — American Depositary Receipt

BPs— Basis Points

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CV — Conversion Ratio

CZK — Czech Koruna

DAC — Designated Activity Company

EGP — Egyptian Pound

ETF — Exchange-Traded Fund

ETN — Exchange Traded Note

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zloty

Pty — Proprietary

RUB — Russian Ruble

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Continued)

The following is a list of the levels of inputs used as of June 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Common Stock		153,003			383			973		154,359
Corporate Obligations		–			71,356			431		71,787
Exchange Traded Funds		50,740			–			–		50,740
Sovereign Debt		–			20,905			–		20,905
Loan Participations		–			15,304			3,995		19,299
Foreign Common Stock		16,567			–			–		16,567
Municipal Bonds		–			6,231			–		6,231
Warrants		2			2,473			151		2,626
Asset-Backed Securities		–			2,092			–		2,092
Convertible Bonds		–			1,794			–		1,794
Preferred Stock		811			376			33		1,220
U.S. Treasury Obligations		–			894			–		894
Mortgage-Backed Security		–			–			175		175
Rights		–			–			–		–
Cash Equivalents		114,696			575			–		115,271
Total Investments in Securities		335,819			122,383			5,758		463,960
Securities Sold Short
Common Stock		(52,995	)		–			–		(52,995	)
Corporate Obligations		–			(12,954	)		–		(12,954	)
Foreign Common Stock		(10,041	)		–			–		(10,041	)
Exchange Traded Funds		(9,476	)		–			–		(9,476	)
U.S. Treasury Obligations		–			(1,977	)		–		(1,977	)
Total Securities Sold Short		(72,512	)		(14,931	)		–		(87,443	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		850			–			–		850
Written Options		(465	)		–			–		(465	)
Futures Contracts*
Unrealized Depreciation		(146	)		–			–		(146	)
Forwards Contracts*
Unrealized Appreciation		–			605			–		605
Unrealized Depreciation		–			(567	)		–		(567	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			719			–		719
Unrealized Depreciation		–			(750	)		–		(750	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			56			–		56
Unrealized Depreciation		–			(161	)		–		(161	)
Interest Rate Swaps*
Unrealized Appreciation		–			32			–		32
Unrealized Depreciation		–			(111	)		–		(111	)
Total Other Financial Instruments		239			(177	)		–		62

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

	Investments in Common Stock			Investments in Corporate Obligations			Investments in Loan Participations			Investments in Preferred Stock			Investments in Mortgage- Backed Securities		Investments in Warrants
Balance as of September 30, 2020	$	245		$	654		$	2,658		$	26		$	161	$	–
Accrued discounts/premiums		–			(1	)		(5	)		–			–		–
Realized gain/(loss)		(149	)		28			(57	)		–			–		–
Change in unrealized appreciation/ (depreciation)		291			(11	)		(85	)		(27	)		14		14
Purchases		275			17			611			4			–		51
Sales		(79	)		(256	)		(491	)		–			–		–
Net transfer into Level 3		470			–			2,578			30			–		86
Net transfer out of Level 3		(80	)		–			(1,214	)		–			–		–
Ending Balance as of July 31, 2021(1)	$	973		$	431		$	3,995		$	33		$	175	$	151
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	64		$	(16	)	$	(342	)	$	2		$	14	$	49

(1) Of the $5,765 ($ Thousands) in Level 3 securities as of June 30, 2021, $855 ($ Thousands) or 0.2% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the period ended June 30, 2021, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Strategy Alternative Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):

Security Description	Value 9/30/2020			Purchases at Cost			Proceeds from Sales				Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)			Value 6/30/2021			Shares		Income			Capital Gains
SEI Daily Income Trust, Government Fund, Cl F		$	78,712		$	512,637		$	(476,653	)		$	—		$	—		$	114,696		114,695,974		$	8		$	—
Amounts designated as “—” are $0 or have been rounded to $0.

As of June 30, 2021, Multi-Strategy Alternative Fund is the seller (“providing protection”) on a total notional amount of $0.7 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS					CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt			Sovereign Debt		Asset Backed Securities			Corporate Debt			Total
Fair value of written credit derivatives		$	-		$(19,655)		$	-		$	-		$(19,655)
Maximum potential amount of future payments			-		654,000			-			-		654,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]			-		-			-			-		-
Collateral held by the Fund can obtain upon occurrence of triggering event			-		-			-			-		-

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS	6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100	$-		$-		$-		$-		$-		$-
101-200	-		-		-		-		-		-
201-300	-		-		-		-		-		-
301-400	-		-		654,000		-		-		654,000
> than 400	-		-		-		-		-		-
Total	$-		$-		$654,000		$-		$-		$654,000

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
U.S. TREASURY OBLIGATIONS — 36.6%
U.S. Treasury Bills
0.090%, 07/08/2021 (A)(B)	$	64,938	$	64,937
0.085%, 07/29/2021 (A)(B)		27,368		27,367
0.070%, 08/05/2021 (A)(B)		881		881
0.060%, 09/02/2021 (A)(B)		632		632
0.060%, 09/09/2021 (A)(B)		89,297		89,289
0.055%, 09/16/2021 (B)		24,163		24,161
0.045%, 08/26/2021 (A)(B)		7,973		7,972
0.035%, 10/07/2021 (A)(B)		204,289		204,261
0.035%, 10/21/2021 (A)(B)		111,570		111,554
0.035%, 10/28/2021 (A)(B)		39,119		39,112
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		3,249		4,568
3.625%, 04/15/2028		1,651		2,226
3.375%, 04/15/2032		4,514		6,656
2.500%, 01/15/2029		1,866		2,403
2.375%, 01/15/2025		1,133		1,317
2.375%, 01/15/2027		1,324		1,622
2.125%, 02/15/2040		2,471		3,682
2.125%, 02/15/2041		1,219		1,837
2.000%, 01/15/2026		1,346		1,583
1.750%, 01/15/2028		604		730
1.375%, 02/15/2044		1,146		1,580
1.000%, 02/15/2046		1,127		1,472
1.000%, 02/15/2049		4,776		6,426
0.875%, 01/15/2029		25,748		29,791
0.750%, 07/15/2028		24,693		28,331
0.750%, 02/15/2042		3,546		4,317
0.750%, 02/15/2045		851		1,048
0.625%, 07/15/2021		1,185		1,190
0.625%, 01/15/2024		1,145		1,232
0.625%, 01/15/2026		5,620		6,240
0.625%, 02/15/2043		1,162		1,387
0.500%, 01/15/2028		32,664		36,618
0.375%, 07/15/2023		1,148		1,221
0.375%, 07/15/2025		15,766		17,310
0.375%, 01/15/2027		2,211		2,447
0.375%, 07/15/2027		22,358		24,933
0.250%, 01/15/2025		564		610
0.250%, 07/15/2029		45,519		50,637
0.125%, 01/15/2022		590		603
0.125%, 04/15/2022		7,687		7,885
0.125%, 07/15/2022		581		602
0.125%, 01/15/2023		5,785		6,044
0.125%, 07/15/2024		7,873		8,465
0.125%, 10/15/2024		5,204		5,609
0.125%, 10/15/2025		15,850		17,248
0.125%, 10/15/2025		412		448
0.125%, 07/15/2026		11,141		12,198
0.125%, 01/15/2030		38,405		42,155
0.125%, 07/15/2030		36,768		40,558

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 01/15/2031	$	45,652	$	50,235
Total U.S. Treasury Obligations (Cost $986,813) ($ Thousands)				1,005,630
SOVEREIGN DEBT — 17.3%
Andina de Fomento
4.375%, 06/15/2022 (A)		125		129
Asian Development Bank
2.625%, 01/30/2024 (A)		375		396
2.625%, 01/12/2027 (A)		1,750		1,900
2.375%, 08/10/2027 (A)		500		536
2.000%, 04/24/2026 (A)		500		526
1.750%, 08/14/2026 (A)		500		519
Asian Infrastructure Investment Bank
2.250%, 05/16/2024 (A)		375		394
Canada Government International Bond
2.000%, 11/15/2022 (A)		375		384
Council of Europe Development Bank
2.625%, 02/13/2023 (A)		500		518
2.500%, 02/27/2024 (A)		750		790
1.750%, 09/26/2022 (A)		250		255
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	40,582		58,044
0.100%, 04/15/2023		6,424		7,828
0.100%, 04/15/2026		13,183		17,107
0.100%, 04/15/2033		3,064		4,400
0.100%, 04/15/2046		5,336		9,010
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023 (A)	$	750		781
1.875%, 02/23/2022 (A)		375		379
European Investment Bank
4.875%, 02/15/2036 (A)		250		344
3.250%, 01/29/2024 (A)		1,500		1,607
3.125%, 12/14/2023 (A)		250		267
2.625%, 03/15/2024 (A)		1,000		1,058
2.500%, 03/15/2023 (A)		375		389
2.500%, 10/15/2024 (A)		1,000		1,063
2.375%, 05/24/2027 (A)		250		268
2.125%, 04/13/2026 (A)		500		529
1.875%, 02/10/2025 (A)		500		522
Export Development Canada
2.750%, 03/15/2023 (A)		750		781
2.625%, 02/21/2024 (A)		1,375		1,452
2.500%, 01/24/2023 (A)		750		777
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	1,324		2,229
3.150%, 07/25/2032		2,636		4,801

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
SOVEREIGN DEBT (continued)
2.100%, 07/25/2023 (C)	EUR	1,981	$	2,537
1.850%, 07/25/2027		20,398		29,674
1.800%, 07/25/2040 (C)		1,831		3,447
1.100%, 07/25/2022		1,156		1,420
0.700%, 07/25/2030 (C)		19,740		28,276
0.250%, 07/25/2024		3,574		4,527
0.100%, 07/25/2021		1,282		1,524
0.100%, 03/01/2025		3,706		4,677
0.100%, 03/01/2026 (C)		4,023		5,189
0.100%, 03/01/2028		5,075		6,681
0.100%, 03/01/2029		12,112		16,217
0.100%, 07/25/2031 (C)		2,510		3,437
0.100%, 03/01/2036 (C)		2,012		2,808
0.100%, 07/25/2036 (C)		3,828		5,418
0.100%, 07/25/2047 (C)		1,046		1,569
Inter-American Development Bank
7.000%, 06/15/2025 (A)	$	500		624
3.125%, 09/18/2028 (A)		375		421
3.000%, 10/04/2023 (A)		250		265
3.000%, 02/21/2024 (A)		250		267
2.625%, 01/16/2024 (A)		375		396
2.500%, 01/18/2023 (A)		750		776
2.000%, 06/02/2026 (A)		1,000		1,052
2.000%, 07/23/2026 (A)		375		394
1.750%, 09/14/2022 (A)		1,000		1,019
International Bank for Reconstruction & Development
7.625%, 01/19/2023 (A)		750		835
4.750%, 02/15/2035 (A)		250		334
3.000%, 09/27/2023 (A)		750		794
2.500%, 03/19/2024 (A)		750		791
2.500%, 11/25/2024 (A)		500		532
2.500%, 07/29/2025 (A)		375		401
2.500%, 11/22/2027 (A)		750		812
2.125%, 07/01/2022 (A)		375		382
1.875%, 10/07/2022 (A)		875		893
1.875%, 10/27/2026 (A)		375		392
1.750%, 04/19/2023 (A)		1,000		1,026
1.500%, 08/28/2024 (A)		375		386
International Finance MTN
2.875%, 07/31/2023 (A)		375		395
2.125%, 04/07/2026 (A)		1,000		1,058
2.000%, 10/24/2022 (A)		750		767
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026 (C)	EUR	2,826		4,099
2.600%, 09/15/2023 (C)		1,217		1,576
2.550%, 09/15/2041 (C)		1,251		2,202
2.350%, 09/15/2024 (C)		1,071		1,423
2.350%, 09/15/2035 (C)		3,186		5,108
2.100%, 09/15/2021 (C)		1,559		1,864
1.300%, 05/15/2028 (C)		4,202		5,677
1.250%, 09/15/2032 (C)		4,833		6,777

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
SOVEREIGN DEBT (continued)
0.400%, 05/15/2030 (C)	EUR	5,599	$	7,172
0.100%, 05/15/2022 (C)		2,118		2,542
Korea Development Bank/The
4.625%, 11/16/2021 (A)	$	250		254
Korea International Bond
2.750%, 01/19/2027 (A)		1,000		1,078
Nordic Investment Bank
1.250%, 08/02/2021 (A)		500		500
North American Development Bank
2.400%, 10/26/2022 (A)		200		204
Province of Alberta Canada
3.350%, 11/01/2023 (A)		250		267
3.300%, 03/15/2028 (A)		500		559
2.950%, 01/23/2024 (A)		250		266
2.200%, 07/26/2022 (A)		1,000		1,021
Province of British Columbia Canada
6.500%, 01/15/2026 (A)		250		308
2.000%, 10/23/2022 (A)		750		767
Province of Manitoba Canada
3.050%, 05/14/2024 (A)		250		267
2.600%, 04/16/2024 (A)		500		528
2.125%, 05/04/2022 (A)		250		254
Province of Ontario Canada
3.200%, 05/16/2024 (A)		250		269
2.500%, 04/27/2026 (A)		1,000		1,068
2.450%, 06/29/2022 (A)		250		255
2.400%, 02/08/2022 (A)		750		760
2.250%, 05/18/2022 (A)		500		509
2.200%, 10/03/2022 (A)		500		512
2.000%, 10/02/2029 (A)		500		516
Province of Quebec Canada
7.500%, 09/15/2029 (A)		450		647
2.875%, 10/16/2024 (A)		500		536
2.625%, 02/13/2023 (A)		500		519
2.500%, 04/09/2024 (A)		1,000		1,054
2.500%, 04/20/2026 (A)		750		803
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,573
2.500%, 07/17/2024		340		1,678
2.000%, 01/26/2035		932		3,769
1.875%, 11/22/2022		732		1,092
1.250%, 11/22/2027		6,516		11,633
1.250%, 11/22/2032		14,560		30,383
1.250%, 11/22/2055		1,253		4,583
1.125%, 11/22/2037		2,829		6,675
0.750%, 03/22/2034		1,945		3,984
0.750%, 11/22/2047		1,304		3,641
0.625%, 03/22/2040		2,086		4,841
0.625%, 11/22/2042		3,401		8,362
0.500%, 03/22/2050		705		1,969
0.375%, 03/22/2062		1,149		3,992
0.250%, 03/22/2052		1,244		3,426

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
SOVEREIGN DEBT (continued)
0.125%, 03/22/2024	GBP	1,242	$	1,872
0.125%, 03/22/2026		3,731		5,958
0.125%, 08/10/2028		8,896		15,158
0.125%, 03/22/2029		7,990		13,760
0.125%, 08/10/2031		1,231		2,247
0.125%, 03/22/2044		3,105		7,166
0.125%, 08/10/2048		4,383		11,025
0.125%, 03/22/2058		1,177		3,550
0.125%, 11/22/2065		1,156		4,105
0.125%, 03/22/2068		3,015		11,551
Total Sovereign Debt (Cost $436,797) ($ Thousands)				473,550
	Shares
FOREIGN COMMON STOCK — 2.5%
Australia — 0.1%
Afterpay *		911		81
AGL Energy Ltd		11,836		73
Ampol		2,048		43
APA Group		14,676		98
Aristocrat Leisure Ltd		2,463		80
ASX Ltd		1,383		81
Aurizon Holdings Ltd		21,309		59
AusNet Services		121,425		160
Brambles Ltd		4,589		39
Cochlear Ltd		834		158
Computershare Ltd		8,847		112
Crown Resorts Ltd		10,576		95
CSL Ltd		778		167
Lendlease Group ‡		5,588		48
Northern Star Resources Ltd		20,330		149
Oil Search Ltd		16,564		47
Orica Ltd		4,582		46
Origin Energy Ltd		9,571		32
REA Group Ltd		484		61
Santos Ltd		10,191		54
SEEK Ltd		2,052		51
Sonic Healthcare Ltd		4,379		126
Tabcorp Holdings Ltd		30,312		118
Telstra Corp Ltd, Cl B		53,641		152
Treasury Wine Estates Ltd		15,968		140
Washington H Soul Pattinson & Co Ltd		3,573		90
Wesfarmers Ltd		1,419		63
WiseTech Global		4,748		114
Woodside Petroleum Ltd		5,284		88
Woolworths Group Ltd		6,248		179
				2,804
Austria — 0.0%
Erste Group Bank AG		2,047		75
OMV AG		775		44

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Verbund AG ‡		519	$	48
				167
Belgium — 0.1%
Ageas		1,537		85
Anheuser-Busch InBev SA/NV		1,152		83
Argenx *		613		186
Etablissements Franz Colruyt		9,528		533
Groupe Bruxelles Lambert SA		357		40
KBC Group NV		780		60
Proximus SADP		11,315		218
UCB SA, Cl A		2,051		214
Umicore SA		1,214		74
				1,493
Canada — 0.2%
Agnico Eagle Mines Ltd		1,001		61
Algonquin Power & Utilities Corp		5,110		76
Alimentation Couche-Tard Inc, Cl B		1,594		59
Atco Ltd/Canada, Cl I		859		30
Bank of Nova Scotia/The, Cl C		1,590		104
Barrick Gold Corp		5,117		106
Bausch Health Cos Inc *		1,753		51
BCE Inc		920		46
BlackBerry Ltd *		8,664		106
Cameco Corp		2,521		48
Canadian Pacific Railway Ltd		1,355		104
Canadian Tire Corp Ltd, Cl A		894		142
Canadian Utilities Ltd, Cl A		2,438		68
Canopy Growth Corp *		3,668		89
CCL Industries Inc, Cl B		2,082		115
CGI Inc, Cl A *		1,997		181
Constellation Software Inc/Canada		100		152
Dollarama Inc		1,896		87
Emera Inc		1,092		50
Empire Co Ltd, Cl A		7,348		232
First Quantum Minerals Ltd (Canada)		2,143		49
Fortis Inc/Canada		2,017		89
Franco-Nevada Corp		892		130
George Weston Ltd		1,417		135
Gildan Activewear Inc		3,722		137
Hydro One Ltd (C)		2,869		69
iA Financial Corp Inc		540		29
Imperial Oil Ltd		822		25
Inter Pipeline Ltd		2,431		40
Keyera		1,776		48
Kinross Gold Corp		9,572		61
Loblaw Cos Ltd		7,305		450
Magna International Inc, Cl A		1,415		131
Metro Inc/CN, Cl A		10,610		509
Nutrien Ltd		1,332		81
Onex Corp		820		60

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Open Text Corp		2,952	$	150
Parkland		1,300		42
Restaurant Brands International Inc		2,469		159
Ritchie Bros Auctioneers, Cl B		913		54
Royal Bank of Canada		1,066		108
Saputo Inc		4,704		140
Shopify Inc, Cl A *		63		92
Teck Resources Ltd, Cl B		2,736		63
TELUS Corp		4,854		109
Thomson Reuters		1,656		165
Toronto-Dominion Bank/The		1,857		130
Wheaton Precious Metals Corp		1,963		87
WSP Global Inc		1,000		117
				5,366
China — 0.0%
Sands China Ltd		18,800		79
Denmark — 0.1%
Ambu A/S, Cl B		4,155		160
Carlsberg A/S, Cl B		1,017		190
Chr Hansen Holding A/S		1,282		116
Coloplast A/S, Cl B		1,741		286
Danske Bank A/S		4,552		80
Demant A/S *		2,583		145
DSV A/S		468		109
Genmab A/S *		435		178
GN Store Nord A/S		1,712		150
Novo Nordisk A/S, Cl B		3,164		265
Novozymes A/S, Cl B		2,193		165
Orsted A/S (C)		1,151		161
Pandora A/S		660		89
Tryg A/S		3,506		86
				2,180
Finland — 0.0%
Elisa Oyj		1,739		104
Fortum Oyj		5,767		159
Nokia Oyj		20,694		111
Orion Oyj, Cl B		2,179		94
UPM-Kymmene Oyj, Cl V		1,682		63
				531
France — 0.2%
Aeroports de Paris, Cl A		373		49
Air Liquide SA		839		147
Arkema SA		736		92
Atos SE		672		41
BioMerieux		1,592		185
Bouygues SA		892		33
Capgemini SE		433		83
Carrefour SA		6,251		123

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Covivio ‡		434	$	37
Dassault Systemes SE		328		79
Edenred		1,268		72
Electricite de France SA		16,450		225
Engie SA		7,170		98
Getlink SE		4,624		72
Iliad SA		919		134
Ipsen SA		736		77
Kering		119		104
L’Oreal SA		545		243
LVMH Moet Hennessy Louis Vuitton SE		84		66
Natixis SA		7,538		36
Orange SA		24,112		275
Orpea		727		92
Pernod Ricard SA		684		152
Remy Cointreau SA		674		139
Sanofi		904		95
SCOR SE		1,457		46
Sodexo SA		747		70
STMicroelectronics NV		1,562		57
Suez		8,227		196
Thales SA, Cl A		220		22
TOTAL SA		10,035		454
Ubisoft Entertainment SA *		2,538		178
Valeo SA		1,298		39
Veolia Environnement SA		5,206		157
Vinci SA		720		77
Vivendi SA		5,328		179
Wendel SA		480		65
Worldline SA/France *(C)		865		81
				4,370
Germany — 0.1%
adidas AG		308		115
Allianz SE		347		87
Beiersdorf AG		1,765		213
Brenntag AG		810		75
Carl Zeiss Meditec AG		1,160		224
Commerzbank AG		2,444		17
Continental AG		286		42
Covestro AG		1,507		97
Delivery Hero SE *(C)		473		63
Deutsche Boerse AG		198		35
Deutsche Telekom AG		6,455		136
Deutsche Wohnen SE ‡		1,750		107
E.ON SE		43,325		501
GEA Group AG		1,568		63
Hannover Rueck SE		313		52
HeidelbergCement AG		879		75
Henkel AG & Co KGaA		1,543		142
Infineon Technologies AG		1,964		79
Merck KGaA		757		145

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		274	$	75
QIAGEN NV *		5,142		249
RWE AG		9,223		334
Siemens Healthineers AG (C)		2,595		159
Symrise AG, Cl A		1,058		148
TeamViewer AG *(C)		2,216		83
Telefonica Deutschland Holding AG		49,295		130
Uniper SE		9,383		346
United Internet AG		3,471		142
Zalando SE *(C)		783		95
				4,029
Hong Kong — 0.2%
AIA Group Ltd		6,600		82
Budweiser Brewing APAC (C)		30,700		97
CK Asset Holdings Ltd ‡		431		3
CK Hutchison Holdings Ltd		18,208		142
CK Infrastructure Holdings Ltd		80,500		480
CLP Holdings Ltd, Cl B		134,838		1,334
Galaxy Entertainment Group Ltd		10,000		80
HK Electric Investments & HK Electric Investments Ltd		881,000		893
HKT Trust & HKT Ltd		208,010		283
Hong Kong & China Gas Co Ltd		714,000		1,109
Melco Resorts & Entertainment Ltd ADR *		3,036		50
Power Assets Holdings Ltd		133,974		822
SJM Holdings Ltd		33,000		36
Swire Properties Ltd ‡		18,400		55
Techtronic Industries Co Ltd		6,501		113
WH Group Ltd (C)		111,000		100
Wynn Macau Ltd		27,600		43
				5,722
Ireland — 0.0%
CRH PLC		2,389		120
Flutter Entertainment PLC *		353		64
James Hardie Industries PLC		2,747		93
Kerry Group PLC, Cl A		3,791		530
				807
Israel — 0.0%
Azrieli Group Ltd ‡		1,204		85
Bank Leumi Le-Israel BM *		11,928		91
Elbit Systems Ltd		527		68
Nice Ltd *		1,264		309
Teva Pharmaceutical Industries Ltd ADR *		14,485		143
				696
Italy — 0.0%
Assicurazioni Generali SpA		5,334		107
Atlantia SpA		3,095		56

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Ferrari NV		347	$	72
Infrastrutture Wireless Italiane (C)		8,712		98
Intesa Sanpaolo SpA		22,601		62
Moncler SpA		1,664		113
Nexi *(C)		6,804		149
Poste Italiane SpA (C)		8,102		107
Prysmian SpA		1,571		56
Recordati SpA		3,108		178
Snam SpA		15,257		88
Telecom Italia SpA/Milano		79,865		40
Tenaris SA		1,325		15
Terna Rete Elettrica Nazionale SpA		16,471		123
				1,264
Japan — 0.8%
ABC-Mart Inc, Cl H		1,500		86
Advantest Corp		500		45
Aeon Co Ltd, Cl H		2,600		70
Aisin Seiki Co Ltd		1,500		64
Ajinomoto Co Inc		23,200		603
ANA Holdings Inc		3,500		82
Asahi Group Holdings Ltd		2,100		98
Asahi Intecc Co Ltd		2,400		57
Asahi Kasei Corp		4,200		46
Astellas Pharma Inc		6,600		115
Bandai Namco Holdings Inc		800		56
Canon Inc		5,200		118
Casio Computer		2,500		42
Central Japan Railway Co		400		61
Chiba Bank Ltd/The, Cl B		7,300		44
Chubu Electric Power Co Inc		31,900		390
Chugai Pharmaceutical Co Ltd		2,500		99
Concordia Financial Group Ltd		10,100		37
CyberAgent Inc		9,100		196
Dai Nippon Printing Co Ltd		3,300		70
Dai-ichi Life Holdings		2,300		42
Daiichi Sankyo Co Ltd		2,400		52
Daito Trust Construction Co Ltd		900		99
Daiwa House Industry Co Ltd ‡		1,300		39
Daiwa House Investment Corp ‡		42		124
Dentsu Group Inc		3,500		125
Disco		200		61
Eisai Co Ltd		1,400		138
FUJIFILM Holdings Corp		3,500		260
GLP J-Reit ‡		44		76
GMO Payment Gateway Inc		600		78
Hakuhodo DY Holdings Inc		3,400		53
Hamamatsu Photonics		1,500		91
Hankyu Hanshin Holdings Inc		3,600		111
Hino Motors Ltd		4,800		42
Hirose Electric Co Ltd		682		100
Hisamitsu Pharmaceutical		1,200		59

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Hitachi Metals Ltd		3,300	$	63
Hoya Corp		800		106
Ibiden		1,500		81
Idemitsu Kosan Co Ltd		50,898		1,230
Iida Group Holdings		600		15
Inpex Corp		82,300		615
IT Holdings		3,300		84
Ito En		1,700		101
ITOCHU Corp		3,700		107
Itochu Techno-Solutions Corp		2,800		87
Japan Metropolitan Fund Invest, Cl A ‡		64		69
Japan Post Bank Co Ltd		7,900		66
Japan Real Estate Investment Corp ‡		12		74
Japan Tobacco Inc		6,700		127
JFE Holdings		4,500		53
JSR Corp		1,500		45
JXTG Holdings Inc		333,100		1,395
Kakaku.com Inc		4,300		130
Kansai Electric Power Co Inc/The		58,700		560
Kao Corp		1,800		111
KDDI Corp		8,800		275
Keio Corp		1,600		94
Keyence		200		101
Kikkoman Corp		900		59
Kintetsu Group Holdings Co Ltd		2,700		95
Kirin Holdings Co Ltd		4,100		80
Kobe Bussan		2,600		82
Komatsu Ltd		2,500		62
Konami Holdings Corp		1,600		96
Kose		500		79
Kubota		2,600		53
Kyocera Corp		1,500		93
Kyowa Hakko Kirin Co Ltd		4,100		146
Lasertec Corp		300		58
Lawson Inc		12,000		556
LIXIL Group Corp		1,400		36
M3 Inc		800		58
Marubeni Corp		7,100		62
McDonald’s Holdings Co Japan Ltd		1,723		76
Medipal Holdings Corp		6,800		130
MEIJI Holdings Co Ltd		2,400		144
Mercari *		600		32
Mitsubishi Chemical Holdings Corp, Cl B		8,100		68
Mitsui Fudosan Co Ltd ‡		2,500		58
Murata Manufacturing Co Ltd		700		54
Nabtesco Corp		1,100		41
NEC Corp		1,400		72
NH Foods Ltd		1,600		62
Nintendo Co Ltd		204		119
Nippon Building Fund Inc ‡		13		81
Nippon Paint Holdings		3,000		41
Nippon Prologis Inc ‡		40		127

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nippon Shinyaku		1,500	$	119
Nippon Telegraph & Telephone Corp		7,400		193
Nissan Chemical		1,000		49
Nisshin Seifun Group Inc		4,815		71
Nissin Foods Holdings Co Ltd		2,000		144
Nitori Holdings		400		71
Nomura Real Estate Master Fund ‡		44		71
Nomura Research Institute Ltd		2,934		97
NTT Data Corp		5,700		89
Obic Co Ltd		400		75
Odakyu Electric Railway Co Ltd		2,700		68
Oji Holdings Corp		9,400		54
Olympus		3,600		72
Ono Pharmaceutical Co Ltd		10,800		241
Oracle Corp Japan		1,200		92
Oriental Land		300		43
Orix JREIT Inc ‡		51		98
Osaka Gas Co Ltd		22,700		423
Otsuka Corp		2,000		105
Otsuka Holdings Co Ltd		2,600		108
Pan Pacific International Holdings Corp		19,200		399
PeptiDream Inc *		1,665		82
Pigeon		4,900		138
Rakuten Group Inc		4,400		50
Rohm Co Ltd		700		65
Ryohin Keikaku Co Ltd		2,300		48
Santen Pharmaceutical Co Ltd		8,000		110
SBI Holdings		4,300		102
SCSK		1,200		72
Seven & i Holdings Co Ltd		3,600		172
Sharp		1,900		31
Shimano		300		71
Shiseido Co Ltd		1,400		103
Shizuoka Bank Ltd/The		12,000		93
SoftBank Group Corp		900		63
Sohgo Security Services		3,100		141
Sompo Holdings		2,100		78
Sony Group		600		58
Square Enix Holdings Co Ltd		1,700		84
Subaru Corp		2,400		47
SUMCO Corp		1,800		44
Sumitomo Corp		6,500		87
Sumitomo Dainippon Pharma Co Ltd		4,600		97
Sumitomo Metal Mining		1,000		39
Suntory Beverage & Food Ltd		3,500		132
Sysmex Corp		1,700		202
T&D Holdings		3,000		39
Taisei Corp		1,900		62
Taisho Pharmaceutical Holdings Co Ltd		1,900		102
Taiyo Nippon Sanso Corp		2,600		53
Takeda Pharmaceutical Co Ltd		4,318		145
TDK Corp		400		49

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Terumo Corp		2,800	$	114
Tobu Railway Co Ltd		4,000		104
Toho Co Ltd/Tokyo		3,600		149
Toho Gas Co Ltd		6,312		309
Tohoku Electric Power Co Inc		42,500		333
Tokio Marine Holdings Inc		2,300		106
Tokyo Electric Power Co Holdings Inc *		82,700		246
Tokyo Electron		100		43
Tokyo Gas Co Ltd		26,800		506
Tokyu Corp		7,000		95
Toray Industries Inc		10,000		67
Toyo Suisan Kaisha Ltd		10,800		416
Toyota Industries Corp		400		35
Toyota Motor Corp		2,400		210
Trend Micro Inc/Japan		2,400		126
Unicharm Corp		7,900		318
United Urban Investment Corp ‡		32		46
Yakult Honsha Co Ltd		2,100		119
Yamaha		600		33
Yamato Holdings Co Ltd		2,500		71
Yokogawa Electric		3,700		55
Z Holdings Corp		17,700		89
				21,169
Netherlands — 0.1%
ABN AMRO Bank NV (C)		6,628		80
Adyen NV *(C)		65		159
Aegon NV		17,146		71
Akzo Nobel NV		447		55
ArcelorMittal SA		2,187		67
ASML Holding NV		209		144
Koninklijke Ahold Delhaize NV		6,728		200
Koninklijke DSM NV		490		91
Koninklijke KPN NV		54,612		171
Koninklijke Philips NV		3,133		155
Koninklijke Vopak NV		1,450		66
Prosus NV		898		88
Wolters Kluwer NV		2,040		205
				1,552
New Zealand — 0.0%
a2 Milk Co Ltd *		7,656		34
Auckland International Airport Ltd		16,947		86
Fisher & Paykel Healthcare Corp Ltd		3,887		85
Mercury NZ Ltd		15,400		72
Spark New Zealand Ltd		24,430		82
				359
Norway — 0.0%
Adevinta, Cl B *		1,318		25
Equinor ASA		1,664		35
Gjensidige Forsikring ASA		6,791		150

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Norsk Hydro ASA		22,961	$	147
Schibsted, Cl A		707		34
Telenor ASA		4,761		80
Yara International ASA		1,133		60
				531
Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
EDP - Energias de Portugal SA		8,940		47
Galp Energia SGPS SA		3,363		37
Jeronimo Martins SGPS SA		3,401		62
				146
Singapore — 0.1%
CapitaLand Ltd ‡		53,100		147
CapitaLand Mall Trust ‡		73,740		115
City Developments Ltd		7,600		41
Genting Singapore Ltd		60,700		38
Jardine Matheson Holdings Ltd		1,864		119
Oversea-Chinese Banking Corp Ltd		2,700		24
Sea Ltd ADR *		1,265		347
Singapore Airlines Ltd		31,000		112
Singapore Technologies Engineering Ltd		25,400		73
Singapore Telecommunications Ltd		570,500		972
Venture Corp Ltd		6,400		91
Wilmar International Ltd		29,500		99
				2,178
Spain — 0.0%
Aena SME SA *(C)		513		84
Cellnex Telecom SA (C)		1,317		84
Enagas SA		3,003		69
Endesa SA		5,109		124
Ferrovial SA		2,453		72
Grifols SA		5,142		139
Iberdrola SA		8,302		101
Industria de Diseno Textil SA		3,329		117
Naturgy Energy Group SA		5,272		136
Red Electrica Corp SA		3,414		64
Repsol SA, Cl A		6,896		86
Siemens Gamesa Renewable Energy SA		1,571		53
				1,129
Sweden — 0.1%
Atlas Copco AB, Cl A		345		21
Electrolux AB		3,309		92
Essity AB, Cl B		1,340		44
H & M Hennes & Mauritz, Cl B		2,264		54
ICA Gruppen AB		3,041		142
Lundin Petroleum AB		19,374		686
Nordea Bank Abp *		6,982		78
Skandinaviska Enskilda Banken AB, Cl A		7,936		103

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Svenska Cellulosa AB SCA, Cl B		4,559	$	75
Svenska Handelsbanken AB, Cl A		7,194		81
Swedbank AB, Cl A		4,910		91
Tele2 AB, Cl B		14,343		196
Telefonaktiebolaget LM Ericsson, Cl B		10,512		132
Telia Co AB		50,331		223
				2,018
Switzerland — 0.2%
Adecco Group AG		1,187		81
Baloise Holding AG		496		77
Barry Callebaut AG		104		242
Chocoladefabriken Lindt & Spruengli AG		1		105
Cie Financiere Richemont SA, Cl A		936		113
Geberit AG		215		161
Givaudan SA		26		121
LafargeHolcim Ltd		1,540		93
Lonza Group AG		296		210
Nestle SA		1,850		231
Novartis AG		1,048		96
Partners Group Holding AG		76		115
Schindler Holding AG		179		52
SGS SA, Cl B		41		127
Sika AG		195		64
Sonova Holding AG		526		198
Straumann Holding AG		96		153
Swatch Group AG/The, Cl B		251		86
Swiss Life Holding AG		180		88
Swiss Prime Site AG ‡		588		58
Swisscom AG		2,529		1,445
Temenos AG		715		115
UBS Group AG		5,937		91
Vifor Pharma AG		505		65
Zurich Insurance Group AG		87		35
				4,222
United Kingdom — 0.2%
Admiral Group PLC		1,718		75
Anglo American PLC		1,722		68
Antofagasta PLC		4,517		90
Associated British Foods PLC		2,191		67
AstraZeneca PLC		1,317		158
Auto Trader Group PLC (C)		16,934		148
AVEVA Group		1,393		71
Barratt Developments PLC		2,222		21
BP PLC		106,527		464
British American Tobacco PLC		1,681		65
BT Group PLC, Cl A		64,702		173
Bunzl PLC		3,000		99
Burberry Group PLC		2,013		58
Coca-Cola European Partners PLC		1,665		99
Coca-Cola HBC AG		2,429		88

Description	Shares		Market Value         ($ Thousands)
FOREIGN COMMON STOCK (continued)
Compass Group PLC		3,169	$	67
DCC PLC		732		60
Diageo PLC		2,888		138
Experian PLC		2,610		101
GlaxoSmithKline PLC		6,114		120
Halma PLC		5,482		204
Hikma Pharmaceuticals PLC		4,056		137
HSBC Holdings PLC		22,379		129
Imperial Brands PLC		3,182		68
Informa PLC *		13,266		92
InterContinental Hotels Group PLC		743		49
J Sainsbury PLC		33,428		126
Johnson Matthey PLC		1,866		79
Kingspan Group PLC		608		57
Linde PLC		660		191
National Grid PLC		26,031		331
NMC Health PLC *		12,179		—
Ocado Group PLC *		1,150		32
Pearson PLC		15,495		178
Persimmon PLC		1,027		42
Reckitt Benckiser Group PLC		405		36
RELX PLC		3,034		80
Rio Tinto PLC		815		67
Rolls-Royce Holdings PLC		19,553		27
Royal Dutch Shell PLC, Cl B		25,464		492
Sage Group PLC/The		12,410		117
Severn Trent PLC		6,494		224
Smith & Nephew PLC		7,784		168
Smiths Group PLC		3,056		67
Smurfit Kappa Group PLC		3,031		164
Spirax-Sarco Engineering		249		47
SSE PLC		8,543		177
United Utilities Group PLC, Cl B		16,150		217
Vodafone Group PLC		67,936		114
Whitbread PLC *		1,095		47
Wm Morrison Supermarkets PLC		34,659		118
WPP PLC		8,141		110
				6,217
Total Foreign Common Stock (Cost $57,332) ($ Thousands)				69,029
COMMON STOCK — 2.5%
Communication Services — 0.2%
Activision Blizzard Inc		2,448		234
Alphabet Inc, Cl A *		115		281
AT&T Inc		11,538		332
Bollore SA		19,190		103
Capcom		5,100		149

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Charter Communications Inc, Cl A *		355	$	256
Comcast Corp, Cl A		4,650		265
Discovery Inc, Cl A *		5,410		166
DISH Network Corp, Cl A *		4,240		177
Electronic Arts Inc		1,763		254
Facebook Inc, Cl A *		839		292
Fox Corp		6,025		212
Interpublic Group of Cos Inc/The		10,256		333
Live Nation Entertainment Inc *		2,226		195
Lumen Technologies Inc		27,586		375
Netflix Inc *		350		185
News Corp, Cl B		11,316		275
Nexon Co Ltd		5,800		129
Omnicom Group Inc		4,808		385
Publicis Groupe SA		2,651		169
Quebecor Inc, Cl B		3,150		84
Scout24		1,602		135
Softbank Corp		10,500		138
Take-Two Interactive Software Inc, Cl A *		1,489		264
T-Mobile US Inc *		2,109		305
Twitter Inc *		2,423		167
Verizon Communications Inc		10,486		587
ViacomCBS Inc, Cl B		2,272		103
Walt Disney Co/The		1,361		239
				6,789
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		554		114
Amazon.com Inc, Cl A *		29		100
Aptiv PLC *		615		97
AutoZone Inc *		63		94
Berkeley Group Holdings PLC		1,325		84
Best Buy Co Inc		879		101
Booking Holdings Inc *		33		72
BorgWarner Inc		1,798		87
CarMax Inc *		607		78
Chipotle Mexican Grill Inc, Cl A *		60		93
Darden Restaurants Inc		642		94
Dollar General Corp		398		86
Dollar Tree Inc *		704		70
Domino’s Pizza Inc		229		107
DR Horton Inc		1,517		137
eBay Inc		1,485		104
Etsy Inc *		261		54
Expedia Group Inc *		886		145
Ford Motor Co *		6,979		104
Gap Inc/The		1,693		57
General Motors Co *		1,328		79
Hanesbrands Inc		5,402		101
Hasbro Inc		959		91
HelloFresh *		1,032		100
Hilton Worldwide Holdings Inc *		1,035		125

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Home Depot Inc/The		344	$	110
Just Eat Takeaway.com *		928		85
Kingfisher PLC		8,953		45
L Brands Inc		1,468		106
Leggett & Platt Inc		1,806		94
Lennar Corp, Cl A		714		71
LKQ Corp *		2,394		118
Lowe’s Cos Inc		368		71
Marriott International Inc/MD, Cl A *		281		38
Matsushita Electric Industrial		20,400		236
McDonald’s Corp		242		56
MGM Resorts International		631		27
Mohawk Industries Inc *		714		137
Newell Brands Inc, Cl B		3,837		105
NIKE Inc, Cl B		427		66
O’Reilly Automotive Inc *		186		105
PulteGroup Inc		545		30
PVH Corp *		953		103
Ralph Lauren Corp, Cl A		665		78
Ross Stores Inc		854		106
Starbucks Corp		1,082		121
Stellantis		4,810		95
Tapestry Inc *		2,823		123
Target Corp, Cl A		521		126
Tesla Inc *		46		31
TJX Cos Inc/The		1,474		99
Tractor Supply Co		712		132
Ulta Beauty Inc *		141		49
Under Armour Inc, Cl A *		2,909		61
VF Corp		958		79
Whirlpool Corp		398		87
Wynn Resorts Ltd *		363		44
Yamada Denki Co Ltd		12,900		60
Yum! Brands Inc		758		87
ZOZO Inc		1,300		44
				5,399
Consumer Staples — 0.4%
Altria Group Inc		3,669		175
Archer-Daniels-Midland Co		2,936		178
Brown-Forman Corp, Cl B		1,763		132
Campbell Soup Co		7,410		338
Church & Dwight Co Inc		2,077		177
Clorox Co/The		1,065		192
Coca-Cola Co/The		3,032		164
Coles Group Ltd		10,674		137
Colgate-Palmolive Co		3,689		300
Conagra Brands Inc		4,939		180
Constellation Brands Inc, Cl A		1,139		266
Cosmos Pharmaceutical Corp		700		103
Costco Wholesale Corp		479		190
Davide Campari-Milano		7,301		98

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Endeavour Group *		6,248	$	30
Estee Lauder Cos Inc/The, Cl A		852		271
General Mills Inc		5,970		364
Hershey Co/The		1,347		235
Hormel Foods Corp		9,195		439
J M Smucker Co/The		2,772		359
Kellogg Co		4,858		312
Kesko Oyj, Cl B		4,597		170
Kimberly-Clark Corp		2,081		278
Kobayashi Pharmaceutical		900		77
Kraft Heinz Co/The		4,956		202
Kroger Co/The		6,207		238
Lamb Weston Holdings Inc		2,378		192
Lion Corp		19,700		334
McCormick & Co Inc/MD		2,162		191
Molson Coors Beverage Co, Cl B *		3,119		167
Mondelez International Inc, Cl A		3,684		230
Monster Beverage Corp *		3,145		287
PepsiCo Inc		1,095		162
Philip Morris International Inc		2,561		254
Pola Orbis Holdings Inc		3,200		84
Procter & Gamble Co/The		2,075		280
Swedish Match		11,190		95
Sysco Corp, Cl A		2,272		177
Tesco		17,126		53
Tsuruha Holdings Inc		900		105
Tyson Foods Inc, Cl A		2,695		199
Walgreens Boots Alliance Inc		4,466		235
Walmart Inc		1,137		160
Welcia Holdings Co Ltd		4,000		131
				8,941
Energy — 0.1%
APA		4,561		99
Baker Hughes Co, Cl A		6,778		155
Cabot Oil & Gas Corp		9,055		158
Chevron Corp		1,364		143
ConocoPhillips		8,119		495
Devon Energy Corp		6,537		191
Diamondback Energy Inc, Cl A		2,478		233
EOG Resources Inc		2,533		211
Exxon Mobil Corp		6,272		396
Hess Corp		3,016		263
Kinder Morgan Inc		8,358		152
Marathon Oil Corp		17,930		244
Marathon Petroleum Corp		842		51
NOV Inc *		9,602		147
ONEOK Inc		2,048		114
Phillips 66		2,119		182
Pioneer Natural Resources Co		950		154
Schlumberger NV, Cl A		6,517		209
Thungela Resources		—		—

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Valero Energy Corp		2,323	$	181
Williams Cos Inc/The		6,562		174
				3,952
Financials — 0.1%
Allstate Corp/The		963		126
American International Group Inc		273		13
Ameriprise Financial Inc		518		129
Aon PLC, Cl A		234		56
Arthur J Gallagher & Co		347		49
Assurant Inc		976		152
Bank of America Corp		1,088		45
Bank of New York Mellon Corp/The		1,593		82
BlackRock Inc		75		66
Capital One Financial Corp		280		43
Cboe Global Markets Inc		436		52
Charles Schwab Corp/The		1,358		99
Chubb Ltd		198		31
Cincinnati Financial Corp		315		37
Citizens Financial Group Inc		2,888		132
Discover Financial Services		794		94
Equities		570		21
Eurazeo		468		41
Fifth Third Bancorp		3,964		152
Franklin Resources Inc		2,773		89
Globe Life Inc		870		83
Goldman Sachs Group Inc/The		156		59
Hartford Financial Services Group Inc/The		671		42
Huntington Bancshares Inc/OH		2,954		42
Intercontinental Exchange Inc		482		57
Invesco Ltd		3,850		103
Japan Post Holdings Co Ltd		13,200		108
JPMorgan Chase & Co		293		45
KeyCorp		2,956		61
Kinnevik		1,565		63
Loews Corp		1,583		86
London Stock Exchange Group		368		41
M&T Bank Corp		598		87
MarketAxess Holdings Inc		80		37
Marsh & McLennan Cos Inc		634		89
MetLife Inc		351		21
Morgan Stanley		1,357		124
MSCI Inc, Cl A		231		123
Nasdaq Inc, Cl A		368		65
Nomura Holdings		6,600		34
Northern Trust Corp		370		43
ORIX		3,400		57
People’s United Financial Inc		7,837		134
PNC Financial Services Group Inc/The		607		116
Principal Financial Group Inc, Cl A		1,498		95
Progressive Corp/The		529		52
Prudential Financial Inc		736		75

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Raymond James Financial Inc		1,182	$	154
Regions Financial Corp		3,285		66
State Street Corp		770		63
SVB Financial Group, Cl B *		177		98
Synchrony Financial		2,695		131
T Rowe Price Group Inc		327		65
Travelers Cos Inc/The		101		15
US Bancorp		2,336		133
Wells Fargo & Co		1,682		76
Willis Towers Watson PLC		490		113
				4,365
Health Care — 0.4%
Abbott Laboratories		643		75
AbbVie Inc		968		109
ABIOMED Inc *		280		87
Agilent Technologies Inc		1,033		153
Alcon Inc		2,354		165
Alexion Pharmaceuticals Inc *		503		92
Align Technology Inc *		126		77
AmerisourceBergen Corp, Cl A		593		68
Amgen Inc, Cl A		646		157
Amplifon		2,640		130
Anthem Inc		269		103
Baxter International Inc		1,597		129
Becton Dickinson and Co		396		96
Biogen Inc *		427		148
Bio-Rad Laboratories Inc, Cl A *		142		91
Boston Scientific Corp *		2,255		96
Bristol-Myers Squibb Co		1,520		102
Cardinal Health Inc		1,236		71
Centene Corp *		1,160		85
Cerner Corp		2,555		200
Cigna Corp		365		86
Cooper Cos Inc/The, Cl A		327		130
CVS Health Corp		1,342		112
Danaher Corp, Cl A		606		163
DaVita Inc *		510		61
DENTSPLY SIRONA Inc		1,707		108
Dexcom Inc *		215		92
DiaSorin SpA		1,772		335
Edwards Lifesciences Corp, Cl A *		1,150		119
Eli Lilly and Co		431		99
Eurofins Scientific		990		113
Gilead Sciences Inc		1,887		130
HCA Healthcare Inc		406		84
Henry Schein Inc *		950		70
Hologic Inc *		720		48
Humana Inc		212		94
IDEXX Laboratories Inc *		187		118
Illumina Inc *		236		112
Incyte Corp *		1,159		97

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Intuitive Surgical Inc *		130	$	120
Johnson & Johnson		1,720		283
Laboratory Corp of America Holdings *		675		186
McKesson Corp		787		150
Medtronic PLC		1,787		222
Merck & Co Inc		1,941		151
Mettler-Toledo International Inc *		80		111
Organon *		194		6
PerkinElmer Inc		728		112
Perrigo Co PLC		1,841		84
Pfizer Inc		2,320		91
Quest Diagnostics Inc		658		87
Regeneron Pharmaceuticals Inc *		259		145
ResMed Inc		487		120
Roche Holding		484		197
Sartorius Stedim Biotech		446		211
Shionogi & Co Ltd		1,600		84
Stryker Corp		346		90
Thermo Fisher Scientific Inc		120		61
UnitedHealth Group Inc		200		80
Universal Health Services Inc, Cl B		971		142
Vertex Pharmaceuticals Inc *		617		124
Viatris Inc, Cl W *		5,825		83
Waters Corp *		259		89
West Pharmaceutical Services Inc		276		99
Zimmer Biomet Holdings Inc		639		103
Zoetis Inc, Cl A		653		122
				7,758
Industrials — 0.2%
3M Co		411		82
A O Smith Corp		980		71
Alaska Air Group Inc *		511		31
Allegion PLC		654		91
AMETEK Inc		926		124
Ballard Power Systems *		2,282		41
Carrier Global Corp		916		44
CH Robinson Worldwide Inc		631		59
Cintas Corp		146		56
Copart Inc *		726		96
CSX Corp		2,961		95
Cummins Inc		289		71
Daifuku Co Ltd		500		46
Delta Air Lines Inc, Cl A *		1,126		49
Dover Corp		565		85
Eaton Corp PLC		402		60
Emerson Electric Co		986		95
Epiroc, Cl A		416		9
Equifax Inc		349		84
Expeditors International of Washington Inc		870		110
Fastenal Co, Cl A		1,178		61
Fortive Corp		1,754		122

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Fortune Brands Home & Security Inc		492	$	49
General Dynamics Corp		849		160
General Electric Co		5,173		70
GFL Environmental		1,398		45
Hitachi Construction Machinery Co Ltd		1,100		34
Honeywell International Inc		255		56
Howmet Aerospace Inc *		2,374		82
Huntington Ingalls Industries Inc, Cl A		251		53
IHS Markit Ltd		978		110
Illinois Tool Works Inc		606		135
Ingersoll Rand Inc *		1,458		71
Jacobs Engineering Group Inc		539		72
JB Hunt Transport Services Inc		390		64
Johnson Controls International PLC		3,007		206
Kansas City Southern		477		135
Knorr-Bremse AG		603		69
L3Harris Technologies Inc		320		69
Legrand SA		1,748		185
Lockheed Martin Corp		186		70
Masco Corp		1,288		76
MonotaRO		4,700		111
Nielsen Holdings PLC		2,219		55
Nippon Yusen		4,400		223
Norfolk Southern Corp		347		92
Northrop Grumman Corp		381		138
NSK		7,500		63
Otis Worldwide Corp		879		72
PACCAR Inc		370		33
Parker-Hannifin Corp, Cl A		549		169
Pentair PLC		1,382		93
Quanta Services Inc		797		72
Rational		61		55
Raytheon Technologies Corp		905		77
Rentokil Initial		12,011		82
Robert Half International Inc		845		75
Rockwell Automation Inc		289		83
Rollins Inc		4,270		146
Snap-on Inc		986		220
Southwest Airlines Co, Cl A *		1,959		104
Teledyne Technologies Inc *		176		74
Teleperformance		98		40
Textron Inc		2,178		150
Trane Technologies PLC		641		118
TransDigm Group Inc *		128		83
Union Pacific Corp		229		50
United Parcel Service Inc, Cl B		363		75
United Rentals Inc *		170		54
Verisk Analytics Inc, Cl A		884		154
Waste Management Inc		830		116
Xinyi Glass Holdings		30,000		122

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		691	$	83
				6,475
Information Technology — 0.2%
Accenture PLC, Cl A		286		84
Adobe Inc *		192		112
Advanced Micro Devices Inc *		498		47
Akamai Technologies Inc *		831		97
Analog Devices Inc		376		65
ANSYS Inc *		288		100
Applied Materials Inc		1,164		166
Arista Networks Inc *		322		117
Autodesk Inc, Cl A *		232		68
Automatic Data Processing Inc		354		70
Broadcom Inc		192		92
Cadence Design Systems Inc *		1,227		168
Check Point Software Technologies Ltd *		1,215		141
Cisco Systems Inc/Delaware		2,109		112
Citrix Systems Inc		584		68
Cognizant Technology Solutions Corp, Cl A		1,546		107
Corning Inc, Cl B		2,864		117
CyberArk Software Ltd *		1,251		163
DXC Technology Co *		1,512		59
F5 Networks Inc, Cl A *		420		78
Fidelity National Information Services Inc, Cl B		799		113
Fiserv Inc, Cl A *		790		84
FleetCor Technologies Inc *		390		100
Fortinet Inc *		468		111
Fujitsu Ltd		400		75
Gartner Inc *		1,003		243
Global Payments Inc		436		82
Hewlett Packard Enterprise Co		8,829		129
HP Inc		2,363		71
Intel Corp		1,628		91
International Business Machines Corp		341		50
Intuit Inc		357		175
IPG Photonics Corp *		338		71
Jack Henry & Associates Inc		575		94
Juniper Networks Inc		2,925		80
Keysight Technologies Inc *		736		114
KLA Corp		464		150
Logitech International SA		1,488		180
Microchip Technology Inc		571		86
Micron Technology Inc *		831		71
Microsoft Corp		768		208
Motorola Solutions Inc		235		51
NetApp Inc		725		59
NortonLifeLock Inc		4,139		113
NVIDIA Corp		114		91
Oracle Corp, Cl B		2,724		212
Paychex Inc		656		70

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Paycom Software Inc *		198	$	72
Qorvo Inc *		628		123
QUALCOMM Inc		570		81
Ricoh Co Ltd		5,000		56
salesforce.com Inc *		252		62
Seagate Technology Holdings		1,509		133
ServiceNow Inc *		159		87
Skyworks Solutions Inc		656		126
Synopsys Inc *		211		58
Tecmo Koei Holdings		2,480		121
Texas Instruments Inc		282		54
Tyler Technologies Inc *		247		112
VeriSign Inc *		681		155
Western Digital Corp *		1,138		81
Western Union Co/The		3,204		74
Wix.com Ltd *		719		209
Xero *		1,105		114
Xilinx Inc		654		95
Zebra Technologies Corp, Cl A *		113		60
				6,878
Materials — 0.2%
Air Products and Chemicals Inc		580		167
Albemarle Corp		1,075		181
Amcor PLC		12,350		142
ASM International		322		106
Avery Dennison Corp		1,153		242
B2Gold Corp		17,283		73
Ball Corp		1,307		106
BHP Group		3,324		98
Boliden		2,335		90
Celanese Corp, Cl A		628		95
CF Industries Holdings Inc		3,811		196
Corteva Inc		5,121		227
Dow Inc		2,337		148
DuPont de Nemours Inc		705		55
Eastman Chemical Co		1,987		232
Ecolab Inc		731		150
Evolution Mining Ltd		51,564		174
FMC Corp		1,834		198
Freeport-McMoRan Inc, Cl B		3,462		128
International Flavors & Fragrances Inc		1,993		298
International Paper Co		1,705		104
Kirkland Lake Gold Ltd		1,686		65
LyondellBasell Industries NV, Cl A		1,153		119
Martin Marietta Materials Inc, Cl A		696		245
Mosaic Co/The		5,396		172
Newcrest Mining Ltd		3,749		71
Newmont Corp		4,763		302
Nucor Corp		2,612		251
Packaging Corp of America		1,034		140
Pan American Silver		2,322		66

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		1,382	$	235
Sealed Air Corp		3,350		198
Sherwin-Williams Co/The, Cl A		828		226
Sumitomo Chemical		39,700		211
Vulcan Materials Co		1,039		181
Westrock Co		3,440		183
Yamana Gold Inc		14,356		61
				5,936
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ‡		628		114
American Tower Corp, Cl A ‡		353		95
Boston Properties Inc ‡		379		43
Crown Castle International Corp ‡		437		85
Digital Realty Trust Inc, Cl A ‡		526		79
Duke Realty Corp ‡		2,124		101
Equinix Inc ‡		66		53
Equity Residential ‡		1,670		129
Essex Property Trust Inc ‡		198		59
Extra Space Storage Inc ‡		738		121
Federal Realty Investment Trust ‡		1,348		158
Healthpeak Properties Inc ‡		1,687		56
Host Hotels & Resorts Inc *‡		2,919		50
Iron Mountain Inc ‡		1,556		66
Mid-America Apartment Communities Inc ‡		1,107		186
Prologis Inc ‡		549		66
Public Storage ‡		325		98
Realty Income Corp ‡		2,310		154
Regency Centers Corp ‡		515		33
SBA Communications Corp, Cl A ‡		152		48
Simon Property Group Inc ‡		848		111
UDR Inc ‡		2,549		125
Vonovia SE ‡		1,105		72
Vornado Realty Trust ‡		747		35
Welltower Inc ‡		476		40
Weyerhaeuser Co ‡		1,020		35
				2,212
Utilities — 0.4%
AES Corp/The		8,922		233
Alliant Energy Corp		7,767		433
Ameren Corp		5,646		452
American Electric Power Co Inc		5,935		502
American Water Works Co Inc		1,287		198
Atmos Energy Corp		1,688		162
Brookfield Renewable, Cl A		2,401		101
CenterPoint Energy Inc		10,623		260
CMS Energy Corp		7,099		419
Consolidated Edison Inc		7,733		555
Dominion Energy Inc		7,520		553
DTE Energy Co		2,191		284
Duke Energy Corp		3,471		343
Edison International		5,332		308

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Elia System Operator SA/NV		1,419	$	150
Entergy Corp		2,469		246
Evergy Inc		5,347		323
Eversource Energy		5,556		446
Exelon Corp		5,763		255
FirstEnergy Corp		5,862		218
NextEra Energy Inc		3,133		230
NiSource Inc		15,120		370
Northland Power		1,799		61
NRG Energy Inc		6,095		246
Pinnacle West Capital Corp		3,525		289
PPL Corp		9,644		270
Public Service Enterprise Group Inc		5,156		308
Sempra Energy		2,197		291
Southern Co/The		5,517		334
WEC Energy Group Inc		5,563		495
Xcel Energy Inc		7,537		497
				9,832
Total Common Stock (Cost $43,343) ($ Thousands)				68,537
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 1.6%
Consumer Discretionary — 0.0%
Toyota Motor
3.419%, 07/20/2023 (A)	$	500		531
Toyota Motor Credit MTN
3.200%, 01/11/2027 (A)		750		823
2.625%, 01/10/2023 (A)		375		388
University of Southern California
5.250%, 10/01/2111 (A)		100		154
				1,896
Consumer Staples — 0.1%
Colgate-Palmolive MTN
2.250%, 11/15/2022 (A)		1,250		1,284
Procter & Gamble Co/The
2.150%, 08/11/2022 (A)		250		255
				1,539
Energy — 0.1%
Chevron Corp
2.954%, 05/16/2026 (A)		1,000		1,084
Equinor ASA
2.450%, 01/17/2023 (A)		1,250		1,289
Nexen Inc
5.875%, 03/10/2035 (A)		100		123
Shell International Finance BV
3.250%, 05/11/2025 (A)		250		271

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
XTO Energy Inc
6.750%, 08/01/2037 (A)	$	300	$	439
				3,206
Financials — 1.0%
Bank of Montreal MTN
2.550%, 11/06/2022 (A)		250		257
1.900%, 08/27/2021 (A)		750		752
Bank of New York Mellon
3.550%, 09/23/2021 (A)		200		201
Bank of Nova Scotia
2.700%, 03/07/2022 (A)		500		509
Berkshire Hathaway Inc
3.400%, 01/31/2022 (A)		150		153
2.750%, 03/15/2023 (A)		1,000		1,038
BlackRock Inc
3.375%, 06/01/2022 (A)		500		514
Canadian Imperial Bank of Commerce
2.550%, 06/16/2022 (A)		500		511
CME Group
3.000%, 09/15/2022 (A)		100		103
3.000%, 03/15/2025 (A)		1,000		1,071
FMS Wertmanagement
2.750%, 03/06/2023 (A)		375		391
2.750%, 01/30/2024 (A)		375		397
2.000%, 08/01/2022 (A)		875		892
Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/2028 (A)		375		416
2.625%, 02/28/2024 (A)		1,000		1,058
2.500%, 11/20/2024 (A)		1,000		1,063
2.375%, 08/25/2021 (A)		1,000		1,003
2.125%, 03/07/2022 (A)		500		507
2.125%, 06/15/2022 (A)		500		509
2.125%, 01/17/2023 (A)		1,250		1,287
2.000%, 09/29/2022 (A)		750		767
Landwirtschaftliche Rentenbank
2.500%, 11/15/2027 (A)		125		135
2.375%, 06/10/2025 (A)		625		664
2.250%, 10/01/2021 (A)		1,000		1,005
2.000%, 01/13/2025 (A)		250		262
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026 (A)		1,125		1,170
National Australia Bank Ltd
3.000%, 01/20/2023 (A)		200		208
1.875%, 07/12/2021 (A)		750		750
Oesterreichische Kontrollbank
3.125%, 11/07/2023 (A)		250		266
2.625%, 01/31/2022 (A)		250		254
1.625%, 09/17/2022 (A)		250		254
Oesterreichische Kontrollbank AG MTN
2.875%, 03/13/2023 (A)		500		522

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Svensk Exportkredit MTN
3.125%, 11/08/2021 (A)	$	375	$	379
2.375%, 03/09/2022 (A)		125		127
2.000%, 08/30/2022 (A)		250		255
1.625%, 09/12/2021 (A)		250		251
1.625%, 11/14/2022 (A)		125		127
Svensk Exportkredit AB MTN
2.875%, 03/14/2023 (A)		1,000		1,043
Toronto-Dominion Bank MTN
3.500%, 07/19/2023 (A)		250		266
3.250%, 03/11/2024 (A)		125		134
Wells Fargo Bank
3.625%, 10/22/2021 (A)		250		252
2.082%, VAR ICE LIBOR USD 3 Month+0.650%, 09/09/2022 (A)		500		502
Wells Fargo Bank NA
3.550%, 08/14/2023 (A)		750		798
Westpac Banking
2.000%, 08/19/2021 (A)		750		752
				23,775
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037 (A)		300		440
3.375%, 12/05/2023 (A)		500		536
2.450%, 03/01/2026 (A)		1,000		1,066
Novartis Capital
4.400%, 05/06/2044 (A)		250		321
				2,363
Industrials — 0.0%
3M Co MTN
5.700%, 03/15/2037 (A)		150		209
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035 (A)		750		899
				1,108
Information Technology — 0.2%
Apple
3.000%, 02/09/2024 (A)		375		398
2.850%, 02/23/2023 (A)		1,000		1,039
2.850%, 05/11/2024 (A)		250		265
2.500%, 02/09/2022 (A)		500		506
2.450%, 08/04/2026 (A)		375		399
2.400%, 05/03/2023 (A)		250		259
Microsoft
3.700%, 08/08/2046 (A)		500		600
3.300%, 02/06/2027 (A)		1,000		1,112
2.125%, 11/15/2022 (A)		500		513
Visa
4.150%, 12/14/2035 (A)		125		154

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.150%, 12/14/2025 (A)	$	500	$	547
2.800%, 12/14/2022 (A)		125		129
2.150%, 09/15/2022 (A)		125		128
				6,049
Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026 (A)		1,000		1,082
Florida Power & Light Co
3.125%, 12/01/2025 (A)		1,000		1,087
Southern California Gas
5.125%, 11/15/2040 (A)		150		195
3.750%, 09/15/2042 (A)		250		283
				2,647
Total Corporate Obligations (Cost $40,840) ($ Thousands)				42,583
	Shares
EXCHANGE TRADED FUNDS — 0.6%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		17,511
Total Exchange Traded Funds (Cost $14,921) ($ Thousands)				17,511
PREFERRED STOCK — 0.0%
Health Care — 0.0%
Sartorius AG (D)		306		159
Materials — 0.0%
FUCHS PETROLUB SE (D)		1,520		74
Total Preferred Stock (Cost $201) ($ Thousands)				233
	Number of Rights
RIGHTS — 0.0%
Singapore Airlines Ltd, Expires 06/23/2021 *		64,790		–
Total Rights (Cost $—) ($ Thousands)				–
Total Investments in Securities —61.1% (Cost $1,580,247) ($ Thousands)			$	1,677,073

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:

Type of Contract	Number of Contracts	Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index	126		Jul-2021	$	22,388	$	21,796	$	(102	)
Australian 10-Year Bond	1,922		Sep-2021		210,290		203,728		(337	)
Bloomberg Commodity Index(A)	1,034		Sep-2021		9,834		9,761		(73	)
Brent Crude(A)	362		Sep-2021		25,792		26,712		920
Brent Crude(A)	158		Nov-2021		10,961		11,434		473
CAC40 10 Euro Index	222		Jul-2021		17,689		17,126		(274	)
Canadian 10-Year Bond	1,628		Sep-2021		193,972		191,316		2,350
Coffee C(A)	142		Sep-2021		8,035		8,507		471
Coffee C	71		Sep-2021		4,257		4,253		(4	)
Copper	73		Oct-2021		8,277		7,827		(449	)
Corn(A)	309		Sep-2021		8,722		9,258		536
Corn(A)	204		Dec-2021		6,219		6,003		(216	)
Cotton No. 2(A)	160		Dec-2021		6,715		6,792		77
DAX Index	45		Sep-2021		21,465		20,717		(275	)
Euro STOXX 50	264		Sep-2021		13,194		12,697		(233	)
Euro-Bob	767		Sep-2021		125,522		122,021		76
Euro-BTP	271		Sep-2021		49,758		48,660		329
Euro-Bund	666		Sep-2021		139,434		136,329		624
Euro-Buxl	123		Sep-2021		30,032		29,646		476
Feeder Cattle(A)	1		Oct-2021		79		79		(1	)
Feeder Cattle(A)	49		Aug-2021		3,783		3,788		6
Feeder Cattle(A)	45		Oct-2021		3,530		3,542		12
FTSE 100 Index	169		Sep-2021		16,898		16,297		(243	)
FTSE MIB Index	98		Sep-2021		15,205		14,530		(343	)
FTSE Taiwan Index	35		Aug-2021		2,109		2,135		26
FTSE/JSE Top 40 Index	132		Sep-2021		5,895		5,535		(146	)
Gasoline	134		Sep-2021		12,133		12,513		380
Gasoline(A)	2		Aug-2021		175		188		13
Gold	278		Aug-2021		50,829		49,251		(1,578	)
Hang Seng China Enterprises Index	253		Aug-2021		17,440		17,219		(213	)
Hang Seng Index	72		Aug-2021		13,399		13,272		(122	)
IBEX	40		Jul-2021		4,443		4,169		(177	)
Japanese 10-Year Bond	117		Sep-2021		161,810		159,904		331
Japanese 10-Year Government Bond E-MINI	1,860		Sep-2021		257,351		254,323		586
KC HRW Wheat	46		Sep-2021		1,480		1,516		36
KOSPI 200 Index	128		Sep-2021		12,409		12,470		169
Lean Hogs	129		Aug-2021		5,892		5,328		(564	)
Live Cattle	125		Sep-2021		5,917		6,136		219
Live Cattle(A)	87		Nov-2021		4,332		4,460		128
LME Copper(A)	74		Sep-2021		16,616		17,347		732
LME Lead(A)	32		Sep-2021		1,631		1,817		186
LME Nickel	116		Sep-2021		12,089		12,677		588
LME Primary Aluminum	272		Sep-2021		15,973		17,167		1,194
LME Primary Aluminum(A)	172		Sep-2021		10,907		10,855		(51	)
LME Zinc(A)	47		Sep-2021		3,299		3,498		199
LME Zinc(A)	114		Sep-2021		8,568		8,484		(84	)
Long Gilt 10-Year Bond	774		Oct-2021		139,198		136,969		1,167
Low Sulphur Gasoil(A)	107		Sep-2021		6,445		6,417		(28	)
Low Sulphur Gasoil(A)	66		Aug-2021		3,724		3,948		224
Low Sulphur Gasoil(A)	104		Dec-2021		5,997		6,198		202
MSCI Emerging Markets	1,792		Sep-2021		122,309		122,394		85
Natural Gas	161		Aug-2021		5,644		5,835		191
Natural Gas(A)	414		Oct-2021		12,805		14,983		2,177
NY Harbor ULSD(A)	148		Sep-2021		13,325		13,244		(81)

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
NY Harbor ULSD(A)		72		Aug-2021	$	6,309	$	6,436	$	127
NYMEX Cocoa(A)		104		Dec-2021		2,516		2,526		10
NYMEX Cocoa(A)		296		Sep-2021		7,340		7,071		(269	)
OMX Stockholm 30		163		Jul-2021		4,473		4,319		(39	)
Russell 2000 Index E-MINI		1,420		Sep-2021		165,364		163,854		(1,510	)
S&P - Goldman Sachs Commodity Index(A)		417		Jul-2021		54,805		55,972		1,167
S&P 500 Index E-MINI		2,203		Sep-2021		466,529		472,389		5,861
S&P Mid Cap 400 Index E-MINI		89		Sep-2021		24,326		23,962		(363	)
S&P TSX 60 Index		156		Sep-2021		30,717		30,311		214
SGX Nifty 50		369		Aug-2021		11,676		11,621		(55	)
Silver		162		Oct-2021		22,653		21,217		(1,436	)
Soybean		68		Nov-2021		4,874		4,757		(117	)
Soybean(A)		62		Nov-2021		4,221		4,337		116
Soybean Meal		77		Dec-2021		3,002		2,939		(63	)
Soybean Meal(A)		62		Aug-2021		2,427		2,341		(87	)
Soybean Oil(A)		19		Sep-2021		674		719		45
Soybean Oil		94		Dec-2021		3,675		3,540		(135	)
SPI 200 Index		132		Sep-2021		18,409		17,895		(109	)
Sugar No. 11		988		Oct-2021		19,112		19,796		685
TOPIX Index		371		Sep-2021		66,345		64,948		(508	)
U.S. 2-Year Treasury Note		18		Oct-2021		3,972		3,966		(6	)
U.S. 5-Year Interest Rate Swap		1		Sep-2021		98		97		–
U.S. 5-Year Treasury Note		530		Oct-2021		65,591		65,418		(174	)
U.S. 10-Year Interest Rate Swap		1,223		Sep-2021		115,032		116,663		1,631
U.S. 10-Year Treasury Note		10,013		Sep-2021		1,320,376		1,326,723		6,347
U.S. Long Treasury Bond		746		Sep-2021		116,467		119,920		3,453
U.S. Ultra Long Treasury Bond		89		Sep-2021		16,455		17,149		694
Wheat(A)		122		Sep-2021		4,275		4,145		(130	)
Wheat(A)		191		Sep-2021		6,398		6,489		91
WTI Crude Oil		107		Aug-2021		7,783		7,786		3
WTI Crude Oil(A)		125		Jul-2021		8,839		9,184		345
					$	4,470,928	$	4,461,561	$	25,377

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		07/29/21	EUR		131,100	USD		156,055	$	501
BNYMellon		07/29/21	AUD		4,500	USD		3,426		48
BNYMellon		07/29/21	CAD		7,400	USD		6,021		44
BNYMellon		07/29/21	JPY		11,268	USD		102		—
BNYMellon		07/29/21	HKD		46,100	USD		5,940		3
Brown Brothers Harriman		07/29/21	GBP		84,000	USD		116,766		735
Citigroup		09/15/21	USD		2,230	GBP		1,597		(24	)
Citigroup		09/15/21	USD		5,122	EUR		4,295		(21	)
Citigroup		09/15/21	CNH		4,050	USD		624		1
Citigroup		09/15/21	CNH		1,450	USD		223		—
Citigroup		09/15/21	USD		5,546	CZK		115,500		(176	)
Citigroup		09/15/21	USD		1,436	CLP		1,053,175		8
Citigroup		09/15/21	USD		4,388	CLP		3,159,525		(56	)
Citigroup		09/15/21	USD		9,018	HUF		2,590,450		(275	)
Citigroup		09/15/21	USD		6,283	RUB		469,150		70
Citigroup		09/15/21	USD		2,819	RUB		206,050		(28	)
Citigroup		09/15/21	USD		11,790	PLN		43,400		(383	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		09/15/21	USD		12,971	BRL		69,100	$	674
Citigroup		09/15/21	USD		13,194	CNH		85,450		(41	)
Citigroup		09/15/21	ZAR		14,700	USD		1,024		4
Citigroup		09/15/21	USD		17,848	ZAR		251,800		(380	)
Citigroup		09/15/21	USD		18,947	MXN		382,050		56
Citigroup		09/15/21	USD		237	MXN		4,750		(1	)
Citigroup		09/15/21	PLN		4,350	USD		1,156		13
Citigroup		09/15/21	PLN		15,050	USD		3,940		(15	)
Citigroup		09/15/21	GBP		22,075	USD		31,248		753
Citigroup		09/15/21	USD		22,895	KRW		25,620,600		(218	)
Citigroup		09/15/21	USD		23,240	INR		1,726,200		(231	)
Citigroup		09/15/21	MXN		5,100	USD		256		3
Citigroup		09/15/21	MXN		25,750	USD		1,240		(40	)
Citigroup		09/15/21	EUR		106,437	USD		130,276		3,861
Citigroup		09/15/21	INR		291,100	USD		3,885		6
Citigroup		09/15/21	HUF		550,750	USD		1,844		(15	)
Citigroup		09/15/21	CLP		841,150	USD		1,169		16
Citigroup		09/15/21	CLP		865,750	USD		1,177		(10	)
Citigroup		09/15/21	KRW		2,582,500	USD		2,278		(7	)
JPMorgan Chase Bank		09/15/21	USD		2,819	RUB		206,050		(29	)
JPMorgan Chase Bank		09/15/21	USD		4,351	EUR		3,650		(16	)
JPMorgan Chase Bank		09/15/21	CNH		4,050	USD		624		—
JPMorgan Chase Bank		09/15/21	CNH		1,450	USD		223		(1	)
JPMorgan Chase Bank		09/15/21	USD		5,546	CZK		115,500		(177	)
JPMorgan Chase Bank		09/15/21	USD		1,436	CLP		1,053,175		8
JPMorgan Chase Bank		09/15/21	USD		4,388	CLP		3,159,525		(56	)
JPMorgan Chase Bank		09/15/21	USD		6,283	RUB		469,150		69
JPMorgan Chase Bank		09/15/21	USD		9,018	HUF		2,590,450		(275	)
JPMorgan Chase Bank		09/15/21	USD		11,790	PLN		43,400		(384	)
JPMorgan Chase Bank		09/15/21	USD		12,971	BRL		69,100		674
JPMorgan Chase Bank		09/15/21	USD		13,194	CNH		85,450		(41	)
JPMorgan Chase Bank		09/15/21	ZAR		14,700	USD		1,024		4
JPMorgan Chase Bank		09/15/21	GBP		17,597	USD		24,915		606
JPMorgan Chase Bank		09/15/21	USD		17,848	ZAR		251,800		(381	)
JPMorgan Chase Bank		09/15/21	USD		18,947	MXN		382,050		56
JPMorgan Chase Bank		09/15/21	USD		237	MXN		4,750		(1	)
JPMorgan Chase Bank		09/15/21	PLN		4,350	USD		1,156		12
JPMorgan Chase Bank		09/15/21	PLN		15,050	USD		3,940		(15	)
JPMorgan Chase Bank		09/15/21	USD		22,895	KRW		25,620,600		(219	)
JPMorgan Chase Bank		09/15/21	USD		23,239	INR		1,726,200		(230	)
JPMorgan Chase Bank		09/15/21	MXN		5,100	USD		256		2
JPMorgan Chase Bank		09/15/21	MXN		25,750	USD		1,240		(41	)
JPMorgan Chase Bank		09/15/21	EUR		106,437	USD		130,276		3,860
JPMorgan Chase Bank		09/15/21	INR		291,100	USD		3,885		5
JPMorgan Chase Bank		09/15/21	HUF		550,750	USD		1,844		(16	)
JPMorgan Chase Bank		09/15/21	CLP		841,150	USD		1,169		15
JPMorgan Chase Bank		09/15/21	CLP		865,750	USD		1,177		(10	)
JPMorgan Chase Bank		09/15/21	KRW		2,582,500	USD		2,278		(8	)

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
State Street		07/29/21	AUD		52	USD		39	$	—
State Street		07/29/21	CHF		4,400	USD		4,810		45
State Street		07/29/21	GBP		4,500	USD		6,261		46
State Street		07/29/21	EUR		15,500	USD		18,554		163
State Street		07/29/21	JPY		2,664,400	USD		24,117		102
									$	8,642

A list of open OTC swap agreements held by the Fund at June 30, 2021, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Citibank

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

07/24/2021

TWD

$

4,475

$

4,577

$–

$140

JPMorgan Chase

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

07/24/2021

TWD

8,708

8,900

–

266

Merrill Lynch

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

07/24/2021

TWD

8,573

8,773

–

273

Citibank

Hang Seng Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

HKD

2,215

2,178

–

(36

)

JPMorgan Chase

Hang Seng Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

HKD

20,764

20,418

–

(336

)

Bank of America

Hang Seng Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

HKD

14,815

14,565

–

(243

)

JPMorgan Chase

Hang Seng Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

HKD

4,861

4,793

–

(66

)

Bank of America

Hang Seng Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

HKD

16,831

16,590

–

(233

)

Merrill Lynch

SGX Nifty 50

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/02/2021

USD

2,845

2,834

–

(10

)

Bank of America

Bovespa Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

08/21/2021

BRL

9,631

9,376

–

(342

)

Bank of America

Live Cattle (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

09/02/2021

USD

7,239

7,560

–

321

JPMorgan Chase

KOSPI Index

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

09/12/2021

KRW

17,078

17,146

–

256

Bank of America

Corn (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

09/17/2021

USD

7,893

8,270

–

376

Citibank

Wheat (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

09/17/2021

USD

956

917

–

(39

)

Bank of America

Swiss Market

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

09/21/2021

CHF

17,214

16,900

–

13

Citibank

Sugar (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

10/03/2021

USD

19

20

–

1

Bank of America

Sugar (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

10/03/2021

USD

96

100

–

4

Bank of America

Live Cattle (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

11/01/2021

USD

1,955

1,948

–

(7

)

Citibank

Soybean (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

11/15/2021

USD

10,162

10,213

–

51

Bank of America

Cotton No. 2 (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

12/11/2021

USD

908

934

–

26

Citibank

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

12/17/2021

USD

1,982

2,184

–

202

Merrill Lynch

Soybean Meal (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

12/17/2021

USD

4,936

4,733

–

(203

)

Citibank

Soybean Meal (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

12/17/2021

USD

2,696

2,596

–

(100

)

Merrill Lynch

Soybean Oil (A)

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

12/17/2021

USD

6,690

7,456

–

766

$

173,981

$    –

$

1,080

A list of open centrally cleared swap agreements held by the Fund at June 30, 2021, is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
3 MONTH USD - LIBOR		0.25%		Semi-Annually		09/15/2023		USD		375,557	$	(1,012)	$	(737)	$	(275)
3 MONTH USD - LIBOR		0.50%		Semi-Annually		09/15/2026		USD		121,347		(3,055)		(3,135)		80
3 MONTH USD - LIBOR		1.25%		Semi-Annually		12/15/2026		USD		140,476		1,089		1,684		(595)
											$	(2,978)	$	(2,188)	$	(790)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Accumulation Fund (Concluded)

Percentages are based on Net Assets of $2,744,088 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

(A) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2021.

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $92,938 ($ Thousands), representing 3.4% of the Net Assets of the Fund.

(D) No interest rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Index

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times and Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IBEX — Spanish Stock Exchange

ICE— Intercontinental Exchange

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KOSPI — Korea Composite Stock Price Index

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NYMEX — New York Mercantile Exchange

OMX — Offset Market Exchange

PLC — Public Limited Company

PLN — Polish Zloty

RUB — Russian Ruble

S&P— Standard & Poor’s

SPI — Share Price Index

TOPIX - Tokyo Price Index

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			1,005,630			–		1,005,630
Sovereign Debt		2,573			470,977			–		473,550
Foreign Common Stock		69,029			–			–		69,029
Common Stock		68,416			121			–		68,537
Corporate Obligations		–			42,583			–		42,583
Exchange Traded Funds		17,511			–			–		17,511
Preferred Stock		233			–			–		233
Right		–			–			–		–
Total Investments in Securities		157,762			1,519,311			–		1,677,073
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		35,972			–			–		35,972
Unrealized Depreciation		(10,595	)		–			–		(10,595	)
Forwards Contracts*
Unrealized Appreciation		–			12,463			–		12,463
Unrealized Depreciation		–			(3,821	)		–		(3,821	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			2,695			–		2,695
Unrealized Depreciation		–			(1,615	)		–		(1,615	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			80			–		80
Unrealized Depreciation		–			(870	)		–		(870	)
Total Other Financial Instruments		25,377			8,932			–		34,309

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

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

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 45.3%
Communication Services — 3.6%
Altice France
10.500%, 05/15/2027 (A)	$	650	$	722
5.125%, 07/15/2029 (A)		370		372
AT&T
4.350%, 03/01/2029		700		811
3.500%, 06/01/2041		350		364
2.750%, 06/01/2031		375		390
2.550%, 12/01/2033 (A)		1,428		1,415
2.300%, 06/01/2027		1,050		1,086
1.650%, 02/01/2028		875		869
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,349
CCO Holdings
4.500%, 05/01/2032		1,000		1,036
Charter Communications Operating
5.125%, 07/01/2049		200		238
4.908%, 07/23/2025		3,200		3,625
3.750%, 02/15/2028		650		717
Clear Channel Outdoor Holdings
7.500%, 06/01/2029 (A)		1,000		1,035
Digicel Group
8.000%, 04/01/2025 (A)		89		75
Digicel International Finance
8.750%, 05/25/2024 (A)		61		63
DISH DBS
7.750%, 07/01/2026		200		227
5.125%, 06/01/2029 (A)		2,525		2,493
Frontier Communications Holdings
5.000%, 05/01/2028 (A)		775		801
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		650		379
5.500%, 08/01/2023 (B)		1,747		1,000
Mauritius Investments
6.500%, 10/13/2026		2,470		2,865
4.755%, 11/11/2024		400		427
Millicom International Cellular
6.625%, 10/15/2026 (A)		216		228
6.250%, 03/25/2029 (A)		477		522
Netflix
6.375%, 05/15/2029		490		626
Playtika Holding
4.250%, 03/15/2029 (A)		868		867
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		450		466
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		580		578
Sprint Capital
8.750%, 03/15/2032		510		775
TEGNA
4.625%, 03/15/2028		1,050		1,089

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Telecom Argentina
8.500%, 08/06/2025 (A)	$	28	$	28
Telecom Italia Capital
6.000%, 09/30/2034		500		577
T-Mobile USA
4.500%, 04/15/2050		1,516		1,805
Townsquare Media
6.875%, 02/01/2026 (A)		902		965
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		370		408
Urban One
7.375%, 02/01/2028 (A)		740		799
Verizon Communications
3.700%, 03/22/2061		310		332
3.550%, 03/22/2051		140		150
3.400%, 03/22/2041		430		455
2.100%, 03/22/2028		515		526
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		497
VTR Comunicaciones
5.125%, 01/15/2028 (A)		770		804
				34,856
Consumer Discretionary — 5.8%
Allen Media
10.500%, 02/15/2028 (A)		570		606
Ambience Merger Sub
7.125%, 07/15/2029 (A)		710		717
4.875%, 07/15/2028 (A)		715		717
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		671
Bed Bath & Beyond
5.165%, 08/01/2044		750		697
BorgWarner
5.000%, 10/01/2025 (A)		560		643
Boyne USA
4.750%, 05/15/2029 (A)		830		856
CalAtlantic Group
5.250%, 06/01/2026		330		337
Carnival
9.875%, 08/01/2027 (A)		1,140		1,331
7.875%, 06/01/2027		810		962
Carriage Services
4.250%, 05/15/2029 (A)		440		439
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		260		256
Carvana
5.500%, 04/15/2027 (A)		360		372
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		473
CSC Holdings
5.750%, 01/15/2030 (A)		643		668

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 11/15/2031 (A)	$	709	$	712
4.500%, 11/15/2031 (A)		350		352
Dealer Tire
8.000%, 02/01/2028 (A)		1,284		1,384
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		246
5.375%, 08/15/2026 (A)		330		214
Downstream Development Authority of the Quapaw Tribe of Oklahoma
10.500%, 02/15/2023 (A)		940		980
eG Global Finance
6.750%, 02/07/2025 (A)		488		505
Everi Holdings
5.000%, 07/15/2029 (A)		220		220
Expedia Group
4.625%, 08/01/2027		647		731
Ford Motor
8.500%, 04/21/2023		640		714
Ford Motor Credit
4.000%, 11/13/2030		560		587
3.625%, 06/17/2031		700		714
2.900%, 02/16/2028		290		289
Foundation Building Materials
6.000%, 03/01/2029 (A)		355		351
General Motors
5.950%, 04/01/2049		50		68
4.000%, 04/01/2025		250		273
General Motors Financial
5.650%, 01/17/2029		175		213
Genting New York
3.300%, 02/15/2026 (A)		395		399
Getty Images
9.750%, 03/01/2027 (A)		720		772
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		315
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,475		1,508
Installed Building Products
5.750%, 02/01/2028 (A)		450		474
IRB Holding
6.750%, 02/15/2026 (A)		435		450
L Brands
5.250%, 02/01/2028		740		828
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		950		974
LGI Homes
4.000%, 07/15/2029 (A)		1,439		1,446
Liberty Interactive
8.500%, 07/15/2029		330		376
8.250%, 02/01/2030		120		137
Magic Mergeco
7.875%, 05/01/2029 (A)		580		598

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 05/01/2028 (A)	$	240	$	246
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		284
MDC Holdings
6.000%, 01/15/2043		180		232
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		970
MercadoLibre
3.125%, 01/14/2031		840		823
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		283
MGM China Holdings
4.750%, 02/01/2027 (A)		390		398
NCL
12.250%, 05/15/2024 (A)		1,000		1,208
10.250%, 02/01/2026 (A)		580		674
3.625%, 12/15/2024 (A)		1,600		1,544
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		296
Newell Brands
6.000%, 04/01/2046		536		679
Park River Holdings
5.625%, 02/01/2029 (A)		325		316
Penske Automotive Group
3.750%, 06/15/2029		848		853
PetSmart
4.750%, 02/15/2028 (A)		250		260
PM General Purchaser
9.500%, 10/01/2028 (A)		930		980
Prime Security Services Borrower
3.375%, 08/31/2027 (A)		130		126
Punch Finance
6.125%, 06/30/2026 (A)	GBP	825		1,154
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)	$	155		161
Rent-A-Center
6.375%, 02/15/2029 (A)		370		397
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		80		92
5.500%, 04/01/2028 (A)		535		560
5.250%, 11/15/2022		415		427
Sands China
5.125%, 08/08/2025		200		223
SeaWorld Parks & Entertainment
9.500%, 08/01/2025 (A)		1,150		1,233
Six Flags Entertainment
5.500%, 04/15/2027 (A)		928		957
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,667
SRS Distribution
6.125%, 07/01/2029 (A)		1,360		1,400

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
StoneMor
8.500%, 05/15/2029 (A)	$	780	$	789
Terrier Media Buyer
8.875%, 12/15/2027 (A)		850		919
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	600		739
Univision Communications
9.500%, 05/01/2025 (A)	$	300		331
Viking Cruises
7.000%, 02/15/2029 (A)		260		271
VOC Escrow
5.000%, 02/15/2028 (A)		1,070		1,082
Wendy’s International
7.000%, 12/15/2025		570		641
Wheel Pros
6.500%, 05/15/2029 (A)		575		581
WW International
4.500%, 04/15/2029 (A)		520		524
Wyndham Destinations
6.625%, 07/31/2026 (A)		278		315
Wynn Macau
5.625%, 08/26/2028 (A)		390		407
5.125%, 12/15/2029 (A)		470		484
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		740		797
Yum! Brands
7.750%, 04/01/2025 (A)		27		29
4.750%, 01/15/2030 (A)		454		491
				53,418
Consumer Staples — 1.4%
Altria Group
2.350%, 05/06/2025		425		444
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,650		1,966
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		277
Constellation Brands
3.150%, 08/01/2029	$	600		644
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		1,136
HLF Financing Sarl
4.875%, 06/01/2029 (A)		1,639		1,651
Keurig Dr Pepper
4.597%, 05/25/2028		1,000		1,174
Kraft Heinz Foods
5.500%, 06/01/2050		190		247
5.000%, 07/15/2035		1,546		1,896
4.375%, 06/01/2046		1,671		1,894
Lindley
4.625%, 04/12/2023		190		195

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Performance Food Group
6.875%, 05/01/2025 (A)	$	3	$	3
5.500%, 10/15/2027 (A)		450		473
Post Holdings
4.625%, 04/15/2030 (A)		429		436
Prosperous Ray
4.625%, 11/12/2023		300		322
Triton Water Holdings Inc.
6.250%, 04/01/2029 (A)		470		471
US Foods
4.750%, 02/15/2029 (A)		1,171		1,195
				14,424
Energy — 7.2%
Antero Midstream Partners
5.750%, 03/01/2027 (A)		950		988
Berry Petroleum
7.000%, 02/15/2026 (A)		1,430		1,451
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		618
Buckeye Partners
4.350%, 10/15/2024		245		256
3.950%, 12/01/2026		860		875
Cenovus Energy
5.375%, 07/15/2025		825		944
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		286
5.125%, 06/30/2027		850		988
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		870		903
Comstock Resources
5.875%, 01/15/2030 (A)		260		265
Continental Resources
4.500%, 04/15/2023		131		136
4.375%, 01/15/2028		100		111
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,672
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		363
6.450%, 11/03/2036 (A)		115		135
5.375%, 07/15/2025		650		724
Devon Energy
5.850%, 12/15/2025		1,021		1,198
5.000%, 06/15/2045		200		235
DT Midstream
4.375%, 06/15/2031 (A)		1,605		1,640
Endeavor Energy Resources
5.500%, 01/30/2026 (A)		330		343
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,450
EQT
8.500%, 02/01/2030		360		469

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 05/15/2031 (A)	$	1,075	$	1,121
Exterran Energy Solutions
8.125%, 05/01/2025		700		620
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		558
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		418
Global Partners
6.875%, 01/15/2029		545		585
GNL Quintero
4.634%, 07/31/2029		400		436
ITT Holdings
6.500%, 08/01/2029 (A)		485		494
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		800		912
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		333
Marathon Petroleum
3.800%, 04/01/2028		325		362
3.625%, 09/15/2024		350		377
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,268
5.875%, 02/01/2029 (A)		500		521
MPLX
4.800%, 02/15/2029		250		293
4.000%, 03/15/2028		950		1,061
Nabors Industries
9.000%, 02/01/2025 (A)		1,597		1,677
NGL Energy Operating
7.500%, 02/01/2026 (A)		1,025		1,076
NGL Energy Partners
7.500%, 11/01/2023		1,150		1,133
NGPL PipeCo
7.768%, 12/15/2037 (A)		1,000		1,431
NuStar Logistics
6.375%, 10/01/2030		670		740
6.000%, 06/01/2026		915		993
Oasis Petroleum
6.375%, 06/01/2026 (A)		700		730
Occidental Petroleum
6.625%, 09/01/2030		700		840
6.125%, 01/01/2031		330		388
ONEOK
6.350%, 01/15/2031		325		420
Parsley Energy
5.625%, 10/15/2027 (A)		480		518
PBF Holding
9.250%, 05/15/2025 (A)		40		40
Petrobras Global Finance BV
5.299%, 01/27/2025		1,160		1,307
Petroleos de Venezuela
6.000%, 10/28/2022 (B)(C)		8,860		230

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.000%, 05/16/2024 (B)(C)	$	3,790	$	161
6.000%, 11/15/2026 (B)(C)		1,110		47
5.500%, 04/12/2037 (B)(C)		130		6
5.375%, 04/12/2027 (B)(C)		2,570		109
Petroleos Mexicanos
7.690%, 01/23/2050		406		391
6.950%, 01/28/2060		207		183
6.500%, 03/13/2027		430		454
6.490%, 01/23/2027		160		169
6.350%, 02/12/2048		242		206
5.350%, 02/12/2028		180		177
4.500%, 01/23/2026		40		40
Petroleos Mexicanos MTN
6.750%, 09/21/2047		20		18
Phillips 66
3.900%, 03/15/2028		525		589
Plains All American Pipeline
3.650%, 06/01/2022		1,700		1,735
3.600%, 11/01/2024		175		188
Range Resources
9.250%, 02/01/2026		1,740		1,918
5.000%, 03/15/2023		730		756
ReNew Power Synthetic
6.670%, 03/12/2024		200		210
Renewable Energy Group
5.875%, 06/01/2028 (A)		465		488
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		914
Summit Midstream Holdings
5.750%, 04/15/2025		925		849
5.500%, 08/15/2022		1,100		1,086
Summit Midstream Partners
9.500%, VAR ICE LIBOR USD 3
Month+7.430%(D)		1,258		997
Suncor Energy
3.100%, 05/15/2025		400		427
Sunoco
5.500%, 02/15/2026		240		247
4.500%, 05/15/2029 (A)		780		794
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		239
5.500%, 09/15/2024 (A)		472		478
Targa Resources Partners
5.500%, 03/01/2030		130		143
TechnipFMC
6.500%, 02/01/2026 (A)		1,270		1,371
Total Capital International
2.829%, 01/10/2030		1,350		1,450
Transocean
11.500%, 01/30/2027 (A)		3,565		3,810
7.500%, 01/15/2026 (A)		500		430

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transocean Poseidon
6.875%, 02/01/2027 (A)	$	470	$	472
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		1,250		1,169
USA Compression Partners
6.875%, 04/01/2026		1,175		1,231
Valero Energy
2.850%, 04/15/2025		350		371
Viper Energy Partners
5.375%, 11/01/2027 (A)		660		688
Western Midstream Operating
5.450%, 04/01/2044		1,100		1,185
5.300%, 03/01/2048		530		564
YPF
4.000%, 9.000%, 01/01/2023, 02/12/2026 (A)(E)		825		691
				66,383
Financials — 9.5%
Acrisure
4.250%, 02/15/2029 (A)		975		963
AIA Group
3.900%, 04/06/2028 (A)		475		533
AIA Group MTN
3.200%, 03/11/2025 (A)		425		452
AIB Group MTN
4.750%, 10/12/2023 (A)		550		597
Akbank T.A.S.
6.797%, VAR USD Swap Semi 30/360 5 Yr Curr+4.029%, 04/27/2028		200		201
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		799
Ally Financial
4.700%, VAR H15T7Y+3.481%(D)		1,325		1,342
American Express
3.404%, VAR ICE LIBOR USD 3 Month+3.285%(D)		370		370
American International Group
4.200%, 04/01/2028		275		316
3.900%, 04/01/2026		325		363
3.400%, 06/30/2030		225		247
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		510		503
Aviation Capital Group
5.500%, 12/15/2024 (A)		390		441
1.950%, 01/30/2026 (A)		350		350
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		151
4.250%, 04/15/2026 (A)		430		466
2.875%, 02/15/2025 (A)		1,250		1,287

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco Bilbao Vizcaya Argentaria
5.875%, VAR EUR Swap Annual 5 Yr+5.660%(D)	EUR	800	$	1,025
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980		1,073
Banco do Brasil
9.000%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+6.362%(D)		200		223
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.398%(D)		1,920		1,960
Banco Mercantil del Norte
7.625%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.353%(A)(D)		200		227
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%(A)(D)		970		1,096
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%(A)(D)		420		452
Banco Santander
4.250%, 04/11/2027		400		452
3.306%, 06/27/2029		400		435
2.749%, 12/03/2030		200		198
2.746%, 05/28/2025		600		632
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month+3.705%(D)		150		166
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		2,115		2,303
Bank of America MTN
4.200%, 08/26/2024		225		247
4.000%, 01/22/2025		1,350		1,482
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		1,525		1,692
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)	EUR	1,870		2,321
Barclays
8.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.672%(D)	$	1,170		1,331
7.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+6.579%(D)	GBP	700		1,105
2.852%, VAR United States Secured Overnight Financing Rate+2.714%, 05/07/2026	$	725		766
BBVA Bancomer
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.650%, 01/18/2033 (A)		410		428

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BNP Paribas
3.375%, 01/09/2025 (A)	$	1,000	$	1,072
1.323%, VAR United States Secured Overnight Financing Rate+1.004%, 01/13/2027 (A)		675		667
BPCE
4.625%, 09/12/2028 (A)		500		585
2.277%, VAR United States Secured Overnight Financing Rate+1.312%, 01/20/2032 (A)		375		368
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		1,219
CIT Group
6.125%, 03/09/2028		195		238
5.250%, 03/07/2025		185		208
Citigroup
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(D)		1,250		1,345
5.900%, VAR ICE LIBOR USD 3 Month+4.230%(D)		675		712
4.125%, 07/25/2028		1,450		1,633
3.400%, 05/01/2026		1,675		1,828
Compass Group Diversified Holdings
5.250%, 04/15/2029 (A)		548		570
Cooperatieve Rabobank UA
4.625%, VAR EUR Swap Annual 5 Yr+4.098%(D)	EUR	1,400		1,824
Credit Bank of Moscow Via CBOM Finance
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.416%, 10/05/2027	$	470		484
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%(A)(D)		410		446
7.250%, VAR USD ICE Swap 11:00 NY 5 Yr+4.332%(A)(D)		200		226
3.869%, VAR ICE LIBOR USD 3 Month+1.410%, 01/12/2029 (A)		600		661
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		802		908
Deutsche Bank
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.524%(D)		400		422
DP World MTN
5.625%, 09/25/2048		200		250
Eastern & Southern African Trade & Development Bank MTN
5.375%, 03/14/2022		210		215
First Horizon National
4.000%, 05/26/2025		625		689
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,509
6.625%, 01/15/2027 (A)		1,015		1,021

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Global Aircraft Leasing
6.500%cash/7.250% PIK, 09/15/2024 (A)	$	3,078	$	3,093
HSBC Holdings
5.250%, VAR EUR Swap Annual 5 Yr+4.383%(D)	EUR	700		868
4.950%, 03/31/2030	$	226		273
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025		700		753
1.645%, VAR United States Secured Overnight Financing Rate+1.538%, 04/18/2026		1,000		1,013
Huarong Finance 2017
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%(D)		200		135
Huarong Finance 2017 MTN
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.983%(D)		310		192
Huarong Finance II MTN
5.000%, 11/19/2025		210		151
4.625%, 06/03/2026		610		427
Intercontinental Exchange
2.100%, 06/15/2030		800		794
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,222
Itau Unibanco Holding
4.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.222%(A)(D)		1,120		1,078
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,846
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		250		263
Ladder Capital Finance Holdings LLLP
4.750%, 06/15/2029 (A)		220		220
LD Holdings Group
6.500%, 11/01/2025 (A)		860		883
6.125%, 04/01/2028 (A)		755		754
Lloyds Banking Group
4.947%, VAR EUAMDB05+5.290%(D)	EUR	290		379
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)	$	1,532		1,603
5.625%, 01/15/2030 (A)		535		537
Morgan Stanley
3.625%, 01/20/2027		750		832
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,229
1.794%, VAR United States Secured Overnight Financing Rate+1.034%, 02/13/2032		625		601

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)	$	1,473	$	1,480
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		1,754		1,768
Nationwide Building Society
3.960%, VAR ICE LIBOR USD 3 Month+1.855%, 07/18/2030 (A)		450		505
Natwest Group
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.720%(D)		750		887
3.754%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.100%, 11/01/2029		225		239
2.467%, VAR ICE LIBOR USD 3 Month+2.320%(D)		1,000		991
Navient
5.000%, 03/15/2027		1,100		1,138
NFP
6.875%, 08/15/2028 (A)		1,353		1,424
NMI Holdings
7.375%, 06/01/2025 (A)		570		653
Noble Holdings International
11.000%, 02/15/2028 (C)		248		273
OneMain Finance
4.000%, 09/15/2030		732		726
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		179
Raymond James Financial
4.650%, 04/01/2030		400		478
Turkiye Vakiflar Bankasi TAO
6.500%, 01/08/2026 (A)		680		696
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%(A)(D)		510		562
UniCredit MTN
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr+4.914%, 04/02/2034 (A)		260		312
5.459%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.750%, 06/30/2035 (A)		440		480
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		1,360		1,360
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month+3.990%(D)		525		588
Wells Fargo MTN
4.100%, 06/03/2026		1,575		1,769
Yapi ve Kredi Bankasi
7.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.415%, 01/22/2031 (A)		1,050		1,081

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Yapi ve Kredi Bankasi MTN
13.875%, VAR USD Swap Semi 30/360 5 Yr Curr+11.245%(D)	$	480	$	550
8.250%, 10/15/2024 (A)		500		545
6.100%, 03/16/2023		510		529
				88,454
Health Care — 2.9%
AbbVie
3.200%, 11/21/2029		1,375		1,493
AdaptHealth
6.125%, 08/01/2028 (A)		670		713
4.625%, 08/01/2029 (A)		705		714
Akumin
7.000%, 11/01/2025 (A)		500		519
Bausch Health
5.000%, 01/30/2028 (A)		325		308
5.000%, 02/15/2029 (A)		390		364
4.875%, 06/01/2028 (A)		60		61
Bausch Health Americas
8.500%, 01/31/2027 (A)		830		902
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		344
4.250%, 12/15/2025 (A)		500		557
Becton Dickinson
3.700%, 06/06/2027		690		767
2.823%, 05/20/2030		625		655
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		560
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)	$	440		426
Cheplapharm Arzneimittel GmbH
5.500%, 01/15/2028 (A)		1,188		1,218
Chrome Holdco SASU
5.000%, 05/31/2029 (A)	EUR	375		455
CHS
6.875%, 04/15/2029 (A)	$	700		732
6.125%, 04/01/2030 (A)		1,040		1,056
4.750%, 02/15/2031 (A)		945		949
Cidron Aida Finco Sarl
6.250%, 04/01/2028 (A)	GBP	440		620
CVS Health
3.750%, 04/01/2030	$	590		660
DaVita
3.750%, 02/15/2031 (A)		1,760		1,690
Dentsply Sirona
3.250%, 06/01/2030		325		348
DH Europe Finance II Sarl
2.600%, 11/15/2029		175		183
Endo DAC
9.500%, 07/31/2027 (A)		350		357

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo Luxembourg Finance I S.a.r.l.
6.125%, 04/01/2029 (A)	$	540	$	529
Indigo Merger Sub
2.875%, 07/15/2026 (A)		438		445
Jazz Securities DAC
4.375%, 01/15/2029 (A)		717		743
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		272
LifePoint Health
5.375%, 01/15/2029 (A)	$	1,185		1,155
Organon
5.125%, 04/30/2031 (A)		830		855
4.125%, 04/30/2028 (A)		295		301
Prestige Brands
3.750%, 04/01/2031 (A)		810		781
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		351
Radiology Partners
9.250%, 02/01/2028 (A)		400		442
Select Medical
6.250%, 08/15/2026 (A)		450		479
Stryker
1.950%, 06/15/2030		825		816
Tenet Healthcare
6.250%, 02/01/2027 (A)		200		209
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		380		418
US Renal Care
10.625%, 07/15/2027 (A)		40		42
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		564
Verisure Midholding
5.250%, 02/15/2029 (A)		500		609
Zimmer Biomet Holdings
3.550%, 03/20/2030	$	800		876
Zoetis
2.000%, 05/15/2030		1,100		1,095
				27,633
Industrials — 7.1%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		334
4.875%, 01/16/2024		400		435
4.625%, 07/01/2022		2,300		2,392
4.500%, 09/15/2023		340		365
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		366
Air Lease
3.250%, 03/01/2025		850		906
Air Lease MTN
3.750%, 06/01/2026		600		657

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Allied Universal Holdco
6.000%, 06/01/2029 (A)	$	1,000	$	1,014
4.625%, 06/01/2028 (A)		340		341
American Airlines
5.750%, 04/20/2029 (A)		1,071		1,158
5.500%, 04/20/2026 (A)		582		616
American Builders & Contractors Supply
3.875%, 11/15/2029 (A)		1,115		1,108
American News
8.500%, 09/01/2026 (A)		1,563		1,750
APi Group DE
4.125%, 07/15/2029 (A)		1,085		1,079
Arcosa
4.375%, 04/15/2029 (A)		500		509
Atkore
4.250%, 06/01/2031 (A)		381		386
Avis Budget Car Rental
5.375%, 03/01/2029 (A)		705		734
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		1,014
Beacon Roofing Supply
4.125%, 05/15/2029 (A)		1,035		1,032
Boeing
5.930%, 05/01/2060		410		566
5.805%, 05/01/2050		350		471
5.150%, 05/01/2030		150		178
3.450%, 11/01/2028		375		399
3.250%, 03/01/2028		425		446
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		326
Carrier Global
2.493%, 02/15/2027		1,100		1,151
2.242%, 02/15/2025		1,000		1,040
Core & Main Holdings LP
8.625%cash/9.375% PIK, 09/15/2024 (A)		650		663
CoreCivic
8.250%, 04/15/2026		850		882
4.625%, 05/01/2023		280		280
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		608
CoStar Group
2.800%, 07/15/2030 (A)		625		635
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		990
Delta Air Lines
7.000%, 05/01/2025 (A)		700		817
DP World MTN
6.850%, 07/02/2037 (A)		100		135
5.625%, 09/25/2048 (A)		750		937
Dycom Industries
4.500%, 04/15/2029 (A)		1,177		1,187

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GE Capital Funding
4.400%, 05/15/2030	$	425	$	495
GE Capital International Funding Unlimited Co
3.373%, 11/15/2025		400		437
General Electric MTN
6.875%, 01/10/2039		77		115
GFL Environmental
5.125%, 12/15/2026 (A)		175		185
4.000%, 08/01/2028 (A)		1,188		1,174
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		1,095		1,136
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		820		914
GYP Holdings III
4.625%, 05/01/2029 (A)		470		472
H&E Equipment Services
3.875%, 12/15/2028 (A)		340		335
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,365		1,466
Hillenbrand
3.750%, 03/01/2031		589		586
Husky III Holding
13.000%cash/13.750% PIK, 02/15/2025 (A)		600		651
IHS Netherlands Holdco BV
7.125%, 03/18/2025		1,000		1,042
KOC Holding
6.500%, 03/11/2025		2,170		2,338
5.250%, 03/15/2023		1,330		1,371
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		532
Madison IAQ
5.875%, 06/30/2029 (A)		879		894
4.125%, 06/30/2028 (A)		179		181
Mexico City Airport Trust
5.500%, 10/31/2046 (A)		400		404
5.500%, 07/31/2047		892		904
4.250%, 10/31/2026 (A)		210		228
3.875%, 04/30/2028 (A)		1,190		1,244
MHP Lux
6.950%, 04/03/2026		1,870		1,986
MV24 Capital BV
6.748%, 06/01/2034		3,175		3,516
Northrop Grumman
3.250%, 01/15/2028		1,950		2,130
Otis Worldwide
2.565%, 02/15/2030		1,425		1,476
Park-Ohio Industries
6.625%, 04/15/2027		1,520		1,547
RR Donnelley & Sons
6.125%, 11/01/2026 (A)		584		615

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit Airlines
1.000%, 05/15/2026	$	210	$	200
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		503		569
Stanley Black & Decker
4.250%, 11/15/2028		650		760
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		216
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,518
TransDigm
8.000%, 12/15/2025 (A)		170		184
7.500%, 03/15/2027		260		277
6.250%, 03/15/2026 (A)		600		633
5.500%, 11/15/2027		1,330		1,387
4.875%, 05/01/2029 (A)		359		362
4.625%, 01/15/2029 (A)		135		135
Triumph Group
7.750%, 08/15/2025		1,161		1,194
Uber Technologies
6.250%, 01/15/2028 (A)		835		899
United Airlines
4.625%, 04/15/2029 (A)		1,040		1,076
4.375%, 04/15/2026 (A)		765		792
United Airlines Pass Through Trust, Ser 2020-1, Cl B
4.875%, 01/15/2026		78		82
Wolverine Escrow
9.000%, 11/15/2026 (A)		105		102
8.500%, 11/15/2024 (A)		1,370		1,329
XPO CNW
6.700%, 05/01/2034		650		777
				68,773
Information Technology — 2.8%
Arches Buyer
6.125%, 12/01/2028 (A)		364		375
Austin BidCo
7.125%, 12/15/2028 (A)		275		282
Banff Merger Sub
9.750%, 09/01/2026 (A)		200		210
Blackboard
10.375%, 11/15/2024 (A)		350		371
Blast Motion
7.000%, 01/15/2024 (A)(F)		520		518
Broadcom
3.500%, 01/15/2028		53		58
3.500%, 02/15/2041 (A)		525		537
3.469%, 04/15/2034 (A)		175		185
3.419%, 04/15/2033 (A)		1,150		1,208
Brunello Bidco
3.500%, 02/15/2028 (A)	EUR	550		652

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Castle US Holding
9.500%, 02/15/2028 (A)	$	839	$	875
Clarivate Science Holdings
4.875%, 06/30/2029 (A)		1,206		1,238
3.875%, 06/30/2028 (A)		1,037		1,046
CommScope
8.250%, 03/01/2027 (A)		710		759
Dell International
6.020%, 06/15/2026		1,600		1,921
5.450%, 06/15/2023		525		570
Elastic
4.125%, 07/15/2029 (A)		695		695
Endure Digital
6.000%, 02/15/2029 (A)		2,819		2,791
Global Payments
3.200%, 08/15/2029		225		241
2.650%, 02/15/2025		400		421
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		2,123
Imola Merger
4.750%, 05/15/2029 (A)		739		760
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		687		713
Lam Research
1.900%, 06/15/2030		300		301
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		660		813
NXP BV
3.400%, 05/01/2030 (A)		225		246
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Paysafe Finance
4.000%, 06/15/2029 (A)		820		808
Prosus
4.850%, 07/06/2027 (A)		740		842
3.680%, 01/21/2030 (A)		250		267
Prosus MTN
4.027%, 08/03/2050 (A)		560		539
Saga
3.375%, 05/12/2024	GBP	610		830
Shift4 Payments
4.625%, 11/01/2026 (A)	$	110		115
Sprint Capital
6.875%, 11/15/2028		520		667
Square
3.500%, 06/01/2031 (A)		198		200
Sunny Express Enterprises
3.350%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+4.762%(D)		200		204
Switch
4.125%, 06/15/2029 (A)		300		308

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 09/15/2028 (A)	$	450	$	456
TTM Technologies
4.000%, 03/01/2029 (A)		349		351
Uniquify
6.000%, 06/15/2024 (A)		180		180
				25,679
Materials — 2.7%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		612
Ardagh Metal Packaging Finance USA
4.000%, 09/01/2029 (A)		360		357
Axalta Coating Systems
3.375%, 02/15/2029 (A)		1,405		1,373
Berry Global
5.625%, 07/15/2027 (A)		550		582
1.570%, 01/15/2026 (A)		325		325
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		970		1,022
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		715		751
First Quantum Minerals
6.875%, 03/01/2026 (A)		500		523
6.875%, 10/15/2027 (A)		1,100		1,199
Freeport-McMoRan
5.450%, 03/15/2043		750		917
Glencore Funding
4.125%, 03/12/2024 (A)		400		431
Hudbay Minerals
6.125%, 04/01/2029 (A)		380		404
4.500%, 04/01/2026 (A)		280		281
Huntsman International
4.500%, 05/01/2029		375		426
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		208
Ingevity
3.875%, 11/01/2028 (A)		735		729
Kleopatra Finco Sarl
4.250%, 03/01/2026 (A)	EUR	425		506
Kleopatra Holdings 2 SCA
6.500%, 09/01/2026 (A)		375		433
LABL Escrow Issuer
6.750%, 07/15/2026 (A)	$	950		1,013
Metinvest BV
7.750%, 04/23/2023 (A)		375		401
Minerals Technologies
5.000%, 07/01/2028 (A)		180		187
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		161
NMG Holding
7.125%, 04/01/2026 (A)		490		523

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nouryon Holding BV
8.000%, 10/01/2026 (A)	$	650	$	689
OCP
3.750%, 06/23/2031 (A)		200		202
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		267		290
Pactiv
8.375%, 04/15/2027		1,615		1,833
Rayonier AM Products
7.625%, 01/15/2026 (A)		131		137
Samarco Mineracao
5.750%, 10/24/2023 (B)(C)		200		155
4.125%, 11/01/2022 (B)(C)		200		146
Sasol Financing USA
5.875%, 03/27/2024		1,080		1,154
5.500%, 03/18/2031		440		464
4.375%, 09/18/2026		1,800		1,859
Sealed Air
6.875%, 07/15/2033 (A)		411		520
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		710		753
Suzano Austria GmbH
6.000%, 01/15/2029		530		631
5.750%, 07/14/2026		400		470
3.125%, 01/15/2032		590		584
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		241
Teck Resources
3.900%, 07/15/2030	$	250		269
Vale Overseas
6.250%, 08/10/2026		880		1,059
				24,820
Real Estate — 1.0%
Agree
2.900%, 10/01/2030		175		183
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		412
Diversified Healthcare Trust
9.750%, 06/15/2025		470		521
Duke Realty
1.750%, 07/01/2030		300		288
Essex Portfolio
3.000%, 01/15/2030		400		421
Five Point Operating
7.875%, 11/15/2025 (A)		590		623
GEO Group
5.875%, 10/15/2024		990		886
IIP Operating Partnership
5.500%, 05/25/2026 (A)		320		329
MPT Operating Partnership
3.692%, 06/05/2028	GBP	544		800

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Realogy Group
9.375%, 04/01/2027 (A)	$	617	$	686
7.625%, 06/15/2025 (A)		300		325
Service Properties Trust
5.500%, 12/15/2027		810		864
4.350%, 10/01/2024		270		272
Spirit Realty
3.200%, 01/15/2027		600		638
VEREIT Operating Partnership
4.875%, 06/01/2026		1,000		1,152
2.850%, 12/15/2032		375		392
WP Carey
4.250%, 10/01/2026		700		786
				9,578
Utilities — 1.3%
AES
2.450%, 01/15/2031 (A)		340		336
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		142
American Electric Power
2.300%, 03/01/2030		300		303
AmeriGas Partners
5.875%, 08/20/2026		75		84
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		213
Calpine
3.750%, 03/01/2031 (A)		1,875		1,786
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		240
6.350%, 08/10/2028		500		556
FirstEnergy
2.250%, 09/01/2030		560		537
Greenko Investment
4.875%, 08/16/2023 (A)		410		416
NiSource
3.600%, 05/01/2030		50		55
NRG Energy
5.750%, 01/15/2028		40		43
Pike
5.500%, 09/01/2028 (A)		668		695
Sempra Energy
3.400%, 02/01/2028		1,075		1,181
Southern California Edison
4.200%, 03/01/2029		450		508
Suburban Propane Partners
5.000%, 06/01/2031 (A)		1,130		1,157
Talen Energy Supply
10.500%, 01/15/2026 (A)		540		391
6.625%, 01/15/2028 (A)		340		311
TransAlta
6.500%, 03/15/2040		1,020		1,168

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vistra Operations
3.550%, 07/15/2024 (A)	$	1,200	$	1,267
				11,389
Total Corporate Obligations (Cost $409,177) ($ Thousands)				425,407
SOVEREIGN DEBT — 12.9%
ABN AMRO Bank
4.375%, VAR EUR Swap Annual 5 Yr+4.674%, 09/22/2169 (D)	EUR	400		513
Abu Dhabi Government International Bond
4.125%, 10/11/2047(A)	$	380		453
3.875%, 04/16/2050(A)		1,630		1,876
Allied Universal Holdco
9.750%, 07/15/2027		649		715
Angolan Government International Bond
9.375%, 05/08/2048		200		209
9.125%, 11/26/2049(A)		1,170		1,197
8.000%, 11/26/2029(A)		420		430
Argentine Republic Government International Bond
2.500%, 0.125%, 07/09/2021, 07/09/2041(E)		1,310		467
0.125%,1.125%, 07/09/2021, 07/09/2035(E)		1,686		534
1.000%, 07/09/2029		262		99
0.500%, 0.125%, 07/09/2021, 07/09/2030(E)		3,760		1,347
0.500%, 07/09/2029	EUR	6		2
0.125%, 07/09/2030		165		67
Armenia Government International Bond
3.950%, 09/26/2029(A)	$	290		286
Azerbaijan Government International Bond
3.500%, 09/01/2032		1,360		1,409
Bahrain Government International Bond
7.375%, 05/14/2030(A)		1,610		1,817
Banque Centrale de Tunisie International Bond
6.750%, 10/31/2023(A)	EUR	440		504
Belize Government International Bond
4.938%, 02/20/2034	$	165		68
Benin Government International Bond
4.875%, 01/19/2032	EUR	1,480		1,755
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028	$	140		151
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2029	BRL	1,400		297
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2027		2,791		590

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
BRF
4.875%, 01/24/2030	$	1,440	$	1,512
Bundesrepublik Deutschland Bundesanleihe
-0.561%, 08/15/2026(G)	EUR	360		440
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)	$	300		328
Colombia Government International Bond
4.125%, 05/15/2051		630		597
3.125%, 04/15/2031		730		714
3.000%, 01/30/2030		200		196
Commerzbank
6.125%, VAR EUR Swap Annual 5 Yr+6.363%, 04/09/2170 (D)	EUR	400		523
Dominican Republic International Bond
7.450%, 04/30/2044	$	600		722
6.850%, 01/27/2045		660		746
6.500%, 02/15/2048(A)		1,270		1,386
6.400%, 06/05/2049(A)		660		710
6.000%, 07/19/2028(A)		1,300		1,477
4.500%, 01/30/2030		550		562
Ecuador Government International Bond
7.202%, 07/31/2030 (A)(H)		329		181
Ecuador Government International Bond_
0.500% , 0.50%, 07/31/2021, 07/31/2040 (A)(E)		352		300
Ecuador Government International Bond__
0.500% , 5.000%, 07/31/2021, 07/31/2030 (A)(E)		1,128		698
Egypt Government International Bond
8.875%, 05/29/2050(A)		710		764
8.700%, 03/01/2049(A)		520		549
8.500%, 01/31/2047		650		677
7.903%, 02/21/2048(A)		360		356
7.625%, 05/29/2032(A)		480		509
7.600%, 03/01/2029(A)		510		560
6.375%, 04/11/2031(A)	EUR	330		407
5.625%, 04/16/2030		1,560		1,857
4.750%, 04/11/2025		100		124
4.750%, 04/16/2026		680		840
Erste Group Bank
6.500%, VAR EUR Swap Annual 5 Yr+6.204%, 10/15/2169 (D)		400		532
Ghana Government International Bond
8.125%, 01/18/2026	$	500		539
8.125%, 03/26/2032(A)		950		962
Guatemala Government Bond
6.125%, 06/01/2050(A)		530		648
5.750%, 06/06/2022		500		519
4.900%, 06/01/2030(A)		280		315
4.875%, 02/13/2028		790		889
4.500%, 05/03/2026(A)		770		844

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
4.375%, 06/05/2027(A)	$	790	$	860
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023(A)		860		879
Honduras Government International Bond
7.500%, 03/15/2024		660		705
Huarong Finance 2019 MTN
3.375%, 02/24/2030		820		562
2.500%, 02/24/2023		550		423
Indofood CBP Sukses Makmur
3.398%, 06/09/2031		710		720
Indonesia Government International Bond
5.250%, 01/17/2042		1,000		1,245
3.850%, 10/15/2030		200		223
3.500%, 01/11/2028		880		961
2.850%, 02/14/2030		900		933
1.100%, 03/12/2033	EUR	400		463
0.900%, 02/14/2027		180		216
Indonesia Treasury Bond
7.000%, 05/15/2027	IDR	96,424,000		7,043
Iraq Government International Bond
5.800%, 01/15/2028	$	245		237
Israel Government International Bond
3.375%, 01/15/2050		310		331
2.750%, 07/03/2030		460		491
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		522
6.125%, 06/15/2033	$	650		686
5.750%, 12/31/2032		219		219
5.250%, 03/22/2030	EUR	390		483
4.875%, 01/30/2032(A)		1,660		1,966
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		1,032
Kazakhstan Government International
Bond MTN
5.125%, 07/21/2025		720		836
Kenya Government International Bond
8.250%, 02/28/2048(A)		260		286
8.000%, 05/22/2032(A)		910		1,024
7.000%, 05/22/2027(A)		250		274
Lebanon Government International Bond
8.250%, 05/17/2034(B)(C)		30		4
8.200%, 05/17/2033(B)(C)		40		5
7.150%, 11/20/2031(B)(C)		40		5
7.050%, 11/02/2035(B)(C)		100		13
7.000%, 03/20/2028(B)(C)		40		5
6.850%, 03/23/2027(B)(C)		100		12
6.850%, 05/25/2029(B)(C)		721		91
6.750%, 11/29/2027(B)(C)		410		51
6.650%, 04/22/2024(B)(C)		170		21
6.650%, 11/03/2028(B)(C)		80		10
6.650%, 02/26/2030(B)(C)		832		104
6.600%, 11/27/2026(B)(C)		30		4

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
6.200%, 02/26/2025 (B)(C)	$	860	$	108
Mexican Bonos
8.500%, 05/31/2029	MXN	9,520		526
6.500%, 06/09/2022		5,740		291
Mexico Government International Bond
4.750%, 03/08/2044	$	440		486
3.771%, 05/24/2061		520		483
3.600%, 01/30/2025		323		355
2.659%, 05/24/2031		1,120		1,094
Mongolia Government International Bond
5.625%, 05/01/2023		200		211
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		704
1.500%, 11/27/2031(A)	EUR	290		322
Mozambique International Bond
5.000% , 9.00%, 09/15/2023, 09/15/2031(E)	$	220		186
National Bank of Uzbekistan
4.850%, 10/21/2025		200		209
Natwest Group
4.500%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+3.992%, 03/31/2170(D)	GBP	1,160		1,645
Nigeria Government International Bond
8.747%, 01/21/2031	$	1,720		1,951
7.696%, 02/23/2038(A)		690		707
Oman Government International Bond
6.750%, 01/17/2048		200		199
6.250%, 01/25/2031(A)		1,600		1,717
Pakistan Government International Bond
8.250%, 09/30/2025		370		409
6.875%, 12/05/2027		200		208
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		620		618
Panama Government International Bond
4.500%, 04/01/2056		300		339
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		288
Paraguay Government International Bond
6.100%, 08/11/2044		700		870
5.600%, 03/13/2048(A)		560		658
5.400%, 03/30/2050(A)		320		373
5.000%, 04/15/2026(A)		440		500
4.700%, 03/27/2027(A)		570		646
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		602
4.450%, 02/20/2029(A)		330		379
Peruvian Government International Bond
2.783%, 01/23/2031		480		489

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Provincia de Buenos Aires
10.875%, 01/26/2021(B)(C)	$	63	$	31
9.950%, 06/09/2021(A)(B)(C)		3,100		1,457
9.125%, 03/16/2024(A)(B)(C)		550		245
7.875%, 06/15/2027(A)(B)(C)		400		179
6.500%, 02/15/2023(A)(B)(C)		2,240		980
Provincia de Cordoba
5.000%, 06/01/2027(A)		526		355
Qatar Government International Bond
5.103%, 04/23/2048(A)		1,690		2,244
4.817%, 03/14/2049(A)		1,130		1,453
4.625%, 06/02/2046		280		347
4.400%, 04/16/2050(A)		450		548
3.750%, 04/16/2030(A)		200		226
Republic of Armenia International Bond
3.600%, 02/02/2031(A)		1,300		1,227
Republic of Belarus International Bond
6.875%, 02/28/2023		260		258
6.200%, 02/28/2030		200		173
Republic of Uzbekistan Bond MTN
3.700%, 11/25/2030(A)		660		657
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		244
3.375%, 01/28/2050	EUR	230		291
2.875%, 05/26/2028		650		860
2.875%, 03/11/2029		1,490		1,954
2.124%, 07/16/2031(A)		250		306
2.000%, 12/08/2026(A)		590		754
2.000%, 01/28/2032(A)		110		132
2.000%, 04/14/2033(A)		900		1,058
Russian Federal Bond - OFZ
7.050%, 01/19/2028	RUB	444,542		6,124
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$	200		251
5.100%, 03/28/2035(A)		200		238
4.375%, 03/21/2029(A)		800		901
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)		1,070		1,294
3.750%, 01/21/2055(A)		220		232
3.250%, 10/22/2030(A)		430		463
Senegal Government International Bond
5.375%, 06/08/2037(A)	EUR	930		1,086
4.750%, 03/13/2028(A)		740		914
Serbia International Bond
1.500%, 06/26/2029(A)		500		597
South Africa Government International Bond
5.650%, 09/27/2047	$	950		968
4.850%, 09/27/2027		890		956
4.300%, 10/12/2028		200		206
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)		910		567

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
6.850%, 03/14/2024(A)	$	200	$	138
6.850%, 11/03/2025		570		379
6.825%, 07/18/2026(A)		250		159
6.750%, 04/18/2028(A)		660		409
6.200%, 05/11/2027(A)		380		232
Third Pakistan International Sukuk
5.625%, 12/05/2022		630		647
Turkey Government International Bond
7.625%, 04/26/2029		560		613
7.375%, 02/05/2025		30		32
6.875%, 03/17/2036		60		61
6.000%, 01/14/2041		1,980		1,789
5.200%, 02/16/2026	EUR	260		323
4.250%, 03/13/2025	$	410		402
4.250%, 04/14/2026		530		509
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024		760		824
Ukraine Government International Bond
9.750%, 11/01/2028(A)		640		763
8.994%, 02/01/2024		670		742
7.750%, 09/01/2022		450		473
7.750%, 09/01/2023		910		980
7.750%, 09/01/2024		230		251
7.750%, 09/01/2027		250		275
7.375%, 09/25/2032(A)		200		210
7.253%, 03/15/2033(A)		420		437
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		362
Zambia Government International Bond
5.375%, 09/20/2022 (B)(C)		760		477
Total Sovereign Debt (Cost $121,321) ($ Thousands)				121,550
LOAN PARTICIPATIONS — 12.2%
Academy, LTD., Initial Term Loan (2021), 1st Lien
4.500%, VAR LIBOR+3.750%, 11/05/2027		675		677
Acrisure, LLC, 2020 Term Loan, 1st Lien
3.703%, VAR LIBOR+3.500%, 02/15/2027		366		362
ADS Tactical Inc, Term Loan, 1st Lien
6.750%, 03/19/2026 (I)		1,200		1,203
Adtalem Global, Term Loan, 1st Lien
0.000%, 02/12/2028 (J)		870		868
Allen Media, Term Loan, 1st Lien
5.703%, VAR LIBOR+5.500%, 02/10/2027		981		982

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 05/12/2028	$	1,106	$	1,109
Alterra Mountain Company, Additional Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 08/01/2026		554		555
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 07/31/2024		554		546
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.086%, VAR LIBOR+3.000%, 04/22/2026 (J)		370		347
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
3.593%, VAR LIBOR+3.500%, 01/29/2027		363		362
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
3.593%, VAR LIBOR+3.500%, 01/29/2027		183		182
American Axle & Manufacturing, Inc., Tranche B Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/06/2024		315		314
AmeriLife Holdings LLC, Initial Term Loan, 1st Lien
4.092%, VAR LIBOR+4.000%, 03/18/2027		159		159
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.604%, VAR LIBOR+2.500%, 10/01/2026		420		419
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/11/2028		1,080		1,077
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
2.841%, 05/15/2026 (I)		20		20
Applovin Corporation, Initial Term Loan, 1st Lien
3.354%, VAR LIBOR+3.250%, 08/15/2025		524		523
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
12.500%, 12/31/2027 (F)(I)		714		714

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Aristocrat Leisure Limited, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/19/2024	$	377	$	377
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 11/03/2024		725		717
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 12/23/2026		808		798
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 07/31/2027		510		504
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.410%, VAR LIBOR+4.250%, 02/11/2026		642		644
4.377%, VAR LIBOR+4.250%, 02/11/2026		2		2
Boyd Gaming Corporation, Refinancing Term B Loan, 1st Lien
2.338%, VAR LIBOR+2.250%, 09/15/2023		763		762
Brookfeild WEC Holdings
3.250%, 08/01/2025 (I)		—		—
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.093%, VAR LIBOR+2.750%, 04/22/2028		1,140		1,134
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 12/23/2024		710		704
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.604%, VAR LIBOR+4.500%, 07/21/2025		307		307
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.500%, 11/12/2027		624		624
Carnival, Term Loan, 1st Lien
0.000%, 06/30/2025 (J)		1,000		999
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
3.953%, VAR LIBOR+3.750%, 01/29/2027		367		362
ChampionX Holding Inc., Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 06/03/2027		1,579		1,609
Cinemark USA, Term Loan, 1st Lien
1.850%, 03/31/2025 (I)		159		153

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.604%, VAR LIBOR+2.500%, 02/02/2028	$	1,007	$	996
City Brewing Company, LLC, Closing Date Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 04/05/2028		980		984
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR+3.250%, 04/30/2026		752		745
Clark Equipment, Term Loan, 1st Lien
2.378%, VAR LIBOR+2.250%, 05/18/2024		600		599
Claros Mortgage Trust, Inc., Initial Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 08/09/2026		388		389
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
2.953%, VAR LIBOR+2.750%, 09/18/2024		868		832
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 11/08/2027		750		750
Commscope, Inc., Initial Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 04/06/2026		946		940
Conservice Midco, LLC, Initial Term Loan, 1st Lien
4.453%, VAR LIBOR+4.250%, 05/13/2027		1,667		1,663
CoreCivic, Inc., Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/18/2024		354		343
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 11/23/2027 (J)		410		409
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
4.841%, VAR LIBOR+4.750%, 06/26/2026		1,007		1,002
CWGS Group, LLC, Initial Term Loan, 1st Lien
3.250%, VAR LIBOR+2.500%, 06/23/2028		157		156
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
7.093%, VAR LIBOR+7.000%, 02/19/2029		2,190		2,205

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.093%, VAR LIBOR+4.000%, 10/16/2026	$	1,139	$	1,139
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
7.500%, 04/07/2028 (I)		296		302
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		248		249
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/01/2027		570		571
Edelman Financial Engines Center, LLC, The, Initial Term Loan (2021), 1st Lien
4.500%, VAR LIBOR+3.500%, 04/07/2028		1,525		1,526
Empire Today, Term Loan, 1st Lien
5.750%, 04/03/2028 (I)		660		660
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (I)		328		316
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
3.750%, VAR Euribor+3.750%, 05/05/2028		325		385
Engineered Machinery Holdings, Term Loan, 1st Lien
4.250%, 07/19/2024 (I)		600		599
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.595%, VAR LIBOR+2.500%, 11/18/2024		351		348
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.000%, 03/08/2024 (I)		248		246
EyeCare Partners, LLC, Term Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 02/18/2027		763		756
EyeCare Partners, Term Loan, 1st Lien Cov-Lite
8.343%, VAR LIBOR+8.250%, 02/18/2028		550		527
First Brand Group, Term Loan, 2nd Lien
9.500%, 03/30/2028 (I)		1,410		1,421
First Brands Group, LLC, 2021 Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 03/30/2027		690		697

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Flutter Entertainment plc, USD Term Loan, 1st Lien
3.703%, VAR LIBOR+3.500%, 07/10/2025	$	—	$	—
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.093%, VAR LIBOR+2.000%, 07/03/2024		1,812		1,792
Focus Financial, Term Loan, 1st Lien
0.000%, 06/23/2028 (J)		540		538
Froneri International Limited, Facility B1, 1st Lien
2.625%, VAR Euribor+2.375%, 01/29/2027		330		383
Froneri International Limited, Facility B2, 1st Lien
2.343%, VAR LIBOR+2.250%, 01/29/2027		139		137
Gainwell Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027		1,995		1,999
Gannett Holdings LLC, Term Loan, 1st Lien
7.750%, 02/09/2026 (I)		875		881
Garda World Security Corp
4.350%, VAR LIBOR+4.250%, 10/30/2026		679		681
Garrett Motion Sarl, Dollar Term Loan, 1st Lien
3.750%, VAR LIBOR+3.250%, 04/30/2028		1,200		1,201
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR+4.500%, 02/19/2026		556		555
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 10/02/2025		1,189		1,193
Global Tel*Link Corporation, Term Loan, 1st Lien
8.343%, VAR LIBOR+4.250%, 11/29/2026		110		93
4.343%, VAR LIBOR+0.040%, 11/29/2025		573		525
Globaltranz Enterprises, Inc., Initial Term Loan, 1st Lien
5.093%, VAR LIBOR+5.000%, 05/15/2026		523		519
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 01/29/2026		1,325		1,344

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR+3.000%, 08/04/2027	$	578	$	577
Great Outdoors Group, LLC, Term B-1 Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 03/06/2028		1,057		1,060
Greystone Select, Term Loan, 1st Lien
5.750%, 05/09/2028 (I)		290		289
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.088%, VAR LIBOR+2.000%, 11/15/2027		464		459
Hayward Industries, Term Loan, 1st Lien
3.250%, VAR LIBOR+2.500%, 05/12/2028		720		718
Hertz Corporation, The, Initial Term B Loan, 1st Lien
0.000%, 06/14/2028 (J)		1,052		1,050
Hertz Corporation, The, Initial Term C Loan, 1st Lien
0.000%, 06/14/2028 (J)		198		198
Hillman Group, Term Loan, 1st Lien
0.000%, 02/24/2028 (J)		375		374
Hoya Midco, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/30/2024		928		922
Hudson River Trading LLC, Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/20/2028		910		906
Hunter Fan Company 5/8/2028Term Loan, 1st Lien
5.750%, VAR LIBOR+5.000%, 05/08/2028		1,150		1,150
Icon Public Limited Company, Lux Term Loan, 1st Lien
0.000%, 06/16/2028 (J)		777		778
Icon Public Limited Company, U.S. Term Loan, 1st Lien
0.000%, 06/16/2028 (J)		193		194
Idera, Inc., Term B-1 Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 03/02/2028		925		924
Idera, Term Loan, 2nd Lien
7.500%, 03/02/2029 (I)		175		174
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 05/01/2026		302		299

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 01/29/2026	$	350	$	349
Ingram Micro Inc., Initial Term Loan, 1st Lien
0.000%, 03/30/2028 (J)		1,375		1,377
Insulet Corporation, Term Loan, 1st Lien
3.750%, VAR LIBOR+3.250%, 05/04/2028		600		600
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/05/2025		—		—
2.500%, VAR LIBOR+2.750%, 02/05/2025		118		118
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 01/26/2028		745		741
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 05/05/2028		1,810		1,815
JetBlue Airways Corporation, Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/17/2024 (J)		716		730
LaserShip, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.500%, 05/07/2028		975		974
Lions Gate Capital Holdings LLC, Term B Loan, 1st Lien
2.343%, VAR LIBOR+2.250%, 03/24/2025		—		—
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 11/02/2027		359		359
Madison IAQ, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.250%, 06/16/2028 (J)		280		280
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+5.000%, 05/03/2028 (J)		810		809
Maravai Intermediate Holdings, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/19/2027		137		138

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Maverick Purchase, Term Loan, 1st Lien
0.000%, 01/31/2028 (J)	$	440	$	441
Michaels Companies, Inc. The, Term B Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/15/2028		970		973
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/21/2027		740		790
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
3.096%, VAR LIBOR+3.000%, 05/14/2026		351		349
Mitchell International, Inc., Amendment No. 2 New Term Loan Facility, 1st Lien
4.750%, VAR LIBOR+4.250%, 11/29/2024		622		624
Mitchell International, Inc., Initial Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 11/29/2024		977		967
Monitronics International Inc, Term Loan, 1st Lien
7.750%, VAR LIBOR+6.500%, 03/29/2024		650		630
Navistar, Inc., Tranche B Term Loan, 1st Lien
3.593%, VAR LIBOR+3.500%, 11/06/2024		532		532
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (I)		919		926
One Call Corporation, Term B Loan, 1st Lien
6.250%, VAR LIBOR+5.500%, 04/22/2027		970		980
Option Care Health, Inc., Term B Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 08/06/2026		1,407		1,407
Orbcomm, Term Loan, 1st Lien
0.000%, 06/17/2028 (J)		360		359
Packers Holdings, LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/09/2028		925		920
Pactiv Evergreen Inc., Tranche B-1 U.S. Term Loan, 1st Lien
2.843%, VAR LIBOR+2.750%, 02/05/2023		—		—

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
PAE Incorporated, Initial Term Loan, 1st Lien
5.250%, 10/19/2027 (I)	$	419	$	419
Parexel International Corporation, Initial Term Loan, 1st Lien
2.854%, VAR LIBOR+2.750%, 09/27/2024		331		329
Particle Investment S.a.r.l. (WebPros), Term Loan, 1st Lien
5.750%, 02/18/2027 (I)		383		383
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		950		952
Peraton Corp., Term B-1 Loan, 2nd Lien
8.500%, VAR LIBOR+7.750%, 02/01/2029		600		612
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 03/03/2028		520		519
PetSmart, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 02/11/2028		660		660
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.341%, VAR LIBOR+3.250%, 03/05/2026		707		701
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/17/2027		319		320
Playa Resorts Holding, Term Loan B (2017)
3.750%, 04/29/2024 (I)		810		778
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
3.750%, VAR LIBOR+3.000%, 11/18/2027		671		668
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 09/23/2026 (J)		—		—
Proofpoint, Term Loan, 1st Lien
0.000%, 06/09/2028 (J)		610		606
Quikrete Holding, Term Loan B1, 1st Lien
0.000%, 06/09/2028 (J)		670		664
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, VAR LIBOR+2.750%, 02/15/2028		970		964
Radiology Partners, Inc., Term B Loan, 1st Lien
4.327%, VAR LIBOR+4.250%, 07/09/2025		295		295

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
4.323%, VAR LIBOR+4.250%, 07/09/2025	$	345	$	344
Realogy Group LLC (fka Realogy Corporation), Extended 2025 Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 02/08/2025		375		373
Redstone HoldCo 2 LP, Initial Loan, 2nd Lien
8.500%, VAR LIBOR+7.750%, 04/27/2029		578		567
Redstone Holdco, Term Loan, 1st Lien
5.500%, VAR LIBOR+4.750%, 04/27/2028		604		602
0.000%, 04/27/2029 (J)		332		325
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.843%, VAR LIBOR+3.750%, 11/16/2025		850		848
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.854%, VAR LIBOR+1.750%, 02/04/2027		—		—
Royal Caribbean Cruises, Term Loan, 1st Lien
0.000%, 05/03/2029 (J)		1,140		1,126
Royal Carribbean Cruises, Term Loan, 1st Lien
0.000%, 04/05/2022 (J)		360		346
Ryan Specialty Group, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.000%, 09/01/2027		267		267
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.854%, VAR LIBOR+2.750%, 08/14/2024		745		740
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2020 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 09/03/2026		347		348
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
3.343%, VAR LIBOR+3.250%, 12/31/2025		857		847
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/20/2027		780		823
Sorenson, Term Loan, 1st Lien
6.250%, 03/17/2026 (I)		350		352

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (I)	$	440	$	438
Sovos Brands Intermediate, Inc., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 06/02/2028		260		261
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
3.628%, VAR LIBOR+3.500%, 03/05/2027		466		463
Symplr Software, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.500%, 12/22/2027		480		480
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.604%, VAR LIBOR+3.500%, 12/17/2026		928		923
TKC Holdings, Inc., Closing Date Initial Term Loan, 1st Lien
6.500%, VAR LIBOR+5.500%, 05/15/2028		1,140		1,118
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.000%, VAR LIBOR+8.000%, 02/28/2025 (J)		471		494
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/31/2028		790		789
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
9.250%, VAR LIBOR+8.500%, 11/02/2028		200		204
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (I)		418		422
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.125%, VAR LIBOR+5.000%, 06/26/2026		1,112		1,115
U.S. Renal Care, Term Loan, 1st Lien
5.500%, 06/26/2026 (J)		750		754
UKG Inc., 2021 Incremental Term Loan, 1st Lien
4.000%, VAR LIBOR+3.250%, 05/04/2026		100		100
UKG Inc., Initial Term Loan (2020), 2nd Lien
7.500%, VAR LIBOR+6.750%, 05/03/2027		25		25

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
3.854%, VAR LIBOR+3.750%, 05/04/2026	$	246	$	246
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 46864		740		749
Univision Communications Inc., 2020 Replacement First-Lien Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 03/15/2026		551		552
US Foods, Inc., Term Loan
2.093%, 09/13/2026 (I)		675		664
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.093%, VAR LIBOR+4.000%, 08/27/2025		217		217
VFH Parent LLC, Initial Term Loan, 1st Lien
3.093%, VAR LIBOR+3.000%, 03/01/2026		245		244
Virgin Media Bristol LLC, N Facility, 1st Lien
2.573%, VAR LIBOR+2.500%, 01/31/2028		935		926
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien
3.353%, VAR LIBOR+3.250%, 01/31/2029		590		589
Virgin Pulse, Inc., Initial Term Loan, 1st Lien
4.750%, 04/06/2028 (I)		950		949
Virtusa Corporation, Closing Date Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 02/11/2028		1,685		1,690
Whatabrands LLC, 2020 Refinancing Term Loan, 1st Lien
2.832%, VAR LIBOR+2.750%, 07/31/2026		156		155
WP CityMD Bidco LLC, First Amendment Refinancing Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 08/13/2026		760		761
WP CPP Holdings, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/30/2025		2		2

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
WP CPP Holdings, Term B Loan
4.750%, VAR LIBOR+3.750%, 04/30/2025 (J)	$	512	$	501
Total Loan Participations (Cost $113,606) ($ Thousands)				114,580
	Shares
COMMON STOCK — 11.4%
Communication Services — 1.3%
Activision Blizzard Inc		2,234		213
Alphabet Inc, Cl A *		883		2,156
Alphabet Inc, Cl C *		836		2,095
AT&T Inc		20,784		598
Charter Communications Inc, Cl A *		405		292
Comcast Corp, Cl A		13,469		768
Discovery Inc, Cl A *		459		14
Discovery Inc, Cl C *		914		27
DISH Network Corp, Cl A *		751		31
Electronic Arts Inc		818		118
Facebook Inc, Cl A *		7,042		2,448
Fox Corp		1,418		52
Interpublic Group of Cos Inc/The		1,182		39
Live Nation Entertainment Inc *		457		40
Lumen Technologies Inc		3,203		44
Netflix Inc *		1,291		682
News Corp, Cl A		1,127		29
News Corp, Cl B		450		11
Omnicom Group Inc		634		51
Take-Two Interactive Software Inc, Cl A *		338		60
T-Mobile US Inc *		1,735		251
Twitter Inc *		2,359		162
Verizon Communications Inc		12,069		676
ViacomCBS Inc, Cl B		1,835		83
Walt Disney Co/The		5,302		932
				11,872
Consumer Discretionary — 1.4%
Advance Auto Parts Inc		206		42
Amazon.com Inc, Cl A *		1,259		4,331
Aptiv PLC *		791		125
AutoZone Inc *		64		95
Best Buy Co Inc		697		80
Booking Holdings Inc *		121		265
BorgWarner Inc		797		39
Caesars Entertainment Inc *		630		65
CarMax Inc *		497		64
Carnival Corp *		2,211		58
Chipotle Mexican Grill Inc, Cl A *		85		132
Darden Restaurants Inc		370		54
Dollar General Corp		694		150

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dollar Tree Inc *		730	$	73
Domino’s Pizza Inc		115		54
DR Horton Inc		1,023		92
eBay Inc		1,839		129
Etsy Inc *		401		83
Expedia Group Inc *		437		72
Ford Motor Co *		11,442		170
Gap Inc/The		525		18
Garmin Ltd		422		61
General Motors Co *		3,657		216
Genuine Parts Co		408		52
Hanesbrands Inc		1,017		19
Hasbro Inc		409		39
Hilton Worldwide Holdings Inc *		811		98
Home Depot Inc/The		3,123		996
L Brands Inc		718		52
Las Vegas Sands Corp *		999		53
Leggett & Platt Inc		350		18
Lennar Corp, Cl A		843		84
LKQ Corp *		769		38
Lowe’s Cos Inc		2,077		403
Marriott International Inc/MD, Cl A *		754		103
McDonald’s Corp		2,170		501
MGM Resorts International		1,145		49
Mohawk Industries Inc *		176		34
Newell Brands Inc, Cl B		1,194		33
NIKE Inc, Cl B		3,700		572
Norwegian Cruise Line Holdings Ltd *		900		26
NVR Inc *		11		55
O’Reilly Automotive Inc *		210		119
Penn National Gaming Inc *		446		34
Pool Corp		130		60
PulteGroup Inc		777		42
PVH Corp *		198		21
Ralph Lauren Corp, Cl A		119		14
Ross Stores Inc		1,034		128
Royal Caribbean Cruises Ltd *		663		56
Starbucks Corp		3,419		382
Tapestry Inc *		857		37
Target Corp, Cl A		1,453		351
Tesla Inc *		2,264		1,539
TJX Cos Inc/The		3,464		234
Tractor Supply Co		332		62
Ulta Beauty Inc *		160		55
Under Armour Inc, Cl A *		727		15
Under Armour Inc, Cl C *		448		8
VF Corp		916		75
Whirlpool Corp		199		43
Wynn Resorts Ltd *		304		37

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Yum! Brands Inc		876	$	101
				13,106
Consumer Staples — 0.7%
Altria Group Inc		5,536		264
Archer-Daniels-Midland Co		1,581		96
Brown-Forman Corp, Cl B		499		37
Campbell Soup Co		549		25
Church & Dwight Co Inc		740		63
Clorox Co/The		382		69
Coca-Cola Co/The		11,305		612
Colgate-Palmolive Co		2,516		205
Conagra Brands Inc		1,486		54
Constellation Brands Inc, Cl A		496		116
Costco Wholesale Corp		1,288		510
Estee Lauder Cos Inc/The, Cl A		681		217
General Mills Inc		1,770		108
Hershey Co/The		455		79
Hormel Foods Corp		766		36
J M Smucker Co/The		322		42
Kellogg Co		706		45
Kimberly-Clark Corp		995		133
Kraft Heinz Co/The		1,961		80
Kroger Co/The		2,327		89
Lamb Weston Holdings Inc		468		38
McCormick & Co Inc/MD		753		66
Molson Coors Beverage Co, Cl B		580		31
Mondelez International Inc, Cl A		4,163		260
Monster Beverage Corp *		1,136		104
PepsiCo Inc		4,020		596
Philip Morris International Inc		4,529		449
Procter & Gamble Co/The		7,193		970
Sysco Corp, Cl A		1,450		113
Tyson Foods Inc, Cl A		891		66
Walgreens Boots Alliance Inc		2,035		107
Walmart Inc		4,039		569
				6,249
Energy — 0.3%
APA		1,082		23
Baker Hughes Co, Cl A		2,074		47
Cabot Oil & Gas Corp		1,207		21
Chevron Corp		5,628		589
ConocoPhillips		4,018		245
Devon Energy Corp		1,630		48
Diamondback Energy Inc, Cl A		524		49
EOG Resources Inc		1,714		143
Exxon Mobil Corp		12,353		779
Halliburton Co		2,507		58
Hess Corp		829		72
Kinder Morgan Inc		5,631		103
Marathon Oil Corp		2,288		31
Marathon Petroleum Corp		1,889		114

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NOV Inc *		1,125	$	17
Oasis Petroleum Inc		1		—
Occidental Petroleum Corp		2,328		73
ONEOK Inc		1,278		71
Phillips 66		1,306		112
Pioneer Natural Resources Co		637		104
Schlumberger NV, Cl A		4,076		131
Summit Midstream Partners *		7,560		230
Titan Energy LLC *		12,743		—
Valero Energy Corp		1,153		90
Williams Cos Inc/The		3,425		91
				3,241
Financials — 1.3%
Aflac Inc		1,868		100
Allstate Corp/The		878		115
American Express Co		1,928		319
American International Group Inc		2,598		124
Ameriprise Financial Inc		359		89
Aon PLC, Cl A		661		158
Arthur J Gallagher & Co		584		82
Aspect *		57		—
Assurant Inc		187		29
Bank of America Corp		22,186		915
Bank of New York Mellon Corp/The		2,340		120
Berkshire Hathaway Inc, Cl B *		5,578		1,550
BlackRock Inc		412		361
Capital One Financial Corp		1,360		210
Cboe Global Markets Inc		350		42
CBRE Group Inc, Cl A *		1,033		89
Charles Schwab Corp/The		4,423		322
Chubb Ltd		1,298		206
Cincinnati Financial Corp		441		51
Citigroup Inc		6,071		429
Citizens Financial Group Inc		1,240		57
CME Group Inc		1,066		227
Comerica Inc		388		28
Discover Financial Services		914		108
Everest Re Group Ltd		125		31
Fifth Third Bancorp		2,166		83
First Republic Bank/CA		524		98
Franklin Resources Inc		832		27
Globe Life Inc		309		29
Goldman Sachs Group Inc/The		999		379
Hartford Financial Services Group Inc/The		1,086		67
Huntington Bancshares Inc/OH		4,334		62
Intercontinental Exchange Inc		1,614		192
Invesco Ltd		1,059		28
JPMorgan Chase & Co		8,924		1,388
KeyCorp		2,907		60
Lincoln National Corp		602		38
Loews Corp		664		36
M&T Bank Corp		353		51

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MarketAxess Holdings Inc		114	$	53
Marsh & McLennan Cos Inc		1,464		206
MetLife Inc		2,213		132
Moody’s Corp		475		172
Morgan Stanley		4,359		400
MSCI Inc, Cl A		252		134
Nasdaq Inc, Cl A		327		58
Noble Corp *		7,982		200
Northern Trust Corp		634		73
People’s United Financial Inc		1,164		20
PNC Financial Services Group Inc/The		1,224		233
Principal Financial Group Inc, Cl A		806		51
Progressive Corp/The		1,731		170
Prudential Financial Inc		1,190		122
Raymond James Financial Inc		395		51
Regions Financial Corp		2,745		55
S&P Global Inc		710		291
State Street Corp		1,023		84
SVB Financial Group, Cl B *		151		84
Synchrony Financial		1,640		80
T Rowe Price Group Inc		649		129
Travelers Cos Inc/The		715		107
Truist Financial Corp		3,885		216
Unum Group		549		16
US Bancorp		3,944		225
W R Berkley Corp		448		33
Wells Fargo & Co		12,040		545
Willis Towers Watson PLC		364		84
Zions Bancorp NA		462		24
				12,348
Health Care — 1.5%
Abbott Laboratories		5,161		598
AbbVie Inc		5,146		580
ABIOMED Inc *		142		44
Agilent Technologies Inc		868		128
Alexion Pharmaceuticals Inc *		657		121
Align Technology Inc *		212		130
AmerisourceBergen Corp, Cl A		439		50
Amgen Inc, Cl A		1,678		409
Anthem Inc		729		278
Baxter International Inc		1,466		118
Becton Dickinson and Co		837		204
Biogen Inc *		446		155
Bio-Rad Laboratories Inc, Cl A *		66		43
Boston Scientific Corp *		4,068		174
Bristol-Myers Squibb Co		6,514		435
Cardinal Health Inc		873		50
Catalent Inc *		476		52
Centene Corp *		1,687		123
Cerner Corp		871		68
Charles River Laboratories International Inc *		150		56

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cigna Corp		1,008	$	239
Cooper Cos Inc/The, Cl A		146		58
CVS Health Corp		3,907		326
Danaher Corp, Cl A		1,844		495
DaVita Inc *		250		30
DENTSPLY SIRONA Inc		691		44
Dexcom Inc *		273		117
Edwards Lifesciences Corp, Cl A *		1,844		191
Eli Lilly and Co		2,316		532
Gilead Sciences Inc		3,702		255
HCA Healthcare Inc		775		160
Henry Schein Inc *		474		35
Hologic Inc *		733		49
Humana Inc		381		169
IDEXX Laboratories Inc *		249		157
Illumina Inc *		432		204
Incyte Corp *		608		51
Intuitive Surgical Inc *		348		320
IQVIA Holdings Inc *		557		135
Johnson & Johnson		7,736		1,274
Laboratory Corp of America Holdings *		296		82
McKesson Corp		457		87
Medtronic PLC		3,923		487
Merck & Co Inc		7,370		573
Mettler-Toledo International Inc *		68		94
Organon *		758		23
PerkinElmer Inc		365		56
Perrigo Co PLC		414		19
Pfizer Inc		16,261		637
Quest Diagnostics Inc		395		52
Regeneron Pharmaceuticals Inc *		308		172
ResMed Inc		411		101
STERIS PLC		287		59
Stryker Corp		964		250
Teleflex Inc		142		57
Thermo Fisher Scientific Inc		1,147		579
UnitedHealth Group Inc		2,763		1,106
Universal Health Services Inc, Cl B		241		35
Vertex Pharmaceuticals Inc *		768		155
Viatris Inc, Cl W *		3,381		48
Waters Corp *		177		61
West Pharmaceutical Services Inc		224		80
Zimmer Biomet Holdings Inc		622		100
Zoetis Inc, Cl A		1,373		256
				13,826
Industrials — 0.9%
3M Co		1,680		334
A O Smith Corp		402		29
Alaska Air Group Inc *		341		21
Allegion PLC		270		38
American Airlines Group Inc *		1,751		37
AMETEK Inc		710		95

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boeing Co/The *		1,594	$	382
Carrier Global Corp		2,316		113
Caterpillar Inc, Cl A		1,582		344
CH Robinson Worldwide Inc		444		42
Cintas Corp		268		102
Copart Inc *		624		82
CSX Corp		6,594		212
Cummins Inc		419		102
Deere & Co		908		320
Delta Air Lines Inc, Cl A *		1,968		85
Dover Corp		410		62
Eaton Corp PLC		1,176		174
Emerson Electric Co		1,773		171
Equifax Inc		368		88
Expeditors International of Washington Inc		478		60
Fastenal Co, Cl A		1,766		92
FedEx Corp		723		216
Fortive Corp		1,025		71
Fortune Brands Home & Security Inc		451		45
Generac Holdings Inc *		190		79
General Dynamics Corp		661		124
General Electric Co		25,434		342
Honeywell International Inc		2,023		444
Howmet Aerospace Inc		1,110		38
Huntington Ingalls Industries Inc, Cl A		119		25
IDEX Corp		214		47
IHS Markit Ltd		1,081		122
Illinois Tool Works Inc		854		191
Ingersoll Rand Inc *		1,127		55
Jacobs Engineering Group Inc		386		51
JB Hunt Transport Services Inc		276		45
Johnson Controls International PLC		2,118		145
Kansas City Southern		275		78
L3Harris Technologies Inc		598		129
Lockheed Martin Corp		727		275
Masco Corp		787		46
Nielsen Holdings PLC		1,058		26
Norfolk Southern Corp		747		198
Northrop Grumman Corp		440		160
Old Dominion Freight Line Inc, Cl A		290		74
Otis Worldwide Corp		1,185		97
PACCAR Inc		1,011		90
Parker-Hannifin Corp, Cl A		374		115
Pentair PLC		494		33
Quanta Services Inc		421		38
Raytheon Technologies Corp		4,414		377
Republic Services Inc		634		70
Robert Half International Inc		353		31
Rockwell Automation Inc		327		94
Rollins Inc		670		23
Roper Technologies Inc		306		144
Snap-on Inc		172		39

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Southwest Airlines Co, Cl A *		1,667	$	88
Stanley Black & Decker Inc		490		100
Teledyne Technologies Inc *		142		60
Textron Inc		694		48
Trane Technologies PLC		716		132
TransDigm Group Inc *		160		104
Union Pacific Corp		1,947		428
United Airlines Holdings Inc *		980		51
United Parcel Service Inc, Cl B		2,091		435
United Rentals Inc *		199		63
Verisk Analytics Inc, Cl A		473		83
Waste Management Inc		1,149		161
Westinghouse Air Brake Technologies Corp		487		40
WW Grainger Inc		125		55
Xylem Inc/NY		526		63
				9,073
Information Technology — 3.1%
Accenture PLC, Cl A		1,847		545
Adobe Inc *		1,399		819
Advanced Micro Devices Inc *		3,577		336
Akamai Technologies Inc *		483		56
Amphenol Corp, Cl A		1,758		120
Analog Devices Inc		1,091		188
ANSYS Inc *		269		93
Apple Inc		46,081		6,311
Applied Materials Inc		2,664		379
Arista Networks Inc *		154		56
Autodesk Inc, Cl A *		652		190
Automatic Data Processing Inc		1,261		251
Broadcom Inc		1,189		567
Broadridge Financial Solutions Inc		329		53
Cadence Design Systems Inc *		818		112
CDW Corp/DE		430		75
Cisco Systems Inc/Delaware		12,310		653
Citrix Systems Inc		397		47
Cognizant Technology Solutions Corp, Cl A		1,559		108
Corning Inc, Cl B		2,381		97
DXC Technology Co *		736		29
Enphase Energy Inc *		400		74
F5 Networks Inc, Cl A *		193		36
Fidelity National Information Services Inc, Cl B		1,831		259
Fiserv Inc, Cl A *		1,750		187
FleetCor Technologies Inc *		231		59
Fortinet Inc *		389		93
Gartner Inc *		250		61
Global Payments Inc		874		164
Hewlett Packard Enterprise Co		3,664		54
HP Inc		3,547		107
Intel Corp		11,850		665
International Business Machines Corp		2,595		380
Intuit Inc		795		390

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IPG Photonics Corp *		106	$	22
Jack Henry & Associates Inc		209		34
Juniper Networks Inc		1,052		29
Keysight Technologies Inc *		578		89
KLA Corp		455		148
Lam Research Corp		426		277
Leidos Holdings Inc		365		37
Mastercard Inc, Cl A		2,561		935
Maxim Integrated Products Inc		774		82
Microchip Technology Inc		766		115
Micron Technology Inc		3,297		280
Microsoft Corp		22,100		5,987
Monolithic Power Systems Inc		140		52
Motorola Solutions Inc		504		109
NetApp Inc		712		58
NortonLifeLock Inc		1,684		46
NVIDIA Corp		1,830		1,464
NXP Semiconductors NV		819		169
Oracle Corp, Cl B		5,394		420
Paychex Inc		906		97
Paycom Software Inc *		136		49
PayPal Holdings Inc *		3,451		1,006
PTC Inc *		300		42
Qlik *		3,600		—
Qlik, Cl A *(F)		56		57
Qlik, Cl B *		13,812		—
Qorvo Inc *		341		67
QUALCOMM Inc		3,304		472
salesforce.com Inc *		2,720		664
Seagate Technology Holdings		598		53
ServiceNow Inc *		579		318
Skyworks Solutions Inc		480		92
Synopsys Inc *		447		123
TE Connectivity Ltd		996		135
Teradyne Inc		490		66
Texas Instruments Inc		2,679		515
Trimble Inc *		800		66
Tyler Technologies Inc *		128		58
VeriSign Inc *		308		70
Visa Inc, Cl A		4,957		1,159
Western Digital Corp *		867		62
Western Union Co/The		1,292		30
Xilinx Inc		747		108
Zebra Technologies Corp, Cl A *		163		86
				29,362
Materials — 0.3%
Air Products and Chemicals Inc		655		188
Albemarle Corp		353		59
Amcor PLC		4,435		51
Arctic Canadian Diamond Company Ltd. *		824		—
Avery Dennison Corp		232		49
Ball Corp		1,021		83

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Celanese Corp, Cl A		340	$	52
CF Industries Holdings Inc		667		34
Corteva Inc		2,143		95
Dow Inc		2,194		139
DuPont de Nemours Inc		1,565		121
Eastman Chemical Co		442		52
Ecolab Inc		735		151
FMC Corp		357		39
Freeport-McMoRan Inc, Cl B		4,300		160
International Flavors & Fragrances Inc		765		114
International Paper Co		1,201		74
Linde PLC		1,520		439
LyondellBasell Industries NV, Cl A		784		81
Martin Marietta Materials Inc, Cl A		190		67
Mosaic Co/The		1,105		35
Newmont Corp		2,359		149
Nucor Corp		911		87
Packaging Corp of America		308		42
PPG Industries Inc		693		118
Sealed Air Corp		462		27
Sherwin-Williams Co/The, Cl A		710		193
Vulcan Materials Co		400		70
Westrock Co		863		46
				2,815
Real Estate — 0.3%
Alexandria Real Estate Equities Inc ‡		401		73
American Tower Corp, Cl A ‡		1,317		356
AvalonBay Communities Inc ‡		433		90
Boston Properties Inc ‡		415		48
Crown Castle International Corp ‡		1,281		250
Digital Realty Trust Inc, Cl A ‡		801		121
Duke Realty Corp ‡		1,052		50
Equinix Inc ‡		264		212
Equity Residential ‡		1,059		82
Essex Property Trust Inc ‡		195		58
Extra Space Storage Inc ‡		375		61
Federal Realty Investment Trust ‡		206		24
Healthpeak Properties Inc ‡		1,507		50
Host Hotels & Resorts Inc *‡		2,164		37
Iron Mountain Inc ‡		910		38
Kimco Realty Corp ‡		1,243		26
Mid-America Apartment Communities Inc ‡		323		54
Prologis Inc ‡		2,181		261
Public Storage ‡		433		130
Realty Income Corp ‡		1,065		71
Regency Centers Corp ‡		482		31
SBA Communications Corp, Cl A ‡		335		107
Simon Property Group Inc ‡		985		129
UDR Inc ‡		952		47
Ventas Inc ‡		1,058		60
Vornado Realty Trust ‡		469		22
Welltower Inc ‡		1,278		106

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Weyerhaeuser Co ‡		2,276	$	78
				2,672
Utilities — 0.3%
AES Corp/The		2,161		56
Alliant Energy Corp		686		38
Ameren Corp		758		61
American Electric Power Co Inc		1,442		122
American Water Works Co Inc		566		87
Atmos Energy Corp		402		39
CenterPoint Energy Inc		1,750		43
CMS Energy Corp		857		51
Consolidated Edison Inc		1,042		75
Dominion Energy Inc		2,315		170
DTE Energy Co		594		77
Duke Energy Corp		2,218		219
Edison International		1,089		63
Entergy Corp		603		60
Evergy Inc		631		38
Eversource Energy		1,050		84
Exelon Corp		2,939		130
FirstEnergy Corp		1,630		61
NextEra Energy Inc		5,696		417
NiSource Inc		1,208		29
NRG Energy Inc		813		33
Pinnacle West Capital Corp		349		29
PPL Corp		2,347		66
Public Service Enterprise Group Inc		1,470		88
Sempra Energy		906		120
Southern Co/The		3,040		184
WEC Energy Group Inc		980		87
Xcel Energy Inc		1,643		108
				2,635
Total Common Stock (Cost $47,533) ($ Thousands)				107,199
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITIES — 6.7%
Agency Mortgage-Backed Obligations — 1.2%
FHLMC REMIC CMO, Ser 2019-4905, Cl SA, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%, 08/25/2049	$	683		125
FHLMC REMIC CMO, Ser 2019-4936, Cl PS, IO
5.909%, VAR ICE LIBOR USD 1 Month+6.000%, 12/25/2049		14		2

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2019-4936, Cl ES, IO
5.909%, VAR ICE LIBOR USD 1 Month+6.000%,12/25/2049	$	12	$	2
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO
4.500%,06/25/2050		3,439		483
FHLMC REMIC CMO, Ser 2020-4991, Cl IE, IO
5.000%,07/25/2050		2,735		433
FHLMC REMIC CMO, Ser 2020-4998, Cl GI, IO
4.000%,08/25/2050		2,749		405
FHLMC REMIC CMO, Ser 2020-5009, Cl DI, IO
2.000%,09/25/2050		1,682		192
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%,09/25/2050		924		137
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%,08/25/2050		689		101
FHLMC Stacr Remic Trust, Ser 2017-HRP1, Cl B1
4.692%, VAR ICE LIBOR USD 1 Month+4.600%,12/25/2042		330		338
FHLMC Stacr Remic Trust, Ser 2020-DNA1, Cl B1
2.392%, VAR ICE LIBOR USD 1 Month+2.300%,01/25/2050 (A)		660		659
FHLMC Stacr Remic Trust, Ser 2020-DNA3, Cl B1
5.192%, VAR ICE LIBOR USD 1 Month+5.100%,06/25/2050 (A)		1,620		1,696
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2
2.318%, VAR SOFR30A+2.300%,08/25/2033 (A)		480		493
FNMA REMIC CMO, Ser 2012-115, Cl DS, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%,10/25/2042		367		75
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
5.509%, VAR ICE LIBOR USD 1 Month+5.600%,05/25/2045		532		88
FNMA REMIC CMO, Ser 2015-34, Cl LS, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%,06/25/2045		22		4
FNMA REMIC CMO, Ser 2016-69, Cl BS, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%,10/25/2046		17		3
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
6.059%, VAR ICE LIBOR USD 1 Month+6.150%,01/25/2048		1,606		281

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2017-69, Cl SG, IO
6.059%, VAR ICE LIBOR USD 1 Month+6.150%,09/25/2047	$	1,723	$	383
FNMA REMIC CMO, Ser 2017-86, Cl SB, IO
6.059%, VAR ICE LIBOR USD 1 Month+6.150%,11/25/2047		1,507		283
FNMA REMIC CMO, Ser 2019-81, Cl SD, IO
5.909%, VAR ICE LIBOR USD 1 Month+6.000%,01/25/2050		337		51
FNMA REMIC CMO, Ser 2020-45, Cl EI, IO
5.000%,07/25/2050		16		2
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%,09/25/2050		858		127
FNMA REMIC CMO, Ser 2020-60, Cl KI, IO
2.000%,09/25/2050		1,999		213
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%,06/25/2048		1,540		273
FNMA, Ser FN BL5547
2.680%,01/01/2035		100		109
FNMA, Ser FN BM6224
2.790%,01/01/2035 (I)		348		383
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
6.525%, VAR ICE LIBOR USD 1 Month+6.600%,01/16/2040		1,669		341
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
5.957%, VAR ICE LIBOR USD 1 Month+6.050%,08/20/2043		167		29
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.507%, VAR ICE LIBOR USD 1 Month+5.600%,08/20/2044		470		85
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%,08/20/2045		2,146		261
GNMA REMIC CMO, Ser 2015-168, Cl IP, IO
4.000%,11/20/2045		811		75
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%,10/20/2045		1,223		135
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%,06/20/2045		565		52
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
5.567%, VAR ICE LIBOR USD 1 Month+5.660%,07/20/2047		1,222		190
GNMA REMIC CMO, Ser 2018-105, Cl SC, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,08/20/2048		299		47
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,09/20/2048		749		143
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,09/20/2048		532		98
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,09/20/2048		2,262		446

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
6.057%, VAR ICE LIBOR USD 1 Month+6.150%,10/20/2048	$	748	$	131
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
6.057%, VAR ICE LIBOR USD 1 Month+6.150%,10/20/2048		484		69
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,05/20/2048		2,499		441
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
5.607%, VAR ICE LIBOR USD 1 Month+5.700%,01/20/2048		1,480		288
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
5.957%, VAR ICE LIBOR USD 1 Month+6.050%,01/20/2049		405		57
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
6.007%, VAR ICE LIBOR USD 1 Month+6.100%,09/20/2049		1,145		178
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
6.007%, VAR ICE LIBOR USD 1 Month+6.100%,09/20/2049		1,133		158
GNMA REMIC CMO, Ser 2019-128, Cl IO, IO
4.000%,10/20/2049		875		119
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%,10/20/2049		4,121		375
GNMA REMIC CMO, Ser 2019-4, Cl SJ, IO
5.957%, VAR ICE LIBOR USD 1 Month+6.050%,01/20/2049		790		122
GNMA REMIC CMO, Ser 2019-52, Cl SK, IO
5.904%, VAR ICE LIBOR USD 1 Month+6.050%,04/20/2049		1,014		135
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
5.904%, VAR ICE LIBOR USD 1 Month+6.050%,01/20/2049		309		49
GNMA REMIC CMO, Ser 2019-69, Cl S, IO
3.177%, VAR ICE LIBOR USD 1 Month+3.270%,06/20/2049		367		29
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
5.954%, VAR ICE LIBOR USD 1 Month+6.100%,06/20/2049		265		39
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%,06/20/2050		2,174		259
				11,692
Non-Agency Mortgage-Backed Obligations — 5.5%
Alternative Loan Trust, Ser 2005-81, Cl A1
0.652%, VAR ICE LIBOR USD 1 Month+0.560%,02/25/2037		600		526
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%,11/15/2052		870		944

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.196%,05/15/2052 (I)	$	10,900	$	708
BX Commercial Mortgage Trust, Ser 2018- BIOA, Cl D
1.394%, VAR ICE LIBOR USD 1 Month+1.321%,03/15/2037 (A)		650		651
BX Commercial Mortgage Trust, Ser 2019- IMC, Cl E
2.223%, VAR ICE LIBOR USD 1 Month+2.150%,04/15/2034 (A)		1,970		1,960
BX Trust, Ser 2018-GWMZ, Cl MC
5.561%, VAR ICE LIBOR USD 1 Month+5.488%,05/15/2037 (A)		1,100		1,010
Capmark Military Housing Trust, Ser 2007- AET2, Cl A
6.063%,10/10/2052 (A)		936		1,015
CFK Trust, Ser 2020-MF2, Cl E
3.573%,03/15/2039 (A)(I)		500		489
CGMS Commercial Mortgage Trust, Ser 2017-MDRA, Cl C
3.878%,07/10/2030 (A)(I)		1,620		1,605
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
4.442%, VAR ICE LIBOR USD 1 Month+4.350%,04/25/2031 (A)		460		477
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
4.192%, VAR ICE LIBOR USD 1 Month+4.100%,07/25/2039 (A)		640		651
Credit Suisse Mortgage Trust, Ser 2019- RIO, Cl B
8.000%,12/15/2021		1,440		1,370
CSMC Trust, Ser 2014-USA, Cl E
4.373%,09/15/2037 (A)		320		286
CSMC Trust, Ser 2017-RPL1, Cl M2
3.015%,07/25/2057 (A)(I)		1,190		1,144
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%,12/15/2041 (A)		950		1,008
CSWF, Ser 2018-TOP, Cl D
1.873%, VAR ICE LIBOR USD 1 Month+1.800%,08/15/2035 (A)		548		548
FNMA Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
3.642%, VAR ICE LIBOR USD 1 Month+3.550%,07/25/2030		570		584
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2
2.242%, VAR ICE LIBOR USD 1 Month+2.150%,10/25/2030		590		598

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2C
2.242%, VAR ICE LIBOR USD 1 Month+2.150%,10/25/2030	$	2,470	$	2,482
GS Mortgage Securities Trust, Ser 2017- STAY, Cl E
2.473%, VAR ICE LIBOR USD 1 Month+2.400%,07/15/2032 (A)		1,000		999
GS Mortgage Securities Trust, Ser 2018- SRP5, Cl C
5.731%,09/15/2031		1,970		631
GS Mortgage Securities Trust, Ser 2020- DUNE, Cl A
1.173%, VAR ICE LIBOR USD 1 Month+1.100%,12/15/2036 (A)		1,830		1,839
GS Mortgage Securities Trust, Ser 2020- DUNE, Cl F
3.323%, VAR ICE LIBOR USD 1 Month+3.250%,12/15/2036 (A)		595		575
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
0.333%, VAR ICE LIBOR USD 1 Month+0.240%,11/19/2036		1,990		1,839
Impac CMB Trust, Ser 2005-4, Cl 1M1
0.737%, VAR ICE LIBOR USD 1 Month+0.430%,05/25/2035		1,059		1,041
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl XCP, IO
2.052%,07/15/2034 (A)(I)		2,368		2
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl C
3.873%, VAR ICE LIBOR USD 1 Month+3.800%,07/15/2034 (A)		1,697		1,601
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
2.980%, VAR ICE LIBOR USD 1 Month+2.900%,07/05/2033 (A)		1,790		1,734
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl FFL
2.575%, VAR ICE LIBOR USD 1 Month+2.500%,01/16/2037 (A)		22		22
JPMorgan Chase Commercial Mortgage Securities, Ser 2019-BKWD, Cl E
2.673%, VAR ICE LIBOR USD 1 Month+2.600%,09/15/2029 (A)		1,730		1,710
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%,10/25/2066 (A)		660		663
Morgan Stanley Re-REMIC Trust, Ser 2010- R5, Cl 4B
1.204%,06/26/2036 (A)		289		266

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Motel 6 Trust, Ser 2017-MTL6, Cl F
4.323%, VAR ICE LIBOR USD 1 Month+4.250%,08/15/2034 (A)	$	1,204	$	1,207
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
3.342%, VAR ICE LIBOR USD 1 Month+3.250%,10/15/2049 (A)		530		537
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
3.842%, VAR ICE LIBOR USD 1 Month+3.750%,03/25/2050 (A)		480		500
Natixis Commercial Mortgage Securities Trust, Ser 2019-TRUE, Cl A
3.511%, VAR ICE LIBOR USD 1 Month+2.011%,04/18/2024 (A)		870		859
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
5.342%, VAR ICE LIBOR USD 1 Month+5.250%,05/25/2055 (A)		330		330
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.626%,05/25/2033 (I)		706		451
Nomura Resecuritization Trust, Ser 2015- 4R, Cl 5A1
1.153%, VAR ICE LIBOR USD 1 Month+0.430%,03/26/2036 (A)		448		451
PMT Credit Risk Transfer Trust, Ser 2019- 3R, Cl A
2.796%, VAR ICE LIBOR USD 1 Month+2.700%,10/27/2022 (A)		451		453
Radnor, Ser 2020-1, Cl M1C
1.842%, VAR ICE LIBOR USD 1 Month+1.750%,01/25/2030 (A)		1,830		1,789
RALI Series Trust, Ser 2006-QO2, Cl A2
0.632%, VAR ICE LIBOR USD 1 Month+0.540%,02/25/2046		1,373		417
RALI Series Trust, Ser 2007-QO2, Cl A1
0.242%, VAR ICE LIBOR USD 1 Month+0.150%,02/25/2047		922		467
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%,05/25/2057 (I)		1,720		1,787
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%,08/25/2057 (A)(I)		1,125		1,199
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%,02/25/2059 (A)(I)		1,720		1,814
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%,08/25/2059 (A)(I)		2,230		2,351

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%,11/25/2059 (A)(I)	$	830	$	876
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%,05/25/2060 (A)(I)		640		642
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.856%,07/05/2036 (A)(I)		885		850
Tharaldson Hotel Portfolio Trust, Ser 2018- THL, Cl F
4.183%, VAR ICE LIBOR USD 1 Month+4.102%,11/11/2034 (A)		583		556
Tharaldson Hotel Portfolio Trust, Ser 2018- THL, Cl E
3.410%, VAR ICE LIBOR USD 1 Month+3.330%,11/11/2034 (A)		1,742		1,712
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
2.492%,12/25/2036 (I)		762		725
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
2.634%,04/25/2036 (I)		612		605
				51,556
Total Mortgage-Backed Securities (Cost $62,472) ($ Thousands)				63,248
ASSET-BACKED SECURITIES — 4.1%
Automotive — 0.5%
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl C
3.150%, 03/20/2026 (A)		820		853
Hertz Vehicle Financing II, Ser 2015-3A, Cl C
4.440%, 09/25/2021 (A)		350		351
Hertz Vehicle Financing II, Ser 2016-2A, Cl C
4.990%, 03/25/2022 (A)		3,000		3,001
Hertz Vehicle Financing II, Ser 2018-1A, Cl D
5.860%, 02/25/2024 (A)		530		532
				4,737
Mortgage Related Securities — 0.3%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
1.080%, VAR ICE LIBOR USD 1 Month+0.930%, 11/25/2034		523		523
Asset Backed Securities Home Equity Loan Trust, Ser 2007-HE1, Cl A4
0.232%, VAR ICE LIBOR USD 1 Month+0.140%, 12/25/2036		1,388		1,357

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Option One Mortgage Loan Trust, Ser 2005- 3, Cl M4
1.022%, VAR ICE LIBOR USD 1 Month+0.930%, 08/25/2035	$	970	$	906
				2,786
Other Asset-Backed Securities — 3.3%
522 Funding CLO, Ser 2019-5A, Cl E
7.524%, VAR ICE LIBOR USD 3 Month+7.340%, 01/15/2033 (A)		250		249
Apidos CLO XXII, Ser 2020-22A, Cl DR
6.938%, VAR ICE LIBOR USD 3 Month+6.750%, 04/20/2031 (A)		1,380		1,377
Avery Point VI CLO, Ser 2018-6A, Cl DR
3.126%, VAR ICE LIBOR USD 3 Month+2.950%, 08/05/2027 (A)		610		609
Bain Capital Credit CLO, Ser 2021-1A, Cl D
3.095%, VAR ICE LIBOR USD 3 Month+2.910%, 04/18/2034 (A)		450		445
Benefit Street Partners CLO IV, Ser 2021- IVA, Cl CRRR
3.788%, VAR ICE LIBOR USD 3 Month+3.600%, 01/20/2032 (A)		340		342
BlueMountain CLO, Ser 2018-1A, Cl CR
2.038%, VAR ICE LIBOR USD 3 Month+1.850%, 04/20/2027 (A)		700		696
BlueMountain CLO, Ser 2018-2A, Cl AR2
1.205%, VAR ICE LIBOR USD 3 Month+1.050%, 11/20/2028 (A)		273		274
BlueMountain CLO, Ser 2018-2A, Cl ER
5.390%, VAR ICE LIBOR USD 3 Month+5.200%, 07/18/2027 (A)		1,000		970
Bristol Park CLO, Ser 2020-1A, Cl ER
7.184%, VAR ICE LIBOR USD 3 Month+7.000%, 04/15/2029 (A)		500		500
Canyon Capital CLO, Ser 2021-1A, Cl E
6.596%, VAR ICE LIBOR USD 3 Month+6.410%, 04/15/2034 (A)		280		278
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
1.206%, VAR ICE LIBOR USD 3 Month+1.050%, 05/15/2031 (A)		1,045		1,046
Carlyle US CLO, Ser 2017-1A, Cl A1B
1.418%, VAR ICE LIBOR USD 3 Month+1.230%, 04/20/2031 (A)		646		647
Cathedral Lake VI, Ser 2021-6A, Cl E
7.329%, VAR ICE LIBOR USD 3 Month+7.210%, 04/25/2034 (A)		300		292
Cathedral Lake VII, Ser 2021-7RA, Cl D
4.472%, VAR ICE LIBOR USD 3 Month+4.280%, 01/15/2032 (A)		700		703

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Catskill Park CLO, Ser 2017-1A, Cl D
6.188%, VAR ICE LIBOR USD 3 Month+6.000%, 04/20/2029 (A)	$	900	$	898
CIFC Funding, Ser 2021-4A, Cl D
2.994%, VAR ICE LIBOR USD 3 Month+2.900%, 07/15/2033 (A)		490		489
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021 *(A)(K)		3,000		1
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
0.352%, VAR ICE LIBOR USD 1 Month+0.260%, 12/25/2036		1,242		1,198
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
3.086%, VAR ICE LIBOR USD 3 Month+2.900%, 08/09/2024 (A)		970		935
Cumberland Park CLO, Ser 2018-2A, Cl DR
2.888%, VAR ICE LIBOR USD 3 Month+2.700%, 07/20/2028 (A)		500		502
Cumberland Park CLO, Ser 2018-2A, Cl ER
5.838%, VAR ICE LIBOR USD 3 Month+5.650%, 07/20/2028 (A)		600		599
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (A)		476		504
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
6.802%, VAR ICE LIBOR USD 3 Month+6.600%, 04/15/2034 (A)		770		764
Dryden XLIII Senior Loan Fund, Ser 2021- 43A, Cl ER3
6.588%, VAR ICE LIBOR USD 3 Month+6.400%, 04/20/2034 (A)		330		329
Educational Funding, Ser 2006-1A, Cl A3
0.526%, VAR ICE LIBOR USD 3 Month+0.350%, 04/25/2033 (A)		451		375
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
0.252%, VAR ICE LIBOR USD 1 Month+0.160%, 11/25/2036		1,188		1,173
Goldentree Loan Management US CLO VI, Ser 2019-6A, Cl E
5.408%, VAR ICE LIBOR USD 3 Month+5.220%, 01/20/2033 (A)		250		245
Golub Capital Partners CLO LIII, Ser 2021- 53A, Cl E
6.830%, VAR ICE LIBOR USD 3 Month+6.700%, 07/20/2034 (A)		410		409
Halsey Point CLO I, Ser 2019-1A, Cl F
8.388%, VAR ICE LIBOR USD 3 Month+8.200%, 01/20/2033 (A)		290		269
Hardee’s Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (A)		160		160

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
HGI CRE CLO, Ser 2021-FL1, Cl C
1.775%, VAR ICE LIBOR USD 1 Month+1.700%, 06/16/2036 (A)	$	330	$	330
Hildene Community Funding CDO, Ser 2020-1A, Cl AR
3.250%, 11/01/2035 (A)		250		248
LCM XXII, Ser 2018-22A, Cl DR
5.688%, VAR ICE LIBOR USD 3 Month+5.500%, 10/20/2028 (A)		350		333
Legacy Mortgage Asset Trust, Ser 2019- GS1, Cl A1
4.000%, 01/25/2059 (A)		444		445
Marathon, Ser 2005-2A
0.000%, 12/20/2019 *(A)(K)		750		–
Marathon, Ser 2019-2A, Cl BA
3.488%, VAR ICE LIBOR USD 3 Month+3.300%, 01/20/2033 (A)		330		330
Oaktree CLO, Ser 2019-1A, Cl D
3.984%, VAR ICE LIBOR USD 3 Month+3.800%, 04/22/2030 (A)		250		244
Ocean Trails CLO IX, Ser 2020-9A, Cl A1
2.054%, VAR ICE LIBOR USD 3 Month+1.870%, 10/15/2029 (A)		270		271
Ocean Trails CLO IX, Ser 2020-9A, Cl A2
2.454%, VAR ICE LIBOR USD 3 Month+2.270%, 10/15/2029 (A)		310		311
Ocean Trails CLO VI, Ser 2021-6A, Cl DRR
3.784%, VAR ICE LIBOR USD 3 Month+3.600%, 07/15/2028 (A)		340		340
OHA Loan Funding, Ser 2019-1A, Cl DR2
4.156%, VAR ICE LIBOR USD 3 Month+4.000%, 11/15/2032 (A)		250		251
OZLM VII, Ser 2018-7RA, Cl CR
3.190%, VAR ICE LIBOR USD 3 Month+3.000%, 07/17/2029 (A)		650		641
OZLM XI, Ser 2017-11A, Cl BR
2.486%, VAR ICE LIBOR USD 3 Month+2.300%, 10/30/2030 (A)		600		601
Parallel, Ser 2020-1A, Cl CR
2.188%, VAR ICE LIBOR USD 3 Month+2.000%, 07/20/2029 (A)		750		740
Popular ABS Mortgage Pass-Through Trust, Ser 2005-6, Cl A4
3.450%, 01/25/2036		295		296
Sculptor CLO XXVI, Ser 2021-26A, Cl E
0.133%, VAR ICE LIBOR USD 3 Month+7.250%, 07/20/2034 (A)		450		449
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053 (A)		690		687

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
0.720%, VAR ICE LIBOR USD 1 Month+0.570%, 10/25/2036 (A)	$	1,895	$	1,864
SUNNOVA HELIOS II, Ser 2019-AA, Cl C
5.320%, 06/20/2046 (A)		535		565
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055 (A)		414		441
Symphony CLO XIX, Ser 2018-19A, Cl E
5.384%, VAR ICE LIBOR USD 3 Month+5.200%, 04/16/2031 (A)		250		240
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059 (A)(I)		640		660
Venture XXXI CLO, Ser 2018-31A, Cl A1
1.218%, VAR ICE LIBOR USD 3 Month+1.030%, 04/20/2031 (A)		680		681
Voya CLO, Ser 2018-3A, Cl A1A
1.334%, VAR ICE LIBOR USD 3 Month+1.150%, 10/15/2031 (A)		750		750
Voya CLO, Ser 2021-3A, Cl DR
7.138%, VAR ICE LIBOR USD 3 Month+6.950%, 04/20/2034 (A)		260		259
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
0.232%, VAR ICE LIBOR USD 1 Month+0.140%, 07/25/2037 (A)		295		282
Whitehorse XII, Ser 2018-12A, Cl D
3.834%, VAR ICE LIBOR USD 3 Month+3.650%, 10/15/2031 (A)		250		245
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
4.350%, VAR ICE LIBOR USD 3 Month+4.200%, 07/15/2033 (A)		450		426
Zais CLO XIV, Ser 2020-16A, Cl D1
5.668%, VAR ICE LIBOR USD 3 Month+5.480%, 10/20/2031 (A)		250		251
				30,459
Total Asset-Backed Securities (Cost $41,896) ($ Thousands)				37,982
CONVERTIBLE BONDS — 0.5%
Alarm.com CV to 6.7939
0.000%, 01/15/2026 (A)(H)		57		52
Apollo Commercial Real Estate Finance CV to 50.226
4.750%, 08/23/2022		1,190		1,195
Blackline CV to 6.016
1.314%, 03/15/2026 (A)(H)		140		135
Cheesecake Factory CV to 12.755
0.375%, 06/15/2026		138		136

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 31

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Cheniere Energy CV to 7.2265
4.250%, 03/15/2045	$	1,500	$	1,263
DISH Network CV to 15.343
3.375%, 08/15/2026		610		623
DraftKings CV to 10.543
0.178%, 03/15/2028 (A)(H)		340		306
Gannett CV to 200
6.000%, 12/01/2027		240		263
Innovate Capital Pte CV to 209.9661
6.000%, 12/11/2024		72		19
Liberty Latin America CV to 48.4315
2.000%, 07/15/2024		270		275
NextEra Energy Partners CV to 11.049
0.188%, 06/15/2024 (A)(H)		160		159
Realogy Group CV to 40.840
0.250%, 06/15/2026 (A)		320		322
Spotify USA CV to 1.941
1.755%, 03/15/2026 (A)(H)		80		75
Twitter CV to 7.6905
0.000%, 03/15/2026 (A)(H)		210		200
Total Convertible Bonds (Cost $4,826) ($ Thousands)				5,023
	Shares
PREFERRED STOCK — 0.5%
Energy — 0.5%
MPLX, 6.500% *(C)(D)(F)		70,655		2,314
Targa Resources, 9.500% *		1,570		1,688
				4,002
Financials — 0.0%
B Riley Financial, 5.500%		8,400		211
Total Preferred Stock (Cost $4,155) ($ Thousands)				4,213
	Face Amount (Thousands)
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, GO
7.350%, 07/01/2035		225		291
Total Municipal Bond (Cost $250) ($ Thousands)				291

Description	Face Amount (Thousands)			Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 0.0%
U.S. Treasury Bonds
2.250%, 05/15/2041	$	40		$	42
U.S. Treasury Notes
1.625%, 05/15/2031		160			162
Total U.S. Treasury Obligations (Cost $201) ($ Thousands)					204
	Number of Warrants
WARRANTS — 0.0%
Noble Corp, Expires 02/05/2028
Strike Price $– *		5,574			52
Total Warrants (Cost $12) ($ Thousands)					52
Total Investments in Securities — 93.6% (Cost $805,449) ($ Thousands)				$	879,749
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (L) (Cost $440) ($ Thousands)		2,962,172		$	240
PURCHASED SWAPTIONS* — 0.0%
Total Purchased Swaptions (M) (Cost $70) ($ Thousands)		6,523,000		$	36
WRITTEN OPTIONS* — (0.3)%
Total Written Options (L) (Premiums Received $2,167) ($ Thousands)		(508	)	$	(2,528	)
WRITTEN SWAPTIONS* — 0.0%
Total Written Swaptions (M) (Premiums Received $76) ($ Thousands)		(13,047,000	)	$	(33	)

32 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

A list of the open exchange traded options contracts held by the Fund at June 30, 2021 is as follows:

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
July 2021, S&P 500 E-mini 3rd Week  Option*		54			$	125		$3,800.00		7/17/2021		$	6
September 2021, S&P 500 E-mini Option*		51				164		3,850.00		9/18/2021			83
September 2021, S&P 500 E-mini Option*		33				81		4,000.00		9/18/2021			79
September 2021, S&P 500 E-mini Option*		34				63		3,900.00		9/18/2021			63
						433							231
Call Options
USD Call/JPY Put*		2,962,000			$	7		115.20		11/20/2021			9
Total Purchased Options						440						$	240
WRITTEN OPTIONS — (0.3)%
Put Options
July 2021, S&P 500 E-mini 3rd Week Option*		(54	)		$	(61)		3,500.00		07/17/21		$	(2)
September 2021, S&P 500 E-mini Option*		(33	)			(49)		3,800.00		09/18/21			(47)
September 2021, S&P 500 E-mini Option*		(85	)			(128)		3,600.00		09/18/21			(76)
						(238)							(125)
Call Options
SPX US Index Option*		(166	)		$	(948)		4,250.00		07/17/21		$	(1,167)
SPX US Index Option*		(170	)			(981)		4,240.00		07/17/21			(1,236)
						(1,929)							(2,403)
Total Written Options						(2,167)						$	(2,528)

^††Represents Cost

A list of the open OTC swaption contracts held by the Fund at June 30, 2021 is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 0.0%
Call Swaptions
Swaption*		Bank of America Merrill Lynch		3,270,000			$109.50		08/21/2021	$	20
Put Swaptions
Swaption*		Bank of America Merrill Lynch		3,253,000			$109.00		08/21/2021		16
Total Purchased Swaptions				6,523,000						$	36
WRITTEN SWAPTIONS — 0.0%
Call Swaptions
Swaption*		Bank of America Merrill Lynch		(6,540,000	)		$110.00		08/21/2021	$	(21	)
Put Swaptions
Swaption*		Bank of America Merrill Lynch		(6,507,000	)		$106.50		08/21/2021		(12	)
Total Written Swaptions				(13,047,000	)					$	(33	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 33

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2021 is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
90-Day Euro$		198			Dec-2023	$	48,943		$	48,943		$	–
90-Day Euro$		(32	)		Dec-2021		(7,981	)		(7,984	)		(2	)
90 DAY EURO$		–			Dec-2011		–			–			–
Australian 10-Year Bond		21			Sep-2021		2,286			2,226			6
Euro-Bob		5			Sep-2021		817			795			1
Euro-Bund		(39	)		Sep-2021		(8,161	)		(7,983	)		(72	)
S&P 500 Index E-MINI		174			Sep-2021		36,842			37,311			469
U.S. 2-Year Treasury Note		–			Oct-2011		–			–			–
U.S. 2-Year Treasury Note		561			Oct-2021		123,790			123,600			(191	)
U.S. 5-Year Treasury Note		–			Sep-2011		–			–			–
U.S. 5-Year Treasury Note		(204	)		Oct-2021		(25,269	)		(25,180	)		89
U.S. 5-Year Treasury Note		(57	)		Oct-2021		(7,035	)		(7,035	)		(1	)
U.S. 10-Year Treasury Note		(154	)		Sep-2021		(20,353	)		(20,405	)		(52	)
U.S. 10-Year Treasury Note		–			Sep-2011		–			–			–
U.S. 10-Year Treasury Note		502			Sep-2021		66,216			66,515			299
U.S. Long Treasury Bond		150			Sep-2021		23,526			24,113			587
U.S. Ultra Long Treasury Bond		181			Sep-2021		33,484			34,876			1,393
U.S. Ultra Long Treasury Bond		–			Oct-2011		–			–			–
Ultra 10-Year U.S. Treasury Note		(76	)		Sep-2021		(10,979	)		(11,187	)		(209	)
						$	256,126		$	258,605		$	2,317

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Royal Bank of Canada		09/10/21	USD		1,206	EUR		1,009	$	(7	)
BNP Paribas		07/19/21	USD		680	EUR		570		(3	)
BNP Paribas		07/19/21	EUR		4,423	USD		5,293		46
BNYMellon		02/18/21	JPY		5,913	CAD		332,363		28
Brown Brothers Harriman		08/05/21	GBP		573	USD		813		23
Brown Brothers Harriman		09/10/21	EUR		24,120	USD		28,860		215
Citigroup		07/19/21	GBP		25	USD		35		—
Citigroup		07/19/21	USD		80	GBP		58		—
Citigroup		07/19/21	USD		1,046	MXN		21,331		23
Citigroup		07/19/21 - 09/10/21	USD		1,170	EUR		981		(6	)
Citigroup		07/19/21	EUR		1,800	USD		2,141		6
Citigroup		07/19/21	USD		2,027	RUB		158,460		137
Citigroup		07/19/21	USD		2,776	AUD		3,627		(53	)
Citigroup		07/19/21	USD		3,012	CAD		3,771		34
Citigroup		09/15/21	USD		2,667	CAD		3,282		(16	)
Citigroup		07/19/21	BRL		6,676	USD		1,192		(136	)
Citigroup		07/19/21 - 09/15/21	CAD		3,872	USD		3,204		77
Citigroup		07/19/21	CAD		3,140	USD		2,511		(25	)
Citigroup		07/19/21	MXN		6,200	USD		313		2
Citigroup		07/19/21	MXN		7,820	USD		392		—
Citigroup		07/19/21	RUB		330,600	USD		4,394		(119	)
Citigroup		09/15/21	EUR		2,104	NOK		21,429		(7	)
Citigroup		09/15/21	EUR		2,384	SEK		24,134		(6	)
Citigroup		09/15/21	NZD		3,067	USD		2,212		70

34 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank		09/15/21	SEK		23,643	USD		2,862	$	95
Goldman Sachs		07/19/21	USD		1,814	MXN		37,010		40
Goldman Sachs		07/19/21	USD		1,701	RUB		133,328		119
Goldman Sachs		07/19/21	USD		954	RUB		69,640		(3	)
Goldman Sachs		07/19/21	USD		839	CAD		1,040		1
Goldman Sachs		07/19/21	USD		2,164	CAD		2,656		(19	)
Goldman Sachs		07/19/21	GBP		540	USD		767		21
Goldman Sachs		07/19/21	GBP		2,749	USD		3,778		(20	)
Goldman Sachs		07/19/21	USD		250	GBP		182		1
Goldman Sachs		07/19/21	USD		3,361	GBP		2,375		(81	)
Goldman Sachs		07/19/21	CAD		1,678	USD		1,377		22
Goldman Sachs		07/19/21	CAD		2,780	USD		2,237		(9	)
Goldman Sachs		07/19/21	MXN		6,490	USD		327		2
Goldman Sachs		07/19/21	MXN		51,536	USD		2,549		(33	)
Goldman Sachs		07/19/21	JPY		150,630	USD		1,386		29
Goldman Sachs		07/19/21	RUB		55,250	USD		764		10
Goldman Sachs		07/19/21	RUB		168,700	USD		2,278		(26	)
Goldman Sachs		09/15/21	USD		2,167	NZD		3,084		(13	)
JPMorgan Chase Bank		07/15/21	SAR		14,390	USD		3,836		(1	)
JPMorgan Chase Bank		07/19/21	CAD		400	USD		328		5
JPMorgan Chase Bank		07/19/21	MXN		4,378	USD		219		(1	)
JPMorgan Chase Bank		07/19/21	RUB		26,093	USD		351		(6	)
JPMorgan Chase Bank		07/19/21	IDR		113,153,060	USD		7,707		(68	)
JPMorgan Chase Bank		08/05/21	GBP		813	USD		1,128		5
JPMorgan Chase Bank		09/15/21	USD		2,177	AUD		2,889		(8	)
JPMorgan Chase Bank		09/15/21	USD		5,203	EUR		4,268		(134	)
JPMorgan Chase Bank		09/15/21	NOK		21,541	USD		2,608		104
Morgan Stanley		07/19/21	USD		298	IDR		4,252,110		(5	)
Morgan Stanley		07/19/21	USD		509	GBP		360		(12	)
Morgan Stanley		07/19/21	EUR		1,030	USD		1,243		21
Morgan Stanley		07/19/21	AUD		1,390	USD		1,076		32
Morgan Stanley		07/19/21	USD		1,949	EUR		1,610		(39	)
Morgan Stanley		07/19/21	USD		825	AUD		1,100		1
Morgan Stanley		07/19/21	USD		1,322	AUD		1,720		(31	)
Morgan Stanley		07/19/21	USD		3,413	JPY		375,017		(33	)
Morgan Stanley		07/19/21	USD		3,673	MXN		74,740		73
Morgan Stanley		07/19/21	USD		3,494	CAD		4,335		7
Morgan Stanley		07/19/21	USD		574	CAD		700		(9	)
Morgan Stanley		07/19/21	USD		369	NOK		3,190		2
Morgan Stanley		07/19/21	USD		7,894	NOK		66,400		(176	)
Morgan Stanley		07/19/21	NOK		21,990	USD		2,645		89
Morgan Stanley		07/19/21	MXN		5,990	USD		303		2
Morgan Stanley		07/19/21	MXN		30,017	USD		1,497		(7	)
Morgan Stanley		07/19/21	JPY		224,390	USD		2,076		54
Standard Chartered		09/15/21	JPY		350,857	USD		3,167		3
									$	287

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 35

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2021 is as follows:

			Credit Default Swaps
														Net Unrealized
											Upfront Payments/			Appreciation
	Buy/Sell	(Pays)/	Payment		Notional Amount			Value			Receipts			(Depreciation)
Reference Entity/Obligation	Protection	Receives Rate	Frequency	Termination Date	(Thousands)			(Thousands)			(Thousands)			(Thousands)
CDS-DAIGR	Buy	1.00%	Quarterly	12/20/2024		1,290		$	(30	)	$	(19	)	$	(11	)
CDS-DAIGR	Sell	1.00%	Quarterly	12/20/2024		(1,290	)		26			10			16
CDS-DIS	Buy	1.00%	Quarterly	06/20/2026		660			(20	)		(19	)		(1	)
CDS-NFLX	Sell	5.00%	Quarterly	06/20/2026		(880	)		182			187			(5	)
CDS-NFLX	Sell	5.00%	Quarterly	06/20/2026		(440	)		91			94			(3	)
CDS-VIAC	Buy	1.00%	Quarterly	06/20/2026		660			(11	)		(10	)		(1	)
CDX.NA.HY.30	Sell	5.00%	Quarterly	06/20/2023		(15,916	)		1,034			479			555
CDX.NA.HY.34	Sell	5.00%	Quarterly	06/25/2025		(6,092	)		594			(187	)		781
CDX.NA.HY.36	Buy	5.00%	Quarterly	06/20/2026		3,853			(392	)		(312	)		(80	)
CDX.NA.IG.34	Sell	1.00%	Quarterly	06/20/2023		(7,300	)		109			71			38
CDX.NA.IG.34-V1	Sell	1.00%	Quarterly	06/20/2025		(26,200	)		534			314			220
ICE CD Boeing Company	Sell	1.00%	Quarterly	06/20/2024		(525	)		2			7			(5	)
ICE CD CDXIG	Sell	1.00%	Quarterly	12/20/2024		(2,375	)		47			43			4
ICE CD Chile	Sell	1.00%	Quarterly	06/20/2024		(410	)		8			8			–
ICE CD Columbia	Sell	1.00%	Quarterly	06/20/2024		(2,300	)		9			8			1
ICE CD General Electric Company	Sell	1.00%	Quarterly	06/20/2026		(1,175	)		15			19			(4	)
ICE CD Kingdom of Saudi Arabia	Sell	1.00%	Quarterly	06/20/2024		(5,490	)		128			33			95
ICE CD Mexico	Sell	1.00%	Quarterly	06/20/2024		(1,160	)		18			(9	)		27
ICE CD Peru	Sell	1.00%	Quarterly	12/20/2024		(980	)		16			15			1
ICE CD Philippines	Sell	1.00%	Quarterly	12/20/2023		(740	)		14			1			13
ICE CD Qatar	Sell	1.00%	Quarterly	06/20/2024		(400	)		10			6			4
ICE CD Qatar	Sell	1.00%	Quarterly	12/20/2024		(860	)		23			14			9
ICE CD Republic of Turkey	Sell	1.00%	Quarterly	06/20/2026		(290	)		(36	)		(41	)		5
ICE CD Transocean	Buy	1.00%	Quarterly	12/20/2022		235			21			28			(7	)
								$	2,392		$	740		$	1,652

Interest Rate Swaps
										Upfront			Net Unrealized
					Notional					Payments/			Appreciation
		Payment			Amount		Value			Receipts			(Depreciation)
Fund Pays	Fund Receives	Frequency	Termination Date	Currency	(Thousands)		(Thousands)			(Thousands)			(Thousands)
WIBR3M	PLN @ 0.25%	Annually	12/16/2021	PLN		22,350	$	–		$	–		$	–
GOLDMAN SACHS BANK USA INC (PA	USD-SOFRRATE	Annually	08/19/2045	USD		910		142			–			142
CITIGROUP GLOBAL MARKETS (PAS)	CMENA IR SWAP (SOFRRATE)	Annually	07/20/2045	USD		7,020		1,356			18			1,338
0.00	EUR006M	Semi-Annual	09/15/2041	EUR		500		57			58			(1	)
SONIO	0.25%	Annually	09/15/2031	GBP		590		38			41			(3	)
-0.25	EUR006M	Semi-Annual	09/15/2031	EUR		6,700		306			313			(7	)
MXN@ 6.86	MXIBTIIE	Monthly	09/03/2031	MXN		5,780		(5	)		(2	)		(3	)
-0.25	EUR006M	Semi-Annual	09/15/2028	EUR		4,580		66			61			5
8.49%	BZDIOVRA	Monthly	01/04/2027	BRL		5,425		–			(9	)		9
WIBR6M	1.75	Annually	09/15/2026	PLN		4,225		(13	)		(3	)		(10	)
5.80	JIBA3M	Quarterly	09/15/2026	ZAR		8,420		(9	)		–			(9	)
-0.50	EUR006M	Semi-Annual	09/15/2026	EUR		3,300		54			50			4
KWCDC	1.50%	Quarterly	09/15/2026	KRW		951,990		8			4			4
MXN@ 6.30	MXIBTIIE	Monthly	09/06/2026	MXN		5,820		(5	)		–			(5	)
USD - LIBOR - BBA	1.10%	Semi-Annual	12/18/2025	USD		17,937		(83	)		–			(83	)
0.75	WIBR6M	Semi-Annual	12/16/2025	PLN		4,500		(32	)		(1	)		(31	)
6.32%	BZDIOVRA	Monthly	01/02/2025	BRL		8,411		93			17			76
-0.50	EUR006M	Semi-Annual	09/15/2024	EUR		5,440		25			21			4
28-DAY MXN - TIIE	7.2%	Monthly	07/17/2024	MXP		365,383		468			–			468
BZDIOVRA	7.37%	Monthly	01/02/2024	BRL		8,850		14			8			6
BZDIOVRA	4.93%	Monthly	01/02/2024	BRL		3,450		(45	)		1			(46	)
WIBR6M	.843	Annually	09/15/2023	PLN		23,650		14			(1	)		15

36 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Interest Rate Swaps
												Upfront			Net Unrealized
							Notional					Payments/			Appreciation
		Payment					Amount		Value			Receipts			(Depreciation)
Fund Pays	Fund Receives	Frequency	Termination Date		Currency		(Thousands)		(Thousands)			(Thousands)			(Thousands)
EURO 6M	0.50	Semi-Annual		09/15/2023		EUR		3,550	$	(5	)	$	(4	)	$	(1	)
2.50%	CNY-CNREPOFIX	Quarterly		09/15/2023		CNY		9,735		(1	)		(1	)		–
KWCDC	1.25%	Quarterly		09/15/2023		KRW		12,129,460		35			10			25
5.60%	28 DAY MXN-TIIE	Monthly		09/13/2023		MXN		63,850		42			(1	)		43
5.80%	BZDIOVRA	Monthly		01/02/2023		BRL		11,150		39			10			29
BZDIOVRA	4.23%	Monthly		01/02/2023		BRL		4,470		(36	)		(1	)		(35	)
BZDIOVRA	3.39%	Monthly		01/03/2022		BRL		14,750		(32	)		–			(32	)
BZDIOVRA	4.12%	Monthly		01/03/2022		BRL		6,150		(9	)		14			(23	)
USD - LIBOR -BBA	1.60%	Quarterly		02/15/2047		USD		807		30			5			25
0.00	EUR006M	Semi-Annual		09/15/2051		EUR		400		66			68			(2	)
									$	2,578		$	676		$	1,902

A list of open OTC swap agreements held by the Fund at June 30, 2021 is as follows:

Interest Rate Swaps
																	Net Unrealized
										Notional					Upfront		Appreciation
						Termination				Amount		Value			Payments		(Depreciation)
Counterparty	Fund Pays	Fund Receives		Payment Frequency		Date		Currency		(Thousands)		(Thousands)			(Thousands)		(Thousands)
Citibank	1-DAY BRL - CETIP		0.07%		Annually		01/04/2027		BRL		3,600	$	(3	)	$	–	$	(3	)
Citibank	1-DAY BRL - CETIP		0.07%		Annually		01/04/2027		BRL		4,300		(3	)		2		(5	)
Citibank	1-DAY BRL - CETIP		0.07%		Annually		01/04/2027		BRL		4,628		(4	)		2		(6	)
Citibank	1-DAY BRL - CETIP		6.87%		Annually		01/04/2027		BRL		15,030		(35	)		–		(35	)
JPMorgan Chase	1-DAY BRL - CETIP		0.07%		Annually		01/04/2027		BRL		3,000		(2	)		–		(2	)
												$	(47	)	$	4	$	(51	)

Percentages are based on Net Assets of $939,701 ($ 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, 2021, the value of these securities amounted to $354,090 ($ Thousands), representing 37.7% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Securities considered illiquid. The total value of such securities as of June 30, 2021 was $7,242 ($ Thousands) and represented 0.8% of the Net Assets of the Fund.

(D) Perpetual security with no stated maturity date.

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

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

(G) Rate is negative due to the decrease in value of the foreign currency against the U.S. Dollar.

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

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

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

(K) Interest rate unavailable.

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

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

ABS — Asset-Backed Security

AUD — Australian Dollar

BBA — British Bankers’ Association

BRL — Brazilian Real

CAD — Canadian Dollar

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CV — Convertible Bond

DAC — Designated Activity Company

EUR — Euro

EURIBOR — Euro InterBank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand

OTC — Over-the-Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Pty — Proprietary

REMIC — Real Estate Mortgage Investment Conduit

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 37

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

RUB — Russian Ruble

SEK — Sweden

S&P— Standard & Poor’s

SAR— Saudi Riyal

Ser — Series

TIIE — Interbank Equilibrium Interest Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)(1)		Total ($)
Corporate Obligations		–			424,889			518		425,407
Sovereign Debt		–			121,550			–		121,550
Loan Participations		–			113,866			714		114,580
Common Stock		106,942			200			57		107,199
Mortgage-Backed Securities		–			63,248			–		63,248
Asset-Backed Securities		–			37,982			–		37,982
Convertible Bonds		–			5,023			–		5,023
Preferred Stock		–			1,899			2,314		4,213
Municipal Bond		–			291			–		291
U.S. Treasury Obligations		–			204			–		204
Warrants		–			52			–		52
Total Investments in Securities		106,942			769,204			3,603		879,749
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		240			–			–		240
Purchased Swaptions		–			36			–		36
Written Options		(2,528	)		–			–		(2,528	)
Written Swaptions		–			(33	)		–		(33	)
Futures Contracts*
Unrealized Appreciation		2,844			–			–		2,844
Unrealized Depreciation		(527	)		–			–		(527	)
Forwards Contracts*
Unrealized Appreciation		–			1,399			–		1,399
Unrealized Depreciation		–			(1,112	)		–		(1,112	)
OTC Swaps
Interest Rate Swaps*

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Unrealized Depreciation		–		(51	)		–		(51	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–		1,769			–		1,769
Unrealized Depreciation		–		(117	)		–		(117	)
Interest Rate Swaps*
Unrealized Appreciation		–		2,193			–		2,193
Unrealized Depreciation		–		(291	)		–		(291	)
Total Other Financial Instruments		29		3,793			–		3,822

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

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Common Stock		Investments in Preferred Stock
Balance as of October 1, 2020	$	–		$	232		$	57	$	–
Accrued discounts/premiums		–			(22	)		–		–
Realized gain/(loss)		–			2			–		–
Change in unrealized appreciation/ (depreciation)		(2	)		66			–		–
Purchases		520			754			–		–
Sales		–			(318	)		–		–
Net transfer into Level 3		–			–			–		2,314
Net transfer out of Level 3		–			–			–		–
Ending Balance as of June 30, 2021	$	518		$	714		$	57	$	2,314
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(2	)	$	66		$	–	$	–

For the period ended June 30, 2021, there were transfers into/out of Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

As of June 30, 2021, Multi-Asset Income Fund is the seller (“providing protection”) on a total notional amount of $82.1 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

Written Credit Derivative Contracts	Single Name Credit Default Swap				Credit Default Swap Index
Reference Asset	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives	$	17,128	$	189,100	$	–	$	2,617,219	$	2,823,447
Maximum potential amount of future payments		1,700,000		12,630,000		–		60,492,500		74,822,500
Recourse provisions with the third parties any amounts paid under the credit derivative (including any purchased credit protection)[1]		–		–		–		–		–
Collateral held by the Fund or other third parties which the Fund can obtain upon occurrence of triggering event		–		–		–		–		–

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

38 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Income Fund (Continued)

Maximum Potential Amount of Future Payments by Contract Term
	0-6 Months		6-12 Months		1-5 Years		5-10 Years		>10 Years		Total
Current credit spread* on underlying (in basis points)[1]
0-100	$	–	$	–	$	58,645,000	$	–	$	–	$	58,645,000
101-200		–		–		15,916,000		–		–		15,916,000
201-300		–		–		6,091,500		–		–		6,091,500
301-400		–		–		–		–		–		–
Greater than 400		–		–		–		1,400,000		–		1,400,000
Total	$	–	$	–	$	80,652,500	$	1,400,000	$	–	$	82,052,500

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 39

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
U.S. TREASURY OBLIGATIONS — 61.3%
U.S. Treasury Bills
0.090%, 07/08/2021 (A)(B)	$	1,000	$	1,000
0.034%, 08/19/2021 (A)(B)		21,850		21,849
0.030%, 11/18/2021 (A)(B)		1,000		1,000
0.025%, 07/22/2021 (A)(B)		900		900
0.020%, 09/14/2021 (A)(B)		300		300
0.013%, 08/12/2021 (A)(B)		19,000		18,999
0.012%, 08/26/2021 (A)(B)		19,750		19,748
0.009%, 09/09/2021 (A)(B)		19,750		19,748
U.S. Treasury Inflation Protected Securities
2.000%, 01/15/2026		13,980		16,447
0.625%, 04/15/2023		19,159		20,266
0.625%, 01/15/2024		22,387		24,110
0.625%, 01/15/2026		11,992		13,317
0.500%, 04/15/2024		6,327		6,819
0.375%, 07/15/2023		29,176		31,037
0.375%, 07/15/2025		51,054		56,054
0.375%, 01/15/2027		11,032		12,210
0.250%, 01/15/2025		40,308		43,624
0.125%, 01/15/2022		4,000		4,090
0.125%, 07/15/2022		33,522		34,740
0.125%, 01/15/2023		22,023		23,009
0.125%, 07/15/2024		7,670		8,248
0.125%, 10/15/2024		45,054		48,552
0.125%, 10/15/2025		30,789		33,504
0.125%, 07/15/2026		19,083		20,893
U.S. Treasury Notes
0.350%, VAR US Treasury 3 Month Bill Money Market Yield+0.300%, 10/31/2021 (A)		5,300		5,306
0.164%, VAR US Treasury 3 Month Bill Money Market Yield+0.114%, 04/30/2022 (A)		4,500		4,504
0.125%, 04/30/2023 (A)		400		399
0.105%, VAR US Treasury 3 Month Bill Money Market Yield+0.055%, 07/31/2022 (A)		7,600		7,604
0.105%, VAR US Treasury 3 Month Bill Money Market Yield+0.055%, 10/31/2022 (A)		2,900		2,902
0.099%, VAR US Treasury 3 Month Bill Money Market Yield+0.049%, 01/31/2023 (A)		3,800		3,801

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.084%, VAR US Treasury 3 Month Bill Money Market Yield+0.034%, 04/30/2023 (A)	$	7,000	$	7,000
Total U.S. Treasury Obligations (Cost $493,355) ($ Thousands)				511,980
	Shares
COMMON STOCK — 29.6%
Communication Services — 2.3%
Activision Blizzard Inc		4,547		434
Alphabet Inc, Cl A *		932		2,276
Alphabet Inc, Cl C *		942		2,361
Anterix Inc *		229		14
AT&T Inc		90,947		2,618
ATN International Inc		175		8
Cogent Communications Holdings Inc		800		62
Electronic Arts Inc		1,876		270
Facebook Inc, Cl A *		7,222		2,511
Iridium Communications Inc *		1,321		53
Liberty Media Corp-Liberty Braves *		700		19
Liberty Media Corp-Liberty Formula One, Cl C *		1,100		53
Live Nation Entertainment Inc *		800		70
Lumen Technologies Inc		12,471		169
Madison Square Garden Entertainment Corp *		378		32
Madison Square Garden Sports Corp *		173		30
Match Group Inc *		647		104
Netflix Inc *		2,532		1,337
Pinterest Inc, Cl A *		1,721		136
Roku Inc, Cl A *		651		299
Shenandoah Telecommunications Co		500		24
Spotify Technology SA *		917		253
Take-Two Interactive Software Inc, Cl A *		1,000		177
T-Mobile US Inc *		7,235		1,048
Twitter Inc *		2,187		151
Verizon Communications Inc		54,514		3,054
Walt Disney Co/The		10,867		1,910
Zillow Group Inc, Cl C *		500		61
Zynga Inc, Cl A *		3,891		41
				19,575
Consumer Staples — 7.3%
Albertsons Cos Inc		2,900		57
Altria Group Inc		48,231		2,300
Andersons Inc/The		1,700		52
Archer-Daniels-Midland Co		14,500		879
B&G Foods Inc, Cl A		1,029		34
BellRing Brands, Cl A *		800		25
Beyond Meat Inc *		1,400		221

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
BJ’s Wholesale Club Holdings Inc *		3,100	$	148
Boston Beer Co Inc/The, Cl A *		250		255
Brown-Forman Corp, Cl A		1,128		80
Brown-Forman Corp, Cl B		4,917		369
Bunge Ltd		3,636		284
Calavo Growers Inc		154		10
Cal-Maine Foods Inc		1,150		42
Campbell Soup Co		6,096		278
Casey’s General Stores Inc		697		136
Celsius Holdings Inc *		1,500		114
Central Garden & Pet Co, Cl A *		1,700		82
Church & Dwight Co Inc		6,779		578
Clorox Co/The		3,614		650
Coca-Cola Co/The		101,078		5,469
Coca-Cola Consolidated Inc		200		80
Colgate-Palmolive Co		21,823		1,775
Conagra Brands Inc		13,486		491
Constellation Brands Inc, Cl A		4,221		987
Costco Wholesale Corp		11,458		4,534
Coty Inc, Cl A *		5,365		50
Darling Ingredients Inc *		3,636		245
Edgewell Personal Care Co		634		28
Energizer Holdings Inc		2,113		91
Estee Lauder Cos Inc/The, Cl A		6,143		1,954
Flowers Foods Inc		5,007		121
Freshpet Inc *		800		130
General Mills Inc		16,295		993
Grocery Outlet Holding Corp *		2,000		69
Hain Celestial Group Inc/The *		2,234		90
Herbalife Nutrition Ltd *		2,408		127
Hershey Co/The		3,894		678
Hormel Foods Corp		8,239		393
Hostess Brands Inc, Cl A *		3,770		61
Ingredion Inc		1,982		179
Inter Parfums Inc		100		7
J & J Snack Foods Corp		227		40
J M Smucker Co/The		2,914		377
John B Sanfilippo & Son Inc		500		44
Kellogg Co		7,112		457
Keurig Dr Pepper Inc		16,546		583
Kimberly-Clark Corp		8,858		1,185
Kraft Heinz Co/The		16,618		678
Kroger Co/The		19,636		752
Lamb Weston Holdings Inc		4,305		347
Lancaster Colony Corp		550		106
McCormick & Co Inc/MD		6,846		605
Medifast Inc		354		100
Molson Coors Beverage Co, Cl B		4,474		240
Mondelez International Inc, Cl A		35,704		2,229
Monster Beverage Corp *		9,621		879
National Beverage Corp, Cl A		600		28
Nu Skin Enterprises Inc, Cl A		1,143		65

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
PepsiCo Inc		36,192	$	5,363
Performance Food Group Co *		3,195		155
Philip Morris International Inc		40,689		4,033
Pilgrim’s Pride Corp *		1,078		24
Post Holdings Inc *		1,872		203
Primo Water Corp		4,125		69
Procter & Gamble Co/The		64,714		8,732
Reynolds Consumer Products Inc		1,500		46
Sanderson Farms Inc		601		113
Seaboard Corp		7		27
Simply Good Foods Co/The *		1,900		69
Spectrum Brands Holdings Inc		1,066		91
Sprouts Farmers Market Inc *		3,028		75
Sysco Corp, Cl A		12,829		997
TreeHouse Foods Inc *		1,231		55
Tyson Foods Inc, Cl A		8,158		602
United Natural Foods Inc *		1,600		59
US Foods Holding Corp *		6,256		240
USANA Health Sciences Inc *		500		51
Vector Group Ltd		1,429		20
Walgreens Boots Alliance Inc		18,515		974
Walmart Inc		36,128		5,095
WD-40 Co		361		93
				61,047
Energy — 7.7%
Antero Midstream Corp		16,700		174
Antero Resources Corp *		10,847		163
APA		19,048		412
Arch Resources Inc *		1,200		68
Archrock Inc		9,200		82
Baker Hughes Co, Cl A		37,410		856
Brigham Minerals Inc, Cl A		1,383		29
Cabot Oil & Gas Corp		23,725		414
Cactus Inc, Cl A		2,400		88
ChampionX Corp *		9,938		255
Cheniere Energy Inc *		12,432		1,078
Chevron Corp		107,009		11,208
Cimarex Energy Co		5,289		383
Clean Energy Fuels Corp *		7,200		73
CNX Resources Corp *		12,060		165
ConocoPhillips		73,902		4,501
Continental Resources Inc/OK, Cl A		4,193		160
Delek US Holdings Inc		3,533		76
Devon Energy Corp		30,848		901
DHT Holdings Inc		3,000		20
Diamondback Energy Inc, Cl A		8,878		834
DMC Global Inc *		1,200		67
Dorian LPG Ltd		3,800		54
Dril-Quip Inc *		2,488		84
Energy Fuels Inc/Canada *		7,500		45
EOG Resources Inc		31,698		2,645

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
EQT Corp *		16,298	$	363
Equitrans Midstream Corp		22,222		189
Exxon Mobil Corp		234,769		14,809
Frank’s International *		13,200		40
Frontline Ltd		7,686		69
Golar LNG Ltd *		5,677		75
Green Plains Inc *		1,900		64
Halliburton Co		48,669		1,125
Helix Energy Solutions Group Inc *		6,312		36
Helmerich & Payne Inc		6,538		213
Hess Corp		15,120		1,320
HollyFrontier Corp		8,731		287
Kinder Morgan Inc		107,787		1,965
Kosmos Energy Ltd *		13,800		48
Liberty Oilfield Services Inc, Cl A *		4,870		69
Magnolia Oil & Gas Corp, Cl A		7,409		116
Marathon Oil Corp		40,562		553
Marathon Petroleum Corp		34,704		2,097
Matador Resources Co		5,400		194
Murphy Oil Corp		7,823		182
NexTier Oilfield Solutions Inc *		9,300		44
Nordic American Tankers Ltd		4,900		16
NOV Inc *		23,723		363
Occidental Petroleum Corp		44,809		1,401
Oceaneering International Inc, Cl A *		3,277		51
ONEOK Inc		25,154		1,400
Ovintiv Inc		12,570		396
Par Pacific Holdings Inc *		3,495		59
Patterson-UTI Energy Inc		11,759		117
PBF Energy Inc, Cl A *		5,520		85
PDC Energy Inc, Cl A		4,414		202
Phillips 66		24,674		2,118
Pioneer Natural Resources Co		10,972		1,783
ProPetro Holding Corp *		1,894		17
Range Resources Corp *		9,957		167
Renewable Energy Group Inc *		2,700		168
REX American Resources Corp *		307		28
Schlumberger NV, Cl A		78,298		2,506
Scorpio Tankers Inc		3,188		70
SFL Corp Ltd		5,683		44
SM Energy Co		4,400		108
Southwestern Energy Co *		39,622		225
Targa Resources Corp		12,059		536
Tellurian *		1,100		5
Transocean Ltd *		31,635		143
US Silica Holdings Inc *		4,400		51
Valero Energy Corp		21,947		1,714
Williams Cos Inc/The		66,344		1,761

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
World Fuel Services Corp		3,440	$	109
				64,336
Health Care — 5.8%
10X Genomics Inc, Cl A *		522		102
Abbott Laboratories		15,002		1,739
AbbVie Inc		14,991		1,689
ABIOMED Inc *		524		164
Acadia Healthcare Co Inc, Cl A *		1,266		79
ACADIA Pharmaceuticals Inc *		1,000		24
Acceleron Pharma Inc *		500		63
Adaptive Biotechnologies Corp *		1,146		47
Agilent Technologies Inc		2,698		399
Agios Pharmaceuticals Inc *		800		44
Alexion Pharmaceuticals Inc *		1,951		358
Align Technology Inc *		701		428
Allscripts Healthcare Solutions Inc *		1,658		31
Alnylam Pharmaceuticals Inc *		1,173		199
Amedisys Inc *		200		49
AmerisourceBergen Corp, Cl A		933		107
Amgen Inc, Cl A		5,280		1,287
Amicus Therapeutics Inc *		3,123		30
AMN Healthcare Services Inc *		700		68
Amphastar Pharmaceuticals Inc *		1,493		30
ANI Pharmaceuticals Inc *		300		11
Anthem Inc		2,083		795
Arena Pharmaceuticals Inc *		1,141		78
Arrowhead Pharmaceuticals Inc *		926		77
Avanos Medical Inc *		858		31
Avantor Inc *		4,106		146
Baxter International Inc		4,457		359
Becton Dickinson and Co		2,535		617
Biogen Inc *		1,392		482
Biohaven Pharmaceutical Holding Co Ltd *		600		58
BioMarin Pharmaceutical Inc *		1,643		137
Bio-Rad Laboratories Inc, Cl A *		202		130
Bio-Techne Corp		358		161
Bioxcel Therapeutics Inc *		1,100		32
Bluebird Bio Inc *		597		19
Blueprint Medicines Corp *		540		48
Boston Scientific Corp *		12,393		530
Bridgebio Pharma Inc *		1,050		64
Bristol-Myers Squibb Co		20,057		1,340
Bruker Corp		1,124		85
Cardinal Health Inc		2,475		141
Cardiovascular Systems Inc *		256		11
CareDx Inc *		700		64
Catalent Inc *		1,529		165
Centene Corp *		4,850		354
Cerner Corp		2,781		217
Change Healthcare Inc *		1,100		25

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Charles River Laboratories International Inc *		653	$	242
Chemed Corp		150		71
ChemoCentryx Inc *		900		12
Cigna Corp		2,921		692
CONMED Corp		400		55
Cooper Cos Inc/The, Cl A		472		187
CorVel Corp *		300		40
Covetrus Inc *		1,935		52
CVS Health Corp		11,078		924
Danaher Corp, Cl A		5,437		1,459
DaVita Inc *		658		79
Denali Therapeutics Inc *		800		63
DENTSPLY SIRONA Inc		1,904		120
Dexcom Inc *		917		392
Edwards Lifesciences Corp, Cl A *		6,941		719
Elanco Animal Health Inc *		4,300		149
Eli Lilly and Co		7,222		1,658
Emergent BioSolutions Inc *		700		44
Enanta Pharmaceuticals Inc *		1,100		48
Encompass Health Corp		1,078		84
Ensign Group Inc/The		379		33
Envista Holdings Corp *		1,700		73
Exact Sciences Corp *		1,239		154
Exelixis Inc *		2,304		42
Fate Therapeutics Inc *		800		69
FibroGen Inc *		1,486		40
Genprex Inc		4,900		16
Gilead Sciences Inc		11,194		771
Global Blood Therapeutics Inc *		800		28
Globus Medical Inc, Cl A *		900		70
Guardant Health Inc *		534		66
Haemonetics Corp *		628		42
Halozyme Therapeutics Inc *		1,268		58
HCA Healthcare Inc		2,159		446
Health Catalyst Inc *		1,000		56
HealthEquity Inc *		600		48
HealthStream Inc *		1,500		42
Henry Schein Inc *		1,103		82
Hill-Rom Holdings Inc		563		64
Hologic Inc *		2,517		168
Humana Inc		1,056		468
iBio *		39,000		59
ICU Medical Inc *		224		46
IDEXX Laboratories Inc *		716		452
Illumina Inc *		1,353		640
Incyte Corp *		1,943		163
Insmed Inc *		855		24
Inspire Medical Systems Inc *		300		58
Insulet Corp *		510		140
Integer Holdings Corp *		500		47
Integra LifeSciences Holdings Corp *		728		50

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Intuitive Surgical Inc *		1,063	$	978
Invitae Corp *		648		22
Ionis Pharmaceuticals Inc *		1,376		55
Iovance Biotherapeutics Inc *		1,500		39
IQVIA Holdings Inc *		1,782		432
iRhythm Technologies Inc *		200		13
Ironwood Pharmaceuticals Inc, Cl A *		2,400		31
Jazz Pharmaceuticals PLC *		629		112
Johnson & Johnson		22,569		3,718
Karuna Therapeutics Inc *		500		57
Kodiak Sciences Inc *		400		37
Laboratory Corp of America Holdings *		833		230
LHC Group Inc *		500		100
Ligand Pharmaceuticals Inc *		278		36
Luminex Corp		1,000		37
Masimo Corp *		492		119
McKesson Corp		1,239		237
Medpace Holdings Inc *		300		53
Merck & Co Inc		22,393		1,742
Merit Medical Systems Inc *		600		39
Mesa Laboratories Inc		102		28
Mettler-Toledo International Inc *		210		291
Mirati Therapeutics Inc *		366		59
Moderna Inc *		2,209		519
ModivCare Inc *		205		35
Molina Healthcare Inc *		638		161
Natera Inc *		641		73
Nektar Therapeutics, Cl A *		2,584		44
Neogen Corp, Cl B *		938		43
NeoGenomics Inc *		1,022		46
Neurocrine Biosciences Inc *		928		90
Nevro Corp *		200		33
NextGen Healthcare Inc *		3,016		50
Novavax Inc *		538		114
Novocure Ltd *		900		200
NuVasive Inc *		600		41
Oak Street Health Inc *		800		47
Omnicell Inc *		650		98
Organon *		2,239		68
Orthofix Medical Inc *		972		39
Pacific Biosciences of California Inc *		1,400		49
Pacira BioSciences Inc *		800		49
Patterson Cos Inc		777		24
Penumbra Inc *		250		69
PerkinElmer Inc		1,122		173
Pfizer Inc		47,635		1,865
PPD Inc *		2,100		97
PRA Health Sciences Inc *		698		115
Premier Inc, Cl A		600		21
PTC Therapeutics *		800		34
QIAGEN NV *		2,804		136
Quest Diagnostics Inc		933		123

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Quidel Corp *		200	$	26
Reata Pharmaceuticals Inc, Cl A *		300		42
Regeneron Pharmaceuticals Inc *		923		516
Repligen Corp *		588		117
ResMed Inc		1,314		324
Sage Therapeutics Inc *		897		51
Sarepta Therapeutics Inc *		609		47
Scholar Rock Holding Corp *		1,000		29
Seagen Inc *		1,052		166
Shockwave Medical Inc *		300		57
STAAR Surgical Co *		180		27
Stryker Corp		3,131		813
Supernus Pharmaceuticals Inc *		437		13
Syneos Health Inc, Cl A *		473		42
Tandem Diabetes Care Inc *		400		39
Teladoc Health Inc *		961		160
Teleflex Inc		392		158
Tenet Healthcare Corp *		1,100		74
TG Therapeutics Inc *		1,500		58
Thermo Fisher Scientific Inc		3,557		1,794
Turning Point Therapeutics Inc *		400		31
Twist Bioscience Corp *		400		53
Ultragenyx Pharmaceutical Inc *		476		45
United Therapeutics Corp *		461		83
UnitedHealth Group Inc		8,110		3,248
Universal Health Services Inc, Cl B		598		88
US Physical Therapy Inc		26		3
Veeva Systems Inc, Cl A *		1,170		364
Vertex Pharmaceuticals Inc *		2,328		469
Viatris Inc, Cl W *		8,940		128
Vir Biotechnology *		800		38
Waters Corp *		601		208
West Pharmaceutical Services Inc		570		205
Xencor Inc *		1,609		56
Zimmer Biomet Holdings Inc		1,846		297
Zoetis Inc, Cl A		4,243		791
				48,300
Information Technology — 2.1%
ACI Worldwide Inc *		592		22
Adobe Inc *		1,281		750
Amdocs Ltd		1,053		82
ANSYS Inc *		154		53
Aspen Technology Inc *		476		66
Autodesk Inc, Cl A *		463		135
Automatic Data Processing Inc		1,240		246
Avalara Inc *		300		49
Black Knight Inc *		400		31
Blackbaud Inc, Cl A *		100		8
Bottomline Technologies DE Inc *		717		27
Broadridge Financial Solutions Inc		400		65
Cadence Design Systems Inc *		982		134

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Cass Information Systems Inc		800	$	33
CDK Global Inc		1,165		58
Citrix Systems Inc		300		35
Cloudflare Inc, Cl A *		700		74
Cognizant Technology Solutions Corp, Cl A		1,745		121
Cognyte Software Ltd *		600		15
CommVault Systems Inc *		400		31
Coupa Software Inc *		200		52
Crowdstrike Holdings Inc, Cl A *		500		126
Datadog Inc, Cl A *		675		70
DocuSign Inc, Cl A *		500		140
Ebix Inc		100		3
EPAM Systems Inc *		102		52
Euronet Worldwide Inc *		127		17
Fastly Inc, Cl A *		600		36
Fidelity National Information Services Inc, Cl B		1,618		229
Fiserv Inc, Cl A *		1,600		171
Five9 Inc *		300		55
FleetCor Technologies Inc *		205		53
Fortinet Inc *		350		83
Gartner Inc *		500		121
Genpact Ltd		700		32
Global Payments Inc		962		180
Guidewire Software Inc, Cl Z *		500		56
HubSpot Inc *		100		58
International Business Machines Corp		2,750		403
Intuit Inc		873		428
Jack Henry & Associates Inc		351		57
Manhattan Associates Inc *		314		46
Mastercard Inc, Cl A		2,652		968
Microsoft Corp		21,684		5,874
MicroStrategy Inc, Cl A *		105		70
MongoDB Inc, Cl A *		200		72
NortonLifeLock Inc		1,406		38
Nuance Communications Inc *		1,126		61
Okta Inc, Cl A *		400		98
Oracle Corp, Cl B		5,396		420
PagerDuty Inc *		1,465		62
Palo Alto Networks Inc *		296		110
Paychex Inc		1,075		115
Paycom Software Inc *		51		19
PayPal Holdings Inc *		3,277		955
Pegasystems Inc		470		65
Proofpoint Inc *		100		17
PTC Inc *		600		85
QAD Inc, Cl A		677		59
Qualys Inc *		154		16
RingCentral Inc, Cl A *		200		58
salesforce.com Inc *		2,486		607
ServiceNow Inc *		512		281
Slack Technologies Inc, Cl A *		1,514		67

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Splunk Inc *		458	$	66
Square Inc, Cl A *		970		237
SS&C Technologies Holdings Inc		560		40
StoneCo Ltd, Cl A *		700		47
Synopsys Inc *		361		100
Teradata Corp *		1,200		60
Trade Desk Inc/The, Cl A *		2,000		155
Twilio Inc, Cl A *		500		197
Verint Systems Inc *		600		27
Visa Inc, Cl A		4,987		1,166
VMware Inc, Cl A *		120		19
Vonage Holdings Corp *		4,800		69
Western Union Co/The		605		14
WEX Inc *		200		39
Workday Inc, Cl A *		551		132
Zoom Video Communications Inc, Cl A *		552		214
Zscaler Inc *		300		65
				17,267
Real Estate — 3.0%
Acadia Realty Trust ‡		527		12
Agree Realty Corp ‡		900		63
Alexander & Baldwin Inc ‡		2,738		50
Alexandria Real Estate Equities Inc ‡		2,014		366
American Assets Trust Inc ‡		135		5
American Campus Communities Inc ‡		2,870		134
American Homes 4 Rent, Cl A ‡		5,494		213
American Tower Corp, Cl A ‡		7,427		2,006
Americold Realty Trust ‡		3,500		132
Apartment Income Corp ‡		2,522		120
Apartment Investment and Management Co, Cl A ‡		3,422		23
Apple Hospitality Inc ‡		6,014		92
AvalonBay Communities Inc ‡		2,553		533
Boston Properties Inc ‡		2,632		302
Brandywine Realty Trust ‡		1,921		26
Brixmor Property Group Inc ‡		5,385		123
Brookfield Property Inc, Cl A ‡		600		11
Camden Property Trust ‡		1,503		199
CareTrust Inc ‡		2,600		60
CBRE Group Inc, Cl A *		5,676		487
Columbia Property Trust Inc ‡		350		6
CoreSite Realty Corp ‡		586		79
Corporate Office Properties Trust ‡		1,815		51
Cousins Properties Inc ‡		2,828		104
Crown Castle International Corp ‡		7,004		1,367
CubeSmart ‡		3,381		157
CyrusOne Inc ‡		1,736		124
Digital Realty Trust Inc, Cl A ‡		4,757		716
DigitalBridge Group *‡		8,366		66
Douglas Emmett Inc ‡		2,869		96
Duke Realty Corp ‡		6,565		311

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
EastGroup Properties Inc ‡		817	$	134
Empire State Realty Trust Inc, Cl A ‡		5,128		62
EPR Properties, Cl A *‡		2,153		113
Equinix Inc ‡		1,568		1,258
Equity LifeStyle Properties Inc ‡		2,800		208
Equity Residential ‡		6,684		515
Essential Properties Realty Trust Inc ‡		1,802		49
Essex Property Trust Inc ‡		1,231		369
eXp World Holdings Inc ‡		1,900		74
Extra Space Storage Inc ‡		2,081		341
Federal Realty Investment Trust ‡		1,419		166
First Industrial Realty Trust Inc ‡		2,830		148
Forestar Group Inc *‡		2,200		46
Four Corners Property Trust Inc ‡		2,300		64
Franklin Street Properties Corp ‡		8,100		43
Gaming and Leisure Properties Inc ‡		3,901		181
Getty Realty Corp ‡		1,500		47
Global Net Lease Inc ‡		1,447		27
Healthcare Realty Trust Inc ‡		2,804		85
Healthcare Trust of America Inc, Cl A ‡		4,641		124
Healthpeak Properties Inc ‡		10,021		334
Highwoods Properties Inc ‡		2,151		97
Host Hotels & Resorts Inc *‡		11,488		196
Howard Hughes Corp/The *		1,109		108
Hudson Pacific Properties Inc ‡		2,482		69
Industrial Logistics Properties Trust ‡		1,400		37
Innovative Industrial Properties Inc, Cl A ‡		300		57
Invitation Homes Inc ‡		10,112		377
Iron Mountain Inc ‡		4,836		205
JBG SMITH Properties ‡		2,100		66
Jones Lang LaSalle Inc *		1,024		200
Kennedy-Wilson Holdings Inc		1,545		31
Kilroy Realty Corp ‡		1,928		134
Kimco Realty Corp ‡		6,927		144
Kite Realty Group Trust ‡		3,400		75
Lamar Advertising Co, Cl A ‡		1,684		176
Lexington Realty Trust, Cl B ‡		5,988		72
Life Storage Inc ‡		1,050		113
LTC Properties Inc ‡		285		11
Macerich Co/The ‡		1,197		22
Mack-Cali Realty Corp ‡		3,324		57
Marcus & Millichap Inc *‡		600		23
Medical Properties Trust Inc ‡		8,458		170
Mid-America Apartment Communities Inc ‡		1,819		306
Monmouth Real Estate Investment Corp, Cl A ‡		2,406		45
National Health Investors Inc ‡		941		63
National Retail Properties Inc ‡		3,300		155
National Storage Affiliates Trust ‡		2,043		103
Newmark Group Inc, Cl A		3,459		42
Office Properties Income Trust ‡		433		13
Omega Healthcare Investors Inc ‡		3,974		144

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Outfront Media Inc *‡		2,922	$	70
Paramount Group Inc ‡		1,707		17
Park Hotels & Resorts Inc *‡		4,754		98
Pebblebrook Hotel Trust ‡		2,977		70
Physicians Realty Trust ‡		3,578		66
Piedmont Office Realty Trust Inc, Cl A ‡		66		1
PotlatchDeltic Corp ‡		2,263		120
Prologis Inc ‡		12,595		1,506
PS Business Parks Inc ‡		302		45
Public Storage ‡		2,465		741
QTS Realty Trust Inc, Cl A ‡		502		39
Rayonier Inc ‡		3,008		108
Realty Income Corp ‡		6,869		458
Redfin Corp *‡		1,609		102
Regency Centers Corp ‡		3,549		227
Retail Opportunity Investments Corp ‡		1,900		34
Retail Properties of America Inc, Cl A ‡		2,190		25
Rexford Industrial Realty Inc ‡		2,128		121
RLJ Lodging Trust ‡		4,599		70
Ryman Hospitality Properties Inc *‡		1,072		85
Sabra Health Care Inc ‡		3,595		65
Saul Centers Inc ‡		834		38
SBA Communications Corp, Cl A ‡		1,875		598
Service Properties Trust ‡		2,918		37
Simon Property Group Inc ‡		5,931		774
SITE Centers Corp ‡		185		3
SL Green Realty ‡		1,753		140
Spirit Realty Capital Inc ‡		2,141		102
St Joe Co/The ‡		1,367		61
STAG Industrial Inc ‡		3,378		126
STORE Capital Corp ‡		5,355		185
Sun Communities Inc ‡		1,852		317
Sunstone Hotel Investors Inc *‡		6,306		78
Terreno Realty Corp ‡		1,178		76
UDR Inc ‡		5,388		264
Uniti Group Inc ‡		4,762		50
Universal Health Realty Income Trust ‡		400		25
Urban Edge Properties ‡		3,148		60
Ventas Inc ‡		6,483		370
VEREIT Inc ‡		4,024		185
VICI Properties Inc ‡		8,100		251
Vornado Realty Trust ‡		3,078		144
Washington Real Estate Investment Trust ‡		578		13
Weingarten Realty Investors ‡		962		31
Welltower Inc ‡		7,356		611
Weyerhaeuser Co ‡		13,292		458
WP Carey Inc ‡		3,079		230
Xenia Hotels & Resorts Inc *‡		2,300		43
				25,071
Utilities — 1.4%
AES Corp/The		8,142		212

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Alliant Energy Corp		2,728	$	152
Ameren Corp		3,154		252
American Electric Power Co Inc		5,979		506
American States Water Co		600		48
American Water Works Co Inc		1,959		302
Atmos Energy Corp		1,173		113
Avangrid Inc		300		15
Avista Corp		400		17
Black Hills Corp, Cl A		1,000		66
Brookfield Infrastructure, Cl A		655		49
Brookfield Renewable, Cl A		1,400		59
California Water Service Group, Cl A		400		22
CenterPoint Energy Inc		7,208		177
Chesapeake Utilities Corp		200		24
Clearway Energy Inc, Cl C		1,319		35
CMS Energy Corp		3,504		207
Consolidated Edison Inc		3,944		283
Dominion Energy Inc		9,907		729
DTE Energy Co		2,233		289
Duke Energy Corp		8,523		841
Edison International		4,180		242
Entergy Corp		2,293		229
Essential Utilities Inc		2,403		110
Evergy Inc		2,501		151
Eversource Energy		4,082		327
Exelon Corp		11,462		508
FirstEnergy Corp		5,822		217
Hawaiian Electric Industries Inc		1,328		56
IDACORP Inc, Cl A		800		78
MDU Resources Group Inc		3,045		95
Middlesex Water Co		800		65
National Fuel Gas Co		337		18
New Jersey Resources Corp		172		7
NextEra Energy Inc		22,744		1,667
NiSource Inc		4,246		104
NRG Energy Inc		2,105		85
OGE Energy Corp		1,715		58
ONE Gas Inc		494		37
Ormat Technologies Inc		400		28
PG&E Corp *		16,661		169
Pinnacle West Capital Corp		950		78
PNM Resources Inc		752		37
Portland General Electric Co		1,076		50
PPL Corp		7,616		213
Public Service Enterprise Group Inc		5,837		349
Sempra Energy		3,484		461
SJW Group		900		57
Southern Co/The		12,624		764
Southwest Gas Holdings Inc		376		25
Sunnova Energy International Inc *		1,100		41
UGI Corp		1,847		85
Unitil Corp		600		32

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value         ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		7,078	$	131
WEC Energy Group Inc		3,815		339
Xcel Energy Inc		6,174		407
				11,718
Total Common Stock (Cost $158,593) ($ Thousands)				247,314
	Face Amount     (Thousands)
CORPORATE OBLIGATIONS — 11.5%
Communication Services — 0.7%
AT&T
3.500%, 09/15/2053 (C)		466		468
Baidu
3.425%, 04/07/2030		201		217
Cable One
4.000%, 11/15/2030 (C)		387		388
CCO Holdings
5.000%, 02/01/2028 (C)		282		296
4.500%, 08/15/2030 (C)		63		66
4.500%, 06/01/2033 (C)		219		224
Lumen Technologies
4.500%, 01/15/2029 (C)		596		582
Netflix
5.875%, 11/15/2028		812		997
Sirius XM Radio
4.000%, 07/15/2028 (C)		565		582
T-Mobile USA
3.375%, 04/15/2029		73		75
2.875%, 02/15/2031		374		371
2.625%, 04/15/2026		186		190
2.625%, 02/15/2029		123		122
Weibo
3.375%, 07/08/2030		1,395		1,456
				6,034
Consumer Discretionary — 1.7%
1011778 BC ULC / New Red Finance Inc
3.500%, 02/15/2029 (C)		813		803
Advance Auto Parts
3.900%, 04/15/2030		922		1,028
Alibaba Group Holding
2.125%, 02/09/2031		1,209		1,188
Booking Holdings
4.625%, 04/13/2030		1,080		1,289
Clarios Global
4.375%, 05/15/2026 (C)	EUR	155		190
CSC Holdings
6.750%, 11/15/2021	$	160		163

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Expedia Group
6.250%, 05/01/2025 (C)	$	24	$	28
General Motors
6.800%, 10/01/2027		201		253
6.125%, 10/01/2025		145		172
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (C)		413		426
Harley-Davidson Financial Services
3.350%, 06/08/2025 (C)		1,308		1,399
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (C)		300		297
Las Vegas Sands
3.900%, 08/08/2029		722		769
Levi Strauss
3.500%, 03/01/2031 (C)		401		399
Marriott International
5.750%, 05/01/2025		68		78
Mattel
3.750%, 04/01/2029 (C)		339		353
3.375%, 04/01/2026 (C)		338		351
MDC Holdings
6.000%, 01/15/2043		389		501
MercadoLibre
2.375%, 01/14/2026		200		201
Newell Brands
4.875%, 06/01/2025		71		78
4.700%, 04/01/2026		289		322
Nissan Motor
4.345%, 09/17/2027 (C)		1,086		1,194
Ross Stores
4.700%, 04/15/2027		842		973
Royal Caribbean Cruises
11.500%, 06/01/2025 (C)		525		605
10.875%, 06/01/2023 (C)		292		332
Time Warner Cable
4.500%, 09/15/2042		330		367
Wynn Macau
5.625%, 08/26/2028 (C)		348		363
				14,122
Consumer Staples — 1.0%
Albertsons
3.500%, 03/15/2029 (C)		408		403
Altria Group
4.800%, 02/14/2029		167		194
3.400%, 05/06/2030		745		786
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		755		1,038
BAT Capital
4.700%, 04/02/2027		475		537
2.726%, 03/25/2031		521		514
2.259%, 03/25/2028		1,337		1,327

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BRF GmbH
4.350%, 09/29/2026	$	299	$	314
Cencosud
5.150%, 02/12/2025		724		800
InRetail Consumer
3.250%, 03/22/2028 (C)		321		317
Natura Cosmeticos
4.125%, 05/03/2028 (C)		322		330
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (C)(D)		660		7
				6,567
Corporate Obligation — 0.1%
BNP Paribas
2.871%, VAR United States Secured Overnight Financing Rate+1.387%, 04/19/2032 (C)		806		828
UniCredit
3.127%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.550%, 06/03/2032 (C)		201		201
				1,029
Energy — 1.2%
BP Capital Markets America
2.939%, 06/04/2051		1,261		1,207
Cenovus Energy
5.375%, 07/15/2025		248		284
4.400%, 04/15/2029		1,334		1,508
4.250%, 04/15/2027		52		58
Chevron USA
5.250%, 11/15/2043		593		806
Enbridge Energy Partners
7.375%, 10/15/2045		688		1,080
Energy Transfer
6.250%, 04/15/2049		413		542
Eni
4.250%, 05/09/2029 (C)		900		1,024
Marathon Petroleum
6.500%, 03/01/2041		175		243
5.125%, 12/15/2026		227		267
Oleoducto Central
4.000%, 07/14/2027 (C)		438		452
ONEOK
6.350%, 01/15/2031		128		166
5.200%, 07/15/2048		63		77
Petroleos Mexicanos
6.840%, 01/23/2030		110		113
Petroleos Mexicanos MTN
6.750%, 09/21/2047		380		336
Tengizchevroil Finance International
3.250%, 08/15/2030 (C)		262		267

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TransCanada PipeLines
6.100%, 06/01/2040	$	915	$	1,256
Transocean Poseidon
6.875%, 02/01/2027 (C)		294		295
				9,981
Financials — 4.2%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		269		302
Aircastle
5.250%, 08/11/2025 (C)		456		512
5.000%, 04/01/2023		37		39
4.400%, 09/25/2023		454		486
4.250%, 06/15/2026		62		67
4.125%, 05/01/2024		181		193
2.850%, 01/26/2028 (C)		904		908
Alleghany
3.625%, 05/15/2030		931		1,027
American Express
3.584%, VAR ICE LIBOR USD 3 Month+3.428%(E)		66		66
3.404%, VAR ICE LIBOR USD 3 Month+3.285%(E)		521		522
Aviation Capital Group
5.500%, 12/15/2024 (C)		455		514
4.875%, 10/01/2025 (C)		182		202
4.375%, 01/30/2024 (C)		161		173
4.125%, 08/01/2025 (C)		6		6
3.875%, 05/01/2023 (C)		395		414
3.500%, 11/01/2027 (C)		165		173
2.875%, 01/20/2022 (C)		75		76
1.950%, 01/30/2026 (C)		442		442
Banco de Credito del Peru MTN
3.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 07/01/2030 (C)		755		751
Banco Santander
5.179%, 11/19/2025		1,200		1,371
Bank of America
6.500%, VAR ICE LIBOR USD 3 Month+4.174%(E)		362		410
6.300%, VAR ICE LIBOR USD 3 Month+4.553%(E)		233		269
Bank of America MTN
3.124%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		1,200		1,218
Bank of New York Mellon
4.700%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.358%(E)		203		222

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Capital One Financial
3.935%, VAR ICE LIBOR USD 3 Month+3.800%(E)	$	855	$	858
CDBL Funding 1 MTN
3.500%, 10/24/2027		620		655
Charles Schwab
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971%(E)		409		452
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.168%(E)		756		788
CITIC MTN
2.850%, 02/25/2030		343		349
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(E)		311		327
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/2029		334		379
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.597%(E)		359		371
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/2030		227		257
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.598%(C)(E)		200		222
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%(E)		645		701
6.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.822%(C)(E)		365		407
4.194%, VAR United States Secured Overnight Financing Rate+3.730%, 04/01/2031 (C)		427		480
3.091%, VAR United States Secured Overnight Financing Rate+1.730%, 05/14/2032 (C)		798		822
Deutsche Bank NY
3.961%, VAR United States Secured Overnight Financing Rate+2.581%, 11/26/2025		315		341
2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026		347		352
Discover Bank
4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028		475		505
Discover Financial Services
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.783%(E)		1,308		1,468

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fifth Third Bancorp
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.215%(E)	$	247	$	268
Goldman Sachs Group
2.615%, VAR United States Secured Overnight Financing Rate+1.281%, 04/22/2032		805		822
Guardian Life Insurance of America
4.850%, 01/24/2077 (C)		145		186
HSBC Holdings
4.292%, VAR ICE LIBOR USD 3 Month+1.348%, 09/12/2026		261		291
4.041%, VAR ICE LIBOR USD 3 Month+1.546%, 03/13/2028		552		612
Huarong Finance II MTN
5.500%, 01/16/2025		1,013		750
ING Groep
1.726%, VAR United States Secured Overnight Financing Rate+1.005%, 04/01/2027		1,191		1,201
JPMorgan Chase
3.656%, VAR ICE LIBOR USD 3 Month+3.470%(E)		349		350
2.580%, VAR United States Secured Overnight Financing Rate+1.250%, 04/22/2032		805		826
JPMorgan Chase & Co
3.976%, VAR ICE LIBOR USD 3 Month+3.800%(E)		289		290
3.465%, VAR ICE LIBOR USD 3 Month+3.320%(E)		171		171
Lincoln National
4.200%, 03/15/2022		355		365
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (C)		275		283
Morgan Stanley
3.794%, VAR ICE LIBOR USD 3 Month+3.610%(E)		84		84
Natwest Group
8.625%, VAR USD Swap Semi 30/360 5 Yr Curr+7.598%(E)		425		428
2.467%, VAR ICE LIBOR USD 3 Month+2.320%(E)		600		595
Navient MTN
7.250%, 01/25/2022		52		54
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (C)		240		25
Santander Holdings USA
4.400%, 07/13/2027		405		455
SLM
4.200%, 10/29/2025		699		751

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Standard Chartered
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.723%(C)(E)	$	200	$	218
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+6.301%(E)		412		429
1.696%, VAR ICE LIBOR USD 3 Month+1.510%(C)(E)		400		386
Standard Chartered MTN
4.300%, 02/19/2027 (C)		475		520
Swiss Re Finance Luxembourg
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.582%, 04/02/2049		200		228
Synchrony Financial
4.500%, 07/23/2025		945		1,057
Truist Financial
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.349%(E)		829		932
UBS Group
7.125%, VAR USSW5YF+5.883%(E)		606		609
UniCredit
2.569%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.300%, 09/22/2026 (C)		517		524
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month+2.914%(E)		474		534
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month+3.580%, 05/15/2053		258		276
Wells Fargo
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.453%(E)		327		339
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		433		450
				35,406
Health Care — 0.2%
Centene
4.250%, 12/15/2027		146		154
Cigna
4.375%, 10/15/2028		382		444
Jazz Securities DAC
4.375%, 01/15/2029 (C)		200		208
Takeda Pharmaceutical
4.400%, 11/26/2023		820		890
				1,696

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 0.7%
AerCap Ireland Capital DAC
6.500%, 07/15/2025	$	190	$	223
4.450%, 04/03/2026		173		190
Air Lease
3.625%, 04/01/2027		40		43
Air Lease MTN
2.875%, 01/15/2026		170		179
Alfa
5.250%, 03/25/2024 (C)		660		719
Allison Transmission
3.750%, 01/30/2031 (C)		605		595
Delta Air Lines
4.750%, 10/20/2028 (C)		475		528
4.500%, 10/20/2025 (C)		409		440
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (C)		236		270
5.400%, 02/01/2027		670		714
ENA Master Trust
4.000%, 05/19/2048 (C)		272		273
GE Capital European Funding Unlimited MTN
4.625%, 02/22/2027	EUR	150		220
GFL Environmental
3.500%, 09/01/2028 (C)	$	610		608
IHS Markit
4.750%, 08/01/2028		35		41
4.250%, 05/01/2029		166		192
Lima Metro Line 2 Finance
5.875%, 07/05/2034		231		269
4.350%, 04/05/2036 (C)		225		233
Odebrecht Holdco Finance
3.431%, 09/10/2058 (B)(C)		294		3
TransDigm
6.250%, 03/15/2026 (C)		405		427
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		150
				6,317
Information Technology — 0.8%
Broadcom
5.000%, 04/15/2030		243		286
4.150%, 11/15/2030		855		959
4.110%, 09/15/2028		688		774
3.500%, 01/15/2028		161		177
Infor
1.750%, 07/15/2025 (C)		340		347
Micron Technology
4.185%, 02/15/2027		1,182		1,333
Prosus
3.680%, 01/21/2030 (C)		569		608

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SK Hynix
2.375%, 01/19/2031 (C)	$	290	$	282
Tencent Holdings MTN
3.240%, 06/03/2050 (C)		439		430
2.390%, 06/03/2030		320		319
1.810%, 01/26/2026 (C)		649		659
				6,174
Materials — 0.5%
Alpek
4.250%, 09/18/2029 (C)		203		220
3.250%, 02/25/2031 (C)		483		489
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (C)		538		537
Axalta Coating Systems
3.375%, 02/15/2029 (C)		648		633
Cemex
3.875%, 07/11/2031 (C)		610		620
CSN Resources
4.625%, 06/10/2031 (C)		291		297
GUSAP III
4.250%, 01/21/2030 (C)		675		730
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (C)		342		377
Industrias Penoles
4.750%, 08/06/2050 (C)		295		317
INEOS Quattro Finance 2
2.500%, 01/15/2026 (C)	EUR	333		398
Ingevity
3.875%, 11/01/2028 (C)	$	537		533
Inversiones CMPC
4.375%, 05/15/2023		389		408
Suzano Austria GmbH
3.750%, 01/15/2031		173		182
Volcan Cia Minera SAA
4.375%, 02/11/2026 (C)		170		168
				5,909
Real Estate — 0.0%
Host Hotels & Resorts
3.750%, 10/15/2023		16		17
Vornado Realty
2.150%, 06/01/2026		403		408
				425
Utilities — 0.4%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (C)		304		318
Chile Electricity PEC
2.969%, 01/25/2028 (B)(C)		523		425
Comision Federal de Electricidad
3.348%, 02/09/2031 (C)		687		682

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Engie Energia Chile
3.400%, 01/28/2030	$	390	$	400
Terraform Global Operating
6.125%, 03/01/2026 (C)		74		76
Vistra Operations
4.375%, 05/01/2029 (C)		605		608
				2,509
Total Corporate Obligations (Cost $93,247) ($ Thousands)				96,169
MORTGAGE-BACKED SECURITIES — 9.4%
Agency Mortgage-Backed Obligations — 2.0%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
6.077%, VAR ICE LIBOR USD 1 Month+6.150%,06/15/2047		1,585		382
FHLMC CMO, Ser 2020-4976, Cl MI, IO
4.500%,05/25/2050		113		19
FHLMC CMO, Ser 2020-4981, Cl HS, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%,06/25/2050		3,816		681
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%,09/25/2050		2,213		386
FNMA CMO, Ser 2011-131, Cl ST, IO
6.449%, VAR ICE LIBOR USD 1 Month+6.540%,12/25/2041		796		169
FNMA CMO, Ser 2014-17, Cl SA, IO
5.959%, VAR ICE LIBOR USD 1 Month+6.050%,04/25/2044		2,003		499
FNMA CMO, Ser 2014-78, Cl SE, IO
6.009%, VAR ICE LIBOR USD 1 Month+6.100%,12/25/2044		1,240		245
FNMA CMO, Ser 2016-77, Cl DS, IO
5.909%, VAR ICE LIBOR USD 1 Month+6.000%,10/25/2046		1,252		247
FNMA CMO, Ser 2017-62, Cl AS, IO
6.059%, VAR ICE LIBOR USD 1 Month+6.150%,08/25/2047		1,474		307
FNMA CMO, Ser 2017-81, Cl SA, IO
6.109%, VAR ICE LIBOR USD 1 Month+6.200%,10/25/2047		1,611		381
FNMA CMO, Ser 2017-97, Cl LS, IO
6.109%, VAR ICE LIBOR USD 1 Month+6.200%,12/25/2047		1,829		461
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%,12/25/2050		4,680		743
FNMA TBA
2.500%,07/25/2043		11,616		12,014

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-122, Cl SA, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,08/20/2047	$	1,052	$	231
GNMA CMO, Ser 2017-134, Cl SE, IO
6.107%, VAR ICE LIBOR USD 1 Month+6.200%,09/20/2047		982		192
				16,957
Non-Agency Mortgage-Backed Obligations — 7.4%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%,07/25/2035		57		51
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%,08/25/2036		241		188
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%,10/25/2036		212		158
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%,02/25/2036		131		119
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.073%, VAR ICE LIBOR USD 1 Month+1.000%,06/15/2035 (C)		1,000		1,001
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%,03/10/2037 (C)(F)		365		334
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.073%, VAR ICE LIBOR USD 1 Month+1.000%,11/15/2033 (C)		1,610		1,575
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
2.213%, VAR ICE LIBOR USD 1 Month+2.140%,10/15/2037 (C)		779		786
Bellemeade Re, Ser 2018-3A, Cl M1B
1.942%, VAR ICE LIBOR USD 1 Month+1.850%,10/25/2028 (C)		311		312
Bellemeade Re, Ser 2019-1A, Cl M1B
1.842%, VAR ICE LIBOR USD 1 Month+1.750%,03/25/2029 (C)		675		675
Bellemeade Re, Ser 2019-2A, Cl M1C
2.092%, VAR ICE LIBOR USD 1 Month+2.000%,04/25/2029 (C)		481		484
Bellemeade Re, Ser 2019-3A, Cl M1B
1.692%, VAR ICE LIBOR USD 1 Month+1.600%,07/25/2029 (C)		466		467
Bellemeade Re, Ser 2019-3A, Cl M1C
2.042%, VAR ICE LIBOR USD 1 Month+1.950%,07/25/2029 (C)		340		340
Bellemeade Re, Ser 2019-4A, Cl M1B
2.092%, VAR ICE LIBOR USD 1 Month+2.000%,10/25/2029 (C)		675		675

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bellemeade Re, Ser 2020-2A, Cl M1B
3.292%, VAR ICE LIBOR USD 1 Month+3.200%,08/26/2030 (C)	$	403	$	405
Bellemeade Re, Ser 2020-4A, Cl M2A
2.692%, VAR ICE LIBOR USD 1 Month+2.600%,06/25/2030 (C)		243		243
Bellemeade Re, Ser 2021-1A, Cl M1C
2.968%, VAR SOFR30A+2.950%,03/25/2031 (C)		437		456
Bellemeade Re, Ser 2021-2A, Cl M1B
1.510%, VAR SOFR30A+1.500%,06/25/2031 (C)		704		705
Beneria Cowen & Pritzer Collateral Funding, Ser 330N, Cl A
0.899%, VAR ICE LIBOR USD 1 Month+0.799%,06/15/2038 (C)		152		151
BFLD Trust, Ser FPM, Cl A
1.700%, VAR ICE LIBOR USD 1 Month+1.600%,06/15/2038 (C)		1,189		1,190
BHMS, Ser 2018-ATLS, Cl A
1.323%, VAR ICE LIBOR USD 1 Month+1.250%,07/15/2035 (C)		774		775
BX Trust, Ser 2018-EXCL, Cl A
1.161%, VAR ICE LIBOR USD 1 Month+1.088%,09/15/2037 (C)		791		782
CCUBS Commercial Mortgage Trust, Ser 2017-C1, Cl A4
3.544%,11/15/2050 (F)		1,115		1,234
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%,05/10/2058		670		722
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%,03/13/2035 (C)		915		948
Chase Mortgage Finance Trust, Ser 2007- S5, Cl 1A17
6.000%,07/25/2037		103		70
Chase Mortgage Finance, Ser 2019-CL1, Cl M3
2.192%, VAR ICE LIBOR USD 1 Month+2.100%,04/25/2047 (C)		127		128
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%,05/25/2036		143		100
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%,09/25/2036		70		46
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.563%,04/10/2046 (C)(F)		343		348

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%,02/10/2048	$	980	$	1,045
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%,11/10/2048		435		480
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%,02/10/2049		540		592
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%,09/15/2050 (F)		411		454
CLNY Trust, Ser 2019-IKPR, Cl D
2.098%, VAR ICE LIBOR USD 1 Month+2.025%,11/15/2038 (C)		680		677
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.937%,07/10/2046 (C)(F)		740		753
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%,10/10/2046		870		930
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%,08/10/2048		545		596
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%,02/10/2048		250		268
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%,04/12/2035 (C)		99		99
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.492%, VAR ICE LIBOR USD 1 Month+2.400%,04/25/2031 (C)		177		178
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.392%, VAR ICE LIBOR USD 1 Month+2.300%,08/25/2031 (C)		105		106
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.242%, VAR ICE LIBOR USD 1 Month+2.150%,09/25/2031 (C)		55		56
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.192%, VAR ICE LIBOR USD 1 Month+2.100%,06/25/2039 (C)		140		141
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.092%, VAR ICE LIBOR USD 1 Month+2.000%,07/25/2039 (C)		75		75
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.192%, VAR ICE LIBOR USD 1 Month+2.100%,09/25/2039 (C)		215		216

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.192%, VAR ICE LIBOR USD 1 Month+2.100%,10/25/2039 (C)	$	400	$	402
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
2.092%, VAR ICE LIBOR USD 1 Month+2.000%,01/25/2040 (C)		399		401
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%,06/15/2057		436		470
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%,11/15/2048		1,090		1,200
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.123%, VAR ICE LIBOR USD 1 Month+1.030%,12/19/2030 (C)		761		762
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.472%, VAR ICE LIBOR USD 1 Month+0.380%,12/25/2036		380		180
Eagle RE, Ser 2020-1, Cl M1A
0.992%, VAR ICE LIBOR USD 1 Month+0.900%,01/25/2030 (C)		790		788
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.018%, VAR SOFR30A+2.000%,01/25/2051 (C)		149		150
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2
1.792%, VAR ICE LIBOR USD 1 Month+1.700%,01/25/2050 (C)		483		486
FHLMC STACR Remic Trust, Ser 2020-DNA5, Cl M2
2.818%, VAR SOFR30A+2.800%,10/25/2050 (C)		740		751
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.142%, VAR ICE LIBOR USD 1 Month+2.050%,07/25/2049 (C)		52		52
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.042%, VAR ICE LIBOR USD 1 Month+1.950%,10/25/2049 (C)		328		330
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.242%, VAR ICE LIBOR USD 1 Month+2.150%,11/25/2048 (C)		363		362
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
1.942%, VAR ICE LIBOR USD 1 Month+1.850%,09/25/2049 (C)		319		320
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA3, Cl M2
2.592%, VAR ICE LIBOR USD 1 Month+2.500%,03/25/2030		450		460

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA1, Cl M2
3.642%, VAR ICE LIBOR USD 1 Month+3.550%,08/25/2029	$	627	$	649
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2
2.742%, VAR ICE LIBOR USD 1 Month+2.650%,12/25/2029		228		232
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2B
2.742%, VAR ICE LIBOR USD 1 Month+2.650%,12/25/2029		649		661
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA3, Cl M2
2.442%, VAR ICE LIBOR USD 1 Month+2.350%,04/25/2030		678		693
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%,07/25/2036		141		95
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
4.092%, VAR ICE LIBOR USD 1 Month+4.000%,05/25/2025		286		292
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2
4.092%, VAR ICE LIBOR USD 1 Month+4.000%,05/25/2025		63		63
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
5.092%, VAR ICE LIBOR USD 1 Month+5.000%,07/25/2025		135		136
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
5.092%, VAR ICE LIBOR USD 1 Month+5.000%,07/25/2025		283		291
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
5.792%, VAR ICE LIBOR USD 1 Month+5.700%,04/25/2028		142		150
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
4.542%, VAR ICE LIBOR USD 1 Month+4.450%,01/25/2029		466		488
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
4.342%, VAR ICE LIBOR USD 1 Month+4.250%,04/25/2029		178		185
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2
4.442%, VAR ICE LIBOR USD 1 Month+4.350%,05/25/2029		157		164

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M2
3.642%, VAR ICE LIBOR USD 1 Month+3.550%,07/25/2029	$	475	$	493
FNMA Connecticut Avenue Securities, Ser 2017-C02, Cl 2M2C
3.742%, VAR ICE LIBOR USD 1 Month+3.650%,09/25/2029		719		745
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
2.942%, VAR ICE LIBOR USD 1 Month+2.850%,11/25/2029		590		604
GS Mortgage Securities Trust
2.638%,08/17/2026		26		27
2.435%,08/17/2026		240		245
1.433%,08/17/2026		93		92
GS Mortgage Securities Trust, Ser 2011- GC5, Cl D
5.428%,08/10/2044 (C)(F)		13		7
GS Mortgage Securities Trust, Ser 2014- GC18, Cl D
5.155%,01/10/2047 (C)(F)		679		174
GS Mortgage Securities Trust, Ser 2014- GC22, Cl A5
3.862%,06/10/2047		789		851
GS Mortgage Securities Trust, Ser 2018- GS9, Cl A4
3.992%,03/10/2051 (F)		1,350		1,537
GS Mortgage Securities Trust, Ser 2019- BOCA, Cl A
1.273%, VAR ICE LIBOR USD 1 Month+1.200%,06/15/2038 (C)		331		332
GS Mortgage Securities Trust, Ser 2019- SMP, Cl A
1.223%, VAR ICE LIBOR USD 1 Month+1.150%,08/15/2032 (C)		450		450
Home RE, Ser 2020-1, Cl M1B
3.342%, VAR ICE LIBOR USD 1 Month+3.250%,10/25/2030 (C)		620		626
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.592%, VAR ICE LIBOR USD 1 Month+0.500%,03/25/2035		89		82
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%,08/15/2047		925		1,000
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.979%,09/15/2047 (F)		17,603		388
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%,07/15/2048		540		593

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3
3.801%,08/15/2048	$	1,092	$	1,190
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl XA, IO
1.192%,09/15/2050 (F)		6,608		309
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5
3.805%,07/15/2047		900		965
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%,09/15/2039 (F)		211		113
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%,03/10/2049 (C)		845		857
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5
3.892%,06/15/2047		920		989
Morgan Stanley Capital I Trust, Ser 2015- XLF2, Cl SNMA
2.023%, VAR ICE LIBOR USD 1 Month+1.950%,11/15/2026 (C)		181		161
Morgan Stanley Capital I Trust, Ser 2016- UB12, Cl A4
3.596%,12/15/2049		835		916
Mortgage Insurance-Linked Notes, Ser 2019-1, Cl M1
1.992%, VAR ICE LIBOR USD 1 Month+1.900%,11/26/2029 (C)		230		230
Natixis Commercial Mortgage Securities Trust, Ser 2018-850T, Cl A
0.856%, VAR ICE LIBOR USD 1 Month+0.784%,07/15/2033 (C)		910		907
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.573%, VAR ICE LIBOR USD 1 Month+1.500%,07/15/2036 (C)		313		313
PMT Credit Risk Transfer Trust, Ser 2019- 1R, Cl A
2.096%, VAR ICE LIBOR USD 1 Month+2.000%,03/27/2024 (C)		126		126
PMT Credit Risk Transfer Trust, Ser 2019- 2R, Cl A
2.846%, VAR ICE LIBOR USD 1 Month+2.750%,05/27/2023 (C)		532		527
PMT Credit Risk Transfer Trust, Ser 2019- 3R, Cl A
2.796%, VAR ICE LIBOR USD 1 Month+2.700%,10/27/2022 (C)		73		74

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2020- 1R, Cl A
2.446%, VAR ICE LIBOR USD 1 Month+2.350%,02/27/2023 (C)	$	247	$	248
Radnor RE, Ser 2019-1, Cl M1B
2.042%, VAR ICE LIBOR USD 1 Month+1.950%,02/25/2029 (C)		423		425
Radnor RE, Ser 2019-2, Cl M1B
1.842%, VAR ICE LIBOR USD 1 Month+1.750%,06/25/2029 (C)		486		489
Radnor RE, Ser 2020-1, Cl M1A
1.042%, VAR ICE LIBOR USD 1 Month+0.950%,01/25/2030 (C)		289		289
Radnor RE, Ser 2020-2, Cl M1C
4.692%, VAR ICE LIBOR USD 1 Month+4.600%,10/25/2030 (C)		446		452
STACR Trust, Ser 2018-DNA3, Cl M2
2.192%, VAR ICE LIBOR USD 1 Month+2.100%,09/25/2048 (C)		295		299
Starwood Retail Property Trust, Ser 2014- STAR, Cl A
1.543%, VAR ICE LIBOR USD 1 Month+1.470%,11/15/2027 (C)		1,611		1,204
Traingle Re, Ser 2020-1, Cl M1B
3.992%, VAR ICE LIBOR USD 1 Month+3.900%,10/25/2030 (C)		1,274		1,280
Traingle Re, Ser 2021-1, Cl M1B
3.092%, VAR ICE LIBOR USD 1 Month+3.000%,08/25/2033 (C)		455		458
UBS Commercial Mortgage Trust, Ser 2018- C10, Cl A4
4.313%,05/15/2051		1,155		1,325
UBS Commercial Mortgage Trust, Ser 2018- C8, Cl A4
3.983%,02/15/2051		900		1,018
UBS Commercial Mortgage Trust, Ser 2018- C9, Cl A4
4.117%,03/15/2051 (F)		1,410		1,593
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%,12/10/2045		596		610
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl C
4.611%,09/15/2048 (F)		333		310
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%,09/15/2048		483		522
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
2.077%,07/15/2048 (F)		3,467		267

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.459%,11/15/2049 (F)	$	925	$	996
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5
4.302%,01/15/2052		106		123
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.592%, VAR ICE LIBOR USD 1 Month+5.500%,11/25/2025 (C)		74		59
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.342%, VAR ICE LIBOR USD 1 Month+5.250%,11/25/2025 (C)		250		198
				61,435
Total Mortgage-Backed Securities (Cost $76,981) ($ Thousands)				78,392
U.S. GOVERNMENT AGENCY OBLIGATIONS — 5.9%
FFCB
0.470%, VAR US Treasury 3 Month Bill Money Market Yield+0.420%, 11/07/2022		1,200		1,206
0.430%, VAR United States Secured Overnight Financing Rate+0.380%, 05/08/2023		7,900		7,952
0.360%, VAR United States Secured Overnight Financing Rate+0.310%, 11/07/2022		2,500		2,509
0.320%, VAR US Treasury 3 Month Bill Money Market Yield+0.270%, 05/16/2022		3,000		3,007
0.300%, 09/01/2023		300		300
0.185%, VAR United States Secured Overnight Financing Rate+0.135%, 11/06/2023		2,000		2,004
0.140%, VAR United States Secured Overnight Financing Rate+0.090%, 09/23/2022		500		500
0.110%, VAR United States Secured Overnight Financing Rate+0.060%, 01/13/2023		1,400		1,400
FHLB(A)
0.620%, 02/26/2026		200		198
FHLMC
0.400%, 05/24/2024		400		399
0.375%, 05/05/2023		1,000		1,003
0.375%, 07/21/2025		1,400		1,380
0.350%, 01/27/2023		1,200		1,200

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FHLMC MTN
0.240%, VAR United States Secured Overnight Financing Rate+0.190%, 06/02/2022	$	1,000	$	1,001
0.200%, VAR United States Secured Overnight Financing Rate+0.150%, 03/04/2022		2,000		2,002
0.195%, VAR United States Secured Overnight Financing Rate+0.145%, 12/09/2021		1,500		1,500
0.180%, VAR United States Secured Overnight Financing Rate+0.130%, 08/05/2022		2,600		2,603
FNMA
0.625%, 04/22/2025		1,300		1,298
0.500%, 06/17/2025		1,500		1,491
0.440%, VAR United States Secured Overnight Financing Rate+0.390%, 04/15/2022		2,100		2,106
0.410%, VAR United States Secured Overnight Financing Rate+0.360%, 01/20/2022		2,300		2,304
0.400%, 07/20/2023		400		400
0.400%, VAR United States Secured Overnight Financing Rate+0.350%, 04/07/2022		3,800		3,810
0.375%, 06/14/2024		700		700
0.370%, VAR United States Secured Overnight Financing Rate+0.320%, 10/22/2021		1,800		1,802
0.350%, VAR United States Secured Overnight Financing Rate+0.300%, 01/27/2022		1,700		1,703
0.250%, 05/22/2023		1,500		1,500
0.250%, 07/10/2023		1,100		1,100
0.250%, 11/27/2023		100		100
0.160%, VAR United States Secured Overnight Financing Rate+0.110%, 03/04/2022		1,000		1,001
Total U.S. Government Agency Obligations (Cost $49,399) ($ Thousands)				49,479
ASSET-BACKED SECURITIES — 2.7%
Automotive — 0.5%
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024 (C)		930		988

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025 (C)	$	1,080	$	1,167
Exeter Automobile Receivables Trust, Ser 2019-3A, Cl B
2.580%, 08/15/2023 (C)		164		164
First Investors Auto Owner Trust, Ser 2020- 1A, Cl A
1.490%, 01/15/2025 (C)		209		209
Flagship Credit Auto Trust, Ser 2016-4, Cl D
3.890%, 11/15/2022 (C)		320		322
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033 (C)		605		607
Hertz Vehicle Financing II, Ser 2017-1A, Cl A
2.960%, 10/25/2021 (C)		111		111
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (C)		45		45
Hertz Vehicle Financing II, Ser 2019-1A, Cl A
3.710%, 03/25/2023 (C)		51		52
Hertz Vehicle Financing II, Ser 2019-2A, Cl A
3.420%, 05/25/2025 (C)		86		86
				3,751
Credit Cards — 0.2%
Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024 (C)		437		440
World Financial Network Credit Card Master Trust, Ser 2018-B, Cl M
3.810%, 07/15/2025		710		715
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M
3.040%, 04/15/2026		770		786
				1,941
Other Asset-Backed Securities — 2.0%
Affirm Asset Securitization Trust, Ser 2020- A, Cl A
2.100%, 02/18/2025 (C)		552		557
Affirm Asset Securitization Trust, Ser 2021- Z1, Cl A
1.070%, 08/15/2025 (C)		413		413
AGL CLO 12, Ser 2021-12A, Cl A1
1.290%, VAR ICE LIBOR USD 3 Month+1.160%, 07/20/2034 (C)		970		969
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
0.000%, VAR ICE LIBOR USD 3 Month+1.200%, 07/20/2034 (C)(G)		589		589
Ballyrock CLO 15, Ser 2021-1A, Cl C
3.266%, VAR ICE LIBOR USD 3 Month+3.100%, 04/15/2034 (C)		600		599

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ballyrock CLO 16, Ser 2021-16A, Cl A1
1.265%, VAR ICE LIBOR USD 3 Month+1.130%, 07/20/2034 (C)	$	1,222	$	1,221
Domino’s Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051 (C)		464		480
Dryden 78 CLO, Ser 2020-78A, Cl C
2.140%, VAR ICE LIBOR USD 3 Month+1.950%, 04/17/2033 (C)		620		624
Dryden 78 CLO, Ser 2020-78A, Cl D
3.190%, VAR ICE LIBOR USD 3 Month+3.000%, 04/17/2033 (C)		320		322
Elevation CLO, Ser 2020-11A, Cl C
2.384%, VAR ICE LIBOR USD 3 Month+2.200%, 04/15/2033 (C)		550		550
Elmwood CLO IX, Ser 2021-2A, Cl D
3.089%, VAR ICE LIBOR USD 3 Month+2.950%, 07/20/2034 (C)		583		582
Flatiron CLO 21, Ser 2021-1A, Cl D
3.051%, VAR ICE LIBOR USD 3 Month+2.900%, 07/19/2034 (C)		620		619
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046 (C)		329		330
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
1.258%, VAR ICE LIBOR USD 3 Month+1.070%, 04/20/2034 (C)		651		651
Hardee’s Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048 (C)		389		436
Hardee’s Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050 (C)		271		286
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		857
Invitation Homes Trust, Ser 2018-SFR2, Cl C
1.353%, VAR ICE LIBOR USD 1 Month+1.280%, 06/17/2037 (C)		228		228
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.382%, VAR ICE LIBOR USD 1 Month+1.300%, 07/17/2037 (C)		400		401
Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051 (C)		840		853
Kayne CLO 7, Ser 2020-7A, Cl C
2.190%, VAR ICE LIBOR USD 3 Month+2.000%, 04/17/2033 (C)		280		282
Magnetite XXVI, Ser 2020-26A, Cl A
1.934%, VAR ICE LIBOR USD 3 Month+1.750%, 07/15/2030 (C)		1,042		1,045
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (C)		25		25
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051 (C)		329		339

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
1.241%, VAR ICE LIBOR USD 3 Month+1.100%, 07/16/2035 (C)	$	1,141	$	1,141
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
%, VAR ICE LIBOR USD 3 Month+1.130%, 07/17/2035 (C)(G)		690		690
OCP CLO, Ser 2021-18A, Cl AR
1.250%, VAR ICE LIBOR USD 3 Month+1.090%, 07/20/2032 (C)		849		851
SoFi Consumer Loan Program, Ser 2017-5, Cl A2
2.780%, 09/25/2026 (C)		32		32
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (C)		325		327
Voya CLO, Ser 2020-1A, Cl DR
3.034%, VAR ICE LIBOR USD 3 Month+2.850%, 04/15/2031 (C)		250		251
				16,550
Total Asset-Backed Securities (Cost $22,015) ($ Thousands)				22,242
SOVEREIGN DEBT — 0.9%
Canadian Government Real Return Bond
0.500%, 12/01/2050	CAD	1,751		1,570
Colombia Government International Bond
3.125%, 04/15/2031	$	225		220
Dominican Republic International Bond
4.875%, 09/23/2032 (C)		923		951
Egypt Government International Bond MTN
5.875%, 02/16/2031 (C)		805		782
Financiera de Desarrollo
2.400%, 09/28/2027 (C)		1,068		1,048
Malaysia Government International Bond
3.882%, 03/10/2022	MYR	4,695		1,147
Oman Government International Bond
6.250%, 01/25/2031 (C)	$	253		272
4.875%, 02/01/2025		200		209
Qatar Government International Bond
3.400%, 04/16/2025 (C)		298		324

Description	Face Amount (Thousands)		Market Value         ($ Thousands)
SOVEREIGN DEBT (continued)
Saudi Government International Bond MTN
2.900%, 10/22/2025 (C)	$	544	$	582
Total Sovereign Debt (Cost $7,049) ($ Thousands)				7,105
	Shares
FOREIGN COMMON STOCK — 0.3%
Ireland — 0.0%
Accenture PLC, Cl A		1,556		459
United Kingdom — 0.3%
Alkermes PLC *		111		3
Atlassian Corp PLC, Cl A *		500		128
Cushman & Wakefield PLC *‡		1,838		32
Horizon Therapeutics PLC *		1,928		180
LivaNova PLC *		557		47
Medtronic PLC		11,449		1,421
Perrigo Co PLC		430		20
Royalty Pharma PLC, Cl A		2,500		102
STERIS PLC		953		197
				2,130
Total Foreign Common Stock (Cost $1,658) ($ Thousands)				2,589
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State, GO
5.700%, 11/01/2021		645		657
New York — 0.1%
City of New York New York, Ser D, GO
1.923%, 08/01/2031		535		531
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023		515		522
				1,053

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)			Market Value         ($ Thousands)
MUNICIPAL BONDS (continued)
West Virginia — 0.1%
Tobacco Settlement Finance Authority, RB
Callable 12/01/2030 @ 100 3.000%, 06/01/2035	$	700		$	722
Total Municipal Bonds (Cost $2,409) ($ Thousands)					2,432
Total Investments in Securities — 121.9% (Cost $904,706) ($ Thousands)				$	1,017,702
	Shares
COMMON STOCK SOLD SHORT— (12.9)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *		(2,400	)		(82	)
Cable One Inc		(100	)		(191	)
Cardlytics Inc *		(100	)		(13	)
Charter Communications Inc, Cl A *		(1,534	)		(1,107	)
Comcast Corp, Cl A		(41,189	)		(2,348	)
Discovery Inc, Cl C *		(1,100	)		(32	)
DISH Network Corp, Cl A *		(2,248	)		(94	)
Interpublic Group of Cos Inc/The		(2,965	)		(96	)
Liberty Broadband Corp, Cl A *		(458	)		(77	)
Liberty Broadband Corp, Cl C *		(1,275	)		(221	)
Magnite Inc *		(500	)		(17	)
New York Times Co/The, Cl A		(2,500	)		(109	)
News Corp, Cl A		(5,900	)		(152	)
News Corp, Cl B		(768	)		(19	)
Nexstar Media Group Inc, Cl A		(154	)		(23	)
Omnicom Group Inc		(841	)		(67	)
Sirius XM Holdings Inc		(16,000	)		(105	)
ViacomCBS Inc, Cl B		(5,020	)		(227	)
					(4,980	)
Consumer Discretionary — (8.6)%
Acushnet Holdings Corp		(600	)		(30	)
Adtalem Global Education Inc *		(347	)		(12	)
Advance Auto Parts Inc		(529	)		(109	)
Amazon.com Inc, Cl A *		(1,862	)		(6,406	)
American Axle & Manufacturing Holdings Inc *		(2,857	)		(30	)
American Eagle Outfitters Inc		(1,500	)		(56	)
Aramark		(4,948	)		(184	)
AutoZone Inc *		(146	)		(218	)
Best Buy Co Inc		(2,299	)		(264	)
Bloomin’ Brands Inc *		(2,200	)		(60	)
Booking Holdings Inc *		(695	)		(1,521	)
BorgWarner Inc		(11,863	)		(576	)
Boyd Gaming Corp *		(1,781	)		(110	)
Bright Horizons Family Solutions Inc *		(1,290	)		(190	)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Brinker International Inc *		(1,041	)	$	(64	)
Brunswick Corp/DE		(2,577	)		(257	)
Burlington Stores Inc *		(663	)		(213	)
Caesars Entertainment Inc *		(3,199	)		(332	)
Callaway Golf Co		(3,233	)		(109	)
Capri Holdings Ltd *		(4,056	)		(232	)
CarMax Inc *		(1,617	)		(209	)
Carnival Corp *		(10,671	)		(281	)
Carter’s Inc		(1,251	)		(129	)
Carvana Co, Cl A *		(512	)		(155	)
Cavco Industries Inc *		(56	)		(12	)
Century Communities Inc		(1,241	)		(83	)
Cheesecake Factory Inc/The *		(800	)		(43	)
Chegg Inc *		(2,200	)		(183	)
Chipotle Mexican Grill Inc, Cl A *		(549	)		(851	)
Choice Hotels International Inc		(998	)		(119	)
Churchill Downs Inc		(1,000	)		(198	)
Cracker Barrel Old Country Store Inc		(300	)		(45	)
Crocs Inc *		(1,814	)		(211	)
Dana Inc		(8,223	)		(195	)
Darden Restaurants Inc		(2,560	)		(374	)
Dave & Buster’s Entertainment Inc *		(1,100	)		(45	)
Deckers Outdoor Corp *		(934	)		(359	)
Dollar General Corp		(2,288	)		(495	)
Dollar Tree Inc *		(1,664	)		(166	)
Domino’s Pizza Inc		(799	)		(373	)
Dorman Products Inc *		(1,352	)		(140	)
DR Horton Inc		(10,059	)		(909	)
eBay Inc		(5,945	)		(417	)
Etsy Inc *		(900	)		(185	)
Expedia Group Inc *		(2,167	)		(355	)
Five Below Inc *		(200	)		(39	)
Floor & Decor Holdings Inc, Cl A *		(1,100	)		(116	)
Foot Locker Inc, Cl A		(1,300	)		(80	)
Ford Motor Co *		(171,392	)		(2,547	)
Fox Factory Holding Corp *		(1,822	)		(284	)
frontdoor Inc *		(200	)		(10	)
GameStop Corp, Cl A *		(400	)		(86	)
Gap Inc/The		(2,100	)		(71	)
Garmin Ltd		(5,199	)		(752	)
General Motors Co *		(59,674	)		(3,531	)
Gentex Corp		(13,688	)		(453	)
Gentherm Inc *		(1,600	)		(114	)
Genuine Parts Co		(1,935	)		(245	)
G-III Apparel Group Ltd *		(900	)		(30	)
Goodyear Tire & Rubber Co/The *		(13,805	)		(237	)
GoPro Inc, Cl A *		(1,939	)		(23	)
Grand Canyon Education Inc *		(455	)		(41	)
H&R Block Inc		(800	)		(19	)
Hanesbrands Inc		(9,891	)		(185	)
Harley-Davidson Inc, Cl A		(8,077	)		(370	)
Hasbro Inc		(4,210	)		(398	)

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Helen of Troy Ltd *		(864	)	$	(197	)
Hilton Grand Vacations Inc *		(1,900	)		(79	)
Hilton Worldwide Holdings Inc *		(5,911	)		(713	)
Home Depot Inc/The		(8,879	)		(2,831	)
Installed Building Products Inc		(878	)		(107	)
iRobot *		(747	)		(70	)
Jack in the Box Inc		(613	)		(68	)
Johnson Outdoors Inc, Cl A		(205	)		(25	)
Just Eat Takeaway.com ADR *		(1,449	)		(26	)
KB Home		(3,035	)		(124	)
Kohl’s Corp		(1,500	)		(83	)
Kontoor Brands Inc		(1,300	)		(73	)
L Brands Inc		(2,081	)		(150	)
Las Vegas Sands Corp *		(6,759	)		(356	)
Laureate Education Inc, Cl A *		(900	)		(13	)
La-Z-Boy Inc, Cl Z		(377	)		(14	)
LCI Industries		(1,212	)		(159	)
Lear Corp		(3,064	)		(537	)
Leggett & Platt Inc		(4,876	)		(253	)
Lennar Corp, Cl A		(8,301	)		(825	)
Lennar Corp, Cl B		(700	)		(57	)
LGI Homes Inc *		(672	)		(109	)
Lithia Motors Inc, Cl A		(200	)		(69	)
LKQ Corp *		(3,705	)		(182	)
Lowe’s Cos Inc		(6,396	)		(1,241	)
Lululemon Athletica Inc *		(3,372	)		(1,231	)
M/I Homes Inc *		(738	)		(43	)
Macy’s Inc *		(2,700	)		(51	)
Malibu Boats Inc, Cl A *		(1,100	)		(81	)
Marriott International Inc/MD, Cl A *		(5,141	)		(702	)
Marriott Vacations Worldwide Corp *		(870	)		(139	)
Mattel Inc *		(10,669	)		(214	)
McDonald’s Corp		(14,194	)		(3,279	)
MDC Holdings Inc		(2,585	)		(131	)
Meritage Homes Corp *		(1,303	)		(123	)
MGM Resorts International		(9,087	)		(388	)
Mohawk Industries Inc *		(1,766	)		(339	)
Motorcar Parts of America Inc *		(1,229	)		(28	)
Murphy USA Inc		(100	)		(13	)
Nautilus Inc *		(300	)		(5	)
Newell Brands Inc, Cl B		(11,337	)		(311	)
NIKE Inc, Cl B		(35,111	)		(5,424	)
Nordstrom Inc *		(1,500	)		(55	)
Norwegian Cruise Line Holdings Ltd *		(6,038	)		(178	)
NVR Inc *		(117	)		(582	)
Ollie’s Bargain Outlet Holdings Inc *		(522	)		(44	)
O’Reilly Automotive Inc *		(562	)		(318	)
Overstock.com *		(600	)		(55	)
Papa John’s International Inc, Cl A		(538	)		(56	)
Peloton Interactive Inc, Cl A *		(6,761	)		(838	)
Penn National Gaming Inc *		(3,239	)		(248	)
Perdoceo Education Corp *		(666	)		(8	)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Planet Fitness Inc, Cl A *		(1,899	)	$	(143	)
Polaris Inc		(1,813	)		(248	)
Pool Corp		(450	)		(206	)
PulteGroup Inc		(8,336	)		(455	)
Purple Innovation Inc, Cl A *		(300	)		(8	)
PVH Corp *		(2,263	)		(243	)
Qurate Retail Inc		(1,700	)		(22	)
Ralph Lauren Corp, Cl A		(1,250	)		(147	)
RH *		(200	)		(136	)
Ross Stores Inc		(2,967	)		(368	)
Royal Caribbean Cruises Ltd *		(3,553	)		(303	)
Scientific Games Corp, Cl A *		(1,162	)		(90	)
SeaWorld Entertainment Inc *		(900	)		(45	)
Service Corp International/US		(4,226	)		(226	)
Shake Shack Inc, Cl A *		(500	)		(53	)
Six Flags Entertainment Corp *		(606	)		(26	)
Skechers USA Inc, Cl A *		(4,608	)		(230	)
Skyline Champion Corp *		(850	)		(45	)
Smith & Wesson Brands Inc		(2,099	)		(73	)
Sonos Inc *		(2,896	)		(102	)
Stamps.com Inc *		(100	)		(20	)
Standard Motor Products Inc		(2,395	)		(104	)
Starbucks Corp		(21,905	)		(2,449	)
Steven Madden Ltd		(2,500	)		(109	)
Stitch Fix Inc, Cl A *		(400	)		(24	)
Stoneridge Inc *		(1,630	)		(48	)
Strategic Education Inc		(360	)		(27	)
Stride *		(1,700	)		(55	)
Sturm Ruger & Co Inc		(399	)		(36	)
Tapestry Inc *		(7,526	)		(327	)
Target Corp, Cl A		(4,723	)		(1,142	)
Taylor Morrison Home Corp, Cl A *		(5,241	)		(138	)
Tempur Sealy International Inc		(6,644	)		(260	)
Tenneco Inc, Cl A *		(2,537	)		(49	)
Terminix Global Holdings Inc *		(2,643	)		(126	)
Tesla Inc *		(9,698	)		(6,592	)
Texas Roadhouse Inc, Cl A		(1,228	)		(118	)
Thor Industries Inc		(2,525	)		(285	)
TJX Cos Inc/The		(9,875	)		(666	)
Toll Brothers Inc		(3,749	)		(217	)
TopBuild Corp *		(1,182	)		(234	)
Tractor Supply Co		(817	)		(152	)
Travel + Leisure Co		(2,439	)		(145	)
Tri Pointe Homes Inc *		(4,220	)		(90	)
Tupperware Brands Corp *		(1,800	)		(43	)
Ulta Beauty Inc *		(388	)		(134	)
Under Armour Inc, Cl A *		(4,425	)		(94	)
Under Armour Inc, Cl C *		(6,679	)		(124	)
Vail Resorts Inc		(847	)		(268	)
VF Corp		(9,842	)		(807	)
Vista Outdoor Inc *		(2,340	)		(108	)
Visteon Corp *		(1,622	)		(196	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Wayfair Inc, Cl A *		(576	)	$	(182	)
Wendy’s Co/The		(4,028	)		(94	)
Whirlpool Corp		(1,965	)		(428	)
Williams-Sonoma Inc		(929	)		(148	)
Wingstop Inc, Cl A		(700	)		(110	)
Winnebago Industries		(1,503	)		(102	)
Wolverine World Wide Inc		(2,146	)		(72	)
Workhorse Group Inc *		(4,100	)		(68	)
WW International Inc *		(1,400	)		(51	)
Wyndham Hotels & Resorts Inc		(2,896	)		(209	)
Wynn Resorts Ltd *		(2,049	)		(251	)
XPEL Inc *		(600	)		(50	)
YETI Holdings Inc *		(2,169	)		(199	)
Yum China Holdings Inc		(7,282	)		(482	)
Yum! Brands Inc		(5,898	)		(678	)
					(71,861	)
Information Technology — (2.5)%
Advanced Micro Devices Inc *		(5,622	)		(528	)
Amphenol Corp, Cl A		(3,984	)		(272	)
Analog Devices Inc		(1,310	)		(225	)
Apple Inc		(47,064	)		(6,446	)
Applied Materials Inc		(4,332	)		(617	)
Arista Networks Inc *		(444	)		(161	)
Arrow Electronics Inc, Cl A *		(1,002	)		(114	)
Broadcom Inc		(1,952	)		(931	)
CDW Corp/DE		(1,105	)		(193	)
Ciena Corp *		(1,100	)		(63	)
Cisco Systems Inc/Delaware		(21,747	)		(1,153	)
Cognex Corp		(1,068	)		(90	)
Corning Inc, Cl B		(5,402	)		(221	)
Dell Technologies Inc, Cl C *		(1,524	)		(152	)
Enphase Energy Inc *		(429	)		(79	)
Entegris Inc		(600	)		(74	)
ePlus Inc *		(200	)		(17	)
F5 Networks Inc, Cl A *		(397	)		(74	)
Fabrinet *		(590	)		(57	)
Hewlett Packard Enterprise Co		(10,554	)		(154	)
HP Inc		(7,155	)		(216	)
II-VI Inc *		(482	)		(35	)
Intel Corp		(20,553	)		(1,154	)
Jabil Inc		(1,722	)		(100	)
Juniper Networks Inc		(591	)		(16	)
Keysight Technologies Inc *		(1,153	)		(178	)
KLA Corp		(922	)		(299	)
Lam Research Corp		(718	)		(467	)
Lumentum Holdings Inc *		(200	)		(16	)
Marvell Technology		(4,095	)		(239	)
Microchip Technology Inc		(1,143	)		(171	)
Micron Technology Inc		(5,949	)		(506	)
MKS Instruments Inc		(476	)		(85	)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Monolithic Power Systems Inc		(322	)	$	(120	)
Motorola Solutions Inc		(1,157	)		(251	)
NetApp Inc		(1,654	)		(135	)
Novanta Inc *		(200	)		(27	)
NVIDIA Corp		(2,723	)		(2,179	)
ON Semiconductor Corp *		(623	)		(24	)
PC Connection Inc		(200	)		(9	)
Pure Storage Inc, Cl A *		(1,188	)		(23	)
Qorvo Inc *		(461	)		(90	)
QUALCOMM Inc		(5,820	)		(832	)
Skyworks Solutions Inc		(1,100	)		(211	)
SolarEdge Technologies Inc *		(307	)		(85	)
Super Micro Computer Inc *		(1,052	)		(37	)
SYNNEX Corp		(500	)		(61	)
Teradyne Inc		(1,129	)		(151	)
Texas Instruments Inc		(5,207	)		(1,001	)
Trimble Inc *		(1,124	)		(92	)
Universal Display Corp		(154	)		(34	)
Western Digital Corp *		(1,686	)		(120	)
Xerox Holdings Corp		(1,149	)		(27	)
Xilinx Inc		(996	)		(144	)
Zebra Technologies Corp, Cl A *		(261	)		(138	)
					(20,894	)
Materials — (1.2)%
Air Products and Chemicals Inc		(2,814	)		(810	)
Albemarle Corp		(1,162	)		(196	)
Alcoa Corp *		(1,900	)		(70	)
Avery Dennison Corp		(1,028	)		(216	)
Axalta Coating Systems Ltd *		(827	)		(25	)
Ball Corp		(4,104	)		(333	)
Berry Global Group Inc *		(2,302	)		(150	)
Celanese Corp, Cl A		(1,072	)		(163	)
CF Industries Holdings Inc		(541	)		(28	)
Chemours Co/The		(2,300	)		(80	)
Cleveland-Cliffs Inc *		(3,100	)		(67	)
Commercial Metals Co, Cl A		(1,331	)		(41	)
Corteva Inc		(8,428	)		(374	)
Crown Holdings Inc		(1,763	)		(180	)
Dow Inc		(8,384	)		(531	)
DuPont de Nemours Inc		(5,893	)		(456	)
Eastman Chemical Co		(1,491	)		(174	)
Ecolab Inc		(3,121	)		(643	)
Element Solutions Inc		(900	)		(21	)
FMC Corp		(2,033	)		(220	)
Freeport-McMoRan Inc, Cl B		(13,997	)		(519	)
Graphic Packaging Holding Co		(2,560	)		(46	)
Hecla Mining Co		(3,195	)		(24	)
Huntsman Corp		(1,331	)		(35	)
International Flavors & Fragrances Inc		(2,307	)		(345	)
International Paper Co		(5,193	)		(318	)

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value         ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Louisiana-Pacific Corp		(1,326	)	$	(80	)
LyondellBasell Industries NV, Cl A		(1,515	)		(156	)
Martin Marietta Materials Inc, Cl A		(473	)		(166	)
Mosaic Co/The		(3,039	)		(97	)
Newmont Corp		(9,815	)		(622	)
Nucor Corp		(3,565	)		(342	)
Packaging Corp of America		(1,302	)		(176	)
PPG Industries Inc		(2,962	)		(503	)
Reliance Steel & Aluminum Co		(319	)		(48	)
RPM International Inc		(2,128	)		(189	)
Scotts Miracle-Gro Co/The, Cl A		(600	)		(115	)
Sealed Air Corp		(152	)		(9	)
Sherwin-Williams Co/The, Cl A		(2,812	)		(766	)
Sonoco Products Co		(512	)		(34	)
Southern Copper Corp		(1,175	)		(76	)
Steel Dynamics Inc		(2,854	)		(170	)
SunCoke Energy Inc		(6,500	)		(46	)
United States Steel Corp		(1,000	)		(24	)
Vulcan Materials Co		(1,321	)		(230	)
Westrock Co		(3,554	)		(189	)
					(10,103	)
Total Common Stock Sold Short (Proceeds $76,088) ($ Thousands)					(107,838	)
FOREIGN COMMON STOCK SOLD SHORT — (0.5)%
United Kingdom — (0.5)%
Adient PLC *		(4,918	)		(223	)
Amcor PLC		(23,168	)		(265	)
Aptiv PLC *		(12,662	)		(1,992	)
Linde PLC		(5,644	)		(1,632	)
Total Foreign Common Stock Sold Short (Proceeds $3,005) ($ Thousands)					(4,112	)
PREFERRED STOCK SOLD SHORT — 0.0%
Consumer Discretionary — 0.0%
Qurate Retail, 8.000%		(51	)		(5	)
Total Preferred Stock Sold Short (Proceeds $4) ($ Thousands)					(5	)
Total Investments Sold Short — (13.4)% (Proceeds $79,097) ($ Thousands)				$	(111,955	)

Description	Contracts			Market Value         ($Thousands)
PURCHASED OPTIONS* — 0.1%
Total Purchased Options (H) (Cost $1,291) ($ Thousands)		441		$	957
WRITTEN OPTIONS* — 0.0%
Total Written Options (H) (Premiums Received $186) ($ Thousands)		(303	)	$	(147	)
WRITTEN SWAPTION* — 0.0%
Total Written Swaption (I) (Premiums Received $133) ($ Thousands)		(10,020,000	)	$	(196	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

A list of the open exchange traded options contracts held by the Fund at June 30, 2021, is as follows:

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.1%
Put Options
August 2021, Copper*(A)		52		$	76			$400.00		7/17/2021	$	33
August 2021, Natural Gas Future*(A)		39			18			3.15		7/17/2021		7
August 2021, Natural Gas Future*(A)		50			22			3.30		7/17/2021		20
					116							60
Call Options
March 2022, Crude Oil IPE Future*(A)		68			81			85.00		1/22/2022		118
August 2021, Gold Futures*(A)		36			367			1,800.00		7/17/2021		49
August 2021, Lead LME *(A)		90			97			2,250.00		8/21/2021		174
August 2021, Nickel LME Future*(A)		19			178			17,000.00		8/21/2021		161
September 2021, Silver Futures*(A)		12			19			35.00		8/21/2021		4
November 2021, Soy Bean Future*(A)		50			411			1,300.00		10/16/2021		344
August 2021, Zinc LME Future*(A)		25			22			3,000.00		8/21/2021		47
					1,175							897
Total Purchased Options				$	1,291						$	957
WRITTEN OPTIONS — 0.0%
Put Options
August 2021, Copper*(A)		(104	)	$	(51	)		375.00		07/17/21	$	(18	)
August 2021, Zinc LME Future*(A)		(25	)		(15	)		2,600.00		08/21/21		(4	)
					(66	)						(22	)
Call Options
March 2022, Crude Oil IPE Future*(A)		(68	)		(30	)		100.00		01/22/22		(35	)
August 2021, Natural Gas Future*(A)		(13	)		(18	)		3.40		07/17/21		(41	)
August 2021, Nickel LME Future*(A)		(19	)		(21	)		20,000.00		08/21/21		(15	)
September 2021, Silver Futures*(A)		(24	)		(16	)		50.00		08/21/21		(2	)
November 2021, Soy Bean Future*(A)		(50	)		(35	)		1,800.00		10/16/21		(32	)
					(120	)						(125	)
Total Written Options				$	(186	)					$	(147	)

^†† Represents cost.

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

A list of the open exchange traded swaption contracts held by the Fund at June 30, 2021, is as follows:

Description

Counterparty

Number of Contracts/      Notional Amount

Exercise Price

Expiration Date

Value         (Thousands)

WRITTEN SWAPTION — 0.0%

Call Swaptions

IRS SWAPTION*

OTC

(10,020,000

)

$0.02

08/21/2021

$

(196

)

A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:

Type of Contract	Number of Contracts	Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Appreciation/   (Depreciation) (Thousands)
Long Contracts
Brent Crude(A)	154		Aug-2021	$	10,369		$	11,491		$	1,123
Coffee C(A)	45		Sep-2021		2,706			2,696			(10	)
Copper(A)	113		Oct-2021		12,604			12,116			(487	)
Corn(A)	291		Sep-2021		8,060			8,719			659
Corn(A)	42		Dec-2021		1,070			1,236			166
Cotton No. 2(A)	95		Dec-2021		4,085			4,033			(53	)
Gasoline(A)	41		Sep-2021		3,813			3,829			16
Gold(A)	68		Aug-2021		12,540			12,047			(493	)
Heating Oil(A)	26		Sep-2021		2,331			2,327			(4	)
KC HRW Wheat(A)	34		Sep-2021		1,094			1,120			26
Lean Hogs(A)	40		Dec-2021		1,390			1,281			(109	)
Lean Hogs(A)	61		Aug-2021		2,607			2,519			(88	)
Lean Hogs(A)	27		Oct-2021		949			943			(6	)
Live Cattle(A)	49		Sep-2021		2,292			2,405			113
LME Lead(A)	10		Aug-2021		533			567			34
LME Lead(A)	7		Dec-2021		395			395			—
LME Nickel(A)	19		Sep-2021		2,063			2,076			13
LME Nickel(A)	20		Dec-2021		2,166			2,187			21
LME Primary Aluminum(A)	54		Sep-2021		3,313			3,408			95
LME Primary Aluminum(A)	53		Dec-2021		3,197			3,330			133
LME Zinc(A)	6		Dec-2021		446			446			—
Low Sulphur Gasoil(A)	95		Sep-2021		5,610			5,698			88
Natural Gas(A)	63		Nov-2021		2,222			2,358			136
Natural Gas(A)	74		Aug-2021		2,442			2,682			239
Natural Gas(A)	53		Feb-2022		1,580			1,849			268
Natural Gas(A)	170		Oct-2021		5,457			6,219			762
September 2020, RBOB Gasoline Future(A)	5		Sep-2021		459			467			8
Silver(A)	24		Oct-2021		3,362			3,143			(219	)
Silver(A)	10		Oct-2021		1,305			1,310			5
Soybean(A)	25		Aug-2021		1,753			1,787			35
Soybean(A)	40		Nov-2021		2,900			2,798			(102	)
Soybean Meal(A)	76		Dec-2021		2,995			2,901			(94	)
Soybean Meal(A)	140		Dec-2021		5,209			5,344			135
Soybean Oil(A)	91		Dec-2021		2,868			3,427			559
Soybean Oil(A)	96		Dec-2021		3,727			3,615			(112	)
Sugar No. 11(A)	139		Oct-2021		2,761			2,785			25
Ultra 10-Year U.S. Treasury Note	9		Sep-2021		1,324			1,325			1
Wheat(A)	92		Sep-2021		3,168			3,126			(42	)
WTI Crude Oil(A)	89		Nov-2021		6,079			6,242			162
WTI Crude Oil(A)	163		Aug-2021		11,295			11,862			566
					144,539			148,109			3,569
Short Contracts
90-Day Euro$(A)	(65)		Mar-2022	$	(16,222	)	$	(16,218	)	$	5
Canadian 10-Year Bond	(56)		Sep-2021		(6,672	)		(6,581	)		(78	)
Coffee C(A)	(2)		Dec-2021		(115	)		(122	)		(7	)
Coffee C(A)	(8)		Sep-2021		(452	)		(479	)		(27	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts		Expiration       Date		Notional Amount (Thousands)			Value       (Thousands)			Unrealized Appreciation/      (Depreciation) (Thousands)
Feeder Cattle(A)		(29)		Aug-2021	$	(2,270	)	$	(2,242	)	$	28
KC HRW Wheat(A)		(74)		Sep-2021		(2,366	)		(2,438	)		(73	)
Live Cattle(A)		(2)		Sep-2021		(95	)		(98	)		(3	)
LME Nickel(A)		(19)		Aug-2021		(2,096	)		(2,076	)		21
MSCI EAFE Index		(108)		Sep-2021		(12,758	)		(12,437	)		321
Natural Gas(A)		(53)		Apr-2022		(1,365	)		(1,589	)		(224	)
Natural Gas(A)		(7)		Aug-2021		(224	)		(254	)		(30	)
NY Harbor ULSD(A)		(2)		Sep-2021		(181	)		(179	)		2
NYMEX Cocoa(A)		(84)		Sep-2021		(2,017	)		(2,007	)		10
Palladium(A)		(9)		Oct-2021		(2,609	)		(2,501	)		108
Platinum(A)		(26)		Oct-2021		(1,514	)		(1,395	)		119
S&P 500 Index E-MINI		(120)		Sep-2021		(25,420	)		(25,732	)		(312	)
Soybean(A)		(20)		Nov-2021		(1,438	)		(1,399	)		39
Sugar No. 11(A)		(28)		Oct-2021		(533	)		(561	)		(28	)
U.S. 2-Year Treasury Note		(411)		Oct-2021		(90,670	)		(90,552	)		118
U.S. 5-Year Treasury Note		(445)		Oct-2021		(55,082	)		(54,926	)		155
U.S. 10-Year Treasury Note		(55)		Sep-2021		(7,284	)		(7,288	)		(3	)
U.S. Ultra Long Treasury Bond		(40)		Sep-2021		(7,437	)		(7,708	)		(271	)
Wheat(A)		(25)		Dec-2021		(807	)		(856	)		(49	)
						(239,627	)		(239,638	)		(180	)
					$	(95,088	)	$	(91,529	)	$	3,389

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
ANZ		08/25/21	AUD		10,357	USD		8,026	$	250
Bank of America		07/28/21	USD		4,181	RUB		310,598		55
Bank of America		08/05/21	CHF		7,404	USD		8,123		104
Barclays PLC		09/23/21	MYR		96	USD		23		—
BNP Paribas		07/15/21	SEK		87,300	USD		10,243		33
BNP Paribas		07/16/21	USD		8,297	CAD		10,031		(196	)
Brown Brothers Harriman		07/15/21	USD		674	SEK		5,628		(16	)
Brown Brothers Harriman		07/15/21	SEK		2,225	USD		259		(1	)
Brown Brothers Harriman		07/16/21	USD		477	CAD		591		1
Brown Brothers Harriman		08/03/21	EUR		1,536	USD		1,882		60
Brown Brothers Harriman		08/25/21	AUD		142	USD		106		—
Citigroup		07/16/21	CAD		24,991	USD		19,965		(219	)
HSBC		07/16/21	USD		723	CAD		874		(17	)
Morgan Stanley		08/05/21	USD		8,133	CHF		7,403		(115	)
Morgan Stanley		09/23/21	MYR		5,106	USD		1,234		5
UBS		07/28/21	RUB		20,981	USD		290		4
UBS		08/03/21	USD		1,007	EUR		848		(1	)
									$	(53	)

A list of open OTC swap agreements held by the Fund at June 30, 2021, are as follows:

Credit Default Swaps
Counterparty	Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized   Appreciation   (Depreciation)   (Thousands)
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	$245	$	19	$	16	$	3
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	257		20		17		3
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	258		20		17		3

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized   Appreciation   (Depreciation)   (Thousands)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	$(33)	$	(9	)	$	(4	)	$	(5	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(89)		(23	)		(11	)		(12	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(8	)		(4	)		(4	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(7)		(2	)		(1	)		(1	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(20)		(5	)		(2	)		(3	)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(106)		(28	)		(13	)		(15	)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(3)		(1	)		—			(1	)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(9	)		(4	)		(5	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(45)		(12	)		(6	)		(6	)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(53	)		(24	)		(29	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(28)		(7	)		(3	)		(4	)
Goldman Sachs	CMBX.BBB.9	Buy	3.00%	Monthly	09/17/2058	518		40			89			(49	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(435)		(115	)		(31	)		(84	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(261)		(69	)		(16	)		(53	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(42)		(11	)		(2	)		(9	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(1,093)		(289	)		(70	)		(219	)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(227)		(60	)		(14	)		(46	)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(812)		(214	)		(48	)		(166	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(53	)		(19	)		(34	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(5)		(1	)		(1	)		—
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(46)		(12	)		(5	)		(7	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(66)		(17	)		(7	)		(10	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(93)		(25	)		(10	)		(15	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(49)		(13	)		(5	)		(8	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(46)		(12	)		(4	)		(8	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(93)		(25	)		(10	)		(15	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(112)		(30	)		(12	)		(18	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(222)		(59	)		(23	)		(36	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(113)		(30	)		(12	)		(18	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(329)		(87	)		(43	)		(44	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(198)		(52	)		(31	)		(21	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(276)		(73	)		(44	)		(29	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(194)		(51	)		(16	)		(35	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(16)		(4	)		(1	)		(3	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(8	)		(3	)		(5	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(8	)		(3	)		(5	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(21)		(6	)		(2	)		(4	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(18)		(5	)		(2	)		(3	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(60)		(16	)		(7	)		(9	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(65)		(17	)		(7	)		(10	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(503)		(133	)		(60	)		(73	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(175)		(46	)		(21	)		(25	)
JPMorgan Chase	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	184		14			37			(23	)
CGG	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(9	)		(4	)		(5	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(30)		(8	)		(4	)		(4	)
Morgan Stanley	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	553		43			112			(69	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	553		43			110			(67	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	553		43			110			(67	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,782		138			358			(220	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	891		69			176			(107	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	45		3			9			(6	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	43		3			9			(6	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,045		81			75			6
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	1,045		81			73			8
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	594		46			40			6
Morgan Stanley	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	276		21			53			(32	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized   Appreciation   (Depreciation)   (Thousands)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	$523	$	40		$	40		$	—
Credit Suisse	CMBX-A-.6	Sell	2.00%	Monthly	05/11/2063	(1,305)		(110	)		(28	)		(82	)
							$	(1,101	)	$	704		$	(1,805	)

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized   Appreciation   (Depreciation)   (Thousands)

BNP Paribas

IBOXX$ LIQUID HIGH YIELD INDEX

INDEX RETURN

IBOXX$ LIQUID HIGH YIELD INDEX

Quarterly

09/20/2021

USD

5,872

$

(34

)

$

–

$

(34

)

JPMorgan Chase

IBOXX$ LIQUID HIGH YIELD INDEX

3-MONTH USD -LIBOR

IBOXX$ LIQUID HIGH YIELD INDEX

Quarterly

09/20/2021

USD

10,198

(43

)

–

(43

)

Macquarie Bank Limited(A)

MACQUARIE COMMODITY PRODUCT 251E

0.33%

MACQUARIE COMMODITY PRODUCT 251E

Monthly

07/01/2021

USD

(2,723)

8

–

8

Macquarie Bank Limited(A)

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 9 BPS

BLOOMBERG COMMODITY INDEX TOTAL RETURN

Monthly

07/21/2021

USD

(12,203)

130

–

130

Merrill Lynch(A)

BofA Merrill Lynch Commodity MLBXCS3T Tot Ret

3-Month U.S. Treasury rate plus 13 BPS

BofA Merrill Lynch Commodity MLBXCS3T Tot Ret

Monthly

07/01/2021

USD

(2,859)

(1

)

–

(1

)

Merrill Lynch(A)

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 11 BPS

BLOOMBERG COMMODITY INDEX TOTAL RETURN

Monthly

07/21/2021

USD

(14,525)

154

–

154

Merrill Lynch(A)

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 12 BPS

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

Monthly

07/21/2021

USD

(2,067)

21

–

21

Societe Generale(A)

SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061

0.35%

SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061

Monthly

07/01/2021

USD

(4,955)

(14

)

–

(14

)

Societe Generale(A)

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 11 BPS

BLOOMBERG COMMODITY INDEX TOTAL RETURN

Monthly

07/21/2021

USD

(8,891)

95

–

95

Societe Generale(A)

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 14 BPS

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

Monthly

07/21/2021

USD

(2,252)

23

–

23

$

339

$

–

$

339

A list of open centrally cleared swap agreements held by the Fund at June 30, 2021, are as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/ Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)		Value  (Thousands)			Upfront Payments/ Receipts  (Thousands)			Net Unrealized   Appreciation   (Depreciation)     (Thousands)
CDX.NAIG.36.V1	Buy	1.00%	Quarterly	06/20/2026		83,710	$	(2,114	)		(1,719	)	$	(395	)
China	Buy	1.00%	Quarterly	06/20/2026		21,400		(667	)		(691	)		24
Malaysia	Buy	1.00%	Quarterly	06/20/2026		39,000		(1,071	)		(1,064	)		(7	)
							$	(3,852	)	$	(3,474	)	$	(378	)

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount   (Thousands)		Value   (Thousands)			Upfront Payments/ Receipts   (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
-0.0165%	3-MONTH SEK - STIBOR	Annually	08/30/2024	SEK		153,850	$	(204	)	$	–	$	(204	)
3-MONTH USD - LIBOR	2.631%	Quarterly	11/10/2035	USD		1,190		(157	)		–		(157	)
3 MONTH USD - LIBOR	1.6165	Quarterly	05/21/2031	USD		18,720		(367	)		–		(367	)
3-MONTH USD - LIBOR	1.593%	Quarterly	09/27/2029	USD		2,230		(47	)		–		(47	)
3-MONTH USD - LIBOR	2.1495%	Quarterly	06/04/2029	USD		4,220		(275	)		–		(275	)
3-MONTH USD - LIBOR	2.3545	Quarterly	07/12/2027	USD		1,075		(80	)		–		(80	)
3-MONTH USD - LIBOR	0.5575%	Quarterly	06/05/2027	USD		15,800		490			–		490
CAD @ 2.297%	CDOR 3-Month	Semi-Annually	03/03/2051	CAD		592		(7	)		–		(7	)
3-MONTH USD - LIBOR	2.44	Quarterly	04/04/2027	USD		10,400		(805	)		–		(805	)
3-MONTH USD - LIBOR	1.66	Quarterly	11/08/2026	USD		1,490		(52	)		–		(52	)
3-MONTH USD - LIBOR	1.60%	Quarterly	10/25/2026	USD		6,110		(190	)		–		(190	)
3-MONTH USD - LIBOR	2.293%	Quarterly	08/04/2025	USD		2,717		(164	)		–		(164	)
3-MONTH USD - LIBOR	2.49	Quarterly	06/09/2025	USD		1,710		(115	)		–		(115	)
2.31%	3 MONTH USD - LIBOR	Quarterly	05/18/2025	USD		2,820		(168	)		–		(168	)
3-MONTH USD - LIBOR	1.99%	Quarterly	04/21/2025	USD		2,760		(130	)		–		(130	)
3-MONTH USD - LIBOR	1.67	Quarterly	11/09/2026	USD		1,490		(53	)		–		(53	)
CAD @ 2.3325%	CDOR 3-Month	Semi-Annually	03/04/2051	CAD		1,870		(43	)		–		(43	)
							$	(2,367	)	$	–	$	(2,367	)

A list of the reverse repurchase agreements outstanding as of June 30, 2021 was as follows:

Multi-Asset Real Return Fund
Principal Amount ($ Thousands)		Counterparty			Value ($ Thousands)
$	(17,220)	Chase Securities	0.08	%	$	(17,220	)
	(20,396)	Chase Securities	0.08	%		(20,396	)
	(27,226)	Chase Securities	0.08	%		(27,226	)
	(30,063)	Chase Securities	0.08	%		(30,063	)
	(49,065)	Chase Securities	0.08	%		(49,065	)
	(5,688)	Chase Securities	0.09	%		(5,688	)
	(19,710)	Chase Securities	0.10	%		(19,710	)
	(5,053)	Chase Securities	0.11	%		(5,053	)
	(18,171)	Chase Securities	0.14	%		(18,171	)
					$	(192,592	)

Percentages are based on Net Assets of $835,054 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

(A) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2021.

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $89,986 ($ Thousands), representing 10.8% of the Net Assets of the Fund.

(D) Security is in default on interest payment.

(E) Perpetual security with no stated maturity date.

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

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

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

ADR — American Depositary Receipt

AUD — Australian Dollar

BPs — Basis Points

CAD — Canadian Dollar

CDOR — Canadian Dollar Offered Rate

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

HRW — Hard Red Winter

ICE — Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR — London Interbank Offered Rate

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MYR — Malaysian Ringgit

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P — Standard & Poor’s

SEK — Swedish Krona

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Continued)

Ser — Series

STIBOR — Stockholm Interbank Offered Rate

TBA — To Be Announced

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

VAR — Variable Rate

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1   ($)			Level 2   ($)		Level 3 ($)		Total     ($)
U.S. Treasury Obligations		–			511,980		–		511,980
Common Stock		247,314			–		–		247,314
Corporate Obligations		–			96,169		–		96,169
Mortgage-Backed Securities		–			78,392		–		78,392
U.S. Government Agency Obligations		–			49,479		–		49,479
Asset-Backed Securities		–			22,242		–		22,242
Sovereign Debt		–			7,105		–		7,105
Foreign Common Stock		2,589			–		–		2,589
Municipal Bonds		–			2,432		–		2,432
Total Investments in Securities		249,903			767,799		–		1,017,702
Securities Sold Short
Common Stock		(107,838	)		–		–		(107,838	)
Foreign Common Stock		(4,112	)		–		–		(4,112	)
Preferred Stock		(6	)		–		–		(6	)
Total Securities Sold Short		(111,956	)		–		–		(111,956	)

Other Financial Instruments	Level 1   ($)			Level 2   ($)			Level 3   ($)		Total     ($)
Purchased Options		957			–			–		957
Written Options		(147	)		–			–		(147	)
Written Swaptions		–			(196	)		–		(196	)
Futures Contracts*
Unrealized Appreciation		6,314			–			–		6,314
Unrealized Depreciation		(2,925	)		–			–		(2,925	)
Forwards Contracts*
Unrealized Appreciation		–			512			–		512
Unrealized Depreciation		–			(565	)		–		(565	)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–			29			–		29
Unrealized Depreciation		–			(1,834	)		–		(1,834	)
Total Return Swaps*
Unrealized Appreciation		–			431			–		431
Unrealized Depreciation		–			(92	)		–		(92	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			24			–		24
Unrealized Depreciation		–			(402	)		–		(402	)
Interest Rate Swaps*
Unrealized Appreciation		–			490			–		490
Unrealized Depreciation		–			(2,857	)		–		(2,857	)
Reverse Repurchase Agreements		–			(192,592	)		–		(192,592	)
Total Other Financial Instruments		4,199			(197,052	)		–		(192,853	)

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

For the period ended June 30, 2021 there were no transfers in or out of Level 3.

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

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Inflation Managed Fund (Concluded)

As of June 30, 2021, Multi-Asset Inflation Managed Fund is the seller (“providing protection”) on a total notional amount of $0.0 million. As of June 30, 2021, Multi-Asset Inflation Managed Fund is the buyer (“receiving protection”) on a total notional amount of $0.0 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives		$-		$-		$-		$(1,828,331)		$(1,828,331)
Maximum potential amount of future payments		-		-		-		7,800,000		7,800,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		$-		$-		$-		$-		$-		$-
101-200		-		-		-		-		-		-
201-300		-		-		-		-		-		-
301-400		-		-		-		-		-		-
> than 400		-		-		-		-		7,800,000		7,800,000
Total		$-		$-		$-		$-		$7,800,000		$7,800,000

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 31

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (A) — 20.8%
Arabella Financial LTD.
0.300%, 08/06/2021	$	5,700	$	5,698
0.300%, 08/10/2021		5,775		5,773
Aviation Capital Group LLC
0.350%, 07/13/2021		10,000		10,000
Brookfield Infrastructure HLDG
0.320%, 07/07/2021		10,000		10,000
0.300%, 07/20/2021		3,500		3,500
CNPC Finance HK
0.330%, 08/18/2021		13,550		13,548
Conagra Brands
0.200%, 07/01/2021		13,250		13,250
Enbridge US INC
0.230%, 07/26/2021		13,500		13,499
General Motors Financial
0.380%, 07/01/2021 (B)		6,000		6,000
Harley-Davidson Financial Services
0.270%, 08/04/2021		5,000		4,998
Humana
0.260%, 08/26/2021		12,000		11,994
Intesa Sanpaolo Funding
0.170%, 08/16/2021		13,250		13,242
Oglethorpe Power
0.170%, 08/10/2021		12,750		12,748
Romulus Funding
0.290%, 07/12/2021		9,000		8,998
Viatris Inc
0.370%, 08/16/2021		6,000		5,997
VW Credit Inc
0.180%, 08/25/2021		13,300		13,296
Total Commercial Paper
(Cost $152,542) ($ Thousands)				152,541
U.S. TREASURY OBLIGATIONS — 12.8%
U.S. Treasury Bills
0.017%, 07/22/2021 (A)		36,914		36,913
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		977		1,374
3.625%, 04/15/2028		571		770
3.375%, 04/15/2032		192		283
2.500%, 01/15/2029		611		787
2.375%, 01/15/2025		1,130		1,313
2.375%, 01/15/2027		584		715
2.125%, 02/15/2040		359		534
2.125%, 02/15/2041		466		701
2.000%, 01/15/2026		584		687
1.750%, 01/15/2028		796		962
1.375%, 02/15/2044		1,098		1,515
1.000%, 02/15/2046		517		676
1.000%, 02/15/2048		466		622
1.000%, 02/15/2049		395		531

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.875%, 01/15/2029	$	1,033	$	1,195
0.875%, 02/15/2047		619		796
0.750%, 07/15/2028		1,241		1,423
0.750%, 02/15/2042		672		818
0.750%, 02/15/2045		950		1,172
0.625%, 04/15/2023		1,458		1,542
0.625%, 01/15/2024		1,729		1,862
0.625%, 01/15/2026		2,130		2,365
0.625%, 02/15/2043		655		782
0.500%, 04/15/2024		1,023		1,103
0.500%, 01/15/2028		1,595		1,788
0.375%, 07/15/2023		2,018		2,147
0.375%, 07/15/2025		1,602		1,759
0.375%, 01/15/2027		1,341		1,484
0.375%, 07/15/2027		1,522		1,697
0.250%, 01/15/2025		1,908		2,065
0.250%, 07/15/2029		1,363		1,517
0.250%, 02/15/2050		631		713
0.125%, 07/15/2022		1,288		1,335
0.125%, 01/15/2023		1,859		1,942
0.125%, 07/15/2024		1,698		1,826
0.125%, 10/15/2024		2,078		2,240
0.125%, 04/15/2025		1,690		1,824
0.125%, 10/15/2025		704		766
0.125%, 10/15/2025		755		822
0.125%, 04/15/2026		664		722
0.125%, 07/15/2026		1,379		1,509
0.125%, 01/15/2030		1,719		1,887
0.125%, 07/15/2030		1,599		1,764
0.125%, 01/15/2031		1,742		1,917
0.125%, 02/15/2051		398		437
Total U.S. Treasury Obligations
(Cost $90,185) ($ Thousands)				93,602
	Shares
EXCHANGE TRADED FUNDS — 9.6%
Italy — 0.0%
Lyxor FTSE MIB UCITS ETF		4,800		139
United States — 9.6%
Energy Select Sector SPDR Fund		12,731		686
Financial Select Sector SPDR Fund		13,108		481
Industrial Select Sector SPDR Fund		2,532		259
Invesco QQQ Trust Series, Ser 1		5,200		1,843
iShares Core S&P 500 ETF		78,425		33,717
iShares MSCI Hong Kong ETF		17,953		480
Materials Select Sector SPDR Fund		9,217		759
SPDR S&P Homebuilders ETF		2,335		171
Technology Select Sector SPDR Fund		3,604		532
Vanguard Health Care ETF		1,013		250

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

Description		Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Vanguard Intermediate-Term Corporate Bond ETF			31,173	$	2,964
Vanguard Long-Term Corporate Bond ETF			36,730		3,928
Vanguard S&P 500 ETF			58,148		22,882
Vanguard Small-Capital ETF			4,449		1,002
WisdomTree Japan Hedged Equity Fund			3,982		243
Xtrackers Harvest CSI 300 China A-Shares ETF			7,408		300
					70,497
Total Exchange Traded Funds (Cost $49,718) ($ Thousands)					70,636
		Face Amount (Thousands)
SOVEREIGN DEBT — 3.1%
Japanese Government CPI Linked Bond
0.100%, 03/10/2026	JPY		1,381,805		12,705
0.100%, 03/10/2027			1,104,703		10,178
Total Sovereign Debt (Cost $24,031) ($ Thousands)					22,883
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.9%
FHLB
2.000%, 09/09/2022		$	1,175		1,202
1.375%, 02/17/2023			19,515		19,890
Total U.S. Government Agency Obligations (Cost $21,108) ($ Thousands)					21,092
		Shares
COMMON STOCK — 1.6%
Canada — 0.0%
Bank of Montreal			718		74
Bank of Nova Scotia			1,145		74
					148
Ireland — 0.0%
Eaton Corp PLC			517		76
Switzerland — 0.0%
ABB ADR			2,203		75
United Kingdom — 0.0%
Amcor PLC			6,446		74
United States — 1.5%
Communication Services — 0.3%
Altice USA Inc, Cl A *			2,180		75
AT&T Inc			2,566		74
Facebook Inc, Cl A *			1,034		359
Netflix Inc *			137		72

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Walt Disney Co/The		2,650	$	466
World Wrestling Entertainment Inc, Cl A		20,246		1,172
				2,218
Consumer Discretionary — 0.5%
Amazon.com Inc, Cl A *		65		224
AutoZone Inc *		26		39
Caesars Entertainment Inc *		2,211		229
Carnival Corp *		10,860		286
Garmin Ltd		522		75
General Motors Co *		6,816		403
Las Vegas Sands Corp *		15,176		800
Leggett & Platt Inc		1,470		76
Magna International Inc, Cl A		2,394		222
McDonald’s Corp		319		74
MGM Resorts International		6,936		296
Newell Brands Inc, Cl B		2,795		77
Norwegian Cruise Line Holdings Ltd *		18,661		549
Service Corp International/US		1,408		75
TJX Cos Inc/The		1,144		77
VF Corp		916		75
				3,577
Consumer Staples — 0.1%
Archer-Daniels-Midland Co		1,196		73
Campbell Soup Co		815		37
Coca-Cola Co/The		683		37
Colgate-Palmolive Co		910		74
Hershey Co/The		431		75
Kimberly-Clark Corp		287		38
Philip Morris International Inc		742		74
				408
Energy — 0.0%
Magellan Midstream Partners (C)		1,450		71
TC Energy		713		35
				106
Financials — 0.2%
Ares Capital		3,865		76
Bank of New York Mellon Corp/The		1,507		77
Berkshire Hathaway Inc, Cl B *		78		22
Canadian Imperial Bank of Commerce		630		72
Carlyle Group Inc/The		1,647		77
Cincinnati Financial Corp		638		74
Fidelity National Financial Inc		1,660		72
KKR & Co Inc		1,289		76
MetLife Inc		1,243		74
Prudential Financial Inc		740		76
S&P Global Inc		186		76
Starwood Property Trust Inc ‡		1,433		37
US Bancorp		681		39

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

			Market Value
Description	Shares		($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		8,121	$	368
				1,216
Health Care — 0.1%
Alexion Pharmaceuticals Inc *		410		75
BioMarin Pharmaceutical Inc *		903		75
BioNTech ADR *		380		85
Quest Diagnostics Inc		573		76
ResMed Inc		310		77
Sanofi ADR		705		37
Stryker Corp		285		74
Takeda Pharmaceutical ADR		4,459		75
Viatris Inc, Cl W *		316		5
Zimmer Biomet Holdings Inc		456		73
				652
Industrials — 0.2%
AECOM *		1,216		77
Carrier Global Corp		1,602		78
CSX Corp		2,310		74
Delta Air Lines Inc, Cl A *		4,974		215
Dover Corp		507		76
Emerson Electric Co		783		76
Huntington Ingalls Industries Inc, Cl A		348		73
Illinois Tool Works Inc		331		74
Knight-Swift Transportation Holdings Inc,
Cl A		1,624		74
Lockheed Martin Corp		193		73
Norfolk Southern Corp		278		74
Otis Worldwide Corp		919		75
Southwest Airlines Co, Cl A *		2,147		114
Waste Management Inc		533		75
				1,228
Information Technology — 0.1%
Apple Inc		2,941		403
Corning Inc, Cl B		1,876		77
Global Payments Inc		381		71
Proofpoint Inc *		427		74
Western Union Co/The		3,124		72
				697
Materials — 0.0%
Corteva Inc		1,694		75
FMC Corp		647		70
Newmont Corp		1,177		75
				220
Real Estate — 0.0%
Healthpeak Properties Inc ‡		1,103		37
Medical Properties Trust Inc ‡		3,669		74
Omega Healthcare Investors Inc ‡		2,037		74
Public Storage ‡		244		73
VICI Properties Inc ‡		2,340		72

			Market Value
Description	Shares		($ Thousands)
COMMON STOCK (continued)
WP Carey Inc ‡		482	$	36
				366
Utilities — 0.1%
American Electric Power Co Inc		447		38
Consolidated Edison Inc		493		35
Entergy Corp		712		71
Evergy Inc		1,170		71
FirstEnergy Corp		1,968		73
PPL Corp		2,649		74
WEC Energy Group Inc		410		37
				399
				11,087
Total Common Stock
(Cost $10,044) ($ Thousands)				11,460
Total Investments in Securities — 50.8%
(Cost $347,628) ($ Thousands)			$	372,214

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index		1		Jul-2021	$	177		$	173		$	–
Australian 10-Year Bond		25		Sep-2021		2,717			2,650			(6	)
Australian 3-Year Bond		118		Sep-2021		10,595			10,319			(42	)
CAC40 10 Euro Index		11		Jul-2021		878			849			(14	)
Canadian 10-Year Bond		107		Sep-2021		12,738			12,574			113
DAX Index		1		Sep-2021		476			460			(5	)
Euro STOXX 50		18		Sep-2021		879			866			(7	)
FTSE 100 Index		32		Sep-2021		3,202			3,086			(54	)
FTSE MIB Index		7		Sep-2021		1,085			1,038			(24	)
Hang Seng Index		6		Aug-2021		1,126			1,106			(19	)
IBEX		8		Jul-2021		888			834			(35	)
Long Gilt 10-Year Bond		38		Oct-2021		6,818			6,725			49
MSCI EAFE Index		196		Sep-2021		23,154			22,571			(583	)
MSCI Emerging Markets		92		Sep-2021		6,273			6,284			11
MSCI Emerging Markets		154		Sep-2021		10,572			10,518			(54	)
MSCI Singapore Index		44		Aug-2021		1,163			1,163			2
NASDAQ 100 Index E-MINI		24		Sep-2021		6,791			6,984			193
Nikkei 225 Index		2		Sep-2021		289			288			(1	)
Nikkei 225 Index		133		Sep-2021		3,512			3,449			(21	)
OMX Stockholm 30		1		Jul-2021		27			26			–
Russell 2000 Index E-MINI		39		Sep-2021		4,524			4,500			(24	)
S&P 500 Index E-MINI		7		Sep-2021		1,486			1,501			15
S&P Mid Cap 400 Index E-MINI		23		Sep-2021		6,261			6,193			(68	)
S&P TSX 60 Index		25		Sep-2021		4,906			4,857			24
SPI 200 Index		39		Sep-2021		5,472			5,287			(46	)
U.S. 2-Year Treasury Note		69		Oct-2021		15,227			15,202			(25	)
U.S. 5-Year Treasury Note		318		Oct-2021		39,328			39,251			(77	)
U.S. 10-Year Treasury Note		248		Sep-2021		32,711			32,860			149
U.S. Ultra Long Treasury Bond		16		Sep-2021		3,102			3,083			(19	)
						206,377			204,697			(568	)
Short Contracts
Euro STOXX 50		(7)		Sep-2021	$	(350	)	$	(337	)	$	6
Japanese 10-Year Bond		(11)		Sep-2021		(15,213	)		(15,034	)		(35	)
OMX Stockholm 30		(62)		Jul-2021		(1,699	)		(1,643	)		15
S&P 500 Index E-MINI		(4)		Sep-2021		(843	)		(858	)		(15	)
SPI 200 Index		(11)		Sep-2021		(1,505	)		(1,491	)		(2	)
						(19,610	)		(19,363	)		(31	)
					$	186,767		$	185,334		$	(599	)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
ANZ		08/13/21	HKD		57,660	USD		7,437	$	11
Bank of America		07/15/21	USD		944	NOK		7,851		(32	)
Bank of America		07/15/21	SEK		5,936	USD		688		(6	)
Bank of America		07/16/21	USD		624	CAD		773		–
Bank of America		07/28/21	USD		1,917	RUB		142,360		25
Bank of America		07/28/21	RUB		25,716	USD		347		(4	)
Bank of America		08/05/21	CHF		645	USD		711		12
Bank of America		08/19/21	JPY		101,429	USD		932		17
Barclays PLC		07/22/21	USD		622	PHP		30,446		1

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		07/22/21	USD		487	PHP		23,316	$	(10	)
Barclays PLC		07/22/21	USD		3,794	KRW		4,251,677		(28	)
Barclays PLC		07/22/21	TWD		19,316	USD		697		3
Barclays PLC		07/22/21	PHP		123,718	USD		2,518		(11	)
Barclays PLC		08/05/21	CHF		630	USD		704		22
Barclays PLC		09/23/21	USD		474	MYR		1,970		–
Barclays PLC		09/23/21	USD		3,105	MYR		12,831		(16	)
Barclays PLC		09/23/21	MYR		7,045	USD		1,706		10
Barclays PLC		09/23/21	MYR		2,894	USD		694		(2	)
Brown Brothers Harriman		07/15/21	USD		607	SEK		5,175		(2	)
Brown Brothers Harriman		07/15/21	NOK		3,970	USD		480		18
Brown Brothers Harriman		07/16/21	CAD		1,043	USD		857		14
Brown Brothers Harriman		07/16/21	CAD		1,339	USD		1,067		(13	)
Brown Brothers Harriman		07/16/21	USD		2,551	CAD		3,199		33
Brown Brothers Harriman		07/16/21	USD		1,515	CAD		1,851		(21	)
Brown Brothers Harriman		07/29/21	USD		239	NZD		329		(8	)
Brown Brothers Harriman		07/29/21	NZD		329	USD		238		8
Brown Brothers Harriman		08/03/21	EUR		1,346	USD		1,631		35
Brown Brothers Harriman		08/03/21	USD		1,455	EUR		1,192		(40	)
Brown Brothers Harriman		08/05/21	USD		393	CHF		352		(12	)
Brown Brothers Harriman		08/05/21	CHF		1,275	USD		1,405		24
Brown Brothers Harriman		08/25/21	USD		346	AUD		452		(7	)
Brown Brothers Harriman		08/25/21	AUD		452	USD		342		3
Brown Brothers Harriman		08/26/21	GBP		330	USD		460		5
Brown Brothers Harriman		09/16/21	USD		230	ZAR		3,303		–
Brown Brothers Harriman		09/17/21	USD		455	CZK		9,766		(1	)
Brown Brothers Harriman		09/30/21	ILS		1,519	USD		465		(2	)
Citigroup		07/15/21	USD		233	CLP		170,542		1
Citigroup		07/15/21	USD		451	COP		1,706,022		6
Citigroup		07/15/21	COP		1,706,022	USD		458		1
Citigroup		07/22/21	TWD		19,490	USD		700		–
Citigroup		07/22/21	KRW		1,891,736	USD		1,692		16
Citigroup		07/29/21	NZD		7,415	USD		5,367		188
Citigroup		09/16/21	USD		689	CNH		4,484		2
Deutsche Bank		07/15/21	INR		34,845	USD		468		–
Deutsche Bank		08/03/21	USD		577	BRL		2,858		(9	)
Goldman Sachs		07/02/21	USD		756	BRL		4,025		46
Goldman Sachs		07/07/21	TWD		21,809	USD		797		14
Goldman Sachs		07/22/21	TWD		20,298	USD		724		(5	)
Goldman Sachs		07/22/21	KRW		261,084	USD		232		–
Goldman Sachs		08/03/21	BRL		1,372	USD		276		3
Goldman Sachs		08/05/21	USD		799	CHF		723		(16	)
HSBC		08/13/21	USD		4,572	HKD		35,539		5
HSBC		08/19/21	USD		1,124	SGD		1,498		(10	)
JPMorgan Chase Bank		08/01/07	USD		–	ZAR		6,831,631		–
JPMorgan Chase Bank		07/15/21	INR		44,302	USD		583		(12	)
Morgan Stanley		08/19/21	JPY		10,934,248	USD		100,416		1,840
Morgan Stanley		08/25/21	AUD		3,377	USD		2,616		81

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		09/23/21	MYR		1,963	USD		470	$	(3	)
RBS		07/15/21	SEK		5,172	USD		622		17
RBS		07/22/21	USD		351	KRW		395,785		—
RBS		07/22/21	KRW		524,500	USD		464		—
RBS		09/23/21	MYR		2,899	USD		701		3
Standard Bank		07/02/21	BRL		1,168	USD		231		(1	)
Standard Bank		07/07/21 - 07/22/21	USD		1,522	TWD		42,095		(11	)
Standard Bank		07/15/21	USD		348	INR		25,384		(7	)
Standard Bank		07/15/21	USD		943	IDR		13,506,902		(14	)
Standard Bank		07/15/21	IDR		6,831,631	USD		471		1
Standard Bank		07/15/21	IDR		6,675,272	USD		459		—
Standard Bank		07/22/21	USD		970	PHP		47,129		(6	)
Standard Bank		07/22/21	KRW		523,009	USD		463		(1	)
UBS		07/22/21	USD		468	PHP		22,827		(2	)
UBS		07/22/21	USD		466	KRW		527,761		1
UBS		07/22/21	USD		353	KRW		394,401		(4	)
UBS		08/03/21	EUR		573	USD		698		18
UBS		08/05/21	USD		780	CHF		700		(21	)
UBS		08/19/21	USD		916	JPY		101,429		(2	)
									$	2,145

A list of the open OTC swap agreements held by the Fund at June 30, 2021, is as follows:

Variance Swaps
Counterparty	Reference Entity/ Obligation		Volatility Strike Price		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value ( Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Bank of America Merill Lynch		USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		35		$	(2	)	$	–	$	(2	)
Bank of America Merill Lynch		USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		120			(7	)		–		(7	)
Bank of America Merill Lynch		USDJPY VARSWAP Long		7.20%		Quarterly		9/18/2021		USD		(33	)		4			–		4
Bank of America Merill Lynch		USDJPY VARSWAP Long		7.85%		Quarterly		9/18/2021		USD		38			(6	)		–		(6	)
														$	(11	)	$	–	$	(11	)

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2021, is as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/ Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S35V1-5Y	Sell	(188.717)%	Quarterly	12/20/2025		(3,770	)	$	380	$	309	$	72
CDX.NA.HY.S36V1-5Y	Sell	(262.415)%	Quarterly	06/20/2026		(5,970	)		607		568		38
CDX.NA.IG.S35V1-5Y	Sell	(222.449)%	Quarterly	12/20/2025		(3,370	)		85		73		12
CDX.NA.IG.S36V1-5Y	Sell	(234.148)%	Quarterly	06/20/2026		(4,990	)		126		120		6
ITRAXX.XOVER.S34V1-5Y	Sell	(57.829)%	Quarterly	12/20/2025		(839	)		125		93		32
ITRAXX.XOVER.S35V1-5Y	Sell	(57.260)%	Quarterly	06/20/2026		(600	)		88		84		4
								$	1,411	$	1,247	$	164

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
6-MONTH AUD - BBSW	1.019	Semi-Annual	12/17/2030	USD		490	$	(17	)	$	–	$	(17	)
3-MONTH NZD - BKBM	0.945	Semi-Annual	12/18/2030	USD		640		(35	)		–		(35	)
6-MONTH AUD - BBSW	1.760	Semi-Annual	04/21/2031	USD		850		12			–		12
3-MONTH NZD - BKBM	1.834	Semi-Annual	04/22/2031	USD		770		(1	)		–		(1	)
6M AUD BBSW	1.740%	Semi-Annual	05/03/2031	USD		2,430		31			–		31
3M NZD BKBM	1.825%	Semi-Annual	05/04/2031	USD		2,230		(6	)		–		(6	)
6M AUD BBSW	1.706%	Semi-Annual	05/07/2031	USD		2,550		27			–		27
3M NZD BKBM	1.888%	Semi-Annual	05/10/2031	USD		2,370		3			–		3
6-MONTH-AUD BBSW	1.786	Semi-Annual	05/20/2031	USD		1,230		20			–		20
3-MONTH NZD - BKBM	1.996	Semi-Annual	05/21/2031	USD		1,240		10			–		10
6-MONTH-AUD BBSW	1.996	Semi-Annual	06/03/2031	USD		2,140		21			–		21
3-MONTH NZD - BKBM	1.970	Semi-Annual	06/04/2031	USD		1,930		(209	)		–		(209	)
PAY: 6-MONTH AUD - BBSW	1.572%	Semi-Annual	06/24/2031	USD		950		1			–		1
3M NZD BKBM	1.891%	Semi-Annual	06/25/2031	USD		830		1			–		1
6-MONTH-AUD BBSW	1.610	Semi-Annual	06/29/2031	USD		1,320		4			–		4
3-MONTH NZD - BKBM	1.928	Semi-Annual	06/30/2031	USD		1,220		5			–		5
							$	(133	)	$	–	$	(133	)

Percentages are based on Net Assets of $732,528 ($ Thousands).

* Non-income producing security.

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

(B) 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, 2021, the value of these securities amounted to $6,000 ($ Thousands), representing 0.8% of the Net Assets of the Fund.

(C) Security is a Master Limited Partnership. At June 30, 2021, such securities amounted to $71 ($ Thousands), or 0.0% of the Net Assets of the Fund (See Note 2).

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

COP — Colombian Peso

CZK — Czech Koruna

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FHLB — Federal Home Loan Bank

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

IBEX — International Business Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MYR — Malaysian Ringgit

NASDAQ — National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Option Market Index

PLC — Public Limited Company

RUB — Russian Ruble

S&P— Standard & Poor’s

SEK — Swedish Krona

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

SPI — Share Price Index

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

USD — U.S. Dollar

UCITS — Undertakings for the Collective Investment in Transferable Securities

ZAR — South African Rand

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Continued)

The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

	Level 1		Level 2		Level 3		Total
Investments in Securities	($)		($)		($)		($)
Commercial Paper		–		152,541		–		152,541
U.S. Treasury Obligations		–		93,602		–		93,602
Exchange Traded Funds		70,636		–		–		70,636
Sovereign Debt		–		22,883		–		22,883
U.S. Government Agency Obligations		–		21,092		–		21,092
Common Stock		11,460		–		–		11,460
Total Investments in Securities		82,096		290,118		–		372,214

	Level 1			Level 2			Level 3		Total
Other Financial Instruments	($)			($)			($)		($)
Futures Contracts*
Unrealized Appreciation		577			–			–		577
Unrealized Depreciation		(1,176	)		–			–		(1,176	)
Forwards Contracts*
Unrealized Appreciation		–			2,484			–		2,484
Unrealized Depreciation		–			(339	)		–		(339	)
OTC Swaps
Variance Swaps*
Unrealized Appreciation		–			4			–		4
Unrealized Depreciation		–			(15	)		–		(15	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			164			–		164
Interest Rate Swaps*
Unrealized Appreciation		–			135			–		135
Unrealized Depreciation		–			(268	)		–		(268	)
Total Other Financial Instruments		(599	)		2,165			–		1,566

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

For the period ended June 30, 2021, there were no transfers in or out of Level 3.

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

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2021

Multi-Asset Capital Stability Fund (Concluded)

As of June 30, 2021, Multi-Asset Capital Stability Fund is the seller (“providing protection”) on a total notional amount of $19.8 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives		-		-		-		$1,411,189		$1,411,189
Maximum potential amount of future payments		-		-		-		19,806,111		19,806,111
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		-		-		$8,360,000		-		-		$8,360,000
101-200		-		-		994,570		-		-		994,570
201-300		-		-		10,451,541		-		-		10,451,541
301-400		-		-		-		-		-		-
> than 400		-		-		-		-		-		-
Total		-		-		$19,806,111		-		-		$19,806,111

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2021 9