UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-04878

SEI Institutional Managed Trust

(Exact name of registrant as specified in charter)

SEI Investments

1 Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

CT Corporation

101 Federal Street

Boston, MA 02110

(Name and address of agent for service)

Registrant’s telephone number, including area code: 1-800-342-5734

Date of fiscal year end: September 30, 2009

Date of reporting period: June 30, 2009

Item 1. Schedule of Investments

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.2%
Consumer Discretionary — 8.6%
Aeropostale * (A)	88,100	$	3,019
American Eagle Outfitters	21,300		302
Autoliv (A)	69,000		1,985
Autonation *	12,800		222
Barnes & Noble (A)	61,600		1,271
Black & Decker	4,600		132
BorgWarner	6,000		205
Brinker International	83,800		1,427
Cablevision Systems, Cl A	142,700		2,770
Career Education *	17,400		433
Carnival	8,800		227
CBS, Cl B	280,000		1,938
Centex (A)	74,200		628
Coach	87,400		2,349
Comcast, Cl A	1,304,800		18,907
DIRECTV Group * (A)	81,000		2,001
DR Horton	26,500		248
Eastman Kodak (A)	150,700		446
Expedia *	19,000		287
Family Dollar Stores (A)	69,800		1,975
Foot Locker (A)	197,600		2,069
Ford Motor *	141,100		857
Fortune Brands	1,600		56
Gannett (A)	151,600		541
Gap (A)	284,900		4,672
Garmin (A)	47,600		1,134
Genuine Parts	21,600		725
Goodyear Tire & Rubber * (A)	9,200		104
Harley-Davidson (A)	79,300		1,285
Harman International Industries (A)	12,300		231
Hasbro	78,800		1,910
Home Depot (A)	476,900		11,269
J.C. Penney (A)	56,000		1,608
Jarden *	89,600		1,680
Johnson Controls (A)	18,100		393
KB Home (A)	24,800		339
Kohl’s * (A)	38,700		1,655
Leggett & Platt	162,900		2,481
Lennar, Cl A (A)	82,300		797
Liberty Global, Cl A *	32,100		510
Liberty Media - Capital, Ser A *	18,500		251
Liberty Media - Interactive, Cl A *	22,500		113
Limited Brands (A)	75,200		900
Lowe’s	266,400		5,171
Macy’s	26,200		308
McDonald’s	46,200		2,656
McGraw-Hill (A)	151,700		4,568
Meredith (A)	9,600		245
Newell Rubbermaid	44,300		461
News, Cl A (A)	177,300		1,615
Office Depot *	57,200		261
O’Reilly Automotive * (A)	14,800		564
Pulte Homes (A)	6,600		58
RadioShack (A)	176,400		2,463
Royal Caribbean Cruises	37,100		502
Scripps Networks Interactive, Cl A	400		11
Sears Holdings * (A)	24,100		1,603
Sherwin-Williams	58,400		3,139
Signet Jewelers	7,600		158
Snap-On	20,500		589
Stanley Works (A)	91,300		3,090
Staples (A)	8,700		175
Time Warner	416,033		10,480
Time Warner Cable, Cl A (A)	141,237		4,473
TJX	86,700		2,728
Toll Brothers *	16,700		283
VF (A)	31,500		1,744
Viacom, Cl B *	3,500		79
Virgin Media	78,400		733
Walt Disney	475,900		11,103
Whirlpool (A)	60,600		2,579
Williams-Sonoma (A)	22,700		269
Wyndham Worldwide (A)	140,000		1,697
			140,157
Consumer Staples — 7.7%
Archer-Daniels-Midland	187,300		5,014
BJ’s Wholesale Club * (A)	16,800		542
Brown-Forman, Cl B	21,350		918
Campbell Soup	233,500		6,870
Clorox (A)	28,200		1,574
Coca-Cola	66,300		3,182
Coca-Cola Enterprises	103,900		1,730
ConAgra Foods	384,500		7,329
Constellation Brands, Cl A *	105,800		1,342
Corn Products International	85,000		2,277
CVS Caremark	121,800		3,882
Dean Foods *	8,200		157
Del Monte Foods	229,200		2,150
Dr Pepper Snapple Group *	5,000		106
General Mills	92,400		5,176
Herbalife	132,600		4,182
Hershey (A)	87,000		3,132
HJ Heinz (A)	94,900		3,388
JM Smucker	49,400		2,404
Kellogg	77,900		3,628
Kimberly-Clark	40,300		2,113
Kraft Foods, Cl A	324,760		8,229
Kroger	303,900		6,701
McCormick	4,800		156
Molson Coors Brewing, Cl B	600		25
Pepsi Bottling Group	126,400		4,277
PepsiAmericas	6,000		161
PepsiCo	2,700		148
Procter & Gamble	439,600		22,464
Reynolds American	49,000		1,892
Safeway (A)	273,300		5,567
Sara Lee	301,000		2,938
Smithfield Foods * (A)	42,200		589
SUPERVALU	207,637		2,689
SYSCO (A)	117,800		2,648
Tyson Foods, Cl A	44,300		559
Walgreen	19,800		582
Wal-Mart Stores	98,500		4,771
			125,492
Energy — 17.0%
Anadarko Petroleum	83,800		3,804
Apache	69,700		5,029
Baker Hughes (A)	81,800		2,981
BJ Services	340,900		4,646
Cabot Oil & Gas	8,600		263

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Chesapeake Energy	59,900	$	1,188
Chevron (A)	830,200		55,001
Cimarex Energy (A)	55,100		1,562
ConocoPhillips (A)	733,286		30,842
Devon Energy	23,900		1,303
Diamond Offshore Drilling (A)	17,600		1,462
El Paso	308,400		2,847
Encore Acquisition * (A)	40,500		1,249
ENSCO International	2,900		101
Exterran Holdings *	52,400		840
Exxon Mobil (A)	1,516,700		106,032
Forest Oil * (A)	42,700		637
Helix Energy Solutions Group *	168,700		1,834
Helmerich & Payne (A)	600		19
Marathon Oil	453,300		13,658
Mariner Energy *	9,300		109
Murphy Oil	68,800		3,737
Nabors Industries * (A)	53,500		834
Newfield Exploration *	98,900		3,231
Noble Energy	3,600		212
Occidental Petroleum	54,700		3,600
Oil States International *	500		12
Patterson-UTI Energy (A)	144,400		1,857
PetroHawk Energy *	9,800		219
Pioneer Natural Resources (A)	29,500		752
Plains Exploration & Production *	4,500		123
Pride International *	24,600		616
Rowan	84,500		1,633
Schlumberger	55,700		3,014
SEACOR Holdings *	24,300		1,828
Spectra Energy	93,200		1,577
St. Mary Land & Exploration (A)	32,900		687
Sunoco	109,400		2,538
Tesoro (A)	139,800		1,780
Tidewater (A)	61,400		2,632
Valero Energy	267,400		4,516
Williams	149,700		2,337
XTO Energy	84,300		3,215
			276,357
Financials — 21.6%
Aflac	68,900		2,142
Allied World Assurance Holdings	9,600		392
Allstate	312,500		7,625
AMB Property †	21,500		404
American Express	14,000		325
American Financial Group (A)	149,100		3,217
AmeriCredit * (A)	26,300		357
Ameriprise Financial	276,900		6,720
Annaly Capital Management †	187,800		2,843
AON	1,400		53
Apartment Investment & Management, Cl A † (A)	12,500		111
Arch Capital Group *	13,900		814
Arthur J. Gallagher	6,500		139
Associated Banc-Corp (A)	35,500		444
Assurant	57,700		1,390
AvalonBay Communities † (A)	4,588		257
Axis Capital Holdings	84,300		2,207
Bancorpsouth (A)	65,100		1,336
Bank of America (A)	2,055,869		27,138
Bank of Hawaii (A)	20,700		742
Bank of New York Mellon	255,322		7,483
BB&T (A)	377,200		8,291
Boston Properties †	7,900		377
BRE Properties, Cl A † (A)	29,400		699
Brookfield Asset Management, Cl A	197,700		3,375
Brown & Brown (A)	95,600		1,905
Camden Property Trust † (A)	10,200		282
Capital One Financial (A)	145,300		3,179
Capitol Federal Financial (A)	11,600		444
CB Richard Ellis Group, Cl A * (A)	213,100		1,994
Chubb	244,700		9,759
Cincinnati Financial	31,100		695
CIT Group (A)	186,200		400
Citigroup (A)	1,100,800		3,269
City National (A)	33,300		1,226
CME Group	2,100		653
Comerica	142,400		3,012
Commerce Bancshares (A)	55,450		1,765
Credicorp (A)	48,500		2,823
Cullen/Frost Bankers (A)	37,800		1,743
Digital Realty Trust †	1,700		61
Discover Financial Services	207,900		2,135
Douglas Emmett †	13,600		122
Duke Realty † (A)	94,500		829
Endurance Specialty Holdings (A)	163,100		4,779
Equity Residential †	11,500		256
Essex Property Trust † (A)	5,200		324
Everest Re Group	38,100		2,727
Federal Realty Investment Trust †	1,700		88
Federated Investors, Cl B (A)	78,500		1,891
Fidelity National Financial, Cl A	4,700		64
Fifth Third Bancorp (A)	78,000		554
First Horizon National (A)	119,003		1,428
Franklin Resources	59,100		4,256
Fulton Financial (A)	21,000		109
Goldman Sachs Group	135,000		19,904
Hanover Insurance Group	34,000		1,296
Hartford Financial Services Group (A)	194,700		2,311
HCC Insurance Holdings (A)	77,500		1,861
HCP †	24,300		515
Health Care † (A)	6,000		205
Hospitality Properties Trust † (A)	136,700		1,625
Host Hotels & Resorts †	14,600		122
HRPT Properties Trust †	24,900		101
Hudson City Bancorp	376,600		5,005
Huntington Bancshares (A)	364,400		1,523
Invesco	17,900		319
Jefferies Group	65,600		1,399
Jones Lang LaSalle	3,000		98
JPMorgan Chase	1,163,000		39,670
Keycorp	305,900		1,603
Legg Mason (A)	19,500		475
Leucadia National (A)	39,100		825
Liberty Property Trust †	58,900		1,357
Lincoln National	236,067		4,063
Loews	143,000		3,918
M&T Bank (A)	21,700		1,105
Marsh & McLennan	74,900		1,508
Marshall & Ilsley (A)	183,900		883
MBIA * (A)	127,900		554
MetLife	58,300		1,750

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Moody’s (A)	114,100	$	3,007
Morgan Stanley	374,600		10,680
NASDAQ OMX Group *	6,700		143
New York Community Bancorp (A)	12,800		137
Northern Trust	8,700		467
NYSE Euronext	151,500		4,128
PartnerRe	8,400		545
People’s United Financial	40,500		609
Platinum Underwriters Holdings	88,100		2,519
Plum Creek Timber † (A)	2,600		77
PNC Financial Services Group	179,655		6,972
Popular (A)	111,000		244
Principal Financial Group	125,500		2,364
Progressive	256,100		3,870
Prologis † (A)	24,000		193
Protective Life	23,800		272
Prudential Financial	214,700		7,991
Public Storage † (A)	13,700		897
Raymond James Financial (A)	94,800		1,632
Regency Centers †	4,200		147
Regions Financial (A)	309,284		1,250
RenaissanceRe Holdings	14,300		665
Senior Housing Properties Trust †	88,800		1,449
SL Green Realty † (A)	21,400		491
SLM * (A)	43,700		449
StanCorp Financial Group	22,600		648
State Street	52,900		2,497
Sunstone Hotel Investors † (A)	104,912		561
SunTrust Banks	36,400		599
Synovus Financial	44,800		134
T. Rowe Price Group (A)	51,800		2,159
Taubman Centers † (A)	118,700		3,188
TCF Financial (A)	72,000		963
TFS Financial (A)	38,500		409
Torchmark	16,300		604
Transatlantic Holdings	2,600		113
Travelers (A)	318,900		13,088
UDR † (A)	97,479		1,007
Unum Group	214,800		3,407
US Bancorp (A)	604,300		10,829
Valley National Bancorp (A)	157,482		1,843
Vornado Realty Trust † (A)	12,332		555
Weingarten Realty Investors † (A)	9,800		142
Wells Fargo (A)	1,166,295		28,294
Whitney Holding (A)	5,600		51
Wilmington Trust (A)	26,700		365
WR Berkley (A)	28,900		620
XL Capital, Cl A	94,000		1,077
Zions Bancorporation (A)	75,700		875
			350,874
Health Care — 11.8%
Aetna	165,500		4,146
AmerisourceBergen	220,800		3,917
Amgen *	270,900		14,341
Beckman Coulter	900		51
Boston Scientific *	40,700		413
Bristol-Myers Squibb	143,000		2,904
Cardinal Health	89,100		2,722
Cigna	83,800		2,019
Coventry Health Care *	100,900		1,888
DaVita *	17,500		866
Eli Lilly	300,900		10,423
Endo Pharmaceuticals Holdings *	87,200		1,563
Forest Laboratories *	180,300		4,527
Health Management Associates, Cl A *	51,300		253
Health Net *	29,100		453
HLTH * (A)	42,500		557
Hologic *	7,600		108
Humana * (A)	90,100		2,907
IMS Health	102,000		1,295
Inverness Medical Innovations * (A)	10,500		374
Johnson & Johnson (A)	442,000		25,106
Kinetic Concepts * (A)	62,300		1,698
King Pharmaceuticals * (A)	373,700		3,599
LifePoint Hospitals * (A)	31,200		819
Lincare Holdings *	5,000		118
McKesson	51,200		2,253
Medtronic	50,400		1,758
Merck (A)	527,700		14,754
Mylan Laboratories * (A)	16,600		217
Omnicare	84,200		2,169
Pfizer (A)	2,688,900		40,334
Quest Diagnostics	29,600		1,670
Thermo Fisher Scientific *	1,700		69
UnitedHealth Group	326,000		8,143
Universal Health Services, Cl B	17,000		830
WellPoint *	211,800		10,778
Wyeth	460,700		20,911
			190,953
Industrials — 9.6%
Aecom Technology *	13,200		423
AGCO *	4,900		142
Avery Dennison	4,500		115
Boeing	164,100		6,974
Burlington Northern Santa Fe	53,100		3,905
Carlisle	28,400		683
Caterpillar	50,500		1,669
Cintas	13,800		315
Continental Airlines, Cl B * (A)	34,200		303
Con-way (A)	2,400		85
Cooper Industries, Cl A	83,100		2,580
Corrections Corp of America *	7,300		124
Cummins	97,100		3,419
Delta Air Lines * (A)	25,525		148
Dover	62,400		2,065
Dun & Bradstreet	7,600		617
Eaton	45,600		2,034
EMCOR Group *	66,900		1,346
FedEx	62,000		3,448
Gardner Denver *	60,400		1,520
GATX (A)	18,100		466
General Dynamics	144,900		8,026
General Electric (A)	3,792,200		44,445
Harsco	56,700		1,605
Hertz Global Holdings * (A)	73,900		590
Honeywell International	66,800		2,097
Hubbell, Cl B	2,400		77
Illinois Tool Works	66,200		2,472
Ingersoll-Rand, Cl A (A)	84,800		1,772
ITT	13,200		587
KBR	137,000		2,526

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Kennametal	45,300	$	869
L-3 Communications Holdings	44,300		3,074
Lincoln Electric Holdings (A)	2,200		79
Lockheed Martin	20,100		1,621
Manpower	8,700		368
Masco	50,300		482
Norfolk Southern	213,200		8,031
Northrop Grumman	177,000		8,085
Oshkosh Truck	3,600		52
Owens Corning * (A)	41,800		534
Parker Hannifin (A)	35,000		1,504
Pentair	62,000		1,588
Pitney Bowes	8,300		182
Quanta Services *	34,900		807
Raytheon	112,200		4,985
Republic Services	23,095		564
RR Donnelley & Sons	418,900		4,868
Ryder System	2,100		59
Southwest Airlines	248,300		1,671
Spirit Aerosystems Holdings, Cl A *	7,900		109
Teleflex	38,600		1,730
Terex * (A)	8,500		103
Thomas & Betts *	48,900		1,411
Timken	3,500		60
Trinity Industries (A)	9,100		124
Tyco International	132,600		3,445
Union Pacific	36,000		1,874
United Technologies	105,500		5,482
URS *	25,300		1,253
USG * (A)	6,700		68
Waste Management (A)	165,400		4,658
			156,318
Information Technology — 4.8%
Advanced Micro Devices * (A)	72,600		281
Affiliated Computer Services, Cl A *	27,800		1,235
Amdocs *	83,500		1,791
Anixter International * (A)	42,100		1,582
Brocade Communications Systems *	30,600		239
Cadence Design Systems *	18,100		107
Computer Sciences * (A)	158,200		7,008
Compuware *	128,600		882
Convergys *	13,300		123
Cree *	6,200		182
Dell *	190,200		2,612
Diebold	8,800		232
eBay * (A)	76,000		1,302
EMC *	9,000		118
Fidelity National Information Services (A)	3,600		72
Harris	66,000		1,872
Harris Stratex Networks, Cl A *	16,395		106
Hewlett-Packard	227,000		8,774
IAC *	4,500		72
Ingram Micro, Cl A *	272,400		4,767
Integrated Device Technology *	30,000		181
Intel (A)	431,600		7,143
International Business Machines	10,000		1,044
International Rectifier *	8,700		129
Jabil Circuit	93,700		695
JDS Uniphase *	63,500		363
Kla-Tencor	2,900		73
Lam Research *	6,000		156
Lender Processing Services	3,200		89
Lexmark International, Cl A *	163,700		2,595
Micron Technology * (A)	49,100		249
Microsoft	164,400		3,908
Molex (A)	51,300		798
Motorola	109,600		727
NCR *	119,700		1,416
NeuStar, Cl A *	80,500		1,784
Novellus Systems * (A)	6,300		105
SAIC *	36,000		668
SanDisk *	16,800		247
Seagate Technology (A)	439,500		4,597
Sun Microsystems *	90,500		834
Symantec *	376,900		5,864
Tech Data *	53,500		1,750
Tellabs *	51,900		298
Texas Instruments	106,600		2,271
Vishay Intertechnology * (A)	269,800		1,832
Western Digital *	65,900		1,746
Xerox	391,200		2,535
			77,454
Materials — 3.5%
Alcoa (A)	268,900		2,778
Allegheny Technologies	62,200		2,173
Ball	64,300		2,904
Bemis	102,200		2,575
Celanese, Ser A	2,500		59
Commercial Metals (A)	17,500		281
Dow Chemical (A)	177,100		2,858
E.I. Du Pont de Nemours	219,400		5,621
Eastman Chemical (A)	109,200		4,139
FMC	3,500		166
Freeport-McMoRan Copper & Gold, Cl B	23,155		1,160
Huntsman	39,600		199
International Paper	174,100		2,634
Intrepid Potash * (A)	5,400		152
Lubrizol	87,300		4,130
Martin Marietta Materials	1,000		79
Nucor	77,300		3,434
Owens-Illinois *	50,400		1,412
Packaging Corp of America	37,000		599
Pactiv *	14,000		304
PPG Industries	173,400		7,612
Reliance Steel & Aluminum	3,500		134
Schnitzer Steel Industries, Cl A	3,300		174
Scotts Miracle-Gro, Cl A (A)	3,500		123
Sonoco Products	223,000		5,341
Southern Copper (A)	102,900		2,103
Steel Dynamics (A)	29,100		429
Temple-Inland (A)	20,800		273
United States Steel	200		7
Valspar	93,600		2,109
Vulcan Materials (A)	26,500		1,142
Weyerhaeuser	4,400		134
			57,238
Telecommunication Services — 6.8%
AT&T	2,381,395		59,154
CenturyTel (A)	149,700		4,596

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Crown Castle International *		6,100	$	146
Embarq		35,100		1,476
Frontier Communications		293,300		2,094
Leap Wireless International * (A)		23,800		784
Qwest Communications International (A)		59,500		247
Sprint Nextel *		636,300		3,061
Telephone & Data Systems		112,200		3,175
Verizon Communications		1,134,500		34,863
Windstream		24,126		202
				109,798
Utilities — 6.8%
AGL Resources		68,700		2,185
Alliant Energy		163,900		4,283
Ameren		102,300		2,546
American Electric Power		226,500		6,544
Aqua America (A)		23,200		416
Atmos Energy		9,800		245
Centerpoint Energy		5,500		61
CMS Energy (A)		177,300		2,142
Consolidated Edison (A)		50,200		1,879
Constellation Energy Group		4,500		120
Dominion Resources		88,000		2,941
DTE Energy		264,700		8,470
Duke Energy		15,048		220
Edison International		116,100		3,652
Energen		89,400		3,567
Entergy		58,200		4,512
Exelon		96,400		4,937
FirstEnergy		103,900		4,026
FPL Group		57,600		3,275
Hawaiian Electric Industries (A)		80,800		1,540
Integrys Energy Group		30,500		915
MDU Resources Group (A)		138,400		2,625
Mirant *		123,600		1,945
National Fuel Gas (A)		8,200		296
NiSource (A)		149,600		1,744
Northeast Utilities		12,800		286
NSTAR		66,900		2,148
NV Energy		218,100		2,353
OGE Energy		20,500		581
Oneok		59,600		1,758
Pepco Holdings		153,200		2,059
PG&E (A)		183,300		7,046
Pinnacle West Capital		128,700		3,880
Progress Energy (A)		27,400		1,036
Public Service Enterprise Group		105,800		3,452
Questar		6,100		189
SCANA		19,300		627
Sempra Energy		202,200		10,035
Southern		65,700		2,047
Southern Union		293,100		5,390
TECO Energy		52,200		623
UGI		41,500		1,058
Vectren		14,900		349
Wisconsin Energy		3,400		138
Xcel Energy		2,000		37
				110,178
Total Common Stock (Cost $1,779,166) ($ Thousands)				1,594,819
	Face Amount ($ Thousands)/Shares
AFFILIATED PARTNERSHIP — 16.5%
SEI Liquidity Fund, L.P.,
0.690% **†† (B)		274,884,679		268,415
Total Affiliated Partnership (Cost $274,885) ($ Thousands)				268,415
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		27,070,083		27,070
Total Cash Equivalent (Cost $27,070) ($ Thousands)				27,070
U.S. TREASURY OBLIGATION — 0.7%
U.S. Treasury Bills
0.258%, 12/03/09 (C) (D)	$	11,650		11,636
Total U.S. Treasury Obligation (Cost $11,637) ($ Thousands)				11,636
Total Investments — 117.1% (Cost $2,092,758) ($ Thousands) @			$	1,901,940

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Composite Index	129	Sep-2009	$	(699	)

Percentages are based on Net Assets of $1,624,119 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $264,449 ($ 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, 2009 was $268,415 ($Thousands).

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

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

Ser — Series

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $2,092,758 ($ Thousands), and the unrealized appreciation and depreciation were $148,660 ($ Thousands) and ($339,478) ($ Thousands), respectively.

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,594,819		$	—	$	—	$	1,594,819
Affiliated Partnership		—			268,415		—		268,415
U.S. Treasury Obligation		—			11,636		—		11,636
Cash Equivalent		27,070			—		—		27,070
Total Investments in Securities	$	1,621,889		$	280,051	$	—	$	1,901,940
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(699	)	$	—	$	—	$	(699	)

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, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.0%
Consumer Discretionary — 9.3%
Aaron Rents	4,800	$	143
Advance Auto Parts	16,800		697
Aeropostale *	6,800		233
Amazon.com * (A)	91,700		7,671
American Eagle Outfitters	3,200		45
Apollo Group, Cl A *	46,900		3,336
Autozone * (A)	11,769		1,778
Bed Bath & Beyond *	7,600		234
Best Buy (A)	30,100		1,008
Big Lots *	6,100		128
BJ’s Restaurants *	10,900		184
BorgWarner	1,600		55
Brinker International	17,800		303
Brink’s Home Security Holdings * (A)	14,900		422
Buckle (A)	20,200		642
Career Education *	6,600		164
Carmax *	1,700		25
CEC Entertainment *	5,200		153
Charlotte Russe Holding *	20,600		265
Chico’s FAS *	129,600		1,261
Coach (A)	256,203		6,887
Comcast, Cl A	447,070		6,478
Core-Mark Holding *	5,200		135
Darden Restaurants	19,900		656
Dick’s Sporting Goods *	27,200		468
DIRECTV Group * (A)	112,200		2,772
Discovery Communications, Cl C *	27,900		573
Dollar Tree *	11,000		463
Expedia *	18,200		275
Family Dollar Stores	30,000		849
Foot Locker	19,600		205
GameStop, Cl A *	64,400		1,418
Gap	78,800		1,292
Garmin	11,700		279
Gentex	13,800		160
Goodyear Tire & Rubber *	14,700		165
H&R Block	155,700		2,683
Hanesbrands *	64,200		963
Harman International Industries	5,900		111
Hasbro	54,700		1,326
Hillenbrand	18,400		306
Home Depot	11,600		274
International Game Technology	38,100		606
ITT Educational Services *	10,700		1,077
John Wiley & Sons, Cl A	5,400		180
Johnson Controls	5,700		124
Kohl’s *	44,800		1,915
Las Vegas Sands *	900		7
Leggett & Platt	81,600		1,243
Limited Brands (A)	94,400		1,130
Lowe’s	308,926		5,996
Marriott International, Cl A (A)	162,889		3,595
Marvel Entertainment *	4,900		174
Mattel	28,400		456
McDonald’s	423,160		24,328
McGraw-Hill	163,500		4,923
Monro Muffler (A)	3,700		95
NetFlix *	4,400		182
Nike, Cl B	358,900		18,584
Nordstrom	4,300		86
O’Charleys	8,800		81
Omnicom Group	1,300		41
O’Reilly Automotive *	22,100		842
Overstock.com * (A)	6,500		78
Panera Bread, Cl A *	15,300		763
PetMed Express * (A)	7,900		119
PetSmart	87,200		1,871
Phillips-Van Heusen	2,400		69
Pinnacle Entertainment *	5,100		47
Polo Ralph Lauren	16,400		878
Pre-Paid Legal Services *	3,300		144
priceline.com * (A)	3,300		368
Pulte Homes	23,400		206
Ross Stores (A)	115,400		4,455
Sally Beauty Holdings *	13,900		88
Scientific Games, Cl A *	30,000		473
Scripps Networks Interactive, Cl A	5,400		150
Sherwin-Williams	20,600		1,107
Smith & Wesson Holding *	113,100		642
Staples (A)	476,400		9,609
Starbucks *	51,400		714
Starwood Hotels & Resorts Worldwide (A)	127,190		2,824
Strayer Education (A)	7,700		1,679
Target (A)	341,844		13,493
Texas Roadhouse, Cl A *	64,200		700
Thor Industries	2,400		44
Tiffany	8,900		226
Tim Hortons	17,300		425
Time Warner Cable, Cl A (A)	31,500		998
TJX	110,200		3,467
Tractor Supply * (A)	4,900		203
VF	2,000		111
Viacom, Cl B *	112,903		2,563
Weight Watchers International (A)	200,000		5,154
Williams-Sonoma	6,900		82
WMS Industries *	4,300		136
Wyndham Worldwide	8,100		98
Yum! Brands	188,204		6,275
			173,409
Consumer Staples — 13.6%
Altria Group	274,840		4,505
Archer-Daniels-Midland	36,800		985
Avon Products	158,802		4,094
Brown-Forman, Cl B	46,950		2,018
Campbell Soup	109,300		3,216
Church & Dwight	7,100		386
Clorox (A)	47,300		2,641
Coca-Cola (A)	661,026		31,723
Coca-Cola Enterprises	148,300		2,469
Colgate-Palmolive	186,067		13,162
Costco Wholesale	341,560		15,609
CVS Caremark	413,031		13,163
Dean Foods *	95,400		1,831
Energizer Holdings *	7,500		392
Estee Lauder, Cl A	19,700		644
Flowers Foods	6,500		142
General Mills	52,100		2,919

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Green Mountain Coffee Roasters *	3,000	$	177
Hansen Natural *	11,200		345
Hershey	55,900		2,012
HJ Heinz	84,800		3,027
Kellogg	108,000		5,029
Kimberly-Clark	84,202		4,415
Kraft Foods, Cl A	118,220		2,996
Kroger	168,500		3,715
Lorillard	7,400		501
McCormick	16,600		540
Mead Johnson Nutrition, Cl A	5,100		162
NBTY *	2,100		59
Pantry *	2,800		47
Pepsi Bottling Group	11,500		389
PepsiCo	689,390		37,889
Philip Morris International	299,540		13,066
Procter & Gamble	719,538		36,768
Reynolds American	17,200		664
Sara Lee	17,600		172
Smithfield Foods *	47,700		666
SYSCO	68,700		1,544
Walgreen	372,585		10,954
Wal-Mart Stores	565,601		27,398
Weis Markets	4,300		144
Whole Foods Market	8,100		154
			252,732
Energy — 5.9%
Cameron International *	256,052		7,246
Consol Energy	14,700		499
Delek US Holdings	15,300		130
Devon Energy	46,400		2,529
Diamond Offshore Drilling	2,000		166
Dresser-Rand Group *	84,500		2,206
El Paso	11,400		105
ENSCO International	4,000		140
EOG Resources	132,700		9,013
EXCO Resources *	10,100		131
Exxon Mobil	150,100		10,493
FMC Technologies *	11,800		443
Foundation Coal Holdings	4,300		121
Frontier Oil	45,500		597
Halliburton	464,980		9,625
Helmerich & Payne	3,400		105
Hess	78,690		4,230
Holly	17,300		311
Mariner Energy *	500		6
Massey Energy	30,700		600
Occidental Petroleum (A)	107,700		7,088
Oceaneering International *	11,200		506
Patterson-UTI Energy	23,000		296
Peabody Energy (A)	31,900		962
PetroHawk Energy *	49,400		1,102
Plains Exploration & Production *	8,700		238
Pride International *	16,300		409
Quicksilver Resources *	6,600		61
Range Resources	2,900		120
Rowan	300		6
Schlumberger	519,368		28,103
SEACOR Holdings * (A)	15,300		1,151
Smith International	23,000		592
Southwestern Energy *	69,600		2,704
St. Mary Land & Exploration	4,800		100
Suncor Energy (A)	133,668		4,055
Sunoco	27,300		633
Tesoro (A)	89,400		1,138
Transocean *	65,000		4,829
Weatherford International *	109,882		2,149
Williams	31,600		493
XTO Energy	120,900		4,611
			110,042
Financials — 5.8%
Affiliated Managers Group *	6,100		355
Aflac	139,134		4,326
American Express	257,546		5,985
Ameriprise Financial	21,300		517
Arthur J. Gallagher	9,400		201
Axis Capital Holdings	3,400		89
Bank of New York Mellon	341,700		10,015
BlackRock	2,800		491
Brown & Brown	16,900		337
Capital One Financial	13,100		287
Capitol Federal Financial	5,700		218
CB Richard Ellis Group, Cl A *	10,500		98
Charles Schwab (A)	1,120,386		19,652
CME Group	55,685		17,324
Digital Realty Trust †	8,500		305
Eaton Vance	14,000		374
Endurance Specialty Holdings	36,000		1,055
Federal Realty Investment Trust †	800		41
Federated Investors, Cl B	3,200		77
Forest City Enterprises, Cl A	14,000		93
Franklin Resources	4,800		346
Genworth Financial, Cl A	18,900		132
Goldman Sachs Group	7,631		1,125
Greenhill	2,100		152
Hudson City Bancorp	24,600		327
IntercontinentalExchange *	115,200		13,161
Invesco	4,800		86
Janus Capital Group	43,000		490
Jefferies Group	9,300		198
JPMorgan Chase	91,100		3,107
Lazard, Cl A	12,600		339
Leucadia National	7,100		150
Lincoln National	7,800		134
Moody’s	19,100		503
Morgan Stanley	192,242		5,481
MSCI, Cl A *	25,100		614
NASDAQ OMX Group *	4,900		104
Nationwide Health Properties †	300		8
Northern Trust	51,428		2,761
NYSE Euronext	142,900		3,894
optionsXpress Holdings	29,500		458
Plum Creek Timber †	3,500		104
Principal Financial Group	33,000		622
Progressive	7,100		107
Prudential Financial	19,800		737
Public Storage †	13,800		904
Simon Property Group † (A)	13,363		687
SLM *	42,900		441
St. Joe *	1,100		29
State Street	3,300		156

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
T. Rowe Price Group (A)	38,124	$	1,589
TD Ameritrade Holding *	64,600		1,133
Waddell & Reed Financial, Cl A	9,800		258
Wells Fargo (A)	237,600		5,764
World Acceptance * (A)	6,600		131
WP Carey (A)	3,700		92
WR Berkley	3,000		64
			108,228
Health Care — 16.3%
Abbott Laboratories	469,316		22,077
Aetna	184,400		4,619
Alexion Pharmaceuticals *	8,300		341
Allergan	486,800		23,162
American Medical Systems Holdings *	85,500		1,351
Amgen *	145,800		7,719
Amylin Pharmaceuticals * (A)	229,829		3,103
Baxter International	300,036		15,890
Beckman Coulter	1,900		109
Becton Dickinson	45,225		3,225
Biogen Idec * (A)	70,800		3,197
BioMarin Pharmaceuticals *	1,200		19
Bio-Rad Laboratories, Cl A *	1,900		143
Boston Scientific *	1,000		10
Bristol-Myers Squibb	463,400		9,412
Bruker BioSciences *	8,100		75
C.R. Bard	54,010		4,021
Cantel Medical *	5,700		92
Celgene *	61,960		2,964
Cephalon * (A)	33,800		1,915
Cerner *	6,500		405
Cigna	4,600		111
Covance *	6,800		335
Coventry Health Care *	400		7
DaVita *	31,400		1,553
Dendreon *	11,400		283
Dentsply International	24,100		736
Edwards Lifesciences *	36,000		2,449
Eli Lilly	83,758		2,901
Endo Pharmaceuticals Holdings *	46,100		826
Enzon Pharmaceuticals * (A)	34,300		270
ev3 *	19,700		211
Express Scripts *	114,060		7,842
Gen-Probe *	40,500		1,741
Genzyme *	11,700		651
Gilead Sciences *	573,025		26,840
Health Net *	14,700		229
HLTH *	17,900		235
Humana *	44,900		1,448
Idexx Laboratories *	4,100		189
Illumina *	13,300		518
Immucor *	5,400		74
IMS Health	27,100		344
Intuitive Surgical * (A)	16,400		2,684
Invacare	20,600		364
Inverness Medical Innovations *	12,600		448
Isis Pharmaceuticals *	35,900		592
Johnson & Johnson (A)	433,241		24,608
Laboratory Corp of America Holdings *	8,100		549
Lincare Holdings * (A)	117,400		2,761
Masimo * (A)	31,200		752
McKesson	1,212		53
Medco Health Solutions *	305,482		13,933
Medicines *	18,200		153
Medtronic	280,300		9,780
Merck (A)	227,377		6,357
Mettler Toledo International *	24,300		1,875
Millipore *	5,600		393
Mylan Laboratories * (A)	185,000		2,414
Myriad Genetics *	9,500		339
Noven Pharmaceuticals *	16,500		236
Novo Nordisk ADR (A)	131,600		7,167
Omnicare	3,800		98
OSI Pharmaceuticals *	5,900		166
PerkinElmer	11,900		207
Pharmaceutical Product Development	11,200		260
Quest Diagnostics	100,500		5,671
ResMed * (A)	30,800		1,254
Schering-Plough	605,800		15,218
St. Jude Medical *	124,907		5,134
STERIS	5,300		138
Stryker	200,300		7,960
SurModics * (A)	10,900		247
Synovis Life Technologies *	9,400		195
Techne	2,300		147
Teva Pharmaceutical Industries ADR	83,989		4,144
Thermo Fisher Scientific *	227,619		9,280
United Therapeutics *	2,400		200
UnitedHealth Group	456,500		11,403
Universal Health Services, Cl B	1,200		59
Valeant Pharmaceuticals International *	64,700		1,664
Varian Medical Systems *	7,200		253
VCA Antech *	8,000		214
Vertex Pharmaceuticals *	17,500		624
Warner Chilcott, Cl A * (A)	104,600		1,375
WellPoint *	18,900		962
Wyeth	30,400		1,380
Zimmer Holdings *	127,507		5,432
			302,785
Industrials — 8.0%
3M	104,826		6,300
ABB ADR (A)	133,710		2,110
Aecom Technology *	28,700		918
Alliant Techsystems *	2,600		214
Ametek	3,300		114
AMR *	8,400		34
Applied Signal Technology	6,600		168
BE Aerospace *	6,200		89
Beacon Roofing Supply * (A)	7,500		108
Boeing (A)	142,016		6,036
Brink’s	1,300		38
Bucyrus International, Cl A	6,700		191
Burlington Northern Santa Fe	65,862		4,843
C.H. Robinson Worldwide (A)	37,966		1,980
Carlisle	3,400		82
Caterpillar (A)	195,500		6,459

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Chart Industries *	19,900	$	362
Continental Airlines, Cl B *	13,100		116
Cooper Industries, Cl A	42,000		1,304
Corrections Corp of America *	1,300		22
Cummins	34,700		1,222
Danaher	74,110		4,576
Deere	21,300		851
Delta Air Lines *	9,700		56
Donaldson	4,900		170
Dover	103,000		3,408
Dun & Bradstreet	19,200		1,559
EMCOR Group *	7,100		143
Emerson Electric	174,508		5,654
Equifax	62,000		1,618
Expeditors International of Washington (A)	246,600		8,222
Fastenal	67,900		2,252
First Solar *	7,100		1,151
Flowserve	7,200		503
Fluor (A)	185,700		9,524
Foster Wheeler * (A)	74,300		1,765
General Dynamics	3,300		183
Goodrich	8,600		430
Graco	21,800		480
Harsco	600		17
Hawaiian Holdings *	19,900		120
Honeywell International	43,800		1,375
Hubbell, Cl B	16,300		522
IDEX	39,900		980
ITT	56,000		2,492
Jacobs Engineering Group * (A)	42,500		1,789
JB Hunt Transport Services	25,100		766
Joy Global	1,900		68
Kansas City Southern *	8,300		134
L-3 Communications Holdings	33,900		2,352
Landstar System	5,500		198
Lennox International	5,600		180
Lockheed Martin	70,415		5,679
Masco	17,300		166
McDermott International *	33,500		680
Monster Worldwide *	1,400		16
MSC Industrial Direct, Cl A	22,900		813
Navistar International *	6,400		279
Norfolk Southern	54,000		2,034
Northrop Grumman	48,048		2,195
PACCAR	12,950		421
Pall	14,100		374
Precision Castparts	5,521		403
Quanta Services *	161,200		3,728
Raytheon	70,600		3,137
Republic Services	11,100		271
Robert Half International	8,300		196
Rockwell Automation	2,700		87
Rockwell Collins	2,500		104
Roper Industries	8,800		399
Shaw Group *	78,100		2,141
Southwest Airlines	23,800		160
Stericycle *	29,790		1,535
SunPower, Cl A *	15,100		402
Thomas & Betts *	56,300		1,625
Toro	15,200		454
TransDigm Group *	4,000		145
Union Pacific	112,900		5,878
United Parcel Service, Cl B	286,575		14,326
United Technologies	139,395		7,243
URS *	8,900		441
UTI Worldwide *	8,300		94
Valmont Industries	800		58
Wabtec	4,900		158
Waste Connections *	5,700		148
Waste Management (A)	106,600		3,002
WESCO International *	7,900		198
WW Grainger	40,800		3,341
			148,579
Information Technology — 31.1%
Accenture, Cl A	117,900		3,945
Activision Blizzard *	583,851		7,374
Adobe Systems *	340,900		9,648
Advanced Micro Devices *	47,300		183
Affiliated Computer Services, Cl A *	3,500		155
Agilent Technologies *	8,900		181
Akamai Technologies *	5,400		104
Alliance Data Systems *	24,500		1,009
Altera	140,500		2,287
Amdocs *	19,200		412
Amphenol, Cl A	17,100		541
Analog Devices	84,800		2,101
Apple *	397,762		56,653
Automatic Data Processing	120,500		4,271
Avnet *	13,400		282
BMC Software *	2,100		71
Broadcom, Cl A *	235,700		5,843
Broadridge Financial Solutions	4,600		76
Brocade Communications Systems *	16,700		130
CA	11,800		206
Cadence Design Systems *	27,100		160
Ciena *	3,600		37
Cisco Systems *	1,922,326		35,832
Citrix Systems *	8,900		284
Cognizant Technology Solutions, Cl A *	27,800		742
Corning (A)	127,400		2,046
Cree * (A)	61,600		1,810
Cypress Semiconductor *	56,200		517
Dell *	652,660		8,961
Diebold	36,200		954
Dolby Laboratories, Cl A * (A)	52,100		1,942
DST Systems *	10,500		388
eBay * (A)	70,300		1,204
Electronic Arts * (A)	190,894		4,146
EMC *	712,600		9,335
Equinix * (A)	9,600		698
F5 Networks *	41,400		1,432
Factset Research Systems	6,000		299
Fidelity National Information Services	16,600		331
Fiserv *	25,700		1,174
Global Payments	14,200		532
Google, Cl A * (A)	113,572		47,881
Hewitt Associates, Cl A *	33,800		1,007
Hewlett-Packard	699,000		27,016
i2 Technologies * (A)	7,100		89

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
IAC *	6,100	$	98
Integrated Device Technology *	17,700		107
Intel (A)	891,987		14,762
International Business Machines	292,939		30,589
International Rectifier *	9,800		145
Intuit *	449,900		12,669
Iron Mountain * (A)	23,000		661
Itron *	8,900		490
j2 Global Communications *	2,400		54
Jabil Circuit	46,000		341
JDS Uniphase *	38,100		218
Juniper Networks *	344,900		8,140
Lam Research *	12,600		328
Linear Technology (A)	257,863		6,021
Macrovision Solutions *	7,300		159
Marvell Technology Group *	52,400		610
Mastercard, Cl A (A)	75,580		12,645
Maxim Integrated Products	26,800		421
McAfee *	38,900		1,641
MEMC Electronic Materials *	4,300		77
Metavante Technologies *	42,600		1,102
Microchip Technology	19,800		446
Micron Technology *	43,100		218
Micros Systems *	7,900		200
Microsoft	2,201,444		52,328
Molex	19,400		302
Motorola	14,900		99
National Instruments	35,000		790
National Semiconductor	76,100		955
NCR *	18,000		213
NetApp *	12,200		241
NeuStar, Cl A *	800		18
Nokia ADR (A)	332,300		4,845
Novatel Wireless * (A)	5,100		46
Novell *	23,900		108
Novellus Systems *	7,200		120
Nuance Communications *	500		6
Nvidia *	47,300		534
ON Semiconductor *	53,300		366
Oracle	934,565		20,019
Paychex (A)	161,100		4,060
Pegasystems	11,600		306
QLogic *	12,000		152
Qualcomm	1,175,413		53,129
Rambus *	18,500		287
Red Hat * (A)	84,400		1,699
Research In Motion *	199,744		14,192
RightNow Technologies *	18,900		223
SAIC *	11,100		206
SanDisk *	29,000		426
Seagate Technology	53,000		555
Silicon Laboratories * (A)	47,600		1,806
Sohu.com *	6,400		402
Sybase *	8,400		263
Symantec * (A)	540,700		8,413
Synopsys *	9,000		176
Tech Data *	31,200		1,021
Teradata *	353,300		8,278
Teradyne *	1,600		11
Texas Instruments	201,315		4,288
Trimble Navigation *	37,100		728
Varian Semiconductor Equipment Associates *	11,500		276
VeriSign * (A)	386,800		7,148
Visa, Cl A (A)	545,961		33,992
VMware, Cl A *	28,100		766
Western Digital *	16,800		445
Western Union	648,010		10,627
Xilinx	167,600		3,429
Yahoo! * (A)	352,300		5,517
			580,242
Materials — 3.0%
Air Products & Chemicals	7,200		465
Albemarle	4,000		102
Alpha Natural Resources *	31,900		838
Ashland	10,100		283
Ball	4,100		185
Celanese, Ser A	26,500		629
CF Industries Holdings	800		59
Cliffs Natural Resources	29,600		724
Crown Holdings *	20,100		485
E.I. Du Pont de Nemours	30,200		774
Eagle Materials (A)	16,400		414
Ecolab	62,000		2,417
FMC	9,100		431
Freeport-McMoRan Copper & Gold, Cl B	25,500		1,278
International Flavors & Fragrances	16,000		524
Intrepid Potash *	3,800		107
Lubrizol	5,900		279
Martin Marietta Materials	3,600		284
Monsanto	200,194		14,883
Mosaic	34,800		1,542
Nalco Holding	73,500		1,238
NewMarket	9,800		660
Newmont Mining	29,100		1,189
Packaging Corp of America	12,100		196
Pactiv *	29,200		634
Praxair	230,426		16,376
RPM International	7,000		98
Schnitzer Steel Industries, Cl A	1,000		53
Scotts Miracle-Gro, Cl A	5,800		203
Sigma-Aldrich	2,900		144
Southern Copper (A)	62,500		1,278
Syngenta ADR	132,400		6,159
Terra Industries	23,000		557
Walter Energy	15,600		565
			56,053
Telecommunication Services — 1.5%
American Tower, Cl A *	250,760		7,906
Crown Castle International *	614,637		14,764
Embarq	25,900		1,089
Frontier Communications	190,500		1,360
Leap Wireless International *	3,900		128
MetroPCS Communications *	16,500		220
NII Holdings *	47,300		902
NTELOS Holdings	14,000		258
SBA Communications, Cl A *	23,500		577
tw telecom , Cl A *	14,700		151
Windstream	165,600		1,385
			28,740

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Utilities — 0.5%
Calpine *		156,200	$	1,741
Centerpoint Energy		6,600		73
Constellation Energy Group		56,800		1,510
Equities		2,800		98
Exelon		24,500		1,255
FPL Group		5,500		313
ITC Holdings		4,900		222
Mirant *		90,100		1,418
NV Energy		9,600		103
PPL		94,800		3,125
				9,858
Total Common Stock (Cost $1,691,933) ($ Thousands)				1,770,668
AFFILIATED PARTNERSHIP — 9.9%
SEI Liquidity Fund, L.P.,
0.690% **†† (B)		187,746,764		183,320
Total Affiliated Partnership (Cost $187,746) ($ Thousands)				183,320
CASH EQUIVALENT — 4.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		86,443,575		86,444
Total Cash Equivalent (Cost $86,444) ($ Thousands)				86,444
U.S. TREASURY OBLIGATION — 0.7%
U.S. Treasury Bills
0.258%, 12/03/09 (C) (D)	$	13,000		12,985
Total U.S. Treasury Obligation (Cost $12,986) ($ Thousands)				12,985
Total Investments — 110.2% (Cost $1,979,109) ($ Thousands) @			$	2,053,417

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Composite Index	350	Sep-2009	$	(2,170	)

Percentages are based on Net Assets of $1,863,243 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $181,980($ Thousands)

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $183,320 ($ Thousands).

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

(D) The rate reported is the rate in effect as of June 30, 2009.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $1,979,109 ($ Thousands), and the unrealized appreciation and depreciation were $182,578 ($ Thousands) and ($108,270) ($ Thousands), respectively.

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,770,668		$	—	$	—	$	1,770,668
Affiliated Partnership		—			183,320		—		183,320
U.S. Treasury Obligation		—			12,985		—		12,985
Cash Equivalent		86,444			—		—		86,444
Total Investments in Securities	$	1,857,112		$	196,305	$	—	$	2,053,417
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(2,170	)	$	—	$	—	$	(2,170	)

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.

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.4%
Consumer Discretionary — 9.2%
Abercrombie & Fitch, Cl A (A)	1,426	$	36
Advance Auto Parts	1,200		50
Aeropostale *	31,000		1,062
Amazon.com * (A)	62,900		5,262
American Eagle Outfitters	3,150		45
American Greetings, Cl A (A)	16,700		195
Apollo Group, Cl A *	29,925		2,128
Ascent Media, Cl A *	234		6
Autoliv	22,650		652
Autonation *	4,100		71
Autozone *	5,219		789
Barnes & Noble (A)	21,250		438
Bed Bath & Beyond *	4,400		135
Best Buy (A)	21,080		706
Big Lots *	1,557		33
Black & Decker	2,000		57
Blyth	8,500		279
BorgWarner (A)	2,300		78
Brinker International	3,400		58
Brink’s Home Security Holdings *	650		19
Buckle (A)	8,600		273
Cablevision Systems, Cl A	6,700		130
Career Education *	23,500		585
Carmax * (A)	6,383		94
Carnival	9,000		232
Carter’s *	6,000		148
Cavco Industries *	130		3
CBS, Cl B	95,200		659
Charlotte Russe Holding *	6,000		77
Chico’s FAS * (A)	52,800		514
Chipotle Mexican Grill, Cl A * (A)	800		64
Coach	178,790		4,806
Comcast, Cl A	395,840		5,736
Core-Mark Holding *	4,200		109
Darden Restaurants	3,127		103
Deckers Outdoor *	700		49
DeVry	1,021		51
Dick’s Sporting Goods *	3,700		64
DIRECTV Group * (A)	75,865		1,875
Discovery Communications, Cl C * (A)	5,040		103
DISH Network, Cl A *	21,649		351
Dollar Tree *	829		35
DR Horton	6,500		61
Eastman Kodak (A)	485,700		1,438
Ethan Allen Interiors (A)	30,500		316
Family Dollar Stores	2,600		74
Foot Locker (A)	55,600		582
Ford Motor *	38,500		234
GameStop, Cl A * (A)	39,722		874
Gannett (A)	34,600		123
Gap	199,500		3,272
Garmin (A)	50,300		1,198
Gentex	5,500		64
Genuine Parts	850		28
Goodyear Tire & Rubber * (A)	6,550		74
H&R Block	5,900		102
Harley-Davidson (A)	25,600		415
Harman International Industries (A)	4,200		79
Hasbro	73,995		1,793
Home Depot (A)	125,700		2,970
International Game Technology	15,753		250
Interpublic Group *	13,000		66
ITT Educational Services *	3,600		362
J.C. Penney (A)	101,130		2,903
Jarden *	37,800		709
Johnson Controls (A)	24,259		527
KB Home (A)	4,700		64
Kohl’s *	4,900		209
Lamar Advertising, Cl A * (A)	7,300		111
Landry’s Restaurants * (A)	11,600		100
Leggett & Platt	59,000		899
Lennar, Cl A	5,100		50
Liberty Global, Cl A *	14,200		226
Liberty Media - Capital, Ser A * (A)	10,500		142
Liberty Media - Entertainment, Cl A *	9,060		242
Liberty Media - Interactive, Cl A * (A)	6,450		33
LKQ *	3,200		53
Lowe’s	276,755		5,372
Macy’s	5,200		61
Marriott International, Cl A (A)	91,300		2,015
Mattel	2,300		37
McDonald’s	153,336		8,815
McGraw-Hill (A)	70,300		2,117
Mohawk Industries * (A)	2,829		101
Monro Muffler (A)	9,500		244
New York Times, Cl A (A)	10,200		56
News, Cl A (A)	118,200		1,077
Nike, Cl B	172,300		8,922
Nordstrom (A)	4,900		97
NVR *	100		50
Omnicom Group	6,000		189
O’Reilly Automotive * (A)	1,800		69
Penn National Gaming *	2,300		67
PEP Boys-Manny Moe & Jack	6,200		63
PetMed Express * (A)	10,200		153
PetSmart	3,608		77
Polo Ralph Lauren (A)	900		48
Pre-Paid Legal Services *	1,400		61
priceline.com *	1,200		134
Pulte Homes (A)	3,600		32
RadioShack	45,100		630
Regal Entertainment Group, Cl A (A)	2,700		36
Ross Stores	30,800		1,189
Sally Beauty Holdings *	11,000		70
Scholastic	1,700		34
Scientific Games, Cl A *	3,600		57
Sears Holdings * (A)	71,300		4,743
Shaw Communications, Cl B (A)	43,700		737
Sherwin-Williams	18,900		1,016
Smith & Wesson Holding *	58,400		332
Snap-On	778		22
Stanley Works	29,900		1,012
Staples (A)	259,227		5,229
Starbucks *	10,038		139

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Starwood Hotels & Resorts Worldwide (A)	66,240	$	1,471
Target	157,754		6,227
Texas Roadhouse, Cl A *	30,000		327
Tiffany	1,800		46
Tim Hortons	1,500		37
Time Warner	305,232		7,689
Time Warner Cable, Cl A	84,807		2,686
TJX	88,000		2,768
Toll Brothers *	2,200		37
Urban Outfitters * (A)	2,500		52
VF	1,400		77
Viacom, Cl B *	69,792		1,584
Virgin Media	12,500		117
Walt Disney	167,257		3,902
Washington Post, Cl B	100		35
Weight Watchers International	130,000		3,350
Whirlpool (A)	17,900		762
Wyndham Worldwide	58,300		707
Yum! Brands	89,600		2,987
			128,767
Consumer Staples — 9.2%
Alberto-Culver	1,700		43
Altria Group	99,410		1,629
Archer-Daniels-Midland	149,757		4,009
Avon Products	122,546		3,159
BJ’s Wholesale Club * (A)	1,057		34
Brown-Forman, Cl B	1,500		64
Bunge (A)	2,500		151
Campbell Soup	77,800		2,289
Chiquita Brands International * (A)	54,300		557
Church & Dwight	800		43
Clorox (A)	9,969		557
Coca-Cola (A)	267,139		12,820
Coca-Cola Enterprises	56,900		947
Colgate-Palmolive	67,920		4,805
ConAgra Foods	170,750		3,255
Constellation Brands, Cl A *	3,000		38
Corn Products International	16,400		439
Costco Wholesale	158,500		7,243
CVS Caremark	203,470		6,485
Dean Foods *	23,000		441
Del Monte Foods	147,100		1,380
Dr Pepper Snapple Group *	25,800		547
Energizer Holdings *	1,628		85
Estee Lauder, Cl A	3,500		114
General Mills	20,184		1,131
Hansen Natural *	1,200		37
Herbalife	52,200		1,647
Hershey	1,900		68
HJ Heinz	4,697		168
Hormel Foods	2,000		69
Kellogg	9,658		450
Kimberly-Clark	44,717		2,345
Kraft Foods, Cl A	224,285		5,683
Kroger	85,352		1,882
Lorillard	3,850		261
McCormick	2,100		68
Molson Coors Brewing, Cl B	5,300		224
Pepsi Bottling Group	82,700		2,799
PepsiCo	262,855		14,447
Philip Morris International	55,774		2,433
Prestige Brands Holdings *	18,600		115
Procter & Gamble	426,483		21,793
Reynolds American	46,100		1,780
Safeway	95,334		1,942
Sanderson Farms	6,300		284
Sara Lee	181,900		1,775
SUPERVALU	90,298		1,169
SYSCO	52,750		1,186
Tyson Foods, Cl A	4,300		54
Walgreen (A)	189,300		5,565
Wal-Mart Stores	176,248		8,538
Whole Foods Market (A)	3,700		70
			129,117
Energy — 10.7%
Anadarko Petroleum	49,700		2,256
Apache	32,435		2,340
Arch Coal	2,400		37
Baker Hughes	27,941		1,018
BJ Services	76,900		1,048
Cabot Oil & Gas	1,500		46
Cal Dive International *	8,400		72
Cameron International *	117,200		3,317
Chesapeake Energy	37,300		740
Chevron (A)	327,809		21,717
Cimarex Energy (A)	15,843		449
ConocoPhillips (A)	323,207		13,594
Consol Energy	2,800		95
Delek US Holdings	12,300		104
Denbury Resources *	4,000		59
Devon Energy (A)	32,990		1,798
Diamond Offshore Drilling	700		58
Dresser-Rand Group *	22,200		579
El Paso	130,356		1,203
ENSCO International	8,000		279
EOG Resources	76,400		5,189
Exterran Holdings *	2,700		43
Exxon Mobil (A)	566,176		39,581
FMC Technologies *	1,400		53
Forest Oil *	1,800		27
Frontline (A)	2,300		56
Halliburton	224,455		4,646
Harvest Natural Resources *	8,800		39
Helix Energy Solutions Group *	59,900		651
Helmerich & Payne	3,395		105
Hess	43,110		2,317
Holly	30,600		550
Marathon Oil	158,100		4,764
Mariner Energy *	931		11
Murphy Oil	28,516		1,549
Nabors Industries *	71,000		1,106
National Oilwell Varco *	6,341		207
Newfield Exploration *	39,400		1,287
Noble	3,800		115
Noble Energy	2,600		153
Occidental Petroleum (A)	86,845		5,715
Oceaneering International *	1,200		54
Overseas Shipholding Group (A)	15,900		541
Patriot Coal * (A)	880		6
Patterson-UTI Energy	49,700		639
Peabody Energy	10,300		311
PetroHawk Energy *	4,000		89

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Pioneer Natural Resources	4,944	$	126
Plains Exploration & Production *	7,695		211
Pride International *	2,700		68
Range Resources	3,000		124
Rowan	2,522		49
SandRidge Energy *	7,700		66
Schlumberger	197,336		10,678
SEACOR Holdings * (A)	8,000		602
Smith International	5,428		140
Southwestern Energy *	21,600		839
Spectra Energy	90,843		1,537
Suncor Energy (A)	70,258		2,132
Sunoco	36,400		845
Swift Energy * (A)	10,100		168
Teekay Shipping	3,100		65
Tesoro (A)	15,500		197
Tidewater	29,350		1,258
Transocean *	26,100		1,939
Valero Energy	134,594		2,273
Venoco *	4,900		38
Weatherford International * (A)	64,350		1,259
Western Refining (A)	41,300		292
Williams	66,800		1,043
XTO Energy	69,928		2,667
			149,229
Financials — 14.7%
ACE	27,600		1,221
Affiliated Managers Group *	1,000		58
Aflac (A)	158,860		4,939
Allied World Assurance Holdings	16,700		682
Allstate	161,250		3,934
American Equity Investment Life Holding	27,300		152
American Express	150,527		3,498
American Financial Group	61,800		1,334
AmeriCredit * (A)	10,900		148
Ameriprise Financial	116,090		2,817
Annaly Capital Management †	150,513		2,279
AON	5,050		191
Apartment Investment & Management, Cl A † (A)	8,115		72
Apollo Investment * (A),(B)	66,400		399
Argo Group International Holdings *	12,300		347
Arthur J. Gallagher	2,600		55
Assurant	18,800		453
Astoria Financial (A)	48,500		416
AvalonBay Communities † (A)	1,900		106
Axis Capital Holdings	46,700		1,223
Bancorpsouth (A)	2,100		43
Bank of America (A)	1,079,724		14,252
Bank of Hawaii	50		2
Bank of New York Mellon	297,504		8,720
BB&T (A)	111,600		2,453
BlackRock	1,400		246
Boston Properties †	1,600		76
Brandywine Realty Trust †	66,300		494
BRE Properties, Cl A †	2,200		52
Brookfield Asset Management, Cl A	55,100		940
Brown & Brown	2,200		44
Camden Property Trust †	2,200		61
Capital One Financial	147,500		3,227
Cardinal Financial	3,000		23
Charles Schwab (A)	524,668		9,203
Chubb	98,400		3,924
Cincinnati Financial	44,100		986
Citigroup (A)	273,500		812
CME Group	33,440		10,404
Comerica	35,700		755
Commerce Bancshares	2,700		86
Community Bank System (A)	3,300		48
Credicorp	15,900		925
Cullen/Frost Bankers	1,900		88
Digital Realty Trust † (A)	1,300		47
Discover Financial Services	43,950		452
Duke Realty † (A)	47,900		420
Endurance Specialty Holdings (A)	56,400		1,653
Equity Residential †	4,687		104
Erie Indemnity, Cl A	1,400		50
Everest Re Group	16,200		1,159
Federal Realty Investment Trust † (A)	800		41
Federated Investors, Cl B (A)	42,800		1,031
Fidelity National Financial, Cl A	5,399		73
Fifth Third Bancorp (A)	13,100		93
First American	2,100		54
First Citizens BancShares, Cl A	600		80
First Community Bancshares	2,000		26
First Horizon National (A)	14,556		175
Forest City Enterprises, Cl A (A)	62,400		412
Franklin Resources	24,550		1,768
Goldman Sachs Group	74,400		10,969
Greenlight Capital Re *	6,300		109
Hanover Insurance Group	4,297		164
Hartford Financial Services Group	36,700		436
HCC Insurance Holdings	1,500		36
Health Care † (A)	1,371		47
Highwoods Properties †	750		17
Hospitality Properties Trust † (A)	66,300		788
Host Hotels & Resorts †	5,200		44
Hudson City Bancorp	102,800		1,366
Huntington Bancshares (A)	128,900		539
IntercontinentalExchange * (A)	62,991		7,196
Invesco	6,000		107
Investment Technology Group *	2,400		49
IPC Holdings	23,400		640
Jefferies Group	7,900		168
JPMorgan Chase	648,351		22,115
Keycorp	55,800		292
Legg Mason	2,100		51
Liberty Property Trust †	1,900		44
Lincoln National	90,800		1,563
Loews	3,100		85
M&T Bank (A)	2,500		127
Macerich † (A)	5,647		99
Mack-Cali Realty †	2,700		61
Maiden Holdings	5,700		37
MainSource Financial Group (A)	2,000		15
Manulife Financial	1,565		27
Marsh & McLennan	5,906		119
Marshall & Ilsley (A)	11,700		56
MBIA * (A)	7,600		33
Mercury General	1,700		57
MetLife	35,300		1,059

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
MF Global *	9,400	$	56
Montpelier Re Holdings (A)	20,300		270
Moody’s (A)	39,238		1,034
Morgan Stanley	246,160		7,018
MSCI, Cl A *	10,100		247
Nationwide Health Properties †	1,500		39
New York Community Bancorp (A)	78,600		840
NewAlliance Bancshares (A)	65,600		755
Northern Trust	16,730		898
NYSE Euronext	187,600		5,112
Old Republic International (A)	8,600		85
OneBeacon Insurance Group, Cl A	8,000		93
optionsXpress Holdings	31,300		486
PartnerRe	1,300		84
People’s United Financial	7,025		106
PHH * (A)	34,100		620
Piper Jaffray *	366		16
Platinum Underwriters Holdings	35,800		1,024
Plum Creek Timber †	2,090		62
PNC Financial Services Group	84,100		3,264
Principal Financial Group	45,800		863
Progressive	75,782		1,145
Prologis †	11,200		90
Prospect Capital	4,100		38
Protective Life	16,000		183
Prudential Financial	112,200		4,176
Public Storage †	2,050		134
Ramco-Gershenson Properties †	16,500		165
Raymond James Financial (A)	2,025		35
Regency Centers †	850		30
Regions Financial	85,400		345
Reinsurance Group of America, Cl A	20,200		705
RenaissanceRe Holdings	800		37
Riskmetrics Group *	2,900		51
Simon Property Group † (A)	7,946		409
SL Green Realty † (A)	10,400		239
SLM *	7,400		76
StanCorp Financial Group	20,300		582
State Street	92,000		4,342
Student Loan	1,300		48
Sun Bancorp *	2,730		14
Sunstone Hotel Investors † (A)	42,300		226
SunTrust Banks	27,800		457
SVB Financial Group * (A)	1,550		42
T. Rowe Price Group (A)	39,500		1,646
Taubman Centers † (A)	49,400		1,327
TD Ameritrade Holding *	31,050		545
TFS Financial	5,300		56
Transatlantic Holdings	2,400		104
Travelers (A)	126,865		5,207
United America Indemnity, Cl A *	5,500		26
Unitrin	4,900		59
Unum Group	90,550		1,436
US Bancorp	202,765		3,634
Ventas †	3,400		101
Vornado Realty Trust †	1,533		69
Waddell & Reed Financial, Cl A	2,800		74
Walter Investment Management * †	876		12
Washington Federal (A)	3,900		51
Weingarten Realty Investors † (A)	4,600		67
Wells Fargo (A)	694,014		16,837
White Mountains Insurance Group	300		69
World Acceptance * (A)	5,300		106
WR Berkley	1,200		26
XL Capital, Cl A	12,400		142
			206,476
Health Care — 13.9%
Abbott Laboratories	141,058		6,635
Aetna	301,200		7,545
Allergan	235,808		11,220
American Medical Systems Holdings *	20,600		326
AmerisourceBergen	132,276		2,347
Amgen *	121,398		6,427
Amylin Pharmaceuticals * (A)	114,310		1,543
Baxter International	110,880		5,872
Beckman Coulter	600		34
Becton Dickinson	23,200		1,654
Biogen Idec * (A)	26,408		1,192
Boston Scientific *	40,617		412
Bristol-Myers Squibb	137,245		2,787
C.R. Bard	24,030		1,789
Cantel Medical *	5,400		88
Cardinal Health	24,790		757
Celgene * (A)	5,500		263
Cephalon * (A)	771		44
Cerner * (A)	1,100		68
Charles River Laboratories International *	1,600		54
Cigna	3,540		85
Computer Programs & Systems (A)	3,800		146
Cooper	19,300		477
Covance *	1,100		54
Coventry Health Care *	48,100		900
Covidien	3,750		140
DaVita *	1,425		70
Dendreon * (A)	1,600		40
Dentsply International (A)	2,300		70
Edwards Lifesciences *	700		48
Eli Lilly	172,464		5,974
Endo Pharmaceuticals Holdings *	72,200		1,294
Enzon Pharmaceuticals * (A)	16,000		126
ev3 *	8,800		94
Express Scripts *	51,464		3,538
Forest Laboratories *	118,100		2,965
Gen-Probe *	11,200		481
Genzyme *	3,750		209
Gilead Sciences *	260,710		12,212
Health Management Associates, Cl A *	9,200		45
Health Net *	6,100		95
Henry Schein *	1,000		48
HLTH * (A)	4,042		53
Hologic *	7,600		108
Hospira *	3,100		120
Humana *	28,479		919
Idexx Laboratories * (A)	1,300		60
Illumina * (A)	2,800		109
Intuitive Surgical * (A)	9,750		1,596

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Invacare (A)	13,700	$	242
Inverness Medical Innovations *	1,700		61
Isis Pharmaceuticals *	18,400		303
Johnson & Johnson (A)	255,922		14,536
Kinetic Concepts *	34,900		951
King Pharmaceuticals * (A)	62,950		606
Laboratory Corp of America Holdings * (A)	3,850		261
Life Technologies *	3,691		154
Lincare Holdings *	32,000		753
Masimo * (A)	15,500		374
McKesson	24,926		1,097
Medco Health Solutions *	144,486		6,590
Medicines *	12,600		106
Mednax *	1,500		63
Medtronic	138,876		4,845
Merck (A)	374,533		10,472
Mettler Toledo International *	2,850		220
Millipore *	1,400		98
Mylan Laboratories * (A)	81,575		1,065
Noven Pharmaceuticals *	3,100		44
Novo Nordisk ADR (A)	73,800		4,019
Omnicare	1,300		33
Patterson *	2,100		46
PerkinElmer	8,050		140
Pfizer	820,168		12,303
Pharmaceutical Product Development	2,000		47
Quest Diagnostics	21,404		1,208
ResMed *	18,100		737
Schering-Plough	222,831		5,598
Sepracor *	9,900		171
St. Jude Medical *	71,760		2,949
STERIS	8,800		230
Stryker (A)	83,900		3,334
SurModics * (A)	6,000		136
Synovis Life Technologies *	2,700		56
Techne	800		51
Teva Pharmaceutical Industries ADR	45,320		2,236
Thermo Fisher Scientific *	126,326		5,150
UnitedHealth Group	566,076		14,141
Valeant Pharmaceuticals International * (A)	6,400		165
Varian Medical Systems *	700		25
VCA Antech *	2,200		59
Warner Chilcott, Cl A * (A)	40,700		535
Waters *	1,600		82
Watson Pharmaceuticals *	2,900		98
WellPoint *	93,144		4,740
Wyeth	169,700		7,703
Zimmer Holdings *	71,296		3,037
			195,003
Industrials — 7.6%
3M	37,900		2,278
ABB ADR (A)	70,310		1,109
Aecom Technology *	1,500		48
AGCO *	400		12
Ametek	1,300		45
Beacon Roofing Supply * (A)	22,300		322
Boeing (A)	124,131		5,276
Burlington Northern Santa Fe	59,530		4,378
C.H. Robinson Worldwide	11,302		589
Caterpillar (A)	75,635		2,499
Chart Industries *	5,600		102
Cintas	1,700		39
Colfax *	10,800		83
Continental Airlines, Cl B * (A)	7,650		68
Con-way	3,100		109
Cooper Industries, Cl A	18,700		581
Copart *	1,600		55
Crane	850		19
CSX	58,862		2,038
Cummins	49,500		1,743
Danaher	36,884		2,277
Deere	27,300		1,091
Delta Air Lines * (A)	8,100		47
Donaldson	1,900		66
Dover	29,400		973
Dun & Bradstreet	800		65
Eaton	23,079		1,030
Emerson Electric	79,934		2,590
Equifax	9,701		253
Expeditors International of Washington	143,400		4,781
Fastenal (A)	2,800		93
Federal Signal	4,600		35
FedEx	36,833		2,049
First Solar *	657		106
Flowserve	2,004		140
Fluor (A)	72,200		3,703
Foster Wheeler * (A)	36,200		860
FTI Consulting *	900		46
Gardner Denver *	28,300		712
GATX (A)	1,600		41
General Cable * (A)	3,000		113
General Dynamics	51,206		2,836
General Electric	1,371,998		16,080
Goodrich	2,850		142
Greenbrier	3,400		24
H&E Equipment Services *	3,900		37
Harsco	38,100		1,078
Honeywell International	40,763		1,280
IHS, Cl A *	900		45
Illinois Tool Works	5,929		221
Ingersoll-Rand, Cl A (A)	3,300		69
Iron Mountain * (A)	3,625		104
ITT	23,100		1,028
Jacobs Engineering Group *	8,540		359
John Bean Technologies	216		3
Joy Global	1,800		64
KBR	3,300		61
Kennametal	3,000		58
L-3 Communications Holdings	29,600		2,054
Lockheed Martin	25,470		2,054
Manpower	800		34
McDermott International *	3,600		73
Monster Worldwide * (A)	3,200		38
MSC Industrial Direct, Cl A (A)	2,000		71
Norfolk Southern	51,990		1,959
Northrop Grumman	103,434		4,725
Oshkosh Truck (A)	7,000		102
PACCAR	6,134		199
Pall	2,322		62
Parker Hannifin	18,275		785

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Pentair	2,400	$	61
Pitney Bowes	2,200		48
Precision Castparts	1,500		110
Quanta Services *	76,900		1,779
Raytheon	94,200		4,185
Republic Services	7,345		179
Robert Half International	1,300		31
Rockwell Automation	3,000		96
Rockwell Collins	3,450		144
Roper Industries	1,900		86
RR Donnelley & Sons	152,600		1,773
Shaw Group *	31,350		859
Skywest	821		8
Southwest Airlines	20,700		139
SPX	749		37
Stericycle *	8,900		459
Thomas & Betts *	34,500		996
Trinity Industries	5,700		78
Tyco International	80,100		2,081
Union Pacific	30,200		1,572
United Parcel Service, Cl B	133,900		6,694
United Technologies	105,771		5,496
URS *	1,700		84
Waste Management (A)	31,218		879
Watson Wyatt Worldwide, Cl A	5,800		218
WESCO International *	2,000		50
WW Grainger (A)	1,309		107
			106,358
Information Technology — 20.4%
Accenture, Cl A	27,200		910
Activision Blizzard *	302,990		3,827
Acxiom	30,400		268
Adobe Systems *	167,362		4,736
Advent Software * (A)	1,378		45
Affiliated Computer Services, Cl A *	1,100		49
Agilent Technologies *	4,050		82
Akamai Technologies *	3,000		57
Altera	2,400		39
Amdocs *	33,600		721
Amphenol, Cl A	2,800		88
Analog Devices	4,050		100
Apple *	173,783		24,752
Applied Materials	25,700		282
Arris Group *	10,800		131
Arrow Electronics *	5,000		106
Autodesk *	3,609		68
Automatic Data Processing	15,318		543
Avnet *	7,500		158
BMC Software *	6,948		235
Broadcom, Cl A *	91,720		2,274
Broadridge Financial Solutions	3,000		50
CA	210,697		3,672
Cadence Design Systems *	11,100		65
Ciena * (A)	6,400		66
Cisco Systems *	795,067		14,820
Citrix Systems *	4,750		151
Cognizant Technology Solutions, Cl A *	4,456		119
Computer Sciences *	38,300		1,697
Compuware *	40,600		279
Convergys *	31,100		289
Corning	57,410		922
Cree *	7,300		215
Cypress Semiconductor *	6,250		58
Dell *	369,230		5,070
Diebold	1,700		45
Dolby Laboratories, Cl A * (A)	18,635		695
DST Systems *	3,850		142
eBay * (A)	249,834		4,280
Electronic Arts *	186,232		4,045
EMC *	428,876		5,618
Equinix * (A)	800		58
F5 Networks *	1,800		62
Factset Research Systems	900		45
Fidelity National Information Services (A)	3,264		65
Fiserv *	11,542		527
Flir Systems *	3,800		86
Global Payments	2,000		75
Google, Cl A * (A)	52,874		22,291
Harris	30,100		854
Harris Stratex Networks, Cl A *	7,477		48
Hewitt Associates, Cl A *	9,800		292
Hewlett-Packard	391,773		15,142
IAC *	3,695		59
Ingram Micro, Cl A *	132,500		2,319
Intel (A)	439,736		7,278
Interactive Intelligence *	3,700		45
International Business Machines (A)	108,518		11,331
International Rectifier *	3,500		52
Intersil, Cl A	4,000		50
Intuit *	209,931		5,912
j2 Global Communications *	4,800		108
Juniper Networks * (A)	161,346		3,808
Lam Research * (A)	1,300		34
Lender Processing Services	1,632		45
Lexmark International, Cl A *	55,100		873
Linear Technology (A)	84,794		1,980
LSI Logic *	12,300		56
Macrovision Solutions *	23		1
Manhattan Associates *	2,400		44
Marvell Technology Group *	10,600		123
Mastercard, Cl A (A)	41,570		6,955
McAfee *	2,900		122
MEMC Electronic Materials *	5,800		103
Metavante Technologies *	2,700		70
Microchip Technology (A)	2,350		53
Micron Technology * (A)	11,200		57
Microsoft	867,870		20,629
Motorola	44,800		297
National Semiconductor	9,100		114
NCR *	81,700		967
NetApp * (A)	7,296		144
NeuStar, Cl A *	28,600		634
Nokia ADR (A)	133,600		1,948
Novatel Wireless * (A)	6,700		60
Novell *	13,200		60
Nvidia *	12,250		138
Oracle	292,712		6,270
Paychex (A)	55,400		1,396
Pegasystems	4,300		113
Polycom * (A)	1,164		24
QLogic * (A)	59,700		757

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Qualcomm	540,129	$	24,414
Rambus * (A)	5,000		77
Red Hat * (A)	13,800		278
Research In Motion *	96,730		6,873
RightNow Technologies *	9,000		106
SAIC *	2,000		37
Salesforce.com *	1,500		57
SanDisk *	8,400		123
Seagate Technology	175,700		1,838
Silicon Laboratories * (A)	14,100		535
Sohu.com * (A)	1,000		63
Sun Microsystems *	10,600		98
Symantec *	444,914		6,923
Synopsys *	6,800		133
Tech Data *	33,900		1,109
Tellabs *	11,600		66
Teradata *	197,900		4,637
Teradyne *	9,800		67
Texas Instruments	277,000		5,900
TIBCO Software *	13,400		96
Total System Services	3,100		42
Trimble Navigation *	2,600		51
Tyco Electronics *	12,900		240
Verigy *	863		11
VeriSign * (A)	215,354		3,980
Visa, Cl A (A)	269,232		16,762
Vishay Intertechnology * (A)	81,300		552
VMware, Cl A * (A)	2,000		55
Western Digital *	48,950		1,297
Western Union	315,172		5,169
Xerox	167,141		1,083
Xilinx (A)	58,400		1,195
Yahoo! * (A)	381,650		5,977
Zebra Technologies, Cl A *	2,400		57
			286,244
Materials — 3.0%
Air Products & Chemicals	3,550		229
AK Steel Holding	6,500		125
Alcoa (A)	84,900		877
Allegheny Technologies (A)	1,800		63
Alpha Natural Resources *	2,600		68
AM Castle	2,700		33
Ashland	26,300		738
Ball	1,200		54
Bemis	2,400		61
Celanese, Ser A	12,800		304
CF Industries Holdings	900		67
Coeur d’Alene Mines *	3,900		48
Commercial Metals	4,600		74
Crown Holdings *	2,200		53
Dow Chemical	80,775		1,304
E.I. Du Pont de Nemours	64,406		1,650
Eagle Materials (A)	753		19
Eastman Chemical	70,800		2,683
Ecolab	16,400		639
FMC	900		43
Freeport-McMoRan Copper & Gold, Cl B	6,350		318
Greif, Cl A	1,500		66
International Flavors & Fragrances	1,400		46
International Paper	31,200		472
Kaiser Aluminum	5,100		183
Koppers Holdings	5,000		132
Lubrizol	44,400		2,101
Martin Marietta Materials	550		44
MeadWestvaco	28,300		465
Monsanto	83,940		6,240
Mosaic	9,800		434
Nalco Holding	43,700		736
NewMarket	3,700		249
Newmont Mining	12,900		527
Nucor (A)	55,100		2,448
OM Group *	2,300		67
Owens-Illinois *	23,150		648
Pactiv *	20,632		448
PPG Industries	36,200		1,589
Praxair	110,940		7,884
Reliance Steel & Aluminum	24,000		921
Royal Gold	900		37
RPM International	1,500		21
Sealed Air	6,700		124
Sigma-Aldrich	2,200		109
Sonoco Products	70,400		1,686
Southern Copper (A)	64,611		1,321
Steel Dynamics	4,900		72
Syngenta ADR (A)	72,600		3,377
Terra Industries	1,900		46
United States Steel (A)	1,568		56
Walter Energy	2,400		87
Weyerhaeuser	2,300		70
			42,156
Telecommunication Services — 3.9%
American Tower, Cl A *	133,484		4,209
AT&T	905,046		22,481
Atlantic Telegraph-Network	3,200		126
CenturyTel (A)	36,837		1,131
Crown Castle International * (A)	328,622		7,893
Embarq	4,876		205
Frontier Communications	43,900		313
iPCS *	1,900		28
Leap Wireless International * (A)	1,800		59
MetroPCS Communications * (A)	5,600		75
NII Holdings *	86,900		1,657
NTELOS Holdings	10,100		186
Qwest Communications International (A)	19,518		81
SBA Communications, Cl A * (A)	2,100		51
Sprint Nextel *	344,100		1,655
Telephone & Data Systems, Cl L	1,300		34
Telephone & Data Systems	1,900		54
US Cellular *	1,976		76
Verizon Communications	461,559		14,184
Windstream	8,323		70
			54,568
Utilities — 3.8%
AES *	724,750		8,414
AGL Resources	21,300		677
Allegheny Energy	4,200		108
Alliant Energy	68,000		1,777
Ameren (A)	76,100		1,894
American Electric Power	147,000		4,247
American Water Works (A)	22,100		422
Aqua America	3,633		65

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Atmos Energy		4,300	$	108
Calpine *		6,300		70
Centerpoint Energy		9,600		106
CMS Energy (A)		93,800		1,133
Constellation Energy Group		23,210		617
Dominion Resources		54,783		1,831
DPL (A)		2,000		46
DTE Energy		69,800		2,234
Duke Energy		30,444		444
Dynegy, Cl A *		6,800		16
Edison International		65,500		2,061
Energen		36,500		1,456
Entergy		25,148		1,949
Equities		2,100		73
Exelon		47,976		2,457
FirstEnergy		35,600		1,380
FPL Group		7,338		417
Great Plains Energy (A)		3,500		54
Hawaiian Electric Industries		7,900		151
Idacorp		1,500		39
Mirant *		109,100		1,717
National Fuel Gas		1,300		47
NiSource (A)		76,500		892
NRG Energy * (A)		35,200		914
NV Energy		36,000		388
OGE Energy		1,074		30
Pepco Holdings		130,300		1,751
PG&E		36,050		1,386
Pinnacle West Capital		25,300		763
PPL		14,500		478
Progress Energy (A)		2,400		91
Public Service Enterprise Group		86,100		2,809
Questar		3,500		109
RRI Energy * (A)		13,781		69
Sempra Energy		84,547		4,196
Southern		7,164		223
Southern Union		112,500		2,069
UGI		11,600		296
Wisconsin Energy		1,000		41
Xcel Energy		8,453		156
				52,671
Total Common Stock (Cost $1,363,742) ($ Thousands)				1,350,589
AFFILIATED PARTNERSHIP — 13.8%
SEI Liquidity Fund, L.P.,
0.690% **††(B)		198,766,010		193,757
Total Affiliated Partnership (Cost $198,766) ($ Thousands)				193,757
CASH EQUIVALENT — 3.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		50,642,237		50,642
Total Cash Equivalent (Cost $50,642) ($ Thousands)				50,642
	Face Amount ($ Thousands)
U.S. TREASURY OBLIGATIONS — 0.6%
United States Treasury Bills
0.258%, 12/03/09 (C) (D)	$	7,800		7,791
0.285%, 12/17/09 (C) (D)		100		100
Total U.S. Treasury Obligations (Cost $7,892) ($ Thousands)				7,891
Total Investments — 114.4% (Cost $1,621,042) ($ Thousands) @			$	1,602,879

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Composite Index	182	Sep-2009	$	(1,068	)
S&P Mid 400 Index E-MINI	87	Sep-2009		(152	)
S&P 500 Index E-MINI	3	Sep-2009		(3	)
			$	(1,223	)

Percentages are based on Net Assets of $1,400,937 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Investment.

(A) This security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $191,988 ($Thousands)

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $193,757 ($Thousands).

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

(D) The rate reported is the effective yield at the time of purchase.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $1,621,042($ Thousands), and the unrealized appreciation and depreciation were $159,590 ($ Thousands) and ($177,753) ($ Thousands), respectively.

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2009

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,350,589		$	—	$	—	$	1,350,589
Affiliated Partnership		—			193,757		—		193,757
U.S. Treasury Obligations		—			7,891		—		7,891
Cash Equivalent		50,642			—		—		50,642
Total Investments in Securities	$	1,401,231		$	201,648	$	—	$	1,602,879
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(1,223	)	$	—	$	—	$	(1,223	)

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.

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 85.5%
Consumer Discretionary — 8.1%
Advance Auto Parts	9,400	$	390
Aeropostale *	43,400		1,487
Amazon.com *	42,100		3,522
American Eagle Outfitters	2,400		34
American Greetings, Cl A	16,000		187
Apollo Group, Cl A *	28,000		1,991
Autozone *	5,683		859
Bed Bath & Beyond *	1,000		31
Best Buy	6,800		228
Big Lots *	505		11
Black & Decker	1,500		43
Blyth	4,000		131
BorgWarner	1,100		38
Brinker International	1,901		32
Buckle	2,800		89
Cablevision Systems, Cl A	22,710		441
California Pizza Kitchen *	14,800		197
Career Education *	10,600		264
Carnival	1,300		34
Carter’s *	3,500		86
Centex	9,081		77
Charlotte Russe Holding *	14,000		180
Chico’s FAS *	14,200		138
Chipotle Mexican Grill, Cl A *	7,800		624
Coach	95,000		2,554
Comcast, Cl A	475,856		6,895
Core-Mark Holding *	1,400		37
Darden Restaurants	7,200		237
Dick’s Sporting Goods *	5,400		93
DIRECTV Group *	64,200		1,586
DISH Network, Cl A *	138,291		2,242
Dollar Tree *	1,600		67
Domino’s Pizza *	7,600		57
DR Horton	3,000		28
DreamWorks Animation SKG, Cl A *	5,900		163
Eastman Kodak	257,300		762
Expedia *	1,900		29
Family Dollar Stores	14,300		405
Foot Locker	12,400		130
Ford Motor *	16,800		102
GameStop, Cl A *	20,600		453
Gap	101,302		1,661
Garmin	61,800		1,472
Genuine Parts	7,363		247
Goodyear Tire & Rubber *	2,700		30
H&R Block	112,378		1,936
Hanesbrands *	26,200		393
Harley-Davidson	4,100		66
Harman International Industries	1,700		32
Hasbro	22,300		541
Hillenbrand	3,400		57
Home Depot	42,600		1,007
International Game Technology	10,300		164
ITT Educational Services *	2,700		272
J.C. Penney	45,300		1,300
Jarden *	3,300		62
John Wiley & Sons, Cl A	400		13
Johnson Controls	9,709		211
JOS A Bank Clothiers *	4,100		141
KB Home	2,500		34
Kohl’s *	9,456		404
Las Vegas Sands *	86,493		680
La-Z-Boy, Cl Z	10,900		51
Leggett & Platt	73,800		1,124
Lennar, Cl A	12,600		122
Liberty Global, Cl A *	3,904		62
Liberty Media - Capital, Ser A *	2,600		35
Liberty Media - Entertainment, Cl A *	12,300		329
Limited Brands	26,900		322
Lowe’s	20,200		392
Mattel	1,800		29
McDonald’s	42,642		2,451
McGraw-Hill	6,300		190
Meredith	1,200		31
MGM Mirage *	4,300		27
Monro Muffler	4,200		108
NetFlix *	24,400		1,009
Newell Rubbermaid	2,800		29
Nike, Cl B	62,424		3,232
Office Depot *	7,200		33
O’Reilly Automotive *	4,100		156
Panera Bread, Cl A *	15,900		793
Penn National Gaming *	3,800		111
PetMed Express *	3,000		45
PetSmart	15,800		339
Pinnacle Entertainment *	2,300		21
Polo Ralph Lauren	20,900		1,119
Pre-Paid Legal Services *	1,900		83
Pulte Homes	4,000		35
RadioShack	9,900		138
Regal Entertainment Group, Cl A	2,300		30
Rent-A-Center *	1,600		28
Ross Stores	30,100		1,162
Royal Caribbean Cruises	4,600		62
Scientific Games, Cl A *	7,100		112
Scripps Networks Interactive, Cl A	1,300		36
Sears Holdings *	37,700		2,508
Shaw Communications, Cl B	70,100		1,182
Sherwin-Williams	19,280		1,036
Smith & Wesson Holding *	44,800		254
Snap-On	3,165		91
Stanley Works	1,800		61
Staples	133,000		2,683
Starbucks *	10,000		139
Strayer Education	1,000		218
Sturm Ruger	3,800		47
Target	35,445		1,399
Texas Roadhouse, Cl A *	12,300		134
Tiffany	1,500		38
Tim Hortons	2,600		64
Time Warner	148,556		3,742
Time Warner Cable, Cl A	45,706		1,447
TJX	91,501		2,879
Toll Brothers *	2,800		48
VF	7,418		411
Virgin Media	16,000		150
Walt Disney	54,509		1,272
Weight Watchers International	65,000		1,675
Williams-Sonoma	5,200		62
Wyndham Worldwide	2,700		33

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Wynn Resorts *	900	$	32
Yum! Brands	50,810		1,694
			74,822
Consumer Staples — 9.0%
Altria Group	61,552		1,009
American Italian Pasta, Cl A *	10,800		315
Archer-Daniels-Midland	73,200		1,960
Avon Products	23,600		608
BJ’s Wholesale Club *	21,400		690
Brown-Forman, Cl B	37,582		1,615
Bunge	23,313		1,405
Campbell Soup	32,400		953
Central European Distribution *	1,200		32
Chiquita Brands International *	29,600		304
Church & Dwight	500		27
Clorox	15,500		865
Coca-Cola	77,705		3,729
Coca-Cola Enterprises	34,800		579
Colgate-Palmolive	13,912		984
ConAgra Foods	131,700		2,510
Constellation Brands, Cl A *	16,600		211
Corn Products International	6,600		177
Costco Wholesale	87,922		4,018
CVS Caremark	66,688		2,126
Dean Foods *	5,800		111
Del Monte Foods	18,900		177
Dr Pepper Snapple Group *	16,800		356
Energizer Holdings *	1,800		94
Estee Lauder, Cl A	13,379		437
General Mills	33,700		1,888
Hansen Natural *	1,800		56
Herbalife	40,300		1,271
Hershey	21,900		788
HJ Heinz	23,874		852
JM Smucker	9,400		457
Kellogg	29,775		1,387
Kimberly-Clark	27,835		1,460
Kraft Foods, Cl A	55,139		1,397
Kroger	111,921		2,468
Lancaster Colony	2,700		119
Lorillard	650		44
McCormick	4,453		145
Molson Coors Brewing, Cl B	1,100		47
NBTY *	1,200		34
Pantry *	2,900		48
Pepsi Bottling Group	47,422		1,605
PepsiAmericas	2,625		70
PepsiCo	103,247		5,674
Philip Morris International	155,122		6,766
Prestige Brands Holdings *	7,800		48
Procter & Gamble	194,049		9,916
Ralcorp Holdings *	900		55
Reynolds American	37,566		1,451
Safeway	3,200		65
Sanderson Farms	10,900		491
Sara Lee	226,155		2,207
Smithfield Foods *	3,700		52
Spartan Stores	2,300		29
SUPERVALU	52,300		677
SYSCO	246,944		5,551
Tyson Foods, Cl A	190,358		2,400
Walgreen	146,947		4,320
Wal-Mart Stores	87,750		4,251
Weis Markets	1,500		50
Whole Foods Market	3,900		74
			83,505
Energy — 8.9%
Anadarko Petroleum	8,900		404
Apache	2,000		144
Arch Coal	4,100		63
Baker Hughes	5,130		187
BJ Services	8,800		120
Cabot Oil & Gas	2,400		74
Cameron International *	1,776		50
Chesapeake Energy	22,600		448
Chevron	224,815		14,894
Cimarex Energy	1,700		48
Concho Resources *	1,200		34
ConocoPhillips	151,479		6,371
Consol Energy	2,900		98
Delek US Holdings	3,200		27
Denbury Resources *	11,300		166
Devon Energy	8,300		452
Diamond Offshore Drilling	800		67
Dresser-Rand Group *	27,000		705
El Paso	3,300		30
Encore Acquisition *	4,700		145
ENSCO International	2,700		94
EOG Resources	37,200		2,527
Exterran Holdings *	7,300		117
Exxon Mobil	440,691		30,809
FMC Technologies *	1,400		53
Forest Oil *	2,300		34
Foundation Coal Holdings	1,901		53
Frontier Oil	10,600		139
Frontline	4,700		114
Halliburton	60,600		1,254
Harvest Natural Resources *	7,700		34
Hess	14,846		798
Holly	29,700		534
Marathon Oil	38,110		1,148
Massey Energy	7,200		141
Murphy Oil	53,661		2,915
Nabors Industries *	6,700		104
National Oilwell Varco *	6,534		213
Newfield Exploration *	900		29
Noble Energy	600		35
Occidental Petroleum	70,351		4,630
Oceaneering International *	2,600		118
Patterson-UTI Energy	57,100		734
Peabody Energy	18,600		561
PetroHawk Energy *	15,000		335
Pioneer Natural Resources	4,300		110
Pride International *	6,200		155
Quicksilver Resources *	3,200		30
SandRidge Energy *	3,200		27
Schlumberger	34,900		1,889
SEACOR Holdings *	16,300		1,226
Smith International	5,700		147
Southwestern Energy *	3,200		124
Spectra Energy	52,400		887
St. Mary Land & Exploration	4,100		86
Stone Energy *	14,400		107
Sunoco	33,100		768

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Superior Energy Services *	4,900	$	85
Tesoro	6,100		78
Tidewater	5,700		244
Transocean *	16,700		1,241
Unit *	800		22
Valero Energy	72,100		1,218
Venoco *	4,400		34
Western Refining	12,700		90
Whiting Petroleum *	4,000		141
Williams	24,900		389
XTO Energy	30,491		1,163
			82,311
Financials — 11.2%
Affiliated Managers Group *	1,500		87
Aflac	127,716		3,971
Allied World Assurance Holdings	11,600		474
Allstate	43,860		1,070
AMB Property †	2,300		43
American Express	116,424		2,706
American Financial Group	55,900		1,206
AmeriCredit *	8,500		115
Ameriprise Financial	54,600		1,325
Annaly Capital Management †	62,000		939
AON	2,986		113
Arch Capital Group *	2,400		141
Argo Group International Holdings *	7,600		214
Arthur J. Gallagher	1,400		30
Aspen Insurance Holdings	3,900		87
Associated Banc-Corp	5,100		64
Assurant	8,274		199
Astoria Financial	49,200		422
AvalonBay Communities †	815		46
Axis Capital Holdings	31,000		812
Bancorpsouth	9,400		193
Bank of America	396,666		5,236
Bank of Hawaii	4,600		165
Bank of New York Mellon	242,181		7,098
BB&T	13,239		291
BlackRock	2,200		386
Boston Properties †	1,600		76
Brandywine Realty Trust †	58,300		434
BRE Properties, Cl A †	3,000		71
Brown & Brown	16,100		321
Camden Property Trust †	800		22
Capital One Financial	64,700		1,416
Capitol Federal Financial	3,200		123
Cardinal Financial	3,400		27
CB Richard Ellis Group, Cl A *	8,000		75
Charles Schwab	296,500		5,201
Chimera Investment †	11,300		39
Chubb	45,818		1,827
Cincinnati Financial	5,100		114
CIT Group	10,800		23
Citigroup	20,348		60
City National	4,400		162
CME Group	11,850		3,687
Colonial Properties Trust †	15,100		112
Comerica	2,500		53
Commerce Bancshares	8,190		261
Community Bank System	1,600		23
Compass Diversified Holdings	2,700		22
Credicorp	23,800		1,385
Cullen/Frost Bankers	5,800		267
Digital Realty Trust †	800		29
Discover Financial Services	24,100		247
Duke Realty †	35,600		312
Eaton Vance	4,700		126
Endurance Specialty Holdings	58,000		1,699
Equity Residential †	3,200		71
Essex Property Trust †	1,400		87
Everest Re Group	900		64
Federated Investors, Cl B	2,900		70
Fidelity National Financial, Cl A	500		7
Fifth Third Bancorp	4,400		31
First Cash Financial Services *	2,000		35
First Community Bancshares	2,600		33
First Horizon National	5,879		71
Franklin Resources	24,481		1,763
Fulton Financial	6,200		32
Goldman Sachs Group	28,049		4,136
Greenlight Capital Re *	1,700		29
Hanover Insurance Group	1,100		42
Hartford Financial Services Group	16,003		190
HCC Insurance Holdings	11,500		276
HCP †	6,400		136
Health Care †	1,900		65
Hospitality Properties Trust †	2,787		33
Host Hotels & Resorts †	4,500		38
HRPT Properties Trust †	11,300		46
Hudson City Bancorp	142,700		1,896
Huntington Bancshares	8,100		34
IntercontinentalExchange *	32,300		3,690
Invesco	2,200		39
Jefferies Group	8,200		175
Jones Lang LaSalle	2,400		78
JPMorgan Chase	137,811		4,701
Keycorp	21,000		110
Knight Capital Group, Cl A *	72,100		1,229
LaSalle Hotel Properties †	9,800		121
Lazard, Cl A	3,100		83
Leucadia National	7,100		150
Liberty Property Trust †	9,800		226
Lincoln National	10,500		181
Loews	26,757		733
M&T Bank	2,600		132
Mack-Cali Realty †	200		5
Marsh & McLennan	19,897		401
Marshall & Ilsley	15,000		72
MBIA *	15,200		66
MetLife	8,642		259
Montpelier Re Holdings	18,700		249
Moody’s	50,800		1,339
Morgan Stanley	35,362		1,008
MSCI, Cl A *	1,200		29
NASDAQ OMX Group *	3,200		68
New York Community Bancorp	2,900		31
Northern Trust	54,224		2,911
NYSE Euronext	142,200		3,875
Odyssey Re Holdings	20,300		812
OneBeacon Insurance Group, Cl A	6,200		73
optionsXpress Holdings	21,300		331
PartnerRe	2,200		143

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
People’s United Financial	4,900	$	74
PHH *	10,400		189
Platinum Underwriters Holdings	19,800		566
Plum Creek Timber †	800		24
PNC Financial Services Group	21,846		848
Principal Financial Group	6,100		115
Progressive	15,100		228
Prologis †	1,900		15
Prospect Capital	1,800		17
Protective Life	2,900		33
Prudential Financial	27,300		1,016
Public Storage †	4,100		268
Ramco-Gershenson Properties †	4,100		41
Raymond James Financial	14,000		241
Realty Income †	1,800		39
Regions Financial	14,584		59
RenaissanceRe Holdings	2,500		116
Senior Housing Properties Trust †	2,000		33
Simon Property Group †	357		18
SL Green Realty †	1,400		32
SLM *	12,300		126
StanCorp Financial Group	14,800		424
State Street	48,000		2,266
SunTrust Banks	2,000		33
T. Rowe Price Group	77,710		3,238
TCF Financial	10,000		134
TD Ameritrade Holding *	72,600		1,273
TFS Financial	3,100		33
Torchmark	2,771		103
Transatlantic Holdings	800		35
Travelers	61,752		2,534
UDR †	5,756		59
United America Indemnity, Cl A *	6,600		32
Unum Group	20,200		320
US Bancorp	186,839		3,348
Validus Holdings	6,200		136
Valley National Bancorp	19,647		230
Ventas †	900		27
Vornado Realty Trust †	1,527		69
Waddell & Reed Financial, Cl A	4,100		108
Webster Financial	4,400		35
Wells Fargo	215,810		5,236
White Mountains Insurance Group	300		69
Wilmington Trust	2,300		31
World Acceptance *	4,100		82
WR Berkley	56,700		1,217
XL Capital, Cl A	10,900		125
Zions Bancorporation	6,900		80
			103,527
Health Care — 12.2%
Abbott Laboratories	40,575		1,909
Aetna	179,843		4,505
Alexion Pharmaceuticals *	1,300		54
Allergan	91,800		4,368
American Medical Systems Holdings *	14,400		227
AmerisourceBergen	269,576		4,782
Amgen *	171,138		9,060
Amylin Pharmaceuticals *	3,700		50
Baxter International	18,289		969
Becton Dickinson	14,248		1,016
Biogen Idec *	39,800		1,797
Biovail	53,700		722
Boston Scientific *	9,500		96
Bristol-Myers Squibb	117,067		2,378
C.R. Bard	4,900		365
Cantel Medical *	5,100		83
Cardinal Health	43,898		1,341
Celera *	5,200		40
Celgene *	11,506		550
Cephalon *	4,400		249
Cerner *	800		50
Cigna	4,491		108
Cooper	5,100		126
Covance *	1,000		49
DaVita *	7,400		366
Dendreon *	1,900		47
Dentsply International	3,500		107
Edwards Lifesciences *	6,500		442
Eli Lilly	42,789		1,482
Endo Pharmaceuticals Holdings *	42,600		763
Enzon Pharmaceuticals *	18,500		146
ev3 *	3,300		35
Express Scripts *	18,600		1,279
Forest Laboratories *	125,470		3,151
Gen-Probe *	11,500		494
Genzyme *	1,300		72
Gilead Sciences *	117,592		5,508
Health Net *	44,501		692
HLTH *	11,000		144
Humana *	9,800		316
Idexx Laboratories *	800		37
Illumina *	900		35
IMS Health	19,700		250
Intuitive Surgical *	4,600		753
Inverness Medical Innovations *	2,700		96
Isis Pharmaceuticals *	9,900		163
Johnson & Johnson	201,327		11,435
Kindred Healthcare *	1,200		15
King Pharmaceuticals *	24,400		235
Laboratory Corp of America Holdings *	6,145		417
LifePoint Hospitals *	5,600		147
Lincare Holdings *	54,400		1,279
Masimo *	12,300		297
McKesson	109,384		4,813
Medco Health Solutions *	78,728		3,591
Medicines *	6,800		57
Medtronic	74,692		2,606
Merck	121,935		3,409
Mettler Toledo International *	6,700		517
Mylan Laboratories *	42,400		553
Myriad Genetics *	1,500		54
Noven Pharmaceuticals *	4,700		67
Novo Nordisk ADR	35,000		1,906
Omnicare	36,300		935
PerkinElmer	1,300		23
Pfizer	590,514		8,858
Pharmaceutical Product Development	1,900		44
Quest Diagnostics	29,600		1,670
ResMed *	3,400		138
Schering-Plough	68,528		1,722
Sepracor *	2,100		36

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
St. Jude Medical *	500	$	21
Stryker	49,762		1,978
SurModics *	3,600		81
Synovis Life Technologies *	2,000		41
Techne	400		26
Thermo Fisher Scientific *	2,412		98
United Therapeutics *	400		33
UnitedHealth Group	297,300		7,427
Universal Health Services, Cl B	3,600		176
Valeant Pharmaceuticals International *	17,400		448
Varian Medical Systems *	2,900		102
VCA Antech *	1,300		35
Vertex Pharmaceuticals *	6,000		214
Warner Chilcott, Cl A *	35,600		468
Watson Pharmaceuticals *	400		14
WellPoint *	49,800		2,534
Wyeth	57,397		2,605
			112,397
Industrials — 8.1%
3M	16,045		964
Aecom Technology *	6,600		211
AGCO *	83,332		2,422
American Reprographics *	3,600		30
Ampco-Pittsburgh	1,500		35
Applied Signal Technology	2,100		54
Avery Dennison	200		5
BE Aerospace *	2,900		42
Beacon Roofing Supply *	17,300		250
Boeing	33,159		1,409
Bucyrus International, Cl A	400		11
Burlington Northern Santa Fe	17,200		1,265
C.H. Robinson Worldwide	7,083		370
Carlisle	6,500		156
Caterpillar	44,900		1,483
Chart Industries *	5,300		96
Cintas	4,200		96
Colfax *	5,900		46
Continental Airlines, Cl B *	4,300		38
Cooper Industries, Cl A	7,900		245
Copa Holdings, Cl A	5,937		243
Corrections Corp of America *	200		3
CSX	49,342		1,709
Cummins	24,900		877
Danaher	1,345		83
Deere	9,200		367
Delta Air Lines *	1,600		9
Dover	38,800		1,284
Dun & Bradstreet	3,574		290
Emerson Electric	19,000		615
Equifax	27,500		718
Expeditors International of Washington	71,000		2,367
Fastenal	14,800		491
FedEx	600		33
First Solar *	1,300		211
Flowserve	2,763		193
Fluor	72,528		3,720
Foster Wheeler *	27,200		646
Gardner Denver *	22,000		554
GATX	2,400		62
General Cable *	4,100		154
General Dynamics	95,799		5,306
General Electric	573,544		6,722
Goodrich	31,400		1,569
Graco	2,400		53
Harsco	21,822		618
Hertz Global Holdings *	5,500		44
Honeywell International	821		26
Hubbell, Cl B	3,700		119
IDEX	6,700		165
Illinois Tool Works	5,300		198
ITT	14,718		655
Jacobs Engineering Group *	2,100		88
JB Hunt Transport Services	3,900		119
Joy Global	37,914		1,354
Kansas City Southern *	2,300		37
KBR	110,994		2,047
Kennametal	9,200		176
L-3 Communications Holdings	33,200		2,304
Landstar System	200		7
Lincoln Electric Holdings	4,500		162
Lockheed Martin	42,199		3,403
Manpower	1,800		76
Masco	3,500		34
McDermott International *	5,800		118
MSC Industrial Direct, Cl A	3,300		117
Multi-Color	2,900		36
Navistar International *	1,000		44
Norfolk Southern	26,000		979
Northrop Grumman	55,106		2,517
Owens Corning *	2,300		29
Pall	3,500		93
Pentair	9,400		241
Pitney Bowes	4,500		99
Precision Castparts	880		64
Quanta Services *	55,800		1,291
Raytheon	56,601		2,515
Republic Services	9,335		228
Robert Half International	900		21
Rockwell Automation	1,400		45
Roper Industries	2,100		95
Ryder System	600		17
Shaw Group *	21,400		587
Southwest Airlines	323,514		2,177
Spirit Aerosystems Holdings, Cl A *	2,100		29
Steelcase, Cl A	5,700		33
Stericycle *	3,770		194
SunPower, Cl A *	3,900		104
Teleflex	5,300		238
Terex *	6,600		80
Textron	3,500		34
Thomas & Betts *	28,000		808
Timken	25,967		443
Toro	3,000		90
Trinity Industries	22,000		300
Tyco International	55,400		1,439
Union Pacific	55,678		2,899
United Parcel Service, Cl B	68,859		3,442
United Technologies	15,204		790
URS *	24,200		1,198
UTI Worldwide *	3,100		35
Waste Connections *	1,300		34
Waste Management	38,546		1,085

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Waste Services *	3,000	$	16
Watson Wyatt Worldwide, Cl A	3,800		143
WESCO International *	15,500		388
WW Grainger	7,700		630
			74,904
Information Technology — 19.3%
Accenture, Cl A	94,494		3,162
Adobe Systems *	74,800		2,117
Advanced Micro Devices *	16,600		64
Affiliated Computer Services, Cl A *	7,400		329
Akamai Technologies *	4,700		90
Alliance Data Systems *	8,200		338
Altera	32,800		534
Amdocs *	5,100		109
Amphenol, Cl A	1,300		41
Analog Devices	16,800		416
Anixter International *	20,100		756
Apple *	68,798		9,799
Arris Group *	5,900		72
Automatic Data Processing	22,301		790
Avnet *	29,100		612
BMC Software *	6,500		220
Brightpoint *	8,200		51
Broadcom, Cl A *	11,700		290
CA	105,200		1,834
Cadence Design Systems *	6,300		37
Ciena *	3,300		34
Cisco Systems *	520,430		9,701
Citrix Systems *	900		29
Cognizant Technology Solutions, Cl A *	3,700		99
CommScope *	3,000		79
Computer Sciences *	21,300		944
Compuware *	15,000		103
Convergys *	12,900		120
Corning	209,756		3,369
Cree *	7,500		220
Cypress Semiconductor *	14,100		130
Dell *	304,788		4,185
Diebold	39,900		1,052
Dolby Laboratories, Cl A *	11,100		414
Earthlink *	5,200		38
eBay *	349,513		5,987
Electronic Arts *	161,031		3,498
EMC *	233,100		3,054
Equinix *	1,200		87
F5 Networks *	9,800		339
Factset Research Systems	900		45
Fidelity National Information Services	646		13
Fiserv *	400		18
Global Payments	2,500		94
Google, Cl A *	25,275		10,656
Hewitt Associates, Cl A *	26,700		795
Hewlett-Packard	314,736		12,164
Ingram Micro, Cl A *	94,000		1,645
Integrated Device Technology *	5,900		36
Intel	549,402		9,093
Interactive Intelligence *	3,400		42
International Business Machines	75,762		7,911
International Rectifier *	2,100		31
Intuit *	107,400		3,024
Itron *	1,800		99
j2 Global Communications *	2,500		56
Jabil Circuit	19,800		147
JDS Uniphase *	14,200		81
Juniper Networks *	3,700		87
Lam Research *	2,700		70
Lexmark International, Cl A *	9,201		146
Linear Technology	18,800		439
Macrovision Solutions *	1,700		37
Manhattan Associates *	3,300		60
Marvell Technology Group *	10,200		119
Mastercard, Cl A	23,814		3,984
Maxim Integrated Products	5,300		83
McAfee *	9,700		409
MEMC Electronic Materials *	1,800		32
Metavante Technologies *	9,485		245
Microchip Technology	6,600		149
Micron Technology *	17,300		87
Micros Systems *	1,300		33
Microsoft	688,215		16,359
Molex	10,000		155
Motorola	388,114		2,573
National Instruments	7,100		160
National Semiconductor	15,900		200
NCR *	6,700		79
NetApp *	6,400		126
NeuStar, Cl A *	55,500		1,230
Nokia ADR	85,200		1,242
Novellus Systems *	1,600		27
Nvidia *	9,800		111
ON Semiconductor *	7,100		49
Oracle	158,508		3,395
Paychex	39,300		990
Pegasystems	2,000		53
QLogic *	57,100		724
Qualcomm	188,000		8,498
Quest Software *	2,200		31
Rambus *	3,300		51
Red Hat *	9,800		197
RightNow Technologies *	16,600		196
SAIC *	4,100		76
SanDisk *	5,500		81
Seagate Technology	43,300		453
Silicon Laboratories *	7,200		273
Sohu.com *	600		38
Sun Microsystems *	28,741		265
Sybase *	38,600		1,210
Symantec *	293,856		4,572
Tech Data *	19,658		643
Tellabs *	9,200		53
Teradata *	95,000		2,226
Texas Instruments	358,265		7,631
Trimble Navigation *	9,000		177
Varian Semiconductor Equipment Associates *	2,600		62
VeriSign *	107,400		1,985
Visa, Cl A	149,137		9,285
VMware, Cl A *	5,300		144
WebMD Health, Cl A *	137		4
Western Digital *	26,700		707
Western Union	46,000		754
Xilinx	54,700		1,119

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Yahoo! *	220,600	$	3,455
			178,732
Materials — 2.3%
Airgas	1,100		45
AK Steel Holding	1,000		19
Allegheny Technologies	900		31
Alpha Natural Resources *	6,400		168
Ball	3,100		140
Bemis	42,500		1,071
Celanese, Ser A	5,500		131
CF Industries Holdings	855		63
Cliffs Natural Resources	43,466		1,064
Commercial Metals	4,300		69
Crown Holdings *	26,600		642
Dow Chemical	2,756		44
E.I. Du Pont de Nemours	7,500		192
Eagle Materials	4,200		106
Ecolab	57,907		2,258
FMC	4,400		208
Freeport-McMoRan Copper & Gold, Cl B	4,500		225
International Flavors & Fragrances	1,100		36
International Paper	2,400		37
Intrepid Potash *	1,200		34
Kaiser Aluminum	7,200		259
Koppers Holdings	1,300		34
Lubrizol	33,600		1,590
Martin Marietta Materials	400		31
Monsanto	12,012		893
Mosaic	6,300		279
Nalco Holding	73,900		1,244
NewMarket	3,400		229
Newmont Mining	10,240		418
Nucor	15,700		698
Olympic Steel	1,800		44
Packaging Corp of America	7,100		115
Pactiv *	14,501		314
PPG Industries	16,800		737
Praxair	45,415		3,228
Reliance Steel & Aluminum	1,600		61
RPM International	1,800		25
Schnitzer Steel Industries, Cl A	600		32
Scotts Miracle-Gro, Cl A	900		32
Sealed Air	1,500		28
Sigma-Aldrich	1,100		54
Sonoco Products	13,267		318
Southern Copper	64,000		1,308
Steel Dynamics	3,300		49
Syngenta ADR	36,800		1,712
Temple-Inland	2,500		33
Terra Industries	9,849		239
United States Steel	1,600		57
Valspar	12,500		282
Vulcan Materials	2,800		121
Walter Energy	3,800		138
			21,185
Telecommunication Services — 3.2%
AT&T	528,378		13,125
Atlantic Telegraph-Network	1,500		59
CenturyTel	17,300		531
Crown Castle International *	105,000		2,522
Embarq	9,905		417
Frontier Communications	63,811		456
Leap Wireless International *	5,700		188
MetroPCS Communications *	18,500		246
NII Holdings *	167,113		3,187
NTELOS Holdings	11,400		210
Qwest Communications International	20,500		85
SBA Communications, Cl A *	3,900		96
Sprint Nextel *	408,040		1,962
Telephone & Data Systems	1,100		31
Verizon Communications	180,245		5,539
Windstream	40,852		341
			28,995
Utilities — 3.2%
AES *	495,101		5,748
AGL Resources	1,000		32
Alliant Energy	12,600		329
Ameren	22,100		550
American Electric Power	14,100		407
American Water Works	16,300		311
Aqua America	4,500		81
Atmos Energy	11,600		291
Calpine *	54,900		612
CMS Energy	4,800		58
Consolidated Edison	12,200		457
Constellation Energy Group	12,400		330
Dominion Resources	24,494		819
DTE Energy	34,900		1,117
Duke Energy	4,400		64
Edison International	31,400		988
Energen	17,151		684
Entergy	1,500		116
Exelon	4,174		214
FirstEnergy	19,765		766
FPL Group	700		40
Hawaiian Electric Industries	14,400		275
Integrys Energy Group	4,500		135
ITC Holdings	800		36
MDU Resources Group	17,300		328
Mirant *	30,900		486
National Fuel Gas	1,000		36
Northeast Utilities	1,900		42
NRG Energy *	84,997		2,206
NSTAR	13,000		417
NV Energy	71,400		770
OGE Energy	5,000		142
Oneok	1,900		56
Pepco Holdings	17,200		231
PG&E	9,436		363
Pinnacle West Capital	9,900		299
PPL	134,733		4,441
Progress Energy	6,900		261
Public Service Enterprise Group	69,302		2,261
Questar	700		22
RRI Energy *	5,900		30
SCANA	3,500		114
Sempra Energy	30,292		1,503
Southern	12,427		387
Southern Union	4,500		83
TECO Energy	11,100		132
UGI	16,100		410

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Unisource Energy		3,700	$	98
Vectren		2,700		63
Westar Energy		1,800		34
Wisconsin Energy		600		24
Xcel Energy		1,871		35
				29,734
Total Common Stock (Cost $798,381) ($ Thousands)				790,112
MORTGAGE-BACKED SECURITIES — 6.2%
Agency Mortgage-Backed Obligations — 4.5%
FHLMC CMO STRIPS, Ser 232, Cl IO, IO
5.000%, 08/01/35 (A)	$	1,723		271
FHLMC CMO STRIPS, Ser 233, Cl 12, IO
5.000%, 09/15/35 (A)		860		118
FNMA TBA
6.500%, 07/01/32		15,100		16,082
6.000%, 07/01/21 to 07/01/37		22,850		23,954
FNMA CMO STRIPS, Ser 359, Cl 6, IO
5.000%, 11/01/35 (A)		315		48
FNMA CMO STRIPS, Ser 360, Cl 2, IO
5.000%, 08/01/35 (A)		6,824		1,085
				41,558
Non-Agency Mortgage-Backed Obligations — 1.7%
American Home Mortgage Investment Trust, Ser 2006-1, Cl 2A3
5.100%, 12/25/35 (B)		1,042		570
Banc of America Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/44 (B)		1,854		1,472
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3
5.726%, 03/25/49 (B)		3,249		2,742
Countrywide Alternative Loan Trust, Ser 2004-33, Cl 1A1
4.979%, 12/25/34 (B)		173		116
Countrywide Home Loans, Ser 2004-22, Cl A1
5.080%, 11/25/34 (B)		317		240
Credit Suisse Mortgage Capital Certificates, Ser 2006-C3, Cl A3
5.826%, 06/15/38 (B)		2,381		1,738
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR4, Cl B1
0.913%, 01/19/45 (B)		264		14
First Horizon Mortgage Pass-Through, Ser 2006-AR3, Cl 1A1
5.648%, 11/25/36 (B)		560		397
	Face Amount ($ Thousands)
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl AM
6.115%, 07/10/38 (B)		2,100		1,091
Impac CMB Trust, Ser 2004-10, Cl 4M1
0.914%, 03/25/35 (B)		207		119
Indymac Index Mortgage Loan Trust, Ser 2006-AR4, Cl M4
1.014%, 05/25/46 (B)		165		3
JP Morgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3
5.336%, 05/15/47		1,155		885
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A2
4.064%, 07/15/09 (B)		767		762
Merrill Lynch Mortgage Investors, Ser 2005-A4, Cl 1A
4.600%, 07/25/35 (B)		335		207
Merrill Lynch Mortgage Investors, Ser 2006-1, Cl 1A
4.941%, 02/25/36 (B)		999		508
Merrill Lynch Mortgage Trust, Ser 2005-CKI1, Cl A6
5.415%, 11/12/37 (B)		2,316		1,965
Merrill Lynch Mortgage Trust, Ser 2008-C1, Cl AM
6.461%, 02/12/51 (B)		756		365
Morgan Stanley Mortgage Loan Trust, Ser 2007-14AR, Cl 6A1
6.303%, 11/25/37 (B)		1,573		758
Nomura Asset Acceptance, Ser 2007-1, Cl 1A1A
5.995%, 03/25/47 (C)		1,277		858
Residential Accredit Loans, Ser 2006-QO1, Cl 2A3
0.714%, 02/25/46 (B)		283		30
Residential Accredit Loans, Ser 2006-QO3, Cl M5
1.094%, 04/25/46 (B)		159		2
Residential Accredit Loans, Ser 2006-QO3, Cl M4
1.034%, 04/25/46 (B)		251		2
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 3A1
5.022%, 12/25/34 (B)		988		745
Structured Asset Securities, Ser 2006-NC1, Cl A4
0.464%, 05/25/36 (B)		300		120
				15,709
Total Mortgage-Backed Securities (Cost $65,846) ($ Thousands)				57,267
ASSET-BACKED SECURITIES — 1.4%
Mortgage Related Securities — 0.9%
Ace Securities, Ser 2005-HE7, Cl A2D
0.644%, 11/25/35 (B)		800		382
Asset-Backed Funding Certificates, Ser 2005-AQ1, Cl A2
4.300%, 06/25/35		81		79

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Asset-Backed Securities Trust, Ser 2006-HE7, Cl 2A2
0.474%, 08/25/36 (B)	$	1,300	$	432
Countrywide Asset-Backed Certificates, Ser 2006-S1, Cl A2
5.549%, 08/25/21		769		553
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39		5,600		3,838
Home Equity Asset Trust, Ser 2006-5, Cl 2A3
0.464%, 10/25/36 (B)		250		81
Home Equity Mortgage Trust, Ser 2006-5, Cl A1
5.500%, 01/25/37		1,916		247
Irwin Home Equity, Ser 2007-1, Cl 2A1
0.464%, 08/25/37 (B) (C)		2,724		2,009
Morgan Stanley ABS Capital I, Ser 2003-NC10, Cl M1
1.334%, 10/25/33 (B)		530		321
Residential Asset Securities, Ser 2005-KS12, Cl A3
0.634%, 01/25/36 (B)		800		410
Terwin Mortgage Trust, Ser 2006-2HGS, Cl A1
4.483%, 03/25/37 (B) (C)		1,278		218
Terwin Mortgage Trust, Ser 2006- 4SL, Cl A1
4.500%, 05/25/37 (B) (C)		1,350		201
Terwin Mortgage Trust, Ser 2006- 6, Cl 1A1
4.500%, 07/25/37 (B)		672		101
Wells Fargo Home Equity Trust, Ser 2004-2, Cl M8A
3.314%, 05/25/34 (B) (C)		174		13
				8,885
Other Asset-Backed Securities — 0.5%
Countrywide Asset-Backed Certificates, Ser 2005-7, Cl MV8
1.764%, 11/25/35 (B)		250		14
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2006-FF11, Cl M1
0.564%, 08/25/36 (B)		3,500		25
Lehman XS Trust, Ser 2006-12N, Cl M5
0.914%, 08/25/46 (B)		150		2
Lehman XS Trust, Ser 2006-2N, Cl M5
1.464%, 02/25/46 (B) (F)		240		4
Long Beach Mortgage Loan Trust, Ser 2006-WL1, Cl 1A3
0.644%, 01/25/46 (B)		560		143
Merrill Lynch Mortgage Investors, Ser 2007-SL1, Cl A1
0.614%, 02/25/37 (B)		1,907		52
	Face Amount ($ Thousands)/Shares
Morgan Stanley ABS Capital I, Ser 2005-HE6, Cl A2C
0.634%, 11/25/35 (B)		1,600		904
Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2B
0.464%, 02/25/46 (B) (C)		1,000		421
Saco I Trust, Ser 2005-10, Cl 2A1
0.574%, 01/25/36 (B)		2,048		620
Structured Asset Securities, Ser 2007-BC1, Cl A4
0.444%, 02/25/37 (B)		1,400		352
Wachovia Student Loan Trust, Ser 2006-1, Cl B
1.332%, 04/25/40 (B) (C)		3,200		1,818
				4,355
Total Asset-Backed Securities (Cost $33,301) ($ Thousands)				13,240
CORPORATE OBLIGATIONS — 0.0%
Financials — 0.0%
Discover Financial Services
6.450%, 06/12/17		115		93
Shinsei Finance Cayman
6.418%, 01/29/49 (B) (C)		400		160
				253
Total Corporate Obligations (Cost $515) ($ Thousands)				253
U.S. TREASURY OBLIGATIONS — 1.9%
U.S. Treasury Bills
0.192%, 02/11/10 (D) (E)		970		968
0.258%, 12/03/09 (E)		3,410		3,406
0.160%, 09/24/09 (D) (E)		9,000		8,996
0.152%, 08/20/09 (D) (E)		3,850		3,849
Total U.S. Treasury Obligations (Cost $17,220) ($ Thousands)				17,219
CASH EQUIVALENT — 9.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		90,705,761		90,706
Total Cash Equivalent (Cost $90,706) ($ Thousands)				90,706
Total Investments — 104.8% (Cost $1,005,969) ($ Thousands) @			$	968,797

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Composite Index	131		Sep-2009	$	(208	)
S&P 500 Composite Index	395		Sep-2009		(2,785	)
S&P Mid 400 Index E-MINI	192		Sep-2009		(428	)
S&P 500 Index E-MINI	72		Sep-2009		(76	)
U.S. 10-Year Note	(41	)	Sep-2009		(57	)
U.S. 5-Year Note	(41	)	Sep-2009		(35	)
				$	(3,589	)

A summary of the outstanding swap agreements held by the Fund at June 30, 2009, is as follows:

Credit Default Swaps

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date	Notional Amount (Thousands)	Net Unrealized Appreciation (Depreciation) ($ Thousands)
Bank of America	Radian Group Inc., 7.750%, 06/01/11	BUY	(0.39	)	12/20/13	750	$	311
JPMorgan Chase Bank	Hasbro Inc., 2.750%, 12/01/21	BUY	(0.39	)	12/20/11	750		6
JPMorgan Chase Bank	Jones Apparel Group., 5.125%, 11/15/14	BUY	(0.77	)	12/20/11	750		52
JPMorgan Chase Bank	Radian Group Inc., 7.750%, 06/01/11	BUY	(0.39	)	12/20/13	750		259
JPMorgan Chase Bank	Southwest Airlines Co., 6.500%, 03/01/12	BUY	(0.27	)	12/20/11	750		60
Merrill Lynch	MDC Holdings Inc., 5.500%, 05/15/13	BUY	(0.90	)	12/20/11	750		(1	)
Merrill Lynch	Southwest Airlines Co, 6.500%, 03/01/12	BUY	(0.27	)	12/20/11	750		60
							$	747

Percentages are based on Net Assets of $924,487 ($ Thousands)

† Real Estate Investment Trust.

†† Investment in Affiliated Investment.

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

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

(B) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2009.

(C) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may not be sold to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

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

(E) The rate reported is the effective yield at the time of purchase.

(F) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2009 was $4 ($ Thousands) and represented 0.00% of net Assets.

ABS — Asset-Backed Security

ADR — American Depositary Receipt

Cl — Class

CMO — Collateralized Mortgage Obligation

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

IO — Interest Only - face amount represents notional amount

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

@ At June 30, 209, the tax basis cost of the Fund’s investments was $1,005,969 ($ Thousands), and the unrealized appreciation and depreciation were $56,231 ($ Thousands) and ($93,403) ($ Thousands), respectively.

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Large Cap Diversified Alpha Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	790,112		$	—	$	—	$	790,112
Mortgage-Backed Securities		—			57,267		—		57,267
U.S. Treasury Obligations		—			17,219		—		17,219
Asset-Backed Securities		—			13,240		—		13,240
Corporate Obligations		—			253		—		253
Cash Equivalents		90,706			—		—		90,706
Total Investments in Securities	$	880,818		$	87,979	$	—	$	968,797
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(3,589	)	$	—	$	—	$	(3,589	)
Credit Default Swaps		—			747		—		747
Total Other Financial Instruments	$	(3,589	)	$	747	$	—	$	(2,842	)

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.

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 99.1%
Consumer Discretionary — 8.8%
Abercrombie & Fitch, Cl A (A)	10,500	$	267
Amazon.com * (A)	43,300		3,622
Apollo Group, Cl A *	14,503		1,031
Autonation *	16,026		278
Autozone * (A)	4,694		709
Bed Bath & Beyond * (A)	35,433		1,090
Best Buy (A)	47,141		1,579
Big Lots *	9,013		190
Black & Decker	7,809		224
Carnival	60,484		1,559
CBS, Cl B	95,601		662
Centex (A)	16,644		141
Coach	41,410		1,113
Comcast, Cl A	394,344		5,714
Darden Restaurants	18,813		620
DeVry	8,200		410
DIRECTV Group * (A)	71,300		1,762
DR Horton (A)	38,649		362
Eastman Kodak (A)	31,610		93
Expedia * (A)	30,100		455
Family Dollar Stores (A)	19,222		544
Ford Motor *	442,180		2,684
Fortune Brands	20,819		723
GameStop, Cl A * (A)	22,600		497
Gannett (A)	28,647		102
Gap	63,731		1,045
Genuine Parts (A)	21,936		736
Goodyear Tire & Rubber * (A)	31,593		356
H&R Block	46,404		800
Harley-Davidson (A)	32,608		529
Harman International Industries (A)	7,900		149
Hasbro	15,591		378
Home Depot (A)	231,964		5,481
International Game Technology	40,856		650
Interpublic Group *	55,901		282
J.C. Penney	30,280		869
Johnson Controls (A)	81,957		1,780
KB Home (A)	10,655		146
Kohl’s * (A)	42,147		1,802
Leggett & Platt	19,654		299
Lennar, Cl A	19,007		184
Limited Brands (A)	33,527		401
Lowe’s	202,236		3,925
Macy’s	59,164		696
Marriott International, Cl A (A)	40,589		896
Mattel	49,518		795
McDonald’s	150,660		8,661
McGraw-Hill (A)	43,621		1,313
Meredith (A)	5,363		137
New York Times, Cl A (A)	14,392		79
Newell Rubbermaid	33,447		348
News, Cl A (A)	310,133		2,825
Nike, Cl B	52,194		2,703
Nordstrom (A)	19,602		390
Office Depot *	38,120		174
Omnicom Group	43,004		1,358
O’Reilly Automotive *	18,600		708
Polo Ralph Lauren	6,900		369
Pulte Homes (A)	25,755		227
RadioShack (A)	14,825		207
Scripps Networks Interactive, Cl A	11,600		323
Sears Holdings * (A)	7,065		470
Sherwin-Williams	13,516		727
Snap-On	6,653		191
Stanley Works	9,979		338
Staples	96,014		1,937
Starbucks * (A)	99,758		1,386
Starwood Hotels & Resorts Worldwide (A)	26,435		587
Target (A)	103,019		4,066
Tiffany (A)	17,773		451
Time Warner	163,904		4,129
Time Warner Cable, Cl A	47,783		1,513
TJX	57,067		1,795
VF (A)	12,114		671
Viacom, Cl B *	81,701		1,855
Walt Disney	253,827		5,922
Washington Post, Cl B	755		266
Whirlpool (A)	9,005		383
Wyndham Worldwide	20,602		250
Wynn Resorts * (A)	8,200		289
Yum! Brands	62,170		2,073
			97,751
Consumer Staples — 11.9%
Altria Group	282,956		4,638
Archer-Daniels-Midland	86,666		2,320
Avon Products	57,851		1,492
Brown-Forman, Cl B	13,595		584
Campbell Soup	28,075		826
Clorox (A)	18,942		1,057
Coca-Cola (A)	271,696		13,039
Coca-Cola Enterprises	43,817		730
Colgate-Palmolive	68,393		4,838
ConAgra Foods	60,852		1,160
Constellation Brands, Cl A *	23,100		293
Costco Wholesale	58,418		2,670
CVS Caremark	198,995		6,342
Dean Foods *	24,800		476
Dr Pepper Snapple Group *	35,600		754
Estee Lauder, Cl A	16,200		529
General Mills	44,291		2,481
Hershey	22,712		818
HJ Heinz (A)	43,449		1,551
Hormel Foods	8,500		294
JM Smucker	16,548		805
Kellogg	34,867		1,624
Kimberly-Clark	55,799		2,926
Kraft Foods, Cl A	201,498		5,106
Kroger	87,859		1,937
Lorillard	22,776		1,544
McCormick	18,461		600
Molson Coors Brewing, Cl B (A)	20,546		870
Pepsi Bottling Group	19,036		644
PepsiCo	212,467		11,677
Philip Morris International	267,756		11,679
Procter & Gamble	397,501		20,312
Reynolds American	23,040		890
Safeway	58,246		1,186
Sara Lee	97,087		948
SUPERVALU (A)	30,497		395

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
SYSCO (A)	79,720	$	1,792
Tyson Foods, Cl A	41,990		529
Walgreen	135,844		3,994
Wal-Mart Stores	304,411		14,746
Whole Foods Market (A)	20,300		385
			131,481
Energy — 12.3%
Anadarko Petroleum	68,480		3,108
Apache	45,100		3,254
Baker Hughes (A)	41,934		1,528
BJ Services	36,556		498
Cabot Oil & Gas	12,900		395
Cameron International * (A)	29,800		843
Chesapeake Energy	76,200		1,511
Chevron (A)	273,397		18,113
ConocoPhillips (A)	202,325		8,510
Consol Energy	24,000		815
Denbury Resources *	33,100		488
Devon Energy	60,913		3,320
Diamond Offshore Drilling (A)	9,600		797
El Paso	95,794		884
ENSCO International	19,600		684
EOG Resources	33,744		2,292
Exxon Mobil	665,036		46,493
FMC Technologies *	16,800		631
Halliburton	120,979		2,504
Hess	38,275		2,057
Marathon Oil	95,356		2,873
Massey Energy (A)	10,700		209
Murphy Oil	25,863		1,405
Nabors Industries *	35,278		550
National Oilwell Varco *	56,468		1,844
Noble Energy	24,000		1,415
Occidental Petroleum	110,704		7,286
Peabody Energy	36,500		1,101
Pioneer Natural Resources	14,800		377
Range Resources	21,300		882
Rowan	13,097		253
Schlumberger	163,362		8,840
Smith International	30,100		775
Southwestern Energy *	46,300		1,799
Spectra Energy	87,261		1,477
Sunoco	16,457		382
Tesoro (A)	16,200		206
Valero Energy	77,108		1,302
Williams	79,065		1,234
XTO Energy	78,118		2,979
			135,914
Financials — 13.5%
Aflac	63,208		1,965
Allstate	72,559		1,770
American Express	162,715		3,782
American International Group (A)	332,171		385
Ameriprise Financial	35,584		864
AON	38,329		1,452
Apartment Investment & Management, Cl A † (A)	15,239		135
Assurant	14,800		357
AvalonBay Communities † (A)	11,108		621
Bank of America	1,103,348		14,564
Bank of New York Mellon	163,586		4,795
BB&T (A)	89,097		1,958
Boston Properties † (A)	19,300		921
Capital One Financial	59,562		1,303
CB Richard Ellis Group, Cl A *	34,600		324
Charles Schwab	126,727		2,223
Chubb	47,656		1,901
Cincinnati Financial	22,579		505
CIT Group (A)	40,708		88
Citigroup (A)	738,746		2,194
CME Group	8,907		2,771
Comerica	18,183		385
Discover Financial Services	67,830		697
E*Trade Financial * (A)	154,239		198
Equity Residential †	37,540		834
Federated Investors, Cl B	13,145		317
Fifth Third Bancorp (A)	97,911		695
First Horizon National (A)	31,136		374
Franklin Resources	20,815		1,499
Genworth Financial, Cl A	52,000		363
Goldman Sachs Group	68,756		10,137
Hartford Financial Services Group	45,186		536
HCP †	35,100		744
Health Care † (A)	15,800		539
Host Hotels & Resorts †	81,500		684
Hudson City Bancorp	71,500		950
Huntington Bancshares (A)	79,175		331
IntercontinentalExchange *	10,000		1,143
Invesco	57,300		1,021
Janus Capital Group	21,177		241
JPMorgan Chase	532,108		18,150
Keycorp (A)	94,283		494
Kimco Realty † (A)	44,300		445
Legg Mason (A)	18,200		444
Leucadia National	22,200		468
Lincoln National	41,598		716
Loews	49,149		1,347
M&T Bank (A)	10,761		548
Marsh & McLennan	72,250		1,454
Marshall & Ilsley (A)	52,470		252
MBIA * (A)	24,727		107
MetLife	110,226		3,308
Moody’s	26,808		706
Morgan Stanley	184,861		5,270
NASDAQ OMX Group *	16,600		354
Northern Trust	32,105		1,723
NYSE Euronext	35,700		973
People’s United Financial	47,600		716
Plum Creek Timber † (A)	22,535		671
PNC Financial Services Group (A)	63,275		2,456
Principal Financial Group	42,448		800
Progressive	94,168		1,423
Prologis † (A)	58,260		469
Prudential Financial	61,666		2,295
Public Storage † (A)	17,128		1,121
Regions Financial (A)	150,863		609
Simon Property Group † (A)	37,152		1,911
SLM * (A)	65,843		676
State Street	67,691		3,195
SunTrust Banks	61,896		1,018
T. Rowe Price Group (A)	35,308		1,471
Torchmark (A)	10,705		396
Travelers	78,832		3,235
Unum Group	45,852		727
US Bancorp	259,706		4,654

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Ventas †	21,800	$	651
Vornado Realty Trust † (A)	22,110		996
Wells Fargo (A)	635,197		15,410
XL Capital, Cl A (A)	47,805		548
Zions Bancorporation (A)	14,660		169
			148,942
Health Care — 13.9%
Abbott Laboratories	210,968		9,924
Aetna	61,802		1,548
Allergan	42,366		2,016
AmerisourceBergen	38,192		678
Amgen *	138,293		7,321
Baxter International	82,838		4,387
Becton Dickinson	32,362		2,308
Biogen Idec * (A)	39,800		1,797
Boston Scientific *	203,412		2,063
Bristol-Myers Squibb	270,901		5,502
C.R. Bard	13,488		1,004
Cardinal Health	48,855		1,492
Celgene *	62,000		2,966
Cephalon * (A)	9,500		538
Cigna	38,071		917
Coventry Health Care *	19,113		358
DaVita *	14,300		707
Dentsply International (A)	20,600		629
Eli Lilly	138,330		4,792
Express Scripts *	37,252		2,561
Forest Laboratories *	41,163		1,034
Genzyme *	36,632		2,040
Gilead Sciences * (A)	123,976		5,807
Hospira * (A)	22,404		863
Humana *	23,297		752
IMS Health	26,495		336
Intuitive Surgical * (A)	5,320		871
Johnson & Johnson (A)	375,756		21,343
King Pharmaceuticals * (A)	28,286		272
Laboratory Corp of America Holdings * (A)	14,763		1,001
Life Technologies *	23,843		995
McKesson	37,069		1,631
Medco Health Solutions *	66,216		3,020
Medtronic	152,917		5,335
Merck (A)	288,017		8,053
Millipore *	7,893		554
Mylan Laboratories * (A)	42,111		550
Patterson * (A)	10,500		228
PerkinElmer	13,740		239
Pfizer	920,704		13,811
Quest Diagnostics	19,624		1,107
Schering-Plough	222,672		5,593
St. Jude Medical *	46,894		1,927
Stryker	33,042		1,313
Tenet Healthcare * (A)	51,376		145
Thermo Fisher Scientific *	56,543		2,305
UnitedHealth Group	162,947		4,070
Varian Medical Systems *	17,200		604
Waters *	13,497		695
Watson Pharmaceuticals *	14,971		504
WellPoint *	66,461		3,382
Wyeth	182,166		8,268
Zimmer Holdings *	28,555		1,217
			153,373
Industrials — 9.7%
3M	94,982		5,708
Avery Dennison	15,715		404
Boeing (A)	99,432		4,226
Burlington Northern Santa Fe	37,524		2,760
C.H. Robinson Worldwide (A)	23,200		1,210
Caterpillar (A)	81,097		2,679
Cintas	18,307		418
Cooper Industries, Cl A	22,886		711
CSX	53,950		1,868
Cummins	27,640		973
Danaher (A)	34,448		2,127
Deere	57,102		2,281
Dover	25,537		845
Dun & Bradstreet	7,400		601
Eaton	22,569		1,007
Emerson Electric	103,006		3,337
Equifax	17,825		465
Expeditors International of Washington	29,000		967
Fastenal (A)	17,800		590
FedEx	42,105		2,342
Flowserve	7,000		489
Fluor (A)	24,744		1,269
General Dynamics	52,826		2,926
General Electric	1,444,407		16,929
Goodrich	17,020		850
Honeywell International	102,055		3,204
Illinois Tool Works	52,124		1,946
ITT	24,800		1,104
Jacobs Engineering Group *	16,900		711
L-3 Communications Holdings	16,123		1,118
Lockheed Martin	44,794		3,613
Manitowoc (A)	17,400		92
Masco	45,368		435
Monster Worldwide * (A)	13,934		165
Norfolk Southern	50,626		1,907
Northrop Grumman	44,519		2,034
PACCAR (A)	48,891		1,589
Pall	14,395		382
Parker Hannifin	21,971		944
Pitney Bowes	28,375		622
Precision Castparts	19,400		1,417
Quanta Services *	25,800		597
Raytheon	54,168		2,407
Republic Services	44,083		1,076
Robert Half International	21,727		513
Rockwell Automation (A)	19,826		637
Rockwell Collins	21,678		905
RR Donnelley & Sons	26,311		306
Ryder System	7,254		203
Southwest Airlines	102,149		687
Stericycle *	11,800		608
Textron (A)	38,898		376
Union Pacific	67,794		3,529
United Parcel Service, Cl B (A)	135,990		6,798
United Technologies	128,783		6,691
Waste Management (A)	66,528		1,873
WW Grainger (A)	8,765		718
			107,189

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Information Technology — 18.3%
Adobe Systems *	70,536	$	1,996
Advanced Micro Devices * (A)	79,463		307
Affiliated Computer Services, Cl A *	13,449		597
Agilent Technologies *	44,506		904
Akamai Technologies *	24,700		474
Altera	41,351		673
Amphenol, Cl A	23,500		744
Analog Devices	39,899		989
Apple *	121,692		17,333
Applied Materials	179,850		1,973
Autodesk *	32,217		612
Automatic Data Processing	68,950		2,444
BMC Software *	25,249		853
Broadcom, Cl A *	59,136		1,466
CA	53,727		936
Ciena * (A)	11,842		123
Cisco Systems *	786,863		14,667
Citrix Systems *	25,042		799
Cognizant Technology Solutions, Cl A *	39,900		1,065
Computer Sciences * (A)	20,733		918
Compuware *	30,175		207
Convergys *	13,676		127
Corning	213,078		3,422
Dell *	233,474		3,206
eBay * (A)	145,432		2,491
Electronic Arts *	43,978		955
EMC *	275,840		3,614
Fidelity National Information Services	27,165		542
Fiserv *	21,680		991
Flir Systems *	18,900		426
Google, Cl A *	32,716		13,793
Harris	18,500		525
Hewlett-Packard	325,652		12,586
Intel (A)	762,194		12,614
International Business Machines	180,190		18,815
Intuit *	43,586		1,227
Iron Mountain * (A)	24,800		713
Jabil Circuit	25,679		190
JDS Uniphase * (A)	29,456		168
Juniper Networks * (A)	70,700		1,669
Kla-Tencor	23,771		600
Lexmark International, Cl A *	10,239		162
Linear Technology	30,494		712
LSI Logic *	91,546		417
Mastercard, Cl A (A)	9,800		1,640
McAfee * (A)	21,200		894
MEMC Electronic Materials *	28,000		499
Microchip Technology (A)	25,900		584
Micron Technology * (A)	107,269		543
Microsoft (A)	1,043,562		24,806
Molex (A)	16,660		259
Motorola	315,606		2,092
National Semiconductor	24,137		303
NetApp * (A)	45,476		897
Novell *	36,989		168
Novellus Systems * (A)	10,827		181
Nvidia * (A)	73,748		833
Oracle	516,956		11,073
Paychex (A)	43,656		1,100
QLogic * (A)	13,348		169
Qualcomm	225,932		10,212
Salesforce.com * (A)	15,000		573
SanDisk * (A)	27,500		404
Sun Microsystems *	102,002		940
Symantec *	110,547		1,720
Tellabs *	44,999		258
Teradata *	21,268		498
Teradyne * (A)	17,307		119
Texas Instruments	174,534		3,718
Total System Services	28,580		383
VeriSign *	26,800		495
Western Digital *	29,500		782
Western Union	95,712		1,570
Xerox	120,336		780
Xilinx	37,609		769
Yahoo! * (A)	188,038		2,945
			202,252
Materials — 3.2%
Air Products & Chemicals	28,226		1,823
AK Steel Holding	14,800		284
Alcoa (A)	129,735		1,340
Allegheny Technologies (A)	13,659		477
Ball	13,291		600
Bemis	14,490		365
CF Industries Holdings	6,690		496
Dow Chemical	147,975		2,388
E.I. Du Pont de Nemours	121,535		3,114
Eastman Chemical	9,008		342
Ecolab	22,930		894
Freeport-McMoRan Copper & Gold, Cl B	55,468		2,780
International Flavors & Fragrances	9,594		314
International Paper	56,770		859
MeadWestvaco	24,615		404
Monsanto	74,648		5,549
Newmont Mining (A)	65,908		2,694
Nucor	42,482		1,887
Owens-Illinois *	22,200		622
Pactiv *	18,487		401
PPG Industries	22,445		985
Praxair	41,399		2,942
Sealed Air	19,428		359
Sigma-Aldrich	16,836		835
Titanium Metals	12,100		111
United States Steel (A)	19,426		694
Vulcan Materials (A)	17,149		739
Weyerhaeuser	28,888		879
			35,177
Telecommunication Services — 3.5%
American Tower, Cl A *	54,900		1,731
AT&T	804,558		19,985
CenturyTel (A)	14,460		444
Embarq	19,586		824
Frontier Communications	38,531		275
MetroPCS Communications *	33,700		449
Qwest Communications International (A)	201,626		837
Sprint Nextel *	387,622		1,864
Verizon Communications	387,622		11,911

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Windstream		61,246	$	512
				38,832
Utilities — 4.0%
AES *		92,290		1,072
Allegheny Energy		23,968		615
Ameren		29,244		728
American Electric Power		63,215		1,826
Centerpoint Energy		48,268		535
CMS Energy (A)		32,692		395
Consolidated Edison (A)		37,933		1,419
Constellation Energy Group		27,999		744
Dominion Resources		81,040		2,708
DTE Energy		23,045		737
Duke Energy		173,022		2,524
Dynegy, Cl A *		56,489		128
Edison International		44,153		1,389
Entergy		26,964		2,090
Equities		18,100		632
Exelon		90,154		4,617
FirstEnergy		42,087		1,631
FPL Group		55,120		3,134
Integrys Energy Group		11,134		334
Nicor (A)		5,125		177
NiSource (A)		38,979		455
Northeast Utilities		24,800		553
Pepco Holdings		31,600		425
PG&E (A)		49,529		1,904
Pinnacle West Capital		14,349		433
PPL		50,871		1,677
Progress Energy (A)		37,283		1,410
Public Service Enterprise Group		68,430		2,233
Questar		23,800		739
SCANA		16,800		546
Sempra Energy		33,665		1,671
Southern (A)		107,235		3,342
TECO Energy		30,812		368
Wisconsin Energy (A)		16,100		655
Xcel Energy		61,719		1,136
				44,982
Total Common Stock (Cost $787,568) ($ Thousands)				1,095,893
AFFILIATED PARTNERSHIP — 16.1%
SEI Liquidity Fund, L.P.,
0.690% **††(B)		181,371,451		177,707
Total Affiliated Partnership (Cost $181,371) ($ Thousands)				177,707
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		10,616,813		10,617
Total Cash Equivalent (Cost $10,617) ($ Thousands)				10,617
	Face Amount ($ Thousands)
U.S. TREASURY OBLIGATION — 0.2%
United States Treasury Bill
0.258%, 09/10/09 (C) (D)	$	2,345		2,344
Total U.S. Treasury Obligation (Cost $2,344) ($ Thousands)				2,344
Total Investments — 116.4% (Cost $981,900) ($ Thousands) @			$	1,286,561

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index E-MINI	362	Sep-2009	$	(456	)

Percentages are based on Net Assets of $1,105,097 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $174,537($ Thousands)

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $177,707 ($ Thousands).

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

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $1,002,129 ($ Thousands), and the unrealized appreciation and depreciation were $407,494 ($ Thousands) and ($123,062) ($ Thousands), respectively.

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,095,893		$	—	$	—	$	1,095,893
Affiliated Partnership		—			177,707		—		177,707
U.S. Treasury Obligation		—			2,344		—		2,344
Cash Equivalent		10,617			—		—		10,617
Total Investments in Securities	$	1,106,510		$	180,051	$	—	$	1,286,561
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(456	)	$	—	$	—	$	(456	)

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, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.0%
Consumer Discretionary — 9.7%
Abercrombie & Fitch, Cl A (A)	19,409	$	493
Advance Auto Parts	27,100		1,124
AFC Enterprises *	16,800		113
American Axle & Manufacturing Holdings (A)	40,600		140
American Greetings, Cl A (A)	44,900		524
America’s Car-Mart *	18,800		386
Ameristar Casinos	38,300		729
Arbitron	34,200		543
Arctic Cat	43,600		176
Asbury Automotive Group	46,800		479
ATC Technology *	82,886		1,202
Bally Technologies *	24,200		724
Bebe Stores (A)	49,038		337
Belo, Cl A (A)	274,302		491
Big 5 Sporting Goods	34,000		376
Blyth	6,475		212
Bob Evans Farms (A)	24,000		690
Brink’s Home Security Holdings *	27,600		781
Brown Shoe	29,700		215
Cabela’s * (A)	64,300		791
Callaway Golf	154,100		782
Carrols Restaurant Group *	30,400		202
Carter’s *	9,100		224
Casual Male Retail Group *	193,400		424
Cato, Cl A (A)	35,000		610
CEC Entertainment * (A)	20,300		598
Charlotte Russe Holding *	37,400		482
Cinemark Holdings	40,900		463
Collective Brands * (A)	45,700		666
Columbia Sportswear (A)	23,400		724
Cooper Tire & Rubber	79,017		784
Core-Mark Holding *	13,900		362
Cracker Barrel Old Country Store (A)	49,900		1,392
CSS Industries	31,400		640
Dillard’s, Cl A (A)	55,100		507
DSW, Cl A * (A)	74,602		735
Einstein Noah Restaurant Group *	11,600		100
Ethan Allen Interiors (A)	114,477		1,186
EW Scripps, Cl A (A)	52,900		111
Finish Line, Cl A	15,400		114
Foot Locker (A)	34,400		360
Fossil *	15,800		380
Gentex	13,100		152
Group 1 Automotive	16,300		424
Hanesbrands *	33,900		509
Harman International Industries (A)	18,200		342
Harte-Hanks (A)	43,000		398
Iconix Brand Group *	39,300		604
International Speedway, Cl A (A)	44,500		1,140
Interval Leisure Group *	3,600		34
Jack in the Box * (A)	48,600		1,091
Jakks Pacific * (A)	50,900		653
Jarden * (A)	42,686		800
Jo-Ann Stores *	17,900		370
Journal Communications, Cl A	107,100		112
K12 * (A)	11,400		246
Lakeland Industries *	93,320		763
Landry’s Restaurants * (A)	9,400		81
Lifetime Brands	91,900		375
Lions Gate Entertainment *	114,800		643
M/I Homes (A)	42,400		415
Maidenform Brands *	22,400		257
Marvel Entertainment * (A)	27,400		975
MDC Partners, Cl A *	394,300		2,176
Mediacom Communications, Cl A *	6,800		35
Men’s Wearhouse	17,501		336
Meredith (A)	42,200		1,078
Meritage Homes *	7,500		142
New Frontier Media *	167,000		401
O’Charleys	36,300		336
OfficeMax	133,800		840
PEP Boys-Manny Moe & Jack	44,400		450
PetSmart	57,416		1,232
Polaris Industries (A)	21,800		700
Princeton Review *	279,500		1,512
RadioShack	53,800		751
Red Robin Gourmet Burgers * (A)	20,400		383
Regis	60,963		1,062
Rent-A-Center *	83,700		1,492
Ruby Tuesday * (A)	52,100		347
Scholastic	59,800		1,183
Scientific Games, Cl A * (A)	41,688		657
Sinclair Broadcast Group, Cl A (A)	68,900		134
Snap-On	13,800		397
Sonic Automotive, Cl A (A)	33,900		345
Spartan Motors	47,500		538
Stage Stores	74,000		822
Tempur-Pedic International (A)	99,998		1,307
Tenneco *	20,900		221
Thor Industries (A)	52,200		959
Unifirst	3,300		123
Warner Music Group * (A)	116,700		683
WMS Industries *	6,700		211
World Wrestling Entertainment, Cl A	27,400		344
			53,953
Consumer Staples — 4.5%
Alberto-Culver	8,000		203
Alliance One International *	241,500		918
American Oriental Bioengineering * (A)	104,000		550
Andersons (A)	13,600		407
Bare Escentuals *	42,400		376
BJ’s Wholesale Club *	32,700		1,054
Boston Beer, Cl A * (A)	16,190		479
Cal-Maine Foods (A)	13,600		339
Casey’s General Stores	31,029		797
Central Garden and Pet, Cl A *	54,444		536
Central Garden and Pet * (A)	60,575		666
Chattem *	7,591		517
Chiquita Brands International *	145,400		1,492
Constellation Brands, Cl A *	76,400		969
Corn Products International	53,709		1,439
Dean Foods *	39,454		757
Del Monte Foods	263,679		2,473
Farmer Bros	2,500		57
Fresh Del Monte Produce *	63,400		1,031

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Herbalife	12,700	$	401
Ingles Markets, Cl A	31,975		487
Molson Coors Brewing, Cl B (A)	17,200		728
Nash Finch (A)	10,700		290
Nu Skin Enterprises, Cl A	31,300		479
Pantry *	79,248		1,315
Prestige Brands Holdings *	62,600		385
Sanderson Farms (A)	39,657		1,785
TreeHouse Foods * (A)	22,600		650
Tyson Foods, Cl A	40,846		515
Universal (A)	81,400		2,695
Winn-Dixie Stores *	27,800		349
			25,139
Energy — 4.2%
Allis-Chalmers Energy * (A)	24,300		56
Alon USA Energy (A)	22,900		237
Approach Resources *	86,620		598
Atwood Oceanics *	17,400		433
Berry Petroleum, Cl A	67,712		1,259
Cal Dive International *	180,687		1,559
Complete Production Services *	50,100		319
Core Laboratories	4,900		427
CVR Energy *	10,500		77
Delek US Holdings	32,100		272
DHT Maritime	143,400		747
Dresser-Rand Group *	24,900		650
Forest Oil * (A)	44,900		670
Foundation Coal Holdings	5,600		157
Geokinetics *	5,400		74
GeoMet *	330,253		363
Global Industries * (A)	89,500		507
Goodrich Petroleum * (A)	46,090		1,133
Harvest Natural Resources *	26,900		119
Holly	88,700		1,595
InterOil *	9,100		269
ION Geophysical *	93,200		240
Key Energy Services * (A)	120,303		693
Oil States International *	26,100		632
Overseas Shipholding Group (A)	17,400		592
Parker Drilling * (A)	134,900		585
Patterson-UTI Energy (A)	71,000		913
Rosetta Resources *	11,600		101
RPC (A)	81,600		681
SEACOR Holdings * (A)	13,100		986
St. Mary Land & Exploration (A)	30,800		643
StealthGas	91,800		427
Stone Energy *	61,900		459
Superior Energy Services *	32,300		558
Swift Energy * (A)	79,784		1,328
Tesoro (A)	17,000		216
Tetra Technologies *	147,900		1,177
Western Refining (A)	53,200		376
Westmoreland Coal *	7,600		62
Whiting Petroleum *	6,500		228
World Fuel Services (A)	13,600		561
			22,979
Financials — 31.0%
1st Source	5,700		98
Abington Bancorp	12,100		96
Advance America Cash Advance Centers	46,700		207
Advanta, Cl B (A)	31,500		13
Agree Realty †	16,600		304
Alexandria Real Estate Equities † (A)	19,200		687
Alliance Financial	300		9
Allied World Assurance Holdings	37,100		1,515
AMB Property † (A)	191,200		3,596
American Equity Investment Life Holding (A)	136,527		762
American Physicians Capital	9,700		380
American Safety Insurance Holdings *	10,500		143
Ameris Bancorp	3,800		24
Ames National	1,500		37
Amtrust Financial Services	3,900		44
Annaly Capital Management †	40,700		616
Anthracite Capital † (A)	63,800		40
Anworth Mortgage Asset †	78,200		564
Ares Capital	80,100		646
Arrow Financial	3,000		81
Aspen Insurance Holdings (A)	121,200		2,708
Associated Banc-Corp	15,100		189
Associated Estates Realty †	12,000		71
Assured Guaranty (A)	73,200		906
Astoria Financial	129,900		1,114
AvalonBay Communities † (A)	30,500		1,706
Bancfirst	1,000		35
Banco Latinoamericano de Exportaciones, Cl E	45,500		566
Bancorp *	1,400		8
Bancorp Rhode Island	10,000		197
Bancorpsouth (A)	38,304		786
BancTrust Financial Group	4,800		14
Bank Mutual	60,327		526
Bank of Marin Bancorp	400		11
Bank of the Ozarks (A)	43,506		941
BankFinancial	21,100		187
Bar Harbor Bankshares	200		6
Beneficial Mutual Bancorp *	14,000		134
Berkshire Hills Bancorp	32,100		667
Boston Private Financial Holdings (A)	59,400		266
Boston Properties †	32,400		1,545
Brandywine Realty Trust †	41,100		306
Brookfield Asset Management, Cl A	109,300		1,866
Brookline Bancorp	58,300		543
Brooklyn Federal Bancorp	500		6
Bryn Mawr Bank	1,600		30
Calamos Asset Management, Cl A	24,800		350
Camden National	5,300		180
Camden Property Trust †	43,171		1,191
Capital City Bank Group	2,300		39
Capitol Bancorp	4,500		12
Capstead Mortgage †	82,900		1,054
Cardinal Financial	101,121		792
Care Investment Trust †	11,600		60
Cash America International	19,500		456
Cathay General Bancorp (A)	16,400		156
CB Richard Ellis Group, Cl A *	26,800		251
CBL & Associates Properties † (A)	117,422		633
Cedar Shopping Centers † (A)	42,300		191

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Center Bancorp	600	$	5
Centerstate Banks	600		4
Central Pacific Financial (A)	61,300		230
Chemical Financial	10,100		201
Chimera Investment †	409,800		1,430
Citizens & Northern	300		6
Citizens Republic Bancorp * (A)	61,236		43
City Holding (A)	27,100		823
CNA Surety *	17,900		241
CNB Financial	400		6
CoBiz Financial	10,400		67
Colonial Properties Trust †	65,300		483
Columbia Banking System (A)	32,900		337
Community Bank System	13,400		195
Community Trust Bancorp	11,600		310
Conseco *	66,600		158
Cousins Properties † (A)	49,604		422
CVB Financial (A)	129,700		774
Danvers Bancorp	23,250		313
Delphi Financial Group, Cl A	49,000		952
DiamondRock Hospitality †	46,400		290
Dime Community Bancshares	24,300		221
Douglas Emmett † (A)	171,300		1,540
DuPont Fabros Technology †	47,000		443
East West Bancorp	34,900		227
Education Realty Trust †	122,764		527
Employers Holdings (A)	126,690		1,717
Encore Bancshares *	28,376		206
Encore Capital Group *	70,967		940
Endurance Specialty Holdings (A)	61,570		1,804
Entertainment Properties Trust † (A)	9,900		204
Equity One † (A)	54,495		723
Equity Residential †	112,500		2,501
ESSA Bancorp	38,600		528
Farmers Capital Bank	1,300		33
FBL Financial Group, Cl A	16,300		135
FBR Capital Markets *	114,110		536
Federal Agricultural Mortgage, Cl C	5,500		27
Federated Investors, Cl B (A)	42,114		1,015
Fifth Street Finance	7,700		77
Financial Federal	22,900		471
Financial Institutions	400		5
First American (A)	41,400		1,073
First Bancorp (A)	82,500		531
First Busey	8,000		59
First Commonwealth Financial	34,100		216
First Community Bancshares	15,600		200
First Defiance Financial	1,000		13
First Financial	4,400		139
First Financial Bancorp	224,808		1,691
First Financial Bankshares	3,000		151
First Financial Holdings	29,556		278
First Financial Northwest	1,400		11
First Horizon National (A)	82,194		986
First Merchants (A)	25,400		204
First Mercury Financial	14,400		198
First Midwest Bancorp (A)	88,400		646
First Niagara Financial Group (A)	43,900		501
First Potomac Realty Trust †	48,000		468
FirstMerit (A)	138,112		2,345
Flagstar Bancorp * (A)	52,400		36
Flagstone Reinsurance Holdings	22,100		228
Flushing Financial	84,516		790
FNB (Pennsylvania) (A)	139,100		861
Forest City Enterprises, Cl A	178,000		1,175
Fpic Insurance Group * (A)	16,800		514
Fulton Financial	81,500		425
Getty Realty †	24,500		462
GFI Group	113,200		763
Glacier Bancorp (A)	42,300		625
Great Southern Bancorp (A)	15,600		321
Green Bankshares (A)	22,067		99
Greenlight Capital Re *	16,400		284
Hallmark Financial Services *	7,100		51
Hancock Holding (A)	31,898		1,036
Hanover Insurance Group	14,300		545
Harleysville National	23,600		111
Hatteras Financial † (A)	38,500		1,101
Heartland Financial USA	2,800		40
Hercules Technology Growth Capital	52,906		442
Hersha Hospitality Trust †	78,000		193
Highwoods Properties †	34,500		772
Home Bancshares	11,800		225
Home Federal Bancorp	33,200		338
Horace Mann Educators	77,579		773
Horizon Financial (A)	6,600		7
Hospitality Properties Trust †	31,000		369
Host Hotels & Resorts † (A)	344,855		2,893
HRPT Properties Trust †	205,100		833
IBERIABANK	3,300		130
Independent Bank	9,600		189
Infinity Property & Casualty (A)	39,438		1,438
International Bancshares (A)	31,700		327
Investors Bancorp *	28,490		261
IPC Holdings	50,900		1,392
Irwin Financial *	29,800		21
KBW * (A)	42,227		1,214
Kearny Financial	5,200		59
Kimco Realty † (A)	354,100		3,559
Knight Capital Group, Cl A *	40,600		692
LaBranche *	34,700		149
Lakeland Bancorp (A)	16,200		146
Lakeland Financial	7,700		146
Liberty Property Trust †	46,400		1,069
LTC Properties †	5,800		119
M&T Bank (A)	7,585		386
Mack-Cali Realty †	4,200		96
MainSource Financial Group (A)	58,300		433
Max Capital Group	66,500		1,228
MB Financial	41,060		418
Meadowbrook Insurance Group	258,700		1,689
Medallion Financial	7,000		53
Medical Properties Trust † (A)	44,800		272
Metro Bancorp *	2,100		40
MFA Financial †	312,231		2,161
MGIC Investment	67,700		298
Mid-America Apartment Communities † (A)	18,757		689
Mitsubishi Estate	48,000		801
Montpelier Re Holdings (A)	96,000		1,276
Nara Bancorp	20,100		104
NASB Financial	400		11
National Bankshares	400		10

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
National Financial Partners (A)	73,400	$	537
National Interstate	2,700		41
National Penn Bancshares	32,800		151
National Retail Properties † (A)	19,800		344
Navigators Group *	7,752		344
NBT Bancorp	13,300		289
Nelnet, Cl A *	91,100		1,238
NewAlliance Bancshares	97,413		1,120
NGP Capital Resources	12,600		74
Northfield Bancorp	900		10
NorthStar Realty Finance † (A)	1,044		3
Northwest Bancorp	17,800		336
OceanFirst Financial	40,250		482
Ocwen Financial *	9,700		126
Odyssey Re Holdings (A)	5,400		216
Old National Bancorp	12,700		125
Old Second Bancorp	10,400		61
Omega Healthcare Investors †	29,000		450
Oppenheimer Holdings, Cl A	17,000		360
Oriental Financial Group	114,200		1,108
Pacific Capital Bancorp (A)	48,900		105
Pacific Continental	7,800		95
PacWest Bancorp (A)	143,277		1,886
Park National (A)	19,149		1,082
Parkway Properties †	6,400		83
Peapack Gladstone Financial	300		6
Pennsylvania Real Estate Investment Trust † (A)	89,900		449
Penson Worldwide * (A)	31,400		281
Peoples Bancorp (A)	11,300		193
PHH *	112,922		2,053
Pico Holdings *	28,000		804
Pinnacle Financial Partners *	2,800		37
Piper Jaffray *	10,000		437
Platinum Underwriters Holdings	85,353		2,440
Presidential Life	31,600		239
ProAssurance *	22,603		1,044
Prosperity Bancshares (A)	68,600		2,046
Provident Financial Services	36,500		332
Provident New York Bancorp	20,800		169
PS Business Parks †	23,599		1,143
Public Storage †	41,300		2,704
RAIT Financial Trust † (A)	29,400		40
Ramco-Gershenson Properties †	20,600		206
Raymond James Financial (A)	30,200		520
Redwood Trust † (A)	81,300		1,200
Regency Centers † (A)	92,800		3,240
Reinsurance Group of America, Cl A (A)	36,544		1,276
RenaissanceRe Holdings	10,000		465
Renasant	32,050		481
Republic Bancorp, Cl A	28,200		637
RioCan Real Estate Investment Trust †	20,400		268
Roma Financial	1,100		14
S&T Bancorp (A)	29,000		353
Safety Insurance Group	18,200		556
Sanders Morris Harris Group (A)	14,800		81
Sandy Spring Bancorp (A)	15,850		233
Santander BanCorp (A)	26,600		185
Saul Centers †	19,200		568
SCBT Financial	28,840		683
SeaBright Insurance Holdings *	61,300		621
Seacoast Banking Corp of Florida	8,200		20
Selective Insurance Group	32,400		414
Shore Bancshares	1,700		31
Sierra Bancorp (A)	16,500		208
Signature Bank NY * (A)	55,934		1,517
Simmons First National, Cl A	5,600		150
Simon Property Group † (A)	65,639		3,376
SLM *	45,300		465
Smithtown Bancorp	8,200		105
South Financial Group	21,700		26
Southside Bancshares	17,903		409
Southwest Bancorp	4,800		47
StanCorp Financial Group	15,000		430
State Bancorp	5,000		38
Sterling Bancorp, Cl N	12,700		106
Sterling Bancshares	157,600		998
Sterling Financial	26,500		77
Stewart Information Services	54,900		782
Student Loan	13,000		484
Suffolk Bancorp	4,100		105
Sun Bancorp *	17,640		91
Sun Communities † (A)	46,400		639
Sunstone Hotel Investors † (A)	52,894		283
Susquehanna Bancshares	25,400		124
SVB Financial Group *	12,300		335
SWS Group	26,400		369
SY Bancorp	7,300		176
TCF Financial (A)	150,083		2,007
Texas Capital Bancshares *	37,580		581
Tompkins Financial, Cl US	15,800		758
Tower Bancorp	200		7
TowneBank	7,500		105
TradeStation Group *	49,400		418
Tree.com *	3,500		34
Trico Bancshares (A)	28,000		434
Trustco Bank NY (A)	106,400		629
Trustmark	18,800		363
UCBH Holdings (A)	122,400		154
UDR † (A)	108,500		1,121
UMB Financial	8,700		331
Umpqua Holdings	32,300		251
Unibail (France) †	5,398		804
United Bankshares (A)	34,722		678
United Community Banks	28,281		169
United Financial Bancorp	53,100		734
Univest Corp of Pennsylvania	3,200		65
Urstadt Biddle Properties, Cl A †	14,300		201
U-Store-It Trust †	71,600		351
Validus Holdings (A)	35,400		778
Ventas †	38,600		1,153
Verde Realty PIPE * (B) (C)	21,100		418
ViewPoint Financial Group	28,830		439
Vornado Realty Trust † (A)	90,827		4,090
Washington Trust Bancorp	5,000		89
Webster Financial (A)	15,600		126
WesBanco (A)	33,500		487
Westamerica Bancorporation (A)	27,800		1,379
Western Alliance Bancorp * (A)	125,988		862
Westfield Financial	53,000		480
Whitney Holding (A)	19,200		176
Willis Group Holdings	19,151		493
Wilshire Bancorp	21,500		124

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Wintrust Financial	15,800	$	254
World Acceptance *	10,000		199
WR Berkley (A)	21,137		454
WSFS Financial (A)	34,300		937
Zenith National Insurance	51,600		1,122
Zions Bancorporation (A)	31,925		369
			171,728
Health Care — 5.8%
Accelrys *	97,400		576
Affymetrix *	12,100		72
Albany Molecular Research *	11,400		96
AMN Healthcare Services *	174,300		1,112
Amsurg *	33,662		722
Beckman Coulter	6,400		366
Bruker BioSciences *	83,800		776
Cambrex *	171,520		707
Cantel Medical *	19,100		310
Centene *	24,100		482
Charles River Laboratories International * (A)	46,300		1,562
Chemed (A)	18,200		719
Conmed *	58,198		903
Cooper	83,880		2,074
Covance *	8,800		433
Cross Country Healthcare * (A)	109,300		751
Discovery Laboratories * (A)	47,700		49
Gentiva Health Services *	10,600		174
Greatbatch *	12,500		283
Health Net * (A)	70,500		1,096
Healthsouth *	19,700		284
Healthspring *	46,800		508
HealthTronics *	134,579		271
Healthways *	43,400		584
Invacare	19,900		351
inVentiv Health *	5,700		77
Inverness Medical Innovations *	6,500		231
Kensey Nash *	20,645		541
Kindred Healthcare *	20,800		257
Kinetic Concepts * (A)	37,500		1,022
LCA-Vision (A)	34,600		146
Life Sciences Research *	51,100		366
Ligand Pharmaceuticals, Cl B *	34,346		98
Lincare Holdings * (A)	21,200		499
Magellan Health Services *	5,299		174
Medical Staffing Network Holdings *	100,500		19
Medicis Pharmaceutical, Cl A	20,100		328
Mednax *	11,700		493
Molina Healthcare * (A)	13,900		332
National Dentex *	14,600		95
Natus Medical *	24,787		286
NovaMed *	71,860		284
Noven Pharmaceuticals *	35,600		509
Orthofix International *	13,800		345
Par Pharmaceutical *	78,200		1,185
Parexel International *	57,400		825
Patterson * (A)	26,450		574
PDL BioPharma	64,700		511
PerkinElmer	35,500		618
PharMerica * (A)	26,900		528
Providence Service *	3,000		33
Psychiatric Solutions *	21,500		489
RehabCare Group *	9,300		223
Res-Care *	29,325		419
Sirona Dental Systems * (A)	29,900		598
Skilled Healthcare Group, Cl A *	7,600		57
STERIS	17,500		457
Sun Healthcare Group *	3,700		31
Symmetry Medical *	15,600		145
Universal American Financial *	46,330		404
Universal Health Services, Cl B	28,391		1,387
Valeant Pharmaceuticals International * (A)	20,800		535
Varian *	45,700		1,802
			32,184
Industrials — 14.4%
AAR *	27,900		448
Actuant, Cl A	48,100		587
Acuity Brands (A)	44,200		1,240
Aegean Marine Petroleum Network	41,600		628
Aircastle	67,300		495
Airtran Holdings *	55,400		343
Alaska Air Group * (A)	13,900		254
American Commercial Lines *	2,300		36
Ameron International	3,200		215
Ampco-Pittsburgh	31,400		736
AO Smith (A)	28,900		941
Apogee Enterprises	61,800		760
Applied Industrial Technologies	18,425		363
Applied Signal Technology	2,100		54
Arkansas Best (A)	40,000		1,054
Astec Industries * (A)	28,900		858
BE Aerospace *	124,363		1,786
Beacon Roofing Supply *	17,700		256
Belden	57,160		955
Bowne (A)	31,081		202
Brady, Cl A	30,671		770
Brink’s	41,100		1,193
Celadon Group *	102,500		860
Columbus McKinnon *	22,900		290
Comfort Systems USA (A)	125,500		1,286
Consolidated Graphics *	11,500		200
Corrections Corp of America *	80,600		1,369
Courier	26,129		399
Crane	15,200		339
Cubic	16,200		580
Danaos (A)	23,300		75
Deluxe	85,700		1,098
Diamond Management & Technology Consultants	103,900		436
Diana Shipping	13,600		181
Ducommun	14,300		269
Dycom Industries *	113,000		1,251
DynCorp International, Cl A *	31,000		520
EMCOR Group *	95,900		1,929
EnergySolutions	30,900		284
EnerSys * (A)	28,100		511
EnPro Industries *	53,400		962
ESCO Technologies * (A)	14,800		663
Federal Signal	44,900		343
G&K Services	32,546		688
Gardner Denver *	27,176		684
GATX (A)	21,600		555

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Genco Shipping & Trading (A)	33,800	$	734
Genesee & Wyoming, Cl A *	18,200		483
Geo Group *	55,700		1,035
GrafTech International *	6,500		74
Granite Construction (A)	8,500		283
GT Solar International * (A)	57,700		307
H&E Equipment Services *	30,900		289
Harsco	17,500		495
HUB Group, Cl A *	14,100		291
Hubbell, Cl B	20,600		660
Hudson Highland Group *	109,400		215
Huron Consulting Group *	2,700		125
ICF International *	13,100		362
IDEX	67,538		1,659
Interface, Cl A	68,747		426
Kadant *	33,968		383
Kansas City Southern *	58,349		940
Kaydon (A)	38,055		1,239
KBR	36,700		677
Kelly Services, Cl A (A)	19,700		216
Kennametal	25,000		479
Kforce *	95,800		792
Kirby * (A)	45,200		1,437
Knight Transportation	14,400		239
Knoll	48,200		365
Korn/Ferry International *	75,500		803
LaBarge *	12,600		117
Ladish *	41,100		533
LECG *	97,008		316
LS Starrett, Cl A	500		3
M&F Worldwide *	25,600		512
Marten Transport *	10,900		226
McDermott International *	43,000		873
Mcgrath Rentcorp	1,200		23
Michael Baker *	7,600		322
Monster Worldwide * (A)	88,700		1,048
MPS Group *	139,200		1,064
MSC Industrial Direct, Cl A	13,400		475
Mueller Industries	66,100		1,375
NACCO Industries, Cl A	7,400		213
Navistar International *	16,000		698
Orbital Sciences *	24,500		372
Oshkosh Truck	47,500		691
Pacer International (A)	42,000		94
Pall	30,500		810
Paragon Shipping, Cl A	21,700		79
Powell Industries *	10,800		400
Quanex Building Products	105,075		1,179
Rand Logistics *	28,578		96
Regal-Beloit (A)	47,500		1,887
Republic Airways Holdings * (A)	85,100		555
RSC Holdings * (A)	42,300		284
Ryder System	73,600		2,055
Saia *	8,900		160
School Specialty * (A)	87,372		1,766
Skywest	68,700		701
Spherion *	99,700		411
Standex International	17,900		208
Steelcase, Cl A (A)	62,200		362
SYKES Enterprises *	19,300		349
TBS International, Cl A *	12,300		96
Tecumseh Products, Cl A *	63,200		614
Teledyne Technologies *	63,518		2,080
Teleflex	36,348		1,629
Terex *	57,149		690
Textainer Group Holdings (A)	12,800		147
Textron	72,100		697
Thomas & Betts *	15,900		459
Tredegar	28,700		382
Triumph Group	19,311		772
TrueBlue *	82,500		693
Tutor Perini * (A)	15,000		260
Ultrapetrol Bahamas *	33,900		150
United Rentals * (A)	11,221		73
United Stationers *	12,400		433
Waste Services *	24,900		129
Watson Wyatt Worldwide, Cl A	42,065		1,579
Watts Water Technologies, Cl A (A)	25,425		548
Werner Enterprises	43,500		788
WESCO International *	47,476		1,189
Woodward Governor	51,700		1,024
YRC Worldwide * (A)	24,900		43
			79,686
Information Technology — 15.6%
3Com *	163,400		770
Actel *	55,700		598
Actuate *	57,200		273
Acxiom	89,000		786
ADC Telecommunications *	14,900		119
Alliance Semiconductor	99,000		32
Anixter International *	14,600		549
Applied Micro Circuits * (A)	148,225		1,205
ARM Holdings ADR (A)	164,500		982
Arris Group * (A)	207,850		2,527
Arrow Electronics *	52,800		1,121
ATMI *	51,700		803
Avocent * (A)	85,777		1,197
Axesstel *	74,080		24
Benchmark Electronics * (A)	157,200		2,264
Black Box	45,883		1,536
Broadridge Financial Solutions	47,600		789
Brocade Communications Systems *	154,600		1,209
CACI International, Cl A *	41,669		1,780
Cadence Design Systems *	31,600		186
Checkpoint Systems *	7,000		110
Ciber *	172,900		536
Ciena *	21,700		225
Cognex	26,000		367
Coherent *	69,388		1,435
Comtech Telecommunications *	7,700		245
Comverse Technology *	136,600		1,168
CPI International *	31,300		272
CSG Systems International *	77,000		1,020
CTS	110,200		722
Cymer *	41,600		1,237
Diebold	47,730		1,258
Digi International *	96,488		941
Earthlink * (A)	176,200		1,306
Emulex *	53,762		526
Entegris *	64,560		176
Entrust *	100,080		181
Epicor Software *	60,300		320
Fair Isaac (A)	124,000		1,917

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Fairchild Semiconductor International * (A)	72,100	$	504
Harris Stratex Networks, Cl A *	13,400		87
i2 Technologies * (A)	36,900		463
Ikanos Communications *	116,600		186
Imation	75,100		571
Intermec *	27,900		360
Jack Henry & Associates	41,700		865
JDA Software Group *	29,100		435
JDS Uniphase * (A)	88,200		504
Kenexa *	64,200		743
Keynote Systems * (A)	55,700		425
Lawson Software *	499,244		2,786
LeCroy * (A)	38,900		146
Lionbridge Technologies *	62,030		114
Littelfuse *	56,180		1,121
LTX-Credence * (A)	212,000		100
Manhattan Associates *	75,200		1,370
Mantech International, Cl A *	38,300		1,648
MAXIMUS	27,800		1,147
Maxwell Technologies *	13,100		181
MEMC Electronic Materials *	35,500		632
Mentor Graphics *	46,400		254
Mercury Computer Systems *	52,600		487
Merrimac Industries *	10,100		85
Methode Electronics	88,700		623
Micrel	68,100		498
MicroStrategy, Cl A *	25,000		1,256
MKS Instruments *	29,800		393
MTS Systems	10,500		217
Multi-Fineline Electronix *	49,200		1,053
NCR *	71,700		848
Ness Technologies *	112,100		438
Netscout Systems *	35,100		329
Novell *	41,600		188
Omnivision Technologies *	17,300		180
Orbotech *	147,100		1,272
Orckit Communications *	56,100		190
OSI Systems *	22,100		461
Parametric Technology *	91,615		1,071
Perot Systems, Cl A *	62,540		896
Photronics *	41,400		168
Plantronics	25,000		473
PLATO Learning *	43,100		172
Polycom *	23,300		472
Progress Software *	51,900		1,099
QLogic *	17,500		222
Quantum * (A)	343,200		285
Rackspace Hosting *	10,000		139
Radisys * (A)	82,500		743
RADWARE *	99,230		765
Richardson Electronics	41,728		136
Rudolph Technologies *	98,900		546
S1 *	42,400		293
Seachange International *	71,300		572
Semtech * (A)	24,900		396
Sigma Designs * (A)	31,200		500
Silicon Graphics International *	53,000		241
SkillSoft ADR *	119,688		934
Skyworks Solutions *	165,300		1,617
SPSS *	17,700		591
SRA International, Cl A * (A)	63,200		1,110
Standard Microsystems *	54,800		1,121
Sybase * (A)	31,328		982
Synaptics *	7,500		290
SYNNEX * (A)	34,100		852
Synopsys *	26,451		516
Tech Data *	11,700		383
Technitrol	63,300		410
Techwell *	35,600		302
Tekelec * (A)	56,400		949
TIBCO Software *	385,100		2,761
TNS *	40,600		761
Tyler Technologies * (A)	20,400		319
Ultra Clean Holdings *	75,200		180
Ultratech * (A)	111,300		1,370
United Online	149,600		974
Utstarcom * (A)	112,200		183
Varian Semiconductor Equipment Associates *	68,900		1,653
Verint Systems *	56,568		583
Web.com Group *	72,700		409
Wright Express *	15,700		400
Xyratex *	103,645		517
Zoran * (A)	110,100		1,200
			86,428
Materials — 4.6%
Allied Nevada Gold * (A)	37,300		301
Aptargroup	24,273		820
Buckeye Technologies *	44,000		198
Bway Holding *	28,700		503
Cabot	50,268		632
Carpenter Technology	26,900		560
Clearwater Paper *	19,300		488
Crown Holdings *	48,800		1,178
Cytec Industries	70,647		1,316
Eagle Materials (A)	15,500		391
Ferro (A)	35,100		97
H.B. Fuller	61,200		1,149
Harry Winston Diamond	38,000		226
Innophos Holdings	8,900		150
International Flavors & Fragrances	25,181		824
Kaiser Aluminum	11,000		395
LSB Industries *	26,800		433
Mercer International * (A)	64,200		37
Myers Industries	4,200		35
Neenah Paper	61,191		539
NewMarket	10,000		673
Olin (A)	96,624		1,149
OM Group * (A)	77,740		2,256
Owens-Illinois *	20,788		582
PolyOne *	108,400		294
Quaker Chemical	23,200		308
Rock-Tenn, Cl A	21,100		805
Rockwood Holdings *	20,100		294
RTI International Metals *	26,400		466
Schulman A	45,000		680
Schweitzer-Mauduit International	95,130		2,588
Sensient Technologies	69,830		1,576
Silgan Holdings	46,000		2,256
Solutia *	104,800		604
Spartech	17,100		157
Worthington Industries (A)	29,400		376
			25,336

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Telecommunication Services — 0.5%
Atlantic Telegraph-Network		5,100	$	201
Cincinnati Bell *		188,700		536
Global Crossing *		25,200		231
iPCS *		18,200		272
Premiere Global Services *		38,000		412
Syniverse Holdings *		25,000		401
USA Mobility		71,100		907
				2,960
Utilities — 4.7%
AGL Resources		41,091		1,307
Allegheny Energy		19,100		490
Allete (A)		15,600		449
Atmos Energy		21,535		539
Avista		15,800		281
Black Hills		17,500		402
California Water Service Group		10,300		379
Centerpoint Energy		64,800		718
Central Vermont Public Service		16,300		295
CH Energy Group (A)		3,800		178
Chesapeake Utilities		8,000		260
Cleco		41,800		937
CMS Energy (A)		38,700		468
El Paso Electric *		100,100		1,397
Great Plains Energy (A)		161,636		2,514
Idacorp		14,150		370
New Jersey Resources		31,000		1,148
NorthWestern		66,400		1,511
NV Energy		59,600		643
Ormat Technologies (A)		15,400		621
PNM Resources		43,600		467
Portland General Electric		186,193		3,627
Southern Union		61,900		1,139
Southwest Gas		47,400		1,053
Synthesis Energy Systems *		68,800		79
UGI		19,800		505
UIL Holdings		36,500		819
Unisource Energy		40,300		1,070
Vectren		17,800		417
Westar Energy		90,912		1,706
WGL Holdings		13,000		416
				26,205
Total Common Stock (Cost $589,649) ($ Thousands)				526,598
AFFILIATED PARTNERSHIP — 19.3%
SEI Liquidity Fund, L.P.,
0.690% **†† (D)		111,202,411		106,943
Total Affiliated Partnership (Cost $111,203) ($ Thousands)				106,943
EXCHANGE TRADED FUND — 0.0%
iShares Russell 2000 Index Fund (A)		5,830		297
Total Exchange Traded Fund (Cost $365) ($ Thousands)				297
	Number of Warrants
WARRANTS — 0.0%
Washington Mutual Expires 01/03/03 *		152,642		2
Total Warrants (Cost $18) ($ Thousands)				2
	Face Amount ($ Thousands)/Shares
CONVERTIBLE BONDS — 0.3%
Boston Properties CV to 7.0430
2.875%, 02/15/37 †	$	336		294
Forest City Enterprises CV to 15.0631
3.625%, 10/15/11		672		571
Vornado Realty Trust CV to 6.1553
2.850%, 04/01/27 †		670		583
				1,448
Total Convertible Bonds (Cost $1,097) ($ Thousands)				1,448
CASH EQUIVALENT — 4.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		27,182,900		27,183
Total Cash Equivalent (Cost $27,183) ($ Thousands)				27,183
U.S. TREASURY OBLIGATION — 0.6%
U.S. Treasury Bills
0.258%, 12/03/09 (E) (F)		3,625		3,621
Total U.S. Treasury Obligation (Cost $3,621) ($ Thousands)				3,621
Total Investments — 120.1% (Cost $733,136) ($ Thousands) @			$	666,092

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	352	Sep-2009	$	(519	)

A summary of restricted securities held by the Fund at June 30, 2009, is as follows:

Description	Number of Shares	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Verde Realty PIPE	21,100	2/16/07	2/16/07	$	696	$	418	0.08	%

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2009

Percentages are based on Net Assets of $554,506 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $107,195 ($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, 2009 was $418 ($ Thousands) and represented 0.08% of Net Assets.

(C) Security considered illiquid and restricted. The total market value of such securities as of June 30, 2009 was $418 ($Thousands) and represented 0.08% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2009 was $106,943 ($Thousands).

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

(F) The rate reported is the effective yield at the time of purchase.

ADR — American Depositary Receipt

Cl — Class

CV — Convertible Security

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $733,136 ($ Thousands), and the unrealized appreciation and depreciation were $50,697 ($ Thousands) and ($117,741) ($ Thousands), respectively.

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	526,180		$	—	$	418	$	526,598
Affiliated Partnership		—			106,943		—		106,943
Convertible Bonds		—			1,448		—		1,448
Exchange Traded Fund		297			—		—		297
Warrant		2			—		—		2
U.S. Treasury Obligation		—			3,621		—		3,621
Cash Equivalent		27,183			—		—		27,183
Total Investments in Securities	$	553,662		$	112,012	$	418	$	666,092
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(519	)	$	—	$	—	$	(519	)

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

	Common Stock
Beginning balance as of October 1, 2008	$	—
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		—
Net purchases/sales		—
Net transfer in and/or out of Level 3		418
Ending balance as of June 30, 2009	$	418

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.

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.5%
Consumer Discretionary — 13.6%
Aaron Rents (A)	41,620	$	1,241
Aeropostale *	49,115		1,683
AFC Enterprises *	8,900		60
American Eagle Outfitters	39,575		561
American Public Education * (A)	44,538		1,764
Amerigon * (A)	89,449		545
Ameristar Casinos	31,771		605
Bally Technologies *	32,900		984
Bebe Stores	75,481		519
Big Lots *	25,765		542
BJ’s Restaurants * (A)	36,885		622
Blue Nile *	3,200		138
Brink’s Home Security Holdings *	18,580		526
Brown Shoe	5,600		40
Buckle	15,000		477
Buffalo Wild Wings *	27,383		891
Build-A-Bear Workshop *	14,500		65
California Pizza Kitchen *	18,403		245
Capella Education * (A)	7,402		444
Career Education * (A)	25,290		629
Carter’s *	16,800		413
Cato, Cl A	46,116		804
CEC Entertainment *	19,200		566
Century Casinos *	126,673		378
Charlotte Russe Holding *	47,000		605
Cheesecake Factory *	24,700		427
Chico’s FAS *	62,350		607
Christopher & Banks	27,078		182
Cinemark Holdings	28,800		326
Citi Trends *	7,000		181
CKE Restaurants	22,500		191
Coldwater Creek *	18,800		114
Collective Brands *	7,000		102
Cooper Tire & Rubber	14,100		140
Corinthian Colleges * (A)	73,100		1,238
Cracker Barrel Old Country Store	21,200		591
CROCS *	13,098		45
Deckers Outdoor *	1,200		84
Denny’s *	46,462		100
Dick’s Sporting Goods * (A)	57,657		992
DineEquity (A)	14,400		449
Domino’s Pizza *	19,245		144
DSW, Cl A * (A)	64,400		634
Exide Technologies *	56,800		212
Federal Mogul, Cl A *	55,210		522
FGX International Holdings *	3,900		45
Finish Line, Cl A	153,850		1,142
Foot Locker	23,400		245
Fossil *	10,300		248
Fred’s, Cl A	4,300		54
Fuel Systems Solutions * (A)	18,164		367
Gildan Activewear * (A)	29,300		434
Grand Canyon Education *	8,700		146
Guess?	17,800		459
Gymboree *	19,815		703
hhgregg *	42,165		639
Hibbett Sports * (A)	30,544		550
Iconix Brand Group *	8,600		132
Insight Enterprises *	5,400		52
Isle of Capri Casinos * (A)	21,257		283
J Crew Group *	52,360		1,415
Jarden *	52,900		992
Jo-Ann Stores *	25,574		529
Jones Apparel Group	48,720		523
Life Time Fitness * (A)	125,906		2,519
Lincoln Educational Services *	16,800		352
Live Nation *	20,300		99
Lululemon Athletica * (A)	117,065		1,525
Maidenform Brands *	16,900		194
Marvel Entertainment *	23,611		840
Matthews International, Cl A	5,200		162
Mediacom Communications, Cl A *	17,092		87
Morningstar * (A)	19,662		811
National CineMedia	31,260		430
NetFlix * (A)	42,515		1,758
Nordstrom	21,730		432
Nutri/System	9,100		132
NVR *	1,175		590
Office Depot *	15,800		72
OfficeMax	83,900		527
Orient-Express Hotels, Cl A	146,910		1,247
Overstock.com *	6,800		81
Panera Bread, Cl A * (A)	15,415		769
Peet’s Coffee & Tea * (A)	18,629		469
PetMed Express *	5,872		88
PetSmart	25,485		547
PF Chang’s China Bistro * (A)	18,894		606
Pinnacle Entertainment *	62,832		584
Polaris Industries (A)	12,400		398
Pre-Paid Legal Services *	1,200		52
RadioShack	5,400		75
RCN *	13,400		80
Regis	43,200		752
Retail Ventures *	144,500		315
Shutterfly *	39,300		548
Sinclair Broadcast Group, Cl A	55,669		108
Smith & Wesson Holding *	141,520		804
Sotheby’s	24,400		344
Spartan Motors	32,500		368
Stamps.com *	16,400		139
Standard-Pacific *	22,900		46
Steven Madden *	19,985		509
Sturm Ruger	6,400		80
Systemax * (A)	3,900		46
Tempur-Pedic International (A)	47,400		620
Texas Roadhouse, Cl A *	40,275		439
Thunderbird Resorts PIPE * (B) (C) (G)	142,900		200
Thunderbird Resorts PIPE * (B) (C)	3,200		5
Titan International	58,906		440
Tractor Supply * (A)	26,187		1,082
True Religion Apparel *	27,735		619
Tupperware Brands	5,500		143
Under Armour, Cl A *	23,275		521
Universal Electronics *	3,600		73
Universal Technical Institute *	8,300		124
Urban Outfitters *	31,210		651
Valassis Communications *	21,400		131
Volcom *	5,200		65
Warnaco Group *	18,000		583
Wendy’s, Cl A	84,420		338
Williams-Sonoma	5,700		68
WMS Industries *	42,055		1,325
Wolverine World Wide	3,500		77

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Wonder Auto Technology *	9,200	$	93
			58,768
Consumer Staples — 2.9%
AgFeed Industries *	10,600		63
Alliance One International *	36,000		137
American Italian Pasta, Cl A *	26,350		768
American Oriental Bioengineering * (A)	54,200		287
Calavo Growers	5,800		115
Cal-Maine Foods	7,211		180
Casey’s General Stores	28,105		722
China Sky One Medical * (A)	19,900		268
Chiquita Brands International *	15,800		162
Coca-Cola Bottling Consolidated	4,000		221
Cosan SA Industria e Comercio (Brazil) *	91,200		669
Darling International *	93,000		614
Diamond Foods	9,000		251
Flowers Foods	46,000		1,005
Fresh Del Monte Produce *	5,600		91
Genting Plantation (Malaysia)	272,000		426
Herbalife HQ Sustainable Maritime	3,847		121
Industries *	12,300		113
Lancaster Colony	9,300		410
Lance (A)	30,200		698
Nash Finch	8,098		219
National Beverage *	6,800		72
NBTY *	24,500		689
Nu Skin Enterprises, Cl A	27,000		413
Pantry *	32,505		540
Sanderson Farms	4,000		180
Smart Balance *	160,518		1,093
Spartan Stores	9,100		113
STAR SCIENTIFIC INC *	73,100		65
United Natural Foods *	10,300		270
USANA Health Sciences *	5,200		155
Vector Group (A)	25,700		367
Viterra, Cl Common Subscription Recei *	54,000		470
Whole Foods Market	2,800		53
Winn-Dixie Stores *	7,380		93
Zhongpin *	25,800		267
			12,380
Energy — 5.5%
Arch Coal	33,750		519
Arena Resources * (A)	56,552		1,801
Atlas America	4,400		79
Bolt Technology *	9,200		103
BPZ Energy PIPE *	29,500		144
BPZ Resources * (A)	142,800		698
Cal Dive International *	26,300		227
Carrizo Oil & Gas *	43,761		751
Cimarex Energy	17,700		502
CNX Gas *	2,100		55
Comstock Resources *	15,615		516
Contango Oil & Gas *	1,000		42
CVR Energy *	54,420		399
Delek US Holdings	6,900		59
Denbury Resources *	9,500		140
Dresser-Rand Group *	59,810		1,561
EXCO Resources *	161,504		2,087
General Maritime	5,300		52
Geokinetics *	3,900		53
Goodrich Petroleum * (A)	31,381		772
Gran Tierra Energy *	56,700		196
Gulf Island Fabrication	7,300		116
Gulfport Energy *	113,575		778
Infinity Bio-Energy *	741,494		37
Kinder Morgan Management *	17,782		803
Lufkin Industries	5,400		227
Mahalo Energy *	257,800		1
Matrix Service *	22,000		253
McMoRan Exploration *	9,300		55
NATCO Group, Cl A *	4,300		142
Nordic American Tanker Shipping, Cl US	3,500		111
Oilsands Quest *	587,900		564
OYO Geospace *	1,656		42
Panhandle Oil and Gas, Cl A	5,300		104
PetroHawk Energy *	72,900		1,626
Petroquest Energy *	134,551		496
PrimeEnergy *	200		7
Quicksilver Resources *	177,600		1,650
Rentech * (A)	431,000		246
Rosetta Resources *	40,000		350
Stone Energy *	23,072		171
Superior Energy Services *	15,250		263
Teekay Tankers, Cl A (A)	9,400		87
Vaalco Energy *	15,600		66
Venoco *	47,200		362
W&T Offshore (A)	78,000		760
Westmoreland Coal *	8,900		72
Whiting Petroleum *	10,500		369
Willbros Group * (A)	77,818		974
World Fuel Services	56,855		2,344
			23,832
Financials — 7.2%
Affiliated Managers Group *	21,402		1,245
American Campus Communities †	25,000		555
American Financial Group	24,555		530
Amerisafe *	2,700		42
Anworth Mortgage Asset †	113,100		816
Brasil Brokers Participacoes	460,500		663
Capstead Mortgage †	61,009		775
Cardinal Financial	21,500		168
Cardtronics *	100,274		382
CB Richard Ellis Group, Cl A *	67,975		636
Cogdell Spencer †	148,200		636
Cohen & Steers	13,100		196
Danvers Bancorp	9,400		127
Dollar Financial * (A)	52,500		724
Duff & Phelps	34,400		612
DuPont Fabros Technology †	33,800		318
eHealth *	12,264		216
E-House China Holdings ADR *	30,965		478
Equity One †	11,300		150
Evercore Partners, Cl A	32,909		646
Ezcorp, Cl A *	5,000		54
FCStone Group *	10,977		43
First Cash Financial Services *	9,200		161
First Financial Bancorp	8,255		62
First Financial Bankshares (A)	9,080		457
Franklin Street Properties †	6,900		91

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
General Shopping Brasil (Brazil) *	95,900	$	187
General Shopping Brazil (Brazil) *	208,900		408
Getty Realty †	11,900		225
GLG Partners	99,311		406
Gluskin Sheff + Associates (Canada)	38,800		538
Greenhill	12,575		908
Grubb & Ellis	487,880		391
Hancock Holding	3,800		124
Hatteras Financial † (A)	29,394		840
Hercules Technology Growth Capital	72,079		603
Inland Real Estate †	28,100		197
Interactive Brokers Group, Cl A *	12,700		197
Investors Real Estate Trust †	68,200		606
Janus Capital Group	77,788		887
Jones Lang LaSalle	15,065		493
Kansas City Life Insurance	12,107		326
Knight Capital Group, Cl A *	29,600		505
LTC Properties †	17,200		352
MarketAxess Holdings *	107,233		1,022
MFA Financial †	123,700		856
MSCI, Cl A *	31,617		773
Online Resources *	16,200		101
optionsXpress Holdings	40,831		634
Platinum Underwriters Holdings	25,160		720
Prospect Capital	77,300		711
PS Business Parks †	10,700		518
Pzena Investment Management, Cl A	21,400		162
Redwood Trust †	39,575		584
Riskmetrics Group *	62,460		1,103
Smithtown Bancorp	3,500		45
Sovran Self Storage †	3,700		91
Stifel Financial *	1,500		72
Sun Communities † (A)	27,600		380
SVB Financial Group *	11,290		307
SWS Group	11,026		154
Titanium Asset Management PIPE * (B) (C)	140,900		651
Tower Group	24,570		609
Trustco Bank NY (A)	77,900		460
Uranium Participation *	94,400		606
Value Creation * (B) (C)	145,600		599
Westamerica Bancorporation (A)	12,650		628
World Acceptance *	29,900		595
			31,357
Health Care — 18.9%
Abaxis *	38,753		796
Achillion Pharmaceuticals *	77,816		124
Acorda Therapeutics *	37,514		1,057
Affymax * (A)	5,100		94
Air Methods *	1,300		35
Albany Molecular Research *	15,175		127
Alexion Pharmaceuticals *	58,224		2,394
Align Technology *	12,500		132
Alkermes *	73,169		792
Alliance Imaging *	86,162		631
Allos Therapeutics *	21,900		182
Allscripts Healthcare Solutions (A)	74,715		1,185
Alnylam Pharmaceuticals * (A)	25,284		563
AMAG Pharmaceuticals *	18,382		1,005
Amedisys *	8,600		284
American Medical Systems Holdings *	44,000		695
AMERIGROUP *	29,200		784
AMN Healthcare Services *	16,400		105
Amsurg *	41,000		879
Analogic	1,793		66
Angiodynamics *	5,100		68
Arena Pharmaceuticals * (A)	171,500		856
Array Biopharma *	46,765		147
ATHENAHEALTH INC * (A)	48,945		1,811
Atrion	200		27
BioMarin Pharmaceuticals *	107,985		1,686
Bio-Rad Laboratories, Cl A *	7,300		551
Bruker BioSciences *	52,400		485
Cantel Medical *	3,800		62
Cardiome Pharma *	215,711		802
CardioNet * (A)	22,467		367
Catalyst Health Solutions *	33,285		830
Celera *	19,300		147
Centene *	58,400		1,167
Cepheid * (A)	45,547		429
Chemed	8,300		328
Chindex International *	18,647		231
Conceptus * (A)	17,952		303
Conmed *	51,735		803
Corvel *	3,500		80
Covance *	2,500		123
CryoLife *	17,800		98
Cubist Pharmaceuticals *	62,410		1,144
Cyberonics *	61,680		1,026
Cypress Bioscience *	54,340		512
Dendreon * (A)	8,200		204
Dionex *	5,500		336
Durect *	284,142		676
Edwards Lifesciences *	10,685		727
Emergency Medical Services, Cl A *	2,300		85
Ensign Group	2,000		28
Enzo Biochem *	17,341		77
Enzon Pharmaceuticals *	17,500		138
eResearchTechnology *	42,000		261
ev3 *	9,200		99
Exelixis * (A)	100,542		490
Genoptix *	19,315		618
GTx * (A)	13,100		121
Health Net *	29,350		456
Healthspring *	8,700		94
Healthways *	5,995		81
HMS Holdings *	17,585		716
ICU Medical *	2,900		119
Idera Pharmaceuticals * (A)	7,800		46
Idexx Laboratories *	8,202		379
I-Flow *	67,433		468
Immucor *	33,000		454
Impax Laboratories *	6,400		47
Incyte * (A)	167,100		550
Insmed *	63,400		63
Integra LifeSciences Holdings * (A)	8,742		232
InterMune * (A)	11,800		179
Invacare	17,300		305
inVentiv Health *	27,300		369
IPC The Hospitalist *	52,222		1,394

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Isis Pharmaceuticals * (A)	85,784	$	1,415
Kendle International *	9,000		110
Kensey Nash *	9,600		252
King Pharmaceuticals * (A)	72,500		698
Landauer	5,900		362
LHC Group *	87,906		1,952
Life Sciences Research *	6,000		43
LifePoint Hospitals *	15,795		415
Ligand Pharmaceuticals, Cl B *	15,200		43
Luminex *	29,709		551
Magellan Health Services *	1,800		59
Martek Biosciences (A)	48,543		1,027
Masimo *	29,210		704
Medarex *	83,172		694
Medicines *	111,700		937
Medicis Pharmaceutical, Cl A	60,500		987
Medidata Solutions *	30,360		497
Medivation * (A)	11,636		261
Mednax *	29,734		1,253
Meridian Bioscience	27,400		619
Merit Medical Systems *	56,115		915
Molina Healthcare *	5,600		134
Momenta Pharmaceuticals * (A)	50,085		602
MWI Veterinary Supply *	19,847		692
Myriad Genetics *	73,656		2,626
Myriad Pharmaceuticals * (A)	12,829		60
National Healthcare	3,300		125
Natus Medical *	13,800		159
Neogen *	18,160		526
Noven Pharmaceuticals *	50,307		719
NuVasive * (A)	55,965		2,496
Obagi Medical Products *	27,000		197
Odyssey HealthCare *	65,900		677
Omnicell *	54,080		581
Onyx Pharmaceuticals *	40,981		1,158
Optimer Pharmaceuticals * (A)	24,015		360
Orthofix International *	4,800		120
OSI Pharmaceuticals *	27,700		782
Owens & Minor	14,100		618
Pain Therapeutics *	22,000		118
Par Pharmaceutical *	3,600		55
Parexel International *	38,100		548
PDL BioPharma	64,469		509
Perrigo	4,100		114
Pharmaceutical Product Development	3,000		70
PharMerica * (A)	34,420		676
Phase Forward *	145,581		2,200
Pozen *	144,698		1,111
Progenics Pharmaceuticals *	8,100		42
Providence Service *	33,500		367
PSS World Medical *	20,331		376
Psychiatric Solutions * (A)	24,124		549
Questcor Pharmaceuticals *	43,000		215
Quidel *	83,655		1,218
Regeneron Pharmaceuticals *	46,498		833
RehabCare Group *	5,000		120
Res-Care *	51,100		731
Rigel Pharmaceuticals *	90,100		1,092
Sangamo Biosciences *	11,900		59
Savient Pharmaceuticals *	43,372		601
Seattle Genetics *	47,778		464
Sirona Dental Systems * (A)	26,800		536
Somanetics *	6,400		106
STERIS	39,871		1,040
Sucampo Pharmaceuticals, Cl A *	5,300		33
Techne	15,805		1,008
Theravance *	20,210		296
Thoratec *	33,910		908
Triple-S Management, Cl B *	3,200		50
United Therapeutics * (A)	17,473		1,456
Valeant Pharmaceuticals International *	20,500		527
Viropharma *	13,113		78
Waters *	3,000		154
WellCare Health Plans *	23,915		442
Wright Medical Group *	16,624		270
XenoPort * (A)	8,700		202
Zoll Medical *	11,000		213
			81,638
Industrials — 15.2%
AAON	17,600		350
Actuant, Cl A	7,166		87
Acuity Brands	14,700		412
Administaff	10,300		240
Advanced Battery Technologies *	32,800		132
Advisory Board * (A)	23,850		613
Aegean Marine Petroleum Network	110,095		1,662
AerCap Holdings *	189,044		1,365
Aerovironment *	20,321		627
Airtran Holdings *	158,700		983
Allegiant Travel, Cl A * (A)	22,965		910
Allen-Vanguard *	750,000		81
Altra Holdings *	32,700		245
Ameron International	12,500		838
Ampco-Pittsburgh	12,400		291
AO Smith	2,400		78
Apogee Enterprises	6,900		85
Applied Industrial Technologies	37,300		735
Applied Signal Technology	17,100		436
Arkansas Best	5,700		150
AZZ *	2,100		72
Badger Meter (A)	15,890		651
Barnes Group	49,905		593
Beacon Roofing Supply * (A)	42,075		608
Brady, Cl A	3,600		90
Briggs & Stratton	8,800		117
Carlisle	24,400		587
Celadon Group *	54,518		457
Ceradyne *	34,800		615
Chart Industries *	42,705		776
Chicago Bridge & Iron	29,479		365
CIRCOR International	20,000		472
Clean Harbors *	12,000		648
Colfax *	5,400		42
Comfort Systems USA	5,300		54
Con-way	11,853		419
Copa Holdings, Cl A	16,789		685
Copart *	20,275		703
CoStar Group * (A)	58,764		2,343
CRA International *	27,600		766
Crane	48,000		1,071
Cubic	24,900		891
Curtiss-Wright	1,700		51

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Deluxe	7,800	$	100
Dycom Industries *	9,600		106
Dynamic Materials	5,300		102
DynCorp International, Cl A *	20,300		341
EMCOR Group *	42,900		863
EnergySolutions	16,100		148
EnerSys *	45,565		829
Flanders *	3,900		24
Force Protection *	114,800		1,015
Forward Air	27,490		586
FreightCar America	31,001		521
FTI Consulting *	22,025		1,117
Fuel Tech *	5,500		53
Genco Shipping & Trading	9,600		209
General Cable *	14,937		561
Geo Group *	52,260		971
GeoEye * (A)	35,291		832
GrafTech International *	7,400		84
Graham	32,020		426
GT Solar International * (A)	40,800		217
H&E Equipment Services *	74,800		699
Healthcare Services Group (A)	45,040		805
Heico, Cl A	10,064		295
HEICO CORP (A)	12,965		470
Horizon Lines, Cl A	101,484		391
HUB Group, Cl A *	2,400		50
Huron Consulting Group *	30,395		1,405
ICF International *	40,944		1,130
IHS, Cl A *	16,815		839
II-VI *	19,464		432
Innerworkings *	119,665		568
Kaman	14,500		242
Kaydon	17,224		561
Kforce *	12,100		100
Kirby *	34,625		1,101
Knight Transportation	30,282		501
LaBarge *	14,700		136
Ladish *	6,200		80
Landstar System	14,845		533
LB Foster, Cl A *	13,933		419
Lydall *	11,700		40
M&F Worldwide *	25,300		506
Manpower	13,170		558
Marten Transport *	10,200		212
MasTec *	110,965		1,300
Met-Pro	12,300		133
Michael Baker *	7,900		335
Middleby *	2,700		119
Mine Safety Appliances	9,800		236
MSC Industrial Direct, Cl A	15,650		555
MYR Group *	29,576		598
Navigant Consulting *	7,184		93
Nordson	4,357		168
Northwest Pipe *	10,800		376
Old Dominion Freight Line *	58,325		1,958
Orion Marine Group *	10,000		190
Oshkosh Truck	3,075		45
Pacer International	55,200		123
Powell Industries *	8,500		315
Quanta Services *	46,647		1,079
Raven Industries (A)	16,010		410
Resources Connection *	31,409		539
Ritchie Bros. Auctioneers	23,735		557
Robbins & Myers	10,700		206
Rollins	33,300		577
RSC Holdings * (A)	90,500		608
Rush Enterprises, Cl A *	42,124		491
Standard Parking *	36,965		602
Standard Register	17,000		55
Sun Hydraulics	5,800		94
TAL International Group (A)	62,700		684
Taser International *	29,700		135
Teledyne Technologies *	9,100		298
Terex *	92,225		1,113
Tetra Tech * (A)	68,447		1,961
Textainer Group Holdings	56,500		649
Titan Machinery *	39,777		505
TransDigm Group *	39,585		1,433
Tredegar	9,400		125
Triumph Group	500		20
Tutor Perini *	4,400		76
UAL *	38,500		123
Ultralife * (A)	22,800		164
United Rentals *	19,400		126
US Airways Group *	29,700		72
Vitran *	46,540		461
Wabash National	42,800		30
Wabtec	14,875		479
Werner Enterprises	3,200		58
WESCO International *	23,825		597
Woodward Governor	6,600		131
			65,576
Information Technology — 24.8%
ACI Worldwide *	31,000		433
Acme Packet *	39,800		403
Actuate *	59,800		286
Adtran	11,000		236
Advanced Analogic Technologies *	10,900		50
Advanced Energy Industries *	49,133		442
Advent Software * (A)	29,969		983
Akamai Technologies * (A)	65,754		1,261
Amkor Technology *	20,100		95
Ansys *	10,300		321
Applied Micro Circuits *	72,700		591
Ariba *	173,984		1,712
Arris Group *	131,545		1,600
Art Technology Group *	474,047		1,801
AsiaInfo Holdings *	18,900		325
Atheros Communications *	33,028		635
Atmel *	206,220		769
ATMI *	44,758		695
Bankrate * (A)	29,097		734
Benchmark Electronics *	25,300		364
BigBand Networks *	34,700		179
Blackboard *	31,525		910
Blue Coat Systems *	43,000		711
BluePhoenix Solutions *	105,746		259
Brightpoint *	57,556		361
Brocade Communications Systems *	173,925		1,360
Cabot Microelectronics *	4,800		136
CACI International, Cl A *	3,000		128
Cadence Design Systems *	75,160		443
Checkpoint Systems *	4,800		75

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
China Security & Surveillance Technology *	5,486	$	41
Cirrus Logic *	16,800		76
Cogent *	35,100		377
Cognex	13,500		191
Cogo Group *	16,100		96
CommScope *	42,865		1,126
comScore *	20,200		269
Comverge *	42,185		510
Concur Technologies * (A)	55,939		1,739
Constant Contact *	14,223		282
CPI International *	5,100		44
Cray *	5,400		43
CSG Systems International *	35,000		463
CTS	20,358		133
Cybersource *	91,420		1,399
Daktronics	14,300		110
DealerTrack Holdings * (A)	119,132		2,025
DemandTec *	4,500		40
Digi International *	15,602		152
Digital River *	14,500		527
Diodes *	7,900		124
Dolby Laboratories, Cl A *	4,100		153
Double-Take Software *	5,100		44
DSP Group * (A)	70,200		474
DTS *	81,518		2,207
Earthlink *	64,300		477
EFJ *	100,400		64
Emulex *	77,700		760
EPIQ Systems * (A)	40,955		629
Equinix * (A)	22,840		1,661
Euronet Worldwide *	50,575		981
F5 Networks *	26,515		917
Factset Research Systems	17,700		883
Flir Systems *	24,200		546
Formfactor *	47,906		826
Forrester Research *	1,700		42
GSI Commerce * (A)	88,149		1,256
Hackett Group *	11,600		27
Harmonic *	10,800		64
Heartland Payment Systems	58,101		556
Hittite Microwave *	9,900		344
Hutchinson Technology *	27,423		53
Hypercom *	38,425		58
i2 Technologies *	3,400		43
Imation	87,500		666
Infinera *	8,300		76
infoGROUP	29,600		169
Information Services Group *	24,357		73
Integral Systems *	38,050		317
Interactive Intelligence *	10,700		131
InterDigital * (A)	27,807		680
Intermec *	43,800		565
IXYS	48,200		488
j2 Global Communications *	37,400		844
Jack Henry & Associates	11,200		232
JDA Software Group *	56,300		842
Kenexa *	43,094		499
Knot *	136,097		1,072
Kopin *	11,400		42
L-1 Identity Solutions, Cl 1 *	18,526		143
Lexmark International, Cl A *	2,900		46
LoopNet *	5,400		42
Mantech International, Cl A *	15,029		647
MAXIMUS	14,900		615
MercadoLibre * (A)	14,100		379
Methode Electronics	34,412		242
Micrel	23,200		170
Micros Systems *	4,500		114
Microsemi * (A)	71,322		984
MicroStrategy, Cl A *	5,400		271
MIPS Technologies *	36,593		110
MKS Instruments *	33,331		440
ModusLink Global Solutions *	15,529		107
Monolithic Power Systems *	52,260		1,171
Monotype Imaging Holdings *	106,452		725
Move *	36,806		80
Multi-Fineline Electronix *	36,252		776
Net 1 UEPS Technologies *	101,069		1,374
Netgear *	39,800		574
Netlogic Microsystems *	12,390		452
Netscout Systems *	44,400		416
Novatel Wireless * (A)	83,100		750
Novell *	21,951		99
Nuance Communications * (A)	35,685		431
NVE *	4,500		219
Omniture *	131,991		1,658
ON Semiconductor *	19,000		130
Open Text *	21,645		788
OpenTV, Cl A *	63,600		84
Oplink Communications *	8,600		98
OSI Systems *	55,000		1,147
Palm *	5,100		84
Parametric Technology *	8,100		95
Park Electrochemical	28,900		622
Parkervision * (A)	99,100		303
Pegasystems	19,560		516
Perfect World ADR * (A)	41,840		1,197
Perficient *	8,900		62
Pericom Semiconductor *	11,700		98
Phoenix Technologies *	23,480		64
Plexus *	8,800		180
PLX Technology *	109,849		414
PMC - Sierra *	85,415		680
Power Integrations (A)	39,634		943
QLogic *	62,570		793
Quality Systems (A)	29,110		1,658
Rackspace Hosting *	23,300		323
Radiant Systems *	5,400		45
Radisys *	8,214		74
Rambus *	11,700		181
RightNow Technologies *	20,700		244
Riverbed Technology * (A)	34,900		809
Rofin-Sinar Technologies *	4,757		95
Rogers *	3,100		63
Rosetta Stone *	36,516		1,002
S1 *	52,800		364
Sapient *	153,316		964
SAVVIS *	40,364		463
Scansource *	9,352		229
Seachange International *	78,500		630
Semtech *	28,100		447
Sigma Designs * (A)	9,300		149
Skyworks Solutions *	82,300		805
Sohu.com * (A)	8,820		554
Solera Holdings *	45,210		1,148

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
SPSS *	23,197	$	774
SRA International, Cl A *	45,200		794
Standard Microsystems *	8,200		168
Starent Networks *	10,400		254
Stratasys * (A)	26,155		287
Switch & Data Facilities *	49,576		582
Sybase * (A)	72,380		2,268
Synaptics * (A)	39,940		1,544
Synchronoss Technologies *	60,959		748
Syntel	11,600		365
Take-Two Interactive Software	16,700		158
Taleo, Cl A *	44,189		807
Techwell *	14,900		127
Tekelec *	95,390		1,605
TeleCommunication Systems, Cl A *	126,590		900
TeleTech Holdings *	31,500		477
Tellabs *	95,400		547
Teradyne *	181,940		1,248
Tessera Technologies *	72,276		1,828
THQ *	10,504		75
TNS *	19,700		369
Trimble Navigation *	55,710		1,094
TriQuint Semiconductor *	10,300		55
TTM Technologies *	79,100		630
Tyler Technologies *	29,000		453
Ultimate Software Group *	19,398		470
Ultratech *	9,800		121
United Online	18,900		123
Valueclick *	69,500		731
Vasco Data Security International *	17,500		128
Veeco Instruments * (A)	32,888		381
VeriFone Holdings *	19,100		143
Verigy *	46,170		562
VistaPrint * (A)	68,703		2,930
Vocus *	55,720		1,101
Volterra Semiconductor *	37,100		487
Websense *	35,850		640
Wright Express *	51,600		1,314
Zebra Technologies, Cl A *	29,800		705
Zoran *	7,100		77
			107,476
Materials — 3.2%
AEP Industries *	3,700		98
Allied Nevada Gold * (A)	39,500		318
Alpha Natural Resources * (A)	15,265		401
AM Castle	6,500		78
AMCOL International	19,500		421
Aptargroup	19,000		642
Bway Holding *	22,500		394
Carpenter Technology	25,000		520
China Precision Steel *	27,876		69
Clearwater Paper *	14,300		362
Commercial Metals	4,300		69
Crown Holdings *	26,950		650
Flotek Industries *	33,700		68
General Moly *	18,600		41
General Steel Holdings *	15,500		62
H.B. Fuller	8,600		161
Headwaters *	13,731		46
Innophos Holdings	7,900		133
Innospec	10,400		112
Intrepid Potash *	19,885		558
Jaguar Mining *	66,500		504
Koppers Holdings	45,035		1,188
LSB Industries *	19,800		320
Myers Industries	7,290		61
Nalco Holding	41,151		693
Neenah Paper	6,400		56
New Gold *	246,700		658
NewMarket	6,100		411
Olympic Steel	2,600		64
Omnova Solutions *	11,500		38
PolyOne *	21,000		57
Reliance Steel & Aluminum	3,400		131
Rock-Tenn, Cl A	7,000		267
Schulman A	8,000		121
Silgan Holdings	2,600		127
Silvercorp Metals *	196,000		685
Stepan	1,900		84
Stillwater Mining *	10,800		62
Texas Industries	1,500		47
Thompson Creek Metals *	49,780		509
Universal Stainless & Alloy *	43,700		711
Walter Energy	13,175		477
Wausau Paper	14,700		99
Westlake Chemical (A)	33,910		691
Worthington Industries	18,553		237
WR Grace *	34,721		430
			13,931
Telecommunication Services — 2.1%
AboveNet *	1,100		89
Atlantic Telegraph-Network	13,500		531
Cbeyond * (A)	23,196		333
Cogent Communications Group * (A)	40,410		329
Fairpoint Communications	46,700		28
Global Crossing *	35,400		325
Iowa Telecommunications Services	9,400		118
iPCS *	20,400		305
Neutral Tandem *	74,494		2,199
NTELOS Holdings	27,687		510
PAETEC Holding *	16,428		44
Premiere Global Services *	40,700		441
SBA Communications, Cl A * (A)	78,565		1,928
Syniverse Holdings *	78,160		1,253
tw telecom, Cl A *	76,275		783
			9,216
Utilities — 1.1%
Cia de Saneamento de Minas Gerais-COPASA (Brazil)	51,900		673
Hawaiian Electric Industries	15,900		303
ITC Holdings	32,124		1,457
NorthWestern	17,837		406
Portland General Electric	34,200		666
Unisource Energy	25,000		664
Westar Energy	36,500		685
			4,854
Total Common Stock (Cost $400,588) ($ Thousands)			409,028

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 10.9%
SEI Liquidity Fund, L.P.,
0.690% **†† (D)		50,145,583	$	47,135
Total Affiliated Partnership (Cost $50,146) ($ Thousands)				47,135
PREFERRED STOCK — 0.2%
Callaway Golf *		7,600		698
Total Preferred Stock (Cost $755) ($ Thousands)				698
	Number of Warrants
WARRANTS — 0.0%
Oilsands Quest Expires 05/12/11 *		166,200		55
Rentech Expires 04/25/12 * (B) (C)		19,400		1
Titanium Asset Management Expires 06/21/11 * (B) (C)		147,800		92
Total Warrants (Cost $—) ($Thousands)				148
CONVERTIBLE BONDS — 1.0%
Charming Shoppes CV to 65.0233
1.125%, 05/01/14	$	1,260		739
Dollar Financial
2.875%, 06/30/27		729		497
Eddie Bauer Holdings
5.250%, 04/01/14 (H)		1,429		139
Human Genome Sciences CV to 64.3211
2.250%, 10/15/11		1,357		821
Hutchinson Technology CV to
33.5121 2.250%, 03/15/10		700		654
Incyte
3.500%, 02/15/11		388		280
Nova BioSource CV to 273.2240
10.000%, 09/30/12		1,771		53
NCI Building Systems CV to 24.9121
2.125%, 11/15/24		871		536
Rentech CV to 249.2522
4.000%, 04/15/13		857		300
World Acceptance
3.000%, 10/01/11 (A)		590		404
Total Convertible Bonds (Cost $5,662) ($ Thousands)				4,423
CORPORATE OBLIGATION — 0.1%
Financials — 0.1%
Scorpio Mining PIPE (B) (C)
7.000%, 05/05/11		462		340
Total Corporate Obligation (Cost $453) ($ Thousands)				340
	Face Amount ($ Thousands)/Shares
CASH EQUIVALENT — 4.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		17,888,898		17,889
Total Cash Equivalent (Cost $17,889) ($ Thousands)				17,889
U.S. TREASURY OBLIGATION — 0.3%
U.S. Treasury Bills
0.258%, 12/03/09 (E) (F)	$	1,500		1,498
Total U.S. Treasury Obligation (Cost $1,498) ($ Thousands)				1,498
Total Investments — 111.1% (Cost $476,991) ($ Thousands) @			$	481,159

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	310	Sep-2009	$	(425	)

A summary of restricted securities held by the Fund at June 30, 2009, is as follows:

Description	Number of Shares	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Rentech Warrant	19,400	4/20/07	4/20/07	$	—	$	1	0.00	%
Scorpio Mining	461,700	5/02/08	5/02/08		453		340	0.08
Titanium Asset PIPE	140,900	06/14/07	06/14/07		845		651	0.15
Titanium Asset Warrant	147,800	06/14/07	06/14/07		—		92	0.02
Thunderbird Resorts PIPE	142,900	11/15/07	11/15/07		1,286		200	0.05
Thunderbird Resorts PIPE	3,200	2/06/08	2/06/08		29		5	0.00
Value Creation	145,600	8/10/06	8/10/06		1,491		599	0.14
				$	4,104	$	1,888	0.44	%

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2009

Percentages are based on Net Assets of $432,924 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $57,622 ($ Thousands)

(B) Securities considered illiquid and restricted. The total market value of such securities as of June 30, 2009 was $1,888 ($ Thousands) and represented 0.44% of Net Assets.

(C) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2009 was $1,888 ($ Thousands) and represented 0.44% of net Assets.

(D) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $47,135 ($ Thousands).

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

(F) The rate reported is the effective yield at the time of purchase.

(G) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may not be sold to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(H) Security in default on interest payments.

ADR — American Depositary Receipt

Cl — Class

CV — Convertible Security

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $476,991 ($ Thousands), and the unrealized appreciation and depreciation were $53,044 ($ Thousands) and ($48,876) ($ Thousands), respectively.

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	407,573		$	1,455	$	—	$	409,028
Affiliated Partnership		—			47,135		—		47,135
Convertible Bonds		—			4,370		53		4,423
Preferred Stock		—			698		—		698
Corporate Obligation		—			—		340		340
Warrants		—			148		—		148
U.S. Treasury Obligation		—			1,498		—		1,498
Cash Equivalent		17,889			—		—		17,889
Total Investments in Securities	$	425,462		$	55,304	$	393	$	481,159
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(425	)	$	—	$	—	$	(425	)

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

	Convertible Bonds			Corporate Obligations
Beginning balance as of October 1, 2008	$	573		$	387
Accrued discounts/premiums		—			—
Realized gain/(loss)		—			—
Change in unrealized appreciation/(depreciation)		(365	)		(47	)
Net purchases/sales		(155	)		—
Net transfer in and/or out of Level 3		—			—
Ending balance as of June 30, 2009	$	53		$	340

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.

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.3%
Consumer Discretionary — 15.2%
Aaron Rents	24,013	$	716
Abercrombie & Fitch, Cl A	2,700		69
Advance Auto Parts	26,600		1,104
Aeropostale *	2,500		86
American Eagle Outfitters	38,850		550
American Greetings, Cl A	20,300		237
Amerigon *	3,300		20
Ameristar Casinos	15,060		286
AnnTaylor Stores *	15,700		125
Apollo Group, Cl A *	6,800		483
Arbitron	17,700		281
Autoliv	22,200		639
Autonation *	1,400		24
Bally Technologies *	15,200		455
Barnes & Noble	6,200		128
Bed Bath & Beyond *	9,700		298
Belo, Cl A	13,900		25
Big Lots *	34,615		728
BJ’s Restaurants *	1,000		17
Black & Decker	8,000		229
Blyth	500		16
BorgWarner	4,300		147
Brinker International	1,700		29
Brink’s Home Security Holdings *	26,785		758
Brown Shoe	2,700		20
Brunswick	15,100		65
Buckle	2,100		67
Build-A-Bear Workshop *	2,700		12
Cabela’s *	8,000		98
Cablevision Systems, Cl A	11,900		231
Callaway Golf	23,800		121
Capella Education *	700		42
Career Education *	6,700		167
Carmax *	3,100		46
Carter’s *	2,200		54
Cato, Cl A	25,835		451
Centex	53,000		448
Central European Media Enterprises, Cl A *	700		14
Charlotte Russe Holding *	9,400		121
Cheesecake Factory *	1,400		24
Chico’s FAS *	33,945		330
Chipotle Mexican Grill, Cl A *	1,100		88
Christopher & Banks	18,769		126
Cinemark Holdings	15,768		179
CKE Restaurants	1,400		12
CKX *	2,600		18
Coinstar *	1,200		32
Columbia Sportswear	500		15
Cooper Tire & Rubber	11,800		117
Corinthian Colleges *	29,665		502
Cracker Barrel Old Country Store	12,308		343
Darden Restaurants	3,300		109
Deckers Outdoor *	700		49
DeVry	1,800		90
Dick’s Sporting Goods *	28,100		483
Dillard’s, Cl A	3,800		35
DineEquity	800		25
Dollar Tree *	10,300		434
Domino’s Pizza *	9,625		72
DR Horton	9,500		89
DreamWorks Animation SKG, Cl A *	18,925		522
Eastman Kodak	17,500		52
Ethan Allen Interiors	1,100		11
Family Dollar Stores	1,399		40
Finish Line, Cl A	40,110		298
Foot Locker	24,200		253
Fossil *	3,800		92
Fred’s, Cl A	1,900		24
Fuqi International * (A)	2,724		56
GameStop, Cl A *	25,206		555
Gannett	48,064		172
Genesco *	8,000		150
Gentex	2,600		30
Goodyear Tire & Rubber *	4,400		50
Group 1 Automotive	1,200		31
Guess?	800		21
Hanesbrands *	17,700		266
Harte-Hanks	1,800		17
Hasbro	15,800		383
Helen of Troy *	1,000		17
hhgregg *	18,325		278
Hillenbrand	4,800		80
Hooker Furniture	14,700		169
HOT Topic *	6,900		50
Iconix Brand Group *	7,000		108
Insight Enterprises *	23,400		226
Interactive Data	900		21
International Speedway, Cl A	900		23
Interpublic Group *	9,400		47
Isle of Capri Casinos *	3,300		44
ITT Educational Services *	2,859		288
J Crew Group *	6,300		170
Jackson Hewitt Tax Service	4,800		30
Jakks Pacific *	12,500		160
Jarden *	22,221		417
Jo-Ann Stores *	4,970		103
Jones Apparel Group	21,722		233
Journal Communications, Cl A	39,400		41
KB Home	1,800		25
Kenneth Cole Productions, Cl A	1,600		11
Lamar Advertising, Cl A *	1,300		20
Landry’s Restaurants *	7,300		63
Las Vegas Sands * (A)	34,800		273
Leggett & Platt	2,000		31
Lennar, Cl A	2,600		25
Liberty Media - Capital, Ser A *	2,300		31
Liberty Media - Interactive, Cl A *	25,042		125
Life Time Fitness *	800		16
Live Nation *	117,020		569
LKQ *	900		15
Lululemon Athletica *	17,265		225
MDC Holdings	400		12
Men’s Wearhouse	900		17
Meredith	1,900		49
Meritage Homes *	900		17
Morningstar *	300		12
National CineMedia	40,857		562
NetFlix * (A)	11,575		478
New York Times, Cl A	4,800		26
Newell Rubbermaid	27,500		286
Nutri/System	3,500		51

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
NVR *	100	$	50
OfficeMax	43,700		274
O’Reilly Automotive *	9,902		377
Orient-Express Hotels, Cl A	6,700		57
Panera Bread, Cl A *	10,265		512
Penn National Gaming *	7,200		209
Penske Auto Group	1,800		30
PEP Boys-Manny Moe & Jack	27,500		279
PetSmart	11,400		245
PF Chang’s China Bistro *	6,200		199
Phillips-Van Heusen	11,380		326
Pinnacle Entertainment *	1,500		14
Polaris Industries	19,200		617
Polo Ralph Lauren	900		48
Pre-Paid Legal Services *	1,800		78
priceline.com *	9,530		1,063
Pulte Homes	3,400		30
RadioShack	32,600		455
RCN *	3,100		19
Red Robin Gourmet Burgers *	13,100		246
Regal Entertainment Group, Cl A	38,300		509
Regis	900		16
Rent-A-Center *	3,686		66
Ross Stores	15,820		611
Ruby Tuesday *	37,800		252
Ryland Group	2,100		35
Saks *	2,600		11
Sauer-Danfoss	1,700		10
Scholastic	23,000		455
Scientific Games, Cl A *	26,354		416
Sealy *	5,500		11
Service International	6,700		37
Shutterfly *	1,700		24
Signet Jewelers	3,000		62
Skechers U.S.A., Cl A *	6,012		59
Smith & Wesson Holding *	47,015		267
Sonic *	1,800		18
Sotheby’s	5,600		79
Speedway Motorsports	800		11
Stage Stores	28,771		319
Stamps.com *	5,500		47
Stanley Works	500		17
Starwood Hotels & Resorts Worldwide	10,600		235
Steak N Shake *	1,800		16
Stewart Enterprises, Cl A	2,900		14
Strayer Education	2,200		480
Systemax *	2,742		33
Tempur-Pedic International	1,600		21
Texas Roadhouse, Cl A *	3,400		37
Thor Industries	900		17
Timberland, Cl A *	900		12
Titan International	3,900		29
Town Sports International Holdings *	4,600		17
Ulta Salon Cosmetics & Fragrance *	1,800		20
Universal Electronics *	1,300		26
VF	1,800		100
WABCO Holdings	700		12
Warnaco Group *	2,610		85
Warner Music Group *	64,100		375
Weight Watchers International	13,700		353
Whirlpool	7,300		311
Williams-Sonoma	7,700		91
WMS Industries *	31,986		1,008
Wolverine World Wide	600		13
World Wrestling Entertainment, Cl A	900		11
Wyndham Worldwide	2,200		27
			32,849
Consumer Staples — 3.4%
Alberto-Culver	7,300		186
American Italian Pasta, Cl A *	15,930		464
Avon Products	6,952		179
Bare Escentuals *	2,300		20
BJ’s Wholesale Club *	17,200		554
Boston Beer, Cl A *	800		23
Cal-Maine Foods	4,324		108
Casey’s General Stores	14,180		364
Central European Distribution *	1,200		32
Central Garden and Pet, Cl A *	7,200		71
Chattem *	700		48
Chiquita Brands International *	18,314		188
Church & Dwight	1,600		87
Constellation Brands, Cl A *	41,700		529
Darling International *	38,210		252
Dean Foods *	100		2
Del Monte Foods	1,600		15
Diamond Foods	1,500		42
Energizer Holdings *	300		16
Flowers Foods	4,750		104
Hansen Natural *	2,925		90
Herbalife	12,100		381
J&J Snack Foods	1,300		47
JM Smucker	7,300		355
Lancaster Colony	1,000		44
Lance	1,400		32
Molson Coors Brewing, Cl B	10,200		432
Nash Finch	2,960		80
Nu Skin Enterprises, Cl A	900		14
Pantry *	5,626		94
Pepsi Bottling Group	12,500		423
PepsiAmericas	7,900		212
Ralcorp Holdings *	4,900		299
Reddy Ice Holdings	5,700		9
Sara Lee	28,700		280
Schiff Nutrition International *	2,200		11
Smithfield Foods *	5,500		77
SUPERVALU	18,000		233
Tootsie Roll Industries	1,030		23
TreeHouse Foods *	9,600		276
Universal	5,700		189
USANA Health Sciences *	400		12
Village Super Market, Cl A	800		24
WD-40	900		26
Whole Foods Market	17,980		341
Winn-Dixie Stores *	12,000		151
			7,439
Energy — 5.0%
Atlas America	1,000		18
Atwood Oceanics *	1,200		30
Berry Petroleum, Cl A	1,600		30
Bill Barrett *	600		17
Cabot Oil & Gas	1,000		31

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Cameron International *	3,550	$	100
Carrizo Oil & Gas *	1,100		19
Complete Production Services *	3,100		20
Concho Resources *	15,700		450
Continental Resources *	14,700		408
Core Laboratories	3,400		296
Denbury Resources *	8,900		131
Dresser-Rand Group *	19,540		510
Dril-Quip *	1,200		46
Encore Acquisition *	1,400		43
EXCO Resources *	4,900		63
Exterran Holdings *	9,400		151
FMC Technologies *	15,020		564
Foundation Coal Holdings	6,225		175
General Maritime	6,500		64
Global Industries *	51,300		290
Goodrich Petroleum *	13,000		320
Gulfport Energy *	39,775		272
Helix Energy Solutions Group *	1,800		20
Helmerich & Payne	8,100		250
Hercules Offshore *	17,200		68
Hess	1,100		59
International Coal Group *	3,900		11
ION Geophysical *	50,900		131
Key Energy Services *	3,100		18
Knightsbridge Tankers	1,900		26
Mariner Energy *	1,200		14
Matrix Service *	4,500		52
McMoRan Exploration *	5,900		35
Mitcham Industries *	3,000		16
Murphy Oil	3,852		209
National Oilwell Varco *	1,800		59
Noble	17,500		529
Nordic American Tanker Shipping, Cl US	1,100		35
Oceaneering International *	3,750		169
Oil States International *	700		17
Overseas Shipholding Group	6,800		231
Patriot Coal *	1,980		13
Patterson-UTI Energy	1,500		19
Peabody Energy	1,500		45
PetroHawk Energy *	33,420		745
Pioneer Drilling *	20,200		97
Plains Exploration & Production *	1,125		31
Quicksilver Resources *	1,500		14
Range Resources	9,500		393
Rowan	10,300		199
SEACOR Holdings *	4,800		361
Smith International	1,079		28
Southwestern Energy *	1,000		39
St. Mary Land & Exploration	600		13
Stone Energy *	8,400		62
Sunoco	6,400		149
Superior Energy Services *	3,700		64
Swift Energy *	6,100		102
Tesoro	20,100		256
Tetra Technologies *	61,800		492
Tidewater	7,420		318
Ultra Petroleum *	900		35
USEC *	51,000		271
W&T Offshore	2,850		28
Western Refining	16,400		116
Whiting Petroleum *	10,300		362
Willbros Group *	1,500		19
Williams	3,785		59
World Fuel Services	13,530		558
			10,885
Financials — 13.5%
1st Source	1,000		17
Acadia Realty Trust †	900		12
Advance America Cash Advance Centers	39,200		174
Affiliated Managers Group *	6,300		367
Alexander’s †	100		27
Alexandria Real Estate Equities †	9,000		322
Allied Capital	36,400		127
Allied World Assurance Holdings	7,000		286
AMB Property †	2,100		39
American Campus Communities †	600		13
American Capital	23,600		76
American Financial Group	27,740		599
American National Insurance	700		53
AmeriCredit *	16,900		229
Ameriprise Financial	9,000		218
Amerisafe *	5,300		82
Anworth Mortgage Asset †	39,000		281
Apartment Investment & Management, Cl A †	1,800		16
Arch Capital Group *	300		18
Ares Capital	2,000		16
Argo Group International Holdings *	900		25
Arthur J. Gallagher	900		19
Aspen Insurance Holdings	28,700		641
Associated Banc-Corp	7,000		88
Assured Guaranty	2,600		32
Axis Capital Holdings	1,000		26
Banco Latinoamericano de Exportaciones, Cl E	16,100		200
Bancorpsouth	2,700		55
Bank Mutual	6,700		58
Bank of Hawaii	400		14
Bank of the Ozarks	8,500		184
BioMed Realty Trust †	2,700		28
BlackRock	356		62
BlackRock Kelso Capital	2,400		15
BRE Properties, Cl A †	1,000		24
Brown & Brown	600		12
Calamos Asset Management, Cl A	1,800		25
Camden Property Trust †	600		17
Capstead Mortgage †	6,200		79
Cardinal Financial	1,900		15
CB Richard Ellis Group, Cl A *	42,900		402
Central Pacific Financial	15,700		59
Century Bancorp, Cl A	2,700		50
Chemical Financial	3,900		78
Chimera Investment †	112,800		394
Cincinnati Financial	14,300		320
CIT Group	19,200		41
Clifton Savings Bancorp	4,200		45
CNA Surety *	6,600		89
CoBiz Financial	2,300		15
Colonial Properties Trust †	4,500		33
Columbia Banking System	7,128		73
Comerica	13,600		288

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Commerce Bancshares	1,386	$	44
Conseco *	5,300		12
Cousins Properties †	7,100		60
Credit Acceptance *	1,400		30
Cullen/Frost Bankers	300		14
CVB Financial (A)	9,500		57
DCT Industrial Trust †	3,100		13
Delphi Financial Group, Cl A	3,900		76
Developers Diversified Realty †	2,300		11
Digital Realty Trust †	7,700		276
Dime Community Bancshares	1,700		15
Dollar Financial *	1,600		22
Douglas Emmett †	1,400		13
Duke Realty †	1,700		15
EastGroup Properties †	400		13
Eaton Vance	7,579		203
Education Realty Trust †	2,600		11
eHealth *	7,000		124
E-House China Holdings ADR *	16,765		259
EMC Insurance Group	3,020		63
Employers Holdings	3,600		49
Encore Bancshares *	1,200		9
Encore Capital Group *	23,500		311
Endurance Specialty Holdings	11,925		349
Enstar Group *	300		18
Entertainment Properties Trust †	1,000		21
Equity One †	6,000		80
Erie Indemnity, Cl A	1,000		36
Essex Property Trust †	300		19
Everest Re Group	4,400		315
FBL Financial Group, Cl A	2,500		21
FCStone Group *	10,724		42
Federal Agricultural Mortgage, Cl C	16,100		78
Federal Realty Investment Trust †	500		26
Federated Investors, Cl B	1,900		46
FelCor Lodging Trust †	14,529		36
Fifth Street Finance	1,600		16
Financial Federal	14,500		298
Financial Institutions	1,100		15
First American	26,400		684
First Bancorp	27,700		109
First Busey	7,300		54
First Commonwealth Financial	7,400		47
First Financial Bancorp	9,620		72
First Financial Bankshares	4,955		250
First Financial Holdings	1,000		9
First Horizon National	9,521		114
First Midwest Bancorp	11,200		82
First Niagara Financial Group	21,200		242
Flagstone Reinsurance Holdings	6,300		65
Flushing Financial	3,400		32
FNB (Pennsylvania)	6,700		41
Forestar Group *	6,768		80
Franklin Street Properties †	5,800		77
Fulton Financial	43,500		227
GAMCO Investors, Cl A	400		19
Getty Realty †	3,100		58
GFI Group	44,600		301
Glacier Bancorp	10,300		152
Greenhill	500		36
Greenlight Capital Re *	1,400		24
Hancock Holding	4,400		143
Hanover Insurance Group	19,991		762
Harleysville Group	1,200		34
Hatteras Financial †	2,500		71
HCC Insurance Holdings	10,300		247
Health Care †	3,000		102
Healthcare Realty Trust †	700		12
Hercules Technology Growth Capital	21,503		180
Hersha Hospitality Trust †	43,200		107
Highwoods Properties †	500		11
Hilltop Holdings *	5,000		59
Home Properties †	400		14
Horace Mann Educators	6,100		61
Hospitality Properties Trust †	13,800		164
HRPT Properties Trust †	110,400		448
Hudson City Bancorp	2,400		32
Huntington Bancshares	55,900		234
Independence Holding	2,800		18
Independent Bank	800		16
Infinity Property & Casualty	2,900		106
Inland Real Estate †	9,400		66
Interactive Brokers Group, Cl A *	800		12
Invesco	15,600		278
Investment Technology Group *	900		18
Investors Real Estate Trust †	3,100		28
IPC Holdings	11,900		325
Janus Capital Group	1,900		22
Jones Lang LaSalle	400		13
KBW *	7,700		221
Keycorp	91,800		481
Kilroy Realty †	3,175		65
Kite Realty Group Trust †	3,700		11
Knight Capital Group, Cl A *	2,300		39
LaSalle Hotel Properties †	1,400		17
Lazard, Cl A	7,700		207
Lexington Realty Trust †	16,700		57
Liberty Property Trust †	1,700		39
LTC Properties †	4,600		94
M&T Bank (A)	3,569		182
Mack-Cali Realty †	2,000		46
MarketAxess Holdings *	1,200		12
MBIA *	5,600		24
Meadowbrook Insurance Group	46,200		302
Medical Properties Trust †	10,700		65
Mercury General	300		10
MF Global *	5,200		31
MFA Financial †	75,700		524
MGIC Investment	4,000		18
Mid-America Apartment Communities †	300		11
Montpelier Re Holdings	15,200		202
MSCI, Cl A *	12,000		293
National Health Investors †	1,300		35
National Retail Properties †	1,200		21
National Western Life Insurance, Cl A	400		47
Nationwide Health Properties †	12,400		319
Navigators Group *	2,563		114
NBT Bancorp	1,200		26
NewAlliance Bancshares	11,500		132
Northfield Bancorp	800		9
NorthStar Realty Finance †	14,709		42
NYSE Euronext	1,675		46

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Ocwen Financial *	4,200	$	54
Old National Bancorp	3,800		37
Omega Healthcare Investors †	5,100		79
One Liberty Properties †	132		1
OneBeacon Insurance Group, Cl A	2,700		31
optionsXpress Holdings	1,400		22
Oriental Financial Group	13,000		126
Park National	2,000		113
Parkway Properties †	4,000		52
PartnerRe	3,900		253
Patriot Capital Funding	4,600		8
People’s United Financial	3,330		50
PHH *	44,551		810
Pinnacle Financial Partners *	1,500		20
Piper Jaffray *	300		13
Platinum Underwriters Holdings	6,900		197
Plum Creek Timber †	1,400		42
Popular	27,300		60
Portfolio Recovery Associates *	400		16
Post Properties †	800		11
Premierwest Bancorp	3,465		12
Presidential Life	1,400		11
PrivateBancorp	900		20
ProAssurance *	1,800		83
Prospect Capital	1,000		9
Prosperity Bancshares	11,300		337
Protective Life	21,700		248
Provident Financial Services	1,100		10
Provident New York Bancorp	1,200		10
Pzena Investment Management, Cl A	5,400		41
RAIT Financial Trust †	42,000		57
Ramco-Gershenson Properties †	2,300		23
Rayonier †	850		31
Redwood Trust †	13,100		193
Regency Centers †	500		17
Regions Financial	51,600		208
RenaissanceRe Holdings	800		37
Resource Capital †	2,600		8
RLI	1,600		72
Roma Financial	900		11
S&T Bancorp	9,200		112
Sandy Spring Bancorp	1,000		15
Santander BanCorp	1,400		10
SeaBright Insurance Holdings *	4,305		44
Selective Insurance Group	7,400		94
Senior Housing Properties Trust †	1,000		16
Sierra Bancorp	800		10
Signature Bank NY *	7,207		195
SL Green Realty †	2,800		64
SLM *	24,700		254
Sovran Self Storage †	3,800		93
St. Joe *	3,751		99
StanCorp Financial Group	11,800		338
Sterling Bancshares	53,700		340
Stewart Information Services	700		10
Strategic Hotels & Resorts †	34,971		39
Stratus Properties *	1,900		12
Sun Communities †	1,400		19
Sunstone Hotel Investors †	28,254		151
SVB Financial Group *	600		16
SWS Group	9,300		130
Tanger Factory Outlet Centers †	800		26
Taubman Centers †	1,400		38
TCF Financial	17,500		234
TD Ameritrade Holding *	10,346		182
Tejon Ranch *	400		11
Tower Group	18,082		448
TradeStation Group *	1,800		15
Transatlantic Holdings	600		26
Trustco Bank NY	25,300		150
Trustmark	1,100		21
UDR †	1,400		14
Umpqua Holdings	5,000		39
United Bankshares	600		12
United Community Banks (A)	10,248		61
United Fire & Casualty	2,600		45
Unitrin	16,700		201
Universal Health Realty Income Trust †	300		9
Unum Group	22,400		355
U-Store-It Trust †	18,300		90
Valley National Bancorp	2,100		25
Ventas †	8,200		245
W Holding (A)	1,900		27
Waddell & Reed Financial, Cl A	700		19
Walter Investment Management * †	657		9
Washington Federal	10,600		138
Washington Real Estate Investment Trust †	500		11
Washington Trust Bancorp	600		11
Waterstone Financial *	4,500		13
Webster Financial	7,700		62
Weingarten Realty Investors †	1,600		23
Westamerica Bancorporation	9,515		472
Westfield Financial	2,625		24
White Mountains Insurance Group	100		23
Whitney Holding	16,099		147
Wilmington Trust	6,800		93
Wintrust Financial	600		10
World Acceptance *	1,300		26
WR Berkley	25,100		539
WSFS Financial	400		11
Zenith National Insurance	1,900		41
Zions Bancorporation	11,800		136
			29,270
Health Care — 13.5%
Abaxis *	2,200		45
Accelrys *	49,200		291
Accuray *	1,900		13
Adolor *	6,200		11
Affymetrix *	3,600		21
Air Methods *	600		16
Albany Molecular Research *	7,800		65
Alexion Pharmaceuticals *	12,390		509
Align Technology *	4,700		50
Allscripts Healthcare Solutions	27,145		431
AMAG Pharmaceuticals *	300		16
Amedisys *	1,900		63
AMERIGROUP *	3,920		105
AMN Healthcare Services *	18,700		119
Amsurg *	2,900		62
Amylin Pharmaceuticals *	2,100		28
Analogic	1,174		43
Angiodynamics *	3,200		42

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Beckman Coulter	3,800	$	217
Biogen Idec *	3,400		154
Bio-Rad Laboratories, Cl A *	600		45
Bio-Reference Labs *	500		16
Boston Scientific *	43,500		441
Brookdale Senior Living	1,700		17
Bruker BioSciences *	57,900		536
Cambrex *	88,900		366
Capital Senior Living *	3,600		16
Catalyst Health Solutions *	600		15
Celera *	27,700		211
Celgene *	622		30
Cephalon *	2,321		132
Cerner *	700		44
Charles River Laboratories International *	20,850		704
Chemed	14,564		575
Cigna	7,800		188
Cooper	31,235		772
Corvel *	893		20
Covance *	10,975		540
Coventry Health Care *	28,100		526
Cubist Pharmaceuticals *	2,000		37
Cyberonics *	20,625		343
DaVita *	6,900		341
Dendreon *	2,300		57
Dentsply International	13,500		412
Dionex *	500		31
Discovery Laboratories *	28,000		29
Eclipsys *	1,200		21
Edwards Lifesciences *	9,340		635
Emeritus *	1,400		18
Endo Pharmaceuticals Holdings *	15,900		285
Enzo Biochem *	6,249		28
Enzon Pharmaceuticals *	2,600		20
eResearchTechnology *	13,548		84
ev3 *	1,400		15
Exelixis *	2,200		11
Express Scripts *	700		48
Forest Laboratories *	29,675		745
Gen-Probe *	8,400		361
Gentiva Health Services *	700		11
Genzyme *	1,702		95
Geron *	8,900		68
Greatbatch *	23,087		522
Haemonetics *	700		40
Health Management Associates, Cl A *	15,400		76
Health Net *	43,125		671
Healthsouth *	9,500		137
Healthspring *	1,200		13
Healthways *	800		11
Henry Schein *	200		10
Hill-Rom Holdings	7,400		120
HLTH *	5,900		77
HMS Holdings *	6,755		275
Hologic *	10,684		152
Humana *	4,200		135
Idexx Laboratories *	5,600		259
Illumina *	19,740		769
Immucor *	9,650		133
InterMune *	2,500		38
Intuitive Surgical *	950		156
Inverness Medical Innovations *	19,854		706
IPC The Hospitalist *	10,730		286
Isis Pharmaceuticals *	3,900		64
Kendle International *	2,700		33
Kinetic Concepts *	14,800		403
King Pharmaceuticals *	20,000		193
KV Pharmaceutical, Cl A *	9,800		31
Laboratory Corp of America Holdings *	3,800		258
Landauer	600		37
LHC Group *	3,744		83
Life Technologies *	11,999		501
LifePoint Hospitals *	17,475		459
Ligand Pharmaceuticals, Cl B *	17,205		49
Lincare Holdings *	1,200		28
Magellan Health Services *	9,693		318
Martek Biosciences	6,400		135
Masimo *	9,400		227
Maxygen *	2,800		19
Medicis Pharmaceutical, Cl A	12,800		209
Mednax *	6,743		284
Meridian Bioscience	6,400		145
Merit Medical Systems *	23,330		380
Mettler Toledo International *	400		31
Millipore *	600		42
Molina Healthcare *	500		12
Momenta Pharmaceuticals *	20,285		244
Mylan Laboratories *	40,835		533
Myriad Genetics *	16,790		599
Myriad Pharmaceuticals *	3,773		18
Nektar Therapeutics *	9,000		58
Neogen *	400		12
Nighthawk Radiology Holdings *	3,900		14
Noven Pharmaceuticals *	4,200		60
NuVasive *	8,090		361
Obagi Medical Products *	1,600		12
Odyssey HealthCare *	1,000		10
Omnicell *	1,300		14
Onyx Pharmaceuticals *	2,100		59
Orthofix International *	600		15
OSI Pharmaceuticals *	5,318		150
Owens & Minor	2,685		118
Palomar Medical Technologies *	2,161		32
Par Pharmaceutical *	2,170		33
Parexel International *	38,300		551
Patterson *	12,100		263
PDL BioPharma	1,400		11
PerkinElmer	2,800		49
Perrigo	10,800		300
Pharmaceutical Product Development	6,300		146
PharMerica *	30,700		603
Phase Forward *	18,940		286
Providence Service *	2,800		31
PSS World Medical *	1,400		26
RehabCare Group *	700		17
Res-Care *	700		10
ResMed *	10,281		419
Rigel Pharmaceuticals *	1,300		16
Savient Pharmaceuticals *	16,210		225
Seattle Genetics *	2,600		25
Sepracor *	2,600		45
Sirona Dental Systems *	20,519		410

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Somanetics *	5,142	$	85
STERIS	1,700		44
Sun Healthcare Group *	18,100		153
Symmetry Medical *	34,887		325
Techne	4,100		262
Tenet Healthcare *	14,100		40
Theravance *	2,300		34
Thermo Fisher Scientific *	1,600		65
Thoratec *	16,800		450
TomoTherapy *	20,700		57
TranS1 *	1,500		9
Universal Health Services, Cl B	400		20
US Physical Therapy *	900		13
Valeant Pharmaceuticals International *	4,500		116
Varian *	14,976		590
Varian Medical Systems *	7,600		267
VCA Antech *	7,800		208
Vertex Pharmaceuticals *	8,800		314
Viropharma *	12,700		75
Volcano *	2,000		28
Waters *	1,425		73
Watson Pharmaceuticals *	9,800		330
WellCare Health Plans *	800		15
Zoll Medical *	3,500		68
			29,133
Industrials — 14.2%
AAON	1,500		30
Actuant, Cl A	5,663		69
Acuity Brands	7,334		206
Aecom Technology *	900		29
AGCO *	1,700		49
Aircastle	10,200		75
Airtran Holdings *	2,900		18
Albany International, Cl A	1,900		22
Alexander & Baldwin	2,539		60
Allegiant Travel, Cl A *	6,560		260
Alliant Techsystems *	788		65
American Commercial Lines *	725		11
American Science & Engineering	400		27
American Superconductor *	2,200		58
Ametek	6,450		223
Ampco-Pittsburgh	8,000		188
AMR *	4,000		16
AO Smith	9,200		300
Apogee Enterprises	16,300		201
Arkansas Best	6,900		182
Atlas Air Worldwide Holdings *	800		18
Badger Meter	6,790		278
Baldor Electric	900		21
Barnes Group	1,100		13
BE Aerospace *	1,400		20
Beacon Roofing Supply *	25,150		364
Belden	1,000		17
Blount International *	3,175		27
Bowne	16,121		105
Briggs & Stratton	25,100		335
Brink’s	34,585		1,004
Bucyrus International, Cl A	7,800		223
C.H. Robinson Worldwide	2,300		120
Carlisle	600		14
Ceradyne *	2,500		44
Chart Industries *	26,055		474
Clarcor	100		3
CNH Global	3,060		43
Colfax *	7,500		58
Columbus McKinnon *	3,949		50
Con-way	600		21
Copart *	600		21
Corporate Executive Board	700		15
Corrections Corp of America *	16,800		285
Crane	18,100		404
Cummins	9,200		324
Curtiss-Wright	900		27
Danaos	12,400		40
Delta Air Lines *	18,725		108
Deluxe	30,900		396
Dollar Thrifty Automotive Group *	6,300		88
Donaldson	600		21
Dun & Bradstreet	7,193		584
Dycom Industries *	8,300		92
Eagle Bulk Shipping	11,800		55
EMCOR Group *	20,814		419
EnergySolutions	4,400		41
EnerNOC *	1,300		28
EnerSys *	12,315		224
Ennis	3,200		40
EnPro Industries *	11,900		214
Equifax	9,098		237
ESCO Technologies *	10,910		489
Esterline Technologies *	11,200		303
Evergreen Solar *	4,800		10
Fastenal	5,748		191
Flowserve	1,100		77
Force Protection *	8,700		77
Forward Air	600		13
Foster Wheeler *	10,700		254
FTI Consulting *	10,100		512
Fushi Copperweld *	6,400		53
G&K Services	600		13
Gardner Denver *	16,400		413
GATX	4,700		121
GenCorp *	9,825		19
General Cable *	700		26
Genesee & Wyoming, Cl A *	8,800		233
Geo Group *	5,088		95
GeoEye *	500		12
Goodrich	9,400		470
Gorman-Rupp	1,250		25
Graco	600		13
GrafTech International *	4,600		52
H&E Equipment Services *	3,675		34
Harsco	3,200		91
Heartland Express	600		9
HEICO CORP	7,055		256
Heidrick & Struggles International	700		13
Herman Miller	1,500		23
Hertz Global Holdings *	4,900		39
Hexcel *	1,400		13
HNI	1,400		25
Hubbell, Cl B	21,900		702
Huron Consulting Group *	11,230		519
ICT Group *	2,100		18
IDEX	4,800		118
IHS, Cl A *	13,500		673

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Interline Brands *	1,300	$	18
International Shipholding	5,600		151
ITT	11,400		507
Jacobs Engineering Group *	4,149		175
JB Hunt Transport Services	2,900		89
John Bean Technologies	777		10
Joy Global	1,800		64
Kaman	3,107		52
Kansas City Southern *	30,300		488
KBR	22,300		411
Kelly Services, Cl A	14,000		153
Kennametal	12,000		230
Kirby *	13,804		439
Ladish *	24,909		323
Landstar System	600		22
Layne Christensen *	700		14
Lennox International	2,400		77
Lincoln Electric Holdings	2,905		105
Lindsay	2,000		66
Lydall *	4,500		15
MasTec *	33,550		393
Middleby *	400		18
Mine Safety Appliances	5,500		133
Monster Worldwide *	1,600		19
Moog, Cl A *	2,300		59
MPS Group *	1,600		12
MSC Industrial Direct, Cl A	100		3
Mueller Industries	12,900		268
NACCO Industries, Cl A	400		11
Navigant Consulting *	19,423		251
Navistar International *	8,700		379
NCI Building Systems * (A)	28,000		74
Nordson	300		12
Northwest Pipe *	6,100		212
Old Dominion Freight Line *	1,350		45
Orbital Sciences *	14,300		217
Oshkosh Truck	10,200		148
Pacer International	12,405		28
Pall	21,000		558
Parker Hannifin	5,900		253
Park-Ohio Holdings *	2,900		10
Pentair	7,900		202
Quanex Building Products	1,200		13
Quanta Services *	24,466		566
Resources Connection *	39,512		678
Robert Half International	1,400		33
Rollins	1,100		19
Roper Industries	400		18
RSC Holdings *	1,700		11
Ryder System	29,100		812
School Specialty *	700		14
Seaboard	89		100
Shaw Group *	1,100		30
Skywest	11,800		120
SPX	5,300		260
Standard Register	5,164		17
Steelcase, Cl A	4,600		27
Stericycle *	8,810		454
SYKES Enterprises *	54,337		983
Taser International *	2,400		11
Tecumseh Products, Cl A *	30,800		299
Teledyne Technologies *	13,400		439
Teleflex	2,700		121
Tetra Tech *	14,400		413
Textron	39,400		381
Thomas & Betts *	12,900		372
Timken	8,700		149
Titan Machinery *	3,200		41
TransDigm Group *	9,255		335
Triumph Group	3,900		156
UAL *	35,600		114
Ultralife *	2,500		18
United Rentals *	12,905		84
United Stationers *	6,821		238
Universal Forest Products	2,200		73
URS *	9,600		475
US Airways Group *	58,388		142
USG *	1,100		11
UTI Worldwide *	15,900		181
Valmont Industries	200		14
Vicor	2,300		17
Wabtec	10,137		326
Waste Connections *	8,534		221
Watsco	1,300		64
Watson Wyatt Worldwide, Cl A	1,300		49
WESCO International *	500		12
			30,633
Information Technology — 19.3%
3Com *	46,900		221
Activision Blizzard *	1,500		19
Advanced Analogic Technologies *	14,575		67
Advanced Energy Industries *	1,400		13
Advanced Micro Devices *	7,300		28
Advent Software *	8,395		275
Agilysys	2,800		13
Akamai Technologies *	11,106		213
Alliance Data Systems * (A)	17,555		723
Alliance Semiconductor	31,300		10
Amkor Technology *	8,400		40
Amphenol, Cl A	10,600		335
Analog Devices	9,800		243
Anixter International *	7,500		282
Ansys *	9,900		309
Applied Micro Circuits *	46,725		380
Ariba *	2,700		27
ARM Holdings ADR	94,600		565
Arris Group *	34,300		417
Arrow Electronics *	1,900		40
Art Technology Group *	63,060		240
Atheros Communications *	2,200		42
Atmel *	7,400		28
ATMI *	800		12
Autodesk *	1,000		19
Avnet *	10,000		210
Benchmark Electronics *	19,000		274
BigBand Networks *	2,000		10
Black Box	5,800		194
Blackbaud	1,000		16
Blackboard *	14,235		411
Blue Coat Systems *	1,100		18
BMC Software *	1,700		57
Brightpoint *	12,538		79
Broadridge Financial Solutions	27,800		461
Brocade Communications Systems *	88,600		693

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Cadence Design Systems *	74,535	$	440
Checkpoint Systems *	6,577		103
Ciber *	13,963		43
Ciena *	1,200		12
Cirrus Logic *	9,529		43
Citrix Systems *	4,721		151
Cognex	19,000		268
Cognizant Technology Solutions, Cl A *	1,800		48
Cogo Group *	5,200		31
CommScope *	900		24
Computer Sciences *	9,800		434
Compuware *	1,600		11
Comtech Telecommunications *	4,300		137
Comverge *	25,465		308
Comverse Technology *	74,400		636
Concur Technologies *	10,200		317
Convergys *	27,500		255
Cree *	3,349		98
CSG Systems International *	10,734		142
CTS	62,288		408
Cybersource *	1,100		17
Cymer *	1,901		56
Cypress Semiconductor *	3,500		32
Daktronics	4,000		31
DealerTrack Holdings *	1,000		17
Deltek *	3,200		14
DG FastChannel *	800		15
Diebold	7,075		186
Digital River *	500		18
Diodes *	1,800		28
Dolby Laboratories, Cl A *	12,800		477
DST Systems *	3,100		115
Echelon *	900		8
EchoStar, Cl A *	2,900		46
Electronics for Imaging *	6,290		67
Emulex *	1,900		19
Equinix *	5,200		378
Euronet Worldwide *	1,400		27
F5 Networks *	20,380		705
Factset Research Systems (A)	10,685		533
Fair Isaac	29,500		456
Fidelity National Information Services	400		8
Flir Systems *	9,160		207
Formfactor *	800		14
Forrester Research *	900		22
Gartner *	39,010		595
Genpact *	1,200		14
Global Payments	800		30
GSI Commerce *	77,895		1,110
Harmonic *	2,000		12
Harris Stratex Networks, Cl A *	198		1
Heartland Payment Systems	21,160		203
Hewitt Associates, Cl A *	3,234		96
Hughes Communications *	1,200		27
IAC *	6,050		97
Ikanos Communications *	54,800		88
Informatica *	2,900		50
Ingram Micro, Cl A *	6,642		116
Integral Systems *	6,172		51
InterDigital *	1,300		32
Intermec *	3,801		49
International Rectifier *	1,600		24
Intuit *	4,100		115
Iron Mountain *	17,320		498
Itron *	600		33
Jabil Circuit	47,507		353
Jack Henry & Associates	2,200		46
JDA Software Group *	10,200		153
JDS Uniphase *	2,700		16
Juniper Networks *	10,554		249
Kenexa *	10,700		124
Keynote Systems *	29,000		222
Lam Research *	7,250		188
Lawson Software *	136,446		761
Lender Processing Services	6,850		190
Lexmark International, Cl A *	19,900		315
Limelight Networks *	3,000		13
Linear Technology	5,600		131
LoopNet *	1,700		13
Loral Space & Communications *	800		21
LSI Logic *	87,300		398
Macrovision Solutions *	524		11
Mantech International, Cl A *	900		39
MAXIMUS	1,400		58
Maxwell Technologies *	7,200		100
McAfee *	400		17
Measurement Specialties *	2,900		20
MEMC Electronic Materials *	21,525		383
Mentor Graphics *	2,400		13
Mercury Computer Systems *	28,700		266
Merrimac Industries *	4,200		36
Metavante Technologies *	800		21
Methode Electronics	46,156		324
Micrel	10,900		80
Micros Systems *	800		20
Microsemi *	49,272		680
MicroStrategy, Cl A *	200		10
Microtune *	7,735		18
MKS Instruments *	600		8
Molex	6,000		93
Monolithic Power Systems *	4,628		104
Move *	44,345		96
MSC Software *	2,000		13
MTS Systems	7,719		159
National Semiconductor	2,900		36
NCR *	12,925		153
Netgear *	2,100		30
NetSuite *	1,400		17
NeuStar, Cl A *	1,200		27
NIC	3,700		25
Novatel Wireless *	12,100		109
Novell *	36,500		165
Novellus Systems *	1,600		27
Nuance Communications *	1,500		18
Omniture *	74,979		942
Omnivision Technologies *	1,400		15
ON Semiconductor *	11,400		78
Open Text *	11,825		431
Orckit Communications *	29,500		100
Palm *	1,700		28
Parametric Technology *	1,400		16
Pegasystems	10,710		283
Perfect World ADR *	19,865		568
Plantronics	1,100		21

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Plexus *	1,200	$	25
PMC - Sierra *	132,170		1,052
Polycom *	15,300		310
Power Integrations	500		12
QLogic *	34,865		442
Quest Software *	1,400		20
Radisys *	4,300		39
Radware *	21,000		162
Rambus *	1,900		29
RealNetworks *	11,200		33
Red Hat *	2,400		48
Riverbed Technology *	1,000		23
Rofin-Sinar Technologies *	700		14
S1 *	3,900		27
SAIC *	400		7
Salesforce.com *	800		31
Sapient *	72,973		459
SAVVIS *	1,900		22
Scansource *	3,200		78
Seachange International *	39,200		315
Semtech *	3,100		49
Sigma Designs *	900		14
Silicon Graphics International *	2,400		11
Silicon Laboratories *	3,550		135
SkillSoft ADR *	169,262		1,320
Skyworks Solutions *	55,400		542
Sohu.com *	6,060		381
Solera Holdings *	45,283		1,150
SonicWALL *	2,600		14
Standard Microsystems *	1,200		24
Sun Microsystems *	25,900		239
Supertex *	900		23
Sybase *	3,300		103
Symyx Technologies *	4,703		28
Synaptics * (A)	13,590		525
SYNNEX *	1,918		48
Synopsys *	3,553		69
Syntel	1,400		44
Take-Two Interactive Software	14,700		139
Taleo, Cl A *	3,892		71
Tech Data *	13,500		442
Technitrol	19,700		127
Tekelec *	55,900		941
TeleCommunication Systems, Cl A *	38,975		277
TeleTech Holdings *	18,189		275
Tellabs *	7,100		41
Teradata *	9,200		216
Tessera Technologies *	900		23
THQ *	1,400		10
TIBCO Software *	77,300		554
TiVo *	34,400		361
Total System Services	13,900		186
Trimble Navigation *	5,500		108
Ultimate Software Group *	600		15
Ultratech *	21,400		263
United Online	26,500		172
Utstarcom *	68,200		111
Valueclick *	9,600		101
Varian Semiconductor Equipment Associates *	12,775		306
Veeco Instruments *	5,571		65
Verigy *	12,700		155
Verint Systems *	32,900		339
Viasat *	900		23
Virtusa *	1,600		13
Vishay Intertechnology *	46,900		318
VistaPrint *	10,063		429
Western Digital *	16,300		432
Wright Express *	16,599		423
Zebra Technologies, Cl A *	1,000		24
Zoran *	46,700		509
			41,817
Materials — 5.3%
Airgas	27,470		1,113
AK Steel Holding	12,200		234
Albemarle	13,800		353
Allegheny Technologies	700		25
Alpha Natural Resources *	9,265		243
AM Castle	8,068		98
Aptargroup	2,200		74
Ashland	2,600		73
Ball	300		14
Cabot	5,169		65
Celanese, Ser A	8,500		202
Century Aluminum *	22,200		138
China Green Agriculture *	7,900		64
Commercial Metals	10,369		166
Compass Minerals International	1,100		60
Crown Holdings *	36,300		876
Cytec Industries	19,000		354
Eagle Materials	600		15
Eastman Chemical	11,200		424
Ecolab	9,900		386
FMC	18,117		857
General Steel Holdings *	10,678		42
Greif, Cl A	900		40
H.B. Fuller	10,500		197
Harry Winston Diamond	20,800		124
Headwaters *	25,223		85
Huntsman	10,000		50
Innophos Holdings	2,300		39
Innospec	4,200		45
Koppers Holdings	3,719		98
Lubrizol	9,400		445
Martin Marietta Materials	100		8
Mosaic	500		22
Nalco Holding	13,400		226
Neenah Paper	5,042		44
NewMarket	892		60
Owens-Illinois *	10,300		289
Packaging Corp of America	800		13
Pactiv *	9,400		204
PolyOne *	37,100		101
Reliance Steel & Aluminum	10,000		384
Rock-Tenn, Cl A	1,700		65
Rockwood Holdings *	13,100		192
Royal Gold	900		38
RPM International	1,600		22
Schnitzer Steel Industries, Cl A	2,800		148
Schulman A	21,122		319
Schweitzer-Mauduit International	1,500		41
Scotts Miracle-Gro, Cl A	9,090		319
Sealed Air	700		13
Sensient Technologies	6,800		153

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Sigma-Aldrich	500	$	25
Silgan Holdings	5,510		270
Sims Metal Management ADR	1,435		30
Solutia *	11,500		66
Stillwater Mining *	9,300		53
Temple-Inland	2,300		30
Terra Industries	9,000		218
Texas Industries	500		15
Thompson Creek Metals *	26,950		275
Titanium Metals	6,000		55
United States Steel	1,400		50
Walter Energy	3,600		131
Westlake Chemical	16,725		341
Worthington Industries	8,000		102
WR Grace *	4,500		56
			11,377
Telecommunication Services — 1.5%
Alaska Communications Systems Group	18,870		138
American Tower, Cl A *	1,015		32
CenturyTel	3,100		95
Cincinnati Bell *	4,400		12
Cogent Communications Group *	22,090		180
Consolidated Communications Holdings	1,000		12
Embarq	11,700		492
General Communication, Cl A *	5,600		39
Global Crossing *	1,400		13
Iowa Telecommunications Services	8,015		100
Leap Wireless International *	700		23
Neutral Tandem *	13,178		389
NII Holdings *	27,400		523
PAETEC Holding *	6,400		17
Price Communication *	3,800		—
SBA Communications, Cl A *	42,825		1,051
tw telecom , Cl A *	13,390		138
USA Mobility	2,700		34
			3,288
Utilities — 4.4%
AGL Resources	2,600		83
Allegheny Energy	10,400		267
Alliant Energy	13,200		345
American Water Works	12,200		233
Black Hills	3,085		71
California Water Service Group	900		33
Centerpoint Energy	36,200		401
CH Energy Group	1,800		84
Chesapeake Utilities	400		13
Cleco	13,000		291
CMS Energy	77,400		935
Connecticut Water Service	500		11
Consolidated Water	1,200		19
DPL	12,300		285
El Paso Electric *	4,700		66
Empire District Electric	8,731		144
Energen	2,800		112
Equities	10,754		375
Great Plains Energy	1,600		25
Hawaiian Electric Industries	17,500		334
ITC Holdings	1,000		45
Laclede Group	2,575		85
MDU Resources Group	5,300		101
MGE Energy	700		23
Mirant *	19,400		305
National Fuel Gas	2,400		87
New Jersey Resources	750		28
NiSource	30,600		357
Northeast Utilities	19,500		435
Northwest Natural Gas	400		18
NorthWestern	27,225		620
NSTAR	300		10
NV Energy	2,100		23
Oneok	600		18
Ormat Technologies	8,700		351
Pepco Holdings	12,500		168
Piedmont Natural Gas	4,300		104
Pinnacle West Capital	7,800		235
PNM Resources	1,700		18
Portland General Electric	14,370		280
PPL	1,900		63
Questar	3,100		96
RRI Energy *	48,438		243
SCANA	4,800		156
Sempra Energy	1,600		79
Southern Union	34,500		634
Southwest Water	2,600		14
TECO Energy	1,800		21
UGI	8,400		214
UIL Holdings	700		16
Unisource Energy	4,800		127
Westar Energy	14,600		274
WGL Holdings	600		19
Wisconsin Energy	1,900		77
			9,471
Total Common Stock (Cost $214,522) ($ Thousands)			206,162
AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, L.P.,
0.690% **††(B)	2,461,439		2,277
Total Affiliated Partnership (Cost $2,461) ($ Thousands)			2,277
CLOSED-END FUND — 0.0%
Kayne Anderson Energy Development	800		11
Total Closed-End Fund (Cost $9) ($ Thousands)			11
	Number of Warrants
WARRANTS — 0.0%
Washington Mutual Expires 01/03/03*	85,900		1
Total Warrants (Cost $18) ($ Thousands)			1

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 4.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		9,662,477	$	9,662
Total Cash Equivalent (Cost $9,662) ($ Thousands)				9,662
U.S. TREASURY OBLIGATION — 0.5%
U.S. Treasury Bills
0.258%, 12/03/09 (C) (D)	$	1,100		1,099
Total U.S. Treasury Obligation (Cost $1,099) ($ Thousands)				1,099
Total Investments — 101.3% (Cost $227,771) ($ Thousands) @			$	219,212

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	99	Sep-2009	$	(142	)
S&P Mid 400 Index E-MINI	74	Sep-2009		(117	)
			$	(259	)

Percentages are based on Net Assets of $216,376 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $2,393 ($ Thousands).

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $2,277 ($ Thousands).

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

(D) The rate reported is the effective yield at the time of purchase.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $227,771 ($ Thousands), and the unrealized appreciation and depreciation were $23,182 ($ Thousands) and ($31,741) ($ Thousands), respectively.

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	206,162		$	—	$	—	$	206,162
Affiliated Partnership		—			2,277		—		2,277
Closed-End Fund		11			—		—		11
Warrant		1			—		—		1
U.S. Treasury Obligation		—			1,099		—		1,099
Cash Equivalent		9,662			—		—		9,662
Total Investments in Securities	$	215,836		$	3,376	$	—	$	219,212
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(259	)	$	—	$	—	$	(259	)

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.

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 84.2%
Consumer Discretionary — 10.3%
Aaron Rents	3,374	$	101
Abercrombie & Fitch, Cl A	1,150		29
Advance Auto Parts	3,815		158
Aeropostale *	600		21
American Eagle Outfitters	10,400		147
Ameristar Casinos	6,200		118
AnnTaylor Stores *	4,150		33
Asbury Automotive Group	6,900		71
ATC Technology *	3,800		55
Autonation *	2,568		45
Bally Technologies *	3,900		117
Barnes & Noble	1,325		27
Bed Bath & Beyond *	1,155		36
Big Lots *	1,900		40
Brown Shoe	9,039		65
Buckle	1,875		60
Callaway Golf	10,660		54
Career Education *	5,498		137
Carter’s *	5,783		142
Cato, Cl A	13,911		243
CEC Entertainment *	8,905		263
Centex	22,975		194
Charlotte Russe Holding *	7,170		92
Childrens Place Retail Stores *	808		21
Chipotle Mexican Grill, Cl A *	225		18
Christopher & Banks	7,025		47
Cinemark Holdings	18,824		213
CKE Restaurants	1,159		10
Cooper Tire & Rubber	10,014		99
Corinthian Colleges *	1,450		25
Cracker Barrel Old Country Store	6,085		170
CSS Industries	200		4
Deckers Outdoor *	215		15
DeVry	755		38
Dick’s Sporting Goods *	8,200		141
DineEquity	1,500		47
Discovery Communications, Cl A *	514		12
DISH Network, Cl A *	1,000		16
Dollar Tree *	2,370		100
Domino’s Pizza *	3,521		26
Dorman Products *	400		6
DR Horton	14,315		134
DreamWorks Animation SKG, Cl A *	5,130		142
DSW, Cl A *	11,500		113
Eastman Kodak	4,650		14
Entercom Communications	8,484		13
Exide Technologies *	11,300		42
Family Dollar Stores	1,100		31
Federal Mogul, Cl A *	5,800		55
Foot Locker	23,478		246
Fossil *	1,097		26
Fred’s, Cl A	825		10
Fuqi International *	1,197		25
Gannett	20,733		74
Gildan Activewear *	6,250		93
Group 1 Automotive	819		21
H&R Block	4,059		70
Hasbro	1,388		34
hhgregg *	3,800		58
Hillenbrand	945		16
Iconix Brand Group *	2,500		38
Insight Enterprises *	3,909		38
Isle of Capri Casinos *	1,500		20
ITT Educational Services *	930		94
J Crew Group *	2,275		61
Jackson Hewitt Tax Service	2,050		13
Jo-Ann Stores *	3,855		80
Jones Apparel Group	12,681		136
Liberty Media - Interactive, Cl A *	10,800		54
Limited Brands	4,276		51
Live Nation *	6,085		30
M/I Homes	5,200		51
McGraw-Hill	1,839		55
MDC Holdings	2,196		66
MGM Mirage *	9,563		61
National CineMedia	563		8
National Presto Industries	180		14
NetFlix *	3,000		124
Nutri/System	1,525		22
NVR *	170		85
O’Charleys	3,670		34
OfficeMax	16,600		104
O’Reilly Automotive *	614		23
Papa John’s International *	1,633		40
Penn National Gaming *	4,150		121
Phillips-Van Heusen	2,265		65
Polaris Industries	923		30
Pulte Homes	6,516		58
RadioShack	3,625		51
RCN *	13,435		80
Regis	9,750		170
Rent-A-Center *	9,486		169
Retail Ventures *	37,788		82
Ross Stores	4,579		177
Ryland Group	4,886		82
Shutterfly *	12,383		173
Skechers U.S.A., Cl A *	2,632		26
Sonic Automotive, Cl A	4,200		43
Sotheby’s	1,855		26
Spartan Motors	10,688		121
Stage Stores	8,932		99
Stamps.com *	2,195		19
Standard-Pacific *	19,926		40
Stanley Works	1,250		42
Starwood Hotels & Resorts Worldwide	4,498		100
Stein Mart *	2,161		19
Strayer Education	410		89
Systemax *	1,160		14
Tempur-Pedic International	4,300		56
Thunderbird Resorts PIPE * (A) (B) (F)	15,300		21
Thunderbird Resorts PIPE * (A) (B)	1,700		2
Tractor Supply *	3,260		135
Universal Electronics *	565		11
WABCO Holdings	1,042		18
Warnaco Group *	885		29
Warner Music Group *	10,325		60
Williams-Sonoma	3,325		39
WMS Industries *	4,094		129
Wyndham Worldwide	4,400		53
			8,224
Consumer Staples — 3.0%
Andersons	800		24

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Avon Products	3,010	$	78
Cal-Maine Foods	445		11
Casey’s General Stores	1,725		44
Central Garden and Pet, Cl A *	6,831		67
Chiquita Brands International *	6,193		64
Coca-Cola Bottling Consolidated	400		22
Coca-Cola Enterprises	3,161		53
Constellation Brands, Cl A *	4,293		54
Cosan SA Industria e Comercio (Brazil) *	16,700		122
Darling International *	2,800		18
Dean Foods *	14,216		273
Del Monte Foods	16,415		154
Energizer Holdings *	6		0
Flowers Foods	7,675		168
Genting Plantation (Malaysia)	57,000		89
Hansen Natural *	2,378		73
Herbalife	375		12
HQ Sustainable Maritime Industries *	1,200		11
J&J Snack Foods	1,132		41
Lance	6,000		139
Lorillard	2,447		166
Nash Finch	1,132		31
NBTY *	4,750		134
Nu Skin Enterprises, Cl A	3,642		56
Pantry *	6,332		105
Prestige Brands Holdings *	7,978		49
Ralcorp Holdings *	1,269		77
Smithfield Foods *	1,950		27
Spartan Stores	192		2
Vector Group	4,404		63
Viterra, Cl Common Subscription Recei *	10,000		87
Weis Markets	1,818		61
Zhongpin *	3,200		33
			2,408
Energy — 3.8%
BJ Services	2,720		37
BPZ Energy PIPE *	9,600		47
BPZ Resources *	15,300		75
Cameron International *	3,974		112
Carrizo Oil & Gas *	3,986		68
Cimarex Energy	3,800		108
Comstock Resources *	2,012		66
Contango Oil & Gas *	500		21
Continental Resources *	2,400		67
CVR Energy *	12,556		92
Denbury Resources *	3,845		57
Dresser-Rand Group *	8,454		221
Encore Acquisition *	3,603		111
ENSCO International	1,871		65
EXCO Resources *	3,850		50
Exterran Holdings *	3,525		57
Foundation Coal Holdings	1,010		28
Frontier Oil	5,130		67
Gulfport Energy *	900		6
Hornbeck Offshore Services *	3,911		84
Infinity Bio-Energy *	75,407		1
Key Energy Services *	13,702		79
Mahalo Energy *	77,500		—
Matrix Service *	4,300		49
Murphy Oil	1,655		90
Oceaneering International *	1,185		54
Oilsands Quest *	113,100		109
Oilsands Quest PIPE *	3,500		3
PetroHawk Energy *	1,345		30
Pioneer Drilling *	732		3
Plains Exploration & Production *	480		13
Pride International *	2,639		66
Rentech *	59,000		34
Rosetta Resources *	7,500		66
Superior Energy Services *	1,320		23
T-3 Energy Services, Cl 3 *	3,858		46
Tesoro	6,060		77
Tidewater	1,325		57
Uranium Participation (Canada) *	6,100		39
Venoco *	9,600		74
W&T Offshore	15,940		155
Western Refining	9,909		70
Westmoreland Coal *	1,100		9
Whiting Petroleum *	3,155		111
Willbros Group *	5,211		65
Williams	1,635		26
World Fuel Services	7,087		292
			3,080
Financials — 16.7%
Advance America Cash Advance Centers	15,309		68
Affiliated Managers Group *	600		35
Agree Realty †	1,300		24
Alexander’s †	247		67
Alexandria Real Estate Equities †	1,219		44
Allied World Assurance Holdings	1,700		69
AMBAC Financial Group	5,251		5
American Campus Communities †	9,860		219
American Financial Group	15,693		339
Ameriprise Financial	2,266		55
Amerisafe *	2,300		36
Annaly Capital Management †	929		14
Anworth Mortgage Asset †	66,162		477
Arch Capital Group *	4,080		239
Aspen Insurance Holdings	4,850		108
Associated Banc-Corp	2,478		31
Assured Guaranty	6,638		82
Astoria Financial	1,600		14
Axis Capital Holdings	4,100		107
Bancorpsouth	3,501		72
Bank Mutual	2,875		25
Bank of Hawaii	1,819		65
Bank of the Ozarks	3,100		67
BioMed Realty Trust †	1,200		12
BlackRock	142		25
BlackRock Kelso Capital	1,900		12
Brasil Brokers Participacoes	92,400		133
Calamos Asset Management, Cl A	3,274		46
Camden National	698		24
Capitol Federal Financial	1,963		75
Capstead Mortgage †	14,955		190
Cardinal Financial	11,500		90
Central Pacific Financial	7,457		28
Chemical Financial	1,600		32
Cincinnati Financial	925		21
CIT Group	8,300		18
CNA Surety *	4,039		54
Cogdell Spencer †	25,500		109

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Colonial Properties Trust †	4,200	$	31
Columbia Banking System	2,929		30
Cullen/Frost Bankers	1,718		79
CVB Financial	4,120		25
Delphi Financial Group, Cl A	5,396		105
Developers Diversified Realty †	12,454		61
Digital Realty Trust †	2,260		81
Dollar Financial *	10,200		141
Duff & Phelps	6,800		121
DuPont Fabros Technology †	7,300		69
Eaton Vance	3,250		87
eHealth *	2,745		48
EMC Insurance Group	1,325		28
Employers Holdings	1,550		21
Endurance Specialty Holdings	2,012		59
Equity Lifestyle Properties †	3,321		123
Equity One †	2,125		28
Extra Space Storage †	14,507		121
Ezcorp, Cl A *	2,960		32
FCStone Group *	4,620		18
Federated Investors, Cl B	3,814		92
FelCor Lodging Trust †	3,652		9
Fidelity National Financial, Cl A	6,008		81
Financial Federal	3,880		80
First Bancorp	600		9
First Cash Financial Services *	3,204		56
First Commonwealth Financial	7,383		47
First Community Bancshares	600		8
First Financial Bancorp	15,053		113
First Horizon National	13,923		167
First Mercury Financial	797		11
First Midwest Bancorp	5,217		38
First Niagara Financial Group	1,875		21
First Potomac Realty Trust †	10,912		106
FirstMerit	5,595		95
Flagstone Reinsurance Holdings	2,300		24
Flushing Financial	780		7
FNB (Pennsylvania)	3,015		19
Forest City Enterprises, Cl A	4,300		28
Forestar Group *	2,930		35
General Shopping Brasil (Brazil) *	35,900		70
Genworth Financial, Cl A	2,600		18
Getty Realty †	6,439		122
GFI Group	5,275		36
Gluskin Sheff + Associates (Canada)	4,500		62
Great Southern Bancorp	1,456		30
Grubb & Ellis	115,000		92
Hallmark Financial Services *	1,080		8
Hancock Holding	4,547		148
Hanover Insurance Group	6,620		252
Hatteras Financial †	5,750		164
Health Care †	4,369		149
Home Bancshares	1,500		29
Hospitality Properties Trust †	6,600		78
HRPT Properties Trust †	16,892		69
Hudson City Bancorp	4,853		65
Huntington Bancshares	5,511		23
IBERIABANK	990		39
Infinity Property & Casualty	1,250		46
Inland Real Estate †	9,425		66
Interactive Brokers Group, Cl A *	3,900		61
Investment Technology Group *	7,407		151
Investors Real Estate Trust †	13,000		116
Kansas City Life Insurance	2,600		70
KBW *	2,251		65
Kilroy Realty †	1,350		28
Knight Capital Group, Cl A *	16,116		275
LTC Properties †	1,715		35
M&T Bank	880		45
Mack-Cali Realty †	3,300		75
Meadowbrook Insurance Group	11,831		77
Medallion Financial	1,200		9
MFA Financial †	55,506		384
MGIC Investment	5,597		25
MSCI, Cl A *	1,295		32
National Financial Partners	10,800		79
National Health Investors †	1,177		31
National Penn Bancshares	5,936		27
National Retail Properties †	4,439		77
Nationwide Health Properties †	10,266		264
Navigators Group *	1,397		62
Nelnet, Cl A *	8,300		113
New York Community Bancorp	4,865		52
NewAlliance Bancshares	2,750		32
NorthStar Realty Finance †	6,370		18
NYSE Euronext	750		20
OceanFirst Financial	600		7
Old National Bancorp	1,660		16
Omega Healthcare Investors †	5,375		83
Oppenheimer Holdings, Cl A	1,800		38
optionsXpress Holdings	5,755		89
PacWest Bancorp	1,868		25
Penson Worldwide *	13,376		120
People’s United Financial	1,445		22
Platinum Underwriters Holdings	4,364		125
Plum Creek Timber †	625		19
Prospect Capital	16,100		148
Prosperity Bancshares	5,302		158
Protective Life	8,875		102
PS Business Parks †	1,596		77
Pzena Investment Management, Cl A	1,600		12
Rayonier †	1,016		37
Realty Income †	7,262		159
Reinsurance Group of America, Cl A	1,099		38
Republic Bancorp, Cl A	300		7
RLI	675		30
S&T Bancorp	1,835		22
Sanders Morris Harris Group	1,500		8
Santander BanCorp	1,200		8
SeaBright Insurance Holdings *	1,450		15
Selective Insurance Group	3,200		41
Senior Housing Properties Trust †	5,907		96
SL Green Realty †	1,225		28
Smithtown Bancorp	400		5
Southside Bancshares	982		22
Sovran Self Storage †	1,500		37
St. Joe *	1,600		42
StanCorp Financial Group	3,112		89
Sterling Bancshares	9,362		59
Strategic Hotels & Resorts †	15,092		17
Sun Communities †	4,900		68
Sunstone Hotel Investors †	14,952		80
Susquehanna Bancshares	7,600		37
SWS Group	4,020		56
TCF Financial	5,600		75

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
TD Ameritrade Holding *	4,250	$	75
Titanium Asset Management * (A) (B)	15,400		71
Tompkins Financial, Cl US	1,000		48
Torchmark	1,891		70
Tower Group	1,825		45
Transatlantic Holdings	4,943		214
Tree.com *	72		1
Trustco Bank NY	17,555		104
Trustmark	3,330		64
UMB Financial	927		35
Umpqua Holdings	1,655		13
United Community Banks	2,885		17
Unitrin	1,725		21
Unum Group	3,676		58
Uranium Participation *	12,800		82
Value Creation * (A) (B)	9,600		40
Waddell & Reed Financial, Cl A	3,180		84
Washington Federal	8,435		110
Washington Real Estate Investment Trust †	1,284		29
Webster Financial	7,428		60
WesBanco	1,800		26
Westamerica Bancorporation	650		32
Western Alliance Bancorp *	18,064		124
Whitney Holding	8,010		73
Wilmington Trust	1,260		17
Wintrust Financial	1,980		32
World Acceptance *	15,345		306
WSFS Financial	600		16
Zenith National Insurance	850		18
Zions Bancorporation	9,499		110
			13,386
Health Care — 10.7%
Adolor *	2,700		5
Affymax *	600		11
Albany Molecular Research *	2,050		17
Alexion Pharmaceuticals *	700		29
Amedisys *	815		27
American Medical Systems Holdings *	12,061		191
AMERIGROUP *	2,644		71
AmerisourceBergen	2,082		37
Amsurg *	12,375		265
Amylin Pharmaceuticals *	4,300		58
Analogic	390		14
Angiodynamics *	1,415		19
Arena Pharmaceuticals *	35,000		175
Arqule *	12,271		75
Assisted Living Concepts, Cl A *	118		2
Beckman Coulter	1,800		103
Biogen Idec *	1,475		67
Bruker BioSciences *	3,350		31
Catalyst Health Solutions *	416		10
Celldex Therapeutics *	800		6
Centene *	7,500		150
Cephalon *	985		56
Charles River Laboratories International *	1,915		65
Chemed	1,645		65
Community Health Systems *	4,314		109
Cooper	990		24
Corvel *	375		9
Covance *	2,510		123
Coventry Health Care *	6,034		113
Cubist Pharmaceuticals *	2,000		37
Cyberonics *	745		12
Dentsply International	1,485		45
Dionex *	782		48
Emergency Medical Services, Cl A *	300		11
Endo Pharmaceuticals Holdings *	10,318		185
Enzo Biochem *	2,715		12
eResearchTechnology *	5,855		36
ev3 *	4,943		53
Forest Laboratories *	4,653		117
Gen-Probe *	3,360		144
Genzyme *	745		41
GTx *	2,800		26
Health Management Associates, Cl A *	20,807		103
Health Net *	4,690		73
Hill-Rom Holdings	2,610		42
Hologic *	3,656		52
ICU Medical *	800		33
Idexx Laboratories *	1,965		91
Illumina *	435		17
Immucor *	3,315		46
Immunomedics *	14,670		37
Incyte *	35,900		118
Inspire Pharmaceuticals *	6,223		35
InterMune *	2,900		44
Intuitive Surgical *	335		55
inVentiv Health *	5,885		80
Isis Pharmaceuticals *	6,506		107
Kendle International *	1,185		14
Kensey Nash *	1,703		45
Kinetic Concepts *	3,600		98
King Pharmaceuticals *	40,836		393
Laboratory Corp of America Holdings *	1,710		116
LHC Group *	8,155		181
Life Technologies *	715		30
LifePoint Hospitals *	4,408		116
Lincare Holdings *	2,995		70
Magellan Health Services *	1,626		53
Martek Biosciences	7,468		158
Maxygen *	11,629		78
Medcath *	300		4
Medicines *	17,700		148
Mednax *	4,545		191
Meridian Bioscience	2,770		63
Merit Medical Systems *	1,095		18
Mettler Toledo International *	1,500		116
Millipore *	800		56
Myriad Genetics *	1,084		39
Myriad Pharmaceuticals *	79		0
Nighthawk Radiology Holdings *	1,700		6
Noven Pharmaceuticals *	1,425		20
NPS Pharmaceuticals *	8,810		41
Odyssey HealthCare *	13,602		140
Omnicare	4,500		116
Onyx Pharmaceuticals *	300		8
OSI Pharmaceuticals *	3,371		95
Owens & Minor	675		30
Palomar Medical Technologies *	940		14
Par Pharmaceutical *	10,682		162

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Parexel International *	1,185	$	17
PDL BioPharma	1,808		14
PerkinElmer	5,378		94
Pharmaceutical Product
Development	6,597		153
Providence Service *	2,000		22
Questcor Pharmaceuticals *	8,903		45
Quidel *	10,000		146
Regeneron Pharmaceuticals *	2,800		50
Res-Care *	9,400		134
ResMed *	3,838		156
Rigel Pharmaceuticals *	17,900		217
Sepracor *	10,809		187
Sirona Dental Systems *	2,400		48
Somanetics *	2,190		36
Symmetry Medical *	8,171		76
Techne	1,945		124
Triple-S Management, Cl B *	300		5
Universal Health Services, Cl B	3,645		178
Valeant Pharmaceuticals International *	910		23
Vertex Pharmaceuticals *	450		16
Viropharma *	7,170		43
Warner Chilcott, Cl A *	6,200		82
Waters *	2,835		146
Watson Pharmaceuticals *	8,664		292
Zoll Medical *	730		14
			8,564
Industrials — 11.7%
AAON	3,100		62
Actuant, Cl A	7,076		86
Acuity Brands	2,177		61
Aircastle	14,990		110
Alexander & Baldwin	1,090		26
Allen-Vanguard *	190,000		20
Alliant Techsystems *	1,523		125
Altra Holdings *	3,300		25
American Reprographics *	8,812		73
American Science & Engineering	175		12
Ameron International	2,618		175
Ampco-Pittsburgh	500		12
AO Smith	2,780		91
Apogee Enterprises	4,700		58
Applied Industrial Technologies	7,000		138
Applied Signal Technology	1,100		28
Arkansas Best	925		24
Atlas Air Worldwide Holdings *	800		19
BE Aerospace *	7,473		107
Belden	3,809		64
Blount International *	1,370		12
Brady, Cl A	2,521		63
Briggs & Stratton	8,825		118
Brink’s	900		26
C.H. Robinson Worldwide	995		52
Carlisle	5,613		135
CBIZ *	7,316		52
Ceradyne *	6,305		111
Chart Industries *	2,376		43
Cintas	2,743		63
CIRCOR International	4,000		94
Columbus McKinnon *	1,715		22
Comfort Systems USA	900		9
Consolidated Graphics *	3,369		59
Continental Airlines, Cl B *	8,193		73
CRA International *	6,367		177
Crane	7,706		172
Cubic	6,391		229
Delta Air Lines *	9,480		55
Deluxe	8,130		104
Dollar Thrifty Automotive Group *	5,762		80
Dover	1,877		62
Dun & Bradstreet	2,877		234
Dycom Industries *	24,674		273
DynCorp International, Cl A *	9,642		162
EMCOR Group *	15,752		317
EnerSys *	1,600		29
Ennis	1,410		18
EnPro Industries *	3,100		56
Equifax	3,950		103
ESCO Technologies *	895		40
Fastenal	2,453		81
Federal Signal	5,600		43
Flowserve	1,081		75
Fluor	1,066		55
Force Protection *	16,975		150
G&K Services	2,473		52
Gardner Denver *	4,180		105
GATX	840		22
Genco Shipping & Trading	1,300		28
GenCorp *	4,250		8
Geo Group *	2,230		41
GeoEye *	4,300		101
Granite Construction	1,411		47
GT Solar International *	9,900		53
H&E Equipment Services *	20,410		191
Harbin Electric *	1,397		22
Harsco	3,700		105
Hawaiian Holdings *	3,500		21
Hexcel *	13,920		133
Hubbell, Cl B	1,833		59
Interline Brands *	4,848		66
International Shipholding	1,732		47
Jacobs Engineering Group *	1,765		74
JB Hunt Transport Services	3,479		106
Joy Global	2,304		82
Kaman	1,345		22
Kansas City Southern *	4,485		72
KBR	900		17
Kirby *	6,450		205
Knoll	1,400		11
LaBarge *	900		8
Ladish *	1,015		13
Lincoln Electric Holdings	1,005		36
Lydall *	1,920		7
M&F Worldwide *	3,500		70
Manitowoc	9,711		51
Manpower	2,668		113
Marten Transport *	1,000		21
MasTec *	6,700		79
Michael Baker *	2,000		85
Mine Safety Appliances	2,180		53
Mueller Industries	3,682		77
Mueller Water Products, Cl A	25,410		95
NCI Building Systems *	12,050		32
Old Dominion Freight Line *	2,321		78
Oshkosh Truck	8,626		125
Pacer International	5,374		12

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Pall	8,481	$	225
Powell Industries *	1,600		59
Regal-Beloit	1,060		42
Republic Airways Holdings *	9,600		63
Robbins & Myers	3,850		74
RR Donnelley & Sons	4,125		48
RSC Holdings *	16,300		110
Ryder System	3,367		94
Shaw Group *	3,959		108
Skywest	5,651		58
Standard Register	2,250		7
TAL International Group	11,900		130
Teleflex	282		13
Terex *	10,300		124
Textainer Group Holdings	10,700		123
Thomas & Betts *	3,000		87
Timken	2,924		50
Titan Machinery *	1,400		18
Toro	635		19
Tredegar	600		8
UAL *	12,425		40
Ultralife *	3,000		21
United Rentals *	1,900		12
United Stationers *	903		31
URS *	1,200		59
US Airways Group *	25,195		61
Wabtec	3,600		116
Waste Connections *	2,165		56
Waste Services *	2,900		15
WESCO International *	5,475		137
			9,416
Information Technology — 15.3%
3Com *	20,935		99
Acxiom	14,780		131
ADC Telecommunications *	32,861		262
Advanced Analogic Technologies *	4,830		22
Advanced Energy Industries *	8,270		74
Akamai Technologies *	8,070		155
Amkor Technology *	3,650		17
Ansys *	3,150		98
Applied Micro Circuits *	13,800		112
Ariba *	17,300		170
Arris Group *	24,727		301
Arrow Electronics *	16,165		343
Art Technology Group *	9,262		35
Atmel *	14,274		53
Avnet *	9,087		191
Avocent *	2,400		34
Benchmark Electronics *	11,029		159
BigBand Networks *	3,300		17
BMC Software *	2,086		70
Brightpoint *	25,772		162
Broadridge Financial Solutions	9,750		162
Brocade Communications Systems *	18,900		148
Checkpoint Systems *	2,350		37
Ciber *	5,966		18
Cirrus Logic *	4,120		19
Citrix Systems *	1,630		52
Cognex	1,700		24
Cogo Group *	2,250		13
CommScope *	5,697		150
Computer Sciences *	1,725		76
Comtech Telecommunications *	1,133		36
Convergys *	2,900		27
CPI International *	600		5
Cree *	905		27
CSG Systems International *	12,727		169
CTS	4,725		31
Cymer *	585		17
Cypress Semiconductor *	12,067		111
Daktronics	1,750		13
Diebold	4,972		131
Diodes *	10,332		162
Dolby Laboratories, Cl A *	1,410		53
DSP Group *	25,365		171
DST Systems *	1,135		42
Earthlink *	4,700		35
EFJ *	34,000		22
Electronics for Imaging *	4,931		53
Emulex *	12,500		122
Entegris *	14,557		40
Fair Isaac	2,691		42
Fidelity National Information Services	1,824		36
Fiserv *	828		38
Flir Systems *	2,915		66
Harris	1,000		28
Harris Stratex Networks, Cl A *	4,427		29
Heartland Payment Systems	9,130		87
Hewitt Associates, Cl A *	2,375		71
i2 Technologies *	3,400		43
IAC *	6,502		104
Imation	16,600		126
Ingram Micro, Cl A *	15,175		266
Integral Systems *	5,785		48
Integrated Device Technology *	45,723		276
InterDigital *	800		20
Intermec *	1,160		15
Intersil, Cl A	700		9
Intuit *	1,765		50
j2 Global Communications *	2,100		47
Jabil Circuit	31,089		231
JDA Software Group *	11,800		177
JDS Uniphase *	10,856		62
Juniper Networks *	1,445		34
Kenexa *	3,900		45
Knot *	17,600		139
Lam Research *	3,125		81
Lexmark International, Cl A *	6,215		99
Linear Technology	2,445		57
Lionbridge Technologies *	1,173		2
LSI Logic *	6,550		30
Mantech International, Cl A *	3,300		142
MAXIMUS	2,500		103
MEMC Electronic Materials *	700		12
Metavante Technologies *	1,700		44
Methode Electronics	6,325		44
Micrel	1,675		12
Microsemi *	3,485		48
MicroStrategy, Cl A *	1,396		70
Microtune *	15,167		35
MIPS Technologies *	18,538		56
MKS Instruments *	5,204		69
Monolithic Power Systems *	2,000		45
Move *	17,260		37
MTS Systems	800		17

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Multi-Fineline Electronix *	4,400	$	94
National Semiconductor	1,250		16
NCR *	8,200		97
Net 1 UEPS Technologies *	4,500		61
NetApp *	4,234		83
Netgear *	8,500		122
Netscout Systems *	16,196		152
Novatel Wireless *	17,725		160
Novell *	4,300		19
OSI Systems *	9,650		201
Parametric Technology *	10,367		121
Park Electrochemical	5,500		118
Parkervision *	18,800		58
Pegasystems	3,351		88
Plexus *	4,970		102
Progress Software *	1,573		33
QLogic *	9,866		125
S1 *	6,800		47
SAIC *	9,680		180
Scansource *	1,375		34
Seachange International *	15,500		124
Semtech *	3,400		54
Silicon Laboratories *	1,295		49
Skyworks Solutions *	9,300		91
Sohu.com *	1,365		86
SRA International, Cl A *	7,000		123
Sybase *	8,229		258
Symyx Technologies *	1,895		11
SYNNEX *	6,421		160
Synopsys *	6,423		125
Take-Two Interactive Software	5,675		54
Taleo, Cl A *	1,713		31
Tech Data *	2,725		89
TeleCommunication Systems, Cl A *	3,400		24
Tellabs *	30,391		174
Teradata *	5,441		127
Tessera Technologies *	4,750		120
TIBCO Software *	15,386		110
TNS *	1,400		26
Trimble Navigation *	7,250		142
TTM Technologies *	13,200		105
United Online	12,100		79
Valueclick *	11,300		119
Varian Semiconductor Equipment Associates *	1,835		44
Veeco Instruments *	1,435		17
VeriSign *	3,137		58
Vishay Intertechnology *	9,700		66
Western Digital *	3,207		85
Wright Express *	3,200		82
Zebra Technologies, Cl A *	5,700		135
			12,242
Materials — 6.6%
AEP Industries *	1,371		36
Airgas	3,507		142
AK Steel Holding	5,300		102
Albemarle	4,067		104
Allied Nevada Gold *	3,400		27
Alpha Natural Resources *	3,657		96
AM Castle	3,491		42
AMCOL International	3,850		83
Aptargroup	3,850		130
Ashland	2,900		81
Ball	700		32
Bemis	3,322		84
Bway Holding *	2,400		42
Cabot	1,865		23
Carpenter Technology	4,750		99
Celanese, Ser A	8,875		211
Century Aluminum *	5,350		33
CF Industries Holdings	2,058		153
Clearwater Paper *	2,800		71
Cliffs Natural Resources	2,210		54
Commercial Metals	4,118		66
Crown Holdings *	9,011		218
Domtar *	1		0
FMC	1,700		80
General Steel Holdings *	4,624		18
Glatfelter	5,400		48
Greif, Cl A	2,425		107
H.B. Fuller	3,950		74
Headwaters *	10,846		36
Huntsman	10,432		52
ICO *	1,680		5
Innophos Holdings	7,901		133
Innospec	1,820		20
Intrepid Potash *	2,351		66
Jaguar Mining *	12,500		95
Koppers Holdings	1,638		43
LSB Industries *	2,081		34
Lubrizol	2,000		95
Myers Industries	6,800		57
Nalco Holding	10,900		184
Neenah Paper	1,065		9
New Gold *	47,000		125
NewMarket	800		54
OM Group *	2,279		66
Omnova Solutions *	8,565		28
Pactiv *	5,200		113
Reliance Steel & Aluminum	2,695		103
Rock-Tenn, Cl A	5,572		213
Rockwood Holdings *	8,350		122
Schnitzer Steel Industries, Cl A	1,075		57
Schulman A	5,092		77
Scotts Miracle-Gro, Cl A	2,200		77
Sealed Air	2,800		52
Sensient Technologies	1,900		43
Silgan Holdings	3,388		166
Silvercorp Metals *	36,500		128
Solutia *	13,923		80
Sonoco Products	4,323		104
Spartech	1,500		14
Steel Dynamics	8,781		129
Stillwater Mining *	2,900		17
Terra Industries	3,251		79
Titanium Metals	2,585		24
United States Steel	2,388		85
Universal Stainless & Alloy *	9,000		146
Walter Energy	775		28
Worthington Industries	3,450		44
WR Grace *	1,950		24
			5,283
Telecommunication Services — 1.1%
Alaska Communications Systems Group	8,160		60

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
CenturyTel		3,171	$	97
Cincinnati Bell *		25,414		72
Embarq		671		28
Global Crossing *		3,200		29
Iowa Telecommunications Services		1,850		23
iPCS *		2,500		38
Neutral Tandem *		1,189		35
NTELOS Holdings		4,985		92
PAETEC Holding *		8,289		22
Qwest Communications International		16,095		67
SBA Communications, Cl A *		550		14
Syniverse Holdings *		9,726		156
tw telecom , Cl A *		4,680		48
US Cellular *		1,535		59
USA Mobility		5,700		73
				913
Utilities — 5.0%
AES *		9,300		108
AGL Resources		2,755		88
Alliant Energy		3,054		80
Atmos Energy		3,670		92
Black Hills		1,040		24
Centerpoint Energy		9,600		106
Central Vermont Public Service		1,900		34
CH Energy Group		400		19
Cia de Saneamento de Minas Gerais-COPASA (Brazil)		9,800		127
Cleco		4,576		103
El Paso Electric *		3,609		50
Empire District Electric		3,175		52
Energen		6,004		240
Equities		3,305		115
Hawaiian Electric Industries		5,475		104
Laclede Group		765		25
MDU Resources Group		7,389		140
Mirant *		2,100		33
New Jersey Resources		5,251		194
Northeast Utilities		8,046		180
Northwest Natural Gas		3,152		140
NorthWestern		6,725		153
NV Energy		8,794		95
OGE Energy		3,181		90
Piedmont Natural Gas		1,850		45
Pinnacle West Capital		897		27
PNM Resources		5,700		61
Portland General Electric		14,586		284
Questar		1,341		42
RRI Energy *		20,900		105
SCANA		1,806		59
UGI		14,247		363
Unisource Energy		4,700		125
Vectren		9,060		212
Westar Energy		7,050		132
Wisconsin Energy		4,501		183
				4,030
Total Common Stock (Cost $69,608) ($ Thousands)				67,546
	Face Amount ($ Thousands)/Shares
PREFERRED STOCK — 0.2%
Consumer Discretionary — 0.2%
Callaway Golf *		1,500		138
Total Preferred Stock (Cost $149) ($ Thousands)				138
	Number of Warrants
WARRANTS — 0.0%
Oilsands Quest Expires 12/08/09 *		3,450		1
Rentech Expires 04/25/12 * (A) (B)		1,000		—
Titanium Asset Management Expires 06/21/11 * (A) (B)		8,400		5
Total Warrants (Cost $—) ($ Thousands)				6
MORTGAGE-BACKED SECURITIES — 3.8%
Agency Mortgage-Backed Obligations — 2.9%
FHLMC CMO STRIPS, Ser 232, Cl IO, IO
5.000%, 08/01/35 (G)	$	658		103
FNMA TBA
6.500%, 07/01/32		850		905
6.000%, 07/01/21 to 07/01/37		1,050		1,101
4.500%, 07/01/37		200		200
				2,309
Non-Agency Mortgage-Backed Obligations — 0.9%
American Home Mortgage Investment Trust, Ser 2005-1, Cl 4A1
3.149%, 06/25/45 (D)		59		33
Bear Stearns Alternative Loan Trust, Ser 2004-12, Cl 2A2
4.981%, 01/25/35 (D)		118		66
Countrywide Home Loans, Ser 2007-HYB2, Cl 3A1
5.373%, 02/25/47 (D)		80		41
Impac Secured Assets CMO Owners Trust, Ser 2007-3, Cl 1A1A
0.424%, 09/25/37 (D)		284		169
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A2
4.064%, 07/15/09 (D)		97		97
Merrill Lynch Mortgage Investors, Ser 2005-A4, Cl 1A
4.770%, 07/25/35 (D)		129		79
Morgan Stanley Mortgage Loan Trust, Ser 2007-11AR, Cl 2A5
5.789%, 06/25/37 (D)		81		36

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Structured Adjustable Rate Mortgage, Ser 2006-3, Cl 2A1
5.951%, 04/25/36 (D)	$	358	$	200
				721
Total Mortgage-Backed Securities (Cost $3,545) ($ Thousands)				3,030
CONVERTIBLE BONDS — 1.1%
Consumer Discretionary — 0.2%
Charming Shoppes CV to 65.0233
1.125%, 05/01/14		240		141
Eddie Bauer Holdings
5.250%, 04/01/14 * (E)		270		26
				167
Energy — 0.1%
Nova BioSource CV to 273.2240
10.000%, 09/30/12 * (E)		205		6
Rentech CV to 249.2522
4.000%, 04/15/13		204		71
				77
Financials — 0.2%
Dollar Financial
2.875%, 06/30/27		145		99
World Acceptance
3.000%, 10/01/11		115		79
				178
Health Care — 0.3%
Human Genome Sciences CV to 64.3211
2.250%, 10/15/11		330		200
Incyte
3.500%, 02/15/11		78		56
				256
Industrials — 0.2%
NCI Building Systems CV to 24.9121
2.125%, 11/15/24		199		122
Information Technology — 0.1%
Hutchinson Technology CV to 33.5121
2.250%, 03/15/10		95		89
Total Convertible Bonds (Cost $991) ($ Thousands)				889
ASSET-BACKED SECURITIES — 0.4%
Mortgage Related Securities — 0.4%
GMAC Mortgage Loan Trust, Ser 2007-HE1, Cl A2
5.621%, 08/25/37 (D)		216		105
Home Equity Mortgage Trust, Ser 2007-2, Cl 2A1A
0.464%, 06/25/37 (D)		234		112
Residential Funding Mortgage Securities, Ser 2007-HI1, Cl A1
0.444%, 03/25/37 (D)		132		120
Total Asset-Backed Securities (Cost $582) ($ Thousands)				337
	Face Amount ($ Thousands)/Shares
CORPORATE OBLIGATIONS — 0.0%
Financials — 0.0%
Discover Financial Services
6.450%, 06/12/17		10		8
Scorpio Mining PIPE
7.000%, 05/05/11 (A) (B)		52		39
Total Corporate Obligations (Cost $61) ($ Thousands)				47
U.S. TREASURY OBLIGATIONS — 2.9%
U.S. Treasury Bills
0.248%, 12/03/09 (C) (H)		520		519
0.160%, 09/24/09 (C) (H)		500		500
0.157%, 08/20/09 (C) (H)		1,300		1,300
Total U.S. Treasury Obligations (Cost $2,319) ($ Thousands)				2,319
CASH EQUIVALENT — 9.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,		7,757,548		7,758
0.270% **††
Total Cash Equivalent (Cost $7,758) ($ Thousands)				7,758
Total Investments — 102.3% (Cost $85,013) ($ Thousands) @			$	82,070

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	102	Sep-2009	$	(112	)
S&P Mid 400 E-MINI	51	Sep-2009		(114	)
S&P Mid 400 E-MINI	36	Sep-2009		(25	)
U.S. 10-Year Note	1	Sep-2009		(3	)
U.S. 5-Year Note	1	Sep-2009		(2	)
			$	(256	)

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

A summary of restricted securities held by the Fund at June 30, 2009, is as follows:

Description	Number of Shares	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Rentech Warrant	1,000	05/30/07	05/30/07	$	—	$	—	0.00	%
Scorpio Mining	52,300	05/02/08	05/02/08		52		39	0.05
Thunderbird Resorts PIPE	15,300	11/15/07	11/15/07		138		21	0.02
Thunderbird Resorts PIPE	1,700	02/07/08	02/07/08		15		2	0.00
Titanium Asset Management	15,400	02/06/08	02/06/08		90		71	0.09
Titanium Asset Management Warrant	8,400	02/06/08	02/06/08		—		5	0.01
Value Creation	9,600	02/29/08	02/29/08		87		40	0.05
				$	382	$	178	0.22	%

Percentages are based on Net Assets of $80,252 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) 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, 2009 was $178 ($ Thousands) and represented 0.22% of net Assets.

(B) Securities considered illiquid and restricted. The total market value of such securities as of June 30, 2009 was $178 ($ Thousands) and represented 0.22% of Net Assets.

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

(D) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2009.

(E) Security in default on interest payments.

(F) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may not be sold to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(G) Zero Coupon Security. The rate reported is the rate in effect as of June 30, 2009

(H) The rate reported is the effective yield at the time of purchase.

Cl — Class

CMO — Collateralized Mortgage Obligation

CV — Convertible Security

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

IO — Interest Only - face amount represents notional amount

NY — New York

PIPE — Private Investment in Public Entity

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $85,013 ($ Thousands), and the unrealized appreciation and depreciation were $7,098 ($ Thousands) and ($10,041) ($ Thousands), respectively.

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Small/Mid Cap Diversified Alpha Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	67,407		$	139	$	—	$	67,546
Mortgage-Backed Securities		—			3,030		—		3,030
U.S. Treasury Obligations		—			2,319		—		2,319
Convertible Bonds		—			889		—		889
Asset-Backed Securities		—			337		—		337
Preferred Stock		—			138		—		138
Corporate Obligations		—			8		39		47
Warrants		—			6		—		6
Cash Equivalent		7,758			—		—		7,758
Total Investments in Securities	$	75,165		$	6,866	$	39	$	82,070
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(256	)	$	—	$	—	$	(256	)

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

	Corporate Obligations
Beginning balance as of October 1, 2008	$	44
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(5	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of June 30, 2009	$	39

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.

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 97.4%
Consumer Discretionary — 15.6%
Advance Auto Parts	20,100	$	834
Apollo Group, Cl A *	6,400		455
Autonation * (A)	25,200		437
Autozone * (A)	2,100		317
BJ’s Restaurants *	700		12
Brinker International	28,100		479
Cablevision Systems, Cl A	8,300		161
Career Education *	7,300		182
Carter’s *	1,100		27
CBS, Cl B	14,300		99
Charlotte Russe Holding *	5,200		67
Chico’s FAS *	1,200		12
Coach	15,200		408
Core-Mark Holding *	900		23
Darden Restaurants	20,300		669
Discovery Communications, Cl C *	4,400		90
DISH Network, Cl A *	16,600		269
Dollar Tree *	1,700		72
DR Horton	17,800		167
Expedia * (A)	24,000		362
Family Dollar Stores (A)	23,700		671
Federal Mogul, Cl A *	24,200		229
Foot Locker (A)	29,000		304
Fortune Brands	1,200		42
GameStop, Cl A *	15,500		341
Gap	13,400		220
Garmin (A)	5,000		119
Genuine Parts	6,700		225
H&R Block	42,600		734
Hanesbrands *	16,900		254
Harley-Davidson (A)	4,500		73
Hasbro	12,000		291
International Speedway, Cl A	5,000		128
ITT Educational Services *	3,000		302
J.C. Penney	6,000		172
Kohl’s *	10,200		436
Leggett & Platt	17,300		263
Limited Brands (A)	14,100		169
Macy’s	21,700		255
Mattel	13,000		208
Panera Bread, Cl A * (A)	4,300		214
Penn National Gaming *	1,400		41
PetSmart	11,200		240
Pinnacle Entertainment *	5,100		47
Polo Ralph Lauren	1,300		70
priceline.com * (A)	1,200		134
Pulte Homes (A)	36,200		320
Regal Entertainment Group, Cl A (A)	9,900		132
Ross Stores	19,200		741
Sherwin-Williams	300		16
Smith & Wesson Holding *	2,600		15
Stanley Works	5,400		183
Starbucks *	14,100		196
Strayer Education	700		152
Texas Roadhouse, Cl A *	10,900		119
Thor Industries	700		13
TJX	41,000		1,290
TRW Automotive Holdings *	9,400		106
VF	1,600		88
WABCO Holdings	14,500		257
Whirlpool (A)	900		38
Wyndham Worldwide	54,500		661
			15,651
Consumer Staples — 7.2%
Bunge (A)	2,100		127
Campbell Soup	9,200		271
Chiquita Brands International * (A)	5,200		53
Church & Dwight	3,400		185
Clorox (A)	4,700		262
Coca-Cola Enterprises	56,700		944
ConAgra Foods	11,500		219
Constellation Brands, Cl A *	42,900		544
Dean Foods *	35,200		675
Del Monte Foods	89,800		842
Dr Pepper Snapple Group *	9,700		206
Energizer Holdings *	500		26
Herbalife	2,000		63
Hormel Foods	4,300		149
Lorillard	3,000		203
Mead Johnson Nutrition, Cl A	1,400		45
Molson Coors Brewing, Cl B	7,500		317
Reynolds American	2,500		97
Safeway	28,000		570
Sara Lee	63,000		615
Smithfield Foods *	10,300		144
SUPERVALU	46,300		600
Tyson Foods, Cl A	2,000		25
			7,182
Energy — 5.3%
Cimarex Energy	3,900		111
Consol Energy	10,200		346
Delek US Holdings	1,900		16
Diamond Offshore Drilling (A)	5,900		490
Dresser-Rand Group *	24,400		637
El Paso	103,600		956
ENSCO International	5,800		202
Forest Oil *	9,300		139
Harvest Natural Resources *	10,200		45
Helmerich & Payne	2,100		65
Hercules Offshore * (A)	13,100		52
Murphy Oil	14,200		771
Newfield Exploration *	7,300		238
Noble	400		12
Oceaneering International *	1,500		68
SEACOR Holdings * (A)	2,600		195
Spectra Energy	21,100		357
Sunoco	9,900		230
Swift Energy * (A)	900		15
Tesoro (A)	16,400		209
Tidewater	3,400		146
			5,300
Financials — 14.0%
Affiliated Managers Group *	3,500		204
Allied World Assurance Holdings	15,000		613
American Equity Investment Life Holding	4,900		27
American Financial Group	24,000		518
AmeriCredit * (A)	26,800		363
Ameriprise Financial	10,800		262

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Annaly Capital Management †	65,700	$	995
AON	3,400		129
Apartment Investment & Management, Cl A † (A)	6,800		60
Apollo Investment (B)	14,400		86
Arch Capital Group *	1,800		105
Aspen Insurance Holdings	10,400		232
Associated Banc-Corp (A)	3,100		39
Assurant	6,000		145
Astoria Financial	31,400		269
Axis Capital Holdings	21,500		563
Bank of Hawaii (A)	3,400		122
Brandywine Realty Trust †	29,600		221
Cardinal Financial	1,700		13
Chimera Investment †	20,500		72
Cincinnati Financial	4,600		103
CNA Financial (A)	3,200		50
Cogdell Spencer †	1,500		6
Colonial Properties Trust †	6,800		50
Comerica	3,700		78
Developers Diversified Realty † (A)	2,976		15
Digital Realty Trust † (A)	1,800		65
Discover Financial Services	4,500		46
Douglas Emmett †	12,300		111
Duke Realty † (A)	8,900		78
Eaton Vance	600		16
Endurance Specialty Holdings	5,100		149
Equity Residential †	600		13
Everest Re Group	1,400		100
Federated Investors, Cl B	1,200		29
First American	1,300		34
First Horizon National (A)	45,211		543
Flushing Financial	1,800		17
Forest City Enterprises, Cl A	16,900		112
Greenlight Capital Re *	1,600		28
Hallmark Financial Services *	6,800		49
HCC Insurance Holdings	300		7
Hercules Technology Growth Capital	678		6
Hospitality Properties Trust †	37,800		449
Host Hotels & Resorts †	21,700		182
Hudson City Bancorp	600		8
IntercontinentalExchange *	2,400		274
Invesco	6,500		116
Investment Technology Group *	21,100		430
Janus Capital Group	10,300		117
Kimco Realty † (A)	5,000		50
Leucadia National	6,500		137
Liberty Property Trust †	14,900		343
Lincoln National	11,400		196
Mack-Cali Realty † (A)	14,300		326
Marsh & McLennan	3,700		75
Marshall & Ilsley (A)	8,400		40
MBIA * (A)	4,400		19
Montpelier Re Holdings (A)	8,600		114
MSCI, Cl A *	5,800		142
New York Community Bancorp (A)	5,700		61
NYSE Euronext	6,700		182
OceanFirst Financial	500		6
Old Republic International	6,500		64
OneBeacon Insurance Group, Cl A	6,000		70
optionsXpress Holdings	6,500		101
Oriental Financial Group	2,700		26
PartnerRe	800		52
PHH *	4,500		82
PNC Financial Services Group	300		12
Progressive	7,700		116
Prologis †	13,000		105
Prospect Capital	8,600		79
Protective Life	7,600		87
Public Storage †	900		59
Ramco-Gershenson Properties †	3,000		30
Regions Financial	13,600		55
SL Green Realty † (A)	3,100		71
SLM * (A)	28,200		290
StanCorp Financial Group	3,700		106
Sunstone Hotel Investors †	5,800		31
T. Rowe Price Group (A)	6,200		258
TD Ameritrade Holding *	42,400		744
TFS Financial	12,100		129
Torchmark	1,000		37
Transatlantic Holdings	13,900		602
UDR †	6,400		66
Unum Group	11,800		187
Valley National Bancorp (A)	18,964		222
Vornado Realty Trust †	1,920		86
Waddell & Reed Financial, Cl A	600		16
Webster Financial (A)	8,200		66
White Mountains Insurance Group	700		160
WR Berkley	1,200		26
XL Capital, Cl A	2,800		32
			14,077
Health Care — 9.4%
American Medical Systems Holdings *	5,600		89
AmerisourceBergen	7,400		131
Beckman Coulter	3,900		223
Biogen Idec *	1,600		72
C.R. Bard	3,200		238
Cephalon * (A)	5,000		283
Cigna	16,000		385
Community Health Systems *	20,700		523
Cooper	5,100		126
DaVita *	600		30
Edwards Lifesciences *	200		14
Endo Pharmaceuticals Holdings *	36,000		645
ev3 *	4,300		46
Express Scripts *	4,400		303
Forest Laboratories *	12,200		306
Gen-Probe *	6,200		266
Health Net *	2,300		36
Hospira * (A)	4,200		162
Humana *	7,300		235
Illumina * (A)	5,400		210
IMS Health	11,000		140
Kinetic Concepts *	21,800		594
Laboratory Corp of America Holdings *	3,900		264
Life Technologies *	2,600		109
Lincare Holdings * (A)	10,700		252
Mettler Toledo International *	3,700		285
Millipore *	2,100		147
Mylan Laboratories * (A)	22,100		288
PerkinElmer	1,300		23

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Quest Diagnostics	7,500	$	423
ResMed *	7,500		305
Sepracor *	11,000		191
St. Jude Medical *	21,800		896
Synovis Life Technologies *	1,000		21
Techne	1,600		102
Universal Health Services, Cl B	2,900		142
Valeant Pharmaceuticals International *	2,600		67
Vertex Pharmaceuticals *	7,300		260
Warner Chilcott, Cl A * (A)	35,200		463
Waters *	600		31
Watson Pharmaceuticals *	2,900		98
			9,424
Industrials — 11.4%
Alliant Techsystems *	2,000		165
Armstrong World Industries *	4,400		72
Avery Dennison	1,200		31
Brink’s	15,700		456
C.H. Robinson Worldwide	7,400		386
Chart Industries *	4,300		78
Colfax *	1,700		13
Cooper Industries, Cl A	4,100		127
Donaldson	300		10
Dover	6,100		202
Equifax	11,900		311
Federal Signal	2,200		17
Flowserve	4,700		328
Fluor (A)	15,100		774
Gardner Denver *	17,000		428
General Cable *	9,500		357
Harsco	5,200		147
ITT	13,100		583
Jacobs Engineering Group *	7,900		333
John Bean Technologies	23,000		288
Joy Global	1,100		39
KBR	19,900		367
L-3 Communications Holdings	15,000		1,041
LaBarge *	2,200		21
Masco	22,000		211
McDermott International *	6,200		126
Northrop Grumman	4,400		201
Oshkosh Truck (A)	27,800		404
Owens Corning *	1,100		14
Pall	4,400		117
Pitney Bowes	34,300		752
Raytheon	4,600		204
Shaw Group *	3,800		104
Spherion *	4,300		18
SPX	15,000		735
Stericycle *	6,100		314
Thomas & Betts *	25,400		733
Trinity Industries (A)	17,400		237
United Rentals * (A)	25,600		166
URS *	4,700		233
UTI Worldwide *	7,500		85
Watson Wyatt Worldwide, Cl A	3,200		120
WESCO International *	5,500		138
			11,486
Information Technology — 17.3%
Affiliated Computer Services, Cl A *	11,100		493
Akamai Technologies *	10,900		209
Altera	15,200		248
Amdocs *	200		4
Analog Devices	8,400		208
Arrow Electronics *	22,400		476
Autodesk *	2,100		40
Avnet *	31,800		669
BMC Software *	7,600		257
Broadcom, Cl A *	1,600		40
Broadridge Financial Solutions	33,600		557
CA	39,700		692
CommScope *	15,900		417
Computer Sciences *	5,300		235
Compuware *	10,200		70
Convergys *	31,100		289
Cree *	9,900		291
Cypress Semiconductor *	63,200		581
Dolby Laboratories, Cl A *	7,600		283
DST Systems *	6,100		225
Equinix * (A)	3,500		255
F5 Networks *	3,000		104
Fidelity National Information Services (A)	10,600		212
Fiserv *	21,300		973
Harris	14,200		403
Harris Stratex Networks, Cl A *	1		0
Hewitt Associates, Cl A *	9,500		283
Ingram Micro, Cl A *	38,100		667
Interactive Intelligence *	2,200		27
Intersil, Cl A	17,600		221
Intuit *	19,800		557
Iron Mountain * (A)	7,400		213
j2 Global Communications *	600		13
Keynote Systems *	900		7
Lawson Software *	11,600		65
Lender Processing Services	15,600		433
Lexmark International, Cl A *	14,100		224
Linear Technology	7,800		182
Marvell Technology Group *	39,000		454
McAfee *	6,400		270
Metavante Technologies *	10,300		266
National Semiconductor (A)	5,400		68
NeuStar, Cl A *	3,400		75
Novell *	34,900		158
ON Semiconductor *	41,800		287
Pegasystems	2,800		74
Radisys *	1,200		11
Red Hat * (A)	15,400		310
SAIC *	5,100		95
Seagate Technology	33,400		349
Silicon Laboratories * (A)	14,500		550
Symantec *	12,600		196
Synopsys *	37,500		732
Tech Data *	5,300		173
TIBCO Software *	6,900		49
VeriSign *	13,400		248
Vishay Intertechnology *	59,200		402
Western Digital *	36,200		959
Xerox	22,400		145

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Xilinx		17,100	$	350
				17,344
Materials — 6.5%
Ashland		12,200		342
Ball		7,600		343
Celanese, Ser A		19,900		473
CF Industries Holdings		2,200		163
Crown Holdings *		36,200		874
Eagle Materials		500		13
Eastman Chemical		1,900		72
Ecolab		4,500		176
FMC		2,500		118
International Paper		8,300		126
Lubrizol		9,600		454
MeadWestvaco		16,400		269
Nalco Holding		38,900		655
NewMarket		1,200		81
Owens-Illinois *		16,800		470
Pactiv *		32,600		707
Sealed Air		25,900		478
Sonoco Products		22,700		544
Terra Industries		6,500		157
				6,515
Telecommunication Services — 2.5%
CenturyTel (A)		9,500		292
Frontier Communications		38,400		274
MetroPCS Communications * (A)		10,000		133
NII Holdings *		47,400		904
Qwest Communications International (A)		21,700		90
Telephone & Data Systems		2,900		82
US Cellular *		9,600		369
Windstream		38,100		318
				2,462
Utilities — 8.2%
AES *		74,500		865
Alliant Energy		400		11
Ameren		5,000		124
American Water Works (A)		12,900		246
Atmos Energy		22,200		556
Calpine *		28,900		322
Centerpoint Energy		11,100		123
CMS Energy (A)		19,600		237
Consolidated Edison		1,800		67
Constellation Energy Group		8,900		237
DTE Energy		8,500		272
Edison International		5,800		183
Energen		7,900		315
Hawaiian Electric Industries (A)		5,100		97
Mirant *		46,200		727
National Fuel Gas		7,800		282
NRG Energy * (A)		21,100		548
NSTAR		16,300		523
Oneok		2,200		65
Pepco Holdings		22,700		305
PG&E		17,500		673
Pinnacle West Capital		2,200		66
PPL		10,000		330
RRI Energy *		7,800		39
Sempra Energy		700		35
TECO Energy		10,500		125
	Face Amount ($ Thousands)/Shares
UGI		33,200		846
				8,219
Total Common Stock (Cost $96,816) ($ Thousands)				97,660
AFFILIATED PARTNERSHIP — 10.5%
SEI Liquidity Fund, L.P.,
0.690% **†† (B)		10,837,741		10,481
Total Affiliated Partnership (Cost $10,838) ($ Thousands)				10,481
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		2,430,800		2,431
Total Cash Equivalent (Cost $2,431) ($ Thousands)				2,431
U.S. TREASURY OBLIGATION — 0.4%
U.S. Treasury Bills
0.258%, 12/03/09 (C) (D)	$	430		430
Total U.S. Treasury Obligation (Cost $429) ($ Thousands)				430
Total Investments — 110.7% (Cost $110,514) ($ Thousands) @			$	111,002

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P Mid 400 E-MINI	44	Sep-2009	$	(79	)

Percentages are based on Net Assets of $100,265 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $10,403 ($ Thousands).

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $10,481 ($ Thousands).

(C) The rate reported is the rate in effect as of June 30, 2009.

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

Cl — Class

L.P. — Limited Partnership

Ser — Series

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $110,514 ($ Thousands), and the unrealized appreciation and depreciation were $9,117 ($ Thousands) and ($8,629) ($ Thousands), respectively.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	97,660		$	—	$	—	$	97,660
Affiliated Partnership		—			10,481		—		10,481
U.S. Treasury Obligation		—			430		—		430
Cash Equivalent		2,431			—		—		2,431
Total Investments in Securities	$	100,091		$	10,911	$	—	$	111,002
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(79	)	$	—	$	—	$	(79	)

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.

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

U. S. Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.6%
Consumer Discretionary — 6.7%
Aaron Rents	49,300	$	1,470
Amazon.com *	7,552		632
Autoliv	51,500		1,482
Buckle	17,100		544
Burger King Holdings	85,200		1,471
Carter’s *	63,400		1,560
Choice Hotels International	48,100		1,280
Corinthian Colleges *	93,800		1,588
DIRECTV Group *	51,900		1,282
DreamWorks Animation SKG, Cl A *	55,500		1,531
GameStop, Cl A *	63,700		1,402
Genuine Parts	37,800		1,269
Gildan Activewear *	38,800		574
Hillenbrand	17,881		297
ITT Educational Services *	17,500		1,762
Jack in the Box *	35,200		790
Jarden *	76,400		1,432
Panera Bread, Cl A *	24,800		1,237
Shaw Communications, Cl B	96,300		1,624
Strayer Education	11,741		2,561
Tractor Supply *	13,800		570
			26,358
Consumer Staples — 14.9%
Alberto-Culver	45,843		1,166
Altria Group	283,306		4,644
Brown-Forman, Cl B	96,686		4,155
Campbell Soup	155,947		4,588
Church & Dwight	27,100		1,472
Flowers Foods	40,400		882
General Mills	34,900		1,955
Hansen Natural *	19,400		598
Hershey	40,100		1,444
Hormel Foods	176,443		6,094
Kellogg	41,800		1,947
Kimberly-Clark	34,100		1,788
Kroger	79,723		1,758
Lorillard	70,902		4,805
McCormick	64,803		2,108
Molson Coors Brewing, Cl B	1,445		61
PepsiCo	37,389		2,055
Philip Morris International	111,032		4,843
Reynolds American	98,295		3,796
Ruddick	45,000		1,054
Safeway	9,177		187
SUPERVALU	26,600		344
SYSCO	201,336		4,526
Tyson Foods, Cl A	193,782		2,444
Wal-Mart Stores	8,538		414
			59,128
Energy — 4.0%
Chevron	26,900		1,782
CNX Gas *	51,700		1,358
Dresser-Rand Group *	57,600		1,503
Enbridge	54,400		1,889
Encore Acquisition *	43,300		1,336
Exxon Mobil	38,732		2,708
FMC Technologies *	16,400		616
PetroHawk Energy *	28,100		627
Range Resources	33,600		1,391
SEACOR Holdings *	17,300		1,302
TransCanada	44,300		1,192
			15,704
Financials — 12.9%
Alexandria Real Estate Equities †	44,400		1,589
AON	4,690		178
Arthur J. Gallagher	38,253		816
Associated Banc-Corp	100,500		1,256
Bancorpsouth	59,100		1,213
Bank of Hawaii	105,981		3,797
BOK Financial	38,371		1,446
Brown & Brown	9,686		193
Capitol Federal Financial	76,412		2,929
Cincinnati Financial	60,400		1,350
Commerce Bancshares	137,057		4,363
Cullen/Frost Bankers	68,172		3,144
Endurance Specialty Holdings	49,300		1,444
Erie Indemnity, Cl A	42,500		1,520
Essex Property Trust †	24,600		1,531
Federated Investors, Cl B	58,600		1,412
First Citizens BancShares, Cl A	3,484		466
Hancock Holding	29,200		949
Health Care †	49,600		1,691
IPC Holdings	26,400		722
MFA Financial †	113,400		785
Northern Trust	24,607		1,321
People’s United Financial	271,939		4,090
Prosperity Bancshares	45,400		1,354
Realty Income †	71,400		1,565
RenaissanceRe Holdings	30,400		1,415
TFS Financial	367,363		3,901
Trustmark	60,200		1,163
UMB Financial	39,500		1,501
Valley National Bancorp	128,000		1,498
Wesco Financial	953		277
			50,879
Health Care — 22.3%
Abbott Laboratories	98,570		4,637
AmerisourceBergen	358,056		6,352
Amgen *	96,217		5,094
Baxter International	66,951		3,546
Becton Dickinson	68,586		4,891
Biogen Idec *	16,192		731
Bristol-Myers Squibb	25,993		528
C.R. Bard	52,627		3,918
Cardinal Health	62,323		1,904
Celgene *	13,000		622
Edwards Lifesciences *	36,918		2,512
Eli Lilly	40,208		1,393
Endo Pharmaceuticals Holdings *	68,085		1,220
Forest Laboratories *	149,987		3,766
Genzyme *	109,774		6,111
Gilead Sciences *	103,702		4,857
Haemonetics *	23,600		1,345
Henry Schein *	29,254		1,403
Hill-Rom Holdings	18,691		303
Immucor *	54,100		744
Johnson & Johnson	85,205		4,840
Laboratory Corp of America Holdings *	12,100		820
LifePoint Hospitals *	53,600		1,407

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

U. S. Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
McKesson	153,948	$	6,774
Merck	17,600		492
Millipore *	136		9
Onyx Pharmaceuticals *	20,300		574
Owens & Minor	37,500		1,643
Patterson *	75,400		1,636
Perrigo	55,600		1,544
STERIS	42,800		1,116
Techne	103,237		6,588
United Therapeutics *	19,100		1,592
Varian Medical Systems *	22,302		784
Watson Pharmaceuticals *	77,443		2,609
			88,305
Industrials — 4.0%
Alliant Techsystems *	16,400		1,351
C.H. Robinson Worldwide	29,300		1,528
Copa Holdings, Cl A	12,540		512
FTI Consulting *	15,900		806
Gardner Denver *	45,500		1,145
General Cable *	22,400		842
Granite Construction	31,600		1,052
KBR	85,800		1,582
Landstar System	37,900		1,361
Lennox International	41,900		1,345
Rollins	85,100		1,473
Simpson Manufacturing	30,200		653
TransDigm Group *	42,200		1,527
Valmont Industries	9,800		707
			15,884
Information Technology — 12.1%
Accenture, Cl A	63,109		2,112
Adtran	71,500		1,535
Affiliated Computer Services, Cl A *	18,900		840
Analog Devices	122,574		3,037
Atmel *	78,500		293
Compuware *	1,000		7
Corning	114,290		1,835
Cree *	22,463		660
Diebold	23,500		620
eBay *	2,115		36
Flir Systems *	31,300		706
Global Payments	21,900		820
Harris	33,700		956
Hewitt Associates, Cl A *	54,800		1,632
Hewlett-Packard	7,305		282
IAC *	3,644		58
Ingram Micro, Cl A *	123,221		2,156
Intel	302,922		5,013
Lexmark International, Cl A *	82,588		1,309
Mantech International, Cl A *	19,300		831
Mastercard, Cl A	2,141		358
Micros Systems *	22,800		577
NeuStar, Cl A *	68,000		1,507
Perot Systems, Cl A *	109,900		1,575
Silicon Laboratories *	49,335		1,872
Sybase *	46,000		1,442
Synopsys *	33,937		662
Tech Data *	113,923		3,727
Texas Instruments	248,805		5,300
Visa, Cl A	70,677		4,400
WebMD Health, Cl A *	5,974		179
Xilinx	8,252		169
Zebra Technologies, Cl A *	64,134		1,517
			48,023
Materials — 3.1%
Aptargroup	47,400		1,601
Bemis	18,500		466
Compass Minerals International	22,800		1,252
Greif, Cl A	33,100		1,464
Newmont Mining	108,109		4,419
Reliance Steel & Aluminum	15,500		595
Sensient Technologies	53,000		1,196
Silgan Holdings	26,300		1,289
			12,282
Telecommunication Services — 2.6%
AT&T	79,900		1,985
CenturyTel	55,300		1,698
MetroPCS Communications *	120,500		1,604
Rogers Communications, Cl B	73,900		1,903
Telephone & Data Systems	27,900		789
US Cellular *	4,002		154
Verizon Communications	73,000		2,243
			10,376
Utilities — 13.0%
AGL Resources	88,388		2,811
Alliant Energy	76,284		1,993
American Water Works	65,300		1,248
Aqua America	106,596		1,908
Atmos Energy	140,642		3,522
Consolidated Edison	49,200		1,841
DPL	66,200		1,534
DTE Energy	52,600		1,683
Edison International	57,900		1,821
Energen	35,900		1,432
Hawaiian Electric Industries	109,430		2,086
Idacorp	42,700		1,116
Integrys Energy Group	45,100		1,353
Nicor	70,497		2,441
NSTAR	80,885		2,597
OGE Energy	90,410		2,560
Pepco Holdings	120,100		1,614
PG&E	15,500		596
Piedmont Natural Gas	48,700		1,174
PPL	38,081		1,255
SCANA	20,758		674
Sempra Energy	7,848		390
TECO Energy	105,800		1,262
UGI	101,236		2,580
Vectren	132,204		3,098
Westar Energy	39,800		747
WGL Holdings	48,900		1,566
Wisconsin Energy	107,718		4,385
			51,287
Total Common Stock (Cost $387,511) ($ Thousands)			378,226

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

U. S. Managed Volatility Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		9,561,926	$	9,562
Total Cash Equivalent (Cost $9,562) ($ Thousands)				9,562
U.S. TREASURY OBLIGATION — 0.2%
U.S. Treasury Bills
0.258%, 12/03/09 (A) (B)	$	900		899
Total U.S. Treasury Obligation (Cost $899) ($ Thousands)				899
Total Investments — 98.2% (Cost $397,972) ($ Thousands) @			$	388,687

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI	163	Sep-2009	$	22

Percentages are based on Net Assets of $395,749 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

(B) The rate reported is the effective yield at the time of purchase.

Cl — Class

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $397,972 ($ Thousands), and the unrealized appreciation and depreciation were $17,842 ($ Thousands) and ($27,127) ($ Thousands), respectively.

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	378,226	$	—	$	—	$	378,226
U.S. Treasury Obligation		—		899		—		899
Cash Equivalent		9,562		—		—		9,562
Total Investments in Securities	$	387,788	$	899	$	—	$	388,687
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts	$	22	$	—	$	—	$	22

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.

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.6%
Australia — 4.4%
Amcor	330,236	$	1,332
Brambles	147,560		711
Commonwealth Bank of Australia	18,435		581
Foster’s Group	204,763		853
GrainCorp	20,046		117
Healthscope	75,339		268
Iluka Resources	483,368		1,118
Metcash	220,170		767
Orica	14,535		255
Origin Energy	5,081		60
RHG *	53,740		22
Tatts Group	531,886		1,097
Telstra	380,927		1,044
Woolworths	14,348		306
			8,531
Belgium — 3.2%
Belgacom	40,924		1,305
Cofinimmo †	3,942		459
Colruyt	9,623		2,195
Intervest Offices †	1,579		41
Mobistar	36,229		2,232
			6,232
Bermuda — 0.1%
Macquarie International Infrastructure Fund	415,000		105
Texwinca Holdings	68,000		54
			159
Canada — 16.1%
Aastra Technologies *	8,400		213
Alimentation Couche Tard, Cl B	152,900		1,852
Bank of Montreal	25,300		1,068
Bank of Nova Scotia	28,600		1,069
Barrick Gold	12,100		408
BCE	47,700		986
Canadian Imperial Bank of Commerce	15,000		753
Canadian National Railway	20,900		899
Canadian Utilities	6,600		216
Celestica *	15,500		105
CGI Group, Cl A *	101,500		904
Cineplex Galaxy Income Fund	3,600		49
Empire, Cl A	9,600		350
Enbridge	59,500		2,068
Fairfax Financial Holdings	4,100		1,031
Fortis	78,300		1,713
George Weston	23,100		1,160
Gildan Activewear *	21,300		316
Goldcorp	16,400		571
Jean Coutu Group PJC, Cl A	42,597		358
Laurentian Bank of Canada	20,600		622
Loblaw	28,700		859
Manitoba Telecom Services	47,900		1,405
Metro, Cl A	30,000		982
National Bank of Canada	12,200		565
North West Fund	8,000		104
Open Text *	12,000		439
Potash Corp of Saskatchewan	2,200		205
Provident Energy Trust	45,500		228
Ritchie Bros Auctioneers	5,400		127
RONA *	14,400		158
Royal Bank of Canada	23,300		954
Saputo	56,400		1,179
Shaw Communications, Cl B	34,700		585
Shoppers Drug Mart	48,800		2,101
Superior Plus	10,100		91
TELUS, Cl A	37,900		979
TELUS	27,400		728
TMX Group	17,500		510
Toronto-Dominion Bank	20,600		1,066
TransCanada	33,900		914
			30,890
Cayman Islands — 0.0%
Hutchison Telecommunications Hong Kong Holdings *	51,000		7
Hutchison Telecommunications International	51,000		12
			19
Denmark — 1.8%
Coloplast, Cl B	15,877		1,091
Novo Nordisk, Cl B	45,525		2,461
			3,552
Finland — 0.4%
Componenta	2,696		15
Orion, Cl B	43,500		682
Tietoenator	3,475		46
			743
France — 1.3%
Boiron	2,354		77
France Telecom	62,656		1,420
Sanofi-Aventis	10,356		608
Societe BIC	6,235		358
Vilmorin & Cie	434		42
			2,505
Germany — 2.2%
Beiersdorf	29,909		1,406
Deutsche Telekom	85,763		1,010
Fresenius Medical Care	22,391		1,001
Gerresheimer	4,776		107
Hannover Rueckversicherung	8,785		325
Hornbach Holding	313		23
Volkswagen	1,135		384
			4,256
Greece — 0.1%
Public Power	12,644		261
Hong Kong — 2.3%
Cheung Kong Infrastructure Holdings	71,000		249
CLP Holdings	342,000		2,268
HongKong Electric Holdings	197,000		1,096
Jardine Matheson Holdings	17,600		482
Link †	79,000		169
NAM TAI Electronics	27,300		116
			4,380
Ireland — 0.0%
Kerry Group, Cl A	2,259		52

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Italy — 0.3%
CSP International Fashion Group	10,228	$	11
DiaSorin	1,745		43
Snam Rete Gas	115,907		509
			563
Japan — 23.9%
ABC-Mart	23,000		591
Able	3,000		33
Acom	14,110		353
Adores	12,000		28
Aeon Delight	3,100		50
Ain Pharmaciez	1,200		25
Ajis	1,300		28
All Nippon Airways	276,000		964
Asahi Breweries	90,300		1,298
Asatsu	2,700		61
Astellas Pharma	21,700		769
Benesse	43,000		1,720
Canon Marketing Japan	30,500		427
Central Japan Railway	17		104
Chubu Electric Power	87,000		2,011
Chugoku Electric Power	49,200		1,027
Circle K Sunkus	20,000		312
CMIC	200		45
Combi	9,500		67
Daisan Bank	10,000		27
Dydo Drinco	1,100		30
Ehime Bank	9,000		25
Ezaki Glico	2,000		20
FamilyMart	45,700		1,435
Fast Retailing	1,600		209
Fuji	1,500		27
FUJI SOFT	10,200		202
Fukuyama Transporting	13,000		58
Haruyama Trading	2,000		8
Hazama	14,000		17
Hisamitsu Pharmaceutical	23,600		734
Hitachi Information Systems	2,500		52
Hitachi Transport System	1,600		19
Hokkaido Electric Power	29,200		547
Hokuriku Electric Power	45,300		1,035
Ito En	39,700		564
Iyo Bank	45,000		459
Japan Airlines *	453,000		873
Kameda Seika	1,200		18
Kamigumi	105,000		886
Kansai Electric Power	88,900		1,963
Keihin Electric Express Railway	182,000		1,411
Kintetsu	309,000		1,361
Kobayashi Pharmaceutical	2,900		110
Kokuyo	25,000		219
Kyushu Electric Power	75,300		1,619
Lawson	29,300		1,288
Lion	101,000		468
Mabuchi Motor	7,700		372
McDonald’s Holdings Japan	28,400		527
Miraca Holdings	4,900		120
Morinaga Milk Industry	20,025		77
NET One Systems	234		412
Nichirei	41,000		161
Nintendo	5,300		1,463
Nippon Meat Packers	12,000		152
Nippon Telegraph & Telephone	24,900		1,012
Nitori	18,050		1,280
Noevir	4,800		46
NTT DoCoMo	586		858
Odakyu Electric Railway	47,000		402
Okumura	72,000		281
Ono Pharmaceutical	3,700		164
Oriental Yeast	3,000		15
Pilot	59		73
Prima Meat Packers	69,000		84
QP	33,300		346
Sankyo	17,800		950
Sawai Pharmaceutical	1,100		60
Shikoku Electric Power	71,900		2,146
Shimachu	12,100		255
Shinkin Central Bank	9		25
Shizuoka Gas	12,500		64
Sogo Medical	5,400		116
Sorun	3,100		19
Studio Alice	10,500		82
Takeda Pharmaceutical	35,800		1,395
Tobu Railway	278,000		1,634
Toho	12,500		204
Tohoku Electric Power	48,800		1,019
Tokyo Electric Power	36,600		941
Tokyo Gas	48,000		171
Tokyo Style	16,000		127
TonenGeneral Sekiyu	33,000		336
Unicharm	11,500		878
Wacoal Holdings	55,000		691
Yakult Honsha	14,500		277
Yamagata Bank	6,000		31
Yamaguchi Financial Group	10,000		132
Yamato Holdings	15,000		200
Yamazaki Baking	48,000		541
			45,736
Luxembourg — 0.2%
ArcelorMittal	9,662		317
Netherlands — 0.5%
Royal Dutch Shell, Cl A	11,450		286
Royal KPN	44,629		613
			899
New Zealand — 0.1%
Fisher & Paykel Healthcare	62,441		118
Singapore — 0.1%
StarHub	86,000		127
Spain — 0.6%
Almirall	7,206		80
Telefonica	43,681		988
			1,068
Sweden — 0.9%
Hennes & Mauritz, Cl B	12,360		614
Swedish Match	65,096		1,053
			1,667
Switzerland — 4.7%
Actelion *	8,189		428

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
Basler Kantonalbank	272	$	29
Bell Holding	13		18
Berner Kantonalbank	370		78
Charles Voegele Holding	911		30
Emmi	239		24
Givaudan	1,140		697
Luzerner Kantonalbank	304		71
Nestle	24,211		911
Novartis	24,938		1,010
Roche Holding	518		70
Swisscom	5,804		1,780
Syngenta	7,385		1,713
Synthes	13,206		1,274
Valiant Holding	4,792		884
			9,017
United Kingdom — 7.4%
AMEC	23,010		247
AstraZeneca	15,144		666
BAE Systems	246,899		1,376
British American Tobacco	34,360		947
De La Rue	28,050		421
easyJet *	8,603		38
GlaxoSmithKline	71,889		1,265
HMV Group	138,462		257
Home Retail Group	28,891		124
JD Sports Fashion	2,922		23
Marks & Spencer Group	170,391		859
National Grid	105,758		954
Reckitt Benckiser Group	56,386		2,568
Reed Elsevier	201,364		1,501
Robert Wiseman Dairies	4,306		27
Smith & Nephew	187,320		1,387
Vodafone Group	82,472		159
WM Morrison Supermarkets	187,424		730
Wolseley	25,660		489
Xchanging	37,907		112
			14,150
United States — 25.0%
Abbott Laboratories	43,200		2,032
Affiliated Computer Services, Cl A *	3,300		147
Alberto-Culver	800		20
Altria Group	31,300		513
Amgen *	400		21
Apollo Group, Cl A *	17,100		1,216
Applied Signal Technology	2,700		69
Archer-Daniels-Midland	24,100		645
Associated Banc-Corp	8,900		111
AT&T	37,700		937
Bancfirst	1,900		66
BigBand Networks *	12,800		66
Biogen Idec *	2,900		131
Buckeye Partners	4,000		171
C.R. Bard	29,100		2,166
Campbell Soup	94,600		2,783
Capitol Federal Financial	900		34
Casey’s General Stores	5,000		129
Cass Information Systems	800		26
Chevron	14,600		967
Chubb	21,400		853
Church & Dwight	4,600		250
Clorox	30,700		1,714
Commerce Bancshares	4,315		137
Community Bank System	6,800		99
Compass Minerals International	18,000		988
DeVry	5,900		295
Dollar Tree *	1,600		67
Dun & Bradstreet	6,400		520
El Paso Pipeline Partners	2,900		51
Exxon Mobil	28,800		2,014
Family Dollar Stores	60,300		1,707
First Financial Bankshares	5,500		277
First Horizon National	49,366		592
Flowers Foods	22,600		494
General Mills	43,000		2,409
Hershey	27,500		990
Hewitt Associates, Cl A *	18,900		563
HSN *	15,560		164
Integral Systems *	19,200		160
International Shipholding	22,500		607
Johnson & Johnson	15,000		852
Kimberly-Clark	27,500		1,442
Kinder Morgan Energy Partners	4,300		220
Kinder Morgan Management *	9,432		426
Knight Capital Group, Cl A *	26,800		457
Kroger	54,200		1,195
Laboratory Corp of America Holdings *	3,100		210
LaBranche *	34,600		149
Laclede Group	5,595		185
Lincoln Educational Services *	8,700		182
Magellan Health Services *	15,600		512
Mantech International, Cl A *	17,500		753
MB Financial	2,700		28
NASDAQ OMX Group *	15,800		337
National Penn Bancshares	73,600		339
New Jersey Resources	19,300		715
NuStar Energy	5,900		319
People’s United Financial	33,900		510
PharMerica *	4,100		81
Plains All American Pipeline	10,700		455
Providence Service *	2,000		22
Raytheon	31,600		1,404
Republic Airways Holdings *	63,195		413
SAIC *	55,200		1,024
Silgan Holdings	19,500		956
Standex International	3,000		35
Strayer Education	3,000		655
Sunoco Logistics Partners	2,400		130
SureWest Communications *	7,002		73
T. Rowe Price Group	11,700		487
TEPPCO Partners	2,600		78
TFS Financial	109,300		1,161
TJX	65,100		2,048
TreeHouse Foods *	5,400		155
Wal-Mart Stores	44,100		2,136
West Marine *	3,800		21
Western Union	32,100		526
			47,892
Total Common Stock (Cost $181,747) ($ Thousands)			183,134

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		5,535,677	$	5,536
Total Cash Equivalent (Cost $5,536) ($ Thousands)				5,536
U.S. TREASURY OBLIGATION — 0.7%
U.S. Treasury Bills
0.258%, 12/03/09 (A) (B)	$	1,260		1,258
Total U.S. Treasury Obligation (Cost $1,259) ($ Thousands)				1,258
Total Investments — 99.2% (Cost $188,542) ($ Thousands) @			$	189,928

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Hang Seng Index	1	Jul-2009	$	—
S&P 500 Composite Index	11	Sep-2009		(10	)
DJ Euro Stoxx 50 Index	29	Sep-2009		(6	)
SPI 200 Index	3	Sep-2009		(4	)
FTSE 100 Index	10	Sep-2009		(10	)
			$	(30	)

A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2009 is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
7/30/09	AUD	16,618	USD	13,192	$	(208	)
7/30/09	CAD	24,923	USD	21,444		(25	)
7/30/09	EUR	22,094	USD	30,728		(260	)
7/30/09	GBP	6,737	USD	10,980		(113	)
7/30/09	JPY	5,969,776	USD	61,971		67
7/30/09	USD	178	AUD	221		1
7/30/09	USD	131	CAD	151		(1	)
7/30/09	USD	373	EUR	265		(1	)
7/30/09	USD	178	GBP	108		(1	)
7/30/09	USD	626	JPY	59,832		(6	)
					$	(547	)

Percentages are based on Net Assets of $191,510 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

† Real Estate Investment Trust.

†† Investment in Affiliated Investment.

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

(B) The rate reported is the effective yield at the time of purchase.

AUD — Australian Dollar

CAD — Canadian Dollar

Cl — Class

EUR — Euro

GBP — British Pound Sterling

JPY — Japanese Yen

USD — United States Dollar

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $188,542 ($ Thousands), and the unrealized appreciation and depreciation were $9,143 ($ Thousands) and ($7,757) ($ Thousands) respectively.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2			Level 3		Total
Common Stock	$	183,134		$	—		$	—	$	183,134
U.S. Treasury Obligation		—			1,258			—		1,258
Cash Equivalent		5,536			—			—		5,536
Total Investments in Securities	$	188,670		$	1,258		$	—	$	189,928
Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts	$	(30	)	$	—		$	—	$	(30	)
Forward Contracts		—			(547	)		—		(547	)
Total Other Financial Instruments	$	(577	)	$	—		$	—	$	(577	)

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.

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.9%
Consumer Discretionary — 6.1%
Aaron Rents	17,300	$	516
Autoliv	20,900		601
Buckle	8,800		280
Burger King Holdings	33,100		572
Carter’s *	27,700		682
Choice Hotels International	18,600		495
Corinthian Colleges *	36,100		611
DIRECTV Group *	17,800		440
DreamWorks Animation SKG, Cl A *	22,900		632
GameStop, Cl A *	21,400		471
Genuine Parts	17,800		597
Hillenbrand	24,129		402
ITT Educational Services *	6,700		674
Jack in the Box *	16,000		359
Jarden *	35,100		658
Panera Bread, Cl A *	10,000		499
Shaw Communications, Cl B	23,700		399
Strayer Education	1,600		349
Tractor Supply *	5,600		231
			9,468
Consumer Staples — 21.4%
Altria Group	123,020		2,016
Brown-Forman, Cl B	28,040		1,205
Campbell Soup	28,585		841
Church & Dwight	36,426		1,978
Clorox	18,760		1,047
Coca-Cola	15,213		730
Colgate-Palmolive	30,543		2,161
Flowers Foods	16,800		367
General Mills	43,826		2,455
Hansen Natural *	7,400		228
Hershey	28,694		1,033
HJ Heinz	16,898		603
Hormel Foods	56,453		1,950
JM Smucker	27,275		1,327
Kellogg	55,743		2,596
Kimberly-Clark	37,025		1,941
Kroger	11,495		254
Lorillard	32,611		2,210
McCormick	30,030		977
PepsiCo	24,556		1,350
Philip Morris International	39,842		1,738
Procter & Gamble	21,516		1,100
Reynolds American	35,368		1,366
Ruddick	21,900		513
Wal-Mart Stores	31,925		1,546
			33,532
Energy — 3.6%
Chevron	12,400		821
CNX Gas *	20,000		525
Dresser-Rand Group *	20,800		543
Enbridge	18,300		636
Encore Acquisition *	16,500		509
Exxon Mobil	10,800		755
FMC Technologies *	6,300		237
PetroHawk Energy *	10,800		241
Range Resources	13,200		547
SEACOR Holdings *	8,700		654
TransCanada	7,100		191
			5,659
Financials — 10.9%
Alexandria Real Estate Equities †	17,100		612
Associated Banc-Corp	36,800		460
Bancorpsouth	27,200		559
Capitol Federal Financial	62,712		2,404
Commerce Bancshares	33,817		1,076
Endurance Specialty Holdings	21,000		615
Erie Indemnity, Cl A	16,600		593
Essex Property Trust †	9,500		591
Federated Investors, Cl B	28,300		682
Hancock Holding	15,200		494
Health Care †	19,100		651
IPC Holdings	7,900		216
MFA Financial †	43,700		303
PartnerRe	4,000		260
People’s United Financial	92,358		1,389
Prosperity Bancshares	17,500		522
Realty Income †	27,500		603
RenaissanceRe Holdings	13,100		610
TFS Financial	176,783		1,877
Trustmark	22,500		435
UMB Financial	13,500		513
Valley National Bancorp	50,700		593
Wesco Financial	3,289		957
			17,015
Health Care — 15.9%
Abbott Laboratories	19,636		924
AmerisourceBergen	92,948		1,649
Becton Dickinson	8,163		582
C.R. Bard	8,992		669
Celgene *	2,800		134
Dentsply International	51,302		1,566
Edwards Lifesciences *	18,044		1,228
Eli Lilly	24,473		848
Endo Pharmaceuticals Holdings *	16,600		298
Genzyme *	11,700		652
Haemonetics *	11,100		633
Henry Schein *	31,456		1,508
HLTH *	21,819		286
Idexx Laboratories *	37,082		1,713
Immucor *	23,100		318
Johnson & Johnson	38,186		2,169
Laboratory Corp of America Holdings *	15,392		1,043
LifePoint Hospitals *	20,400		535
Lincare Holdings *	13,016		306
McKesson	17,200		757
Medtronic	22,982		802
Merck	9,200		257
Onyx Pharmaceuticals *	6,200		175
Owens & Minor	12,000		526
Patterson *	28,700		623
Perrigo	23,300		647
Quest Diagnostics	8,272		467
STERIS	19,800		516
Techne	32,575		2,078
United Therapeutics *	8,500		708
Wyeth	7,431		337
			24,954

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2009

Description	Shares		Market Value ($ Thousands)
Industrials — 8.9%
Alliant Techsystems *		8,600	$	708
C.H. Robinson Worldwide		13,100		683
Dun & Bradstreet		19,596		1,591
FTI Consulting *		6,400		325
Gardner Denver *		24,900		627
General Cable *		9,300		350
Granite Construction		12,900		429
KBR		39,700		732
Landstar System		16,500		593
Lennox International		18,600		597
Nordson		4,100		158
Northrop Grumman		25,505		1,165
Pitney Bowes		37,188		815
Republic Services		45,510		1,111
Rollins		29,800		516
Southwest Airlines		94,141		634
Stericycle *		34,576		1,782
TransDigm Group *		16,200		587
United Parcel Service, Cl B		9,827		491
				13,894
Information Technology — 9.5%
Adtran		31,300		672
Affiliated Computer Services, Cl A *		5,100		227
Applied Materials		35,958		394
Diebold		31,849		839
Flir Systems *		10,200		230
Global Payments		9,200		345
Google, Cl A *		4,572		1,928
Harris		19,500		553
Hewitt Associates, Cl A *		21,100		628
IAC *		62,442		1,002
Ingram Micro, Cl A *		41,500		726
Lexmark International, Cl A *		33,800		536
Linear Technology		12,871		301
Mantech International, Cl A *		13,000		559
Microchip Technology		33,447		754
National Instruments		3,771		85
NeuStar, Cl A *		30,800		683
Perot Systems, Cl A *		43,700		626
Silicon Laboratories *		11,800		448
Sybase *		19,800		620
Tech Data *		43,210		1,414
Xerox		33,200		215
Zebra Technologies, Cl A *		48,247		1,142
				14,927
Materials — 2.7%
Aptargroup		15,400		520
Compass Minerals International		9,800		538
Greif, Cl A		12,700		562
Newmont Mining		35,770		1,462
Reliance Steel & Aluminum		6,000		230
Sensient Technologies		19,100		431
Silgan Holdings		9,100		446
				4,189
Telecommunication Services — 3.1%
AT&T		30,400		755
BCE		10,900		225
CenturyTel		31,647		972
Frontier Communications		89,802		641
	Face Amount ($ Thousands)/Shares
MetroPCS Communications *		46,200		615
Rogers Communications, Cl B		25,200		649
Telephone & Data Systems		11,055		313
Verizon Communications		23,700		728
				4,898
Utilities — 12.8%
AGL Resources		19,400		617
Alliant Energy		23,300		609
Ameren		28,909		720
American Water Works		17,200		329
Atmos Energy		21,600		541
Consolidated Edison		26,568		994
DPL		13,900		322
DTE Energy		20,700		662
Edison International		23,600		742
Great Plains Energy		18,914		294
Hawaiian Electric Industries		77,119		1,470
Idacorp		21,600		565
Integrys Energy Group		20,000		600
Nicor		8,600		298
Northwest Natural Gas		5,300		235
NSTAR		78,413		2,518
OGE Energy		50,407		1,427
Pepco Holdings		46,300		622
PG&E		5,800		223
Piedmont Natural Gas		24,800		598
SCANA		34,616		1,124
Southern		28,747		896
TECO Energy		42,300		505
Vectren		56,160		1,316
WGL Holdings		15,500		496
Wisconsin Energy		32,605		1,327
				20,050
Total Common Stock (Cost $147,852) ($ Thousands)				148,586
CASH EQUIVALENT — 4.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		7,616,937		7,617
Total Cash Equivalent (Cost $7,617) ($ Thousands)				7,617
U.S. TREASURY OBLIGATION — 0.3%
U.S. Treasury Bills
0.258%, 12/03/09 (A) (B)	$	465		464
Total U.S. Treasury Obligation (Cost $464) ($ Thousands)				464
Total Investments — 100.1% (Cost $155,933) ($ Thousands) @			$	156,667

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index E-MINI	76	Sep-2009	$	(58	)

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2009

Percentages are based on Net Assets of $156,572 ($Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) The rate reported is the rate in effect as of June 30, 2009

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

Cl — Class

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $155,933 ($ Thousands), and the unrealized appreciation and depreciation were $6,679 ($ Thousands) and ($5,945) ($ Thousands) respectively.

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	148,586		$	—	$	—	$	148,586
U.S. Treasury Obligation		—			464		—		464
Cash Equivalent		7,617			—		—		7,617
Total Investments in Securities	$	156,203		$	464	$	—	$	156,667
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(58	)	$	—	$	—	$	(58	)

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.

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Real Estate Fund

June 30, 2009

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.1%
Consumer Discretionary — 1.1%
Starwood Hotels & Resorts Worldwide (A)	88,500	$	1,965
			1,965
Financials — 93.0%
AMB Property † (A)	525,100		9,877
Annaly Capital Management †	78,400		1,187
Apartment Investment & Management, Cl A † (A)	520,084		4,603
AvalonBay Communities † (A)	128,598		7,194
Boston Properties † (A)	220,033		10,496
Brookfield Asset Management, Cl A	210,700		3,597
Camden Property Trust † (A)	83,300		2,299
CB Richard Ellis Group, Cl A *	51,500		482
Corporate Office Properties Trust † (A)	114,650		3,363
Douglas Emmett † (A)	618,449		5,560
Equity Residential † (A)	450,450		10,013
Essex Property Trust † (A)	55,400		3,448
Extra Space Storage † (A)	216,800		1,810
Federal Realty Investment Trust † (A)	72,750		3,748
Forest City Enterprises, Cl A	343,200		2,265
HCP †	297,950		6,314
Host Hotels & Resorts † (A)	1,009,744		8,472
Kimco Realty † (A)	666,300		6,696
Liberty Property Trust †	86,900		2,002
Macerich † (A)	184,254		3,245
Mitsubishi Estate	92,000		1,536
Post Properties † (A)	179,750		2,416
Prologis † (A)	298,150		2,403
PS Business Parks †	23,705		1,148
Public Storage † (A)	157,754		10,330
Regency Centers † (A)	236,100		8,242
RioCan Real Estate Investment Trust †	39,500		520
Saul Centers †	78,000		2,306
Simon Property Group † (A)	279,894		14,395
Strategic Hotels & Resorts † (A)	86,400		96
Taubman Centers † (A)	36,650		984
UDR † (A)	209,100		2,160
Unibail (France) †	10,403		1,549
Ventas † (A)	218,200		6,515
Verde Realty PIPE * (C) (D)	21,400		424
Vornado Realty Trust † (A)	315,705		14,216
			165,911
Total Common Stock (Cost $196,523) ($ Thousands)			167,876
AFFILIATED PARTNERSHIP — 43.4%
SEI Liquidity Fund, L.P.,
0.690% **†† (B)	79,297,247		77,469
Total Affiliated Partnership (Cost $79,297) ($ Thousands)			77,469
	Face amount ($ Thousands)/Shares
CONVERTIBLE BONDS — 1.5%
Boston Properties CV to 7.0430
2.875%, 02/15/37 †	564		494
Forest City Enterprises CV to 15.0631
3.625%, 10/15/11	1,130		960
Vornado Realty Trust CV to 6.1553
2.850%, 04/01/27 †	1,424		1,239
			2,693
Total Convertible Bonds (Cost $2,034) ($ Thousands)			2,693
CASH EQUIVALENT — 5.2%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††	9,285,523		9,286
Total Cash Equivalent (Cost $9,286) ($ Thousands)			9,286
Total Investments — 144.2% (Cost $287,140) ($ Thousands) @		$	257,324

A summary of restricted securities held by the Fund at June 30, 2009 is as follows:

Description	Number of Shares	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Verde Realty PIPE	21,400	2/16/07	2/16/07	$	706	$	424	0.24	%

Percentages are based on Net Assets of $178,468 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at June 30, 2009. The total market value of securities on loan at June 30, 2009 was $77,625 ($ Thousands)

(B) This security was purchased with cash collateral received from securities lending. The total value of such securities as of June 30, 2009 was $77,469 ($ Thousands).

(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, 2009 was $424 ($ Thousands) and represented 0.24% of net Assets.

(D) Securities considered illiquid and restricted. The total market value of such securities as of June 30, 2009 was $424 ($ Thousands) and represented 0.24% of Net Assets.

Cl — Class

CV — Convertible Security

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $287,140. ($ Thousands), and the unrealized appreciation and depreciation were $7,574 ($ Thousands) and $(37,390) ($ Thousands), respectively.

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Real Estate Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	167,452	$	—	$	424	$	167,876
Affiliated Partnership		—		77,469		—		77,469
Convertible Bonds		—		2,693		—		2,693
Cash Equivalent		9,286		—		—		9,286
Total Investments in Securities	$	176,738	$	80,162	$	424	$	257,324

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

	Common Stock
Beginning balance as of October 1, 2008	$	—
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		—
Net purchases/sales		—
Net transfer in and/or out of Level 3		424
Ending balance as of June 30, 2009	$	424

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.

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 23.4%
ACI, Term B Loan
6.500%, 05/13/14	$	550	$	554
Acument Global Technologies, Term B Loan
4.720%, 08/11/13		1,952		878
Affinion, Term B Loan (B)
0.000%, 10/17/12		560		528
Aldabra LLC, 2nd Lien (B)
0.000%, 02/22/15		1,000		683
Allison Transmission, Term B Loan
3.071%, 08/07/14		900		716
Alpha Topco, 2nd Lien
5.311%, 06/30/14		1,000		570
Asurion, Term B Loan
0.000%, 07/07/14 (B)		675		633
Bio Tech Research Labs, 1st Lien
2.320%, 03/17/14		951		518
Biomet
0.000%, 03/25/15 (B)		560		543
Boozal, Term B Loan
7.500%, 07/02/15		138		137
Burlington Coat Factory, Term C Loan
2.560%, 05/28/13		400		313
Calpine, 1st Lien
4.095%, 03/31/14		700		619
CCS Medical
4.470%, 09/30/12		5,227		2,352
Cebridge PIK
6.319%, 05/05/14		850		717
Charter, Term B Loan (B)
0.000%, 03/06/14		560		502
Community Health Systems (B)
0.000%, 07/25/14		800		719
Delta Air Lines, 2nd Lien
3.567%, 04/30/14		476		324
Dex Media West LLC, Term B Loan (B)
0.000%, 10/24/14		675		563
DirecTV, Term C Loan (B)
0.000%, 04/13/13		560		557
Discovery Communications, Term A Loan
0.000%, 05/14/14 (B)		675		674
DJO Finance, Term B Loan
3.704%, 05/20/14		233		212
0.000%, 05/20/14 (B)		326		296
Dollar General, Tranche B-2
3.069%, 07/07/14		1,000		939
DTN, 1st Lien, Tranche C
5.866%, 08/15/14		825		739
Education Media & Publishing, Term B Loan
0.000%, 06/10/14 (B)		750		524
Federal Mogul, Term B Loan
0.000%, 12/27/14 (B)		596		396
Federal Mogul, Term C Loan
0.000%, 12/27/15 (B)		304		197
First Data Corporation, Tranche B-1
3.059%, 09/24/14		9		6
Flextronics International, Term Loan A-3
2.569%, 10/01/14		390		324
Flextronics, Term Loan A2
2.569%, 10/01/14		335		278
Fontainebleau Miami, Term B Loan
7.326%, 06/06/12		2,500		1,600
Freescale Semiconductor
12.500%, 12/15/14		625		541
Georgia Pacific, Term Loan B1
0.000%, 12/20/12 (B)		560		527
Ginn La Conduit Lender, 1st Lien, Tranche A
9.500%, 06/08/11 (H)		1,352		122
8.545%, 06/08/11 (H)		631		56
Graphic Packaging International, Incremental Term Loan
0.000%, 05/16/14 (B)		560		526
Hanesbrand, Term B Loan
0.000%, 09/05/13 (B)		560		556
Harrah’s Operating
0.000%, 01/28/15 (B)		625		458
HCA, Term B Loan
3.470%, 11/18/13		650		586
Hexion, Term Loan C1
0.000%, 05/05/13 (B)		986		663
Hexion, Term Loan C2
0.000%, 05/05/13 (B)		214		144
Hub International
0.000%, 06/13/14 (B)		133		116
Hub International, Term B Loan
0.000%, 06/13/14 (B)		592		516
INEOS Group, Term B Loan
0.000%, 12/16/13 (B)		475		347
INEOS Group, Term C Loan
0.000%, 12/16/14 (B)		475		347
Infor Global
0.000%, 07/28/12 (B)		228		186
Infor Global
0.000%, 07/28/12 (B)		197		161
Infor Global Solutions, Term B Loan
0.000%, 07/30/12 (B)		125		102
Intelsat Bermuda
3.319%, 02/01/14		800		624
Inverness Medical, 2nd Lien
0.000%, 06/26/15 (B)		560		511
Jetro Holdings
0.000%, 07/02/14 (B)		550		527
JHT Holding, 2nd Lien
4.500%, 12/21/12		35		23
Lake at Las Vegas
15.460%, 06/20/12 (H)		2,338		70
Lake at Las Vegas, DIP
7.927%, 06/20/12		1,000		850
7.818%, 07/16/09		1,353		1,150
Lake at Las Vegas Revolving Loan
16.100%, 06/20/12		241		7
Land Investment Consortium, 1st Lien
6.428%, 05/09/11		897		403
Life Tech, Term B Loan
5.250%, 11/21/15		625		627

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lifecare Holding
5.290%, 08/11/12	$	489	$	288
Meg Energy
0.000%, 03/30/13 (B)		94		84
Meg Energy, Term C Loan
0.000%, 03/30/13 (B)		466		417
Metro PCS Wireless, Term B Loan
3.066%, 11/04/13		972		922
Monitor Oil, 2nd Lien
0.000%, 01/25/15 (A)		47		—
Mylan Laboratiories, Term B Loan
3.827%, 10/02/14		975		939
Mylan Laboratories, Term B Loan
3.827%, 10/02/14		975		939
Nalco, Term B Loan 3
6.500%, 05/06/16		560		554
Navistar Financial
0.000%, 01/19/12 (B)		167		137
Navistar Financial, Term B Loan
0.000%, 01/19/12 (B)		458		393
Newpage, Term B Loan
0.000%, 12/21/14 (B)		675		580
NRG Holdings LOC
0.000%, 02/01/13 (B)		195		183
NRG Holdings, Term B Loan
0.000%, 02/01/13 (B)		365		343
Oshkosh, Term B Loan
0.000%, 12/06/13 (B)		700		642
Pinnacle Foods Group
3.161%, 04/19/14		983		875
Roofing Supply Group
9.250%, 06/30/13		21		16
Serena Software
2.915%, 03/11/13		1,696		1,483
Sirva Worldwide
9.720%, 05/12/12		508		229
9.464%, 05/12/12		329		132
Sirva Worldwide
0.500%, 05/12/12 (A)		456		274
Sirva Worldwide, 2nd Lien
12.000%, 05/15/15		1,096		55
Spirit Finance
4.028%, 08/01/13		1,000		303
4.028%, 07/15/13		2,500		758
Texas Competitive Electric Holdings, Tranche B-2
3.881%, 10/10/14		1,940		1,384
The Newark Group
10.750%, 03/22/13		330		165
The Newark Group (Synthetic)
6.930%, 03/22/13		1,512		756
Thomson Learning
0.000%, 07/03/14		170		142
Thomson Learning, Term B Loan
2.820%, 07/05/14		580		484
Totes Isotoner, 1st Lien
2.944%, 01/31/13		3,258		1,824
Travelport LLC LOC
0.000%, 08/23/13 (B)		57		45
Travelport LLC, Term C Loan
9.750%, 08/23/13		210		203
Travelport, Term B Loan
0.000%, 08/23/13 (B)		316		245
0.000%, 08/23/13 (B)		187		145
US Airways Group
2.941%, 03/19/14		745		388
2.809%, 03/21/14		4,000		2,081
Varietal, Term Loan T1
2.819%, 06/29/14		440		392
Verint Systems
3.590%, 05/27/14		1,864		1,566
VWR International, Term B Loan
2.819%, 06/29/14		185		165
W.M Bolthouse Farms, 1st Lien
2.813%, 12/17/12		560		530
Waiccs Las Vegas 3 LLC, 1st Lien
3.819%, 07/30/09		2,000		400
Waiccs Las Vegas 3 LLC, 2nd Lien
9.319%, 07/30/09		2,000		200
WideOpenWest Finance, 1st Lien
2.820%, 06/30/14		1,450		1,235
Wind Acquisition
0.000%, 12/07/11 (B)		725		728
Wm. Bolthouse Farms, 1st Lien
2.688%, 12/17/12		736		696
Wrigley Jr., Tranche B
6.500%, 10/06/14		625		627
Total Loan Participations (Cost $80,036) ($ Thousands)				54,304
MORTGAGE-BACKED SECURITIES — 22.7%
Agency Mortgage-Backed Obligations — 11.2%
FHLMC TBA
4.500%, 07/01/19		2,500		2,548
FHLMC
6.000%, 09/01/26		794		835
2.875%, 04/30/10		3,000		3,057
FHLMC CMO STRIPS, Ser 245, Cl IO, IO
5.000%, 05/15/37		15		2
FNMA TBA
6.500%, 08/15/37		5,000		5,303
4.500%, 07/17/18		2,500		2,550
FNMA
6.500%, 09/01/26		486		521
6.000%, 11/01/14 to 01/01/27		6,496		6,863
4.750%, 04/19/10		4,000		4,129
				25,808
Non-Agency Mortgage-Backed Obligations — 11.5%
American Tower Trust, Ser 2007-1A, Cl D
5.957%, 04/15/37 (C)		1,250		1,094
Arkle Master Issuer PLC, Ser 2006-1A, Cl 3M
1.044%, 02/17/52 (C) (D)		1,000		961
Banc of America Mortgage Securities, Ser 2004-J, Cl 2A1
4.757%, 11/25/34 (D)		285		212

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Mortgage Securities, Ser 2005-C, Cl 2A2
4.705%, 04/25/35 (D)	$	827	$	562
Banc of America Mortgage Securities, Ser 2005-I, Cl 2A1
4.865%, 10/25/35 (D)		611		458
Bayview Commercial Asset Trust, Ser 2006-4A, Cl A2
0.579%, 12/25/36 (C) (D)		487		200
Citigroup Commercial Mortgage Trust, Ser 2006-FL2, Cl D
0.529%, 08/15/21 (C) (D)		400		235
Citigroup Commercial Mortgage Trust, Ser 2007-FL3A, Cl J
1.269%, 04/15/22 (C) (D)		775		38
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
4.272%, 09/25/34 (D)		175		133
Citigroup Mortgage Loan Trust, Ser 2006-AR1, Cl 1A1
4.900%, 10/25/35 (D)		657		498
Commercial Mortgage Pass-Through Certificates, Ser 2006-FL12, Cl A2
0.419%, 12/15/20 (C) (D)		962		696
Crown Castle Towers LLC, Ser 2006-1A, Cl E
6.065%, 11/15/36 (C)		1,775		1,739
Crusade Global Trust, Ser 2007-1, Cl A1
1.167%, 04/19/38 (D)		967		808
First Horizon Alternative Mortgage Securities, Ser 2005-AA3, Cl 3A1
5.358%, 05/25/35 (D)		1,187		695
First Horizon Asset Securities, Ser 2005-AR4, Cl 2A1
5.340%, 10/25/35 (D)		1,046		724
Granite Master Issuer PLC, Ser 2007-1, Cl 1C1
0.615%, 12/20/54 (D)		410		37
Granite Master Issuer PLC, Ser 2007-2, Cl 2C1
0.749%, 12/17/54 (D)		525		47
Greenwich Capital Commercial Funding, Ser 2006-FL4A, Cl C
0.549%, 11/15/21 (C) (D)		810		264
GS Mortgage Securities II, Ser 2007-EOP, Cl K
1.367%, 03/06/20 (C) (D)		380		246
Harborview Mortgage Loan Trust, Ser 2005-14, Cl 3A1A
5.307%, 12/19/35 (D)		1,284		807
Impac CMB Trust, Ser 2005-1, Cl 1A1
0.569%, 04/25/35 (D)		365		190
Impac CMB Trust, Ser 2005-4, Cl 1M1
0.739%, 05/25/35 (D)		559		85
Interstar Millennium Trust, Ser 2002-1G, Cl A2
1.341%, 07/07/34 (D)		73		67
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-FL2A, Cl J
0.969%, 11/15/18 (C) (D)		1,962		546
JPMorgan Mortgage Trust, Ser 2006-A6, Cl 4A1
5.251%, 10/25/36 (D)		1,030		765
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
5.430%, 05/25/37 (D)		1,866		1,087
Leek Finance PLC, Ser 2006-18A, Cl A2B
1.357%, 09/21/38 (C) (D)		364		271
Merrill Lynch Mortgage Investors, Ser 2005-A1, Cl 1A
4.589%, 12/25/34 (D)		355		242
Merrill Lynch Mortgage Investors, Ser 2005-A2, Cl A2
4.483%, 02/25/35 (D)		1,439		1,154
Merrill Lynch Mortgage Investors, Ser 2005-A9, Cl 2A1E
5.151%, 12/25/35 (D)		1,834		1,251
Merrill Lynch Mortgage Investors, Ser 2005-A9, Cl 2A1A
5.151%, 12/25/35 (D)		1,113		939
MLCC Mortgage Investors, Ser 2006-1, Cl 2A1
5.295%, 02/25/36 (D)		963		672
Morgan Stanley Capital I, Ser 2007-XLFA, Cl C
0.480%, 10/15/20 (C) (D)		1,025		333
MortgageIT Trust, Ser 2005-5, Cl A1
0.574%, 12/25/35 (D)		1,242		544
Permanent Master Issuer PLC, Ser 2006-1, Cl 2C
1.531%, 07/15/42 (D)		700		660
Prudential Commercial Mortgage Trust, Ser 2003-PWR1, Cl A1
3.669%, 02/11/36		650		640
Residential Funding Mortgage Securities I, Ser 2006-SA1, Cl 1A1
5.672%, 02/25/36 (D)		538		362
Residential Funding Mortgage Securities I, Ser 2007-SA2, Cl 2A2
5.661%, 04/25/37 (D)		900		480
Sequoia Mortgage Trust, Ser 2004-10, Cl A2
0.636%, 11/20/34 (D)		255		147
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
0.616%, 12/20/34 (D)		201		137
Sequoia Mortgage Trust, Ser 2005-2, Cl A1
0.536%, 03/20/35 (D)		109		71
Sequoia Mortgage Trust, Ser 2007-1, Cl 2A1
5.802%, 02/20/47 (D)		1,722		1,187
Washington Mutual Mortgage Pass - Through Certificates, Ser 2005-AR3, Cl A2
4.640%, 03/25/35 (D)		1,115		858
Washington Mutual Mortgage Pass - Through Certificates, Ser 2006-AR2, Cl 1A1
5.271%, 03/25/37 (D)		644		397
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
4.552%, 01/25/35 (D)		606		532

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR1, Cl 2A1
4.489%, 02/25/35 (D)	$	767	$	634
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR2, Cl 2A2
4.551%, 03/25/35 (D)		670		552
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR16, Cl A1
5.681%, 10/25/36 (D)		1,395		846
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR8, Cl 2A1
5.240%, 07/25/36 (D)		1,007		632
				26,735
Total Mortgage-Backed Securities (Cost $66,394) ($ Thousands)				52,543
CORPORATE OBLIGATIONS — 18.0%
Consumer Discretionary — 0.5%
President and Fellows of Harvard College
3.700%, 04/01/13		1,060		1,076
Financials — 13.7%
Banco Santander Chile
0.983%, 12/09/09 (C) (D)		1,750		1,741
Bank of America
0.809%, 09/22/09 (D)		1,500		1,514
BTM Curacao Holdings MTN
4.760%, 07/21/15 (C) (D)		1,000		980
Citibank
0.680%, 10/12/09 (D)		2,250		2,252
Citigroup
1.211%, 08/25/36 (D)		1,500		720
Citigroup Funding
1.369%, 07/30/09 (D)		375		380
0.596%, 09/03/09 (D)		375		375
Everest Reinsurance Holdings
8.750%, 03/15/10		1,050		1,071
General Electric Capital
0.929%, 06/08/12 (D)		550		551
0.839%, 09/14/09 (D)		2,300		2,316
0.609%, 09/21/09 (D)		2,300		2,308
GMAC
0.629%, 09/19/09 (D)		1,250		1,255
ILFC E-Capital Trust I
5.900%, 12/21/65 (C) (D)		1,000		370
JPMorgan Chase
0.859%, 09/15/09 (D)		1,500		1,517
JPMorgan Chase Capital XXI, Ser U
1.966%, 02/02/37 (D)		2,550		1,350
Liberty Property L.P.
7.250%, 03/15/11 ‡		1,000		1,000
MBIA Insurance
14.000%, 01/15/33 (C) (D)		1,000		380
Mellon Funding
1.033%, 05/15/14 (D)		2,100		1,936
Merrill Lynch
1.389%, 09/15/36 (D)		700		376
Monumental Global Funding III
1.331%, 01/15/14 (C) (D)		1,800		1,269
Morgan Stanley
1.236%, 02/10/12 (D)		1,150		1,163
Prudential Financial MTN
5.100%, 12/14/11		310		308
State Street
1.139%, 04/30/12 (D)		1,215		1,169
State Street Bank and Trust
0.829%, 09/15/11 (D)		960		967
State Street Capital Trust IV
1.629%, 06/15/37 (D)		850		490
Unitrin
6.000%, 05/15/17		1,270		884
4.875%, 11/01/10		1,000		974
VTB 24 Capital PLC, Ser E MTN
1.449%, 12/07/09 (D)		1,000		982
Western Union
5.400%, 11/17/11		1,175		1,228
				31,826
Health Care — 0.9%
Quest Diagnostics
5.125%, 11/01/10		1,000		1,022
UnitedHealth Group
2.286%, 02/07/11 (D)		1,000		991
				2,013
Industrials — 0.6%
Continental Airlines, Ser 061G
1.006%, 06/02/13 (D)		1,000		674
Language Line
11.125%, 06/15/12		700		696
				1,370
Materials — 0.2%
Verso Paper Holdings
11.500%, 07/01/14 (C)		550		503
Regional Agencies — 0.2%
Republic of Trinidad & Tobago
9.875%, 10/01/09		500		508
Telecommunication Services — 1.6%
Corning
6.050%, 06/15/15		1,000		981
PAETEC Holding
8.875%, 06/30/17 (C)		575		541
Telecom Italia Capital
1.717%, 07/18/11 (D)		1,000		956
Vodafone Group PLC
0.940%, 02/27/12 (D)		1,300		1,242
				3,720
Utilities — 0.3%
Southern, Ser A
5.300%, 01/15/12		665		698
Total Corporate Obligations (Cost $47,153) ($ Thousands)				41,714

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 14.8%
Automotive — 3.3%
AmeriCredit Automobile Receivables Trust, Ser 2006-1, Cl A4
5.200%, 03/06/11	$	363	$	363
Americredit Prime Automobile Receivable, Ser 2007-1, Cl D
5.520%, 01/08/12		775		460
Capital Auto Receivables Asset Trust, Ser 2007-1, Cl B
5.150%, 09/17/12		955		847
Carmax Auto Owner Trust, Ser 2007-1, Cl C
5.530%, 07/15/13		190		137
Ford Credit Auto Owner Trust, Ser 2007-A, Cl C
5.800%, 02/15/13		515		393
Harley-Davidson Motorcycle Trust, Ser 2006-1, Cl B
5.240%, 11/15/13 (C)		1,550		1,339
Harley-Davidson Motorcycle Trust, Ser 2006-3, Cl B
5.430%, 11/15/14		890		753
Harley-Davidson Motorcycle Trust, Ser 2007-2, Cl B
5.230%, 03/15/14		1,225		1,046
Hyundai Auto Receivables Trust, Ser 2006-B, Cl D
5.410%, 05/15/13		422		405
Hyundai Auto Receivables Trust, Ser 2007-A, Cl A4
5.260%, 11/15/12		526		536
Hyundai Auto Receivables Trust, Ser 2007-A, Cl A3A
5.040%, 01/17/12		460		471
Merrill Auto Trust Securitization, Ser 2007-1, Cl C
5.960%, 12/15/13		1,135		977
				7,727
Credit Cards — 5.2%
American Express Credit Account Master Trust, Ser 2004-C, Cl C
0.819%, 02/15/12 (C) (D)		124		124
Bank of America Credit Card Trust, Ser 2006-C7, Cl C7
0.549%, 03/15/12 (D)		1,000		985
Citibank Credit Card Issuance Trust, Ser 2006-C4, Cl C4
0.538%, 01/09/12 (D)		1,800		1,771
Citibank Credit Card Issuance Trust, Ser 2007-B5, Cl B5
0.938%, 11/07/14 (D)		2,000		1,807
GE Capital Credit Card Master Note Trust, Ser 2007-4, Cl B
0.519%, 06/15/15 (D)		3,150		2,362
MBNA Master Credit Card Trust, Ser 1997-B, Cl B
0.669%, 08/15/14 (D)		2,100		1,920
MBNA Master Credit Card Trust, Ser 1999-J, Cl C
7.850%, 02/15/12 (C)		1,500		1,505
Washington Mutual Master Note Trust, Ser 2006-C2A, Cl C2
0.819%, 08/15/15 (C) (D)		800		682
Washington Mutual Master Note Trust, Ser 2006-C3A, Cl C3A
0.699%, 10/15/13 (C) (D)		1,000		981
				12,137
Mortgage Related Securities — 1.4%
ACE Securities, Ser 2006-HE1, Cl M2
0.709%, 02/25/36 (D)		515		5
ACE Securities, Ser 2006-OP2, Cl A2B
0.419%, 08/25/36 (D)		1,000		632
Asset-Backed Funding Certificates, Ser 2006-OPT2, Cl A3B
0.424%, 10/25/36 (D)		1,100		936
New Century Home Equity Loan Trust, Ser 2005-1, Cl A1MZ
0.599%, 03/25/35 (D)		35		15
Option One Mortgage Loan Trust, Ser 2005-3, Cl M1
0.784%, 08/25/35 (D)		428		138
Option One Mortgage Loan Trust, Ser 2007-2, Cl M1
0.669%, 03/25/37 (D)		2,635		28
Option One Mortgage Loan Trust, Ser 2007-FXD1, Cl 3A3
5.611%, 01/25/37 (D)		285		137
Option One Mortgage Loan Trust, Ser 2007-FXD2, Cl 2A1
5.900%, 03/25/37		837		741
Option One Mortgage Loan Trust, Ser 2007-HL1, Cl 2A1
0.429%, 02/25/38 (D)		565		467
				3,099
Other Asset-Backed Securities — 4.9%
ACAS Business Loan Trust, Ser 2006-1A, Cl A
0.890%, 11/27/19 (C) (D)		1,619		1,247
ACAS Business Loan Trust, Ser 2007-1A, Cl C
1.704%, 08/16/19 (C) (D)		1,837		119
AIG Credit Premium Finance Master Trust, Ser 2007-AA, Cl C
0.719%, 12/15/11 (C) (D)		1,245		256
Babson CLO, Ser 2007-1A, Cl A1
1.332%, 01/18/21 (C) (D)		1,104		829
Capital Trust Re CDO Ltd., Ser 2006- 4A, Cl A1
0.630%, 10/20/43 (C) (D)		1,007		252
CapitalSource Commercial Loan Trust, Ser 2006-2A, Cl A1A
0.525%, 09/20/22 (C) (D)		499		410
CapitalSource Commercial Loan Trust, Ser 2007-1, Cl C
0.966%, 03/20/17 (C) (D)		458		201
CIT Equipment Collateral, Ser 2006-VT2, Cl C
5.290%, 04/20/14		31		29
Citigroup Mortgage Loan Trust, Ser 2006-WFH3, Cl M1
0.599%, 12/25/36 (D)		805		41

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Countrywide Asset-Backed Certificates, Ser 2005-13, Cl 3AV3
0.559%, 04/25/36 (D)	$	1,056	$	715
Countrywide Asset-Backed Certificates, Ser 2006-18, Cl M1
0.609%, 03/25/37 (D)		1,000		38
Countrywide Asset-Backed Certificates, Ser 2006-22, Cl M1
0.539%, 05/25/37 (D)		1,500		28
Countrywide Asset-Backed Certificates, Ser 2006-22, Cl M3
0.619%, 05/25/37 (D)		1,000		12
Credit-Based Asset Servicing and Securitization CDO, Ser 2006-16A, Cl A
0.879%, 09/06/41 (C) (D)		520		42
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (C)		2,200		1,692
First Franklin Mortgage Loan Asset Backed Certificates, Ser 2007-FF1, Cl M2
0.574%, 01/25/38 (D)		1,145		5
GE Business Loan Trust, Ser 2003-2A, Cl B
1.319%, 11/15/31 (C) (D)		92		62
GE Business Loan Trust, Ser 2004-2A, Cl A
0.539%, 12/15/32 (C) (D)		128		73
GE Business Loan Trust, Ser 2004-2A, Cl B
0.799%, 12/15/32 (C) (D)		96		64
GE Business Loan Trust, Ser 2006-2A, Cl D
1.069%, 11/15/34 (C) (D)		271		73
GE Commercial Loan Trust, Ser 2006-3, Cl C
1.657%, 01/19/17 (C) (D)		344		7
GE Dealer Floorplan Master Note Trust, Ser 2006-2, Cl C
0.745%, 04/20/13 (D)		460		192
GMAC Mortgage Loan Trust, Ser 2006-HE4, Cl A2
0.454%, 12/25/36 (D)		892		268
JPMorgan Mortgage Acquisition, Ser 2006-CH1, Cl M1
0.529%, 07/25/36 (D)		335		47
JPMorgan Mortgage Acquisition, Ser 2006-CH2, Cl MV1
0.519%, 10/25/36 (D)		1,125		70
JPMorgan Mortgage Acquisition, Ser 2006-WMC3, Cl A4
0.459%, 08/25/36 (D)		1,250		312
JPMorgan Mortgage Acquisition, Ser 2007-CH3, Cl M3
0.679%, 03/25/37 (D)		385		6
Katonah, Ser 2005-7A, Cl B
1.303%, 11/15/17 (C) (D)		700		224
Lambda Finance, Ser 2005-1A, Cl A3
1.113%, 11/15/29 (C) (D)		1,026		848
Marriott Vacation Club Owner Trust, Ser 2006-2A, Cl A
5.362%, 10/20/28 (C)		120		100
Marriott Vacation Club Owner Trust, Ser 2007-1A, Cl D
6.135%, 05/20/29 (C)		578		391
Prima, Ser 2006-1, Cl A1
5.417%, 12/28/48		2,046		1,432
Sierra Receivables Funding, Ser 2007-2A, Cl A2
1.315%, 09/20/19 (C) (D)		793		505
Superior Wholesale Inventory Financing Trust, Ser 2007-AE1, Cl B
0.619%, 01/15/12 (D)		115		104
Superior Wholesale Inventory Financing Trust, Ser 2007-AE1, Cl C
0.919%, 01/15/12 (D)		215		193
Triton Container Finance LLC, Ser 2006-1A, Cl N
0.479%, 11/26/21 (C) (D)		556		345
				11,232
Total Asset-Backed Securities (Cost $58,490) ($ Thousands)				34,195
U.S. GOVERNMENT AGENCY OBLIGATIONS — 10.3%
FHLB
3.000%, 06/11/10		2,345		2,400
1.375%, 05/16/11		7,000		7,022
1.020%, 02/26/10		3,000		3,012
0.634%, 05/05/10		10,000		9,962
FNMA
1.375%, 04/28/11		1,560		1,564
Total U.S. Government Agency Obligations (Cost $23,901) ($ Thousands)				23,960
COMMON STOCK — 0.1%
JHT Holding * (E)(F)		4,002		—
Sirva Worldwide * (E)(F)		6,263		290
Total Common Stock (Cost $—) ($ Thousands)				290
CASH EQUIVALENT — 8.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **†		19,745,748		19,746
Total Cash Equivalent (Cost $19,746) ($ Thousands)				19,746

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 8.9%
Bank of America (G) 0.090%, dated 06/30/09, to be repurchased on 07/01/09, repurchase price $20,600,052 (collateralized by various U.S. Government Obligations, ranging in par value $9,698,720-$11,412,673, 4.000%-5.000%, 10/01/37-06/01/39; market value $21,012,000)	$	20,600	$	20,600
Total Repurchase Agreement (Cost $20,600) ($ Thousands)				20,600
Total Investments — 106.7% (Cost $316,320)($ Thousands) @			$	247,352

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 5-Year Note	(85	)	Sep-2009	$	66
U.S. 2-Year Note	(52	)	Oct-2009		(3	)
U.S. 10-Year Note	(27	)	Sep-2009		(36	)
U.S. Long Treasury Bond	(9	)	Sep-2009		(30	)
				$	(3	)

A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2009, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
7/10/09	CHF	1,400	EUR	915	$	(4	)
7/10/09	EUR	919	CHF	1,400		(2	)
7/10/09	EUR	443	SGD	900		1
7/10/09	JPY	123,000	NOK	9,247		161
7/10/09	NOK	9,025	JPY	123,000		(127	)
7/10/09	NOK	222	USD	33		(1	)
7/10/09	SGD	900	EUR	436		(10	)
7/10/09	USD	11	AUD	16		2
7/10/09-8/12/09	EUR	1,856	JPY	244,000		(74	)
7/10/09-8/12/09	EUR	104	USD	138		(7	)
7/10/09-8/12/09	JPY	244,000	EUR	1,971		234
7/10/09-9/10/09	AUD	2,706	CHF	2,100		(250	)
7/10/09-9/10/09	CHF	2,100	AUD	2,695		242
7/10/09-9/10/09	CHF	2,900	GBP	1,720		164
7/10/09-9/10/09	GBP	1,756	CHF	2,900		(222	)
7/10/09-9/10/09	GBP	6,155	JPY	852,000		(1,299	)
7/10/09-9/10/09	JPY	852,000	GBP	6,037		1,105
7/10/09-9/10/09	USD	230	GBP	160		34
8/12/09	AUD	900	JPY	61,000		(92	)
8/12/09	CHF	700	NOK	3,980		(26	)
8/12/09	JPY	61,000	AUD	985		161
8/12/09	NOK	4,064	CHF	700		13
8/12/09	USD	13	NOK	83		—
8/12/09	USD	600	NZD	1,084		100
8/12/09-9/10/09	AUD	92	USD	63		(11	)
8/12/09-9/10/09	NZD	1,186	USD	673		(93	)
9/10/09	CHF	1,400	USD	1,190		(99	)
9/10/09	GBP	416	SGD	900		(62	)
9/10/09	JPY	61,000	NZD	1,199		140
9/10/09	NZD	1,098	JPY	61,000		(75	)
9/10/09	SGD	900	GBP	408		51
9/10/09	USD	1,196	CHF	1,400		92
					$	46

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

Percentages are based on a Net Assets of $231,873 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009.

† Investment in Affiliated Security.

‡ Real Estate Investment Trust.

(A) Unfunded bank loan. Interest rate not available.

(B) Unsettled bank loan. Interest rate not available.

(C) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(D) Variable Rate Security –– The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2009. The date reported on the Schedule of Investments is the maturity date. The effective maturity date may be shorter.

(E) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2009 was $290 ($ Thousands) and represented 0.13% of Net Assets.

(F) Security considered illiquid. The total market value of such securities as of June 30, 2009 was $290 ($ Thousands) and represented 0.13% of Net Assets.

(G) Tri-Party Repurchase Agreement.

(H) Security in default on interest payments.

AUD — Australian Dollar

CDO — Collateralized Debt Obligation

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DIP — Debtor In Possession

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound

IO — Interest Only - face amount represents notional amount

JPY — Japanese Yen

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

Ser — Series

SGD — Singapore Dollar

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

USD — United States Dollar

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $316,320 ($ Thousands), and the unrealized appreciation and depreciation were $1,455 ($ Thousands) and ($70,423) ($ Thousands), respectively.

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Mortgage-Backed Securities	$	—		$	52,543	$	—	$	52,543
Corporate Obligations		—			41,714		—		41,714
Asset-Backed Securities		—			33,929		266		34,195
U.S. Government Agency Obligations		—			23,960		—		23,960
Common Stock		—			—		290		290
Loan Participations		—			54,304		—		54,304
Repurchase Agreement		—			20,600		—		20,600
Cash Equivalent		19,746			—		—		19,746
Total Investments in Securities	$	19,746		$	227,050	$	556	$	247,352
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts	$	(3	)	$	—	$	—	$	(3	)
Forward Contracts		—			46		—		46
Total Other Financial Instruments	$	(3	)	$	46	$	—	$	43

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

	Asset-Backed Securities			Common Stock
Beginning balance as of October 1, 2008	$	620		$	—
Accrued discounts/premiums		—			—
Realized gain/(loss)		(312	)		—
Change in unrealized appreciation/(depreciation)		(37	)		290
Net purchases/sales		(5	)		—
Net transfer in and/or out of Level 3		—			—
Ending balance as of June 30, 2009	$	266		$	290

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.

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 53.8%
Agency Mortgage-Backed Obligations — 38.9%
FHLMC
7.500%, 11/01/29 to 09/01/32	$	1,912	$	2,065
7.000%, 01/01/10 to 01/01/32		350		381
6.500%, 12/01/13 to 09/01/38		23,323		24,838
6.000%, 08/01/16 to 09/01/38		57,628		60,531
5.500%, 12/01/13 to 03/01/38		57,989		60,307
5.000%, 10/01/14 to 02/01/39		94,518		96,972
4.500%, 04/01/35 to 11/01/35		3,073		3,069
4.000%, 04/01/19 to 10/01/33		2,583		2,532
FHLMC ARM (A)
6.430%, 10/01/37		820		856
6.429%, 11/01/37		6		7
5.993%, 01/01/37		2,127		2,221
5.922%, 03/01/37		224		234
5.126%, 01/01/36		5,267		5,480
FHLMC CMO STRIPS, Ser 232, Cl IO, IO
5.000%, 08/01/35		10,064		1,583
FHLMC CMO STRIPS, Ser 233, Cl 12, IO
5.000%, 09/15/35		2,870		392
FHLMC CMO STRIPS, Ser 233, Cl 6, IO
4.500%, 08/15/35		430		75
FHLMC CMO STRIPS, Ser 245, Cl IO, IO
5.000%, 05/15/37		2,460		389
FHLMC CMO, Ser 1, Cl Z
9.300%, 04/15/19		125		136
FHLMC CMO, Ser 1611, Cl Z
6.500%, 11/15/23		15,790		16,792
FHLMC CMO, Ser 1983, Cl Z
6.500%, 12/15/23		2,152		2,287
FHLMC CMO, Ser 2043, Cl CJ
6.500%, 04/15/28		2,639		2,803
FHLMC CMO, Ser 2277, Cl B
7.500%, 01/15/31		395		415
FHLMC CMO, Ser 2389, Cl CD
6.000%, 03/15/16		1,011		1,025
FHLMC CMO, Ser 2399, Cl XG
6.500%, 01/15/32		5,196		5,560
FHLMC CMO, Ser 2489, Cl PE
6.000%, 08/15/32		332		350
FHLMC CMO, Ser 2558, Cl BD
5.000%, 01/15/18		785		832
FHLMC CMO, Ser 2564, Cl BQ
5.500%, 10/15/17		1,485		1,583
FHLMC CMO, Ser 2590, Cl BY
5.000%, 03/15/18		322		341
FHLMC CMO, Ser 2623, Cl AJ
4.500%, 07/15/16		1,309		1,353
FHLMC CMO, Ser 2672, Cl HA
4.000%, 09/15/16		458		471
FHLMC CMO, Ser 2676, Cl CY
4.000%, 09/15/18		918		924
FHLMC CMO, Ser 2690, Cl TV
4.500%, 11/15/25		667		685
FHLMC CMO, Ser 2727, Cl PW
3.570%, 06/15/29		339		344
FHLMC CMO, Ser 2733, Cl ME
5.000%, 01/15/34		5,995		6,235
FHLMC CMO, Ser 2765, Cl CT
4.000%, 03/15/19		531		519
FHLMC CMO, Ser 2780, Cl TB
3.000%, 12/15/24		72		72
FHLMC CMO, Ser 2790, Cl TN
4.000%, 05/15/24		1,398		1,343
FHLMC CMO, Ser 2843, Cl BC
5.000%, 08/15/19		1,182		1,249
FHLMC CMO, Ser 2875, Cl HB
4.000%, 10/15/19		208		203
FHLMC CMO, Ser 2945, Cl SA
11.719%, 03/15/20 (A)		4,012		4,178
FHLMC CMO, Ser 2985, Cl JR
4.500%, 06/15/25		1,737		1,761
FHLMC CMO, Ser 3028, Cl PG
5.500%, 09/15/35		830		876
FHLMC CMO, Ser 3035, Cl PA
5.500%, 09/15/35		406		433
FHLMC CMO, Ser 3253, Cl A
5.000%, 08/15/20		804		838
FHLMC CMO, Ser 3372, Cl BD
4.500%, 10/15/22		1,188		1,209
FHLMC CMO, Ser 3455, Cl MB
4.500%, 06/15/23		2,088		2,114
FHLMC CMO, Ser 3465, Cl HA
4.000%, 07/15/17		1,285		1,321
FNMA
7.000%, 09/01/26 to 06/01/35		7,159		7,828
6.500%, 05/01/17 to 12/01/37		5,779		6,147
6.000%, 12/01/20 to 08/01/37		62,147		65,312
5.500%, 06/01/14 to 08/01/37		136,486		142,670
5.000%, 01/01/20 to 02/01/39		76,629		78,579
4.500%, 11/01/33 to 05/01/39		18,439		18,470
4.000%, 08/01/20		2,072		2,078
FNMA ARM (A)
6.284%, 09/01/37		206		216
6.131%, 09/01/37		911		951
6.124%, 12/01/36		578		604
6.106%, 11/01/37		934		977
6.033%, 08/25/09		1,567		1,636
6.028%, 01/01/37		706		737
5.977%, 04/01/37		717		748
5.957%, 01/01/37		874		912
5.936%, 08/25/09		402		419
5.878%, 02/01/37		587		612
5.766%, 08/01/37		1,697		1,783
5.746%, 05/01/37		2,007		2,101
5.635%, 02/01/36		598		627
3.536%, 10/01/35		11,995		12,182
3.531%, 11/01/35		1,859		1,888
3.529%, 11/01/35		1,790		1,818
3.528%, 11/01/35		1,877		1,906
3.521%, 10/01/35		1,026		1,042
3.516%, 11/01/35		1,820		1,849
3.514%, 11/01/35		1,811		1,839
3.513%, 10/01/35		8,317		8,447
FNMA TBA
6.500%, 08/15/37 to 09/01/37		17,000		18,013
5.500%, 08/18/21 to 07/25/39		33,765		34,400
5.000%, 08/14/37 to 07/15/38		99,700		101,539
4.500%, 07/01/37 to 07/25/39		68,630		68,480

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.506%, 11/01/35 (A)	$	6,087	$	6,181
FNMA CMO STRIPS, Ser 359, Cl 6, IO
5.000%, 11/01/35		1,274		195
FNMA CMO STRIPS, Ser 360, Cl 2, IO
5.000%, 08/01/35		21,550		3,427
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29		4,777		5,018
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		11,077		11,906
FNMA CMO, Ser 2002-94, Cl HQ
4.500%, 01/25/18		994		1,042
FNMA CMO, Ser 2003-108, Cl BE
4.000%, 11/25/18		706		707
FNMA CMO, Ser 2003-125, Cl AY
4.000%, 12/25/18		225		224
FNMA CMO, Ser 2003-15, Cl CH
4.000%, 02/25/17		433		443
FNMA CMO, Ser 2003-16, Cl PN
4.500%, 10/25/15		423		429
FNMA CMO, Ser 2004-60, Cl PA
5.500%, 04/25/34		790		829
FNMA CMO, Ser 2004-80, Cl LE
4.000%, 11/25/19		4,237		4,167
FNMA CMO, Ser 2004-81, Cl KE
4.500%, 11/25/19		226		234
FNMA CMO, Ser 2005-57, Cl EG
0.614%, 03/25/35 (A)		2,774		2,719
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		662		707
FNMA CMO, Ser 2005-69, Cl JM
4.500%, 08/25/25		668		673
FNMA CMO, Ser 2006-10, Cl FD
0.664%, 03/25/36 (A)		2,445		2,407
FNMA CMO, Ser 2006-112, IO
6.386%, 11/25/36 (A)		17,558		1,567
FNMA CMO, Ser 2007-113, Cl DB
4.500%, 12/25/22		1,522		1,546
FNMA CMO, Ser 2007-77, Cl MH
6.000%, 12/25/36		3,037		3,212
FNMA CMO, Ser 2007-T2, Cl B
6.022%, 11/25/10		4,500		4,722
FNMA CMO, Ser 2008-22
6.116%, 03/25/37 (A)		15,000		1,655
FNMA CMO, Ser 2008-35, Cl B
5.000%, 08/25/23		228		237
FNMA CMO, Ser 2008-35, IO
1.282%, 02/25/11 (A)		104,584		965
FNMA CMO, Ser 365, Cl 2, IO
5.000%, 02/01/36		1,183		169
FNMA CMO, Ser 365, IO
5.000%, 04/01/36		1,213		168
GNMA
8.000%, 11/15/29 to 11/15/30		148		168
7.500%, 03/15/29 to 01/15/32		308		338
7.000%, 08/15/13		73		78
6.500%, 04/15/24 to 09/15/35		15,078		16,173
6.000%, 03/15/14 to 11/15/35		42,591		44,631
5.000%, 05/15/33 to 10/15/35		4,878		4,998
GNMA ARM (A)
6.000%, 06/20/35		486		498
5.500%, 01/10/36 to 05/20/36		5,137		5,261
5.000%, 02/20/36		900		903
4.625%, 08/20/34		582		594
4.500%, 02/20/34		930		948
3.750%, 12/20/33		10,655		10,732
3.125%, 03/20/36		739		740
GNMA CMO, Ser 2001-18, Cl WH
31.197%, 04/20/31 (A)		258		331
GNMA CMO, Ser 2002-51, Cl SG
31.135%, 04/20/31 (A)		239		314
GNMA CMO, Ser 2003-86, Cl ZK
5.000%, 10/20/33		9,951		9,907
GNMA CMO, Ser 2004-80, Cl IP, IO
5.500%, 07/20/34		2,292		45
GNMA CMO, Ser 2006-37, Cl JG
5.000%, 07/20/36		879		917
GNMA TBA
6.000%, 07/01/34		15,600		16,248
5.000%, 08/01/33		4,000		4,061
4.500%, 07/01/35 to 08/15/39		48,255		48,079
				1,128,507
Non-Agency Mortgage-Backed Obligations — 14.9%
Adjustable Rate Mortgage Trust, Ser 2005-8, Cl 4A11
5.436%, 11/25/35 (A)		9,963		6,524
American Home Mortgage Assets, Ser 2007-2, Cl A1
0.439%, 03/25/47 (A)		10,128		3,964
American Home Mortgage Investment Trust, Ser 2004-1, Cl 4A
3.170%, 04/25/44 (A)		368		263
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
4.390%, 02/25/45 (A)		1,718		1,352
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
5.294%, 06/25/45 (A)		5,123		2,794
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
5.350%, 11/25/45 (A)		4,995		2,801
American Tower Trust, Ser 2007-1A, Cl AFX
5.420%, 04/15/37 (B)		1,749		1,592
Banc of America Commercial Mortgage Securities, Ser 2000-1, Cl A2A
7.333%, 11/15/31 (A)		872		875
Banc of America Commercial Mortgage Securities, Ser 2002-PB2, Cl B
6.309%, 06/11/35		659		623
Banc of America Commercial Mortgage Securities, Ser 2003-1, Cl A2
4.648%, 09/11/36		746		690
Banc of America Commercial Mortgage Securities, Ser 2004-2, Cl A5
4.580%, 11/10/38		294		258
Banc of America Commercial Mortgage Securities, Ser 2005-3, Cl A4
4.668%, 07/10/43		11,300		9,723
Banc of America Commercial Mortgage Securities, Ser 2006-2, Cl A1
5.611%, 05/10/45		1,580		1,604
Banc of America Commercial Mortgage, Ser 2004-2, Cl A3
4.050%, 11/10/38		483		465
Banc of America Commercial Mortgage, Ser 2005-5, Cl A4
5.115%, 10/10/45 (A)		240		205
Banc of America Commercial Mortgage, Ser 2006-5, Cl A2
5.317%, 09/10/47		387		356

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Commercial Mortgage, Ser 2007-2, Cl A2
5.634%, 04/10/49 (A)	$	2,576	$	2,339
Banc of America Commercial Mortgage, Ser 2007-3, Cl A3
5.837%, 07/10/14 (A)		1,360		1,038
Banc of America Funding, Ser 2003-1, Cl A1
6.000%, 05/20/33		67		64
Banc of America Funding, Ser 2005-B, Cl 2A1
5.087%, 04/20/35 (A)		5,058		3,214
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
5.294%, 05/25/34 (A)		4,653		4,025
Bear Stearns Commercial Mortgage Securities, Ser 2000-WF1, Cl A2
7.780%, 02/15/32 (A)		1,855		1,869
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP4, Cl A3
5.610%, 11/15/33		436		440
Bear Stearns Commercial Mortgage Securities, Ser 2002-PBW1, Cl A2
4.720%, 11/11/35 (A)		806		789
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		1,147		1,083
Bear Stearns Commercial Mortgage Securities, Ser 2003-T12, Cl A3
4.240%, 08/13/09 (A)		348		339
Bear Stearns Commercial Mortgage Securities, Ser 2004-PWR6, Cl A6
4.825%, 11/11/41		333		295
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4
5.405%, 08/11/09 (A)		2,343		2,084
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.299%, 10/12/42 (A)		3,700		3,183
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW16, Cl A2
5.857%, 06/11/40 (A)		4,144		3,834
Chase Commercial Mortgage Securities, Ser 2000-3, Cl A2
7.319%, 10/15/32		2,260		2,307
Chase Mortgage Finance, Ser 2005-A1, Cl 2A3
5.238%, 12/25/35 (A)		12,400		7,016
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3
5.726%, 03/15/49 (A)		11,422		9,638
Citigroup Mortgage Loan Trust, Ser 2005-11, Cl A3
4.900%, 12/25/35 (A)		8,758		6,422
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4
6.975%, 01/17/32 (A)		3,131		3,314
Commercial Mortgage Asset Trust, Ser 1999-C2, Cl A2
7.546%, 10/17/32 (A)		2,139		2,164
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B
6.220%, 12/10/49 (A)		15,025		11,141
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (B)		770		761
Countrywide Alternative Loan Trust, Ser 2003-20BC, Cl 1A1
5.500%, 10/25/33		1,467		1,221
Countrywide Alternative Loan Trust, Ser 2004-J1, Cl 1A1
6.000%, 02/25/34		577		539
Countrywide Alternative Loan Trust, Ser 2005-21, Cl 3A2
2.539%, 08/25/35 (A)		556		216
Countrywide Alternative Loan Trust, Ser 2005-56, Cl 4A1
0.624%, 11/25/35 (A)		7,963		3,557
Countrywide Alternative Loan Trust, Ser 2005-59, Cl 1A1
0.644%, 11/20/35 (A)		9,649		4,358
Countrywide Alternative Loan Trust, Ser 2006-OA2, Cl X1P, IO
0.632%, 05/20/46 (A)		30,277		454
Countrywide Alternative Loan Trust, Ser 2006-OC6, Cl 2A1
0.384%, 07/25/36 (A)		838		714
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-HY10, Cl 1A1
5.255%, 02/20/36 (A)		1,702		634
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-HYB9, Cl 1A1
5.013%, 02/20/36 (A)		1,119		482
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-R3, Cl AF
0.714%, 09/25/35 (A) (B)		5,472		3,696
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2006-HYB1, Cl 1A1
5.315%, 03/20/36 (A)		2,680		1,249
CS First Boston Mortgage Securities, Ser 2001-CK1, Cl A3
6.380%, 12/18/35		540		554
CS First Boston Mortgage Securities, Ser 2001-CK3, Cl A4
6.530%, 06/15/34		1,490		1,528
CS First Boston Mortgage Securities, Ser 2002-CKN2, Cl A3
6.133%, 04/15/37		257		253
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A1
4.485%, 11/15/36		28		28
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2
5.183%, 11/15/36		2,428		2,384
CS First Boston Mortgage Securities, Ser 2002-CP5, Cl A2
4.940%, 12/15/35		426		413
CS First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
4.607%, 10/25/33 (A)		5,412		4,433
CS First Boston Mortgage Securities, Ser 2003-C5, Cl A4
4.900%, 12/15/36 (A)		906		824
CS First Boston Mortgage Securities, Ser 2003-CK2, Cl A4
4.801%, 03/15/36		537		506
CS First Boston Mortgage Securities, Ser CPN1, Cl A2
4.597%, 03/15/35		362		329

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/48	$	5,505	$	3,961
Deutsche Mortgage Securities, Ser 2004-4, Cl 7AR2
0.764%, 06/20/34 (A)		1,306		941
DLJ Commercial Mortgage, Ser 2000-CKP1, Cl A1B
7.180%, 11/10/33		993		1,012
DLJ Commercial Mortgage, Ser CG3, Cl A1B
7.340%, 09/10/09		139		139
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.713%, 11/19/44 (A)		2,587		573
FFCA Secured Lending, Ser 1999-1A, IO
1.317%, 09/18/25 (A) (B)		5,126		118
FHLMC, Ser K003, Cl AAB
4.768%, 05/25/18		1,100		1,129
First Horizon Alternative Mortgage Securities, Ser 2006-FA6, Cl 2A10
6.000%, 11/25/36		593		533
First Union National Bank Commercial Mortgage, Ser 1999-C4, Cl A2
7.390%, 12/15/31		45		45
First Union National Bank Commercial Mortgage, Ser 2000-C2, Cl A2
7.202%, 10/15/32		748		760
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33		809		760
Fund America Investors II, Ser 1993-A, Cl A2
6.193%, 06/25/23 (A)		238		217
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/35 (A) (B)		7,530		7,128
GE Capital Commercial Mortgage, Ser 2001-2, Cl A3
6.030%, 08/11/33		324		325
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35		6,318		6,441
GE Capital Commercial Mortgage, Ser 2002-3A, Cl A2
4.996%, 12/10/37		12,500		12,196
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4
5.513%, 11/10/45 (A)		7,479		6,294
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A3A
5.334%, 11/10/45 (A)		10,025		9,137
GE Capital Commercial Mortgage, Ser 2006-C1, Cl A3
5.336%, 03/10/44 (A)		2,845		2,358
GE Capital Commercial Mortgage, Ser 2007-C1, Cl A4
5.543%, 02/10/17		1,510		1,043
GMAC Commercial Mortgage Securities, Ser 2000-C2, Cl A2
7.455%, 08/16/33 (A)		2,261		2,314
GMAC Commercial Mortgage Securities, Ser 2000-C3, Cl A2
6.957%, 09/15/35		2,995		3,094
GMAC Commercial Mortgage Securities, Ser 2001-C1, Cl A2
7.724%, 03/15/33 (A)		2,559		2,582
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl A2
5.485%, 05/10/40 (A)		535		528
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		3,121		2,837
GMAC Commercial Mortgage Securities, Ser 2006-C1, Cl A4
5.238%, 11/10/45 (A)		4,800		3,975
Greenwich Capital Commercial Funding, Ser 2005-GG3, Cl AAB
4.619%, 08/10/42		6,305		6,012
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 04/10/37 (A)		2,184		1,868
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
6.115%, 08/10/09 (A)		8,650		7,095
GS Mortgage Securities II, Ser 2001-GL3A, Cl A2
6.449%, 08/15/18 (A) (B)		2,284		2,279
GS Mortgage Securities II, Ser 2005-GG4, Cl AABA
4.680%, 07/10/39		363		349
GS Mortgage Securities II, Ser 2005-GG4, Cl A4A
4.751%, 07/10/39		6,500		5,518
GS Mortgage Securities II, Ser 2006-GG8, Cl A4
5.560%, 11/10/39		8,000		6,525
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/27 (A) (B)		72		53
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
4.490%, 10/25/33 (A)		5,651		5,144
Harborview Mortgage Loan Trust, Ser 2005-1, Cl X, IO
3.060%, 03/19/35		12,266		194
Harborview Mortgage Loan Trust, Ser 2005-12, Cl X2B, IO
3.005%, 10/19/35 (A)		21,140		294
Heller Financial Commercial Mortgage Asset, Ser 1999-PH1, Cl C
7.099%, 05/15/31 (A)		237		236
Impac Secured Assets CMO Owner Trust, Ser 2006-2, Cl 2A1
0.664%, 08/25/36 (A)		846		469
Impac Secured Assets CMO Owner Trust, Ser 2006-3, Cl A4
0.404%, 11/25/36 (A)		3,038		1,831
Impac Secured Assets CMO Owner Trust, Ser 2007-1, Cl A1
0.374%, 03/25/37 (A)		10,890		5,797
Indymac INDA Mortgage Loan Trust, Ser 2005-AR2, Cl 1A1
4.372%, 01/25/36 (A)		383		228
Indymac INDA Mortgage Loan Trust, Ser 2007-AR7, Cl 1A1
6.142%, 11/01/37 (A)		1,795		1,171
Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl AX2, IO
3.110%, 12/25/34		4,955		33
Indymac Index Mortgage Loan Trust, Ser 2007-AR15, Cl 2A1
5.996%, 08/25/37 (A)		8,857		4,016

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JP Morgan Alternative Loan Trust, Ser 2006-A7, Cl 2A6
5.750%, 12/25/36 (A)	$	12,253	$	4,597
JP Morgan Chase Commercial Mortgage Securities, Ser 2005-CB13, Cl A4
5.457%, 08/12/09 (A)		550		473
JP Morgan Chase Commercial Mortgage Securities, Ser 2006-LDP7
6.051%, 08/15/09 (A)		806		775
JP Morgan Chase Commercial Mortgage Securities, Ser 2007-CB19, Cl A2
5.815%, 08/12/09 (A)		296		277
JP Morgan Chase Commercial Mortgage Securities, Ser 2007-LD12, Cl A4
5.882%, 02/15/51 (A)		1,830		1,370
JP Morgan Chase Commercial Mortgage Securities, Ser 2007-LDPX, Cl A3
5.420%, 01/15/49		11,915		8,770
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl A3
6.429%, 04/15/35		5,170		5,264
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB5, Cl A2
5.161%, 10/12/37		590		576
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-PM1A, Cl A4
5.326%, 11/12/08 (A)		184		172
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-C3, Cl A1
3.765%, 01/15/42		20		20
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP2, Cl A1
4.334%, 07/15/42		4		4
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP3, Cl A1
4.655%, 08/15/42		132		132
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/42 (A)		2,480		2,109
JPMorgan Commercial Mortgage Finance, Ser 2000-C10, Cl A2
7.371%, 08/15/32 (A)		792		801
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 11A2
4.499%, 11/25/08 (A)		12,385		7,410
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 2A2
5.755%, 11/25/08 (A)		12,600		7,019
JPMorgan Mortgage Trust, Ser 2006-A3, Cl 3A4
5.731%, 05/25/36 (A)		13,560		7,513
LB Commercial Conduit Mortgage Trust, Ser 1999-C2, Cl B
7.425%, 10/15/32		378		379
LB-UBS Commercial Mortgage Trust, Ser 2000-C4, Cl A2
7.370%, 08/15/26		367		376
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		6,514		6,540
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A5
4.853%, 09/15/31		810		798
LB-UBS Commercial Mortgage Trust, Ser 2005-C2, Cl A4
4.998%, 04/15/30		345		325
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl A2
5.084%, 02/15/31		1,665		1,614
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40		710		578
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A2
5.318%, 02/15/40		739		700
Master Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/34 (B)		3,847		3,952
Master Seasoned Securities Trust, Ser 2004-2, Cl A2
6.500%, 08/25/32		3,379		3,260
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.273%, 02/25/34 (A)		5,413		4,788
Merrill Lynch Mortgage Trust, Ser 2005-MCP1, Cl A4
4.747%, 06/12/43 (A)		2,480		2,129
Merrill Lynch/Countrywide Commercial Mortgage, Ser 2006-4, Cl A3
5.172%, 12/12/49 (A)		8,400		6,111
MLCC Mortgage Investors, Ser 2004-B, Cl A3
3.454%, 05/25/29 (A)		853		721
Morgan Stanley Capital I, Ser 2003-T11, Cl A4
5.150%, 06/13/41		1,142		1,043
Morgan Stanley Capital I, Ser 2005-HQ5, Cl AAB
5.037%, 01/14/42		1,700		1,663
Morgan Stanley Capital I, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/42		6,161		5,264
Morgan Stanley Capital I, Ser 2005-HQ7, Cl AAB
5.185%, 11/14/42 (A)		1,029		1,002
Morgan Stanley Capital I, Ser 2005-T17, Cl A5
4.780%, 12/13/41		309		268
Morgan Stanley Capital I, Ser 2006-T21, Cl A4
5.162%, 10/15/52 (A)		2,500		2,119
Morgan Stanley Capital I, Ser 2007-IQ, Cl A2
5.610%, 04/15/49		993		910
Morgan Stanley Capital I, Ser 2007-IQ14, Cl A4
5.692%, 04/15/49 (A)		7,100		5,175
Morgan Stanley Dean Witter Capital I, Ser 2000-LIFE, Cl A2
7.570%, 11/15/36 (A)		1,812		1,823
Morgan Stanley Dean Witter Capital I, Ser 2001-TOP5, Cl A4
6.390%, 10/15/35		2,492		2,555
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		1,846		1,741
Morgan Stanley Mortgage Loan Trust, Ser 2007-6XS, Cl 2A1S
0.424%, 02/25/47 (A)		392		293
Nomura Asset Securities, Ser 1998-D6, Cl A1C
6.690%, 03/15/30		1,169		1,243

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
RBS Greenwhich Capital Mortgage Pass-Through Certificates, Ser 2007-B, Cl 1A4
0.764%, 01/25/37 (A)	$	4,770	$	1,860
Residential Accredit Loans, Ser 2007-QS1, Cl 2A2
0.674%, 01/25/37 (A)		5,053		2,483
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31		1,801		1,720
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.774%, 12/25/34 (A)		2,396		1,591
Salomon Brothers Mortgage Securities VII, Ser 2000-C3, Cl A2
6.592%, 12/18/33		717		733
Salomon Brothers Mortgage Securities VII, Ser 2001-C2, Cl A3
6.499%, 10/13/11		5,259		5,398
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36		878		870
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19, Cl 1A1
0.634%, 10/25/35 (A)		1,858		837
Structured Adjustable Rate Mortgage Loan Trust, Ser 2007-7, Cl 2AS2
5.645%, 08/25/15 (A)		11,038		5,576
Structured Asset Mortgage Investments, Ser 2006-AR8, Cl A1A
0.514%, 10/25/36 (A)		4,980		2,055
Structured Asset Securities, Ser 2005-17, Cl 5A1
5.500%, 10/25/35		3,201		2,344
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 3A1
6.190%, 09/25/37 (A)		5,271		3,387
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 2A1
6.208%, 08/30/37 (A)		5,558		4,017
US Bank, Ser 2007-1, Cl A
5.920%, 05/25/12		3,602		3,395
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1A, Cl A4
6.287%, 04/15/34		1,543		1,568
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C5, Cl A2
3.989%, 06/15/35		449		419
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C6, Cl A3
4.957%, 08/15/35 (A)		2,490		2,359
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (B)		247		243
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		873		836
Wachovia Bank Commercial Mortgage Trust, Ser 2004-C11, Cl A4
5.030%, 01/15/41		599		503
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-AR5, Cl A6
4.677%, 05/25/35 (A)		9,220		5,123
Washington Mutual Mortgage Pass-Through Certificates, Ser 2003-MS1, Cl 1A
5.000%, 02/25/18		1,256		1,250
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A1
0.604%, 10/25/47 (A)		4,401		2,303
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A2
0.594%, 11/25/47 (A)		6,636		3,017
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-AR16, Cl 1A4A
5.092%, 12/25/35 (A)		12,955		8,059
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A2
0.604%, 12/25/45 (A)		6,357		2,971
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-AR12, Cl 1A1
6.069%, 10/25/36 (A)		656		456
Washington Mutual Mortgage Pass-Through Certificates, Ser 2007-OA6, Cl 1A
2.150%, 07/25/47 (A)		9,142		3,423
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl 1A1
4.526%, 06/25/34 (A)		5,647		5,017
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-17, Cl 1A1
5.500%, 01/25/36		3,130		2,448
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-2, Cl 3A1
5.750%, 03/25/36		1,659		1,165
				431,450
Total Mortgage-Backed Securities (Cost $1,647,895) ($ Thousands)				1,559,957
CORPORATE OBLIGATIONS — 34.0%
Consumer Discretionary — 1.8%
AMC Entertainment
8.750%, 06/01/19 (B)		40		38
American Achievement
8.250%, 04/01/12 (B)		900		841
Autozone
6.500%, 01/15/14		960		996
Boyd Gaming
7.125%, 02/01/16		350		259
6.750%, 04/15/14		570		462
British Sky Broadcasting Group
9.500%, 11/15/18 (B) (C)		3,385		4,046
Caesars Entertainment
8.125%, 05/15/11		540		448
CCH I Holdings LLC
11.000%, 10/01/15 (D)		740		89
Comcast
6.500%, 01/15/17		720		764
6.500%, 01/15/15		985		1,045
5.850%, 11/15/15		465		482
5.700%, 05/15/18		2,340		2,352
5.450%, 11/15/10		525		546
5.300%, 01/15/14 (C)		2,340		2,420

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Comcast Cable Communications
6.750%, 01/30/11	$	2,310	$	2,441
Comcast Cable Communications
8.375%, 03/15/13 (C)		3,500		3,990
Community Health Systems
8.875%, 07/15/15 (C)		1,030		1,009
COX Communications
7.875%, 08/15/09		750		754
6.250%, 06/01/18 (B)		289		286
4.625%, 06/01/13		805		792
Daimler Finance LLC
7.300%, 01/15/12		1,400		1,449
6.500%, 11/15/13		1,320		1,342
DirecTV Holdings
8.375%, 03/15/13		440		441
Eastman Kodak
7.250%, 11/15/13		2,740		1,671
Echostar DBS
7.750%, 05/31/15		720		686
Fortune Brands
6.375%, 06/15/14		1,755		1,745
General Motors
8.250%, 07/15/23 (C) (D)		3,100		380
Hertz
8.875%, 01/01/14 (C)		725		667
Inn of the Mountain Gods Resort & Casino
12.000%, 11/15/10 (D)		1,010		404
Lamar Media, Ser B
6.625%, 08/15/15		150		127
MGM Mirage
8.500%, 09/15/10		10		9
7.625%, 01/15/17 (C)		1,290		835
News America
6.650%, 11/15/37		180		162
6.200%, 12/15/34 (C)		65		55
Nordstrom
6.750%, 06/01/14		950		988
River Rock Entertainment Authority
9.750%, 11/01/11		930		697
Service International
7.625%, 10/01/18 (C)		340		315
7.500%, 04/01/27		670		526
6.750%, 04/01/16		20		18
Station Casinos
7.750%, 08/15/16 (C)		1,495		516
Sun Media
7.625%, 02/15/13		470		309
Thomson Reuters
5.950%, 07/15/13		580		593
Time Warner
7.700%, 05/01/32		835		820
6.875%, 05/01/12		2,225		2,380
Time Warner Cable
8.750%, 02/14/19		1,010		1,178
8.250%, 04/01/19		4,895		5,554
7.300%, 07/01/38		480		500
6.750%, 06/15/39		1,550		1,509
6.750%, 07/01/18		360		375
Time Warner Entertainment
8.375%, 07/15/33		60		67
TL Acquisitions
10.500%, 01/15/15 (B)		480		389
Viacom
6.875%, 04/30/36		500		461
5.750%, 04/30/11		495		507
				51,735
Consumer Staples — 0.9%
Altria Group
9.950%, 11/10/38		1,415		1,638
9.700%, 11/10/18		1,760		2,021
Anheuser-Busch
5.050%, 10/15/16		940		903
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19 (B)		1,560		1,706
6.875%, 11/15/19 (B)		565		586
CVS Caremark
9.350%, 01/10/23 (B)		8,600		2,549
Diageo Capital
7.375%, 01/15/14		6,165		6,975
Dr Pepper Snapple Group
6.820%, 05/01/18		1,470		1,555
General Mills
6.000%, 02/15/12		750		807
5.250%, 08/15/13		90		95
HJ Heinz
5.350%, 07/15/13		510		533
Kraft Foods
6.750%, 02/19/14 (C)		420		461
6.125%, 02/01/18		2,490		2,575
Philip Morris Capital
7.500%, 07/16/09		1,750		1,750
Reynolds American
6.750%, 06/15/17		1,260		1,176
				25,330
Energy — 4.2%
Anadarko Finance, Ser B
7.500%, 05/01/31		3,610		3,523
6.750%, 05/01/11		20		21
Anadarko Petroleum
8.700%, 03/15/19		1,940		2,173
7.625%, 03/15/14 (C)		1,755		1,903
6.450%, 09/15/36		5,370		4,827
Apache
6.000%, 09/15/13		2,570		2,796
Baker Hughes
7.500%, 11/15/18 (C)		3,315		3,882
Canadian Natural Resources
5.850%, 02/01/35		800		753
5.700%, 05/15/17 (C)		265		268
Chesapeake Energy
7.250%, 12/15/18		870		757
6.375%, 06/15/15		500		445
Cie Generale de Geophysique-Veritas
7.750%, 05/15/17		110		100
7.500%, 05/15/15 (C)		1,205		1,106
Conoco Funding
7.250%, 10/15/31		530		581
6.350%, 10/15/11		920		1,004
ConocoPhillips
5.900%, 10/15/32		1,090		1,082
5.900%, 05/15/38		1,790		1,787
ConocoPhillips Holding
6.950%, 04/15/29		1,460		1,573
Dynegy Holdings
7.750%, 06/01/19		1,485		1,156
El Paso
7.800%, 08/01/31		967		789
7.750%, 01/15/32 (C)		1,830		1,490
6.950%, 06/01/28		6,750		5,079

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
El Paso Performance-Linked Trust
7.750%, 07/15/11 (B)	$	5,470	$	5,368
Energy Transfer Partners
9.000%, 04/15/19		1,495		1,707
8.500%, 04/15/14		1,975		2,215
6.700%, 07/01/18		2,220		2,269
Enterprise Products Operating
9.750%, 01/31/14		4,150		4,770
GAZ Capital
6.510%, 03/07/22 (B)		1,010		758
6.212%, 11/22/16 (B)		2,010		1,688
Hess
7.875%, 10/01/29		1,070		1,161
7.300%, 08/15/31		4,380		4,521
Husky Energy
7.250%, 12/15/19		630		688
6.800%, 09/15/37		710		704
5.900%, 06/15/14		400		419
KazMunaiGaz Finance MTN
8.375%, 07/02/13 (B)		1,900		1,753
Kerr-McGee
7.875%, 09/15/31		820		800
6.950%, 07/01/24		450		418
Kinder Morgan Energy Partners MTN
7.125%, 03/15/12		90		96
6.950%, 01/15/38 (C)		1,950		1,889
6.750%, 03/15/11		450		472
6.000%, 02/01/17		3,485		3,457
5.950%, 02/15/18		1,045		1,023
5.850%, 09/15/12 (C)		1,145		1,194
5.000%, 12/15/13 (C)		2,735		2,691
Knight
6.500%, 09/01/12		3,185		3,113
Nabors Industries
6.150%, 02/15/18		795		763
Occidental Petroleum
7.000%, 11/01/13		4,000		4,579
OPTI Canada
8.250%, 12/15/14 (C)		700		462
7.875%, 12/15/14 (C)		880		570
Peabody Energy, Ser B
6.875%, 03/15/13		300		297
Pemex Project Funding Master Trust
6.625%, 06/15/35		1,667		1,508
Petrobras International Finance
7.875%, 03/15/19 (C)		1,795		1,956
6.125%, 10/06/16		1,635		1,676
Petro-Canada
6.800%, 05/15/38		365		360
Plains All American Pipeline
6.500%, 05/01/18		228		231
Ras Laffan Liquefied Natural Gas III
6.332%, 09/30/27 (B)		805		693
SandRidge Energy
9.875%, 05/15/16 (B)		870		839
SemGroup L.P.
8.750%, 11/15/15 (B) (D)		500		20
Southern Natural Gas
8.000%, 03/01/32		170		180
Suburban Propane Partners
6.875%, 12/15/13		735		676
Tennessee Gas Pipeline
7.625%, 04/01/37		830		841
Tosco
8.125%, 02/15/30		400		468
TransCanada Pipelines
7.625%, 01/15/39		715		835
Transocean
6.000%, 03/15/18		350		364
Valero Energy
9.375%, 03/15/19 (C)		1,785		2,033
Weatherford International
9.625%, 03/01/19		405		476
6.800%, 06/15/37		370		347
6.350%, 06/15/17		920		911
5.950%, 06/15/12		470		491
Williams
8.750%, 03/15/32		5,860		5,889
7.875%, 09/01/21		5,245		5,166
7.750%, 06/15/31 (C)		1,880		1,692
7.625%, 07/15/19		1,100		1,086
Williams, Ser A
7.500%, 01/15/31		90		79
XTO Energy
7.500%, 04/15/12		850		942
6.750%, 08/01/37		310		324
5.750%, 12/15/13		795		836
5.500%, 06/15/18 (C)		2,410		2,415
				120,274
Financials — 15.5%
ABX Financing
6.350%, 10/15/36 (B)		4,250		4,242
Aiful
5.000%, 08/10/10 (B)		1,420		866
Allied World Assurance Holdings
7.500%, 08/01/16		2,500		2,117
Allstate Life Global Funding Trusts MTN
5.375%, 04/30/13		2,020		2,089
American Express
8.150%, 03/19/38		920		972
7.250%, 05/20/14 (C)		1,550		1,603
6.800%, 09/01/66 (A) (C)		2,010		1,447
6.150%, 08/28/17		1,200		1,107
American Express Credit MTN
7.300%, 08/20/13		500		520
American General Finance MTN
6.900%, 12/15/17		2,820		1,527
American Honda Finance
5.100%, 03/27/12 (B)		1,685		1,652
American International Group MTN
6.250%, 03/15/37		2,560		634
5.850%, 01/16/18		4,340		2,296
4.950%, 03/20/12		880		598
ASIF Global Financing XIX
4.900%, 01/17/13 (B)		390		332
BAC Capital Trust XIV
5.630%, 03/15/12 (A)		130		65
BAC Capital Trust XV
1.468%, 06/01/56 (A)		2,000		987
Bank of America MTN
7.625%, 06/01/19		3,970		3,988
7.400%, 01/15/11 (C)		1,325		1,360
7.375%, 05/15/14		3,285		3,393
5.750%, 12/01/17		3,825		3,406
5.650%, 05/01/18		1,370		1,211
5.420%, 03/15/17		4,300		3,571
5.375%, 06/15/14		2,525		2,394
Bank of New York Mellon
5.125%, 08/27/13 (C)		900		947

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank One
7.875%, 08/01/10	$	3,525	$	3,696
Banponce Trust I, Ser A
8.327%, 02/01/27		2,590		1,523
Barnett Capital III
1.653%, 02/01/27 (A)		425		225
Bear Stearns
7.250%, 02/01/18		8,870		9,349
6.400%, 10/02/17		500		501
5.350%, 02/01/12		3,280		3,440
4.650%, 07/02/18		995		880
4.500%, 10/28/10 (C)		1,470		1,504
Berkshire Hathaway Finance
5.400%, 05/15/18 (C)		830		855
BP Capital Markets
5.250%, 11/07/13		890		955
Bunge Finance
5.900%, 04/01/17		600		549
Capital One Bank USA
8.800%, 07/15/19		1,475		1,507
Capital One Financial MTN
7.375%, 05/23/14		1,470		1,516
0.930%, 03/10/09 (A) (C)		1,500		1,495
Caterpillar Financial Services MTN
6.200%, 09/30/13		3,650		3,864
Chase Capital VI
1.653%, 08/01/28 (A)		2,500		1,424
Chubb
5.750%, 05/15/18		245		254
Citigroup
8.500%, 05/22/19		1,800		1,831
6.875%, 03/05/38 (C)		8,555		7,555
6.500%, 08/19/13		4,507		4,382
6.125%, 08/25/36		1,200		894
6.125%, 05/15/18 (C)		5,847		5,114
5.875%, 02/22/33		1,685		1,246
5.500%, 04/11/13		3,140		2,943
5.500%, 02/15/17		2,350		1,915
5.000%, 09/15/14		5,905		4,950
2.125%, 04/30/12		1,620		1,627
0.903%, 09/09/09 (A)		3,650		2,595
Citigroup Capital III
7.625%, 12/01/36		1,500		1,113
Citigroup Capital XXI
8.300%, 12/21/57 (A)		1,250		975
Countrywide Financial MTN
6.250%, 05/15/16		1,080		958
5.800%, 06/07/12		2,745		2,762
Countrywide Financial , Cl A
0.579%, 10/15/28 (A)		137		67
Countrywide Home Loans MTN
4.000%, 03/22/11		3,200		3,158
Credit Suisse New York
6.000%, 02/15/18 (C)		3,600		3,594
5.000%, 05/15/13		4,691		4,796
Credit Suisse NY
5.500%, 05/01/14		4,865		5,054
Credit Suisse USA
5.125%, 08/15/15 (C)		1,080		1,107
4.875%, 08/15/10 (C)		2,210		2,279
Depfa ACS Bank
5.125%, 03/16/37 (B)		3,000		1,898
Deutsche Bank
4.875%, 05/20/13 (C)		1,830		1,878
Deutsche Bank Capital Funding Trust VII
5.628%, 01/19/49 (A) (B) (C)		2,760		1,794
DI Finance
9.500%, 02/15/13		90		87
Discover Financial Services
6.450%, 06/12/17		250		203
East Lane Re
7.027%, 05/06/11 (A) (B)		650		617
ERP Operating
5.125%, 03/15/16 ‡		830		761
Export-Import Bank of Korea
5.500%, 10/17/12		990		1,008
Farmers Exchange Capital
7.200%, 07/15/48 (B)		1,465		837
7.050%, 07/15/28 (B)		1,434		993
Farmers Insurance Exchange
8.625%, 05/01/24 (B)		3,017		2,434
First Industrial L.P. MTN
7.500%, 12/01/17		970		563
Fleet Capital Trust II
7.920%, 12/11/26		1,050		861
Ford Motor Credit LLC
12.000%, 05/15/15		4,700		4,395
8.000%, 12/15/16		2,680		2,049
7.875%, 06/15/10 (C)		7,405		7,034
7.375%, 10/28/09		3,250		3,222
5.879%, 06/15/11 (A)		3,863		3,351
5.700%, 01/15/10		220		212
Forest City Enterprises
7.625%, 06/01/15		500		315
6.500%, 02/01/17		270		149
General Electric Capital
6.875%, 01/10/39		660		594
6.750%, 03/15/32 (C)		1,665		1,495
6.517%, 11/15/19 (A)		5,870		3,917
5.900%, 05/13/14		3,650		3,725
5.875%, 01/14/38		1,300		1,029
5.625%, 05/01/18 (C)		7,235		6,854
5.450%, 01/15/13		20		21
1.396%, 05/05/26 (A)		3,500		2,308
0.915%, 08/20/09 (A)		1,900		1,628
0.889%, 09/15/14 (A)		4,000		3,394
Genworth Financial
5.650%, 06/15/12		1,280		1,024
4.950%, 10/01/15		1,595		1,023
Glitnir Banki HF
7.451%, 09/14/16 (B) (D)		400		—
6.693%, 06/15/16 (B) (D)		3,960		—
6.375%, 09/25/12 (B) (D)		2,330		379
6.330%, 07/28/11 (B) (D)		1,980		322
GMAC
6.875%, 09/15/11 (B)		3,875		3,391
GMAC LLC
8.000%, 12/31/18 (B)		228		145
7.750%, 01/19/10 (B) (C)		6,633		6,467
7.500%, 12/31/13 (B)		655		508
7.250%, 03/02/11 (B)		2,228		2,039
2.868%, 12/01/14 (A) (B)		2,234		1,564
Goldman Sachs Capital I
6.345%, 02/15/34 (C)		520		420
Goldman Sachs Capital II
5.793%, 12/29/49 (A)		3,001		1,829

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Goldman Sachs Group
7.500%, 02/15/19 (C)	$	3,579	$	3,832
6.750%, 10/01/37		2,375		2,111
6.150%, 04/01/18 (C)		3,780		3,680
6.000%, 05/01/14 (C)		4,350		4,540
5.950%, 01/18/18		260		252
5.450%, 11/01/12		5,635		5,827
5.350%, 01/15/16		660		629
5.250%, 10/15/13 (C)		3,565		3,638
5.150%, 01/15/14		910		913
5.125%, 01/15/15		775		762
4.500%, 06/15/10 (C)		1,000		1,025
1.639%, 01/12/15 (A)		1,750		1,534
1.501%, 07/22/15 (A)		500		431
Hartford Financial Services Group MTN
6.000%, 01/15/19		245		188
HBOS Capital Funding
6.071%, 06/30/49 (A) (B)		1,330		485
HBOS PLC
6.750%, 05/21/18 (B) (C)		2,100		1,585
HCP
6.700%, 01/30/18 ‡		405		352
6.300%, 09/15/16 ‡ (C)		345		299
6.000%, 01/30/17 ‡		4,225		3,581
5.650%, 12/15/13 ‡		1,410		1,284
Highwoods Properties
7.500%, 04/15/18 ‡		1,142		988
Host Marriott LP, Ser Q
6.750%, 06/01/16 ‡ (C)		455		395
HSBC Finance
8.000%, 07/15/10		3,475		3,608
7.000%, 05/15/12		1,505		1,552
6.375%, 11/27/12		585		595
4.625%, 09/15/10		650		655
HSBC Holdings PLC
6.800%, 06/01/38		615		618
ICICI Bank
6.375%, 04/30/22 (A)		678		530
6.375%, 04/30/22 (A) (B)		2,320		1,809
6.375%, 04/30/22		960		750
ILFC E-Capital Trust II
6.250%, 12/21/65 (A) (B)		900		333
International Lease Finance MTN
5.750%, 06/15/11		1,235		1,024
4.750%, 01/13/12 (C)		1,176		926
iStar Financial
5.875%, 03/15/16 ‡		795		318
Jackson National Life Global Funding MTN
5.375%, 05/08/13 (B)		700		674
JP Morgan Chase Capital XIII
1.547%, 09/30/34 (A)		1,000		563
JP Morgan Chase Capital XXV
6.800%, 10/01/37 (C)		1,160		1,000
JPMorgan Chase
7.900%, 10/30/08 (A)		1,900		1,663
6.400%, 05/15/38		2,250		2,256
6.300%, 04/23/19		4,189		4,213
6.000%, 01/15/18		225		223
5.750%, 01/02/13 (C)		6,435		6,636
5.375%, 10/01/12		1,965		2,058
4.750%, 05/01/13 (C)		510		517
4.650%, 06/01/14		1,580		1,576
JPMorgan Chase Bank
6.000%, 10/01/17		1,685		1,640
0.959%, 09/14/09 (A)		1,300		1,060
JPMorgan Chase Capital XV
5.875%, 03/15/35		1,645		1,316
Kaupthing Bank
7.625%, 02/28/15 (B) (D) (J)		8,810		352
7.125%, 05/19/16 (B) (D)		1,350		—
5.750%, 10/04/11 (B) (C) (D)		960		125
Landsbanki Islands
6.100%, 08/25/11 (B) (D)		5,570		167
Lazard Group
7.125%, 05/15/15		1,555		1,429
6.850%, 06/15/17		1,606		1,475
Lehman Brothers Holdings MTN
14.500%, 06/20/16 (A) (D) (J)		3,977		584
11.000%, 11/07/16 (A) (D) (J)		4,283		629
8.920%, 02/16/17 (D) (J)		2,370		348
6.750%, 12/28/17 (D)		4,320		—
6.200%, 09/26/14 (D)		1,160		171
5.250%, 02/06/12 (D)		1,220		180
Lehman Brothers Holdings Capital Trust V MTN
5.857%, 11/29/49 (D)		4,280		—
Liberty Mutual Group
7.500%, 08/15/36 (B) (G)		878		605
6.500%, 03/15/35 (B)		1,525		927
Lloyds Banking Group
5.920%, 10/01/09 (A) (B)		5,850		2,048
MBNA Capital A
8.278%, 12/01/26		1,450		1,222
Merna Reinsurance, Ser B
2.347%, 07/07/10 (A) (B)		3,750		3,493
Merrill Lynch
8.950%, 05/18/17 (A)		1,790		1,410
8.680%, 05/02/17 (A)		3,160		2,635
6.875%, 04/25/18		250		232
6.110%, 01/29/37		1,405		1,085
6.050%, 05/16/16		1,270		1,137
5.700%, 05/02/17		1,300		1,115
5.450%, 02/05/13		2,390		2,326
MetLife
7.717%, 02/15/19		2,850		3,048
6.400%, 12/15/36		1,265		905
MetLife Capital Trust IV
7.875%, 12/15/37 (B)		1,200		972
MetLife Capital Trust X
9.250%, 04/08/38 (A) (B)		1,800		1,602
Metropolitan Life Global Funding I MTN
5.125%, 04/10/13 (B)		580		590
5.125%, 06/10/14 (B)		2,750		2,729
Morgan Stanley
7.300%, 05/13/19		670		695
6.750%, 04/15/11		30		31
6.625%, 04/01/18		5,265		5,249
6.000%, 05/13/14		10,610		10,742
6.000%, 04/28/15		630		628
5.950%, 12/28/17		1,380		1,324
5.750%, 08/31/12		2,320		2,397
5.450%, 01/09/17 (C)		470		439
5.300%, 03/01/13		495		501
5.050%, 01/21/11		320		326
4.750%, 04/01/14		620		586

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
1.557%, 10/18/16 (A)	$	5,020	$	4,060
1.449%, 01/09/14 (A)		3,800		3,412
1.411%, 07/15/09 (A)		1,350		1,338
1.357%, 01/18/11 (A)		325		315
MUFG Capital Finance 1
6.346%, 07/25/49 (A)		1,670		1,462
National Australia Bank
5.350%, 06/12/13 (B)		2,500		2,575
National Capital Trust II
5.486%, 12/29/49 (A) (B)		2,231		1,473
National City Bank MTN
5.800%, 06/07/17		1,290		1,228
Nationwide Mutual Insurance
6.600%, 04/15/34 (B)		690		415
5.810%, 06/15/09 (A) (B)		1,975		1,160
NB Capital Trust IV
8.250%, 04/15/27		4,500		3,779
Northern Trust
5.500%, 08/15/13		200		212
Pacific Life Global Funding
5.150%, 04/15/13 (B)		370		369
Power Receivables Financial
6.290%, 01/01/12 (B)		185		182
6.290%, 01/01/12		2,251		2,219
Pricoa Global Funding I
5.450%, 06/11/14 (B)		3,400		3,394
Prime Property Fund
5.600%, 06/15/11 ‡ (B)		1,384		1,214
5.500%, 01/15/14 ‡ (B)		1,850		1,329
Rabobank Capital Funding II
5.260%, 12/29/49 (A) (B)		200		146
Rabobank Capital Funding Trust
5.254%, 10/21/16 (A) (B)		420		307
Rabobank Nederland
11.000%, 12/31/09 (A) (B)		1,110		1,235
Resona Preferred Global Securities
7.191%, 07/30/49 (A) (B)		580		424
Royal Bank of Scotland Group
7.640%, 09/29/17 (A)		1,000		405
Shinsei Finance Cayman
6.418%, 01/25/49 (A) (B) (C)		5,180		2,072
Simon Property Group L.P.
5.750%, 12/01/15 ‡		910		838
5.600%, 09/01/11 ‡		690		698
SLM MTN
5.625%, 08/01/33		695		428
5.375%, 05/15/14		4,905		3,942
5.050%, 11/14/14		690		534
5.000%, 04/15/15		120		91
5.000%, 10/01/13 (C)		4,710		3,810
Standard Chartered Bank
6.400%, 09/26/17 (B)		715		647
Stingray Pass-Through Trust MTN
5.902%, 01/12/15 (B)		2,723		245
Sumitomo Mitsui Banking
5.625%, 04/15/09 (A) (B)		2,620		2,411
SunTrust Preferred Capital I
5.853%, 12/15/11 (A)		259		176
TNK-BP Finance
7.875%, 03/13/18 (B)		1,110		916
7.500%, 07/18/16		100		87
7.500%, 07/18/16 (B)		3,320		2,830
6.625%, 03/20/17 (B)		720		569
Travelers
6.250%, 03/15/37 (A)		1,470		1,185
5.375%, 06/15/12		370		376
UDR MTN
5.000%, 01/15/12 ‡		2,000		1,933
Ventas Realty L.P.
9.000%, 05/01/12 ‡		180		185
6.500%, 06/01/16 ‡		495		443
Wachovia
5.750%, 02/01/18 (C)		2,260		2,219
5.625%, 10/15/16		1,950		1,863
5.500%, 08/01/35		1,405		1,085
5.300%, 10/15/11 (C)		2,155		2,246
5.250%, 08/01/14 (C)		4,390		4,296
4.875%, 02/15/14		875		855
Wachovia Bank
6.000%, 11/15/17		4,700		4,737
Wachovia Capital Trust III
5.800%, 03/15/11 (A) (C)		2,230		1,338
WEA Finance
7.500%, 06/02/14 (B)		3,460		3,431
7.125%, 04/15/18 (B) (C)		5,630		5,225
Wells Fargo
5.375%, 02/07/35 (C)		2,085		1,834
4.375%, 01/31/13 (C)		2,000		2,017
Wells Fargo Capital X
5.950%, 12/15/36		760		562
Wells Fargo Capital XV
9.750%, 12/31/49 (A) (C)		3,790		3,667
Westfield Capital
4.375%, 11/15/10 (B)		2,103		2,058
Westfield Group
5.400%, 10/01/12 (B)		947		909
Woodbourne Capital Trust I
1.418%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust II
1.418%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust III
1.418%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust IV
1.418%, 04/08/49 (A) (B)		625		131
ZFS Finance USA Trust I
6.150%, 12/15/65 (A) (B) (C)		4,272		3,285
				448,636
Health Care — 1.5%
Aetna
6.000%, 06/15/16		1,570		1,551
Amgen
6.400%, 02/01/39		1,250		1,330
AstraZeneca PLC
5.400%, 09/15/12		1,175		1,275
Bristol-Myers Squibb
5.450%, 05/01/18		245		260
Coventry Health Care
5.950%, 03/15/17		1,185		929
DaVita
6.625%, 03/15/13		1,065		1,004
Express Scripts
6.250%, 06/15/14		720		762
5.250%, 06/15/12		1,235		1,276
FMC Finance III
6.875%, 07/15/17		1,600		1,488
GlaxoSmithKline Capital
5.650%, 05/15/18		5,190		5,497

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HCA
9.625%, 11/15/16	$	53	$	52
9.250%, 11/15/16		1,639		1,618
9.125%, 11/15/14		230		228
7.500%, 11/06/33 (C)		440		251
7.500%, 11/15/95		3,800		1,992
6.300%, 10/01/12		545		500
6.250%, 02/15/13		119		104
5.750%, 03/15/14		3,090		2,472
Humana
7.200%, 06/15/18		870		784
Pfizer
7.200%, 03/15/39		580		689
Roche Holdings
6.000%, 03/01/19 (B) (C)		4,294		4,579
Schering-Plough
6.550%, 09/15/37		1,190		1,280
6.000%, 09/15/17		365		389
Tenet Healthcare
8.875%, 07/01/19 (B) (C)		4,135		4,156
7.375%, 02/01/13		336		302
Teva Pharmaceutical Finance LLC
6.150%, 02/01/36		830		856
UnitedHealth Group
6.875%, 02/15/38 (C)		1,625		1,504
6.000%, 06/15/17		860		829
WellPoint
6.800%, 08/01/12		1,000		1,044
5.875%, 06/15/17 (C)		2,190		2,143
5.250%, 01/15/16		465		441
Wyeth
5.950%, 04/01/37		2,680		2,773
				44,358
Industrials — 2.4%
America West Airlines, Ser 1999-1
7.930%, 01/02/19		922		754
American Airlines Pass Through Trust 2009-1A
10.375%, 07/02/19		2,000		2,020
American Airlines, Ser 1999-1
7.024%, 10/15/09		3,630		3,585
Burlington Northern Santa Fe
6.750%, 07/15/11		1,610		1,730
5.750%, 03/15/18		440		450
Cedar Brakes I LLC
8.500%, 02/15/14 (B)		1,135		1,100
Cedar Brakes II LLC
9.875%, 09/01/13 (B)		1,989		2,022
Complete Production Services
8.000%, 12/15/16		1,005		859
Continental Airlines
9.000%, 07/08/16		3,000		3,000
Continental Airlines, Ser 1997, Cl 4A
6.900%, 01/02/18		1,576		1,371
Continental Airlines, Ser 1997, Cl 1A
7.461%, 04/01/15		1,703		1,499
Continental Airlines, Ser 1999-2
7.256%, 03/15/20 (C)		2,849		2,507
Continental Airlines, Ser A
5.983%, 04/19/22 (C)		2,036		1,680
Delta Air Lines
6.821%, 08/10/22		1,724		1,431
6.619%, 03/18/11		311		295
Delta Air Lines, Ser 2001-1
7.111%, 09/18/11		6,850		6,370
FedEx, Ser A3
8.400%, 03/23/10		237		241
General Electric
5.000%, 02/01/13		1,140		1,186
Hutchison Whampoa International 09
7.625%, 04/09/19 (B)		960		1,065
JetBlue Airways 2004-1 G-1 Pass Through Trust
1.695%, 12/15/13 (A)		787		582
JetBlue Airways 2004-2 G-1 Pass Through Trust
1.258%, 08/15/16 (A)		3,866		2,397
Kansas City Southern de Mexico
12.500%, 04/01/16 (B)		800		812
L-3 Communications, Ser B
6.375%, 10/15/15 (C)		520		472
RailAmerica
9.250%, 07/01/17 (B) (C)		1,360		1,312
Systems 2001 Asset Trust
6.664%, 09/15/13 (B)		1,081		1,081
Teekay
8.875%, 07/15/11		1,785		1,772
Terex
7.375%, 01/15/14 (C)		320		293
Tyco International
6.875%, 01/15/29		5,836		5,519
Tyco International Group
6.750%, 02/15/11		3,470		3,605
6.375%, 10/15/11		7,150		7,534
6.000%, 11/15/13		165		168
United AirLines, Ser A-3
8.390%, 01/21/11		576		—
United Parcel Service
4.500%, 01/15/13 (C)		4,270		4,478
Waste Management
7.125%, 12/15/17		5,305		5,290
7.100%, 08/01/26		1,710		1,611
				70,091
Information Technology — 0.2%
Cisco Systems
5.900%, 02/15/39		805		793
Dell
5.875%, 06/15/19		465		474
Freescale Semiconductor
10.125%, 12/15/16		90		31
8.875%, 12/15/14		95		48
Hewlett-Packard
4.750%, 06/02/14		2,313		2,415
International Business Machines
7.625%, 10/15/18		280		335
Sungard Data Systems
10.250%, 08/15/15 (C)		725		670
Xerox
8.250%, 05/15/14 (C)		190		198
6.750%, 02/01/17		240		218
6.350%, 05/15/18		385		344
				5,526
Materials — 1.2%
Alcoa
6.000%, 07/15/13 (C)		2,860		2,794
Barrick
6.950%, 04/01/19 (C)		2,750		3,080

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CodelCo
4.750%, 10/15/14 (B)	$	960	$	989
Dow Chemical
8.550%, 05/15/19		1,575		1,578
7.600%, 05/15/14		1,780		1,833
EI Du Pont de Nemours
6.000%, 07/15/18		405		437
Evraz Group
8.875%, 04/24/13		250		211
8.875%, 04/24/13 (B)		3,310		2,714
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		4,790		4,826
Lafarge
6.150%, 07/15/11		770		778
Potash of Saskatchewan
4.875%, 03/01/13		1,220		1,253
PPG Industries
6.650%, 03/15/18		435		463
5.750%, 03/15/13		435		452
Rio Tinto Finance USA
6.500%, 07/15/18		3,480		3,482
5.875%, 07/15/13		2,725		2,742
Rio Tinto Finance USA Ltd.
9.000%, 05/01/19		1,005		1,117
Steel Dynamics
6.750%, 04/01/15 (C)		810		721
Teck Resources
10.750%, 05/15/19 (B) (C)		180		194
10.250%, 05/15/16 (B)		90		94
9.750%, 05/15/14 (B)		105		109
Vale Overseas
6.875%, 11/21/36		1,940		1,842
Vedanta Resources
8.750%, 01/15/14 (B)		1,960		1,783
Westlake Chemicals
6.625%, 01/15/16		610		534
Weyerhaeuser
6.750%, 03/15/12		370		370
				34,396
Sovereign — 0.8%
Canadian Government
4.000%, 12/01/31		811		965
Deutsche Bundesrepublik
3.750%, 01/04/15		6,320		9,331
Province of Ontario Canada
4.100%, 06/16/14		4,095		4,176
Republic of Korea
7.125%, 04/16/19		3,200		3,446
RSHB Capital
6.299%, 05/15/17 (B)		4,140		3,560
South Africa Government International Bond
6.875%, 05/27/19		1,005		1,033
United Mexican States MTN, Ser A
7.500%, 04/08/33		176		193
6.750%, 09/27/34		2,168		2,186
				24,890
Telecommunication Services — 2.2%
America Movil
5.625%, 11/15/17		880		860
AT&T
6.500%, 09/01/37 (C)		1,380		1,369
6.450%, 06/15/34		625		617
5.800%, 02/15/19 (C)		340		345
5.500%, 02/01/18		1,870		1,867
5.100%, 09/15/14		2,200		2,285
4.125%, 09/15/09 (C)		795		799
AT&T Mobility LLC
6.500%, 12/15/11		1,455		1,570
BellSouth
6.000%, 11/15/34 (C)		850		801
4.750%, 11/15/12 (C)		170		176
British Telecommunications
8.875%, 12/15/30		1,035		1,147
British Telecommunications PLC
8.375%, 12/15/10 (E)		1,250		1,328
Citizens Communications
7.125%, 03/15/19		170		145
Cricket Communications
7.750%, 05/15/16 (B)		840		808
Deutsche Telekom International Finance
5.750%, 03/23/16		1,920		1,966
France Telecom
7.750%, 03/01/11		710		768
4.375%, 07/08/14		748		745
Intelsat Jackson Holding
9.500%, 06/15/16 (B)		180		181
Koninklijke
8.000%, 10/01/10		650		682
Level 3 Financing
9.250%, 11/01/14		690		566
New Cingular Wireless Services
8.125%, 05/01/12		1,595		1,786
Qwest
7.500%, 10/01/14 (C)		1,195		1,140
Rogers Communications
7.875%, 05/01/12		550		593
6.800%, 08/15/18		450		483
6.750%, 03/15/15		1,015		1,075
6.375%, 03/01/14		2,735		2,931
5.500%, 03/15/14		405		420
Sprint Capital
8.750%, 03/15/32		660		531
8.375%, 03/15/12 (C)		3,430		3,396
6.900%, 05/01/19 (C)		100		83
Telecom Italia Capital
7.175%, 06/18/19		1,405		1,424
6.999%, 06/04/18		2,080		2,104
6.200%, 07/18/11		1,730		1,791
5.250%, 11/15/13		790		775
5.250%, 10/01/15		90		87
4.950%, 09/30/14		1,250		1,196
Telefonica Emisiones
5.984%, 06/20/11 (C)		885		932
Telefonica Emisiones SAU
5.877%, 07/15/19		790		814
Telefonica Europe
7.750%, 09/15/10 (C)		1,925		2,031
Verizon Communications
8.950%, 03/01/39		50		63
8.750%, 11/01/18		50		59
6.100%, 04/15/18		2,095		2,149
5.500%, 02/15/18		1,920		1,907
Verizon New Jersey, Ser A
7.850%, 11/15/29		1,135		1,180
5.875%, 01/17/12 (C)		2,175		2,280
Verizon New York, Ser A
6.875%, 04/01/12		660		699

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Verizon Wireless Capital
8.500%, 11/15/18 (B) (H)	$	1,065	$	1,273
7.375%, 11/15/13 (B) (H)		3,180		3,557
5.550%, 02/01/14 (B) (C) (H)		495		525
3.750%, 05/20/11 (B) (H)		3,250		3,317
VIP Finance Ireland for Vimpel Communications
8.375%, 04/30/13 (B)		3,040		2,759
Virgin Media Finance PLC
9.125%, 08/15/16		80		77
Vodafone Group PLC
5.350%, 02/27/12		400		421
Windstream
8.625%, 08/01/16		1,460		1,405
				64,288
Utilities — 3.3%
AES
8.000%, 10/15/17 (C)		5,690		5,320
8.000%, 06/01/20		5,690		5,107
7.750%, 10/15/15		1,040		967
Allegheny Energy Supply
8.250%, 04/15/12 (B) (H)		705		734
Aquila
11.875%, 07/01/12		2,915		3,221
Baltimore Gas & Electric
6.125%, 07/01/13		360		376
Calpine Construction Finance
8.000%, 06/01/16 (B)		975		934
Consolidated Edison of New York
7.125%, 12/01/18		289		328
6.650%, 04/01/19		1,490		1,657
Dominion Resources
8.875%, 01/15/19		2,785		3,321
5.700%, 09/17/12		3,870		4,117
4.750%, 12/15/10		1,895		1,948
DPL
6.875%, 09/01/11		1,325		1,392
Duke Energy
6.300%, 02/01/14 (C)		1,050		1,134
Duke Energy Carolinas
7.000%, 11/15/18		175		204
6.250%, 01/15/12		2,000		2,151
5.625%, 11/30/12		4,000		4,287
Edison Mission Energy
7.750%, 06/15/16 (C)		500		407
7.625%, 05/15/27		420		269
7.200%, 05/15/19		1,160		864
7.000%, 05/15/17		380		292
Energy Future Holdings
11.250%, 11/01/17		19,345		11,800
10.875%, 11/01/17 (C)		40		29
6.500%, 11/15/24		1,320		661
Exelon
5.625%, 06/15/35		2,720		2,190
FirstEnergy, Ser B
6.450%, 11/15/11		510		532
FirstEnergy, Ser C
7.375%, 11/15/31		5,845		5,517
Florida Power
6.400%, 06/15/38		240		267
FPL Group Capital
5.350%, 06/15/13		280		297
Georgia Power
6.000%, 11/01/13		205		224
Intergas Finance BV
6.375%, 05/14/17		220		164
6.375%, 05/14/17 (B)		1,906		1,448
KCP&L Greater Missouri Operations
8.270%, 11/15/21		2,700		2,457
Midamerican Energy Holdings
5.750%, 04/01/18 (C)		615		641
Nevada Power, Ser A
8.250%, 06/01/11		1,655		1,763
Nisource Finance
6.800%, 01/15/19		2,261		2,119
NRG Energy
7.250%, 02/01/14		1,610		1,562
Oncor Electric Delivery
6.800%, 09/01/18 (C)		2,340		2,501
Pacific Gas & Electric
8.250%, 10/15/18		210		256
6.050%, 03/01/34		2,110		2,189
5.800%, 03/01/37		800		804
Pacificorp
6.250%, 10/15/37		1,005		1,095
5.650%, 07/15/18		605		644
Power Contract Financing
6.256%, 02/01/10 (B)		991		975
Progress Energy
6.850%, 04/15/12		655		709
Public Service of Colorado
5.125%, 06/01/19		270		277
Public Service of New Mexico
7.950%, 05/15/18		1,805		1,752
PVNGS II Funding
8.000%, 12/30/15		2,554		2,491
Sempra Energy
9.800%, 02/15/19		200		242
Sonat
7.625%, 07/15/11		2,850		2,792
South Carolina Electric & Gas
6.500%, 11/01/18		215		244
Southern
4.150%, 05/15/14		335		336
Southern California Edison
6.000%, 01/15/34		1,505		1,597
Texas-New Mexico Power
9.500%, 04/01/19 (B)		2,880		3,219
TXU, Ser P
5.550%, 11/15/14		540		341
TXU, Ser R
6.550%, 11/15/34		4,135		1,988
Virginia Electric and Power
8.875%, 11/15/38 (C)		205		275
5.400%, 04/30/18		545		565
5.000%, 06/30/19		790		797
				96,790
Total Corporate Obligations (Cost $1,088,093) ($ Thousands)				986,314
U.S. TREASURY OBLIGATIONS — 9.9%
U.S. Treasury Bills
0.161%, 08/20/09 (F)		1,245		1,245
U.S. Treasury Bond
8.875%, 02/15/19		2,047		2,919
7.125%, 02/15/23 (C)		800		1,045
5.375%, 02/15/31 (C)		11,253		12,916

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.500%, 02/15/36 to 05/15/38	$	1,791	$	1,848
4.250%, 05/15/39		1,793		1,775
3.500%, 02/15/39		10,937		9,457
U.S. Treasury Bond TIPS
3.875%, 04/15/29 (C)		9,703		12,310
3.625%, 04/15/28 (C)		13,276		16,156
2.375%, 01/15/25 to 01/15/27 (C)		40,377		41,564
2.000%, 01/15/16 to 01/15/26 (C)		9,123		9,198
1.750%, 01/15/28 (C)		18,308		17,279
U.S. Treasury Note
4.000%, 08/15/18 (C)		1,018		1,056
3.750%, 11/15/18 (C)		9,380		9,545
3.250%, 05/31/16		3,590		3,606
3.125%, 05/15/19 (C)		35,039		33,889
2.750%, 02/15/19 (C)		18,552		17,375
2.625%, 06/30/14		50,976		51,136
2.250%, 05/31/14		5,903		5,824
1.875%, 06/15/12 to 04/30/14		4,702		4,648
0.875%, 05/31/11 (C)		26,244		26,150
U.S. Treasury STRIPS
4.206%, 11/15/27 (F)		6,955		3,044
3.439%, 05/15/18 (F)		2,310		1,671
Total U.S. Treasury Obligations (Cost $279,653) ($ Thousands)				285,656
ASSET-BACKED SECURITIES — 5.9%
Automotive — 0.3%
AmeriCredit Prime Automobile Receivable, Ser 2007-1, Cl A3
5.270%, 11/08/11		1,044		1,053
Daimler Chrysler Auto Trust, Ser 2007-A, Cl A4
5.280%, 03/08/13		2,278		2,212
Daimler Chrysler Auto Trust, Ser 2008-B
1.248%, 07/08/11 (A)		66		66
Harley-Davidson Motorcycle Trust, Ser 2007-2, Cl A4
5.120%, 08/15/13		971		992
Harley-Davidson Motorcycle Trust, Ser 2008-1, Cl A3A
4.250%, 02/15/13		958		972
Harley-Davidson Motorcycle Trust, Ser 2009-1, Cl A4
4.550%, 01/15/17		664		669
Honda Auto Receivables Owner Trust, Ser 2009-2, Cl A4
4.430%, 07/15/15		1,202		1,223
Nissan Auto Receivables Owner Trust, Ser 2009-A, Cl A4
4.740%, 08/17/15		661		679
Triad Auto Receivables Owner Trust, Ser 2006-B, Cl A3
5.410%, 08/12/11		795		799
Triad Auto Receivables Owner Trust, Ser 2006-C, Cl A3
5.260%, 11/14/11		384		386
World Omni Auto Receivables Trust, Ser 2009-A, Cl A4
5.120%, 05/15/14		680		703
				9,754
Credit Cards — 0.6%
Bank of America Credit Card Trust, Ser 2006-A8, Cl A8
0.349%, 07/15/09 (A)		563		523
Bank of America Credit Card Trust, Ser 2008-A7, Cl A7
1.019%, 12/15/14 (A)		910		885
Capital One Multi-Asset Execution Trust, Ser 2006-A11, Cl A11
0.409%, 06/17/19 (A)		2,819		2,477
Capital One Multi-Asset Execution Trust, Ser 2008-A3, Cl A3
5.050%, 02/15/16		3,959		4,101
Chase Issuance Trust, Ser 2008-A9, Cl A9
4.260%, 05/15/13		972		1,000
Citibank Credit Card Issuance Trust, Ser 2009-A4, Cl A4
4.900%, 06/23/16		3,047		3,040
Discover Card Master Trust I, Ser 2005-4, Cl A2
0.409%, 07/15/09 (A)		323		302
Discover Card Master Trust I, Ser 2006-2, Cl A3
0.399%, 01/19/16 (A)		2,589		2,395
Discover Card Master Trust I, Ser 2006-3, Cl A1
0.349%, 03/15/14 (A)		385		371
MBNA Master Credit Card Trust, Ser 1997-B, Cl A
0.479%, 07/15/09 (A)		2,338		2,253
				17,347
Mortgage Related Securities — 1.6%
ABS Home Equity Loan Trust, Ser 2007-HE3, Cl A1
0.859%, 11/25/31 (A)		408		212
ACE Securities, Ser 2005-HE7, Cl A1B2
0.614%, 11/25/38 (A)		1,263		539
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.364%, 10/27/08 (A)		105		56
AFC Home Equity Loan Trust, Ser 1998-1, Cl 1A2
0.979%, 04/25/28 (A)		99		63
AFC Home Equity Loan Trust, Ser 2000-1, Cl 2A
0.554%, 03/25/30 (A)		3,614		1,235
Argent Securities, Ser 2003-W5, Cl M1
1.014%, 10/25/33 (A)		600		372
Asset-Backed Funding Certificates, Ser 2003-WF1, Cl A2
1.434%, 12/25/32 (A)		2,118		1,230
Asset-Backed Funding Certificates, Ser 2005-AQ1, Cl A2
4.300%, 06/25/35		283		276
Asset-Backed Securities Home Equity, Ser 2003-HE4, Cl M2
3.319%, 08/15/33 (A)		169		57
Bear Stearns Asset-Backed Securities Trust, Ser 2000-2, Cl M2
8.280%, 08/25/30		5,460		4,713
Bear Stearns Asset-Backed Securities Trust, Ser 2003-1, Cl A1
0.814%, 11/25/42 (A)		3,256		2,436

15 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Asset-Backed Securities Trust, Ser 2007-AQ2, Cl A1
0.414%, 01/25/37 (A)	$	3,922	$	2,530
Bear Stearns Asset-Backed Securities Trust, Ser 2007-HE2, Cl 1A1
0.414%, 03/25/37 (A)		6,122		5,045
BNC Mortgage Loan Trust, Ser 2007-1, Cl A2
0.374%, 03/25/37 (A)		1,853		1,468
BNC Mortgage Loan Trust, Ser 2007-1, Cl M1
0.554%, 03/25/37 (A)		6,300		81
Centex Home Equity, Ser 2006-A, Cl AV4
0.564%, 06/25/36 (A)		4,917		1,845
Citigroup Mortgage Loan Trust, Ser 2006-FX1, Cl A1
0.414%, 10/25/36 (A)		683		615
Citigroup Mortgage Loan Trust, Ser 2007-AHL1, Cl A2A
0.354%, 12/25/36 (A)		393		306
Conseco Finance, Ser 2001-D, Cl A5
6.190%, 11/15/32 (A)		1,473		1,277
Contimortgage Home Equity Trust, Ser 1997-1, Cl A9
7.050%, 03/15/28		18		17
Contimortgage Home Equity Trust, Ser 1997-2, Cl A9
7.090%, 04/15/28		23		22
Countrywide Asset-Backed Certificates, Ser 2006-S1, Cl A2
5.549%, 08/25/21		879		633
Countrywide Asset-Backed Certificates, Ser 2007-S2, Cl A2
5.649%, 05/25/37 (A)		2,242		1,135
EMC Mortgage Loan Trust, Ser 2002-AA, Cl A1
0.784%, 05/25/39 (A) (B)		1,646		1,234
Equivantage Home Equity Loan Trust, Ser 1997-2, Cl A3
7.775%, 07/25/28		117		72
GMAC Mortgage Loan Trust, Ser 2007-HE1, Cl A2
5.621%, 08/25/37 (A)		4,497		2,186
LB-UBS Commercial Mortgage Trust, Ser 200-C4, Cl A2
7.370%, 08/15/26		367		376
Merrill Lynch
7.430%, 09/01/22		4		4
Merrill Lynch Mortgage Investors, Ser 2003-OPT1, Cl A3
0.674%, 07/25/34 (A)		1,227		653
Morgan Stanley Capital I, Ser 2003-NC8, Cl M1
1.364%, 09/25/33 (A)		1,868		1,113
Morgan Stanley Capital I, Ser 2007-HE2, Cl A2A
0.354%, 01/25/37 (A)		273		237
Morgan Stanley Dean Witter Capital I, Ser 2003-NC4, Cl M2
3.314%, 04/25/33 (A)		86		37
Morgan Stanley Home Equity Loans, Ser 2007-1, Cl A1
0.364%, 12/25/36 (A)		256		228
Nationstar Home Equity Loan Trust, Ser 2007-C, Cl 2AV2
0.444%, 06/25/37 (A)		5,500		2,821
Option One Mortgage Loan Trust, Ser 2001-4, Cl A
0.914%, 01/25/32 (A)		395		276
Option One Mortgage Loan Trust, Ser 2003-5, Cl M1
0.964%, 08/25/33 (A)		338		97
Option One Mortgage Loan Trust, Ser 2007-14, Cl 2A3
0.454%, 01/25/37 (A)		9,500		1,693
Option One Mortgage Loan Trust, Ser 2007-6, Cl 2A4
0.564%, 07/25/37 (A)		4,574		957
Residential Funding Mortgage Securities II, Ser 2000-HI1, Cl AI7
8.290%, 02/25/25		1,689		1,356
Soundview Home Equity Loan Trust, Ser 2006-EQ2, Cl A3
0.474%, 01/25/37 (A)		6,450		1,770
Soundview Home Equity Loan Trust, Ser 2007-OPT1, Cl 2A1
0.394%, 06/25/37 (A)		2,938		2,348
Terwin Mortgage Trust, Ser 2005-9HG3, Cl A1
4.000%, 08/25/35 (A) (B)		754		674
Terwin Mortgage Trust, Ser 2006-2HGS, Cl A1
4.500%, 03/25/37 (A) (B)		4,048		692
Terwin Mortgage Trust, Ser 2006-4SL, Cl A1
4.500%, 05/25/37 (A) (B)		3,937		585
Terwin Mortgage Trust, Ser 2006-6, Cl 1A1
4.500%, 07/25/37 (A)		3,530		533
Terwin Mortgage Trust, Ser 2006-6, Cl 1A2
4.750%, 07/25/37 (A)		7,600		750
Truman Capital Mortgage Loan Trust, Ser 2006-1, Cl A
0.574%, 03/25/36 (A) (B)		482		169
Wells Fargo Home Equity Trust, Ser 2004-2, Cl M8B
5.000%, 05/25/34 (A) (B)		342		38
				47,062
Other Asset-Backed Securities — 3.4%
Bank America Manufactured Housing Contract Trust, Ser 1997-1, Cl M
6.800%, 01/10/28		3,310		3,013
Carrington Mortgage Loan Trust, Ser 2007-RFC1, Cl A1
0.364%, 07/27/09 (A)		3,184		2,352
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2002-1, Cl 2A2
0.814%, 03/25/32 (A)		1,484		843
Citicorp Residential Mortgage Securities, Ser 2006-1, Cl A2
5.682%, 07/25/36		589		582
Citicorp Residential Mortgage Securities, Ser 2006-2, Cl A2
5.557%, 09/25/36		274		271

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citicorp Residential Mortgage Securities, Ser 2007-1, Cl A5
6.046%, 03/25/37	$	1,970	$	1,121
Conseco Finance Home Loan Trust, Ser 2000-E, Cl M1
8.130%, 08/15/31 (A)		1,191		1,156
Conseco Finance Securitizations, Ser 2000-4, Cl A6
8.310%, 05/01/32 (A)		1,266		788
Countrywide Asset-Backed Certificates, Ser 2003-BC2, Cl 2A1
0.914%, 06/25/33 (A)		38		14
Countrywide Asset-Backed Certificates, Ser 2004-14, Cl A4
0.594%, 06/25/35 (A)		690		545
Countrywide Asset-Backed Certificates, Ser 2005-17, Cl 1AF3
5.711%, 05/25/36 (A)		6,450		2,384
Countrywide Asset-Backed Certificates, Ser 2006-10, Cl MV1
0.574%, 09/25/46 (A)		10,450		344
Countrywide Home Equity Loan Trust, Ser 2004-K, Cl A2
0.619%, 02/15/34 (A)		1,201		450
Countrywide Home Equity Loan Trust, Ser 2005-F, Cl 2A
0.559%, 12/15/35 (A)		2,156		754
Countrywide Home Equity Loan Trust, Ser 2007-GW, Cl A
0.869%, 11/15/28 (A)		12,061		5,180
Credit Suisse First Boston Mortgage Securities, Ser 2001-MH29, Cl A
5.600%, 09/25/31		781		642
Credit-Based Asset Servicing and Securitization, Ser 2007-CB4, Cl A1A
0.404%, 04/25/37 (A)		2,212		1,460
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (B)		1,743		1,340
Embarcadero Aircraft Securitization Trust, Ser 2000-A, Cl A1
0.799%, 08/15/25 (A) (B)		3,897		1,286
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF11, Cl 1A2
0.664%, 01/25/35 (A)		138		85
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2005-FF10, Cl A4
0.634%, 11/25/35 (A)		7,305		4,458
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2005-FF9, Cl A3
0.594%, 10/25/35 (A)		5,094		4,095
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2006-FFA, Cl A3
0.434%, 09/25/26 (A)		4,724		481
First Horizon ABS Trust, Ser 2004-HE2, Cl A
0.534%, 02/25/34 (A)		1,602		1,212
Ford Credit Floorplan Master Owner Trust, Ser 2006-4
0.569%, 06/15/13 (A)		2,564		2,205
GMAC Mortgage Loan Trust, Ser 2005-HE3, Cl A1VN
0.569%, 02/25/36 (A)		5,343		1,415
Great America Leasing Receivables, Ser 2006-1, Cl A3
5.340%, 01/15/10 (B)		48		48
Green Tree Financial, Ser 1993-4, Cl A5
7.050%, 01/15/19		281		261
Green Tree Financial, Ser 1996-5, Cl A6
7.750%, 07/15/27		863		786
GSAMP Trust, Ser 2003-SEA, Cl A1
0.714%, 02/25/33 (A)		3,124		1,735
HSI Asset Securitization Trust, Ser 2005-I1, Cl 2A3
0.604%, 11/25/35 (A)		6,274		4,235
HSI Asset Securitization Trust, Ser 2005-NC1, Cl 2A4
0.634%, 07/25/35 (A)		903		469
Lehman XS Trust, Ser 2005-5N, Cl 1A1
0.614%, 11/25/35 (A)		5,084		2,126
Lehman XS Trust, Ser 2006-GP1, Cl A4A
0.644%, 05/25/46 (A)		5,569		549
Lehman XS Trust, Ser 2007-1, Cl WF1
7.000%, 01/25/37		2,586		1,461
Lehman XS Trust, Ser 2007-9, Cl 1A1
0.434%, 05/25/37 (A)		9,467		6,594
Long Beach Mortgage Loan Trust, Ser 2006-WL1, Cl 1A3
0.644%, 01/25/46 (A)		1,306		334
Master Specialized Loan Trust, Ser 2007-2, Cl A
0.664%, 05/25/37 (A) (B)		9,014		2,704
Merrill Lynch Mortgage Investors, Ser 2005-SL3, Cl A1
0.544%, 07/25/36 (A)		418		245
Merrill Lynch Mortgage Investors, Ser 2006-WMC2, Cl A2D
5.895%, 03/25/37		5,114		1,764
Merrill Lynch Mortgage Investors, Ser 2007-MLN1, Cl M1
0.714%, 03/25/37 (A)		3,010		33
Merrill Lynch Mortgage Investors, Ser 2007-SL1, Cl A1
0.614%, 02/25/37 (A)		6,219		169
Mid-State Trust, Ser 11, Cl A1
4.864%, 07/15/38		4,639		2,511
Morgan Stanley Dean Witter Capital Heloc Trust, Ser 2005-1, Cl A
0.504%, 07/25/17 (A)		573		240
Nelnet Student Loan Trust, Ser 2008-4, Cl A4
2.572%, 04/25/24 (A)		2,740		2,700
Oncor Electric Delivery Transition Bond, Ser 2003-1, Cl A2
4.030%, 02/15/12		1,258		1,271
Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1
1.409%, 12/25/33 (A)		188		68
Residential Asset Mortgage Products, Ser 2003-RS2, Cl AII
0.994%, 03/25/33 (A)		64		28

17 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Residential Asset Mortgage Products, Ser 2007-RS1, Cl A1
0.394%, 02/25/37 (A)	$	2,022	$	1,795
Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2A
0.414%, 02/25/36 (A) (B)		210		207
Saco I, Ser 2005-9, Cl A1
0.564%, 12/25/35 (A)		916		191
Saco I, Ser 2005-WM3, Cl A1
0.834%, 09/25/35 (A)		931		288
Saco I, Ser 2006-6, Cl A1
0.444%, 06/25/36 (A)		3,158		219
SLC Student Loan Trust, Ser 2006-2, Cl B
0.859%, 12/15/39 (A)		5,250		2,817
SLM Student Loan Trust, Ser 2005-6, Cl A5B
2.292%, 07/27/26 (A)		3,532		2,826
SLM Student Loan Trust, Ser 2006-9, Cl B
1.322%, 01/25/41 (A)		4,000		3,404
SLM Student Loan Trust, Ser 2006-C, Cl C
1.019%, 12/15/39 (A)		4,000		321
SLM Student Loan Trust, Ser 2008-6, Cl A4
2.192%, 10/25/14 (A)		519		494
Small Business Administration, Ser 2003-P10A, Cl 1
4.524%, 02/10/13		1,359		1,391
Structured Asset Investment Loan Trust, Ser 2003-BC4, Cl M2
3.314%, 06/25/33 (A)		117		58
Structured Asset Receivables Trust, Ser 2003-1, Cl CTFS
4.919%, 01/21/10 (A) (B) (J)		1,643		1,462
Structured Asset Securities, Ser 2006-GEL4, Cl A1
0.434%, 10/25/36 (A) (B)		1,898		1,482
Structured Asset Securities, Ser 2007-BC2, Cl A2
0.404%, 03/25/37 (A)		6,945		6,311
Structured Asset Securities, Ser 2007-BC4, Cl A3
0.564%, 11/25/37 (A)		4,772		4,016
Structured Asset Securities, Ser 2007-TC1, Cl A
0.614%, 04/25/31 (A) (B)		449		251
Swift Master Auto Receivables Trust, Ser 2007-1, Cl A
0.419%, 06/15/12 (A)		940		879
				97,219
Total Asset-Backed Securities (Cost $303,337) ($ Thousands)				171,382
LOAN PARTICIPATIONS — 1.0%
Allison Transmission
5.332%, 08/07/14		1,985		1,580
Aramark
3.095%, 01/31/14		931		858
2.221%, 01/26/14 (A)		61		56
Charter Communications, Term B Loan
4.250%, 03/15/14		1,481		1,329
DAE Aviation Holdings, Term B1 Loan
4.444%, 07/31/14		287		223
DAE Aviation Holdings, Term B2 Loan
4.660%, 07/31/14		283		220
DaimlerChrysler Financial Services North America, Term B Loan
4.340%, 08/03/12 (A)		983		910
Education Management, Term C Loan
3.000%, 06/15/13		1,000		918
Enterprise GP Holdings, Term B Loan
3.064%, 11/10/14 (A)		990		953
First Data, Term B2 Loan
3.059%, 10/15/14		4,777		3,587
General Motors, Term B Loan
8.000%, 12/15/13		985		968
Georgia-Pacific, Term B Loan
3.213%, 12/23/13		1,110		1,044
Harrah’s Operating, Term B2 Loan
3.504%, 01/28/15 (A)		744		543
IASIS
2.318%, 05/01/14		692		631
IASIS (Delayed Draw)
2.318%, 05/01/14		239		218
IASIS (Synthetic)
2.100%, 05/01/14		64		58
Iconix, Term B Loan
2.560%, 05/01/14		800		736
Idearc, Term B Loan
3.220%, 11/01/14		987		416
Insight Midwest Holdings LLC, Term B Loan
2.320%, 04/06/14		675		624
Las Vegas Sands LLC (Delayed Draw)
2.060%, 05/08/14 (A)		367		258
Las Vegas Sands LLC, Term B Loan
2.060%, 05/08/14 (A)		1,633		1,148
Lodgenet Entertainment, Term B Loan
2.593%, 04/04/14		943		789
Manor Care, Term B Loan
2.812%, 11/15/14		975		864
Petco Animal Supplies, Term B Loan
3.122%, 11/15/13		992		927
Regal Cinemas, Term B Loan
4.348%, 10/19/10		500		486
Royalty Pharmaceutical, Term B Loan
3.470%, 05/15/14		978		934
Sunguard, Term B Loan
2.660%, 08/15/12		1,234		1,141
Telesat Canada, Term B Loan
3.310%, 10/15/14		1,160		1,078
Texas Competitive Electric Holdings, Term B2 Loan
3.821%, 10/10/14 (A)		1,985		1,417
Tribune
5.541%, 05/30/09 (A) (D)		366		123
United Airlines
2.331%, 01/12/14		711		410
Univision Communications, Term B Loan
2.560%, 09/15/14		2,416		1,804
UPC
3.815%, 10/17/13		352		334
UPC Financing Partnership
2.065%, 12/31/14		648		598

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

Description	Face Amount ($ Thousands)			Market Value ($ Thousands)
Visteon, Term B Loan
4.140%, 06/20/13	$	1,000		$	410
CMP Susquehanna
2.453%, 06/07/13		987			507
Univision
0.000%, 09/15/14		84			63
Total Loan Participations (Cost $35,602) ($ Thousands)					29,163
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.3%
FICO STRIPS, PO
0.000%, 02/08/18 to 09/26/19 (F)		11,330			7,416
FNMA
5.250%, 08/01/12		1,860			1,933
FNMA CMO, Ser 30, Cl MA
4.250%, 02/25/37		121			124
Total U.S. Government Agency Obligations (Cost $9,395) ($ Thousands)					9,473
PREFERRED STOCK — 0.0%
GMAC,
7.000%, 12/31/49 *		2,463			1,059
Total Preferred Stock (Cost $—) ($ Thousands)					1,059
COMMERCIAL PAPER — 0.4%
BNP Paribas Finance
1.000%, 07/07/09		9,705			9,705
Rabobank USA Financial
0.000%, 08/13/09		1,905			1,904
Total Commercial Paper (Cost $11,609) ($ Thousands)					11,609
AFFILIATED PARTNERSHIP — 8.8%
SEI Liquidity Fund, L.P.,
0.690% **††(I)		261,417,273			256,345
Total Affiliated Partnership (Cost $261,417) ($ Thousands)					256,345
CASH EQUIVALENTS — 4.2%
Evergreen Institutional Money Market Fund,
0.25% **		57,280,390			57,280
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		64,545,538			64,546
					121,826
Total Cash Equivalents (Cost $121,826) ($ Thousands)					121,826
Total Investments — 118.3% (Cost $3,758,827) ($ Thousands) @				$	3,432,784
	Contracts
WRITTEN OPTIONS — 0.0%
August 2009 U.S. 10 Year Treasury Note Call, Expires 07/24/09, Strike Price $115.00*		(62	)		(124	)
August 2009 U.S. 10 Year Treasury Note Call, Expires 07/24/09, Strike Price $116.00*		(52	)		(72	)
August 2009 U.S. 30 Year Treasury Bond Call, Expires 07/24/09, Strike Price $117.00*		(65	)		(176	)
September 2009 90 Day Euro Call, Expires 09/14/09, Strike Price $99.25*		(76	)		(29	)
September 2009 90 Day Euro Put, Expires 09/14/09, Strike Price $99.00*		(95	)		(9	)
September 2009 U.S. 10 Year Treasury Note Call, Expires 08/21/09, Strike Price $112.00*		(42	)		(19	)
September 2009 U.S. 10 Year Treasury Note Call, Expires 08/21/09, Strike Price $115.50*		(105	)		(226	)
September 2009 U.S. 10 Year Treasury Note Call, Expires 08/21/09, Strike Price $118.00*		(67	)		(65	)
September 2009 U.S. 10 Year Treasury Note Call, Expires 08/21/09, Strike Price $124.00*		(55	)		(3	)
September 2009 U.S. 10 Year Treasury Note Call, Expires 08/24/09, Strike Price $119.50*		(96	)		(51	)
September 2009 U.S. 10 Year Treasury Note Put, Expires 08/21/09, Strike Price $116.00*		(55	)		(89	)
Total Written Options (Premiums Received $(760)) ($ Thousands)					(863	)

19 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

A summary of the open futures contracts held by the Fund at June 30, 2009, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
90-Day Euro$	308		Sep-2009	$	1,444
90-Day Euro$	40		Dec-2009		41
90-Day Euro$	289		Mar-2010		157
90-Day Euro$	111		Jun-2010		(37	)
90-Day Euro$	182		Sep-2010		(77	)
90-Day Euro$	(17	)	Dec-2010		(101	)
90-Day Euro$	(17	)	Mar-2011		(88	)
90-Day Euro$	(17	)	Jun-2011		(77	)
U.S. 10-Year Note	(584	)	Sep-2009		1,055
U.S. 2-Year Note	270		Oct-2009		(157	)
U.S. 5-Year Note	2,404		Sep-2009		(2,488	)
U.S. Long Treasury Bond	199		Sep-2009		621
				$	293

A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2009, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
8/19/09	EUR	7,805	USD	10,158	$	(788	)
8/19/09	GBP	6,740	USD	9,910		(1,187	)
8/19/09	USD	8,761	GBP	6,010		1,134
					$	(841	)

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

A summary of outstanding swaps held by the Fund as of June 30, 2009, is as follows:

Credit Default Swaps

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate		Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($Thousands)
Bank of America	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	6,325		$	(858	)
Bank of America	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	2,750			(398	)
Bank of America	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	6,635			(900	)
Bank of America	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	2,900			(420	)
Barclays Bank PLC	ABX.HE.PENAAA 07-2	SELL	0.76		01/25/38	(2,500	)		(169	)
Barclays Bank PLC	ABX.HE.PENAAA 07-2	SELL	0.76		01/25/38	(2,000	)		(116	)
Barclays Bank PLC	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	2,590			(389	)
Citigroup	ABX.HE.AAA 06-2 Index	SELL	0.11		05/25/46	(1,350	)		(402	)
Citigroup	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(5,795	)		(3,314	)
Citigroup	ABX.HE.PENAAA 07-2	SELL	0.76		01/25/38	(2,900	)		(79	)
Citigroup	ABX.HE.PENAAA 07-2	SELL	0.76		01/25/38	(8,250	)		(61	)
Citigroup	Arrow Electronics Inc., 6.875%, 06/01/18	BUY	(0.82	)	03/20/14	965			3
Citigroup	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	5,220			(735	)
Citigroup	Darden Restaurants Inc., 6.000%, 08/15/35	BUY	(2.73	)	03/20/14	440			(27	)
Citigroup	Darden Restaurants Inc., 7.125%, 02/01/16	BUY	(2.40	)	03/20/15	800			(45	)
Citigroup	Hewlett Packard Co., 5.400%, 03/01/17	BUY	(0.72	)	03/20/14	965			(10	)
Citigroup	Lowes Companies Inc., 8.250%, 06/01/10	BUY	(1.20	)	03/20/14	3,025			(61	)
Citigroup	Lowes Companies Inc., 5.875%, 12/16/36	BUY	(2.67	)	03/20/14	2,900			(219	)
Citigroup	Nordstrom Inc., 6.950%, 03/15/28	BUY	(3.15	)	03/20/14	240			(9	)
Citigroup	Pulte Homes Inc., 5.250%, 01/15/14	BUY	(3.88	)	12/20/12	2,200			(98	)
Citigroup	Pulte Homes Inc., 5.250%, 01/15/14	BUY	(3.91	)	12/20/12	1,150			(53	)
Citigroup	Toll Brothers 6.875%, 11/15/12	BUY	(2.83	)	12/20/12	1,000			(44	)
Credit Suisse	ABX.HE.AAA 06-1 Index	SELL	0.09		08/25/37	(2,000	)		(381	)
Credit Suisse	ABX.HE.AAA 06-2 Index	SELL	0.17		05/25/46	(2,550	)		(276	)
Credit Suisse	ABX.HE.AAA 06-2 Index	SELL	0.17		05/25/46	(3,500	)		(404	)
Credit Suisse	CMBX-NA-AJ 1	BUY	(0.84	)	10/12/52	7,885			(1,101	)
Credit Suisse	General Electric Corp., 5.625%, 09/15/17	SELL	6.55		12/20/10	(1,480	)		55
Deutsche Bank	Centex, 5.250%, 06/15/15	BUY	(4.40	)	12/20/13	125			(14	)
Deutsche Bank	Darden Restaurants Inc., 6.000%, 08/15/35	BUY	(2.25	)	03/20/14	1,075			(44	)
Deutsche Bank	Darden Restaurants Inc., 7.125%, 02/01/16	BUY	(2.25	)	03/20/13	400			(14	)
Deutsche Bank	Nordstrom Inc., 6.950%, 03/15/28	BUY	(2.10	)	03/20/14	2,875			24
Deutsche Bank	Pulte Homes Inc., 5.250%, 01/15/14	BUY	(4.00	)	03/20/15	1,500			(119	)
Deutsche Bank	Pulte Homes Inc., 5.250%, 01/15/14	BUY	(4.62	)	03/20/13	1,500			(110	)
Goldman Sachs	ABX.HE.AAA 06-2 Index	SELL	0.17		05/25/46	(2,500	)		(276	)
Goldman Sachs	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(2,700	)		(650	)
Greenwich Capital Markets	ABX.HE.AAA 06-2 Index	SELL	0.17		05/25/46	(2,000	)		(216	)
JPMorgan Chase Bank	CDX.IG HVOL.12	SELL	5.00		04/20/14	(3,400	)		158
Merrill Lynch	Centex Corporation, 5.250%, 06/15/15	BUY	(3.56	)	12/20/12	1,350			(83	)
Merrill Lynch	Centex Corporation, 5.250%, 06/15/15	BUY	(3.65	)	12/20/12	925			(60	)
Merrill Lynch	Toll Brothers 6.875%, 11/15/12	BUY	(2.83	)	12/20/12	1,435			(63	)
Merrill Lynch	Toll Brothers 6.875%, 11/15/12	BUY	(2.83	)	12/20/12	2,450			(103	)
Morgan Stanley	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(1,700	)		(423	)
Morgan Stanley	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(3,800	)		(914	)
Morgan Stanley	Darden Restaurants Inc., 7.125%, 02/01/16	BUY	(2.25	)	03/20/13	400			(14	)
Morgan Stanley	Midamerican Energy Corp., 4.625%, 10/15/13	SELL	4.00		03/20/11	(2,800	)		69
								$	(13,363	)

21 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

A summary of restricted securities held by the Fund at June 30, 2009, is as follows:

Description	Face Amount ($ Thousands)		Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Allegheny Energy Supply	$	705	12/15/07	12/15/07	$	698	$	734	0.03	%
Verizon Wireless Capital		1,065	11/18/08	11/18/08		1,088		1,273	0.04
Verizon Wireless Capital		3,180	11/18/08	11/18/08		3,274		3,557	0.12
Verizon Wireless Capital		495	01/30/09	01/30/09		492		525	0.02
Verizon Wireless Capital		3,250	05/19/09	05/19/09		3,253		3,317	0.11
					$	8,805	$	9,406	0.32	%

Percentages are based on a Net Assets of $2,901,257 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2009

†† Investment in Affiliated Security.

‡ Real Estate Investment Trust

(A) Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effects as of June 30, 2009. The date reported on the Schedule of Investments is the next reset date.

(B) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(C) This security or a partial position of this security is on loan at June 30, 2009. The total value of securities on loan at June 30, 2009 was $246,870 ($ Thousands).

(D) Security in default on interest payments.

(E) Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on June 30, 2009. The coupon on a step bond changes on a specified date.

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

(G) Securities considered illiquid. The total value of such securities as of June 30, 2009 was $605 ($ Thousands) and represented 0.02% of Net Assets.

(H) Securities considered restricted. The total value of such securities as of June 30, 2009 was $9,406 ($ Thousands) and represented 0.32% of Net Assets.

(I) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2009 was $256,345 ($ Thousands).

(J) 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, 2009 was $3,375 ($ Thousands) and represented 0.12% of net Assets.

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GBP — Government National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only - face amount represents notional amount

Ltd. — Limited

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal only

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

TIPS — Treasury Inflation Protected Security

USD — United States Dollar

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

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

A summary of outstanding swaps held by the Fund as of June 30, 2009, is as follows:

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $3,758,827 ($ Thousands), and the unrealized appreciation and depreciation were $80,837 ($ Thousands) and $(406,880) ($ Thousands) respectively.

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2			Level 3		Total
Mortgage-Backed Securities	$	—		$	1,556,534		$	3,423	$	1,559,957
Corporate Obligations		—			982,732			3,582		986,314
U.S. Treasury Obligations		—			285,656			—		285,656
Affiliated Partnership		—			256,345			—		256,345
Asset-Backed Securities		—			169,920			1,462		171,382
U.S. Government Agency Obligations		—			9,473			—		9,473
Preferred Stock		—			1,059			—		1,059
Loan Participations		—			29,163			—		29,163
Commercial Paper		—			11,609			—		11,609
Cash Equivalents		121,826			—			—		121,826
Total Investments in Securities	$	121,826		$	3,302,487		$	8,471	$	3,432,784
Investments in Securities	Level 1			Level 2			Level 3		Total
Written Options	$	(863	)	$	—		$	—	$	(863	)
Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts	$	293		$	—		$	—	$	293
Forward Contracts		—			(841	)		—		(841	)
Credit Default Swaps		—			(13,363	)		—		(13,363	)
Total Other Financial Instruments	$	293		$	(12,522	)	$	—	$	(12,229	)

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

	Corporate Bonds			Asset – Backed Securities			Mortgage – Backed Securities
Beginning balance as of October 1, 2008	$	4,754		$	—		$	5,384
Accrued discounts/premiums		—			—			60
Realized gain/(loss)		16			—			64
Change in unrealized appreciation/(depreciation)		(127	)		(4	)		(1,893	)
Net purchases/sales		2,901			—			(192	)
Net transfer in and/or out of Level 3		(3,962	)		1,466			—
Ending balance as of June 30, 2009	$	3,582		$	1,462		$	3,423

Credit Default Swaps

On September 12, 2008, the FASB issued FASB Staff Position (“FSP”) No. FAS 133-1 and FASB Interpretation Number (“FIN”)
45-4 (“FSP 133-1”), Disclosures about Credit Derivatives and Certain Guarantees: An Amendment of FASB Statement No. 133 and FASB Interpretation No. 45; and Clarification of the Effective Date of FASB Statement No. 161. The FSP is intended to improve disclosures about credit derivatives by requiring more information about the potential adverse effects of changes in credit risk on the financial position, financial performance, and cash flows of the sellers of credit derivatives. It amends FASB Statement No. 133, Accounting for Derivative Instruments and Hedging Activities, to require disclosures by sellers of credit derivatives, including credit derivatives embedded in hybrid instruments. The FSP also amends FIN 45, Guarantor’s Accounting and Disclosure Requirements for Guarantees, Including Indirect Guarantees of Indebtedness to Others, to require an additional disclosure about the current status of the payment/performance risk of a guarantee. FSP 133-1 and FIN 45-4 is effective for reporting periods (annual or interim) ending after November 15, 2008. Management of the Fund is currently assessing the impact of adopting FSP No. FAS 133-1 and FIN 45-4.

The Fund enters into credit default swaps to simulate long and short bond positions that are either unavailable or considered to be less attractively priced in the bond market. The Fund uses these swaps to reduce risk where the Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event

23 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2009

may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. If a credit event occurs, the seller typically must pay the contingent payment to the buyer, which is typically the par value (full notional value) of the reference obligation, though the actual payment may be mitigated by terms of the International Swaps and Derivative Agreement (“ISDA”), allowing for netting arrangements and collateral. After a credit event occurs, this amount may be reduced by anticipated recovery rates, segregated collateral and netting arrangements that may incorporate multiple transactions with a given counterparty.

The contingent payment may be a cash settlement or a physical delivery of the reference obligation in return for payment of the face amount of the obligation. If the Fund is a buyer and no credit event occurs, the Fund may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, the Buyer receives a fixed rate of income throughout the term of the contract, which typically is between one month and five years, provided that no credit event occurs. If a credit event occurs, the seller may pay the buyer the full notional value of the reference obligation.

As of June 30, 2009, the Fund is the buyer (“receiving protection”) on a total notional amount of $62 million¹ and is the seller (“providing protection”) on a total notional amount of $51.2 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does 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 were to occur. Those credit default swaps for which the Fund is providing protection at balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS		CREDIT DEFAULT SWAP INDEX			Total (000)
REFERENCE ASSET	COPR US$ (000)	SOVEREIGN US$ (000)	ABS US$ (000)		CORP US$ (000)
Fair value written credit derivatives	124	—	(33,715	)	264	(33,327	)
Maximum potential amount of future payments	4,280	—	43,545		3,400	51,225
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 (000)

	0-6 MONTHS	6-12 MONTHS	1-5 YEARS	5-10 YEARS	> 10 YEARS
Current credit spread* on underlying (in basis points)
0-100	—	—	—	—	—
101-250	—	—	—	3,400	—
251-500	—	—	4,280	—	—
501-1000	—	—	—	—	—
> than 1,000	—	—	—	—	43,545
Total	—	—	4,280	3,400	43,545

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

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.

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.

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 81.6%
Consumer Discretionary — 20.8%
Adelphia Communications (Escrow Security)
10.250%, 06/15/11	$	150	$	3
0.000%, 01/15/09		225		4
Adelphia Communications (Escrow Security), Ser B
0.000%, 02/15/04		25		—
Affinion Group
10.125%, 10/15/13		1,950		1,804
10.125%, 10/15/13 (A)		1,400		1,295
American Greetings
7.375%, 06/01/16		600		429
AmeriGas Partners
7.125%, 05/20/16		700		641
Ameristar Casinos
9.250%, 06/01/14 (A)		1,600		1,632
Amscan Holdings
8.750%, 05/01/14		1,885		1,593
Asbury Automotive Group
7.625%, 03/15/17		150		107
Ashtead Capital
9.000%, 08/15/16 (A)		2,635		2,233
Beazer Homes USA
8.625%, 05/15/11		305		207
8.125%, 06/15/16		460		221
6.875%, 07/15/15		1,435		674
6.500%, 11/15/13		600		297
Belo
6.750%, 05/30/13		670		533
Blockbuster
9.000%, 09/01/12		950		456
Boyd Gaming
7.125%, 02/01/16		1,735		1,286
Broder Brothers PIK
12.000%, 10/15/13 (A) (B) (H)		560		343
Burlington Coat Factory Warehouse
11.125%, 04/15/14		4,460		3,546
Caesars Entertainment
8.125%, 05/15/11		1,424		1,182
7.875%, 03/15/10		600		549
Carrols
9.000%, 01/15/13		295		277
CCH II
10.250%, 10/01/13 (A) (C)		2,362		2,338
CCH II LLC
10.250%, 09/15/10 (C)		770		809
10.250%, 09/15/10 (C)		1,025		1,081
CCO Holdings LLC
8.750%, 11/15/13 (C)		3,225		3,064
Charter Communications Operating
10.875%, 09/15/14 (A) (C)		3,485		3,607
10.375%, 04/30/14 (A) (C)		915		876
10.000%, 04/30/12 (A) (C)		3,300		3,176
Choctaw Resort Development Enterprise
7.250%, 11/15/19 (A)		998		569
Claire’s Stores
9.625%, 06/01/15 (B)		2,003		641
Cleveland Unlimited
11.500%, 09/15/09 (A) (D)		2,554		2,528
Community Health Systems
8.875%, 07/15/15		3,285		3,219
Cooper-Standard Automotive
8.375%, 12/15/14		550		33
Couche-Tard US
7.500%, 12/15/13		2,463		2,401
CSC Holdings
8.625%, 02/15/19 (A)		2,405		2,339
8.500%, 04/15/14 (A)		1,525		1,512
8.500%, 06/15/15 (A)		779		765
6.750%, 04/15/12		325		314
Dana (Escrow Security)
0.000%, 03/01/09		350		9
0.000%, 03/15/08		100		3
0.000%, 03/01/29		850		21
0.000%, 03/15/28		200		5
Dave & Buster’s
11.250%, 03/15/14		1,629		1,491
Denny’s
10.000%, 10/01/12		295		286
Dex Media
63.720%, 11/15/13 (C)		3,680		552
Dex Media West, Ser B
9.875%, 08/15/13 (C)		3,500		534
8.500%, 08/15/10 (C)		1,050		756
DirecTV Holdings
7.625%, 05/15/16		2,010		1,955
6.375%, 06/15/15		2,415		2,234
Dollar General
11.875%, 07/15/17		610		659
10.625%, 07/15/15		1,550		1,674
DR Horton
6.500%, 04/15/16		150		128
Echostar DBS
7.750%, 05/31/15		4,540		4,324
7.125%, 02/01/16		3,580		3,338
El Dorado Casino Shreveport PIK
10.000%, 08/01/12		1,191		983
El Pollo Loco
11.750%, 12/01/12 (A)		2,000		2,050
Erac USA Finance
6.375%, 10/15/17 (A)		540		488
Expedia
8.500%, 07/01/16 (A)		365		350
Eye Care Centers of America
10.750%, 02/15/15		700		700
Fontainebleau Las Vegas Holdings
11.000%, 06/15/15 (A) (C)		3,125		117
Gaylord Entertainment
8.000%, 11/15/13		980		835
6.750%, 11/15/14		270		202
General Motors
8.375%, 07/15/33 (C)		2,650		338
7.700%, 04/15/16 (C)		1,212		145
General Nutrition Centers PIK
6.404%, 03/15/14 (D)		2,470		1,976
GMAC LLC
6.875%, 09/15/11 (A)		4,457		3,900
Goodyear Tire & Rubber
10.500%, 05/15/16		830		838
9.000%, 07/01/15 (B)		1,000		990
8.625%, 12/01/11		837		825

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Group 1 Automotive
8.250%, 08/15/13	$	200	$	169
Hanesbrands, Ser B
4.592%, 12/15/14 (D)		2,890		2,326
Harrah’s Operating
10.000%, 12/15/18 (A)		4,821		2,772
Harrahs Operating Escrow
11.250%, 06/01/17 (A)		6,656		6,290
Hertz
10.500%, 01/01/16		380		338
8.875%, 01/01/14		2,960		2,723
HSN
11.250%, 08/01/16 (A)		1,250		1,152
Inergy L.P.
8.750%, 03/01/15 (A)		1,140		1,114
Interpublic Group
10.000%, 07/15/17 (A)		540		544
6.250%, 11/15/14		328		287
4.250%, 03/15/23		490		435
2.883%, 08/15/09 (D)		315		309
Invista
9.250%, 05/01/12 (A)		810		763
Isle of Capri Casinos
7.000%, 03/01/14		430		346
Jarden
8.000%, 05/01/16		935		893
7.500%, 05/01/17		1,705		1,492
JC Penney
7.950%, 04/01/17		410		402
7.400%, 04/01/37		1,550		1,223
Lamar Media
9.750%, 04/01/14 (A)		25		26
7.250%, 01/01/13		1,525		1,451
6.625%, 08/15/15		945		827
6.625%, 08/15/15		475		401
Lamar Media, Ser B
6.625%, 08/15/15		330		279
Landry’s Restaurants
14.000%, 08/15/11 (A)		510		485
Laureate Education
11.750%, 08/15/17 (A)		1,600		1,264
10.000%, 08/15/15 (A)		525		441
LBI Media
36.490%, 10/15/13		675		311
Levi Strauss
9.750%, 01/15/15		1,662		1,633
Liberty Media LLC
8.250%, 02/01/30		1,970		1,357
M/I Homes
6.875%, 04/01/12		290		232
Macy’s Retail Holdings
10.625%, 11/01/10		330		336
8.875%, 07/15/15		2,265		2,192
5.900%, 12/01/16		875		713
Mediacom Broadband LLC
8.500%, 10/15/15		225		203
Mediacom LLC
9.500%, 01/15/13 (B)		860		819
MGM Mirage
13.000%, 11/15/13 (A)		1,205		1,319
11.125%, 11/15/17 (A)		1,415		1,500
10.375%, 05/15/14 (A)		620		643
8.375%, 02/01/11		25		20
7.625%, 01/15/17		710		460
7.500%, 06/01/16		4,370		2,835
6.875%, 04/01/16 (B)		3,210		2,095
6.750%, 04/01/13		1,650		1,101
6.625%, 07/15/15		325		212
5.875%, 02/27/14		1,485		954
Mohawk Industries
6.625%, 01/15/16		640		569
Mohegan Tribal Gaming Authority
6.875%, 02/15/15		1,025		666
6.125%, 02/15/13		325		245
MTR Gaming Group
9.000%, 06/01/12		490		336
Neiman-Marcus Group PIK
9.000%, 10/15/15 (B)		2,380		1,404
Newell Rubbermaid
10.600%, 04/15/19		1,365		1,570
Nielsen Finance LLC
11.625%, 02/01/14 (A)		260		258
OSI Restaurant Partners
10.000%, 06/15/15		2,180		1,488
Penhall International
12.000%, 08/01/14 (A)		1,850		666
Penn National Gaming
6.750%, 03/01/15		2,985		2,716
Penske Auto Group
7.750%, 12/15/16		2,000		1,615
Phillips-Van Heusen
8.125%, 05/01/13		350		344
Pinnacle Entertainment
8.250%, 03/15/12		460		458
7.500%, 06/15/15		1,245		1,064
Pokagon Gaming Authority
10.375%, 06/15/14 (A)		1,474		1,445
Quebecor Media
7.750%, 03/15/16		4,955		4,490
Rent-A-Center, Ser B
7.500%, 05/01/10		2,856		2,856
Rental Services
9.500%, 12/01/14		3,560		2,857
RH Donnelley
11.750%, 05/15/15 (A) (C)		1,126		518
RJ Tower
12.000%, 06/01/13 (C)		174		1
Royal Caribbean Cruises
11.875%, 07/15/15		900		877
7.250%, 06/15/16		1,690		1,335
7.000%, 06/15/13		685		599
6.875%, 12/01/13		815		681
RSC Equipment Rental
10.000%, 07/15/17 (A)		2,245		2,186
Ryland Group
8.400%, 05/15/17		1,420		1,363
5.375%, 05/15/12		70		66
Sally Holdings LLC
10.500%, 11/15/16		1,430		1,416
9.250%, 11/15/14		1,665		1,657
Sbarro
10.375%, 02/01/15		674		411
Sealy Mattress
10.875%, 04/15/16 (A)		320		335

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
8.250%, 06/15/14	$	3,441	$	2,830
Seminole Indian Tribe of Florida
7.804%, 10/01/20 (A)		720		608
5.798%, 10/01/13 (A)		1,975		1,786
Service International
7.375%, 10/01/14		1,490		1,408
6.750%, 04/01/15		460		416
Shingle Springs Tribal Gaming Authority
9.375%, 06/15/15 (A)		935		561
Simmons
13.814%, 12/15/14		5,625		788
7.875%, 01/15/14		3,725		2,067
Sinclair Broadcast Group
8.000%, 03/15/12		2,450		1,641
Six Flags Operations
12.250%, 07/15/16 (A) (C)		470		327
Speedway Motorsports
8.750%, 06/01/16 (A)		1,470		1,488
Stanadyne Holdings
33.910%, 02/15/15 (E)		1,575		709
Stanadyne Holdings, Ser 1
10.000%, 08/15/14		450		351
Starwood Hotels & Resorts Worldwide
7.875%, 05/01/12		660		607
6.750%, 05/15/18		1,660		1,423
Station Casinos
6.875%, 03/01/16		225		6
6.625%, 03/15/18		1,900		38
Steinway Musical Instruments
7.000%, 03/01/14 (A)		5,170		4,033
Sun Media
7.625%, 02/15/13		630		414
Tenneco
8.125%, 11/15/15		1,435		1,134
Time Warner Cable
8.250%, 04/01/19		25		28
7.500%, 04/01/14		50		55
TL Acquisitions
10.500%, 01/15/15 (A)		570		462
Toll
8.250%, 12/01/11		8		8
Toys R US
7.625%, 08/01/11		795		735
Travelport LLC
11.875%, 09/01/16 (B)		5,365		3,165
5.292%, 09/01/14 (D)		2,371		1,292
TRW Automotive
7.250%, 03/15/17 (A)		1,770		1,221
7.000%, 03/15/14 (A)		1,300		936
Turning Stone Resort Casino Enterprise
9.125%, 09/15/14 (A)		1,280		1,091
United Components
9.375%, 06/15/13		1,290		819
United Rentals North America
10.875%, 06/15/16 (A)		2,600		2,496
Universal City Florida Holding I
8.375%, 05/01/10		100		82
5.777%, 05/01/10 (D)		1,247		1,019
Univision Communications
12.000%, 07/01/14 (A)		782		727
9.750%, 03/15/15 (A)		625		364
7.850%, 07/15/11		1,000		985
UPC Holding
9.875%, 04/15/18 (A)		3,635		3,458
Vail Resorts
6.750%, 02/15/14		2,075		2,002
Videotron
9.125%, 04/15/18		800		813
6.875%, 01/15/14		1,915		1,771
6.375%, 12/15/15		395		354
Virgin Media
6.500%, 11/15/16 (A)		1,200		930
Visant Holding
10.400%, 12/01/13		4,745		4,709
8.750%, 12/01/13		855		840
Vitamin Shoppe Industries
8.383%, 08/15/09 (D)		2,150		2,032
Warner Music Group Acquisition
7.375%, 04/15/14		450		381
Wendy’s
10.000%, 07/15/16 (A)		2,000		1,913
WMG Acquisition
9.500%, 06/15/16 (A)		1,985		1,975
Wyndham Worldwide
6.000%, 12/01/16		580		454
XM Satellite Radio
11.250%, 06/15/13 (A)		770		764
				225,985
Consumer Staples — 3.3%
Alliance One International
10.000%, 07/15/16 (A)		525		497
Anheuser-Busch InBev Worldwide
6.875%, 11/15/19 (A)		1,850		1,918
Central Garden and Pet
9.125%, 02/01/13		1,220		1,167
Chiquita Brands International
8.875%, 12/01/15		1,345		1,160
Constellation Brands
8.375%, 12/15/14		485		486
7.250%, 09/01/16		1,620		1,499
7.250%, 05/15/17		1,000		925
Cott Beverages USA
8.000%, 12/15/11		825		767
Dole Food
13.875%, 03/15/14 (A)		1,580		1,738
7.250%, 06/15/10		200		197
Duane Reade
5.129%, 09/15/09 (D)		2,761		2,561
Fleming
0.000%, 04/01/08 (C)		1,010		—
Ingles Markets
8.875%, 05/15/17 (A)		565		556
JBS USA
11.625%, 05/01/14 (A)		850		803
Johnson Diversey Holdings
16.600%, 05/15/13		800		672
M-Foods Holdings
9.750%, 10/01/13 (A)		350		337
Michael Foods
8.000%, 11/15/13		2,765		2,696
National Beef Packing
10.500%, 08/01/11		470		461

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
New Albertsons
7.250%, 05/01/13	$	310	$	298
Pantry
7.750%, 02/15/14		2,550		2,257
Rite Aid
10.375%, 07/15/16		630		567
9.750%, 06/12/16 (A)		600		600
9.500%, 06/15/17		3,010		1,956
9.375%, 12/15/15		260		172
7.700%, 02/15/27		150		61
7.500%, 03/01/17		680		532
6.875%, 12/15/28 (A)		375		146
Smithfield Foods
10.000%, 07/15/14 (A)		1,590		1,570
7.750%, 05/15/13		525		431
7.000%, 08/01/11		1,690		1,605
Southern States Cooperative
11.000%, 11/01/11 (A)		1,500		1,511
Spectrum Brands
7.375%, 02/01/15 (C)		1,733		1,161
SuperValu
8.000%, 05/01/16		2,347		2,277
7.500%, 11/15/14		1,425		1,368
Tyson Foods
10.500%, 03/01/14 (A)		670		727
				35,679
Energy — 10.2%
Allis-Chalmers Energy
9.000%, 01/15/14		1,519		1,078
Arch Western Finance
6.750%, 07/01/13		5,120		4,672
Atlas Energy Resources
10.750%, 02/01/18 (A)		1,300		1,225
Aventine Renewable Energy Holdings
10.000%, 04/01/17 (C)		2,750		935
Berry Petroleum
10.250%, 06/01/14		1,940		1,959
Bill Barrett
9.875%, 07/15/16		1,140		1,086
Chesapeake Energy
9.500%, 02/15/15		1,440		1,451
7.625%, 07/15/13		325		309
7.500%, 09/15/13		325		311
7.500%, 06/15/14		456		432
7.250%, 12/15/18		1,400		1,218
7.000%, 08/15/14		670		620
6.875%, 01/15/16		50		44
6.875%, 11/15/20		150		121
6.500%, 08/15/17		2,420		2,033
6.375%, 06/15/15		470		418
Cie Generale de Geophysique-Veritas
9.500%, 05/15/16 (A)		1,040		1,037
7.750%, 05/15/17		1,070		974
7.500%, 05/15/15		513		471
Compton Petroleum Finance
7.625%, 12/01/13		375		208
Copano Energy
7.750%, 06/01/18		2,600		2,347
Denbury Resources
9.750%, 03/01/16		1,005		1,033
7.500%, 04/01/13		2,150		2,053
7.500%, 12/15/15		1,225		1,164
Dynegy Holdings
8.375%, 05/01/16		1,250		1,059
7.750%, 06/01/19		1,960		1,526
7.500%, 06/01/15		3,290		2,743
El Paso MTN
8.250%, 02/15/16		805		783
8.050%, 10/15/30		375		312
7.875%, 06/15/12 (B)		345		338
7.800%, 08/01/31		825		673
7.420%, 02/15/37		1,375		1,058
7.250%, 06/01/18		2,730		2,521
7.000%, 06/15/17		1,270		1,157
6.875%, 06/15/14		640		597
El Paso Performance-Linked Trust
7.750%, 07/15/11 (A)		725		712
EXCO Resources
7.250%, 01/15/11		1,750		1,698
Forbes Energy Services
11.000%, 02/15/15		2,353		1,741
Forest Oil
8.500%, 02/15/14 (A)		75		74
8.000%, 12/15/11		585		582
7.750%, 05/01/14		455		437
7.250%, 06/15/19		1,270		1,137
Gulfmark Offshore
7.750%, 07/15/14		875		801
Helix Energy Solutions Group
9.500%, 01/15/16 (A)		1,820		1,661
Hilcorp Energy I
9.000%, 06/01/16 (A)		200		174
7.750%, 11/01/15 (A)		3,130		2,645
Holly
9.875%, 06/15/17 (A)		1,665		1,615
International Coal Group
10.250%, 07/15/14		815		575
Key Energy Services
8.375%, 12/01/14		1,030		909
Linn Energy
11.750%, 05/15/17 (A)		1,160		1,128
Mariner Energy
8.000%, 05/15/17		1,180		979
MarkWest Energy Partners
8.750%, 04/15/18		2,375		2,054
MarkWest Energy Partners, Ser B
6.875%, 11/01/14		925		772
Massey Energy
6.875%, 12/15/13		1,690		1,546
Nabors Industries
9.250%, 01/15/19 (A)		2,100		2,421
Newfield Exploration
7.125%, 05/15/18		1,500		1,363
6.625%, 04/15/16		950		857
Nustar Logistics
7.650%, 04/15/18		715		694
OPTI Canada
8.250%, 12/15/14		1,165		769
7.875%, 12/15/14		1,655		1,072
Pacific Energy Partners
7.125%, 06/15/14		225		230
6.250%, 09/15/15		100		96
Parker Drilling
9.625%, 10/01/13		236		218

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Penn Virginia
10.375%, 06/15/16	$	400	$	407
PetroHawk Energy
10.500%, 08/01/14 (A)		2,225		2,275
9.125%, 07/15/13		1,571		1,563
7.875%, 06/01/15		1,810		1,674
Petroleum Development
12.000%, 02/15/18		1,820		1,529
Plains Exploration & Production
10.000%, 03/01/16		225		231
7.750%, 06/15/15		75		70
7.625%, 06/01/18		550		494
7.000%, 03/15/17		625		547
Pride International
8.500%, 06/15/19		1,090		1,076
Quicksilver Resources
11.750%, 01/01/16		3,045		3,152
8.250%, 08/01/15		1,375		1,224
7.125%, 04/01/16		700		546
Range Resources
7.250%, 05/01/18		370		346
6.375%, 03/15/15		455		419
Sabine Pass LNG
7.250%, 11/30/13		1,400		1,187
SandRidge Energy
9.875%, 05/15/16 (A)		560		540
8.625%, 04/01/15		825		740
8.000%, 06/01/18 (A)		500		427
Seitel
9.750%, 02/15/14		2,200		1,430
SESI LLC
6.875%, 06/01/14		1,000		908
Southwestern Energy
7.500%, 02/01/18 (A)		900		864
Stallion Oilfield Services
9.750%, 02/01/15 (A)		2,624		866
Swift Energy
7.625%, 07/15/11		3,244		3,033
7.125%, 06/01/17		445		314
Targa Resources Partners
11.250%, 07/15/17 (A)		2,940		2,792
8.250%, 07/01/16		875		742
Tennessee Gas Pipeline
8.000%, 02/01/16		275		288
Tesoro
9.750%, 06/01/19		2,550		2,518
6.625%, 11/01/15		1,240		1,113
United Refining
10.500%, 08/15/12		675		527
Valero Energy
9.375%, 03/15/19		275		313
Venoco
8.750%, 12/15/11		1,030		935
Western Refining
10.750%, 09/15/09 (A) (D)		1,800		1,638
Whiting Petroleum
7.250%, 05/01/12		1,572		1,505
7.250%, 05/01/13		810		767
Williams
8.750%, 01/15/20 (A)		75		78
8.125%, 03/15/12		125		130
7.875%, 09/01/21		125		123
7.750%, 06/15/31		500		450
Williams Partners L.P.
7.250%, 02/01/17		1,440		1,314
Williams, Ser A
7.500%, 01/15/31		325		286
				110,307
Financials — 10.4%
ACE Cash Express
10.250%, 10/01/14 (A)		775		349
ALH Finance LLC
8.500%, 01/15/13		2,445		2,139
American General Finance MTN
0.879%, 12/15/11 (D)		1,470		938
BAC Capital Trust XIV
5.630%, 03/15/12 (D)		1,070		535
Bank of America
6.100%, 06/15/17		1,200		1,057
5.750%, 08/15/16		355		308
BB&T Capital Trust I
5.850%, 08/18/35		150		113
BB&T Capital Trust II
6.750%, 06/07/36		160		128
Buffalo Thunder Development Authority
9.375%, 12/15/14 (A)		2,175		305
Calfrac Holdings
7.750%, 02/15/15 (A)		2,850		2,451
Capital One Financial
6.150%, 09/01/16		270		239
Cardtronics
9.250%, 08/15/13		1,410		1,262
9.250%, 08/15/13		875		783
CIT Group
12.000%, 12/18/18 (A)		870		409
5.850%, 09/15/16		1,740		982
5.800%, 07/28/11		1,040		780
5.650%, 02/13/17		4,315		2,434
5.600%, 04/27/11		980		735
5.400%, 01/30/16		235		133
5.000%, 02/13/14		3,300		1,960
4.750%, 12/15/10		210		165
1.353%, 07/28/11 (D)		1,000		680
1.306%, 08/03/09 (D)		360		268
0.759%, 09/14/09 (D)		230		196
CIT Group Funding of Canada
4.650%, 07/01/10		110		93
Citigroup
6.125%, 08/25/36		410		305
5.000%, 09/15/14		1,880		1,576
Ferrellgas Partners
6.750%, 05/01/14 (A)		1,250		1,081
FireKeepers Development Authority
13.875%, 05/01/15 (A)		925		853
Ford Motor Credit LLC
9.875%, 08/10/11		3,610		3,339
9.750%, 09/15/10		200		192
8.000%, 06/01/14		3,440		2,783
8.000%, 12/15/16		1,800		1,376
7.800%, 06/01/12		3,060		2,633
7.375%, 10/28/09		1,765		1,750
7.250%, 10/25/11		2,125		1,838
7.000%, 10/01/13		6,238		5,016
5.879%, 06/15/11 (D)		900		781

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.889%, 01/13/12 (D)	$	315	$	244
2.701%, 01/15/10 (D)		515		491
Fresenius US Finance II
9.000%, 07/15/15 (A)		300		313
Galaxy Entertainment Finance
9.875%, 12/15/12 (A)		1,040		874
Genworth Financial
6.150%, 11/15/66 (D)		385		173
5.750%, 06/15/14		300		210
5.650%, 06/15/12		950		760
Genworth Global Funding Trusts
1.023%, 08/17/09 (D)		1,180		954
0.789%, 09/15/09 (D)		820		733
Global Cash Access
8.750%, 03/15/12		960		888
GMAC LLC
8.000%, 11/01/31 (A)		3,438		2,407
7.250%, 03/02/11 (A)		237		217
7.000%, 02/01/12 (A)		63		53
6.875%, 08/28/12 (A)		4,188		3,497
6.750%, 12/01/14		3,425		2,689
6.625%, 05/15/12 (A)		1,504		1,256
6.000%, 12/15/11 (A)		1,232		1,053
GrafTech Finance
10.250%, 02/15/12		65		61
HCP MTN
6.700%, 01/30/18 ‡		1,230		1,069
Hellas Telecommunications II
6.881%, 01/15/15 (A) (D)		2,250		574
Hexion US Finance
9.750%, 11/15/14		3,500		1,575
5.383%, 11/15/14 (D)		750		300
Host Marriott LP, Ser O
6.375%, 03/15/15 ‡		1,115		964
Host Marriott LP, Ser Q
6.750%, 06/01/16 ‡		2,525		2,190
HUB International Holdings
10.250%, 06/15/15 (A)		360		265
9.000%, 12/15/14 (A)		2,350		1,918
Hughes Network Systems
9.500%, 04/15/14		1,065		1,038
Icahn Enterprises
7.125%, 02/15/13		2,950		2,662
Inergy L.P.
6.875%, 12/15/14		530		482
International Lease Finance MTN
5.625%, 09/20/13		555		419
5.550%, 09/05/12		355		276
5.350%, 03/01/12		105		82
5.250%, 01/10/13		295		223
iPayment
9.750%, 05/15/14		750		405
Janus Capital Group
6.950%, 06/15/17		1,260		1,100
6.500%, 06/15/12		450		416
6.125%, 09/15/11		1,942		1,835
JP Morgan Chase Capital XXV
6.800%, 10/01/37		70		60
KAR Holdings
8.750%, 05/01/14		1,470		1,261
5.028%, 05/01/14 (D)		800		602
LaBranche
11.000%, 05/15/12		1,215		1,107
Lehman Brothers Holdings MTN
6.875%, 05/02/18 (C)		2,750		440
5.625%, 01/24/13 (C)		825		129
Leucadia National
8.125%, 09/15/15		1,825		1,652
7.125%, 03/15/17		3,250		2,641
Liberty Mutual Group
10.750%, 06/15/58 (A) (D)		1,325		954
Lincoln National
8.750%, 07/01/19		1,000		1,008
Marlin Water Trust II
6.310%, 07/15/03 (A) (C)		4,200		3
MetLife
10.750%, 08/01/39		775		775
6.400%, 12/15/36		545		390
MetLife Capital Trust X
9.250%, 04/08/38 (A) (D)		2,100		1,869
Nielsen Finance LLC
10.000%, 08/01/14		840		795
Novelis
7.250%, 02/15/15		950		722
Nuveen Investments
10.500%, 11/15/15 (A)		370		255
10.500%, 11/15/15 (A)		3,510		2,422
5.500%, 09/15/15		390		197
Omega Healthcare Investors
7.000%, 01/15/16 ‡		1,300		1,170
Pinnacle Foods Finance
10.625%, 04/01/17		775		655
PNC Financial Services Group
8.250%, 11/21/09 (D)		565		474
Popular Capital Trust I
6.564%, 09/15/34		1,210		645
Rabobank Nederland
11.000%, 12/31/09 (A) (D)		515		573
Realogy
11.000%, 04/15/14		340		107
10.500%, 04/15/14		570		247
Regency Energy Partners
8.375%, 12/15/13		1,622		1,565
Senior Housing Properties Trust
7.875%, 04/15/15 ‡		671		607
Silicon Valley Bank
5.700%, 06/01/12		325		306
Snoqualmie Entertainment Authority
9.125%, 02/01/15 (A)		975		507
6.875%, 02/01/14 (A) (D)		300		144
Torchmark
9.250%, 06/15/19		2,000		2,042
Universal City Development Partners
11.750%, 04/01/10		25		24
USB Capital IX
6.189%, 04/15/49 (D)		820		554
Ventas Realty
6.500%, 06/01/16 ‡		520		466
Ventas Realty L.P.
9.000%, 05/01/12 ‡		675		695
7.125%, 06/01/15 ‡		391		377
6.750%, 04/01/17 ‡		850		763

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Capital XIII MTN
7.700%, 12/29/49 (D)	$	1,420	$	1,179
Willis North America
6.200%, 03/28/17		1,055		934
5.125%, 07/15/10		800		769
Yankee Acquisition, Ser B
8.500%, 02/15/15		2,200		1,854
Zions Bancorporation
6.000%, 09/15/15		1,095		783
5.500%, 11/16/15		415		299
				112,652
Health Care — 6.4%
Alliance Imaging
7.250%, 12/15/12		460		446
Bausch & Lomb
9.875%, 11/01/15		4,013		3,832
Biomet
11.625%, 10/15/17		3,670		3,597
10.375%, 10/15/17		7,440		7,198
10.000%, 10/15/17		1,500		1,526
Bio-Rad Laboratories
8.000%, 09/15/16 (A)		740		733
Cooper
7.125%, 02/15/15		1,290		1,209
CRC Health
10.750%, 02/01/16		2,075		1,390
DJO Finance
10.875%, 11/15/14		3,260		2,852
Elan Finance PLC
8.875%, 12/01/13		545		499
7.750%, 11/15/11		235		217
HCA
9.875%, 02/15/17 (A)		260		263
9.625%, 11/15/16		8,923		8,833
9.250%, 11/15/16		5,370		5,303
8.700%, 02/10/10		150		150
8.500%, 04/15/19 (A)		2,160		2,117
6.500%, 02/15/16		1,685		1,361
6.375%, 01/15/15		840		683
Health Management Associates
6.125%, 04/15/16		1,460		1,252
Health Net
6.375%, 06/01/17		2,054		1,556
Healthsouth
7.217%, 06/15/14 (D)		2,150		1,962
Inverness Medical Innovations
9.000%, 05/15/16		2,680		2,593
NMH Holdings
8.445%, 06/15/14 (A) (D)		768		449
Phibro Animal Health
10.000%, 08/01/13 (A)		100		88
Psychiatric Solutions
7.750%, 07/15/15 (A)		525		480
7.750%, 07/15/15		2,915		2,667
ReAble Therapeutics Finance
11.750%, 11/15/14		924		670
Res-Care
7.750%, 10/15/13		675		631
Select Medical
7.625%, 02/01/15		4,819		3,915
Spheris
11.000%, 12/15/12		750		307
Surgical Care Affiliates
8.875%, 07/15/15 (A)		1,415		1,090
Tenet Healthcare
10.000%, 05/01/18 (A)		95		100
9.250%, 02/01/15		2,350		2,150
8.875%, 07/01/19 (A)		370		372
7.375%, 02/01/13		1,020		918
United Surgical Partners International
8.875%, 05/01/17		560		510
United Surgical Partners International PIK
9.250%, 05/01/17		3,100		2,527
Universal Hospital Services
8.500%, 06/01/15		640		603
US Oncology Holdings
10.750%, 08/15/14		500		495
6.904%, 09/15/09 (D)		1,230		1,036
Vanguard Health Holding I
11.230%, 10/01/15 (E)		600		585
VWR Funding PIK
10.250%, 07/15/15		1,019		805
				69,970
Industrials — 6.1%
ACCO Brands
7.625%, 08/15/15		5,435		2,853
Actuant
6.875%, 06/15/17		2,000		1,820
AGY Holding
11.000%, 11/15/14		675		532
Aleris International
10.000%, 12/15/16 (C)		1,800		38
Aleris International PIK
4.414%, 12/15/14 (C)		725		8
Allison Transmission
11.000%, 11/01/15 (A)		1,525		1,205
America West Airlines
8.057%, 07/02/20		1,320		1,005
American Achievement Group Holding
14.750%, 10/01/12		909		246
American Airlines, Ser 01-1
7.379%, 05/23/16		85		42
American Railcar Industries
7.500%, 03/01/14		300		262
Ames True Temper
10.000%, 07/15/12 (B)		955		697
5.131%, 01/15/12 (D)		1,345		1,110
Anixter
10.000%, 03/15/14		1,330		1,323
Aramark Services
8.500%, 02/01/15		3,519		3,414
4.528%, 02/01/15 (D)		350		284
Associated Materials
9.750%, 04/15/12		715		626
Atrium PIK
15.000%, 12/15/12 (A)		1,512		30
Baker & Taylor
11.500%, 07/01/13 (A)		950		266
Baldor Electric
8.625%, 02/15/17		1,555		1,439
BE Aerospace
8.500%, 07/01/18		1,100		1,037

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Belden
9.250%, 06/15/19 (A)	$	245	$	237
Bombardier
8.000%, 11/15/14 (A)		280		264
Building Materials Corp of America
7.750%, 08/01/14		950		846
Casella Waste Systems
9.750%, 02/01/13		1,030		927
Chart Industries
9.125%, 10/15/15		1,925		1,790
Complete Production Services
8.000%, 12/15/16		630		539
Continental Airlines
9.000%, 07/08/16		780		780
7.339%, 04/19/14		1,192		858
Cornell
10.750%, 07/01/12		220		218
Corrections Corp of America
7.750%, 06/01/17		140		138
6.750%, 01/31/14		170		161
6.250%, 03/15/13		190		180
Delta Air Lines
7.920%, 11/18/10		495		455
Delta Air Lines, Ser 2002-1, Cl C
7.779%, 01/02/12		643		591
DigitalGlobe
10.500%, 05/01/14 (A)		460		476
Douglas Dynamics
7.750%, 01/15/12 (A)		617		481
DR Horton
5.625%, 01/15/16		525		431
Education Management LLC
10.250%, 06/01/16		525		513
Esco
5.195%, 12/15/13 (A) (D)		150		117
FTI Consulting
7.625%, 06/15/13		543		528
General Cable
7.125%, 04/01/17		725		658
Harland Clarke Holdings
9.500%, 05/15/15		715		552
5.633%, 08/15/09 (D)		315		190
Indalex Holding, Ser B
11.500%, 02/01/14 (C)		659		47
Interface
11.375%, 11/01/13 (A)		145		150
J.B. Poindexter
8.750%, 03/15/14		375		289
K Hovnanian Enterprises
8.625%, 01/15/17		1,420		667
Kansas City Southern de Mexico
12.500%, 04/01/16 (A)		295		300
9.375%, 05/01/12		420		399
L-3 Communications
5.875%, 01/15/15		3,881		3,444
L-3 Communications, Ser B
6.375%, 10/15/15		524		476
Language Line
11.125%, 06/15/12		3,200		3,184
Meritage Homes
7.000%, 05/01/14		850		697
6.250%, 03/15/15		170		133
Mobile Mini
9.750%, 08/01/14		100		96
6.875%, 05/01/15		1,000		833
Moog
7.250%, 06/15/18		365		341
Nebraska Book
8.625%, 03/15/12		700		507
8.625%, 03/15/12		250		180
Neenah Foundary
9.500%, 01/01/17		400		88
Owens Corning
6.500%, 12/01/16		570		499
Quality Distribution
9.000%, 11/15/10		825		437
Quebecor World Capital
6.125%, 11/15/13 (B) (C)		1,725		147
Quebecor World Capital
8.750%, 03/15/16 (A) (C)		1,915		172
RailAmerica
9.250%, 07/01/17 (A)		830		801
Rainbow National Services
10.375%, 09/01/14 (A)		380		394
RBS Global and Rexnord
11.750%, 08/01/16		1,450		1,069
9.500%, 08/01/14 (A)		2,331		1,993
8.875%, 09/01/16		475		337
Sequa
11.750%, 12/01/15 (A)		975		563
ServiceMaster
10.750%, 07/15/15 (A)		840		672
7.450%, 08/15/27		185		92
7.250%, 03/01/38		565		268
7.100%, 03/01/18		40		23
SPX
7.625%, 12/15/14		1,190		1,148
Terex
10.875%, 06/01/16		950		950
8.000%, 11/15/17		6,105		4,693
Thermadyne Holdings
9.500%, 02/01/14		710		473
Titan International
8.000%, 01/15/12		3,100		2,806
TransDigm
7.750%, 07/15/14		1,775		1,686
UCI Holdings
8.614%, 12/15/13 (D)		1,074		236
United Air Lines
9.125%, 01/15/12 (C)		1,075		—
7.811%, 10/01/09		1,303		1,587
United Air Lines, Ser 95A1
9.560%, 10/19/18		596		149
9.020%, 04/19/12		380		95
United Air Lines, Ser A
10.670%, 05/01/04 (C)		525		—
USG
9.250%, 01/15/18		785		667
6.300%, 11/15/16		805		596
Vought Aircraft Industries
8.000%, 07/15/11		2,600		1,625
				66,176

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Information Technology — 3.7%
Activant Solutions
9.500%, 05/01/16	$	1,500	$	1,159
Advanced Micro Devices
7.750%, 11/01/12		1,897		1,261
Amkor Technology
9.250%, 06/01/16		3,150		2,918
7.750%, 05/15/13		1,845		1,693
Avago Technologies Finance Pte
10.125%, 12/01/13		1,570		1,601
CC Holdings GS V
7.750%, 05/01/17 (A)		930		907
Celestica
7.625%, 07/01/13		700		683
Compucom Systems
12.500%, 10/01/15 (A)		1,350		1,122
First Data
9.875%, 09/24/15		4,520		3,209
Flextronics International
6.500%, 05/15/13		212		204
6.250%, 11/15/14 (B)		1,965		1,837
Freescale Semiconductor PIK
9.125%, 12/15/14		1,863		689
Freescale Semiconductor
8.875%, 12/15/14		1,700		858
Innophos
8.875%, 08/15/14		1,245		1,139
Iron Mountain
8.750%, 07/15/18		1,850		1,822
8.000%, 06/15/20		430		400
Lender Processing Services
8.125%, 07/01/16		485		476
National Semiconductor
6.600%, 06/15/17		410		359
Nortel Networks
10.750%, 07/15/16 (C)		600		207
10.125%, 07/15/13 (C)		475		162
NXP Funding LLC
10.000%, 07/15/13 (A)		489		356
7.875%, 10/15/14		1,985		903
Open Solutions
9.750%, 02/01/15 (A)		3,440		1,410
Sanmina-SCI
8.125%, 03/01/16		765		557
4.075%, 06/15/14 (A) (D)		1,250		1,025
3.379%, 06/15/10 (A) (B) (D)		1,699		1,631
Sensata Technologies
8.000%, 05/01/14		1,315		646
Smart Modular Technologies
6.707%, 04/01/12 (D)		1,670		1,453
Spansion
3.793%, 09/01/09 (A) (C) (D)		450		292
Sungard Data Systems
10.625%, 05/15/15 (A)		550		539
10.250%, 08/15/15		5,659		5,228
9.125%, 08/15/13		1,118		1,057
Terremark Worldwide
12.000%, 06/15/17 (A)		2,045		1,963
				39,766
Materials — 8.4%
AK Steel
7.750%, 06/15/12		3,500		3,395
Appleton Papers
9.750%, 06/15/14		700		238
ArcelorMittal
9.850%, 06/01/19		160		173
9.000%, 02/15/15		800		843
Ashland
9.125%, 06/01/17 (A)		1,905		1,981
BWAY
10.000%, 04/15/14 (A)		4,165		4,155
California Steel Industries
6.125%, 03/15/14		185		156
Catalyst Paper
8.625%, 06/15/11		1,498		899
7.375%, 03/01/14		455		193
Clearwater Paper
10.625%, 06/15/16 (A)		660		673
Crown Americas
7.625%, 05/15/17 (A)		445		429
7.625%, 11/15/13		775		756
Domtar
10.750%, 06/01/17		3,980		3,821
9.500%, 08/01/16		275		236
7.875%, 10/15/11		3		3
7.125%, 08/15/15		1,100		919
5.375%, 12/01/13		840		697
Dow Chemical
8.550%, 05/15/19		2,600		2,605
Evraz Group
9.500%, 04/24/18 (A)		625		483
8.875%, 04/24/13 (A)		500		410
FMG Finance Property Ltd.
10.625%, 09/01/16 (A)		1,860		1,786
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		5,575		5,617
8.250%, 04/01/15		1,420		1,434
Georgia-Pacific LLC
8.250%, 05/01/16 (A)		2,330		2,260
8.125%, 05/15/11		250		250
8.000%, 01/15/24		1,745		1,483
7.700%, 06/15/15		1,070		1,000
7.125%, 01/15/17 (A)		1,690		1,572
7.000%, 01/15/15 (A)		3,115		2,913
Glatfelter
7.125%, 05/01/16		855		786
Graham Packaging
9.875%, 10/15/14		3,808		3,541
8.500%, 10/15/12		100		96
Graphic Packaging International
9.500%, 06/15/17 (A)		420		414
9.500%, 08/15/13		1,860		1,776
8.500%, 08/15/11 (B)		118		117
Huntsman International
7.875%, 11/15/14		1,655		1,312
7.375%, 01/01/15		1,025		805
Huntsman LLC
11.500%, 07/15/12		1,555		1,574
Ineos Group Holdings PLC
8.500%, 02/15/16 (A)		60		19
Innophos Holdings
9.500%, 04/15/12 (A)		725		634
International Paper
7.950%, 06/15/18		1,777		1,715

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Intertape Polymer
8.500%, 08/01/14	$	800	$	353
MacDermid
9.500%, 04/15/17 (A)		2,160		1,577
Millar Western Forest Products
7.750%, 11/15/13		348		160
Millennium America
7.625%, 11/15/26 (C)		175		12
Nalco
8.875%, 11/15/13		590		602
8.250%, 05/15/17 (A)		2,615		2,628
Newark Group
9.750%, 03/15/14 (C)		825		18
NewPage
10.000%, 05/01/12		200		96
Noranda Aluminium Acquisition PIK
5.412%, 05/15/15 (D)		2,633		1,452
Packaging Dynamics Finance
10.000%, 05/01/16 (A)		2,495		823
Plastipak Holdings
8.500%, 12/15/15 (A)		565		506
PolyOne
8.875%, 05/01/12		2,620		2,201
Pregis
12.375%, 10/15/13		140		104
Reichhold Industries
9.000%, 08/15/14 (A)		1,969		689
Rio Tinto Finance USA Ltd.
9.000%, 05/01/19		330		367
8.950%, 05/01/14		660		733
Rock-Tenn
9.250%, 03/15/16		490		499
9.250%, 03/15/16 (A)		205		209
5.625%, 03/15/13		2,200		1,977
Rockwood Specialties Group
7.500%, 11/15/14		600		564
Ryerson
12.000%, 11/01/15		990		812
Sappi Papier Holding
6.750%, 06/15/12 (A)		1,140		764
Sealed Air
7.875%, 06/15/17 (A)		1,120		1,110
Smurfit-Stone Container
8.375%, 07/01/12 (C)		2,065		790
Solo Cup
10.500%, 11/01/13 (A)		930		932
8.500%, 02/15/14		715		586
Solutia
0.000%, 12/31/99 (B)		230		—
Steel Capital
9.750%, 07/29/13 (A)		245		201
Steel Dynamics
8.250%, 04/15/16 (A)		2,355		2,220
7.375%, 11/01/12		1,330		1,260
6.750%, 04/01/15		475		423
Teck Resources
10.750%, 05/15/19 (A)		2,055		2,209
10.250%, 05/15/16 (A)		2,205		2,310
Terra Capital, Ser B
7.000%, 02/01/17		965		882
US Steel
7.000%, 02/01/18		1,170		1,016
6.650%, 06/01/37		500		378
6.050%, 06/01/17		780		665
Vedanta Resources
9.500%, 07/18/18 (A)		2,440		2,025
Verso Paper Holdings
11.500%, 07/01/14 (A)		1,280		1,171
9.125%, 08/01/14		2,120		986
Vitro
9.125%, 02/01/17 (C)		3,185		1,226
				91,705
Telecommunication Services — 9.1%
American Tower
7.125%, 10/15/12		760		765
7.000%, 10/15/17		340		329
Centennial Communications
6.958%, 01/01/13 (D)		2,250		2,239
Cincinnati Bell
7.000%, 02/15/15		805		721
Citizens Communications
9.250%, 05/15/11		245		255
7.125%, 03/15/19		1,125		959
6.625%, 03/15/15		980		862
6.250%, 01/15/13		445		409
Cricket Communications
10.000%, 07/15/15 (A)		575		571
9.375%, 11/01/14		7,866		7,748
7.750%, 05/15/16 (A)		480		462
Crown Castle International
9.000%, 01/15/15		3,230		3,286
Digicel
12.000%, 04/01/14 (A)		995		990
Digicel Group
9.250%, 09/01/12 (A)		1,500		1,455
9.125%, 01/15/15 (A)		290		241
8.875%, 01/15/15 (A)		3,285		2,727
Fairpoint Communications
13.125%, 04/01/18		1,930		376
Frontier Communications
8.250%, 05/01/14		5		5
GC Impsat Holdings I
9.875%, 02/15/17 (A)		2,100		1,806
GCI
7.250%, 02/15/14		1,525		1,392
Inmarsat Finance
10.920%, 11/15/12		1,080		1,118
Intelsat
9.250%, 06/15/16 (A)		950		910
Intelsat Jackson Holding
11.250%, 06/15/16		4,985		5,085
9.500%, 06/15/16 (A)		1,370		1,377
Intelsat Subsidiary Holding
8.875%, 01/15/15		2,545		2,456
8.875%, 01/15/15 (A)		2,415		2,330
8.500%, 01/15/13		1,250		1,200
iPCS PIK
5.028%, 05/01/14 (D)		2,590		1,709
iPCS
3.152%, 05/01/13 (D)		225		178
Level 3 Financing
12.250%, 03/15/13		820		779
8.750%, 02/15/17		1,200		912
6.845%, 02/15/15 (D)		125		85

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lucent Technologies
6.450%, 03/15/29	$	1,010	$	573
MetroPCS Wireless
9.250%, 11/01/14		6,330		6,290
9.250%, 11/01/14 (A)		1,290		1,277
Nextel Communications
7.375%, 08/01/15		1,795		1,431
6.875%, 10/31/13		1,750		1,448
Nordic Telephone Holdings
8.875%, 05/01/16 (A)		3,385		3,266
Orascom Telecom Finance
7.875%, 02/08/14 (A)		2,000		1,690
PAETEC Holding
9.500%, 07/15/15		1,970		1,709
8.875%, 06/30/17 (A)		4,840		4,550
Qwest
8.375%, 05/01/16 (A)		640		618
7.500%, 10/01/14		960		916
7.250%, 09/15/25		350		268
7.250%, 10/15/35		1,200		870
6.875%, 09/15/33		225		164
Qwest Communications International
7.250%, 02/15/11		1,505		1,460
Qwest Communications International, Ser B
7.500%, 02/15/14		1,130		1,031
Sprint Capital
8.750%, 03/15/32		840		676
8.375%, 03/15/12		675		668
6.900%, 05/01/19		4,605		3,811
Sprint Nextel
6.000%, 12/01/16		1,990		1,627
Telcordia Technologies
10.000%, 03/15/13 (A)		1,270		778
4.881%, 07/15/09 (A) (D)		2,000		1,550
Telesat Canada
12.500%, 11/01/17 (A)		635		625
11.000%, 11/01/15 (A)		650		666
Time Warner Telecom Holdings
9.250%, 02/15/14		1,000		992
VIP Finance Ireland for Vimpel Communications
9.125%, 04/30/18 (A)		1,265		1,072
Virgin Media Finance PLC
9.500%, 08/15/16		1,280		1,261
8.750%, 04/15/14		1,065		1,038
West
11.000%, 10/15/16		875		731
9.500%, 10/15/14		2,025		1,772
Wind Acquisition Finance
10.750%, 12/01/15 (A)		2,335		2,335
Windstream
8.625%, 08/01/16		3,875		3,730
8.125%, 08/01/13		2,330		2,254
				98,884
Utilities — 3.2%
AES
9.750%, 04/15/16 (A)		1,620		1,640
8.750%, 05/15/13 (A)		128		130
8.000%, 06/01/20		595		534
8.000%, 10/15/17		1,435		1,342
7.750%, 03/01/14		50		47
Calpine Construction Finance
8.000%, 06/01/16 (A)		735		704
Calpine Generating
14.320%, 04/01/11 (C) (D)		1,600		120
CMS Energy
8.500%, 04/15/11		305		316
Edison Mission Energy
7.500%, 06/15/13		1,755		1,571
7.000%, 05/15/17		3,372		2,588
Elwood Energy
8.159%, 07/05/26		879		731
Energy Future Holdings
10.875%, 11/01/17		2,740		2,000
Mirant (Escrow Security)
0.000%, 07/15/04		450		5
Mirant Americas Generation LLC
8.500%, 10/01/21		2,867		2,265
Mirant Mid Atlantic Trust
8.625%, 06/30/12		487		485
Mirant North America LLC
7.375%, 12/31/13		1,970		1,891
NRG Energy
8.500%, 06/15/19		1,480		1,434
7.375%, 02/01/16		2,365		2,238
7.375%, 01/15/17		4,080		3,845
7.250%, 02/01/14		1,395		1,353
Orion Power Holdings
12.000%, 05/01/10		900		931
Public Service of New Mexico
7.950%, 05/15/18		2,600		2,524
RRI Energy
6.750%, 12/15/14		325		313
Sierra Pacific Resources
7.803%, 06/15/12		775		770
Tenaska Alabama Partners
7.000%, 06/30/21 (A)		331		285
Texas Competitive Electric Holdings
10.250%, 11/01/15		6,686		4,162
				34,224
Total Corporate Obligations (Cost $955,070) ($ Thousands)				885,348
LOAN PARTICIPATIONS — 11.9%
ACCO Brands
7.750%, 07/30/12		409		351
Advansta Communications, 2nd Lien
5.597%, 11/30/14		1,250		96
Aeroflex, Term Loan B-1
4.101%, 08/16/14		2,055		1,532
Affinion Group Holdco Toggle Term Loan
8.522%, 03/01/12 (D)		4,300		3,354
Affinion Holding, Term Loan B
2.810%, 10/17/12		495		467
Alion Science and Technology, Term B Loan
9.500%, 02/06/13		2,000		1,510

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Alliant Insurance Service Term Loan C
8.000%, 08/21/14	$	700	$	616
Alliant Insurance Services, Term Loan B
3.598%, 08/21/14		1,228		1,081
Allison Transmission
3.071%, 08/07/14 (D)		400		318
Aspect Software, Tranche A-1
3.375%, 07/11/11		1,975		1,622
Asurion, 2nd Lien
6.821%, 07/02/15 (D)		1,075		926
6.821%, 07/07/15 (D)		2,000		1,723
Asurion, Term Loan B
3.669%, 07/07/14		217		203
3.598%, 07/07/14 (D)		183		172
3.471%, 07/02/14 (D)		550		516
Basell Holdings BV
0.559%, 12/20/13 (D)		143		62
Biomet
3.580%, 03/25/15		559		521
BOC Edwards
2.310%, 05/31/14		739		464
Boise Paper
9.250%, 02/22/15		800		546
Boston Generating Mezzanine
7.319%, 12/20/16		195		8
Boston Generating, 2nd Lien
4.560%, 06/20/14		700		170
Broder Brothers
0.000%, 10/15/10 (B) (F)		1,260		—
Burlington Coat Factory, Term B Loan
2.560%, 05/28/13		1,097		859
0.000%, 05/28/13 (F)		750		587
Calpine Term Loan B
4.095%, 03/29/14 (D)		3,519		3,111
Cengage Learning Holding
2.810%, 06/28/14		997		833
Central Parking
2.563%, 05/22/14 (D)		1,437		993
Central Parking (Synthetic)
0.410%, 05/22/14 (D)		608		421
Cequel Communications, 2nd Lien PIK
6.318%, 05/05/14 (D)		1,847		1,601
Charter, Term B Loan
0.000%, 03/06/14 (F)		1,253		1,124
Claire’s Stores
0.000%, 05/27/14 (F)		1,520		853
Clearwire
0.000%, 07/03/12 (F)		1,750		1,462
Cooper Standard, Term Loan D
3.125%, 02/28/10		2,171		1,485
DAE Aviation Holdings, Term Loan B1
4.260%, 09/27/14 (D)		360		281
DAE Aviation Holdings, Term Loan B2
4.920%, 09/27/14 (D)		354		274
Delta, 2nd Lien
3.567%, 04/30/14		221		150
Dex Media West, Term B Loan
7.000%, 10/24/14		900		750
4.559%, 10/24/14 (D)		1,000		834
Dresser, 2nd Lien
6.068%, 05/04/15		1,670		1,175
Federal Mogul, Term B Loan
2.256%, 12/28/15		2,053		1,363
Federal Mogul, Term C Loan
2.249%, 12/27/15		1,047		678
First Data, Tranche B1
3.069%, 09/24/14		92		69
3.065%, 09/24/14		3,338		2,494
First Data, Tranche B2
3.065%, 09/24/14		329		247
First Data, Tranche B3
3.065%, 09/24/14		564		421
Flextronics International, Term A Loan
2.560%, 10/01/14		800		664
Flextronics, Term Loan A2
2.569%, 10/01/14		396		329
Flextronics, Term Loan A3
2.569%, 10/01/14		462		383
Flextronics, Term Loan B12
3.458%, 10/01/12		997		883
Ford Motor
3.592%, 12/16/13 (D)		1,016		736
3.559%, 12/16/13 (D)		2,919		2,116
0.000%, 12/14/11 (F)		1,560		1,042
Freescale Semiconductor
12.500%, 12/15/14		2,366		2,046
0.000%, 12/15/14 (F)		1,170		1,012
General Motors, Term B Loan
8.000%, 12/15/13 (D)		1,636		1,607
Georgia Pacific
2.320%, 02/14/13		327		308
Greektown Casino
7.750%, 12/03/12		450		274
7.000%, 12/03/12		200		122
Green Valley Ranch Gaming, 2nd Lien
3.879%, 08/06/14		2,000		233
Guitar Center
0.000%, 10/09/13 (F)		1,900		1,396
Harrah’s
3.823%, 01/28/15		1,377		1,008
Hexion Specialty Chemicals, Term Loan C1
3.500%, 05/05/13 (D)		2,495		1,680
Hexion Specialty Chemicals, Term Loan C2
3.500%, 05/05/13		467		314
HUB International Holdings Delayed Draw
3.720%, 06/13/14 (D)		268		234

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HUB International Holdings, Term Loan B
3.720%, 06/13/14 (D)	$	1,192	$	1,040
Iasis Health Care
6.289%, 06/13/14		2,164		1,667
Ineos Group, Term B Loan
0.000%, 12/16/13 (F)		1,501		1,096
Ineos Group, Term C Loan
0.000%, 12/16/14 (F)		1,501		1,098
INEOS Holdings
8.001%, 12/13/14		1,732		1,267
7.501%, 12/14/13		1,732		1,265
Infor Global Solutions, Term B Loan
0.000%, 07/30/12 (F)		2,113		1,725
Intelsat Bermuda
3.059%, 02/01/14 (D)		2,100		1,638
JG Wentworth, 1st Lien
3.470%, 04/04/14		1,025		96
KAR Holdings
3.051%, 10/21/13		1,172		1,033
La Paloma, 1st Lien
0.000%, 08/16/12 (F)		2,189		1,859
Landry’s, Term B Loan
9.500%, 05/13/11		1,744		1,727
Language Line, Term B Loan
3.850%, 05/14/11 (D)		1,774		1,663
Las Vegas Sands, Term B Loan
2.070%, 05/17/14 (D)		850		598
0.000%, 05/17/14 (F)		750		527
Lyondell Chemical
13.000%, 12/15/09		527		542
5.940%, 12/15/09		1,604		1,330
5.750%, 12/20/13		130		56
5.750%, 04/30/14		60		26
3.809%, 12/20/13 (D)		430		186
3.559%, 04/30/14 (D)		226		98
1.500%, 12/15/09		710		-19
0.559%, 12/20/13 (D)		60		26
0.000%, 12/15/09		1,278		1,237
Lyondell Chemical, Tranche A
5.750%, 12/20/13		38		16
Lyondell Chemical, Tranche B1
7.000%, 12/20/14		950		411
6.000%, 12/22/14		219		95
Lyondell Chemical, Tranche B2
7.000%, 12/22/13		199		86
6.000%, 12/22/14		219		95
4.059%, 12/22/13 (D)		751		325
Lyondell Chemical, Tranche B3
7.000%, 12/20/14		199		86
6.000%, 12/22/14		46		20
4.059%, 12/20/14 (D)		751		325
1.059%, 12/22/14 (D)		173		75
McKechnie Aerospace
5.320%, 05/11/15		700		367
2.320%, 05/11/14		527		461
Metroflag, 2nd Lien (C)
14.000%, 01/06/09		300		15
Murray, 2nd Lien
8.875%, 01/31/11		1,979		1,742
NEFF
4.820%, 05/31/13		585		287
Neiman Marcus Group
2.945%, 04/26/13		835		635
New World Gaming
6.707%, 05/18/15		1,225		206
News Day
9.750%, 07/29/13		875		875
Northwest Airlines
2.320%, 08/21/13		555		521
NRG Energy, Term B Loan
2.720%, 06/02/13 (D)		1,214		1,140
Nuveen Investments
3.333%, 11/09/14		1,075		850
OSI Restaurant
0.000%, 06/14/14		3,248		2,318
Penhall
9.995%, 04/01/12		791		158
ProQuest, 2nd Lien
6.073%, 02/09/15		1,200		1,020
Quicksilver Resources
5.059%, 08/08/13 (D)		764		749
Rent-A-Center, Term B Loan
2.070%, 06/30/12		497		472
Rexnord Holdings PIK
8.261%, 03/01/13		2,057		514
Reynolds & Reynolds, 1st Lien
2.319%, 10/24/12		994		830
Reynolds & Reynolds, 3rd Lien
7.819%, 04/26/14 (D)		3,450		1,288
RH Donnelley, Term D Loan
4.309%, 06/30/11 (C) (D)		1,365		1,055
Rite Aid
9.500%, 05/27/14		1,730		1,503
Royalty Pharmaceuticals
2.804%, 05/15/15		1,175		1,022
Sabre Holdings, Term B Loan (F)
0.000%, 09/29/14		1,700		1,222
Sbarro
4.810%, 01/29/14		2,367		1,822
Sensata Technologies
2.803%, 04/27/13		2,809		2,107
Servicemaster, Term B Loan
2.883%, 10/17/14		2,378		1,895
Simmons
8.224%, 02/15/12		2,769		42
Simmons Bedding
10.500%, 12/19/11		945		855
Sorenson Communications, 2nd Lien
7.319%, 02/16/14 (D)		3,900		3,249
Sorenson Holdings PIK
15.000%, 06/30/14		2,312		1,641
Stallion Oilfield Service, Term B Loan
3.213%, 06/12/13		2,480		1,600

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Talecris Biotherapeutics
7.420%, 12/06/14	$	1,120	$	1,000
TD Ameritrade Holding
1.590%, 12/31/11		1,403		1,353
Texas Competitive Electric
3.821%, 10/10/14		2,090		1,492
Texas Competitive Electric Holdings, Term B Loan
3.559%, 10/10/14 (D)		3,992		2,850
Texas Competitive Electric Holdings, Term Loan B2
3.821%, 10/10/14		848		605
3.559%, 10/10/14 (D)		4,798		3,425
Texas Competitive Electric, Term Loan B1
5.278%, 10/10/14		1		1
Texas Competitive Electric, Term Loan B3
3.821%, 10/10/14		24		17
3.821%, 10/10/14		14		10
3.821%, 10/10/14		348		248
Texas Competitive Electric, Term Loan B-14
3.819%, 10/10/14		11		8
Tribune (C)
6.500%, 06/04/14		895		302
0.000%, 06/04/14		150		51
Univision Communications
2.551%, 09/15/14 (D)		1,520		1,135
Verint Systems
3.568%, 05/09/14 (D)		2,212		1,858
Vsterwire
0.000%, 07/03/12 (F)		862		719
Western Refining
8.250%, 05/30/14		812		777
Wind Acquisition Holdings
8.357%, 12/12/11		1,578		1,584
8.357%, 12/21/11		1,260		1,265
Total Loan Participations (Cost $144,648) ($ Thousands)				129,186
COLLATERALIZED DEBT OBLIGATION — 3.0%
Financials — 3.0%
ACAS Business Loan Trust, Ser 2007-2A, Cl A
1.254%, 11/18/09 (A) (D)		1,403		1,024
ACAS CLO, Ser 2007-1A, Cl A1J
1.417%, 07/20/09 (A) (D)		3,150		945
ARES CLO, Ser 2006-1A, Cl SUB
0.000%, 02/24/18 (A)		7,000		70
ARES CLO, Ser 2007-11A, Cl SUB
0.000%, 10/11/21 (A)		2		72
ARES CLO, Ser 2007-1A, Cl SUB
0.000%, 04/16/21 (A)		3,800		76
Babson CLO , Ser 2007-2A, Cl A2B
1.431%, 04/15/21 (A) (D)		1,200		696
Babson CLO, Ser 2004-II, Cl SUB
0.000%, 11/15/16 (A)		17		17
Babson CLO, Ser 2007-2A, Cl INC
0.000%, 04/15/21 (A) (D)		2,500		25
Babson CLO, Ser 2007-2A, Cl D
2.831%, 04/15/21 (A) (D)		906		73
Battalion CLO, Ser 2007-1A, Cl E
5.389%, 07/14/22 (A) (D)		2,300		345
Battalion CLO, Ser 2007-I, Cl SUB
0.000%, 07/14/22 (A)		18		87
Capitalsource Advisors, Ser 2006-1A, Cl SUB
0.000%, 08/27/20 (A)		3,200		32
Carlyle High Yield Partners CLO, Ser 2006-8A, Cl N
0.000%, 05/21/21		3,700		37
Cent CDO, Ser 2007-14A, Cl B
1.491%, 07/15/09 (A) (D)		3,580		1,566
CIFC Funding, Ser 2007-2A
0.000%, 04/15/21 (A)		2,700		135
CIFC Funding, Ser 2007-IV
0.000%, 09/20/19		1,000		120
CIFC, Ser 2006-1BA
1.439%, 12/22/20 (A) (D)		3,150		399
CIFC, Ser 2006-1BA, Cl A2L
1.029%, 12/22/20 (A) (D)		5,000		1,244
CIFC, Ser 2007-3A, Cl B
2.342%, 07/26/21 (A) (D)		2,500		316
CIT CLO, Ser 2007-1A, Cl D
2.609%, 06/20/21 (A) (D)		2,800		280
CIT CLO, Ser 2007-1A, Cl E
5.609%, 06/20/21 (D)		1,900		133
Commercial Industrial Finance, Ser 2007-1A, Cl A1LB
1.296%, 05/10/21 (A) (D)		3,000		1,083
Connecticut Valley Structured Credit CDO, Ser 2006-3A, Cl NOTE
0.000%, 03/23/23 (A)		2,200		5
Copper River CLO, Ser 2006-1A, Cl INC
0.000%, 01/20/21 (A) (D)		3,000		165
De Meer Middle Market CLO, Ser 2006-1A, Cl B
1.507%, 10/20/18 (A) (D)		1,029		463
De Meer Middle Market CLO, Ser 2006-1A, Cl INC
0.000%, 10/20/18 (A)		3,366		202
Denali Capital CLO VII, Ser 2007-1A, Cl INC
0.000%, 01/22/22 (A)		2,200		110
Duane Street CLO, Ser 2007-5A, Cl SN
0.000%, 10/14/21 (A)		3,300		33
Flagship CLO, Ser 2006-1A, Cl B
0.959%, 09/20/19 (A) (D)		2,680		1,394
Gale Force CLO, Ser 2005-1A, Cl COM1
0.000%, 11/15/17 (A)		5,378		376
Gale Force CLO, Ser 2007-4A, Cl E
7.185%, 12/15/17 (D)		1,100		77
Gale Force CLO, Ser 2008-4A, Cl INC
2.810%, 12/15/17 (D)		15		105

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Gannett Peak CLO, Ser 2006-1A, Cl A2
1.452%, 10/27/20 (A) (D)	$	2,715	$	1,330
Gleneagles CLO, Ser AI
0.000%, 11/01/17 (D)		7		65
GoldenTree Loan Opportunities III, Ser 2007-3A, Cl SUB
0.000%, 05/01/22 (A)		3,400		272
Greenbriar CLO, Ser 2007-1A, Cl D
3.778%, 11/01/21 (A) (D)		3,947		79
GSC Partners CDO, Ser 2004-5A, Cl A2
1.435%, 11/20/16 (A) (D)		500		160
Hamlet II, Ser 2006-2A, Cl A2B
1.286%, 05/11/21 (A) (D)		2,200		946
Harch CLO, Ser 2005-2A, Cl C
1.901%, 10/22/17 (A) (D)		1,350		432
Harch CLO, Ser 2007-1A, Cl C
1.804%, 04/17/20 (A) (D)		2,250		765
Hudson Straits CLO, Ser 2004-1A, Cl B
1.881%, 10/15/16 (A) (D)		2,100		1,008
ING Investment Management I CLO
0.000%, 12/01/17 (A) (D)		13		125
ING Investment Management II CLO
0.000%, 08/01/20 (A) (D)		6		56
Landmark CDO, Ser 2002-2A, Cl A
1.148%, 09/04/12 (A) (D)		2,225		1,877
Lightpoint CLO, Ser 2006-4A, Cl INC
0.000%, 04/15/18 (A)		2,500		25
Marathon CLO, Ser 2005-2A, Cl INC
0.000%, 12/20/19 (A)		3,000		—
Marathon CLO, Ser 2005-2A, Cl B
1.409%, 12/20/19 (A) (D)		1,200		300
Marlborough Street CLO, Ser 2007-1A, Cl A2B
1.457%, 04/18/19 (A) (D)		2,125		1,169
Marlborough Street CLO, Ser 2007-1A, Cl INC
0.000%, 04/18/19 (A)		2,400		24
NOB Hill CLO, Ser 2007-1A, Cl C
1.559%, 06/21/22 (A) (D)		2,277		137
Peritus I CDO, Ser 2005-1A, Cl C
9.000%, 05/24/15 (A)		12,951		648
Sands Point Funding, Ser 2006-1A, Cl C
1.907%, 07/18/20 (A) (D)		2,240		358
Stanfield Bristol CLO, Ser 2005-1A, Cl SUB
0.000%, 10/15/19 (A)		6,300		63
Stanfield Daytona CLO
0.000%, 04/27/21		32		128
Stanfield Veyron CLO, Ser 2006-1A, Cl SUB
0.000%, 07/15/18		2,300		23
Telos CLO, Ser 2006-1A, Cl A2
1.539%, 10/11/21 (A) (D)		7,085		3,631
Tralee CDO, Ser 2007-1A, Cl SUB
0.000%, 04/16/22 (A)		2,700		27
Venture CDO, Ser 2004-1A, Cl A2
1.483%, 08/15/16 (A) (D)		2,684		1,302
Venture CDO, Ser 2006-7A, Cl A1B
1.437%, 01/20/22 (A) (D)		4,582		2,222
Waterfront CLO, Ser 2007-1A, Cl A2
1.531%, 08/02/20 (A) (D)		4,050		2,268
Whitehorse, Ser 2006-4A, Cl A2
1.527%, 01/17/20 (A) (D)		2,858		1,258
				32,403
Total Collateralized Debt Obligation (Cost $121,929) ($ Thousands)				32,403
CONVERTIBLE BONDS — 0.7%
ADC Telecommunications CV to 37.0336
3.500%, 07/15/15		750		491
Adelphia Recovery Trust, Ser AAC-1 (Escrow Security)
0.000%, 02/15/04		395		—
Advanced Micro Devices CV to 49.6771
5.750%, 08/15/12		600		369
Alcatel-Lucent CV to 320.5128
1.878%, 06/15/25		600		425
Beazer Homes CV to 19.4400
4.625%, 06/15/24		430		257
Bill Barrett
5.000%, 03/15/28		450		408
Ford Motor CV to 108.6957
4.250%, 12/15/36		25		21
Host Hotels & Resorts CV to 62.5107
3.250%, 04/15/24 ‡ (A)		495		479
Lions Gate Entertainment CV to 86.9565
2.938%, 10/15/24		1,124		899
Mirant CV to 14.7167
0.000%, 06/15/21		2,200		4
NII Holdings CV to 8.4517
3.125%, 06/15/12		3,690		2,837
ProLogis CV to 13.1614
2.250%, 04/01/37 ‡		1,165		932
SanDisk CV to 12.1426
1.000%, 05/15/13		1,050		659
SVB Financial Group
3.875%, 04/15/11 (A)		145		130
Total Convertible Bonds (Cost $7,932) ($ Thousands)				7,911
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, L.P.,
0.690% **††(G)		6,745,186		5,034
Total Affiliated Partnership (Cost $6,745) ($ Thousands)				5,034
PREFERRED STOCK — 0.2%
Energy — 0.0%
Whiting Petroleum
6.250%,		2		197

15 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Financials — 0.1%
CIFC Funding, Ser 2006-I, Cl I
0.000%, 10/20/20 (A) (D)	$	2,300	$	23
CIFC Funding, Ser 2006-II
0.000%, 03/01/21 (A) (D)		3,000		60
Dana, Ser B
0.000%, 12/31/49		548		345
GMAC
7.000%, 12/31/49		1		631
Peritus I CDO, Ser 2007-1A
0.000%, 12/19/17		3,750		38
Rockwall Investors
0.000%, 08/01/21 (A) (D)		4,000		40
Whitehorse II
0.000%, 03/15/13 (A) (D)		30		60
				1,197
Telecommunication Services — 0.1%
Crown Castle International CV to 1.3599
0.000%, 08/15/12		15		692
Total Preferred Stock (Cost $9,239) ($ Thousands)				2,086
COMMON STOCK — 0.1%
Armstrong World Industries *		6,237		103
Broder Bros. * (B)		56,668		35
Core-Mark Holding *		13,788		359
Dana Holding *		64,570		82
Federal Mogul, Cl A *		31,827		301
Owens Corning *		13,248		169
Shreveport Gaming Holdings		13,948		244
Winn-Dixie Stores *		8,445		106
Total Common Stock (Cost $2,839) ($ Thousands)				1,399
	Number of Warrants
WARRANTS — 0.0%
Atrium, Expires 10/14/18		706		—
Grande Communications, Expires 04/01/11 *		850		—
Total Warrants (Cost $9) ($ Thousands)				—
CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.270% **††		29,829,123		29,829
Total Cash Equivalent (Cost $29,829) ($ Thousands)				29,829
Total Investments — 100.7% (Cost $1,278,240) ($ Thousands) @			$	1,093,196

Percentages are based on a Net Assets of $1,085,819 ($ Thousands).

* Non-income producing security.

** The rate shown is the 7-day effective yield as of June 30, 2009.

†† Investment in Affiliated Security.

‡ Real Estate Investment Trust.

(A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(B) This security or a partial position of this security is on loan at June 30, 2009. The total value of securities on loan at June 30, 2009 was $6,263 ($ Thousands).

(C) Security in default on interest payments.

(D) Variable Rate Security –– The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2009. The date reported on the Schedule of Investments is the maturity date. The effective date may be shorter.

(E) Step Bonds –– The rate reflected on the Schedule of Investments is the effective yield on June 30, 2009. The coupon on a step bond changes on a specified date.

(F) Unsettled bank loan. Interest rate not available.

(G) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2009 was $5,034 ($ Thousands).

(H) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2009 was $343 ($ Thousands) and represented 0.03% of net Assets.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PIK — Payment-in-Kind

PLC — Public Limited Company

Ser — Series

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

@ At June 30, 2009, the tax basis cost of the Fund’s investments was $1,278,240 ($ Thousands), and the unrealized appreciation and depreciation were $47,533 ($ Thousands) and $(232,577) ($ Thousands) respectively.

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2009

The following is a summary of the inputs used as of June 30, 2009 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Corporate Obligations	$	—	$	881,581	$	3,767	$	885,348
Collateralized Debt Obligation		—		3,453		28,950		32,403
Convertible Bonds		—		7,907		4		7,911
Affiliated Partnership		—		5,034		—		5,034
Preferred Stock		—		1,865		221		2,086
Common Stock		1,120		—		279		1,399
Corporate Bond		—		—		—		—
Warrants		—		—		—		—
Corporate Obligation		—		—		—		—
Loan Participations		—		121,792		7,394		129,186
Cash Equivalent		29,829		—		—		29,829
Total Investments in Securities	$	30,949	$	1,021,632	$	40,615	$	1,093,196

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

	Corporate Obligations			Collateralized Debt Obligations			Convertible Bonds		Preferred Stock			Common Stock			Loan Participations
Beginning balance as of October 1, 2008	$	76,623		$	34,248		$	4	$	4,379		$	251		$	2,338
Accrued discounts/premiums		200			100			—		—			—			48
Realized gain/(loss)		(2,187	)		603			—		—			—			(992	)
Change in unrealized appreciation/(depreciation)		791			(28,051	)		—		(4,158	)		(7	)		(2,301	)
Net purchases/sales		938			13,176			—		—			35			(3,263	)
Net transfer in and/or out of Level 3		(72,598	)		8,874			—		—			—			11,564
Ending balance as of June 30, 2009	$	3,767		$	28,950		$	4	$	221		$	279		$	7,394

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.

17 SEI Institutional Managed Trust / Quarterly Report / June 30, 2009

Item 2. Controls and Procedures

(a) The certifying officers, whose certifications are included herewith, have evaluated the Registrant’s disclosure controls and procedures within 90 days of the filing date of this report. In their opinion, based on their evaluation, the Registrant’s disclosure controls and procedures are adequately designed, and are operating effectively to ensure, that information required to be disclosed by the Registrant in the reports it files or submits under the Securities Exchange Act of 1934 is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.

(b) There were no significant changes in the Registrant’s internal control over financial reporting that occurred during the Registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrants internal control over financial reporting.

Item 3. Exhibits.

(a) A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are filed herewith.

SIGNATURES

Pursuant to the requirements of the securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)	SEI Institutional Managed Trust
By (Signature and Title)	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO

Date: August 28, 2009

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By (Signature and Title)	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO
Date: August 28, 2009
By (Signature and Title)	/s/ Stephen F. Panner
	Stephen F. Panner, Controller & CFO
Date: August 28, 2009